The aim of this thesis is to study and gain more insight about the static behaviour of the three hinged single diagonal timber arch bridge in different situations. The bridge was tested for static analyses for both Ultimate Limit State and Serviceability Limit State, to investigate its behaviour and if it is possible to be built at the selected location. Furthermore, the dimensions of the elements are to be determined. Pre-studies on similar bridges have been done and their problems have been taken into account when analysing the behaviour of this bridge. Thereafter, two different designs have been constructed. The finite element software RFEM has been used in this project to be able to analyse the behaviour of the two different models. The in-plane buckling of the arch is the most critical part of the bridge and the bridge should therefore be designed regarding that. Additionally, different alternatives were suggested to reduce the deformation of the deck in the models. Finally, an optimized model is reached which consists of longitudinal beams and has an arch with a wide cross section.

Gegenstand der vorliegenden Arbeit ist die Entwicklung einer optimalen Tragstruktur für Netzwerkbogenbrücken. Dabei wird die systematische Nutzung der Optimierungspotenziale dieses Brückentragwerkes an ausgewählten Tragwerkselementen erarbeitet. Es werden Lösungsvorschläge für die System- und Detailausbildung sowie Berechnungs- und Entwurfsgrundlagen entwickelt. Die Schwerpunkte der Arbeit bilden die Entwicklung von ermüdungssicheren Hängeranschlusskonstruktionen, statisch effizienten Hängernetzen sowie Bögen, die sich durch eine hohe Tragfähigkeit bei gleichzeitig geringem Materialverbrauch auszeichnen. Um eine ausreichende Ermüdungssicherheit der in dieser Hinsicht maßgebenden Hängeranschlusskonstruktionen zu gewährleisten, ist es notwendig, die risserzeugenden Spannungsspitzen zu minimieren und möglichst einen homogenen Spannungsverlauf über das gesamte Bauteil zu erzeugen. Mit Hilfe einer parametergestützten Gestaltoptimierung und anschließender Topologieanpassung wird zunächst eine optimale Lösung für die Hängeranschlusskonstruktion entworfen. Anschließend erfolgt die Entwicklung einer Bestimmungsgleichung für die Kerbwirkungszahl dieser Anschlusskonstruktion, welche die Anwendung des Kerbspannungskonzeptes für Hängeranschlüsse ermöglicht. Zur effizienten Nutzung der statischen Vorteile von Netzwerkbogenbrücken ist die Anordnung der Hänger von großer Bedeutung. Um die vorteilhafteste Hängeranordnung zu ermitteln, werden fünf mögliche Hängernetze mit variierenden Hängerneigungsparametern, Hängeranzahlen und Stützweiten hinsichtlich gezielt ausgewählter statischer Kriterien untersucht und bewertet. Daraus resultierend werden Empfehlungen formuliert, die dem Ingenieur die Wahl eines für entsprechende Rahmenbedingungen geeigneten Hängernetzes erleichtern. Auch die konstruktive Ausführung des Bogens sowie des oberen Windverbandes und das damit verbundene Tragverhalten sind beim Entwurf einer effizienten Netzwerkbogenbrücke von großer Bedeutung. Deswegen wird der Einfluss von Form, Geometrie und Steifigkeit des Bogens sowie von Ausführung und Konstruktion anderer Tragwerksteile auf die Bogenstabilität analysiert. Darauf aufbauend erfolgt die Optimierung dieser Konstruktionsparameter, um die Stahlmasse des Bogens ohne maßgebliche Reduzierung der Tragfähigkeit zu minimieren. Zusätzlich werden verschiedene Ersatzimperfektionen bezüglich ihrer Auswirkung auf die rechnerische Bogenstabilität untersucht und die maßgebenden Vorverformungen hinsichtlich ihrer Form und ihrer Größe herausgestellt. In ausgewählten Beispielen werden abschließend die entwickelten Lösungen mit Bauwerken aus der Praxis verglichen, um die Effizienz des optimierten Tragwerkes zu demonstrieren. / This work of research will tackle the development of an optimal structure for network arch bridges. The systematic employment of potentials to optimize these bridge structures will be examined for selected structural members. Suggestions for the construction of the