Recently there have been reports that certain physiological data seem to have the properties of long-range correlation and self-similarity. These two properties can be characterized by a long-range dependent parameter d, as well as a self-similar parameter H. In Peng et al (1995), the alteration of long-range correlations with life-threatening pathologies are studied by analyzing the heart rate data of different groups of subjects. The self-similarity properties of two well-known processes, namely the Fractional Brownian Motion (FBM) and the Fractional ARIMA (FARIMA), are of interest to see if it is suitable to be used to model the heart rate data in order to examine the health conditions of some patients. The Embedded Branching Process (EBP) method for estimating parameter $H$ and a goodness of fit test for examining the self-similarity of a process based on the EBP method are proposed in Jones and Shen (2004). In this work, the performance of the goodness of fit test are examined using simulated data from the FBM and FARIMA processes. A modification of the distribution of the test statistics under null hypothesis is proposed and has been modified to be more appropriate. Some simulation comparisons of different estimation methods of the parameter $H$ for some FARIMA processes are also presented and applied to heart rate data obtained from Kaohsiung Veterans General Hospital.

Ce travail de thèse porte sur la modélisation et l'estimation de paramètres pertinents pour les signaux de fréquences cardiaques (FC) instantanées. Nous nous intéressons à un paramètre (appelé grossièrement "fractal"), qui témoigne de la régularité locale de la trajectoire et de la dépendance entre les données. Les propriétés asymptotiques de la fonction DFA (Detrended Fluctuation Analysis) et de l'estimateur de H sont étudiées pour le bruit gaussien fractionnaire (FGN) et plus généralement pour une classe semi-paramétrique de processus stationnaires à longue mémoire avec ou sans tendance. On montre que cette méthode n'est pas robuste. On propose la modélisation des séries de FC par une généralisation du FGN, appelée bruit gaussien localement fractionnaire. Un tel processus stationnaire est construit à partir du paramètre dit de fractalité locale (une sorte de paramètre de Hurst avec des valeurs dans IR) sur une bande de fréquences. L'estimation du paramètre est faite par une analyse par ondelettes, tout comme le test d'adéquation. On montre la pertinence du modèle et une évolution du paramètre pendant la course. Une détection des changements de ce paramètre pourrait être extrêmement appropriée. On propose alors une méthode de détection de multiples ruptures du paramètre de longue mémoire (respectivement d'autosimilarité, de fractalité locale). Un estimateur des points de changements est construit, il vérifie un théorème limite. Un théorème de la limite centrale est établi pour l'estimateur des paramètres et un test d'ajustement est mis en place dans chaque zone où le paramètre est inchangé. Enfin, on montre la même évolution du paramètre de fractalité locale sur les FC.

In product manufacture and assembly it is important to lower materials usage and assembly timewhile retaining a safety margin against structural failure. In this project the ceiling attachment of theAVPOS offloading arm is redesigned based on objectives identified by Löfs Specialmaskiner. Theoriginal ceiling attachment is analysed using finite element analysis to identify any structuralweaknesses to be addressed during redesign. Based on information gained during the FEA threeconcepts are generated and rated based on their estimated assembly times, material usage, partscount and the cutting length for machining.One concept is selected for further topology optimisation and iterative FEA, where material isremoved from the selected concept design while maintaining safety objectives. The optimised designdeveloped during this project is shown to have a lower number of parts, lower usage of material andassembly time while retaining an overall FOS value of 4.In addition to redesigning the ceiling attachment, alternative bearings are also investigated whichchanges the existing ball bearings to a self-aligning sliding bearing with self-lubricating properties,lowering the machining tolerances as well as lowering the needs for service.This project contributes to lowering material usage and ease of assembly in the product AVPOS thatis manufactured by Löfs Specialmaskiner. The redesigned ceiling attachment along with thesuggested bearings will likely simplify future manufacturing as well as lower any concerns for damageto people and property as a result of structural failure.

