Este trabalho apresenta o estudo e o desenvolvimento de um algoritmo híbrido para detecção, classificação e localização de faltas em sistemas com três terminais utilizando como principal ferramenta a transformada wavelet (TW) em suas versões discreta (TWD) e estacionária (TWE). O algoritmo é dito híbrido, pois alia duas metodologias para localizar a falta. A primeira baseada na análise de componentes de alta freqüência (ondas viajantes) e a segunda, baseada na extração dos componentes fundamentais para o cálculo da impedância aparente. A metodologia proposta foi concebida de maneira a trabalhar com dados sincronizados dos três terminais ou apenas dados locais para estimar a localização da falta. O localizador híbrido escolhe automaticamente qual a melhor técnica de localização ser utilizada para alcançar uma localização confiável e precisa. Deste modo, um método pode suprir as dificuldades do outro, ou, no mínimo, fornecer mais informações para que, junto ao conhecimento do operador, uma localização próxima da ótima possa ser alcançada. Com o objetivo de testar e validar a aplicabilidade do algoritmo de localização de faltas híbrido para linhas com três terminais, utilizou-se de dados de sinais faltosos obtidos através de simulações do software ATP (Altenative Transients Program), levando-se em conta a variação de diversos parâmetros que poderiam influenciar o desempenho do algoritmo proposto. Os resultados alcançados pelo algoritmo frente às situações avaliadas são bastante animadores, apontando a uma promissora aplicabilidade do mesmo. / This work presents a study and development of a hybrid algorithm for fault detection, classification and location in tree terminal lines based on wavelet transform (WT). It will be presented in two versions: discrete wavelet transform (DWT) and stationary wavelet transform (SWT). The algorithm is called hybrid because it uses two fault location methodologies: one based on fundamental components and other based on traveling waves. The proposed methodology works either with synchronized tree terminal data or only local data. The hybrid fault locator chooses automatically which location technique to be used in order to reach a reliable and accurate fault location. In this manner, this technique can avoid some difficulties present in other techniques, aiming to reach an optimized fault location. The proposed hybrid fault location was evaluated by simulated fault signals obtained by alternative transient program (ATP). In the tests, several parameters, which would influence the performance of the hybrid algorithm, were varied, such as: fault inception angle, fault resistance, fault type, etc. The results obtained by the proposed methodology are very encouraging and it points out to a very promising application.

Ce travail de thèse traite de la détection des défauts mécaniques des roulements à billes par analyse de grandeurs mécaniques et électriques dans des machines synchrones à aimants permanents haute vitesse. Le domaine applicatif de ce travail concerne l'aéronautique. Généralement, pour surveiller l'état des roulements à billes dans un actionneur électrique, des mesures vibratoires sont réalisées. Elles permettent, en exploitant le spectre du signal vibratoire, de mettre facilement en évidence la détérioration du roulement. Cette méthode de surveillance est cependant relativement couteuse en termes d'instrumentation et le placement d'un capteur vibratoire dans des équipements à fort degré d'intégration est parfois difficile. Nous proposons dans ce mémoire d'utiliser d'autres grandeurs physiques prélevées sur le système pour réaliser la surveillance de ces défauts. Il peut s'agir de grandeurs mécaniques (vitesse, position par exemple) et de grandeurs électriques (courant statorique, courant onduleur par exemple). L'utilisation de données déjà disponibles dans l'équipement pour les besoins de la commande permet ainsi de supprimer le système d'acquisition vibratoire. A partir d'enregistrements temporels de données réalisées au cours de campagnes d'essais, nous proposons des méthodologies de traitement du signal permettant d'extraire automatiquement des informations sensibles au défaut à surveiller. L'idée finale est de construire des indicateurs de l'état de santé des roulements permettant de prendre « juste à temps » des décisions fiables relatives à la maintenance ou à la sécurisation