We propose a statistical model for weighted temporal networks capable of measuring the level of heterogeneity in a financial system. Our model focuses on the level of diversification of financial institutions; that is, whether they are more inclined to distribute their assets equally among partners, or if they rather concentrate their commitment towards a limited number of institutions. Crucially, a Markov property is introduced to capture time dependencies and to make our measures comparable across time. We apply the model on an original dataset of Austrian interbank exposures. The temporal span encompasses the onset and development of the financial crisis in 2008 as well as the beginnings of European sovereign debt crisis in 2011. Our analysis highlights an overall increasing trend for network homogeneity, whereby core banks have a tendency to distribute their market exposures more equally across their partners.

O presente trabalho aborda o desenvolvimento de um sistema eletrônico de controle em tempo real para servoposicionadores pneumáticos baseado em microcontroladores. Os servoposicionadores pneumáticos, por apresentarem características tais como baixo preço, por serem não poluentes e de fácil utilização, além de apresentarem boa relação peso/potência, são atraentes para utilização na área de robótica. Entretanto, devido às suas não-linearidades inerentes, os servoposicionadores pneumáticos apresentam dificuldades que devem ser superadas para a sua adequada utilização em atividade de posicionamento preciso. Assim, visando compensá-las, estão sendo atualmente desenvolvidos algoritmos e técnicas cada vez mais complexas que exigem, por isso, ferramentas programáveis de controle com cada vez maior poder de processamento. Este trabalho apresenta, a partir de uma revisão bibliográfica, as soluções mais utilizadas para o controle digital de sistemas automáticos e de estudos sobre os dispositivos e componentes disponíveis no mercado, uma proposta econômica para o controle em tempo real de servoposicionadores pneumáticos. Para verificar a eficiência da solução proposta, a arquitetura de controle desenvolvida foi utilizada para o controle de um servoposicionador pneumático. Para tanto, projetou-se e programou-se o tradicional controlador linear PID (Proporcional – Integral – Derivativo) e o controle não linear a estrutura variável baseado em modos deslizantes (Slide Mode Control). A partir dos resultados apresentados e das suas discussões pode-se avaliar o desempenho da arquitetura desenvolvida no controle do servoposicionador pneumático. / This work discusses the development of an electronic real-time control system for microcontroller-based pneumatic servopositioners. The servopositioners offer attractive characteristics for use in robotics, such as low price, non-polluting operation, being easy to use and with a good power/weight ratio. However, due to their inherent non-linearities, the servopositioners present difficulties in precise positioning applications. To compensate these difficulties, the use of complex algorithms and new techniques are currently being availed, requiring hardware for programmable control with increasing processing power. This paper presents an economic proposal for real-time control of servopositioners, starting from a literature review of the most popular solutions for digital control of automated systems and from studies of devices and commercial components currently available. To verify the efficiency of the proposed solution, the control architecture developed was used for the control of a pneumatic servopositioner. Therefore, we designed and programmed a traditional linear controller PID (Proportional – Integral – Derivative) and a nonlinear control based on variable structure sliding mode (Slide Mode Control). The results obtained in trajectory tracking tests were used to evaluate the performance of the developed architecture.

Submitted by Daniella Santos (daniella.santos@fgv.br) on 2009-10-19T12:18:21Z No. of bitstreams: 1 Dissertacao_Joao_Luiz_Ayres.pdf: 463363 bytes, checksum: 3d72501f2cf6e2f0d459c3e04d7a6cfc (MD5) / Approved for entry into archive by Antoanne Pontes(antoanne.pontes@fgv.br) on 2009-10-21T11:32:25Z (GMT) No. of bitstreams: 1 Dissertacao_Joao_Luiz_Ayres.pdf: 463363 bytes, checksum: 3d72501f2cf6e2f0d459c3e04d7a6cfc (MD5) / Made available in DSpace on 2009-10-21T11:32:25Z (GMT). No. of bitstreams: 1 Dissertacao_Joao_Luiz_Ayres.pdf: 463363 bytes, checksum: 3d72501f2cf6e2f0d459c3e04d7a6cfc (MD5) / We investigate temporary sales using a very detailed data set for 13 years of retail prices in the Brazilian economy, with price quotes collected every 10-days. We find strong evidence of co-movement between frequency and size of sales and the macroeconomic varibles. The common belief in the literature that sales do not react to changes in macroeconomic variables may be due to little macro volatility in the analysed countries so far. / Nós investigamos promoções temporárias usando uma base de dados detalhada de 13 anos sobre preços ao consumidor no Brasil, com cotações de preços coletadas decendialmente. Nós encontramos forte evidências da existência de relação entre a frequência e tamanho de promoções e as variáveis macroeconômicas. A crença comum na literatura de que promoções não reagem a mudanças nas variáveis macroeconômicas pode ser devido a baixa volatilidade do cenário macro- econômico nos países analisados até o presente momento.