Made available in DSpace on 2014-12-17T14:08:35Z (GMT). No. of bitstreams: 1 KleberCOCpdf.pdf: 2178209 bytes, checksum: 588b533d30c060af9cf941e7001d3372 (MD5) Previous issue date: 2009-04-22 / In recent years, the DFA introduced by Peng, was established as an important tool capable of detecting long-range autocorrelation in time series with non-stationary. This technique has been successfully applied to various areas such as: Econophysics, Biophysics, Medicine, Physics and Climatology. In this study, we used the DFA technique to obtain the Hurst exponent (H) of the profile of electric density profile (RHOB) of 53 wells resulting from the Field School of Namorados. In this work we want to know if we can or not use H to spatially characterize the spatial data field. Two cases arise: In the first a set of H reflects the local geology, with wells that are geographically closer showing similar H, and then one can use H in geostatistical procedures. In the second case each well has its proper H and the information of the well are uncorrelated, the profiles show only random fluctuations in H that do not show any spatial structure. Cluster analysis is a method widely used in carrying out statistical analysis. In this work we use the non-hierarchy method of k-means. In order to verify whether a set of data generated by the k-means method shows spatial patterns, we create the parameter ? (index of neighborhood). High ? shows more aggregated data, low ? indicates dispersed or data without spatial correlation. With help of this index and the method of Monte Carlo. Using ? index we verify that random cluster data shows a distribution of ? that is lower than actual cluster ?. Thus we conclude that the data of H obtained in 53 wells are grouped and can be used to characterize space patterns. The analysis of curves level confirmed the results of the k-means / Nos ?ltimos anos, o DFA introduzido por Peng, foi estabelecido como uma importante ferramenta capaz de detectar autocorrela??o de longo alcance em s?ries temporais com n?o-estacionaridade. Esta t?cnica vem sendo aplicado com sucesso a diversas ?reas tais como: Econofis?ca, Biof?sica, Medicina, F?sica e Climatologia. No presente trabalho, utilizamos a t?cnica do DFA para obter o expoente de Hurst (H) do perfil el?trico de densidade (RHOB) de 53 po?os provindos do Campo Escola de Namorado. Neste trabalho queremos saber se podemos, ou n?o, utilizar este expoente para caracterizar espacialmente o campo. Duas hip?teses surgem: Na primeira o conjunto dos H reflete a geologia local, po?os com mesmo H se encontram pertos, e ent?o se pode pensar em utilizar H em procedimentos geoestat?sticos espaciais. Na segunda hip?tese cada po?o tem seu H, a informa??o dos H de cada po?o est? descorrelacionada e o conjunto dos perfis mostra apenas flutua??es aleat?rias em H que n?o revelam qualquer estrutura espacial. A an?lise de agrupamentos ? um m?todo bastante utilizado na realiza??o de an?lises estat?sticas. Nesta disserta??o utilizamos o m?todo de agrupamento n?o hier?rquico chamado m?todo do k-m?dia. Com o objetivo de verificar se um conjunto de dados gerados pelo m?todo do k-m?dia, ou de forma aleat?ria, forma padr?es espaciais, criamos o par?metro ? (?ndice de vizinhan?a). Altos ? implicam em dados mais agregados, baixos ? em dados dispersos ou sem correla??o espacial. Com aux?lio deste ?ndice e do m?todo de Monte Carlo verificamos que os dados agrupados aleatoriamente apresentam uma distribui??o mais baixa de ? do que os obtidos dos dados concretos e agrupados pelo k-m?dia. Desta forma conclu?mos que os dados de H obtidos nos 53 po?os est?o agrupados e podem ser usados na caracteriza??o espacial de campos. A an?lise de curvas de n?vel confirmou o resultado do k-m?dia

In these times, when manufacturing firms wonder how to integrate products and services into innovative offerings, how should products be designed to be of most value? This study is the investigation of this question for the manufacturing firm Strömsholmen AB, which designs gas springs and hydraulic suspension. The research has led to interviews of personnel to identify challenges and a workshop to generate new service ideas. By analyzing a specific gas hydraulic suspension product, this study shows that designing for product service systems (PSS) with a life-cycle perspective specifically for manufacturing, assembly, delivery, use, maintenance and remanufacturing, can greatly reduce costs and open up for innovative PSS business models. Using Design for Assembly, Design for Disassembly, Design for Serviceability and Design for Remanufacturing shows how concrete improvements to a product can be made. Improvements that show the potential of a redesign for the gas hydraulic suspension. Integrating products and services and pursuing the ideas and methods of this thesis, will ultimately make Strömsholmen better prepared to differentiate, to stay competitive, to deepen customer relations and to gain greater profits long-term.