bridge system and of selected details as well as basics for calculation and design will be developed. This paper will focuses mainly on the design of fatigue-proof hanger connections, statically efficient hanger networks as well as arches, which have a high load carrying capacity along with low material consumption. In order to provide sufficient security against fatigue failure for the decisive connections of the hanger bars, stress peaks that cause cracks have to be minimized and homogeneous stress distribution within the whole element has to be ensured. Initially, this paper will delineate an optimal solution for hanger connections by means of parameter-based shape optimization and subsequent topology adaptation. In the following, an analytic formula for the stress concentration factor of this connection will be developed in order to enable the application of the notch stress concept for hanger connections. To apply the static advantages of network arch bridges efficiently, the arrangement of the hangers is essential. In order to determine the most efficient hanger arrangement, five possible hanger arrangements with varying parameters (slope of the hangers, number of the hangers and span of the bridge) will be analyzed and evaluated with respect to systematically selected static criteria. On the basis of these investigations, recommendations for engineers how to choose an optimized hanger arrangement according to different geometrical bridge parameters will be made. Additionally, the constructive design of the arches and the upper wind bracing as well as the associated structural behavior are significant when an efficient network arch bridge is to be designed. For this reason, this paper will analyze the influence of the arch-shape, the arch-geometry and the arch-stiffness as well as the design and construction of other structural members on the stability of the arch. Based on these results, the constructive parameters will be optimized in order to reduce the steel weight of the arch without significantly reducing the load carrying capacity. Furthermore, the influence of different imperfections on the arch stability will be analyzed and the form and size of the decisive initial deflections emphasized. Finally, systematically selected examples will provide a comparison between the developed solutions and existing bridge structures in order to demonstrate the efficiency of the optimized structure.

In this thesis, new design concepts for arch bridges using ultra high-performance fibre-reinforced concrete are developed for spans of 50 to 400 m. These concepts are light-weight and efficient, and thus have the potential to significantly reduce the cost of construction. Lightness is achieved by the thinning of structural components and the efficient use of precompression in the arch, rather than by the decrease of bending stiffness. Using the advanced properties of the material, the design concepts were shown to reduce the consumption of concrete in arch bridges by more than 50% relative to arches built using conventional concrete technology. In addition to span length, other design parameters including span-to-rise ratio and deck-stiffening were considered, resulting in a total of seventy-two design concepts. Other important contributions made in this thesis include: (1) the development of a simple analytical model that describes the transition of shallow arches between pure arch behaviour and pure beam behaviour, (2) a comprehensive comparative study of 58 existing concrete arch bridges that characterizes the current state-of-the-art and serves as a valuable reference design tool, and (3) the development and experimental validation of general and simplified methods for calculating the capacity of slender ultra high-performance fibre-reinforced concrete members under compression and bending. The research presented in this thesis provides a means for designers to take full advantage of the high compressive and tensile strengths of the concrete and hence to exploit the economic potential offered by the material.