de l'équipement. Pour construire ces indicateurs, les signatures spécifiques aux défauts de roulements sont étudiées de manière théorique et expérimentale, pour l'ensemble des grandeurs prélevées. Leurs propriétés sont mises en évidence, permettant ainsi de définir les bandes fréquentielles les plus contributives au diagnostic. L'extraction de ces signatures est réalisée dans le domaine fréquentiel selon plusieurs méthodes. Deux types d'indicateurs automatiques différents sont proposés. Le premier est construit directement à partir du spectre d'amplitude des grandeurs par extraction de l'amplitude des harmoniques dans des bandes fréquentielles particulières. Le second intègre une dimension statistique dans l'analyse en exploitant le caractère aléatoire de certains harmoniques pour détecter la présence du défaut. Des critères de comparaison sont définis et utilisés pour étudier les performances des indicateurs proposés pour deux campagnes d'essais avec des roulements artificiellement dégradés, pour différentes vitesses de fonctionnement et pour différents paramètres de réglage des indicateurs. / This Ph.D. thesis deals with detection of mechanical bearings faults by analysis of mechanical and electrical signals in high speed permanent magnet synchronous machine. The application domain of this work concerns aeronautics. Generally, to monitor the ball bearings status in electrical actuator, the vibration measurements are used. They allow, by extracting the vibration spectrum, to easily detect the deterioration of the bearing. This monitoring method is relatively expensive in terms of instrumentation and placing a vibration sensor in equipment with a high integration degree can be difficult. We propose in this paper to use other physical quantities taken from the system to perform the monitoring of these defects. It may be mechanical quantities (for example speed, position) and electrical quantities (for example stator current, power inverter). From time recording of data carried out during test campaigns, we propose signal processing methodologies to automatically extract information sensitive to the monitored fault. The final idea is to construct indicators of bearings health and make decisions relating to maintenance or equipment security. To construct these indicators, specific bearing defects signatures are studied theoretically and experimentally, for all collected variables. The extraction of these signatures is carried out in frequency domain. Two different types of automatic indicators are proposed. The first is constructed directly from the amplitude spectrum by extraction of the harmonic amplitude of the spectrum in particular frequency bands. The second includes a statistical dimension analysis by exploiting the random nature of some harmonics to detect fault presence. Criteria of comparison are defined and used to study the proposed indicators performances for two trial campaigns with artificially degraded bearings, for different speed functioning and for different regulation of indicators parameters.

The field of direct inject mass spectrometry includes a massive host of ambient ionization techniques that are especially useful for forensic analysts. Whether the sample is trace amounts of drugs or explosives or bulk amounts of synthetic drugs from a clandestine laboratory, the analysis of forensic evidence requires minimal sample preparation, evidence preservation, and high sensitivity. Direct inject mass spectrometry techniques can rarely provide all of these. Direct analyte-probed nanoextraction coupled to nanospray ionization mass spectrometry, however, is certainly capable of achieving these goals. As a multifaceted tool developed in the Verbeck laboratory, many forensic applications have since been investigated (trace drug and explosives analysis). Direct inject mass spectrometry can also be easily coupled to assays to obtain additional information about the analytes in question. By performing a parallel artificial membrane assay or a cell membrane stationary phase extraction prior to direct infusion of the sample, membrane permeability data and receptor activity data can be obtained in addition to the mass spectral data that was already being collected. This is particularly useful for characterizing illicit drugs and their analogues for a biologically relevant way to schedule new psychoactive substances.

