The presence of naturally occurring and man-made public health threats necessitate the design and implementation of mitigation strategies, such that adequate response is provided in a timely manner. Since multiple variables, such as geographic properties, resource constraints, and government mandated time-frames must be accounted for, computational methods provide the necessary tools to develop contingency response plans while respecting underlying data and assumptions. A typical response scenario involves the placement of points of dispensing (PODs) in the affected geographic region to supply vaccines or medications to the general public. Computational tools aid in the analysis of such response plans, as well as in the strategic placement of PODs, such that feasible response scenarios can be developed. Due to the sensitivity of bio-emergency response plans, geographic information, such as POD locations, must be kept confidential. The generation of synthetic geographic regions allows for the development of emergency response plans on non-sensitive data, as well as for the study of the effects of single geographic parameters. Further, synthetic representations of geographic regions allow for results to be published and evaluated by the scientific community. This dissertation presents methodology for the analysis of bio-emergency response plans, methods for plan optimization, as well as methodology for the generation of synthetic geographic regions.

This work deals with the design of a 10-zones equalizer with optimized frequency characteristics with a spectrum audio analyzer. In this work the problem of processing audio signals using equalization for filtering the interference frequencies, correction of frequency cover signal boost or suppression of the required zones of the audible spectrum are also analyzed. The influence of subjective perception of sound intensity of the audio signals reproduction and its use in working with equalizer is discussed too. The work describes the principles and usage of the audio-analyzer as a tool for the optimization of the audio equalization setting when ensuring the appropriate listening conditions of music reproduction, spoken word, sounds, etc. It also focuses on the signal source for testing audio-chains, their generation and measurement using the audio analyzer. The equalizer equipment, audio-analyzer generator of reference signals equipment and power supply are designed as a single unit.

