Vita. / Digitized by Kansas Correctional Industries

This paper examines the relation between competition in the banking sector and the financial stability on country level. Compared to previous research, it takes a different approach in that it uses realized systemic risk in the form of systemic banking crises instead of the total systemic risk. Theory provides us with two opposing theories regarding the role of competition on stability. Previous studies presented mixed results which leaves us with unresolved questions which this paper tries to answer. The results show that there is evidence for both views, but without giving an all comprehending answer.

International Telemetering Conference Proceedings / October 18-21, 2004 / Town & Country Resort, San Diego, California / The UMR Solar Car uses a telemetry processor to collect, compute, and transmit data to the driver of the car and a nearby chase vehicle. The original processor had deteriorated from environmental extremes and vibration. There were also problems with electromagnetic interference from the high efficiency electric motor switching electronics, difficulties with the many unplanned additions made to the processor in the field, and the unstructured software that was becoming difficult to maintain. This project consists of creating a replacement telemetry system that is more robust mechanically, and electrically, substantially improving the EMI performance of the device, and reworking the hardware and software to make it easier to maintain and upgrade.

This thesis investigates the long-run stability of Cointegrated pairs in the Swedish Equity Market. Stability is evaluated by estimating pairs in an in-sample period then rolling the win- dow forward. A Pairs Trading strategy is then applied to the estimated pairs and traded out-of-sample. The relationships are found to diminish over time and most break o. Negative compound annual growth rates are obtained for the period. However there are enough lasting cointegrating relationships for the strategy to be applicable but the returns are highly dependent on the complexity of the trading rules.

Synchronization is an important phenomenon which plays a central role in the function or dysfunction of a wide spectrum of biological and technological networks. Despite the vast literature on network synchronization, the majority of research activities have been focused on oscillators connected through one network. However, in many realistic biological and engineering systems the units can be coupled via multiple, independent networks. This thesis contributes toward the rigorous understanding of the emergence of stable synchronization in dynamical networks with mixed coupling. A mixed network is composed of subgraphs connecting a subnetwork of oscillators via one of the individual oscillator's variables. An illustrative example is a network of Lorenz systems with mixed couplings where some of the oscillators are coupled through the x-variable, some through the y-variable and some through both. This thesis presents a new general synchronization method called the Mixed Connection Graph method, which removes a long-standing obstacle in studying synchronization in mixed dynamical networks of different nature. This method links the stability theory, including the Lyapunov function approach with graph theoretical quantities. The application of the method to specific networks reveals surprising, counterintuitive effects, not seen in networks with one connection graph.

