Detailed surface pressure measurements have been made on a NACA 0015 immersed in two grid generated homogenous flows at Re = 1.17 x 10⁶ for a = 0°, 4°, 8°, 12°, 16°, and 20°. The goal of this measurement was to reveal and highlight mean loading and turbulence scale effects on surface pressure fluctuations resulting from turbulence/airfoil interaction. Also, measurements are compared with the theory of Amiet (1976a,b). The surface pressure response shows a dependance on angle of attack, the nature of which is related to the relative chord/turbulence scale. The dependance on turbulence scale appears to be non-monotonic at low reduced frequencies, wr = Pi*f*c/U with both an increase and decrease in unsteady pressure magnitude occurring with increasing mean load. A reduced frequency overlap region exists at wr > 10 where the two different scale flows begin to produce similar effects on the surface pressure with increasing angle of attack manifesting as a rise in unsteady surface pressure magnitude. Also, the interaction of the full 3-dimensional wavenumber spectrum affects the distance over which pressure fluctuations correlate and the extent of correlation is affected by angle of attack as demonstrated in the chordwise and spanwise pressure correlation. Amiet's theory is shown to agree favorably with measurements in the leading edge region although demonstrates insufficiencies in predicting unsteady pressure phasing. / Master of Science

In this master thesis multiple time series of shipping industry and financial data are analysed in order to create a forecasting model to forecast freight rate indices. The data of main interest which are predicted are the two freight rate indices, BDI and BDTI, from the Baltic Exchange. The project investigates the possibilities for aggregated Vector Autoregression(VAR) models to outperform simple univariate models, in this case, an Autoregressive Integrated Moving Average(ARIMA) with seasonal components. The other part of this thesis is to model market shocks in the freight rate indices, given impulses in the other underlying VAR-model time series using the impulse response function. The main results are that the VAR-model forecast outperforms the ARIMA-model in forecasting the tanker freight rate index (BDTI), while the the bulk freight rate index(BDI) is better predicted by the simple ARIMA when calculating the forecast mean square error. / I denna avhandling analyseras multipla tidsserier över rederinärings- och finansiell data i syfte att skapa en prognosticerande modell för att prognosticera fraktratsindex. Dataserierna som i huvudsak prognosticeras är fraktratsindexen BDI och BDTI från Baltic exchange. I projektet undersöks om en aggregerad Vektor Autoregressiv(VAR) modell överträffar en univariat modell, i detta fall en Autoregressive Integrated Moving Average(ARIMA) med säsongsvariabel. I andra delen av denna avhandling modelleras chocker i fraktratsindexen givet impulser i de andra underliggande tidsserierna i de aggregerade VAR-modellerna. Huvudresultaten är att VAR-modellens prognos överträffar ARIMA-modellen för tankerraterna (BDTI), medan bulkraterna(BDI) bättre prognosticeras av ARIMA-modellen, i avseende på prognosernas beräknade mean square error.