The Own Risk and Solvency Assessment, ORSA, is referred to as the heart of the regulation to be for European insurance companies - Solvency II. The aim of the ORSA process is to provide an overall and holistic view of the insurer’s risks by analyzing their current financial status and business strategy at hand. There is no predefined way to implement this process, which means that the companies are forced to develop a model themselves, as they see fit. In collaboration with a regional insurance company in Sweden we develop a structure and framework for an ORSA-model, flexible enough to be used by similar insurers yet standardized enough to overcome the issue of constrained resources within these smaller organizations. We apply a risk-factor based approach and tie together a balance sheet projection and stress testing, designed to be further developed as the individual insurer see fit. The suggested approach yields partially satisfying results and we consider the model to be particularly well-suited for assessing risk in the context of the small, non-life insurer. / Den egna risk- och solvensutvärderingen, ORSA, kallas hjärtat av det kommande regelverket för europeiska försäkringsbolag - Solvens II. Syftet med ORSA-processen är att ge en övergripande helhetsbild av försäkringsgivarens risker genom att analysera deras finansiella ställning och affärsstrategi. Det finns inget fördefinierat sätt att genomföra denna process, vilket innebär att företagen tvingas att utveckla en modell på egen hand, på ett sätt som de finner lämpligt. I samarbete med ett regionalt försäkringsbolag i Sverige utvecklar vi en struktur och en grund för en ORSA-modell. En modell som är tillräckligt flexibel för att kunna användas av liknande försäkringsgivare men samtidigt standardiserad nog att lösa problemet med begränsade resurser i dessa mindre organisationer. Vi tillämpar en riskfaktor-baserad metod, prognostiserar resultat- och balansräkning för bolaget och utför stresstester. Metoden är utformad för att utvecklas vidare av den enskilde försäkringsgivaren så som de finner lämpligt. Den föreslagna metoden ger delvis tillfredsställande resultat och vi anser att det är en grund väl lämpad att använda som utgångspunkt för att konstruera riskmätningsmetoder för små, skadeförsäkringsbolag.

The effects of humanity's actions on the environment have been a viral topic for many years. The efficiency of refining raw materials is crucial in reducing these effects. This thesis was thereby tasked with improving the assembly efficiency of Rottne Industri AB:s harvester cabin. Various theories were utilized to improve the design, with Design for Excellence being the most notable. By implementing a seven-step product development process, concepts could be generated and later scored based on the customer's comments and discovered issues. The authors selected the idea with the highest score and developed it until they achieved a concept meeting the product's objectives. The concept was then validated by performing simulations and calculations related to its assembly efficiency, environmental impact, and cost. The redesign resulted in an idea possessing a design efficiency 135% higher than the original, a 72% shorter assembly time, 13% less weight, a 25% reduction in greenhouse gas emissions, and a 41% reduction in assembly and material costs.

Målet med detta projekt har varit att utveckla en monteringsvänlig och kostnadseffektiv ljuddiffuser, en komponent som inte ska påverka ljudnivån och luftflödet för mycket, tillskillnad från den befintliga lösning som idag används i 3nine AB:s oljedimavskiljare. Examensarbetet följer den produktutvecklingsprocess som redogörs i boken Produktutveckling – Konstruktion och design av Karl T. Ulrich och Steven D. Eppinger. Där arbetet har anpassats för tidsramen på 10 veckor och delats upp i fyra faser. Fas1 – Förstudie, Fas 2 – faktainsamling, Fas 3 – Genomförande och Fas 4 – Rapportering. Den lösning som används idag består av fem vikta bitar sträckmetall som har sytts ihop med ståltråd, ljuddiffusern tar lång tid att montera ihop och att montera ned i maskinen. De