Distillation is the leading thermal separation technology that is carried out in many industrial tray columns worldwide. Although distillation columns are expensive in terms of cost and energy, they will remain in service due to unavailability of any equivalent industrially-viable alternative. However, rising energy costs and urgent needs to reduce greenhouse gas emissions demand improvements in the energy efficiency of separation processes, globally. This can be achieved by tuning the dynamics of the evolving two-phase dispersion on column trays via design modification and revamping. Thus, it becomes necessary to understand how the two phases evolve over the tray and how they link to tray efficiency for given tray designs, systems and operating conditions. Only then, the cost and energy reduction can be achieved by strategically iterating the tray design and revamps with respect to the resulting tray efficiency. To pursue this strategy, accurate prediction of the separation efficiency based on flow and mixing patterns on the trays is an important prerequisite. In this thesis, the mathematical models relying on flow and mixing patterns for predicting the tray efficiencies were reviewed. These models were developed based on the analyses of two-phase flow, crossflow hydraulics and mass transfer over the trays. Several limitations in the existing models were identified that could lead to inaccurate tray efficiency predictions. First, the conventional models do not account for any variation in the local two-phase flow in their formulation. These models rather consider a homogeneous flow scenario based on flow monitoring at the tray boundaries only, which indicates a black box efficiency estimation. Second, the existing models do not consider any vapor flow maldistribution, which can be detrimental to the tray efficiency. In response to these limitations, a new model based on refinement of the conventional residence time distribution (RTD) model (referred to as the ‘Refined RRTD model’) was proposed. The new model involves geometric partitioning of the tray into compartments along the flow path length, which permits computing the tray efficiency through quantification of the efficiency of the individual compartments. The proposed model ensures that the fluid dynamics of each compartment contribute towards the overall tray efficiency, which specifically targets the black box prediction of the tray efficiency by the conventional models. The tray discretization further aids in analyzing the impact of vapor flow maldistribution on the tray efficiency. In the initial assessment, the new model capabilities were demonstrated in appropriate case studies after theoretical validation of the model for the limiting cases of the two-phase flows. For the experimental validation of the new model, a full hydrodynamic and mass transfer description of the two-phase dispersion specific to the tray operation is indispensable. Because of the inherently complex dispersion characteristics, significant advancements in the imaging and efficiency modeling methods were required. In this thesis, a DN800 column simulator equipped with two sieve trays (each with 13.55% fractional free area) was used with air and tap water as the working fluids. Deionized water was used as a tracer. The gas loadings in the column in terms of F-factor were 1.77 Pa0.5 and 2.05 Pa0.5, whereas the weir loadings were 2.15 m3m-1h-1, 4.30 m3m-1h-1 and 6.45 m3m-1h-1. An advanced multiplex flow profiler comprising 776 dual-tip conductivity probes for simultaneous conductivity measurements was introduced for hydrodynamic characterization. The spatial resolution of the profiler based on the inter-probe distance was 21 mm × 24 mm, whereas the temporal resolution was 5000 Hz. The design characteristics of the new profiler, electronic scheme, measurement principle, reference framework, and data processing schemes are explained in detail. By analyzing the two-phase dispersion data gathered by the profiler at multiple elevations above the tray, the effective froth height distributions were obtained for the first time based on a newly proposed approach. Uniform froth heights were seen over the majority of the tray deck, whereas both minimum and maximum froth heights were detected immediately after the tray inlet. Based on threshold-based calculation (accompanied by γ-ray CT scans), 3D time-averaged liquid holdup distributions were visualized for the first time, too. Homogeneous liquid holdup distributions were observed at multiple elevations above the deck with the highest holdups occurring near the average effective froth heights. The detailed flow and mixing patterns of the liquid in the two-phase dispersion were retrieved via tracer monitoring. With respect to tray centerline, axisymmetric liquid flow and mixing patterns were detected with parabolic velocity distributions near the tray inlet. The liquid velocities over the remaining tray deck were nearly uniform for the prescribed loadings. Eventually, the RRTD model was applied by discretizing the tray geometrically, and accordingly employing the available hydrodynamic data. The conventional models often applied in the literature were also evaluated with the new model. For evaluating the model predictions, a new system add-on for the existing air-water column facility was proposed for direct efficiency measurements. The air-led stripping of isobutyl acetate from the aqueous solution is a safe and viable approach that overcomes numerous limitations posed by the existing chemical systems. Based on liquid sampling at different tray locations, the liquid concentration distributions were obtained at each operating condition via UV spectroscopy. The tray and point efficiencies as well as stripping factors were calculated from those distributions. Because of the low liquid diffusivity and high liquid backmixing, low efficiencies were observed at the given loadings. The model predictions were consistent with the experimental counterparts (even for the extrapolated values of the involved parameters), because of the uniform liquid flow and mixing in the compartments. For the given predictions, those corresponding to the new RRTD model were the most accurate. Additional hydrodynamic and efficiency data are needed for more conclusive evidence regarding the promise of the RRTD model.