Résumé: L’Institut pour l'étude de la neige et des avalanches en Suisse (SLF) a développé SNOWPACK, un modèle thermodynamique multi-couches de neige permettant de simuler les propriétés géophysiques du manteau neigeux (densité, température, taille de grain, teneur en eau, etc.) à partir desquelles un indice de stabilité est calculé. Il a été démontré qu’un ajustement de la microstructure serait nécessaire pour une implantation au Canada. L'objectif principal de la présente étude est de permettre au modèle SNOWPACK de modéliser de manière plus réaliste la taille de grain de neige et ainsi obtenir une prédiction plus précise de la stabilité du manteau neigeux à l’aide de l’indice basé sur la taille de grain, le Structural Stability Index (SSI). Pour ce faire, l’erreur modélisée (biais) par le modèle a été analysée à l’aide de données précises sur le terrain de la taille de grain à l’aide de l’instrument IRIS (InfraRed Integrated Sphere). Les données ont été recueillies durant l’hiver 2014 à deux sites différents au Canada : parc National des Glaciers, en Colombie-Britannique ainsi qu’au parc National de Jasper. Le site de Fidelity était généralement soumis à un métamorphisme à l'équilibre tandis que celui de Jasper à un métamorphisme cinétique plus prononcé. Sur chacun des sites, la stratigraphie des profils de densités ainsi des profils de taille de grain (IRIS) ont été complétés. Les profils de Fidelity ont été complétés avec des mesures de micropénétromètre (SMP). L’analyse des profils de densité a démontré une bonne concordance avec les densités modélisées (R[indice supérieur 2]=0.76) et donc la résistance simulée pour le SSI a été jugée adéquate. Les couches d’instabilités prédites par SNOWPACK ont été identifiées à l’aide de la variation de la résistance dans les mesures de SMP. L’analyse de la taille de grain optique a révélé une surestimation systématique du modèle ce qui est en accord avec la littérature. L’erreur de taille de grain optique dans un environnement à l’équilibre était assez constante tandis que l’erreur en milieux cinétique était plus variable. Finalement, une approche orientée sur le type de climat représenterait le meilleur moyen pour effectuer une correction de la taille de grain pour une évaluation de la stabilité au Canada. / Abstract : The snow thermodynamic multi-layer model SNOWPACK was developed in order to address the risk of avalanches by simulating the vertical geophysical and thermophysical properties of snow. Risk and stability assessments are based on the simulation of the vertical variability of snow microstructure (grain size, sphericity, dendricity and bond size), as well as snow cohesion parameters. Previous research has shown a systematic error in the grain size simulations (equivalent optical grain size) over several areas in northern Canada. In order to quantify the simulated errors in snow grain size and associated uncertainties in stability, snow specific surface area (SSA), was measured using a laser-based system measuring snow albedo through an integrating sphere (InfraRed Integrating Sphere, IRIS) at 1310 nm. Optical grain size was retrieved from the IRIS SSA measurements in order to validate the optical equivalent grain radius from simulated SNOWPACK outputs. Measurements occurred during a field campaign conducted during the 2013-2014 winter season in the Canadian Rockies. The two study plots selected are located at Glacier National Park, BC and Jasper National Park, AB. Profiles of density and stratigraphic analysis were completed as well as grain size (IRIS) profiles, combine with snow micropenetrometer (SMP) measurements. Density analysis showed good agreement for the simulated values (R[superscript 2]=0.76) and thus the simulated resistance for the SSI was assumed of reasonable precision. Snow instabilities predicted by SNOWPACK were observed by SMP resistance variation. The optical grain size analysis showed systematic overestimation of the modeled values, in agreement with the current literature. Error in SSA evolution in a rounding environment was mostly constant whereas error in conditions driven by temperature gradient was variable. Finally, it is suggested that a climate-oriented parametrization of the microstructure could represent an improvement for stability assessment in Canada given the variability and size of avalanche terrain.

The existence of the exact commensurability between the periods of rotation and revolution of a satellite orbiting a planet is not a rare phenomenon in the Solar system. In fact, there are several examples of such resonances with the Earth-Moon system being the most familiar example of a 1:1 (synchronous) resonance. In this report, I will discuss the questions of stability of five resonant systems (Moon – Earth, Enceladus - Saturn, Dione - Saturn, Rhea – Saturn, and Mercury – Sun (the only non – synchronous resonance among the evolved spin – orbit resonances in the Solar system). Several authors have investigated the stability of spin-orbit resonances, and, in this report, I will concentrate on the two most recent investigations. / text

Wind generation is one of the most successful sources of renewable energy for the production of electrical energy. Wind power offers relatively high capacities, with generation costs that are becoming competitive with conventional energy sources. However, a major problem to its effective use as a power source is the fact that it is both intermittent and diffuse as wind speed is highly variable and site-specific. This is translated in large voltage and frequency excursions and dynamically unstable situations when fast wind power changes. Very high wind speeds will result in sudden loss of wind generator production. The requirement to ensure that sufficient spinning reserve capacity exists within the system to compensate for sudden loss of generation becomes crucial. From the utilities operators’point of view, the primary objective is the security of the system, followed by the quality of the supplied power. In order to guard the system security and quality of supply and retain acceptable levels, a maximum allowed wind power penetration (wind margin) is normally assumed by the operators. Very conservative methods are used to assess the impact of wind power and the consequences turn to under-exploitation of the wind power potential in a given region. This thesis presents the study of actual methods of wind power assessment, divided into three parts: 1. Part I: Impact on the Security of Power Systems 2. Part II: Impact on the Power Quality 3. Part III: Impact on the Dynamic Security of Power Systems

