Die Jahresmitteltemperatur-Zeitreihen dreier Stationen (Berlin, Leipzig und Stockholm) werden auf ihre langfristigen Trends im Zeitbereich 1830-1980 untersucht. Dazu wird die neuartige, parametrische Methode der Rampenregression (Mudelsee 1999a) verwendet. Die Vorteile gegenüber bisher verwendeten Verfahren sind (1) eine realistischeres Übergangsmodell und (2) Angaben des statistischen Fehlers geschätzter Übergangs-Zeitpunkte und -Niveaus. Leipzig (Erwärmung um 0.86±0.13 °C von 1889±7bis1911±7) und Stockholm (Erwärmung um 1.01±0.22 °C von 1879±23 bis 1945±21) zeigen beide einen rampenförmigen Trendverlauf, Berlin dagegen einen noch komplizierteren Trend. Im Falle von Leipzig liegt wahrscheinlich ein deutlicher Urbanisierungseinfluß vor. Die Rampenregression bietet die Möglichkeit, einen globalen Klimawechsel genauer zu quantifizieren. / Timeseries of annual average temperature from three stations (Berlin, Leipzig and Stockholm) are investigated with regards to their long-term trends in the time interval 1830-1980. For that, the new, parametric method of ramp function regression (Mudelsee 1999a) is used. The advantages against other previously employed methods are (1) a more realistic transition model and (2) information about the statistical accuracy of estimated transition dates and levels. Both Leipzig (warming by 0.86±0.13 °C, from 1889±7 to 1911±7) and Stockholm (warming by 1.01±0.22 °C, from 1879±23 to 1945±21) show a ramp-form trend, whereas Berlin\'s trend is even more complicated. In the case of Leipzig a significant contribution by urbanization is likely. Ramp function regression has the potential to quantify a global climate change more accurately.

Die Jahresmitteltemperatur-Zeitreihen dreier Stationen (Berlin, Leipzig und Stockholm) werden auf ihre langfristigen Trends im Zeitbereich 1830-1980 untersucht. Dazu wird die neuartige, parametrische Methode der Rampenregression (Mudelsee 1999a) verwendet. Die Vorteile gegenüber bisher verwendeten Verfahren sind (1) eine realistischeres Übergangsmodell und (2) Angaben des statistischen Fehlers geschätzter Übergangs-Zeitpunkte und -Niveaus. Leipzig (Erwärmung um 0.86±0.13 °C von 1889±7bis1911±7) und Stockholm (Erwärmung um 1.01±0.22 °C von 1879±23 bis 1945±21) zeigen beide einen rampenförmigen Trendverlauf, Berlin dagegen einen noch komplizierteren Trend. Im Falle von Leipzig liegt wahrscheinlich ein deutlicher Urbanisierungseinfluß vor. Die Rampenregression bietet die Möglichkeit, einen globalen Klimawechsel genauer zu quantifizieren. / Timeseries of annual average temperature from three stations (Berlin, Leipzig and Stockholm) are investigated with regards to their long-term trends in the time interval 1830-1980. For that, the new, parametric method of ramp function regression (Mudelsee 1999a) is used. The advantages against other previously employed methods are (1) a more realistic transition model and (2) information about the statistical accuracy of estimated transition dates and levels. Both Leipzig (warming by 0.86±0.13 °C, from 1889±7 to 1911±7) and Stockholm (warming by 1.01±0.22 °C, from 1879±23 to 1945±21) show a ramp-form trend, whereas Berlin\''s trend is even more complicated. In the case of Leipzig a significant contribution by urbanization is likely. Ramp function regression has the potential to quantify a global climate change more accurately.

Shock-tube experiments are typically performed at high temperatures (≥1200K) due to test-time constraints. These test times are usually ~1 ms in duration and the source of this short, test-time constraint is loss of temperature due to heat transfer. At short test times, there is very little appreciable heat transfer between the hot gas and the cold walls of the shock tube and a high test temperature can be maintained. However, some experiments are using lower temperatures (approx. 800K) to achieve ignition and require much longer test times (up to 15 ms) to fully study the chemical kinetics and combustion chemistry of a reaction in a shock-tube experiment. Using mathematical models, analysis was performed studying the effects of temperature, pressure, shock-tube inner diameter, and test-port location at various test times (from 1 - 20 ms) on temperature maintenance. Three models, each more complex than the previous, were used to simulate test conditions in the endwall region behind the reflected shock wave with Ar and N2 as bath gases. Temperature profile, thermal BL thickness, and other parametric results are presented herein. It was observed that higher temperatures and lower pressures contributed to a thicker thermal boundary layer, as did shrinking inner diameter. Thus it was found that a test case such as 800K and 50 atm in a 16.2-cm-diameter shock tube in Argon maintained thermal integrity much better than other cases - pronounced by a thermal boundary layer ≤ 1 mm thick and an average temperature ≥ 799.9 K from 1-20 ms.