Neste trabalho desenvolvemos um estudo sobre modelos auto-regressivos com heterocedasticidade (ARCH) e modelos auto-regressivos com erros ARCH (AR-ARCH). Apresentamos os procedimentos para a estimação dos modelos e para a seleção da ordem dos mesmos. As estimativas dos parâmetros dos modelos são obtidas utilizando duas técnicas distintas: a inferência Clássica e a inferência Bayesiana. Na abordagem de Máxima Verossimilhança obtivemos intervalos de confiança usando a técnica Bootstrap e, na abordagem Bayesiana, adotamos uma distribuição a priori informativa e uma distribuição a priori não-informativa, considerando uma reparametrização dos modelos para mapear o espaço dos parâmetros no espaço real. Este procedimento nos permite adotar distribuição a priori normal para os parâmetros transformados. As distribuições a posteriori são obtidas através dos métodos de simulação de Monte Carlo em Cadeias de Markov (MCMC). A metodologia é exemplificada considerando séries simuladas e séries do mercado financeiro brasileiro / In this work we present a study of autoregressive conditional heteroskedasticity models (ARCH) and autoregressive models with autoregressive conditional heteroskedasticity errors (AR-ARCH). We also present procedures for the estimation and the selection of these models. The estimates of the parameters of those models are obtained using both Maximum Likelihood estimation and Bayesian estimation. In the Maximum Likelihood approach we get confidence intervals using Bootstrap resampling method and in the Bayesian approach we present informative prior and non-informative prior distributions, considering a reparametrization of those models in order to map the space of the parameters into real space. This procedure permits to choose prior normal distributions for the transformed parameters. The posterior distributions are obtained using Monte Carlo Markov Chain methods (MCMC). The methodology is exemplified considering simulated and Brazilian financial series

This work introduces a new UIMS (User Interface Management System), which aims to solve numerous problems in the field of user-interface development arising from hard-coded use of user interface toolkits. The presented solution is a concrete system architecture based on the abstract ARCH model consisting of an interface abstraction-layer, a dialog definition language called GIML (Generalized Interface Markup Language) and pluggable interface rendering modules. These components form an interface toolkit called GITK (Generalized Interface ToolKit). With the aid of GITK (Generalized Interface ToolKit) one can build an application, without explicitly creating a concrete end-user interface. At runtime GITK can create these interfaces as needed from the abstract specification and run them. Thereby GITK is equipping one application with many interfaces, even kinds of interfaces that did not exist when the application was written. It should be noted that this work will concentrate on providing the base infrastructure for adaptive/adaptable system, and does not aim to deliver a complete solution. This work shows that the proposed solution is a fundamental concept needed to create interfaces for everyone, which can be used everywhere and at any time. This text further discusses the impact of such technology for users and on the various aspects of software systems and their development. The targeted main audience of this work are software developers or people with strong interest in software development.

In this thesis, new design concepts for arch bridges using ultra high-performance fibre-reinforced concrete are developed for spans of 50 to 400 m. These concepts are light-weight and efficient, and thus have the potential to significantly reduce the cost of construction. Lightness is achieved by the thinning of structural components and the efficient use of precompression in the arch, rather than by the decrease of bending stiffness. Using the advanced properties of the material, the design concepts were shown to reduce the consumption of concrete in arch bridges by more than 50% relative to arches built using conventional concrete technology. In addition to span length, other design parameters including span-to-rise ratio and deck-stiffening were considered, resulting in a total of seventy-two design concepts. Other important contributions made in this thesis include: (1) the development of a simple analytical model that describes the transition of shallow arches between pure arch behaviour and pure beam behaviour, (2) a comprehensive comparative study of 58 existing concrete arch bridges that characterizes the current state-of-the-art and serves as a valuable reference design tool, and (3) the development and experimental validation of general and simplified methods for calculating the capacity of slender ultra high-performance fibre-reinforced concrete members under compression and bending. The research presented in this thesis provides a means for designers to take full advantage of the high compressive and tensile strengths of the concrete and hence to exploit the economic potential offered by the material.