Das Kausalitaetskonzept von Granger und die Impuls-Antwort-Analyse sind zwei Konzepte, die haeufig verwendet werden, um kausale Beziehungen zwischen zwei Variablen in vektorautoregressiven (VAR) Modellen zu untersuchen. Wenn das VAR Modell mehr als zwei Variablen umfasst, besteht eine Erweiterung des Standard Granger Kausalitaetskonzepts darin, Kausalitaet an hoeheren Prognosehorizonten zu messen. Die Kausalitaetsbeziehungen unter diesem erweiterten Granger Kausalitaetskonzept werden mit denen bei Standard Granger Kausalitaet (Ein-Schritt-Prognose) und mit Kausalitaet im Sinne der Impuls-Antwort-Analyse verglichen. Es wird insbesondere dargestellt, inwiefern das erweiterte Granger Kausalitaetskonzept als Verallgemeinerung der letztgenannten Konzepte aufgefasst werden kann. Wenn Kausalitaet an Prognosehorizonten groesser als eins gemessen wird und das VAR Modell mehr als zwei Variablen umfasst, impliziert die Nullhypothese, dass eine Variable nicht kausal fuer eine andere Variable sei, nichtlineare Restriktionen auf die VAR Koeffizienten. (In nichtstationaeren VAR Modellen treten nichtlineare Restriktionen sogar schon unter dem Standard Granger Kausalitaetskonzept auf.) Aufgrund der speziellen Form der Restriktionen kann es vorkommen, dass die Standard Wald Statistik nicht mehr die uebliche, asymptotische Chiquadrat-Verteilung hat. Dieses Problem wird im allgemeinen in der Praxis ignoriert. Beispiel 4.1, Proposition 4.1 und Korollar 4.1 zeigen jedoch, dass dieses Problem nicht irrelevant ist. Zwei Loesungen werden in Proposition 5.1 und Proposition 5.2 in Form eines randomisierten Wald Tests sowie eines Wald Tests mit verallgemeinerter Inverse angeboten. In einer anschliessenden kleinen Simulationsstudie werden Groesse und Macht dieser modifizierten Wald Tests relativ zu der des Standard Wald Tests untersucht fuer verschiedene stationaere trivariate VAR(1)-Modelle. In einem kurzen Ueberblick werden zudem Vor- und Nachteile alternativer Testverfahren (Bootstrap, sequentielle Tests) zusammengefasst. / The concepts of standard Granger causality and impulse response analysis are often used to investigate causal relationships between variables in vector autoregressive (VAR) models. In VAR models with more than two variables, the concept of standard Granger causality can be extended by studying prediction improvement at forecast horizons greater than one. The causal relationships which arise under this extended Granger causality concept are compared to those arising under the standard Granger causality concept (one-step forecasts) and those arising with impulse-response-analysis. In particular, it is illustrated inhowfar the extended Granger causality concept can be understood as a generalization of the standard Granger causality concept and even of impulse-response-analysis. If causality is measured at forecast horizons greater than one, and if there are more than two variables in the VAR system, the null hypothesis that one variable is not causal for another variable implies restrictions which are a nonlinear function of the VAR coefficients. (In nonstationary VAR models, nonlinear restrictions already arise under the standard Granger causality concept.) Due to the special form of the restrictions, the standard Wald test may no longer have the usual asymptotic chisquare-distribution under the null hypothesis. This problem is commonly neglected in practice. However, Example 4.1, Corollary 4.1 and Proposition 4.1 of this thesis illustrate that this problem is not irrelevant. Furthermore, Propositions 5.1 and 5.2 show that this problem may be overcome, at least in stationary VAR models, by using either a randomized Wald test or a Wald test with generalized inverse. Size and Power of these modified Wald tests relative to the standard Wald test are investigated in a small simulation study for different stationary, trivariate VAR(1) models. Moreover, the pros and cons of alternative testing strategies (bootstrap, sequential tests) are summarized in a brief overview.

In this master thesis, the impact of forward-looking macroeconomic information under IFRS 9 is studied using fictional data from a Swedish mortgage loan portfolio. The study employs a time series analysis approach and employs vector autoregression models to model expected credit loss parameters with multiple incorporated macroeconomic parameters. The models are analyzed using impulse response functions to study the impact of macroeconomic shocks and the results show that the unemployment rate, USD/SEK exchange rate and 3-month interest rates have a significant impact on expected credit losses. / I detta examensarbete studeras effekterna av framåtblickande makroekonomisk information enligt IFRS 9 med fiktiv data baserad på en svensk bolåneportfölj. Studien använder sig av tidsserieanalys och vektorautoregressionsmodeller för att modellera förväntade kreditförlust-parametrar med flera inkorporerade makroekonomiska parametrar. Modellerna analyseras med hjälp av impulsresponsfunktioner för att studera effekterna av makroekonomiska chocker. Resultaten visar att arbetslöshet, USD/SEK växelkurs och 3-månaders räntor har en signifikant inverkan på förväntade kreditförluster.