Made available in DSpace on 2016-03-15T19:35:57Z (GMT). No. of bitstreams: 1 Edith Tueros Cuadros.pdf: 4357925 bytes, checksum: 7a9a7c9700e9ab1b8e24a65ab089b198 (MD5) Previous issue date: 2016-02-02 / Fundação de Amparo a Pesquisa do Estado de São Paulo / Cosmic rays are strongly influenced by solar, geomagnetic and atmospheric phenomena. CARPET detector, conceived for cosmic rays observation with energies in the range between 105 - 1012 eV, is an important tool for the study of these phenomena. The Earth s atmosphere conditions are also affected by changes in the cosmic rays flux, therefore, cosmic rays characterization is important to define physical and chemical conditions of our atmosphere. To characterize the cosmic rays flux variations, detected on the ground, prior elimination of atmospheric pressure and temperature effects on ground level is needed, thus, data recorded by meteorological instruments on CASLEO were used for that corrections. To eliminate the effect of temperature through the whole vertical atmosphere it was applied the integral and the mass-average temperature method by using vertical temperature profiles. Both methods were tested using CARPET-TEL data for the year 2009, this data were previously corrected by pressure influences. The mass-average temperature method shows a better response when comparing the corrected CARPET date with neutron monitor observations .The whole cosmic rays flux data analysis, for CARPET-TEL data corrected by integral method (for the period 2006/04/01 - 2014/06/30), shows an anti-correlation with sunspot number and a clear seasonal variation after 2008. Two Forbush decreases (FD), were detected by CARPET which were produced by geo-effective CMEs. Both FD onsets coincided with the interplanetary shock instant, which preceded intense geomagnetic storms. With these results, we can reinforce that CARPET is an important tool to study long and short term cosmic rays behavior, because it has a similar response to experiments that operates at atmosphere particle energy ranges. / Os raios cósmicos são fortemente influenciados pelos fenômenos solares, geomagnéticos e atmosféricos. O detector CARPET, concebido para a observação dos raios cósmicos com energias na faixa compreendida entre 105 e 1012 eV, é uma ferramenta importante para o estudo desses fenômenos. As condições da nossa atmosfera são também afetadas pelas variações no fluxo de raios cósmicos que chegam a Terra, portanto sua caracterização é importante para se definir as condições físicas e químicas da mesma. Para caracterizar as variações do fluxo de raios cósmicos a partir de observações no solo é necessário a eliminação prévia da influência dos efeitos da pressão e temperatura atmosférica na superfície, para tal foram utilizados dados meteorológicos obtidos no CASLEO. Para a eliminação do efeito da temperatura ao longo de toda atmosfera foram utilizados o método integral e o método de temperatura ponderada pela massa que utilizam perfis verticais de temperatura. Os dois métodos foram testados para o ano de 2009 com os dados do canal TEL do CARPET previamente corrigidos pela pressão, sendo que o método de temperatura ponderada pela massa apresentou uma resposta melhor ao se comparar os dados corrigidos com os dados observados com monitores de nêutrons. A análise de todos os dados do fluxo raios cósmicos do canal TEL do CARPET (1/04/2006 a 30/06/2014) corrigidos pelo método integral, mostra a anti-correlação com o número de manchas solares, e uma variação sazonal pronunciada após 2008. Foram detectados dois decréscimos Forbush (FD) produzidos por CMEs geo-efetivos. O início de ambos FD coincidiu com o instante do choque interplanetário, que antecedeu tempestades geomagnéticas intensas. Com estes resultados reforçamos que o CARPET é uma ferramenta importante para estudo das modulações de raios cósmicos de longo e curto prazo porque apresenta uma resposta semelhante com os experimentos que fazem observações em outras faixas de energia.

本研究利用美國芝加哥商品交易所針對 18 個城市發行之冷氣指數／暖氣指數衍生性商品與相對應之日均溫進行分析與評價。研究成果與貢獻如下：一、延伸 Alaton, Djehince, and Stillberg (2002) 模型，引入跳躍風險、隨機波動度、波動跳躍等因子，提出新模型以捕捉更多溫度指數之特徵。二、針對不同模型，分別利用最大概似法、期望最大演算法、粒子濾波演算法等進行參數估計。實證結果顯示新模型具有較好之配適能力。三、利用 Esscher 轉換將真實機率測度轉換至風險中立機率測度，並進一步利用　Feynman-Kac 方程式與傅立葉轉換求出溫度模型之機率分配。四、推導冷氣指數／暖氣指數期貨之半封閉評價公式，而冷氣指數／暖氣指數期貨之選擇權不存在封閉評價公式，則利用蒙地卡羅模擬進行評價。五、無論樣本內與樣本外之定價誤差，考慮隨機波動度型態之模型對於溫度衍生性商品皆具有較好之評價績效。六、實證指出溫度市場之市場風險價格為負，顯示投資人承受較高之溫度風險時會要求較高之風險溢酬。本研究可給予受溫度風險影響之產業，針對衍生性商品之評價與模型參數估計上提供較為精準、客觀與較有效率之工具。 / This study uses the daily average temperature index (DAT) and market price of the CDD/HDD derivatives for 18 cities from the CME group. There are some contributions in this study: (i) we extend the Alaton, Djehince, and Stillberg (2002)'s framework by introducing the jump risk, the stochastic volatility, and the jump in volatility. (ii) The model parameters are estimated by the MLE, the EM algorithm, and the PF algorithm. And, the complex model exists the better goodness-of-fit for the path of the temperature index. (iii) We employ the Esscher transform to change the probability measure and derive the probability density function of each model by the Feynman-Kac formula and the Fourier transform. (iv) The semi-closed form of the CDD/HDD futures pricing formula is derived, and we use the Monte-Carlo simulation to value the CDD/HDD futures options due to no closed-form solution. (v) Whatever in-sample and out-of-sample pricing performance, the type of the stochastic volatility performs the better fitting for the temperature derivatives. (vi) The market price of risk differs to zero significantly (most are negative), so the investors require the positive weather risk premium for the derivatives. The results in this study can provide the guide of fitting model and pricing derivatives to the weather-linked institutions in the future.