A otimização de processos vem se tornando uma ferramenta fundamental para o aumento da lucratividade das plantas químicas. Diversos métodos de otimização foram propostos ao longo dos anos, sendo que a otimização em tempo real (RTO) é a solução mais consolidada industrialmente, enquanto que o self-optimizing control (SOC) surge como uma alternativa simplificada, com um menor custo de implantação em relação a esse. Neste trabalho são estudados diversos aspectos da metodologia de SOC, iniciando pela análise do impacto do ponto de operação para o desenvolvimento de estruturas de controle auto-otimizáveis. São propostas modificações na formulação do problema de otimização de SOC de modo que as variáveis controladas sejam determinadas no mesmo problema de otimização em que é escolhido o ponto de operação, permitindo a redução da perda do processo. De forma a analisar a influência da dinâmica nos resultados obtidos, é realizado um estudo comparativo da perda gerada no processo ao longo da operação para as estruturas de otimização baseadas em RTO e em SOC. Com base nos resultados obtidos para uma unidade didática, mostra-se que o comportamento dinâmico do distúrbio possui grande influência na escolha da técnica de otimização, quebrando a ideia de que o RTO é um limite superior do SOC. A aplicação industrial das técnicas clássicas de SOC é validada em uma unidade de separação de propeno, baseada em uma unidade real em operação. A partir da modelagem do processo em simulador comercial, foram geradas as variáveis controladas que permitam uma perda aceitável para a unidade, comprovando a viabilidade de implantação da metodologia em unidades reais. / Process optimization has become a fundamental tool for increasing chemical plants profit. Several optimization methods have been proposed over the years, and real-time optimization (RTO) is the most consolidated solution industrially while self-optimizing control (SOC) appears as a simplified alternative with a lower implementation cost. In this work several aspects of SOC methodology are studied, starting from the analysis of the impact of operating point in the development of self-optimizing control structures. Improvements are proposed in SOC optimization problem formulation where controlled variables are determined in the same optimization problem that operating point, thus reducing significantly process loss. In order to analyze the influence of dynamics on the results, a comparative study is accomplished comparing the loss generated in the process throughout the operation for optimization structures based on RTO and SOC. With the results generated for a toy unit, it is shown that the disturbance dynamic behavior has a great influence on choosing the optimization technique, breaking the idea that RTO is an upper limit of SOC. The industrial application of classical SOC techniques is tested on a propylene separation unit, really operating nowadays. The process was modelled in a commercial simulator and with this model it was generated the best set of controlled variables, based on SOC, that achieve an acceptable loss for the unit, showing that the methodology can be applied in in real units.

Esta pesquisa analisa o comportamento variável das oclusivas dentais /t/ e /d/ seguidas de [i] na fala de informantes das comunidades linguísticas de Santa Vitória do Palmar e Chuí, de acordo com os parâmetros da Teoria da Variação Linguística de Labov (1972). A amostra é proveniente do corpus pertencente ao projeto “Coleta de corpus nos municípios de Santa Vitória do Palmar e Chuí”, da Universidade Federal do Rio Grande – FURG. Os dados coletados foram submetidos a tratamento estatístico com o uso do programa de análise multivariada Goldvarb, nas versões 2001 e 2005. Este estudo tornou possível a conclusão de que a ocorrência da Africada Alveolar, variante bastante produtiva nos referidos municípios e frequente na fala das mulheres mais velhas e de baixa escolaridade, é uma regra variável, sujeita a condicionamentos linguísticos e extralinguísticos. / This research analyzes the variable behavior of dental stops /t/ e /d/ followed by [i] in the speech of informants of the language communities of Santa Vitória do Palmar and Chuí, according to the parameters of the Theory of Linguistic Variation (Labov, 1972). The sample is from the corpus belonging to the project “Coleta de corpus nos municípios de Santa Vitória do Palmar e Chuí”, from Universidade Federal do Rio Grande – FURG. The data collected were analyzed statistically with the use of the multivariate analysis program Goldvarb, versions 2001 and 2005. This study made possible the conclusion that the occurrence of alveolar affricate, very productive variant in these cities and often in the speech of older women with low education, is a variable rule, subject to linguistic and social conditioning.