Submitted by Olivier Boileau (olivier.boileau@hotmail.fr) on 2016-02-18T13:44:30Z No. of bitstreams: 1 Final-Report-FGV-by-Olivier-Boileau.pdf: 1435700 bytes, checksum: 5726e91bb0509cf4b3f5afd9acd70f3b (MD5) / Approved for entry into archive by Ana Luiza Holme (ana.holme@fgv.br) on 2016-02-18T13:45:44Z (GMT) No. of bitstreams: 1 Final-Report-FGV-by-Olivier-Boileau.pdf: 1435700 bytes, checksum: 5726e91bb0509cf4b3f5afd9acd70f3b (MD5) / Made available in DSpace on 2016-02-18T13:53:32Z (GMT). No. of bitstreams: 1 Final-Report-FGV-by-Olivier-Boileau.pdf: 1435700 bytes, checksum: 5726e91bb0509cf4b3f5afd9acd70f3b (MD5) Previous issue date: 2016-02-19 / Using regression and correlation approaches covering the last twenty years of daily data for seven countries, this thesis investigates safe haven and hedge abilities of precious metals against international equities over a given state of the economy. Furthermore, this thesis examines different portfolios performance in-samples and out-of-samples with the aim to observe whether investing in precious metals can help to mitigate investor risk management. The key results are: (i) Gold is the finest precious metal for international hedging against equities (ii) Gold provides valuable portfolio risk management benefits (iii) 60/40 portfolios allocated with gold proffer good investor outcomes. / Recorrendo a duas abordagens diferentes, regressão e correlação, e cobrindo os últimos vinte anos de dados diários para sete países, esta tese investiga as propriedades "safe haven" e "hedge" dos metais preciosos, em comparação com acções internacionais para um dado estado da economia. Adicionalmente, esta tese avalia o desempenho de diferentes portfolios, dentro e fora da amostra, com o objectivo de verificar se o investimento em metais preciosos poderá ajudar a atenuar a gestao do risco por parte do investidor. Os principais resultados são os que se seguem: (i) O ouro é o melhor metal precioso para um "hedging" internacional em oposição às acções (ii) O ouro permite obter valiosos benefícios de gestão de risco do portfolio (iii) 60/40 dos portofios atribuidos com ouro permitem ao investidor obter bons resultados.

Made available in DSpace on 2016-12-06T17:07:16Z (GMT). No. of bitstreams: 1 RUDNEI PALHANO.pdf: 3683877 bytes, checksum: fe25b167aa6def43f3bead628f1850d4 (MD5) Previous issue date: 2008-04-25 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / The aim of this correlational study was to analyze the plantar medial longitudinal arch during the stance phase of the gait. Thirty-two subjects of both genders (mean age 25,78±6,75 years) from Vale dos Sinos RS have participated of the research. The specific objectives was to describe the behavior of the plantar medial longitudinal arch during the gait in the initial contact and stance phase; identify the foot s angle with the surface in the initial contact; correlate the medial longitudinal plantar arch with the Ankle s angle during the contact phase; correlate the anthropometry variables with the dynamic behavior of the medial longitudinal plantar arch; correlate the plantar pressure distribution (peak pressure, plantar pressure mean, contact time and mean area) with the dynamic behavior of the kinetics and kinematics variables of the medial longitudinal plantar arch during the stance phase and relate the kinetics and kinematics variables with kinds of medial longitudinal plantar arch. The kinematics data has been acquired by the Spica Technology Corporation video system and for kinetic data was used the Novel Emed-XR system with a sampling rate of 100 Hz and the 3D Scanner INFOOT. Subjects were separate into three groups by the Cavanagh s arch index: Cavus foot; normal foot e planus foot. The variables analyzed were: medial longitudinal plantar arch angle in seated position, initial contact and stance phase, angle of the ankle in seated position and stance phase, plantar pressure of peak, mean plantar pressure, contact area, contact time and mean force. The Kolmogorov-Smirnov test has been applied for the statistical analysis to verify the normality of the data. The ANOVA One-Way test has been used to compare means intra-groups and to verify where were the differences was used the Scheffé`s Post Hoc test. Pearson test has been applied to verify the correlation. The level of significance adopted was p ≤ 0.05. There were no differences statistically significant when inter-groups kinematics and anthropometrics variables had been compared. Only in some regions of the plantar surface has shown differences statistically significant when the kinetics