This thesis focuses on the parameter stability of additive normal tempered stable processes when calibrating a volatility surface. The studied processes arise as a generalization of Lévy normal tempered stable processes, and their main characteristic are their time-dependent parameters. The theoretical background of the subject is presented, where its construction is discussed taking as a starting point the definition of Lévy processes. The implementation of an option valuation model using Fourier techniques and the calibration process of the model are described. The thesis analyzes the parameter stability of the model when it calibrates the volatility surface of a market index (EURO STOXX 50) during three time spans. The time spans consist of the periods from Dec 2016 to Dec 2017 (after the Brexit and the US presidential elections), from Nov 2019 to Nov 2020 (during the pandemic caused by COVID-19) and a more recent time period, April 2023. The findings contribute to the understanding of the model itself and the behavior of the parameters under particular economic conditions.

The brake system is critical for ensuring safe driving and has been the focus of development for many years. Pneumatic braking technology is commonly used in heavy vehicles,but it results in energy wastage and high service costs. Some countries mandate auxiliarybraking systems to assist in stopping the vehicle in addition to service brakes. One suchsystem is the regenerative braking system, which captures kinetic energy from braking andconverts it into electrical energy. Retarders are another commonly used auxiliary brakingsystem. These systems are essential due to heavy vehicle weight, which can weaken servicebrake performance.This thesis focuses on estimating net forces on the truck’s driven axle to understandhow auxiliary braking systems and vehicle traction affect the normal force on the drivenwheel axle. The expected result can assist in maintaining the slip ratio and increasing thelife span and performance of brakes.Scania uses a function to estimate forces on the driven axle and drive wheel slip. Theyneed to determine the normal force on the axle to improve performance of auxiliary brakingsystems, but tests showed that for the same specified slip ratio, the auxiliary braking forcerequired was smaller than that in an acceleration state. Scania believe that dynamic axleload transfer may be the cause, so a 6x2 electrified truck will be investigated in this thesis.The obtained results show the driven wheel axle’s behavior during different dynamicalscenarios.This research aimed to develop a model that can accurately simulate a truck’s movement and estimate the ground reaction force in response to variations in the scenario of thecontrol signal. By studying the quarter car model, bounce-pitch and half car model, theresearchers were able to obtain a model represented by 5 ODEs, which predicts the wheelaxle normal force. To verify the model, data from the CAN bus and measurements using ascale were collected and compared with the model’s output. The Mean Squared Error canbe used to evaluate and compare the model’s performance, and the results showed that themodel provides a reasonable estimate of the normal force on all axles. The study also analyzed the factors that contributed to the errors in the results. The behavior of the normalforce for each wheel axle during acceleration and braking was illustrated, explaining howthe normal force distribution becomes mirrored compared to the acceleration state duringbraking. The study’s discussions enhance the validity of the observed behavior and thereliability of the results.

No description available.

I Sverige har barnmorskan ett eget ansvar att handlägga den normala förlossningen samt värna om det normala barnafödandet.  Enligt riktlinjer både internationellt och nationellt är det övergripande målet med förlossningsvården att mamma och barn skall må bra och att förlossningen handläggs med så få interventioner som möjligt. Flera studier visar att interventioner under förlossning ökar och att förlossningsvården bara till viss del utgår från den evidens som finns kring normal förlossning. Syftet med studien var att undersöka handläggning av normal förlossning med hjälp av instrumentet Bologna Score. En prospektiv tvärsnittsstudie med kvantitativ ansats har använts. Nitton barnmorskestudenter på ett lärosäte i Västsverige fick efter varje förlossning de medverkat vid fylla i ett frågeformulär med instrumentet Bologna Score som skattar hur normal förlossning handläggs. Frågeformuläret är testat och validerat och har använts i tidigare studier. Resultatet visar att 20,3 % av alla förlossningar i föreliggande studie fick 5 poäng på Bologna Score, vilket indikerar att dessa förlossningen handlagts med aktuell evidens. Medelvärdet på Bologna Score var 3,73 poäng. Trots det låga resultatet på Bologna Score så bedömdes 73,8 % av förlossningarna som normala av barnmorskestudenterna.  Resultatet indikerar att handläggningen av förlossningarna inte till fullo utgår från den evidens som finns. Vidare framkom att det är möjligt att Bologna Score inte är tillräckligt specifikt för att särskilja de förlossningar som avses att analyseras. Resultatet visar också på signifikanta skillnader mellan olika förlossningsklinikers handläggning av normal förlossning.