O presente trabalho testa uma alternativa de ajuste da estrutura a termo da taxa de juros brasileira bem como a sua previsão através de uma variação do modelo Diebold e Li (2006) focando principalmente em seu fator de decaimento exponencial. Esta variação do fator de decaimento ocorre distintamente em dois momentos do trabalho, primeiramente no ajuste da curva e após quando da previsão desta. No ajuste, o encontro deste parâmetro é feito através de ferramenta computacional, buscando o fator de decaimento que reduz a diferença de mínimos quadrados em relação aos pontos originais capturados no mercado de juros futuro brasileiro em conjunto dos três outros fatores do modelo. A previsão da estrutura a termo utiliza modelos auto regressivos para estimar as próximas curvas no horizonte de um período. A importância deste estudo reside em conhecer a aderência do modelo proposto à curva de juros brasileira testando sua eficiência quando utilizados os pressupostos enunciados. / This study tests an alternative adjustment of the term structure of Brazilian interest rate and its prediction through a variation of the Diebold and Li (2006) model focusing mainly on his exponential decay factor. The variation of the decay factor occurs in two distinct moments of this work, in the curve fitting and after this in the forecasting. During the setting, this parameter is mesured through computational tool, seeking the decay factor that reduces the difference in least squares relative to the original points captured in the Brazilian market future interest together the other three factors of the model. To Forecast the term structure is used auto regressive models to estimate the upcoming curves. The importance of this study lies in knowing the adherence of the proposed to the Brazilian yield curve testing its efficiency when utilized the assumptions listed in the model.

Abstract Wastewater treatment is facing challenges due to the stricter legislation and increasing variety in the quantity and quality of the influent. In addition, for economic reasons the use of resources should be efficient. Therefore new automated monitoring tools and methods along with intelligent use of the gathered data are required to increase knowledge on the treatment process and to receive predictive information on the quality of the effluent that can be used to assist in optimizing the process operation. Predicting the effluent quality is difficult, as the complex treatment process includes several simultaneous nonlinear mechanisms and the relevant continuous information on the floc morphology is commonly missing, even though the flocculation process holds the key role in efficient wastewater treatment. Automated optical monitoring is able to reveal new valuable information on wastewater continuously, fast, objectively, and with minimal labor contribution. The main aim of this research was to develop predictive models for the quality parameters of treated wastewater at two full-scale wastewater treatment processes utilizing optical monitoring results. The actual predictive information was enabled using the measurements from the beginning of the process in model development alone. The optimal subsets of the model variables were sought by variable selection methods. The research also shows how utilization of the process measurements and the optical monitoring variables separately and together affect the modeling accuracy. The quality of the effluent in municipal and industrial wastewater treatment processes can be predicted in varying operating conditions by utilizing optical monitoring and process measurements. The prediction accuracy is sufficient to reveal the level of and changes in effluent quality. Thus, process operation can be optimized, more efficiently purified wastewater can be achieved, and environmental damage, health-related risks, and economic losses can be minimized. / Tiivistelmä Jätevedenkäsittely kohtaa tulevaisuudessa haasteita tiukentuvan lainsäädännön sekä lisääntyvän jätevesimäärän ja laatuvaihteluiden vuoksi. Lisäksi taloudellisista syistä resurssien käytön pitäisi olla mahdollisimman tehokasta. Tämän vuoksi tarvitaan uusia automaattisia monitorointivälineitä ja -menetelmiä sekä kerätyn datan älykästä käyttöä lisäämään tietoa käsittelyprosessista ja ennustamaan käsitellyn jäteveden laatua prosessin ohjauksen optimoimiseksi. Käsitellyn jäteveden laadun ennustaminen on vaikeaa, sillä monimutkainen käsittelyprosessi sisältää useita yhtäaikaisia epälineaarisia mekanismeja ja olennainen jatkuva-aikainen tieto flokkien morfologiasta puuttuu, vaikka flokkausprosessi on keskeisessä asemassa jätevedenpuhdistuksen tehokkaan toiminnan kannalta. Automaattisen optisen monitoroinnin avulla saadaan uutta hyödyllistä tietoa jätevedestä jatkuva-aikaisesti, nopeasti, objektiivisesti ja vähäisellä työpanoksella. Tämän tutkimustyön päätavoite oli kehittää ennustemalleja kahden täysikokoisen jätevesilaitoksen käsitellyn jäteveden laatuparametreille hyödyntäen automaattista optista monitorointia. Malleissa käytettiin vain prosessin alkuosan mittauksia, jotta malleilla olisi todellinen kyky ennakoida käsitellyn jäteveden laatu. Mallien optimaaliset tulomuuttujat etsittiin muuttujavalinta-algoritmeilla. Tutkimus näyttää myös, miten prosessimittausten ja optisen monitoroinnin muuttujien hyödyntäminen yhdessä ja erikseen vaikuttaa mallien tarkkuuteen. Optisen monitoroinnin hyödyntäminen yhdessä prosessimittausten kanssa mahdollistaa käsitellyn jäteveden laadun ennustamisen vaihtelevissa olosuhteissa sekä teollisessa että kunnallisessa jätevedenkäsittelylaitoksessa. Mallinnustarkkuus on riittävä laatuparametrien tason ja muutosten esittämiseen ja käytettäväksi apuna prosessin ohjauksessa. Tällöin jäteveden puhdistusprosessi tehostuu ja ympäristövahingot, terveysriskit ja taloudelliset menetykset voidaan minimoida.