fem vikta bitarna sträckmetall har vassa kanter efter klippning som försvårar monteringen ytterligare. En ljuddiffuser har en kostnad på 100 kr/st att framställa. För denna lösning togs mätvärden i 3nine AB:s verkstad fram som agerar som referensmätvärden, monteringstid – 333 [s], ljudnivå – 68 [dB], luftflöde – 319 [m ³/h] och DFA – index (mätvärde för monteringsvänlighet) – 5,4 %. Där 100 % ses som optimal monteringsvänlighet och högre DFA-index leder till reducerade kostnader. Då luft strömmar genom maskinen så påverkar detta mätvärdena och möjlig design av ny prototyper, men strömningslära är kunskaper som vi saknar och detta analyser med avseende på detta avgränsades bort. Genom Idéutvecklingsprocesser som Brainstorming, 6-3-5 Brainwritning, Morfologiskmatris, Pughmatris, konceptskisser, Virtuella koncept (3D-CAD) och friformsframställning (3D-utskrivning av prototyp) så togs fem prototyper fram som sedan testades för monteringstid, ljudnivå, luftflöde och DFA-index. Dessa tester resulterade i att det var en prototyp som utmärkte sig med förbättrade resultat jämfört med referensmätvärdena av befintliga ljuddiffusern. Mätvärden för prototypen ”45° väggen”, monteringstid – 16 [s], ljudnivå – 65 [dB], luftflöde – 342 [m ³/h] och DFA – index (mätvärde för monteringsvänlighet) – 93 %. Risk – och FEM-analys genomfördes på prototypen för att identifiera svagheter i konstruktionen, lösningar på dessa rekommenderas i form av små förändringar som t.ex. rundningar vid hörn. Dessa mätvärden redogör att den framtagna lösningen är bättre än dagens lösning och rekommenderas att implementeras och vidareutvecklas av företaget / The aim of this project has been to improve the existing noise diffuser used currently today in the oil-separatingmachines developed by 3nine AB. By reducing noise levels, increasing the air flow, increasing the “ease of assembly” and making it more cost effective. The thesis follows the product development process described in the book “Product Development - Construction and Design” by Karl T. Ulrich and Steven D. Eppinger. The work was adapted for a 10-week timeframe and divided into four phases. Phase 1 - Pre-Study, Phase 2 – Information gathering, Phase 3 - Implementation and Phase 4 - Reporting. The solution used today consists of five folded pieces of stretch metal that have been sewn together with steel wire, the noise diffuser takes a long time to assemble and to fit into the machine. The five folded pieces of stretch metal have sharp edges after cutting, which further complicates the assembly. The production cost for each diffuser is 100 kronor. For the present solution, the measurement values taken at 3nine AB's workshop were set as reference values, assembly time - 333 [s], noise level - 68 [dB], airflow - 319 [m³ / h] and DFA-index (measurement value for ease of assembly) - 5.4%. DFA-index when 100% is seen as the optimal ease of assembly and a higher DFA-index leads to reduced costs. As air flows through the machine, this affects the measured values and possible design of new prototypes, but fluid mechanics is one knowledge we lacked and therefor analysis of this was not possible and delimited. Through Idea Development Processes such as Brainstorming, 6-3-5 Brainwriting, Morphological Matrix, Pugh matrix, Concept Sketches, Virtual Concepts (3D-CAD) and Rapid prototyping (3D-prototype printing), five prototypes were produced, then tested for assembly time, noise level, airflow and DFA -index. These tests resulted in a prototype that featured improved results compared to the reference values of the existing noise diffuser. Measurement values for prototype "45° wall" where assembly time - 16 [s], noise level - 65 [dB], airflow - 342 [m³ / h] and DFA index - 93%. Risk-analysis and FEA was carried out on the same prototype to identify weaknesses in the design. The solutions to these weaknesses are recommended in the form of small design changes such as rounded sharp corners. These measured values state that the solution developed is better than today's solution and is recommended to be implemented and further developed by the company.

