published_or_final_version / abstract / Transport Policy and Planning / Master / Master of Arts in Transport Policy and Planning

published_or_final_version / abstract / Computer Science / Doctoral / Doctor of Philosophy

published_or_final_version / abstract / Electrical and Electronic Engineering / Doctoral / Doctor of Philosophy

published_or_final_version / Statistics and Actuarial Science / Doctoral / Doctor of Philosophy

published_or_final_version / abstract / Statistics / Doctoral / Doctor of Philosophy

published_or_final_version / Earth Sciences / Doctoral / Doctor of Philosophy

published_or_final_version / Statistics and Actuarial Science / Master / Master of Philosophy

This thesis deals with two different topics, both related to modelling time-varying variances in high frequency financial time series. The first topic concerns the estimation of unobserved component models with autoregressive conditional heteroscedastic (ARCH) effects. The second topic concerns the quasi-maximum likelihood estimation of stochastic variance processes. These are an alternative to ARCH processes for modelling conditionally heteroscedastic time series. The motivation of the work is based on the increasing interest in the financial area in modelling volatility. In financial markets, many decisions are based on the volatility of a specific stock or index, which is closely related to the variance. Therefore, it is important to develop good statistical models able to describe time-varying variances. 2

The purpose of this study was to investigate if a low mixed carbohydrate plus moderate protein supplement, provided during endurance exercise, would improve time to exhaustion in comparison to a traditional 6% carbohydrate supplement in female athletes exercising at or below their ventilatory threshold. Fourteen (n = 14) trained female cyclists and triathletes cycled on two separate occasions for three hours at intensities varying between 45% - 70% VO₂max, followed by a ride to exhaustion at an intensity approximating the individual's VT (average 75.06% VO₂max). Supplements (275ml) were provided every 20 min during exercise and were composed of a 3% carbohydrate mixture + 1.2% protein (CHO+PRO) or a 6% carbohydrate-only (CHO). The CHO+PRO treatment contained a mixture of dextrose, maltodextrin, fructose, and whey protein isolate. The CHO treatment was composed of dextrose only. Time to exhaustion (TTE) was significantly greater with CHO+PRO in comparison to CHO (49.94 ± 7.01 vs 42.36 ± 6.21 min, respectively, p < 0.05). Blood glucose was signifcantly lower during the CHO+PRO (4.07 ± 0.12 mmol x L⁻¹) trial compared to CHO (4.47 ± 0.12 mmol x L⁻¹), with treatment x time interactions occurring from 118 minutes of exercise until exhaustion (p < 0.05). Heart rate was significantly lowered in the CHO+PRO treatment during exercise as compared to CHO (p < 0.05). There were no significant differences for other blood measures, ratings of perceived exertion or carbohydrate and fat oxidation between trials. Results from the present study suggest that the addition of a moderate amount of protein to a low mixed carbohydrate supplement improves endurance performance in females above that of a traditional 6% carbohydrate supplement. Improvement in performance occurred despite CHO+PRO containing a lower carbohydrate and caloric content. It is likely the greater performance seen with CHO+PRO was a result of the carbohydrate protein combination and the use of a mixture of carbohydrate sources. / text

The purpose of this study is to identify realistic opportunities and barriers regarding PEV charge management by analyzing real-world PEV data from customers in the Austin Energy service area and evaluating direct, quantifiable economic value benefits as it relates new revenue, cost avoidance, CO2 reductions, and MW potential for peak shaving. The main objective is to provide business analysis to support the strategic road-map for Austin Energy PEV home charging programs. Three main charge program implementations are considered: Uncontrolled Charging, Time of Use Rates, and One Way Utility Control. The data used for the analysis includes 45 households with PEVs from Mueller area; 24 were under a Time of Use trial with pricing incentives to charge at night, and 21 receive normal Austin Energy rates. Data analysis shows that 66% of Time of Use trial group successfully shifted PEV load to Off Peak hours (10:00PM to 6:00AM). The potential of One Way control, based on load availability for interruption, shows that it will not be possible to implement until there are 37,000 PEVs in the Austin Energy area. Uncontrolled Charging represents a risk by increasing load during the residential peak. Time of Use Rates program will incentivize load shifting, reduce wholesale energy costs for Austin Energy while allowing customers to reduce their overall electricity bill. / text