Les travaux de cette thèse portent sur le développement de nouvelles méthodologies de purification des peptides pharmaceutiques par chromatographie de partage centrifuge (CPC) dans le but de l'introduction de cette technique comme outil de R&D mais surtout de production en milieu industriel. Le caractère original de ces travaux porte essentiellement sur l'introduction de nouveaux systèmes de solvants et la mise au point de nouveaux procédés de purification en mode CPC co-courant. Les différents aspects liés à l'industrialisation des différents procédés de purification ont également été étudiés.La première partie des travaux a consisté en l'étude de quelques nouveaux aspects de l'intérêt de l'application du mode co-courant en chromatographie de partage centrifuge. Une méthodologie originale de purification des peptides tensioactifs non ioniques en mode CPC co-courant a été mise au point. Cette méthodologie a permis de résoudre les problèmes de perturbations hydrodynamiques et de perte de phase stationnaire engendrés par le caractère tensioactif de ces molécules et a été appliquée avec succès à la purification d'une cyclosporine modifiée douée d'une activité anti-virale et faiblement soluble dans les solvants usuellement utilisés en CLHP. Une étude fondamentale de l'effet du peptide sur le comportement hydrodynamique des deux phases lors de la séparation et la visualisation des modèles d'écoulement au sein de la colonne CPC a permis la mise en évidence du role de la ciclosporine modifiée dans la perturbation de la composition des phases du système chromatographique. D'autres aspects de l'intérêt du mode co-courant en CPC ont été étudiés lors de cette étude, notamment l'amélioration de la robustesse et de la résolution de la séparation.La seconde partie des travaux a porté sur le développement de nouveaux systèmes biphasiques de solvants particulièrement adaptés à la purification des peptides hydrophobes non-ioniques, notamment les intermédiaires de synthèse protégés, qui sont très faiblement solubles dans la plupart des solvants communs utilisés en chromatographie. Deux gammes quaternaire et quinaire de systèmes biphasiques de solvants, ainsi qu'un système biphasique ternaire ont été introduits. L'originalité de ces systèmes porte sur l'usage de solvants verts à fort caractère solvatant tel que le Methyl-THF et le cyclopentyl methyl ether (CPME). Les systèmes développés ont été efficacement utilisés pour la purification en CPC d'une exénatide protégée de 39 acides aminés et d'un peptide protégé de 8 acides aminés intermédiaire de la synthèse de la bivalirudine. Ces systèmes devraient être utiles pour une utilisation générale en CPC pour la séparation des peptides synthétiques hydrophobes libres ou protégés. / The work presented in this thesis deals with the development of new methodologies for the purification of pharmaceutical peptides by centrifugal partition chromatography (CPC) in order to introduce this technique as a tool for R & D but also in industrial production. The original character of this work relies on the introduction of new solvent systems and the development of new purification processes based on the co-current CPC mode. The different aspects of the process intensification and industrialization have also been studied.In the first part of the work, a study of some new aspects of the interest of the application of the stationary phase co-current mode in CPC is described. An original method for the purification of non-ionic tensioactive peptides in the co-current CPC mode was developed. This method has been successfully applied to the purification of a modified cyclosporine showing a therapeutic interest. This particular elution mode, taking advantage of the liquid nature of the stationary phase, appears to be an efficient solution to get round some hydrodynamic instabilities that sometimes appears during a purification intensification by CPC. A fundamental study of the effect of the peptide on the hydrodynamic behavior of the two phases in the separation and visualization of flow patterns within the CPC column allowed highlighting the role of the peptide in the disruption of phases composition of the chromatographic system. Other aspects of the interest of the co-current mode in CPC were investigated in this study, including the improvement of the efficiency and the resolution of the separation.The second part of the work focused on the development of new biphasic solvent systems particularly suitable for the purification of hydrophobic non-ionic peptides, including protected intermediates, which are very poorly soluble in the most common solvents used in chromatography. Two new scales of biphasic solvent systems showing a wide range of polarity and a ternary biphasic system were introduced to overcome solubility problems often encountered with synthetic hydrophobic protected peptides. The originality of these systems relies on the use of green solvents with high solvating character such as Methyl-THF and cyclopentyl methyl ether (CPME). The developed systems have been effectively used for the purification in CPC of a 39mer protected exenatide and and a 8mer protected peptide intermediate of bivalirudin synthesis.