The 2007-2008 US subprime mortgage crisis evolved into a financial crisis that negatively affected many economies in the world and therefore it was widely referred to as the global financial crisis. Since the beginning of this financial crisis of 2008-2009, South Africa experienced a significant increase in its household debt to income ratio. In the main, the aim of this dissertation is to investigate the prominent factors contributing to the rise in the level of household debt in South Africa. Also, we study the response of household debt to various shocks originating from the aforementioned crisis. Additionally, in the context of our timeline (1985 Q1-2012 Q1) we will extrapolate possible graphical trends in the rise and fall of household indebtedness in South Africa associated with various crises. Working from past research papers and a theoretical framework developed by Franco Modigliani and Milton Friedman, seven macroeconomic variables will be considered to examine the rise of household borrowing to income namely; the real house price index, consumer price index. real income, real prime rate, real household consumption expenditure, real gross domestic product and real household savings. Both a long-run cointegration analysis and a short-run error correction model will be used to evaluate the relationship between household debt and the chosen variables by estimating a Vector Error Correction Model. Furthermore, the Variance Decomposition and the Generalized Impulse Response Function will be utilized to assess the impact of household debt to various shocks emanating from the 2008-2009 financial crisis. The different models and tests conducted in this research will be executed using the statistical software package EVIEWS 7. Based on the results, household debt was seen to have been fairly affected by the 2008-2009 financial crisis. The cointegration analysis maintains that in the long run, household borrowing is positively and significantly determined by consumer price index and real household consumption. In addition, it confirms that household borrowing is negatively affected by real household income and real GOP. The rest of the variables were found insignificant. Nevertheless, the short run error correction model reveals that about 3.6% of the disequilibrium will be corrected each quarter for the equilibrium state to be restored. Also, the Variance Decomposition results confirmed that the South African household debt is mostly affected by shocks from real house price index, real household income, real household consumption and real household savings, respectively. Furthermore, the Generalized Impulse Response Function results established the significant positive response of household debt to a shock from real house price index and real household consumption. The response of debt to shocks from consumer price index, real household savings and real income is negative and this outcome is confirmed by the theory. However, the response of debt shows fluctuating behaviours to shocks from LRIN, LRPR and LRGDP over the estimated period. In conclusion, our econometric investigation highlighted the main causes of the high levels of household debt in South Africa both in the short and long run. The Generalized Impulse Response Functions confirm that shocks like the occurrence of the 2007-2008 financial crisis will have a significant impact on real house price index, consumer price index, real household consumption and real household savings. The Engle granger results show that there exist no significant relationship between household debt and unemployment in South Africa over the period 1980 to 2010. However, we propose that this result may have been significant if quarterly unemployment data was available and included in the main data set. Finally, based on the stability, validity and reliability of our model, we recommend its use to facilitate policy analysis and decision making regarding household debt levels in South Africa. / Thesis (M.Com.( Economics) North-West University, Mafikeng Campus, 2012

In this work, the feasibility to perform substructuring technique with experimental data is demonstrated. This investigation examines two structures with different additional mass‑loads, i.e. transmission simulators (TSs). The two structures are a single blade and the hub together with two blades from an Ampair 600 wind turbine. Simulation data from finite element models of the TSs are numerically decoupled from each of the two structures. The resulting two structures are coupled to each other. The calculations are made exclusively in the frequency domain. A comparison between the predicted behavior from this assembled structure and measurements on the full hub with all three blades is carried out. The result is discouraging for the implemented method. It shows major problems, even though the measurements were performed in a laboratory environment.

During vibration of engineering structures, fatigue cracks may exhibit repetitive crack open-close breathing like phenomenon. In this thesis, the concept of entropy is employed to quantify this bi-linearity/irregularity of the vibration response so as to evaluate crack severity. To increase the sensitivity of the entropy calculation to detect the damage severity, entropy is merged with wavelet transformation (WT). A cantilever beam with a breathing crack is studied to asses proposed crack identification method under two vibration conditions: sinusoidal and random excitations. Through numerical simulations and experimental testing, the breathing crack identification under sinusoidal excitation is studied first and proven to be effective. Then, the crack identification sensitivity under lower excitation frequencies is further improved by parametric optimization of sample entropy and WT. Finally, breathing crack identification under general random excitations are experimentally studied and realized using frequency response functions (FRFs) as an add-in tool with the proposed crack identification technique. / October 2016