Master of Science / Department of Computing and Information Sciences / David A. Gustafson / Octant analysis, when combined with properties of the multivariate central limit theorem and multivariate normal distribution, allows finding a reasonable grasping point on an unknown novel object possible. This thesis’s original contribution is the ability to find progressively improving grasp points in a poor and/or sparse point cloud. It is shown how octant analysis was implemented using common consumer grade electronics to demonstrate the applicability to home and office robotics. Tests were carried out on three novel objects in multiple poses to determine the algorithm’s consistency and effectiveness at finding a grasp point on those objects. Results from the experiments bolster the idea that the application of octant analysis to the grasping point problem seems promising and deserving of further investigation. Other applications of the technique are also briefly considered.

Vector autoregressive (VAR) models are frequently used for forecasting and impulse response analysis. For both applications, shrinkage priors can help improving inference. In this paper we derive the shrinkage prior of Griffin et al. (2010) for the VAR case and its relevant conditional posterior distributions. This framework imposes a set of normally distributed priors on the autoregressive coefficients and the covariances of the VAR along with Gamma priors on a set of local and global prior scaling parameters. This prior setup is then generalized by introducing another layer of shrinkage with scaling parameters that push certain regions of the parameter space to zero. A simulation exercise shows that the proposed framework yields more precise estimates of the model parameters and impulse response functions. In addition, a forecasting exercise applied to US data shows that the proposed prior outperforms other specifications in terms of point and density predictions. (authors' abstract) / Series: Department of Economics Working Paper Series

The relaxation of international boundaries has enabled the globalisation of markets making available an ever increasing number of specialised suppliers and markets. Inevitably this results in supply chains sharing suppliers and customers reflected in a network of relationships. Within this context firms buyers configure their supply relationships based on their perception of supply risk. Risk is managed by either increasing trust or commitment or by increasing the number of suppliers. Increasing trust and commitment facilitates collaboration and reduces the propensity for a supplier to exit the relationship. Conversely, increasing the number of suppliers reduces dependency and increases the ease of making alternative supply arrangements. The emergent network of relationships is dynamic and complex, and due in no small part to the influence of inventory management practices, tightly coupled. This critical organization of the network describes a system that contrary to existing supply chain conceptualisation exists far from equilibrium, requiring a different more appropriate theoretical lens through which to view them. This thesis adopts a Complex Adaptive Systems (CAS) perspective to position supply networks as tightly coupled complex systems which according to Normal Accident Theory (NAT) are vulnerable to disruptions as a consequence of normal operations. The consequential boundless and emergent nature of supply networks makes them difficult to research using traditional empirical methods, instead this research builds a generalised supply network agent based computer model, allowing network constituents (agents) to take autonomous parallel action reflecting the true emergent nature of supply networks. This thesis uses the results from a series of carefully designed computer experiments to elucidate how supply networks respond to a variety of market structures and permitted agent behaviours. Market structures define the vertical (between tier) and horizontal (within tier) levels of price differentiation. Within each structure agents are permitted to autonomously modify their prices (constrained by market structure) and collaborate by sharing demand information. By examining how supply networks respond to different permitted agent behaviours in a range of market structures this thesis makes 4 contributions. Firstly, it extends NAT by incorporating the adaptive nature of supply network constituents. Secondly it extends supply chain management by specifying supply networks as dynamic not static phenomena. Thirdly it extends supply chain risk management through developing an understanding of the impact different permitted behaviour combinations on the networks vulnerability to disruptions in the context of normal operations. Finally by developing the understanding how normal operations impact a supply networks vulnerability to disruptions it informs the practice of supply chain risk management.