As famílias Anosov foram introduzidas por P. Arnoux e A. Fisher, motivados por generalizar a noção de difeomorfismo de Anosov. A grosso modo, as famílias Anosov são sequências de difeomorfismos (fi)i&#8712Z definidos em uma sequencia de variedades Riemannianas compactas (Mi)i&#8712Z, em que fi: Mi ->Mi+1 para todo i &#8712 Z, tal que a composição fi+no· · ·ofi, para n >=1, tem comportamento assintoticamente hiperbólico. Esta noção é conhecida como um sistema dinâmico não-estacionário ou um sistema dinâmico não-autônomo. Sejam M a união disjunta de cada Mi, para i &#8712 Z, e Fm(M) o conjunto consistente das famílias de difeomorfismos (fi)i&#8712Z de classe Cm definidos na sequência (Mi)i&#8712Z. O propósito principal deste trabalho é mostrar algumas propriedades das famílias Anosov. Em particular, mostraremos que o conjunto destas famílias é aberto em Fm(M), em que Fm(M) é munido da topologia forte (ou topologia Whitney); a estabilidade estrutural de certa classe de famílias Anosov, considerando conjugações topológicas uniformes; e várias versões para os Teoremas de variedades estáveis e instáveis. Os resultados que serão apresentados aqui generalizam alguns outros resultados obtidos em Sistemas Dinâmicos Aleatórios, os quais serão mencionados ao longo do trabalho. Além do anterior, será introduzida a entropia topológica para elementos em Fm(M) e mostraremos algumas das suas propriedades. Provaremos que esta entropia é contínua em Fm(M) munido da topologia forte. Porém, ela é descontínua em cada elemento de Fm(M) munido da topologia produto. Também apresentaremos um resultado que pode ser uma ferramenta de muita utilidade no estudo da continuidade da entropia topológica de difeomorfismos definidos em variedades compactas. Finalizaremos o trabalho dando uma lista de problemas que surgiram ao longo desta pesquisa e que serão analisados em um trabalho futuro. / Anosov families were introduced by P. Arnoux and A. Fisher, motivated by generalizing the notion of Anosov dieomorphisms. Roughly, Anosov families are sequences of dieomorphisms (fi)i&#8712Z dened on a sequence of compact Riemannian manifolds (Mi)i&#8712Z, where fi: Mi -> Mi+1 for all i &#8712 Z, such that the composition fi+n o · · · o fi, for n >=1, has asymptotically hyperbolic behavior. This notion is known as a non-stationary dynamical system or a non-autonomous dynamical system. Let M be the disjoint union of each Mi, for each i &#8712 Z, and Fm(M) the set consisting of families of Cm-dieomorphisms (fi)i&#8712Z dened on the sequence (Mi)i&#8712Z. The main goal of this work is to explore some properties of Anosov families. In particular, we will show that the set consisting of these families is open in Fm(M), where Fm(M) is endowed with the strong topology (or Whitney topology); the structural stability of a certain class of Anosov families, considering uniform topological conjugacies; and some versions of stable and unstable manifold theorems. The results that will be presented here generalize some results obtained in Random Dynamical Systems, which will be mentioned throughout the work. In addition to the above mentioned theorems, the topological entropy for elements in Fm(M) will be introduced, and we will show some of its properties. We will prove that this entropy is continuous on Fm(M) endowed with strong topology. However, it is discontinuous at each element of Fm(M) endowed with the product topology. We will also present a result that can be a very useful tool in the study of the continuity of the topological entropy of dieomorphisms dened on compact manifolds. We will nish the work by giving a list of problems that have arisen throughout this research and that will be analyzed in a future work.