Switching between windows on a computer is a frequent activity, but finding and switching to the target window can be inefficient. This thesis aims to better understand and support window switching. It explores two issues: (1) the lack of knowledge of how people currently interact with and switch between windows and (2) how window switching can be supported better. Having a good understanding of how users interact with windows is important for informing the design of new and improved window management tools. However, there have been relatively few empirical studies of window manipulation on commonly used operating systems, and those that do exist may no longer reflect current use. To address this lack of knowledge a three week log-based longitudinal study of window use by 25 participants was conducted using the custom-made tool PyLogger, which recorded actual window switching behaviour. However, the analysis of longitudinal log data, such as the data gathered by PyLogger, is problematic as it is difficult to extract meaningful characterisations. Therefore, this thesis also presents a visualisation tool called Window Watcher that assists understanding and interpreting the low level event logs of window use generated by PyLogger. Window Watcher’s design objectives are described, and examples demonstrate the ways that it summarises and elucidates window use. The results of the PyLogger study provide an empirical characterisation of interaction with windows, and results include the following: (1) the participants had fewer windows open and visible than in previous studies; (2) window switching is a frequent activity; (3) several findings related to specific window switching tools, including that acquiring a particular window by navigating through application-grouped items on the Taskbar is slow, and that Alt+Tab is seldom used for retrieving anything other than the most recently used window; (4) an updated classification of stereotypical window management styles (pilers, maximisers, near maximisers, and splatterers); and (5) there are strong window and application revisitation patterns. Finally, implications of the results of the log study for the design of window switching tools are discussed. The findings from the PyLogger study led to the development of a new window switcher called SCOTZ (for Spatially Consistent Thumbnail Zones). SCOTZ is a window switching interface which shows all windows grouped by application and allocates more space to the most frequently revisited applications. The two design objectives of SCOTZ are (1) to provide a spatially stable layout of applications and windows, and (2) to support revisitation to recently and frequently used windows. Additional design objectives are to support various display sizes, to support both keyboard and mouse input, to provide possibilities for application launching and to provide options for end-user customisation. The design and features of SCOTZ are described, followed by theoretical and empirical validation of its underlying design principles. Findings include that (1) spatially stable layouts allow for faster acquisition of targets than recency and random layouts, (2) the instability inevitably caused by size morphing does not severely impact user performance, (3) size morphing leads to an overall performance advantage because of the Fitts’ Law targetting time advantage of increased target size, and (4) size morphing facilitates finding items because of guided search. Also, findings from an empirical study demonstrate that SCOTZ yields performance and preference benefits over existing window switching tools. Finally, as SCOTZ employs a treemap algorithm to generate the layout of the application zones the suitability of various treemap algorithms for the purpose of SCOTZ is explored, particularly in terms of spatial stability. In previous work, many different treemap algorithms have been proposed, often with the aim being to optimise performance across several criteria, including spatial stability. However, none of the existing treemaps are stable when data updates, and when items are added/deleted, and when many changes have taken place (i.e., the cumulative effect of data changes). Therefore, this thesis introduces the novel ‘Hilbert’ and ‘Moore’ treemap algorithms, which are designed to achieve high spatial stability. Their performance is theoretically assessed in comparison to other treemaps by using various metrics, including a novel ‘location drift’ metric to better capture spatial stability than the commonly used ‘distance change’ metric. The theoretical evaluation demonstrates that Hilbert and Moore treemaps perform well across all stability metrics. An empirical study examines the validity and usefulness of the location drift metric, showing that location drift can explain some effects on user performance that distance change alone can not.