Thesis (PhD)--Stellenbosch University, 2011. / ENGLISH ABSTRACT: The concept of broadband coherent supercontinuum (SC) generation in all-normal dispersion (ANDi) fibers in the near-infrared, visible and ultraviolet (UV) spectral regions is introduced and investigated in detail. In numerical studies, explicit design criteria are established for ANDi photonic crystal fiber (PCF) designs that allow the generation of flat and smooth ultrabroad spectral profiles without significant fine structure and with excellent stability and coherence properties. The key benefit of SC generation in ANDi fibers is the conservation of a single ultrashort pulse in the time domain with smooth and recompressible phase distribution. In the numerical investigation of the SC generation dynamics self-phase modulation and optical wave breaking are identified as the dominant nonlinear effects responsible for the nonlinear spectral broadening. It is further demonstrated that coherence properties, spectral bandwidth and temporal compressibility are independent of input pulse duration for constant peak power. The numerical predictions are in excellent agreement with experimental results obtained in two realizations of ANDi PCF optimized for the near-infrared and visible spectral region. In these experiments, the broadest SC spectrum generated in the normal dispersion regime of an optical fiber to date is achieved. The exceptional temporal properties of the generated SC pulses are verified experimentally and their applicability for the time-resolved study of molecular dynamics in ultrafast transient absorption spectroscopy is demonstrated. In an additional nonlinear pulse compression experiment, the SC pulses obtained in a short piece of ANDi PCF could be temporally recompressed to sub-two cycle durations by linear chirp compensation. Numerical simulations show that even shorter pulse durations with excellent quality can be achieved by full phase compensation. The concept is further extended into the UV spectral regime by considering tapered optical fibers with submicron waist diameter. It is shown that coherent SC spectra with considerable spectral power densities in the usually hard to reach wavelength region below 300 nm can be generated using these freestanding photonic nanowires. Although technological difficulties currently prevent the fabrication of adequate nanofibers, the concept could be experimentally verified by coherent visible octave-spanning SC generation in tapered suspended core fibers with ANDi profile. The work contained in this thesis therefore makes important contributions to the availability and applicability of fiber-based broadband coherent SC sources with numerous high-impact applications in fundamental science and modern technology. / AFRIKAANSE OPSOMMING: Die konsep van breëband koherente superkontinuum (SK) in alles-normaal dispersiewe (ANDi) vesels in die naby-infrarooi, sigbare en ultraviolet (UV) spektrale gebiede word voorgestel en in detail ondersoek. In numeriese studies word eksplisiete ontwerpskriteria vasgestel vir ANDi fotoniese kristal vesel (FKV) ontwerpe wat dit moontlik maak om plat en gladde ultra-breë spektrale profiele te genereer sonder noemenswaardige fynstruktuur en met uitstekende stabiliteit en koherensie eienskappe. Die sleutel voordeel van SK genering in ANDi vesels is die behoud van ’n enkele ultrakort puls in tyd met ’n gladde en saamdrukbare fase distribusie. In die numeriese ondersoek van die SK generering is die dinamika van fase selfmodulering geïdentifiseer as die dominante nie-lineêre effek wat verantwoordelik is vir die nie-lineêre spektrale verbreding. Daar word voorts aangetoon dat die koherensie eienskappe, spektrale bandwydte en saamdrukbaarheid in tyd onafhanklik is van die inset pulsduur vir konstante drywing. Die numeriese voorspellings stem uitstekend ooreen met die eksperimentele resultate wat verkry is met twee ANDi FKVÕs wat optimeer is vir die naby-infrarooi en sigbare spektrale gebied. In hierdie eksperimente is die breedste SK spektrum gegenereer wat tot hede in die normaal dispersiewe regime met ’n optiese vesel behaal is. Die besondere eienskappe van die genereerde SK pulse is eksperimenteel bevestig en die toepasbaarheid vir tyd opgelosde studie van molekulêre dinamika is gedemonstreer. In ’n addisionele nie-lineêre puls kompressie eksperiment is SK pulse verkry in ’n kort stuk ANDi FKV wat in tyd saamgedruk kon word tot sub-twee siklus tydsduur deur liniêre tjirp kompensering. Numeriese simulasies toon aan dat selfs korter pulse met uitstekende kwaliteit behaalbaar is met volledige fase kompensasie. Die konsep is verder uitgebrei na die UV spektrale gebied deur ’n koniese vesel te beskou met sub-mikron diameter. Daar is aangetoon dat koherente SK spektra met noemenswaardige spektrale drywing in die golflengte gebied onder 300 nm, wat gewoonlik as moeilik toeganklik beskou word, bereik kan word deur hierdie vrystaande fotoniese nano-vesels aan te wend. Alhoewel tegnologiese probleme die vervaardiging van voldoende nano-vesels verhinder, kon die konsep eksperimenteel bewys word deur koherente sigbare oktaafspannende SK te genereer in koniese gesuspendeerde kern vesels met ’n ANDi profiel aan te wend. Die werk wat in die tesis vervat is, maak dus belangrike bydraes tot die beskikbaarheid en toepasbaarheid van vesel gebaseerde breëband koherente SK bronne met verskeie hoë impak toepassings in fundamentele wetenskap en moderne tegnologie.