Este trabalho apresenta o estudo e o desenvolvimento de um algoritmo híbrido para detecção, classificação e localização de faltas em sistemas com três terminais utilizando como principal ferramenta a transformada wavelet (TW) em suas versões discreta (TWD) e estacionária (TWE). O algoritmo é dito híbrido, pois alia duas metodologias para localizar a falta. A primeira baseada na análise de componentes de alta freqüência (ondas viajantes) e a segunda, baseada na extração dos componentes fundamentais para o cálculo da impedância aparente. A metodologia proposta foi concebida de maneira a trabalhar com dados sincronizados dos três terminais ou apenas dados locais para estimar a localização da falta. O localizador híbrido escolhe automaticamente qual a melhor técnica de localização ser utilizada para alcançar uma localização confiável e precisa. Deste modo, um método pode suprir as dificuldades do outro, ou, no mínimo, fornecer mais informações para que, junto ao conhecimento do operador, uma localização próxima da ótima possa ser alcançada. Com o objetivo de testar e validar a aplicabilidade do algoritmo de localização de faltas híbrido para linhas com três terminais, utilizou-se de dados de sinais faltosos obtidos através de simulações do software ATP (Altenative Transients Program), levando-se em conta a variação de diversos parâmetros que poderiam influenciar o desempenho do algoritmo proposto. Os resultados alcançados pelo algoritmo frente às situações avaliadas são bastante animadores, apontando a uma promissora aplicabilidade do mesmo. / This work presents a study and development of a hybrid algorithm for fault detection, classification and location in tree terminal lines based on wavelet transform (WT). It will be presented in two versions: discrete wavelet transform (DWT) and stationary wavelet transform (SWT). The algorithm is called hybrid because it uses two fault location methodologies: one based on fundamental components and other based on traveling waves. The proposed methodology works either with synchronized tree terminal data or only local data. The hybrid fault locator chooses automatically which location technique to be used in order to reach a reliable and accurate fault location. In this manner, this technique can avoid some difficulties present in other techniques, aiming to reach an optimized fault location. The proposed hybrid fault location was evaluated by simulated fault signals obtained by alternative transient program (ATP). In the tests, several parameters, which would influence the performance of the hybrid algorithm, were varied, such as: fault inception angle, fault resistance, fault type, etc. The results obtained by the proposed methodology are very encouraging and it points out to a very promising application.

A necessidade de obter solução de grandes sistemas lineares resultantes de processos de discretização de equações diferenciais parciais provenientes da modelagem de diferentes fenômenos físicos conduz à busca de técnicas numéricas escaláveis. Métodos multigrid são classificados como algoritmos escaláveis.Um estimador de erros deve estar associado à solução numérica do problema discreto de modo a propiciar a adequada avaliação da solução obtida pelo processo de aproximação. Nesse contexto, a presente tese caracteriza-se pela proposta de reutilização das estruturas matriciais hierárquicas de operadores de transferência e restrição dos métodos multigrid algébricos para acelerar o tempo de solução dos sistemas lineares associados à equação do transporte de contaminantes em meio poroso saturado. Adicionalmente, caracteriza-se pela implementação das estimativas residuais para os problemas que envolvem dados constantes ou não constantes, os regimes de pequena ou grande advecção e pela proposta de utilização das estimativas residuais associadas ao termo de fonte e à condição inicial para construir procedimentos adaptativos para os dados do problema. O desenvolvimento dos códigos do método de elementos finitos, do estimador residual e dos procedimentos adaptativos foram baseados no projeto FEniCS, utilizando a linguagem de programação PYTHONR e desenvolvidos na plataforma Eclipse. A implementação dos métodos multigrid algébricos com reutilização considera a biblioteca PyAMG. Baseado na reutilização das estruturas hierárquicas, os métodos multigrid com reutilização com parâmetro fixo e automática são propostos, e esses conceitos são estendidos para os métodos iterativos não-estacionários tais como GMRES e BICGSTAB. Os resultados numéricos mostraram que o estimador residual captura o comportamento do erro real da solução numérica, e fornece algoritmos