A adoção de medidas afinadas à conservação do solo não é apenas uma necessidade, há muito passou a ser estratégico desenvolver técnicas que preencham as lacunas de informação e maximizem o uso adequado do solo. A diferenciação textural entre horizontes de solos é um dos principais aspectos a ser considerado quando do planejamento do uso do solo, pois se relaciona estreitamente com fatores como o enraizamento, a percolação e disponibilidade de água e a susceptibilidade dos solos à erosão. Diante disso, objetivou-se desenvolver Índices Espectroscópicos de Relação Textural (IERT) que estabeleçam quantitativamente o grau de diferenciação textural em perfis de solos via espectroscopia VisNIR-SWIR (350-2.500 nm) e MidIR (4000 - 400 cm-1). Foram utilizados dados espectrais de 150 perfis de solos descritos morfologicamente pertencentes a nove municípios das regiões Sudeste e Centro-Oeste do Brasil. Três modelos espectrais, VisNIR-SWIR, MidIR e VisNIR-SWIR-MidIR foram associados aos teores analíticos de matéria orgânica dos horizontes A e B, totalizando nove modelos, afim de se verificar o potencial daqueles puramente espectrais. Todos os modelos foram estudados por análises de funções discriminantes (CP-AFD) e regressão por mínimos quadrados (PLSR). A construção dos IERT\'s, num total de 15, cinco para cada modelo espectral, considerou a diferença de reflectância em bandas específicas ou associações entre elas, as quais foram selecionadas com base no estudo qualitativo e quantitativo das curvas espectrais. De modo geral, a diferenciação entre horizontes é ditada pelas regiões espectrais associadas principalmente aos óxidos de Fe, minerais de argila e quartzo. É possível determinar o grau de diferenciação textural entre horizontes de perfis de solos com excelente acurácia através de dados espectrais com taxa de acerto global de até 100 %, R2 de 0,76 a 0,82 e RPD de 2,02 a 2,35 nos modelos puramente espectrais, com destaque à região MidIR. O uso de IERT\'s produz bons a excelentes resultados, com R2 de 0,71 a 0,80 e RDP de 1,84 a 2,21 para os melhores índices de cada região espectral. O uso de índices espectrais reduz a dependência de métodos estatísticos avançados e dá suporte ao desenvolvimento de equipamentos óticos que trabalhem em regiões espectrais específicas, reduzindo custos e maximizando a aplicabilidade da técnica. Estudos abrangentes e exaustivos são indispensáveis antes que novos métodos como este se estabeleçam, particularmente em ciência do solo, na qual o objeto de estudo é, por natureza, complexo e intrigante. / The adoption of measures related to soil conservation is not only a necessity, long it has become strategic to develop techniques that meet the information deficits and maximize the appropriate use of land. The textural differentiation between soil horizons is one of the main aspects to be considered dealing with land use planning as it closely relates to factors such as rooting, percolation and water availability and the susceptibility of soils to erosion. Therefore, it was aimed to develop Spectral Textural Ratio Indices (STRI) that quantitatively establish the degree of textural differentiation in soil profiles through VisNIR-SWIR (350-2500 nm) and MidIR (4000- 400 cm-1) spectroscopy. Spectral data of 150 soil profiles morphologically described belonging to nine municipalities in the Southeast and Midwest of Brazil were used. Three spectral models, VisNIR-SWIR, MidIR and VisNIR-SWIR-MidIR were associated with analytical organic matter content of the A and B horizons, comprising nine models in order to verify the potential of those purely spectral. All models were studied by discriminant functions analysis (CP-DFA) and Partial Least Square Regression (PLSR). The construction of the STRIs, a total of 15, five for each spectral model, considered the reflectance difference in specific bands or associations between them, which were selected based on the qualitative and quantitative study of spectral curves. In general, the differentiation between horizons is dictated primarily by spectral regions associated with iron oxides, clay minerals and quartz. It is possible to determine the degree of textural differentiation between soil profile horizons with great accuracy through spectral data with overall accuracy rate of up to 100%, R2 from 0.76 to 0.82 and RPD from 2.02 to 2.35 in the purely spectral models, with emphasis on MidIR region. The use of STRIs produces good to excellent results, with R2 ranging from 0.71 to 0.80 and RPD ranging from 1.84 to 2.21 for the best rates of each spectral region. The use of spectral indices reduces reliance on advanced statistical methods and supports the development of optical devices that work in specific spectral regions, reducing costs and maximizing the applicability of the technique. Large and exhaustive studies are imperatives before new methods like this are established, particularly in soil science, in which the object of study is by nature complex and intriguing.