In this work, we have investigated temperature dependent electrical transport properties of carbon based two-dimensional (2D) nanomaterials. Various techniques were employed to synthesize the samples. For instance, high quality large area graphene and boron, nitrogen doped graphene (BNC) were grown using thermal catalytic chemical vapor deposition (CVD) method. Liquid phase exfoliation technique was utilized to exfoliate graphene and graphitic carbon nitride samples in isopropyl alcohol. Chemical reduction technique was used to reduce graphene oxide (rGO) by utilizing ascorbic acid (a green chemical) as a reducing agent. Detailed structural and morphology characterization of these samples was performed using state of the art microscopy as well as spectroscopic techniques (for example; Transmission Electron Microscopy (TEM), Scanning Electron Microscopy (SEM), UV-Visible spectroscopy as well as Raman Spectroscopy). The low temperature (5 K< T <400 K) electrical transport properties of these materials show substantial difference from sample to sample studied. For instance, CVD grown graphene film has displayed metallic behavior over a wide range of temperature (5 K < T <300 K). At higher temperatures, resistivity followed linearly with the temperature (ρ(T) ~T). A power law dependence (ρ(T) ~ T4) observed at lower temperatures. Where as liquid phase exfoliated graphene and graphitic carbon nitride samples displayed nonmetallic nature: increasing resistance with decrease in temperature over a wide range (8 K < T < 270 K) of temperature. Electrical transport behavior in these samples was governed by two different Arrhenius behaviors in the studied temperature range. In the case of rGO and BNC layers, electrical conduction show two different transport mechanisms in two different temperature regimes. At higher temperatures, Arrhenius-like temperature dependence of resistance was observed indicating a band gap dominating transport behavior. At lower temperatures, Mott's two dimensional-Variable Range Hopping (2D-VRH) behavior was observed.