L'objectif de ce travail de thèse est de mettre au point un dispositif dédié à la mesure de spectres bêta avec une précision métrologique. Le dispositif conçu autour d'un semi-conducteur silicium tient compte des phénomènes physiques et de détection à l'origine de déformations dans le spectre mesuré, afin de les limiter et de les réduire au maximum. Des simulations Monte-Carlo de la chambre de détection ont permis de déterminer la géométrie et les matériaux à utiliser. La qualité des sources radioactives est également déterminante pour obtenir des spectres de qualité. Après la mesure, les spectres sont traiter afin de les corriger des déformations restantes. Une fonction de réponse doit donc être déterminée pour chaque géométrie de mesure. Cette détermination se fait à l'aide des simulations MC. Nos premiers résultats montrent qu'une déconvolution du spectre mesuré avec la réponse du système de détection permet d'obtenir la forme réelle du spectre bêta avec une grande précision. / The goal of this PhD work is to build an experimental device dedicated to measuring beta spectra with a precision relevant to modern metrology requirements. The device, which is based on a silicon semi-conductor detector, must take into account certain physical phenomena and detector characteristics which could lead to deformation of the measured spectra. These must be understood and minimized. Monte-Carlo simulations have allowed the geometry and construction materials to be optimized. The quality of the radioactive sources is paramount in obtaining spectra of high-quality. Nonetheless, the measured spectra must be corrected for any remaining distortion. A response function must therefore be determined for each measurement geometry. This can be achieved via Monte-Carlo simulations. The first results show that de-convolution of the measured spectra with the response function allows the accurate determination of the true form of the beta spectra.

A Função Resposta (FR) foi obtida para os detectores semicondutores Ge e Si(Li) usando o método semiempírico. A FR foi calculada para cinco detectores, 4 de HpGe, de volumes ativos 89 cm3, 50 cm3, 8 cm3 e 5 cm3, e um detector de Si(Li) de 0,143 cm3 de volume ativo. O intervalo de energia estudado dói de 6 keV até 1,5 MeV. Dois tipos de estudos foram realizados neste trabalho. O primeiro estudo foi a dependência da FR com a geometria de detecção. Este estudo envolveu o cálculo da FR para uma geometria denominada simples e a extrapolação da FR calculada. A extração da FR foi realizada para analisar tanto espectros obtidos com uma geometria com blindagem, como espectros onde a distância fonte-detector foi modificada. O segundo estudo foi a dependência da FR com a eletrônica de detecção. Este estudo foi realizado variando-se o tempo de formação de pulso na eletrônica de detecção. O objetivo foi a de verificar a existência ou ausência do efeito do déficit balístico na resolução do detector. Este efeito não foi observado. As componentes da FR que descrevem a região de absorção total da energia dos fótons incidentes, bem como as componentes que descrevem a absorção parcial dessa energia foram estudadas. Particularmente, neste trabalho, foram propostas funções empíricas tanto para o tratamento do espalhamento Compton múltiplo originado no próprio detector (cristal), como para o espalhamento de fótons originado nas vizinhanças do cristal. Um estudo através de simulações via Monte Carlo foi também realizado, para a compreensão das estruturas de espalhamento de fótons produzidas numa blindagem de ferro. Uma proposta de deconvolução de espectros envolvendo radiação espalhada foi estudada, para fins de cálculo da dose depositada no material espalhador. / The Response Function (RF) for Ge and Si(Li) semiconductor detectors was obtained. The RF was calculated for Five detectors, four HpGe with active volumes of 89 cm3, 50 cm3, 8 cm3 and 5 cm3, and one Si(Li) with 0,143 cm3 of active volume. The intervalo f energy studied ranger from 6 keV up to 1,5 MeV. Two kinds of studies were done in this work. The first one was the RF dependence with the detection geometry. Here the calculation of the RF for a geometry named as simple and na extrapolation of that RF, were both done. The extrapolation peocess analyzed both, spectra obtained with a shielding geometry and spectra where the source-detector distance was modified. The second one was the RF dependence with the detection electronics. The purpose was to verify the effect of the ballistic déficit in the resolution of the detector. This effect was not observed. The RF component that describe the region of the total absorption of the energy of the incident phtons, and the partial absorption of this energy, were both treated. In particular, empirical functions were proposed for the treatment of both, the multiple scattering originated in the detector (crystal), and the phton scattering originated in materials of the neighborhood of the crytal. Another study involving Monte Carlo simulations was also done in order to comprehend the photon scattering strutures produced in na iron shield. A deconvolution method is suggested, for spectra related to scattered radition in order to assess the dose delivered to the scattered.