Road slips are common in Northland Allochthon residual clay soil, and are commonly mitigated using deep soil mixing (DSM). A deficiency in laboratory investigations on Northland Allochthon residual clay and a need for a better understanding of the numerical modelling of DSM columns used to mitigate unstable slopes in this soil type is evident in literature, and has been highlighted by practitioners. This research has aimed to fill aspects of these deficiencies. Field testing and classification tests have provided insight into how the soil varies between sites and with depth, and how in situ testing methods compare to one another. Field testing has also demonstrated that soil property changes around DSM columns have been shown to exist through seismic flat plate dilatometer testing before and after column installation, which has not previously been proven using an in situ method. This is important for practitioners who use DSM to demonstrate the additional soil improvements provided by the columns. The testing of reconstituted soil is fundamental in examining soil behaviour, and this study is the first to examine the triaxial behaviour of reconstituted specimens of Northland Allochthon soil. Laboratory triaxial testing and oedometer testing have allowed for a normalized comparison of the intact strength of Northland Allochthon residual clay soil to its reconstituted state. This work provides an answer to the important question regarding the role of soil structure in this soil type. It was revealed that soil structure results in increased shear strength of the soil, and that this increase is primarily cohesive in nature. The near coincidence of the post-rupture strength of intact specimens with the critical state angle of internal shearing resistance provides support for its use in examining first time slope failures in this soil type. This is an important finding for practitioners, as it demonstrates the value of testing reconstituted specimens, which are much easier to obtain than high quality intact specimens. In addition, relationships between the plasticity index (PI) of the soil and certain soil parameters (and soil behaviour) have been demonstrated to be relevant and useful for this soil type. Soil properties acquired in this study were tabulated along with those from other field sites in Northland Allochthon soil. It was found that there is significant variation between field sites, likely due to varying degrees of weathering, which is an important consideration for practitioners dealing with this soil type. A brief examination of constitutive models for representation of Northland Allochthon residual clay soil have shown that several different models can sufficiently represent the behaviour of this soil. The Mohr-Coulomb model was selected for use in subsequent finite element numerical models. A case study of a road slip at a field site in Northland Allochthon residual clay soil, mitigated using DSM columns, revealed that the use of a pre-existing slip surface after first time failure leads to an improved match between observed field behaviour and the behaviour of the slope as exhibited in a numerical model. This type of failure mechanism has not been previously examined in this soil type, and this case study demonstrates it is a useful approach that should be considered when dealing with second time failure in Northland Allochthon slopes. This numerical model also introduces the replacement ratio method (RRM), a technique used to represent the three dimensional (3D) geometry of the DSM columns in the more commonly used two dimensional (2D) analysis. Examination of laterally loaded DSM columns in plan view, which has not previously been performed in the context of DSM columns, has illustrated how installation effects and column shape influence load displacement curves, and demonstrates the effects of soil arching. This analysis provides practitioners with evidence that improved soil property changes, found to occur around DSM columns, lead to improved DSM column performance. A simplified 3D numerical model of laterally loaded DSM columns, which builds on the ideas developed in the previous two 2D models, has been compared to an identical 2D model. It is shown that the commonly used RRM results in an overestimation of the resisting force provided by the columns as compared to the 3D model. However, this does not necessarily imply that the use of the RRM in an analysis will always result in a safe slope. The degree to which its use will affect the results will depend on the slope geometry, location of the DSM columns, and the type of analysis performed (i.e. factor of safety or deformation based). A modification to the RRM has been proposed. It is recommended that when the DSM column diameter and soil properties are similar to those used in this study, the MRRM developed in this study should be utilized. In circumstances where they differ, it is recommended that practitioners perform a sensitivity analysis using the MRRM developed here as a basis for modifying the RRM in order to determine the extent to which their results are influenced. If the influence is significant, the use of a 3D model should be considered.