This thesis investigates the stability of coal pillars under realistic conditions of varying weak floor thickness with and without the use of paste backfill. Weak floor strata underlying coal seams are common in the Illinois Basin. They consist mainly of underclay, which is a gray, argillaceous rock that usually occurs immediately beneath beds of coal. Underclay thickness may vary from less than a foot to twenty feet at different locations in the basin (Grim and Allen, 1938). Locally, underclay thickness may vary gradationally over a distance of two pillars. Even though weak floor thickness is not consistent (Gadde, 2009), most research to date has focused on parametric studies with a fixed underclay thickness and formulated coal pillar designs on the basis of the maximum underclay thickness measured in the field. Therefore, it is necessary to investigate more realistic field conditions and quantify the influence of a gradated weak floor thickness using additional parametric studies. This research is primarily numerical modeling incorporating various constitutive models and using some calibration. Therefore, the two dimensional plane strain finite difference model in FLAC 3D is employed to carry out parametric studies on gradated weak floor conditions. Underclay exhibits Mohr Coulomb elastic plastic behavior; hence, the Mohr Coulomb constitutive model is used for the behavior of overburden, coal, and floor. Well-calibrated numerical models can assist in understanding load and failure processes provided that coal, overburden, and weak floor are modeled with sufficient realism. The theoretical approach considers a friction angle of 0° to calculate the load bearing capacity of the weak floor for design of pillars with long-term stability, even if the weak floor has a non-zero friction angle. The stiffness of the weak floor increases with an increase in friction angle (Gadde, 2009; Kostecki and Spearing, 2015). As stiffness increases, a point can be reached where floor bearing capacity exceeds coal pillar strength and coal pillar strength becomes the governing factor. For this scenario, the Mohr Coulomb strain softening model is more realistic in estimating loads carried by coal pillars in the post-failure stage. The three-dimensional Mohr Coulomb strain softening model in FLAC 3D is employed to study qualitatively the floor response in strain softening coal behavior conditions. Maintaining stable coal pillar responses has been a challenge for the coal mining industry due to attempts to increase the primary extraction ratio. Presently, the best available solution seems to be backfilling when considering short-term pillar stability (i.e., less than the long-term factor of safety) with increased extraction ratio. There are various types of mine backfill that have benefits to the mining industry depending on the application, but paste backfill produced from total mill tailings containing no free water is the best option for post-mining ground control in room-and-pillar mines as it prevents weakening of the floor and will not contaminate the ground water. The influence of paste backfill on floor bearing capacity and coal pillar response is studied with numerical modeling using the same constitutive models already identified. Finally, an economic analysis is carried out to look at cost implications of a proposed system with backfill.

Field scale research shows concentrated flow paths (CFPs) are prevalent in agricultural watersheds. They are an important source of soil erosion in cropland and significantly contribute to the transport and delivery of agricultural pollutants such as sediment and nutrients to nearby water resources. High resolution LiDAR data have enabled the investigation of the prevalence of concentrated flow at a large geographic extent. This study focused on identifying CFPs in 389 agricultural fields in Jackson County in southern Illinois and estimating the contribution of the CFPs to drainage of the fields. Addressing the lack of literature on factors influencing CFP characteristics, this study also investigates various topographical and soil factors that influence CFP development. LiDAR derived DEMs with a cell resolution of 3 meters were used to identify areas of flow concentration and delineate a drainage basin of each CFP using the Hydrology tools in the Spatial Analyst toolbox in ArcMap 10.3.1. Information on the topographical and soil characteristics were obtained from the DEMs and SSURGO database using the Soil Data Viewer 6.2 extension for ArcMap. Multiple regression analysis in SAS v. 9.4 was used to identify factors influencing CFP characteristics, while CART analysis in R v. 3.3.1 was conducted to detect linear dependencies among predictor variables. An average of 5 CFPs per agricultural field were observed in the study area with a minimum of 0 and maximum of 17 CFPs, but only two fields had no CFPs indicating a high prevalence of CFPs throughout the study area. The mean percent of field area drained by CFPs was estimated to be 81 percent with minimum of 36 percent and ii maximum of 100 percent. The majority of the fields, 85 percent, had more than 70 percent of their area drained by CFPs. Statistically significant regression equations were found for all CFP characteristics with slope, LS factor, K factor and organic matter as the factors influencing CFP characteristics. However, the factors only explained 2 to 22 percent of variation observed. Both multiple regression and CART analysis indicated slope as the most important influencing factor. Variation in CFP characteristics followed regional trends with higher values in the floodplain region and lower values in the rough hills region suggesting residual variation could be explained by other environmental factors along with topographical and climatological factors which were not included in the study. Results from this study highlight the prevalence of CFPs at a regional scale and their substantial contribution to field drainage identifying a need for research in quantifying the impacts of CFP on soil loss and water quality. This study also reports a need of future research to identify important factors controlling CFP formation and development that could help build empirical and physical models to accurately predict CFP locations and morphology. Such information could be useful in designing and targeting conservation practices that protect both soil health and water quality.