Determinar as forças que estão agindo em um dado sistema é uma questão frequente em dinâmica estrutural, de modo que a reconstrução ou a identificação de carregamento se torna um importante problema de engenharia. Quando um sistema é exposto a um carregamento desconhecido e/ou não se é possível medir diretamente a força atuante nesse sistema, se torna necessária a utilização de métodos inversos. Esta metodologia consiste essencialmente na aplicação de cargas dinâmicas pontuais nos modelos de estudo e posterior recuperação de estimativas dessas cargas nos pontos de interesse. Na prática, há situações em que o número de pontos de interesse diferem do número de pontos testados, sendo assim, a matriz da função de resposta de freqüência (FRF) do sistema resulta retangular, fazendo-se necessário o uso da pseudo-inversa de Moore-Penrose. No presente trabalho, essa metodologia é aplicada a modelos númericos a fim de testar sua eficácia. Os resultados dos processos de reconstrução de carregamento dinâmico utilizando a presente metodologia foram obtidos a partir de aplicações analíticas e numéricas. Além disso, diretrizes para utilização da pseudo-inversa de Moore-Penrose na reconstrução de carregamento dinâmico são apresentadas ao final deste trabalho. / Determining the forces acting on a given system is a frequent issue in structural dynamics, so that load reconstruction or load identification becomes an important engineering problem. When a system is exposed to an unknown load and/or if it is not possible to directly measure the force acting on that system, it is necessary to use inverse methods. This methodology consists essentially in the application of punctuals dynamics load in the study models and later recovery of estimates of these loads at points of interest. In practice, there are situations where the number of points of interest differ from the number of points tested, so the matrix of the frequency response function (FRF) of the system is rectangular, making it necessary to use the pseudo-inverse of Moore-Penrose. In the present work, this methodology is applied to numerical models in order to test their effectiveness. The results of the dynamic load reconstruction processes using the present methodology were obtained from analytical and numerical applications. In addition, guidelines for using Moore-Penrose pseudo-inverse in the dynamic load reconstruction are presented at the end of this work.