adaptativos para os dados cuja malha retornada produz uma solução numérica similar à uma malha uniforme com mais elementos. Adicionalmente, os métodos com reutilização são mais rápidos que os métodos que não empregam o processo de reutilização de estruturas. Além disso, a eficiência dos métodos com reutilização também pode ser observada na solução do problema auxiliar, o qual é necessário para obtenção das estimativas residuais para o regime de grande advecção. Esses resultados englobam tanto os métodos multigrid algébricos do tipo SA quanto os métodos pré-condicionados por métodos multigrid algébrico SA, e envolvem o transporte de contaminantes em regime de pequena e grande advecção, malhas estruturadas e não estruturadas, problemas bidimensionais, problemas tridimensionais e domínios com diferentes escalas. / The need for solving large linear systems arising from the discretization of partial differential equations modelling physical phenomena motivates the search for scalable numerical techniques. Multigrid algorithms are instances of such techniques.In order to provide a suitable assessment of the solution obtained by such algorithms, an error estimator must be associated to the numerical solution of the discretized problem. In this context, this thesis proposes the reutilization of the hierarchical matrix structures of transfer operators and the restriction to algebraic multigrid methods to speed up the process of solving the linear systems associated with the contaminant transport equation in saturated porous media. In addition, it features the implementation of residual estimates for problems involving constant or non-constant data, the regimes of small- or large-scale advection and the proposal of employing the residual estimates associated to the source term and to the initial condition to build adaptive procedures for the problem data. The development of the computer codes of the finite element method, residual estimator and adaptive procedures were based on the FEniCS project, using the programming language PYTHONR and developed on the Eclipse platform. The implementation of the algebraic methods with reutilization relied upon the libray PyAMG. Grounding on the idea of reutilizing the hierarchical structures, fixed and automatic parameters multigrid methods were proposed and extended to non-stationary iterative methods such as GMRES and BICGSTAB. The numerical results demonstrate that the residual estimator captures the behavior of the real error of the numerical solution, and provide adaptive algorithms for the data whose output mesh yields a numerical solution alike to that obtained from a uniform mesh with more elements. Moreover, the methods with reutilization are faster than those that do not reuse the structures. Besides, the efficiency of such methods can also be observed in the solution of an auxiliary problem, which is necessary for deriving the residual estimates in the regime of large-scale advection. These results encompass both the type SA algebraic multigrid method and those pre-conditioned by them. Moreover, they involve the transport of contaminants in regime of small- and large-scale advection, structured and non-structured meshes, bi- and tridimensional problems and domains with different scales.

O cloridrato de tramadol, analgésico sintético de ação central, possui dois centros quirais: o isômero cis é ativo e o isômero trans é uma impureza de processo. Ambos os enantiômeros do cloridrato de cis-tramadol contribuem para o efeito analgésico, mas através de mecanismos diferentes, complementares e interativos farmacologicamente. Os dois isômeros do cis-tramadol apresentam efeitos terapêuticos, e a presença de impurezas, incluindo os isômeros trans - decorrentes do processo de síntese ou devido à decomposição - podem comprometer a qualidade do produto comercializado. Assim, este trabalho teve como objetivo desenvolver e validar metodologia estereosseletiva para análise do cloridrato de cis-tramadol e das possíveis impurezas quirais ou não na matéria-prima e formulações farmacêuticas. Para a separação e quantificação dos enantiômeros do cloridrato de cis-tramadol e das impurezas trans-tramadol, 1,2-olefina e 1,6-olefina, foi utilizada a coluna Chiralcel® OD-H, fase móvel constituída por hexano (60% e 100% de n-hexano, 1:1, v/v):isopropanol:dietilamina:ácido trifluoracético (99,5:0,5:0,3:0,1, v/v/v/v), na vazão de 0,7 mL min-1 e detecção em 274 nm. A coluna Chiralpak® AD fase móvel constituída por hexano (60% de n-hexano):etanol absoluto:dietilamina (95:5:0,1, v/v/v), na vazão de 1,0 mL min-1 e o comprimento de onda para detecção dos compostos foi