Μελετάται η διάδοση της διάρρηξης κανονικού ρήγματος υποβάθρου σε υπερκείμενους μη-συνεκτικούς εδαφικούς σχηματισμούς τόσο για την περίπτωση ελευθέρου πεδίου όσο και για την αλληλεπίδραση με θεμελίωση γειτονικών κατασκευών. Ο κύριος στόχος της διερεύνησης αυτής ήταν η παρουσίαση των κατανομών των γωνιακών παραμορφώσεων, β, και των οριζόντιων ορθών παραμορφώσεων, εxx, υπό συνθήκες ελευθέρου πεδίου, οι οποίες βοηθούν στην αποτροπή ή μετριασμό της επικινδυνότητας πρόκλησης βλαβών στις κατασκευές που εδράζονται στην περιοχή του ρήγματος και σε μικρή απόσταση από αυτό. Αντικείμενο της παρούσας Διατριβής αποτελεί η συστηματική και διεξοδική διερεύνηση της βιβλιογραφίας στο αντικείμενο της διάδοσης της σεισμικής διάρρηξης σε εδαφικούς σχηματισμούς καθώς και της αλληλεπίδρασής της με τη θεμελίωση γειτονικών κατασκευών, η παρουσίαση της απλοποιημένης μεθοδολογίας των Αθανασόπουλος και Λεωνίδου (2003) για τη μελέτη του προβλήματος των επιπτώσεων της σεισμικής διάρρηξης στην ακεραιότητα γειτονικών κατασκευών και η διεξαγωγή κατάλληλων παραμετρικών διερευνήσεων στα αποτελέσματα των αναλύσεων. Επίσης, διερευνήθηκε η αξιοπιστία της απλοποιημένης μεθόδου, διαμέσου συγκρίσεων με δημοσιευμένα αποτελέσματα πειραματικών και υπολογιστικών ερευνών. Τέλος, παρουσιάστηκε μία προτεινόμενη απλοποιημένη μεθοδολογία για την αλληλεπίδραση της διάδοσης της διάρρηξης κανονικού ρήγματος με τη θεμελίωση έργων που βρίσκονται στο εσωτερικό της ζώνης επιρροής. Για την πληρέστερη επεξήγηση της προτεινόμενης απλοποιημένης μεθοδολογίας, παρουσιάστηκε ενδεικτικά η εφαρμογή της για τον προσδιορισμό της γωνίας στροφής (κλίσης) αβαθούς θεμελίωσης, στη ζώνη επιρροής της διάδοσης της διάρρηξης ρήγματος, και πραγματοποιήθηκε σύγκριση με δημοσιευμένα αποτελέσματα δοκιμών σε φυγοκεντριστή και αριθμητικών αναλύσεων. / The Thesis is focused on normal fault rupture propagation through cohesionless soil in free-field conditions and the interaction with buildings foundations.

This report will build up the machinery of special hierarchies by discussing normal surfaces and boundary patterns. Then the report will use this construction to prove the Loop Theorem, following closely the proof presented by Marc Lackenby. / text