A adoção de medidas afinadas à conservação do solo não é apenas uma necessidade, há muito passou a ser estratégico desenvolver técnicas que preencham as lacunas de informação e maximizem o uso adequado do solo. A diferenciação textural entre horizontes de solos é um dos principais aspectos a ser considerado quando do planejamento do uso do solo, pois se relaciona estreitamente com fatores como o enraizamento, a percolação e disponibilidade de água e a susceptibilidade dos solos à erosão. Diante disso, objetivou-se desenvolver Índices Espectroscópicos de Relação Textural (IERT) que estabeleçam quantitativamente o grau de diferenciação textural em perfis de solos via espectroscopia VisNIR-SWIR (350-2.500 nm) e MidIR (4000 - 400 cm-1). Foram utilizados dados espectrais de 150 perfis de solos descritos morfologicamente pertencentes a nove municípios das regiões Sudeste e Centro-Oeste do Brasil. Três modelos espectrais, VisNIR-SWIR, MidIR e VisNIR-SWIR-MidIR foram associados aos teores analíticos de matéria orgânica dos horizontes A e B, totalizando nove modelos, afim de se verificar o potencial daqueles puramente espectrais. Todos os modelos foram estudados por análises de funções discriminantes (CP-AFD) e regressão por mínimos quadrados (PLSR). A construção dos IERT\'s, num total de 15, cinco para cada modelo espectral, considerou a diferença de reflectância em bandas específicas ou associações entre elas, as quais foram selecionadas com base no estudo qualitativo e quantitativo das curvas espectrais. De modo geral, a diferenciação entre horizontes é ditada pelas regiões espectrais associadas principalmente aos óxidos de Fe, minerais de argila e quartzo. É possível determinar o grau de diferenciação textural entre horizontes de perfis de solos com excelente acurácia através de dados espectrais com taxa de acerto global de até 100 %, R2 de 0,76 a 0,82 e RPD de 2,02 a 2,35 nos modelos puramente espectrais, com destaque à região MidIR. O uso de IERT\'s produz bons a excelentes resultados, com R2 de 0,71 a 0,80 e RDP de 1,84 a 2,21 para os melhores índices de cada região espectral. O uso de índices espectrais reduz a dependência de métodos estatísticos avançados e dá suporte ao desenvolvimento de equipamentos óticos que trabalhem em regiões espectrais específicas, reduzindo custos e maximizando a aplicabilidade da técnica. Estudos abrangentes e exaustivos são indispensáveis antes que novos métodos como este se estabeleçam, particularmente em ciência do solo, na qual o objeto de estudo é, por natureza, complexo e intrigante. / The adoption of measures related to soil conservation is not only a necessity, long it has become strategic to develop techniques that meet the information deficits and maximize the appropriate use of land. The textural differentiation between soil horizons is one of the main aspects to be considered dealing with land use planning as it closely relates to factors such as rooting, percolation and water availability and the susceptibility of soils to erosion. Therefore, it was aimed to develop Spectral Textural Ratio Indices (STRI) that quantitatively establish the degree of textural differentiation in soil profiles through VisNIR-SWIR (350-2500 nm) and MidIR (4000- 400 cm-1) spectroscopy. Spectral data of 150 soil profiles morphologically described belonging to nine municipalities in the Southeast and Midwest of Brazil were used. Three spectral models, VisNIR-SWIR, MidIR and VisNIR-SWIR-MidIR were associated with analytical organic matter content of the A and B horizons, comprising nine models in order to verify the potential of those purely spectral. All models were studied by discriminant functions analysis (CP-DFA) and Partial Least Square Regression (PLSR). The construction of the STRIs, a total of 15, five for each spectral model, considered the reflectance difference in specific bands or associations between them, which were selected based on the qualitative and quantitative study of spectral curves. In general, the differentiation between horizons is dictated primarily by spectral regions associated with iron oxides, clay minerals and quartz. It is possible to determine the degree of textural differentiation between soil profile horizons with great accuracy through spectral data with overall accuracy rate of up to 100%, R2 from 0.76 to 0.82 and RPD from 2.02 to 2.35 in the purely spectral models, with emphasis on MidIR region. The use of STRIs produces good to excellent results, with R2 ranging from 0.71 to 0.80 and RPD ranging from 1.84 to 2.21 for the best rates of each spectral region. The use of spectral indices reduces reliance on advanced statistical methods and supports the development of optical devices that work in specific spectral regions, reducing costs and maximizing the applicability of the technique. Large and exhaustive studies are imperatives before new methods like this are established, particularly in soil science, in which the object of study is by nature complex and intriguing.