de 228 nm foi utilizada para a separação e quantificação das impurezas O-desmetiltramadol, N-desmetiltramadol e tramadol N-óxido. Os métodos desenvolvidos foram devidamente validados através dos parâmetros seletividade, linearidade, precisão, exatidão, intervalo, limite de detecção e limite de quantificação. Os resultados obtidos na validação mostraram que os métodos são adequados para a determinação do cis-tramadol e de suas impurezas na matéria prima e na formulação farmacêutica. / Tramadol hydrochloride is a centrally acting analgesic with two chiral centers; the cis isomer is the active drug and the trans isomer is a process impurity. Both enantiomers of cis-tramadol hydrochloride contribute to the analgesic effect through different, but complementary and interactive pharmacological mechanisms. Although both isomers of cis-tramadol hydrochloride show therapeutic effects, the presence of impurities, originated from the synthesis process or due to degradation, can compromise the quality of the marketed product. The aim of this present work was the development and validation of a stereosselective methodology for the analysis of the drug cis-tramadol hydrochloride and the possible chiral or non-chiral impurities in raw materials and pharmaceutical formulations. The separation and quantitation of cis-tramadol enantiomers and the impurities trans-tramadol, 1,2-olefin and 1,6-olefin were carried out using a Chiralcel® OD-H column, mobile phase of hexane (60% and 100% of n-hexane, 1:1, v/v):2-propanol:diethylamine:trifluoroacetic acid (99,5:0,5:0,3:0,1, v/v/v/v) at a flow rate of 0,7 mL min-1 and detection at 274 nm. For the separation and quantitation of the impurities O-desmethyltramadol, N-desmethyltramadol and tramadol N-oxide, a Chiralpak® AD column was used with a mobile phase of hexane (60% of n-hexane):ethanol absolute: diethylamine (95:5:0,1, v/v/v) at a flow rate of 1,0 mL min-1 and detection at 228 nm. The methods were validated using the parameters selectivity, linearity, precision, accuracy, range, detection limit and quantitation limit. The results obtained show that the methods are suitable for the analysis of cis-tramadol and its impurities in raw material and pharmaceutical formulation.

Three ionic liquids (ILs), trihexyltetradecylphosphonium tetrafluoroborate (TTPT), N-butyl-4-methylpyridinium tetrafluoroborate (BMPT), and 1-methyl-3- octylimidazolium tetrafluoroborate (MOIC), were utilized to prepare sol- gel sorbent coatings. Non-polar polydimethylsiloxane (PDMS) and polar poly(ethylene glycol) (PEG), poly(tetrahydrofuran) (PolyTHF) and bis[(3-methyldimethoxy-silyl)propyl] polypropylene oxide (BMPO) polymers were employed to develop novel ionic liquidmediated sol- gel hybrid organic- inorganic sorbents. The novel sorbents were first tested as coatings for capillary microextraction off-line hyphenated to gas chromatography. To gain an understanding of the role of the ionic liquids in the sol-gel process, the preconcentration abilities of these novel coatings were investigated for several classes of compounds utilizing CME-GC. This was accomplished by comparing GC peak areas of a series of analytes extracted on the ionic liquid mediated sol-gel CME coatings with that of analogous peak areas obtained on sol- gel coatings prepared without the ionic liquid. The morphology of these coatings was compared using scanning electron microscopy (SEM) imaging data. Overall, the ionic liquid-mediated sol- gel coatings had more porous morphologies than the sol-gel coatings prepared without ionic liquid. The PDMS andBMPO sol-gel coatings prepared with ionic liquid in the sol solution provided enhanced extraction sensitivity reflected in higher preconcentration effects and lower detection limits than the sol- gel coatings prepared without the ionic liquid. The polar IL-mediated BMPO sol- gel sorbent was further investigated by exploring the extraction profile and thermal stability of these coatings. A further application of ionic liquid-mediated sol-gel sorbents could be as stationary phases in a microchip-based separation system. Towards this goal, microfluidic channels were fabricated in glass substrates using microelectromechanical engineering. Spiral and serpentine channels were etched in Pyrex and fused silica wafers using wet and deep reactive ion etching (DRIE) techniques. Microfabrication protocols such as the use of hard mask and etching times were investigated for both techniques. DRIE produced microfluidic channels that had an etch quality that was superior to wet etched channels. Thus, the ultimate microchip-based separation system should by fabricated using DRIE.