variables were compared inter-group. Analyzing the correlations between the dynamic arch index with kinematics variables, only the medial longitudinal plantar arch angle has shown a moderate correlation statistically significant, while others correlations had low relations. / O objetivo deste estudo correlacional foi analisar o Arco Plantar Longitudinal Medial durante a fase de apoio da Marcha. Com objetivos específicos: descrever o comportamento do Arco Plantar Longitudinal Medial durante a marcha nos períodos do Contato Inicial e Apoio Simples; Identificar o Ângulo do pé com a superfície no Contato Inicial; Correlacionar o Ângulo do Arco Plantar Longitudinal Medial com o Ângulo do Tornozelo durante a Fase de Contato; Correlacionar as variáveis antropométricas com o comportamento dinâmico do Arco Plantar Longitudinal Medial; Correlacionar as variáveis da Distribuição de Pressão Plantar (Pico de Pressão Plantar, Pressão Plantar Média, Tempo de contato e Área media) com o comportamento dinâmico das variáveis cinemáticas e cinéticas do Arco Plantar Longitudinal Medial durante a o apoio simples;Verificar diferenças nas variáveis cinemáticas e cinéticas relacionando com os diferentes tipos de Arco Plantar Longitudinal Medial dinamicamente. Participaram do estudo 32 sujeitos da região do Vale dos Sinos RS, ambos os sexos, idade entre 19 e 46 anos (25,78±6,75 anos). Utilizaram-se como instrumentos o Sistema de cinemetria da Spica Technology , Sistema cinético da Novel Emed e o Scanner 3D INFOOT. Os sujeitos foram classificados em três grupos através do Índice do Arco Plantar: Pés Cavos (PC); Pés Normais (PN) e Pés Planos (PP). As variáveis analisadas foram: Ângulo do Arco Plantar Longitudinal Média, na posição sentada, contato inicial e no apoio simples; Ângulo do Tornozelo, na posição sentada e apoio simples; Pico de Pressão Plantar; Pressão Plantar Média; Área de Contato; Tempo de Contato e Força Média. Na análise estatística foi aplicado o teste de Kolmogorov-Smirnov para verificar a normalidade nos dados. Na comparação das médias intra-grupos foi aplicado ANOVA One-Way e para verificar onde as diferenças encontravam foi utilizado o teste de Post hoc de Scheffé. Para verificar as correlações foi aplicado Pearson. O nível de significância adotado foi de p≤ 0,05. Na comparação inter-grupos para as variáveis cinemáticas e antropométricas, não apresentaram diferenças estatisticamente significativas. Apenas na comparação inter-grupos das variáveis cinéticas, em algumas regiões da superfície plantar apresentaram diferenças estatisticamente significativas. Ao analisar as correlações entre o Índice do Arco Plantar dinâmico com as variáveis cinemáticas, somente o ângulo do Arco Plantar longitudinal medial apresentou correlação moderada estatisticamente significativa, as demais variáveis cinemáticas apresentaram correlações baixas.

Neste trabalho desenvolvemos um estudo sobre modelos auto-regressivos com heterocedasticidade (ARCH) e modelos auto-regressivos com erros ARCH (AR-ARCH). Apresentamos os procedimentos para a estimação dos modelos e para a seleção da ordem dos mesmos. As estimativas dos parâmetros dos modelos são obtidas utilizando duas técnicas distintas: a inferência Clássica e a inferência Bayesiana. Na abordagem de Máxima Verossimilhança obtivemos intervalos de confiança usando a técnica Bootstrap e, na abordagem Bayesiana, adotamos uma distribuição a priori informativa e uma distribuição a priori não-informativa, considerando uma reparametrização dos modelos para mapear o espaço dos parâmetros no espaço real. Este procedimento nos permite adotar distribuição a priori normal para os parâmetros transformados. As distribuições a posteriori são obtidas através dos métodos de simulação de Monte Carlo em Cadeias de Markov (MCMC). A metodologia é exemplificada considerando séries simuladas e séries do mercado financeiro brasileiro / In this work we present a study of autoregressive conditional heteroskedasticity models (ARCH) and autoregressive models with autoregressive conditional heteroskedasticity errors (AR-ARCH). We also present procedures for the estimation and the selection of these models. The estimates of the parameters of those models are obtained using both Maximum Likelihood estimation and Bayesian estimation. In the Maximum Likelihood approach we get confidence intervals using Bootstrap resampling method and in the Bayesian approach we present informative prior and non-informative prior distributions, considering a reparametrization of those models in order to map the space of the parameters into real space. This procedure permits to choose prior normal distributions for the transformed parameters. The posterior distributions are obtained using Monte Carlo Markov Chain methods (MCMC). The methodology is exemplified considering simulated and Brazilian financial series