The handling of variability effects in structural models is a natural and necessary extension of deterministic analysis techniques. In the context of finite element and uncertainty modelling, the stochastic finite element method (SFEM), grouping the perturbation SFEM, the spectral SFEM and the Monte-Carlo simulation, has by far received the major attention. <br> The present work focuses on second moment approaches, in which the first two statistical moments of the structural response are estimated. Due to its efficiency for handling problems involving low variability levels, the perturbation method is selected for characterising the propagation of the parameter variability from an uncertain dynamic model to its structural response. A dynamic model excited by a time-harmonic loading is postulated and the extension of the perturbation SFEM to the frequency domain is provided. This method complements the deterministic analysis by a sensitivity analysis of the system response with respect to a finite set of random parameters and a response surface in terms of a Taylor series expansion truncated to the first or second order is built. Taking into account the second moment statistical data of the random design properties, the response sensitivities are appropriately condensed in order to obtain an estimation of the response mean value and covariance structure. <br> In order to handle a wide definition of variability, a computational tool is made available that is able to deal with material variability sources (material random variables and fields) as well as shape uncertainty sources. This second case requires an appropriate shape parameterisation and a shape design sensitivity analysis. The computational requirements of the tool are studied and optimised, by reducing the size of the random dimension of the problem and by improving the performances of the underlying deterministic analyses. In this context, modal approaches, which are known to provide efficient alternatives to direct approaches in frequency domain analyses, are developed. An efficient hybrid procedure, coupling the perturbation and the Monte-Carlo simulation SFEM, is proposed and analysed. <br> Finally, the developed methods are validated, by resorting mainly to the Monte-Carlo simulation technique, on different numerical applications: a cantilever beam structure, a plate bending problem (involving a 3-dimensional model), an articulated truss structure and a problem involving a plate with a random flatness default. The propagation of the model uncertainty in the response FRFs and the effects involved by random field modelling are examined. Some remarks are stated pertaining to the influence of the parameter PDF in simulation-based methods. <br> <br> La gestion de la variabilité présente dans les modèles structuraux est une extension naturelle et nécessaire des techniques de calcul déterministes. En incorporant la modélisation de l'incertitude dans le calcul aux éléments finis, la méthode des éléments finis stochastiques (groupant l'approche perturbative, l'approche spectrale et la technique de simulation Monte-Carlo) a reçu une large attention de la littérature scientifique. <br> Ce travail est orienté sur les approches dites de second moment, dans lesquelles les deux premiers moments statistiques de la réponse de la structure sont estimés. De par son aptitude à traiter des problèmes caractérisés par de faibles niveaux de variabilité, la méthode perturbative est choisie pour propager la variabilité des paramètres d'un modèle dynamique incertain sur sa réponse. Un modèle sous chargement dynamique harmonique est supposé et l'extension dans le domaine fréquentiel de l'approche perturbative est établie. Cette méthode complète l'analyse déterministe par une analyse de sensibilité de la réponse du système par rapport à un ensemble fini de variables aléatoires. Une surface de réponse en termes d'un développement de Taylor tronqué au premier ou second ordre peut alors être écrit. Les sensibilités de la réponse sont enfin condensées, en tenant compte des propriétés statistiques des paramètres de design aléatoires, pour obtenir une estimation de la valeur moyenne et de la structure de covariance de la réponse. <br> Un outil de calcul est développé avec la capacité de gestion d'une définition large de la variabilité: sources de variabilité matérielle (variables et champs aléatoires) ainsi que géométrique. Cette dernière source requiert une paramétrisation adéquate de la géométrie ainsi qu'une analyse de sensibilité à des paramètres de forme. Les exigences calcul de cet outil sont étudiées et optimisées, en réduisant la dimension aléatoire du problème et en améliorant les performances des analyses déterministes sous-jacentes. Dans ce contexte, des approches modales, fournissant une alternative efficace aux approches directes dans le domaine fréquentiel, sont dérivées. Une procédure hybride couplant la méthode perturbative et la technique de simulation Monte-Carlo est proposée et analysée. <br> Finalement, les méthodes étudiées sont validées, principalement sur base de résultats de simulations Monte-Carlo. Ces résultats sont relatifs à plusieurs applications numériques: une structure poutre-console, un problème de flexion de plaque (modèle tridimensionnel), une structure en treillis articulé et un problème de plaque présentant un défaut de planéité aléatoire. La propagation de l'incertitude du modèle dans les fonctions de réponse fréquentielle ainsi que les effets propres à la modélisation par champs aléatoires sont examinés. Quelques remarques relatives à l'influence de la loi de distribution des paramètres dans les méthodes de simulation sont évoquées.

Bakgrund och Problem: Aktiemarknaden påverkas både av inhemska och utländska faktorer. Därför är det av intresse att se vilka makroekonomiska variabler som påverkar den svenska aktiemarknaden. Anledningen till att Sverige har valts som den geografiska punkten är att det är av intresse att se hur ett litet land som Sverige, som har en öppen ekonomi påverkas av de utvalda makroekonomiska variablerna. Syfte: Syftet med uppsatsen är att med hjälp av information samt analys, studera hur de olika makroekonomiska variablerna påverkar den inhemska aktiemarknaden. Olika faktorer som påverkar aktiemarknaden kommer att lyftas fram för att i sin tur även se till de olika branscherna. Metod: Då data enbart består av hämtning av tidigare information fokuseras det enbart på sekundärdata i form av historiska siffror samt historiska undersökningar. De statistiska tester som tillämpas är Granger Causality test, Johansens Cointegration test, Impulse Response Function test, ADF test, KPSS test, Mulitpel regression. Slutsats: Med de resultat som presenterades i denna studie, skulle vi nog inte kunna säga att vi har ett svar över vilka aktier en investerare ska införskaffa. Dock skulle vi kunna poängtera att den potentiella investeraren bör ha dessa variabler i beaktning vid beslut. Genom att studera dessa variabler kan man få en känsla om vilket håll variablerna kommer att röra sig och på så sätt säga att de kan påverka aktieindexen. Att bara kolla på de makroekonomiska variabler som denna studie belyser räcker inte för att förstå hur aktieindex kommer att se ut i framtiden, men det är en bit på vägen till att förstå aktiemarknadens rörelse.