本研究分別利用傳統 OLS、誤差修正模型以及 Bivariate GARCH 模型研究以摩根台股指數期貨規避台灣股價指數的避險效果，現貨部分除了摩根台股指數現貨之外，亦考慮了台灣加權股價指數，目的在於瞭解摩根指數期貨的避險效果，並提出未來台灣加權股價指數上市後一套研究指數期約避險績效的研究架構。 本研究實證結果發現： (1)將台灣加權股價指數、摩根台股指數現貨以及摩根台股指數期貨的每日收盤價取對數值，並且依照避險期間分為三種情況，利用 ADF(Augmented Dicky and Fuller)進行單根檢定，結果顯示三個時間數列皆非定態(stationary)。 (2)時間數列取一階差分之後，視為指數的報酬率，同樣利用 ADF 進行單根檢定，結果顯示三個時間數列呈現定態(stationary)，亦即時間列服從 I (1)。此時，報酬的迴歸式存在具有實質意義。進行供整合檢定之結果顯示，無論是台灣加權指數與摩根台股指數期貨市場間，或是摩根台股指數之現貨與期貨市場間存在長期穩定之均衡關係。因此欲研究現貨與期貨市場的避險比率，應考慮誤差修正項。 (3)在加權股價指數與摩根指數期貨間避險效果方面： 1.在樣本內實證中，傳統 OLS 除了在避險期間為每日的情況之外，所造成投資組合變異數降低幅度較大，有較好的樣本內避險效果表現。 2.在樣本外實證中，傳統 OLS 無論在何避險期間，所造成投資組合變異數降低幅度較小，其避險效果皆較差。 3.避險誤差均方根比較方面，傳統 OLS 表現較差。 (4)在摩根台股指數現貨與摩根指數期貨間避險效果方面 1.在樣本內實證中，傳統 OLS 在各避險期間，所造成投資組合變異數降低幅度較大，有較好的樣本內避險效果表現。 2.在樣本內實證中，傳統 OLS 無論在何避險期間，其避險效果差皆較差。 3.避險誤差均方根比較方面，同樣以傳統 OLS 表現較差。 / Investors of Taiwan Stock Market have been long lack of hedging tools. SIMEX has provided a new merchant, MSCI Taiwan Index Future on January 9,1997. In addition, Taiwan Futures Exchange is going to run on July, 1998. Though investors are still not familiar with the new derivatives. Futures will be the new markets in Taiwan and it is the right time for us to analyze it. This research use different econometrics methods to check if it is a good hedge tool for the investors. The results are as followed. 1.The time series of MSCI Taiwan Index futures, MSCI Index Spots and Taiwan Weighted Index are not stationary. They are integrated of order 1. 2.There exist cointegrations between MSCI Taiwan Index futures and MSCI Index Spots, in addition to MSCI Taiwan Index futures and Taiwan Weighted Index. 3.OLS Regression, Error Correction Model and Bivariate GARCH Model are applied to find the optimal hedge retio. Among them, the hedge ratios of Bivariate GARCH Model are dynamic while the other two are constant. 4.According to the in-sample hedging effects results, the OLS are outstanding. The low variance of hedging portfolios and the reduction percentage compared to the no-hedged portfolios prove that. 5.Investors may care more about the out-sample results. From the table we know that Error Correction Model and Bivariate GARCH Model perform better than OLS, especially when the time period is longer. 6.When we check the RMSE, we get the same conclusion that OLS is the worst one among the three methods.