Submitted by Renata Lopes (renatasil82@gmail.com) on 2016-07-18T14:26:58Z No. of bitstreams: 1 daniellealdepaulaestevesdosreis.pdf: 1239258 bytes, checksum: 75cc07cdf6eba15d62c43b78ac783fbc (MD5) / Approved for entry into archive by Adriana Oliveira (adriana.oliveira@ufjf.edu.br) on 2016-07-22T15:03:54Z (GMT) No. of bitstreams: 1 daniellealdepaulaestevesdosreis.pdf: 1239258 bytes, checksum: 75cc07cdf6eba15d62c43b78ac783fbc (MD5) / Made available in DSpace on 2016-07-22T15:03:54Z (GMT). No. of bitstreams: 1 daniellealdepaulaestevesdosreis.pdf: 1239258 bytes, checksum: 75cc07cdf6eba15d62c43b78ac783fbc (MD5) Previous issue date: 2011-12-16 / FAPEMIG - Fundação de Amparo à Pesquisa do Estado de Minas Gerais / Medidas de volatilidade se constituem numa preocupação por parte de estudiosos e profissionais do mercado financeiro. Modelos da família ARCH/GARCH a partir dos retornos diários produzem um indicador de volatilidade, mas, não conferem ao pesquisador uma medida observável do grau de variabilidade dos retornos em torno de seu valor esperado. A recente disponibilidade de dados de frequência inferior a um dia de negociação permitiu a elaboração de indicadores de volatilidade observáveis por meio de uma medida conhecida como volatilidade realizada. A partir de então, é possível elaborar um indicador observável de volatilidade diária com base em dados de natureza intradiária, de modo a representar uma medida mais apropriada do grau de risco de um ativo ou carteira de ativos, e, a partir de então, estimar a volatilidade por meio de processo da família ARIMA. De posse dos dados de alta-frequência de um papel preferencial da Petrobrás S.A., o presente trabalho se propõe, portanto, em construir a medida de volatilidade realizada por meio da soma dos quadrados dos retornos obtidos em intervalos regulares (5, 15 e 30 minutos) durante cada dia de negociação do papel PETR4 durante o período de 02/01/2007 à 29/10/2010. Posteriormente à criação do indicador de volatilidade realizada que se supõe como mais apropriado para se mensurar o grau de risco, pretende-se comparar a qualidade do ajustamento e a capacidade preditiva de cada um dos métodos de modelagem da volatilidade. A comparação dos modelos baseados em dados diários e intradiários dar-se-á por meio do cômputo do erro quadrático médio (EQM) e dos testes de Diebold e Mariano e de Harvey para avaliação da acurácia preditiva dos modelos. Os resultados mostraram que, em geral, os modelos da família ARIMA são mais apropriados para a avaliação do grau de ajustamento, e produz previsões mais satisfatórias que os modelos da família ARCH/GARCH. / Volatility measures constitute a concern among scholars and professionals of the financial market. Models of the ARCH/GARCH class from the daily returns produce an indicator of volatility, but do not give the researcher an observable measure of the degree of variability of returns around their expected value. The recent availability of data at frequencies below a trading day allowed the development of indicators of volatility observable through a measurement known as realized volatility. Since then, they can build an observable indicator of daily volatility based on intraday data, so as to represent a more appropriate measure of the riskiness of an asset, and from then estimate volatility through a process of ARIMA family. Provided with the data of a high frequency preferential role of Petrobrás S. A., the present paper therefore proposes to construct a measure of realized volatility by the sum of the squares of the returns obtained at regular intervals (5, 15 and 30 minutes ) during each trading day for the paper PETR4 during 02/01/2007 to 29/10/2010. After the creation of the realized volatility indicator that is supposed to be more appropriate to measure the degree of risk, the intent is to compare the goodness of fit and predictive ability of each of the methods of volatility’s models. The comparison of models based on daily data and intraday give will be through the calculation of the mean square error (MSE) and tests of Diebold and Mariano and Harvey to evaluate the predictive accuracy of models. The results in general showed that the models of the ARIMA class are more suitable for assessing the degree of adjustment and produces predictions more satisfactory than the models of the ARCH/GARCH class.