近年來國際金融局勢詭譎多變，金融危機層出不窮，無論外資或有意投入國外股市的投資人都勢必更加小心。本研究乃針對亞太盆地國家的股票報酬率與國家信用水準變動做分析，並依開發中國家與已開發國家之別，嘗試探究其差異。本文的研究方法採用時間序列的模型(干預模型與衝擊反應分析)，檢定亞太盆地國家股票報酬率的時間序列型態，及國家信用變動對股票報酬率及其波動性的影響。實證結果顯示： 1.無論開發中國家或已開發國家，其股票報酬率並不受自身股票報酬率的波動度影響，此結論恰與Baillie and Degennaro(1990)吻合。 2.國家信用水準變動對股票報酬率的影響未落後達一個月之久。 3.國家信用變動對已開發國家的股票報酬率及其波動度不具顯著的解釋力。 4.國家信用改變對開發中國家股票報酬率及其波動度較具解釋力，但影響方向不一致，原因可能是開發中國家的投資障礙較多。 5.衝擊反應分析受限於開發中國家股市資料較少及國家信用分數型態，而未有一致而明顯的結論。 第一章、 緒論••••••••••••••••••••••••1 第一節 研究背景與動機••••••••••••••••••••1 第二節 研究目的•••••••••••••••••••••••4 第三節 研究限制•••••••••••••••••••••••4 第四節 研究內容與研究架構••••••••••••••••••5 第二章、 文獻探討••••••••••••••••••••••7 第一節 股票波動度的相關文獻•••••••••••••••••7 第二節 國家風險的相關文獻••••••••••••••••••8 第三節 干預分析的相關文獻••••••••••••••••••10 第四節 衝擊反應分析的相關文獻••••••••••••••••12 第三章、 資料來源與說明•••••••••••••••••••13 第一節 太平洋盆地國家的股市資料來源與類型••••••••••13 第二節 敘述統計•••••••••••••••••••••••15 第三節 使用Institutional Investor的國家信用評等指標為解釋變數之因•22 第四節 國家信用風險評比決定因子與過程••••••••••••24 第五節 國家風險指標的有效性•••••••••••••••••25 第四章、 實證結果••••••••••••••••••••••26 第一節 理論架構•••••••••••••••••••••••26 第二節 檢驗各國股價報酬的時間序列型態••••••••••••29 第三節 變異數自身相關檢定(ARCH、GARCH檢定)••••••••38 第四節 波動度解釋力檢定•••••••••••••••••••45 第五節 國家信用評等解釋力檢定••••••••••••••••48 第六節 衝擊反應分析•••••••••••••••••••••59 第五章、 結論與後續研究建議•••••••••••••••••74 第一節 結論•••••••••••••••••••••••••74 第二節 後續研究建議•••••••••••••••••••••76 參考文獻•••••••••••••••••••••••••••77 一、 中文部份••••••••••••••••••••••••77 二、 英文部份••••••••••••••••••••••••77 附錄(外國專業投資機構直接投資國內狀況分析表) •••••••••80 / For the recent years, the global financial environment has been changing rapidly, which reminds qualified foreign institutional investors of more caution. This survey focuses on the relationship between stock returns, volatility and country credit rating changes among countries in the Asia-Pacific Basin. This research further divides the 12 sample countries into two categories, developed markets and emerging ones, and finds out the differences between both groups. The empirical methods used here are intervention analysis and impulse response analysis. The empirical results are as follows: 1. The stock return and its volatility do not have statistically significant relation in both developed markets and emerging ones, which coincides with the conclusion by Baillie and Degennaro(1990). 2. The impact of changes in country credit level on stock returns will work within one month; that is to say, changes in country credit level this month will affect stock returns of the current month. 3. Country credit change has no impact on stock returns of the developed markets. 4. Changes in country credit levels of the emerging markets have apparent influence on their stock returns but no identical signs. This may result from the common barriers existed in the emerging markets for foreign investors. 5. The impulse response analysis doesn't have an apparent and agreeable result owing to the constraint of rare data.

No description available.

No description available.

Adjacent precast, prestressed box beam bridges have a history of poor performance and have been observed to exhibit common types of deterioration including longitudinal cracking, concrete spalling, and deterioration of the concrete top flange. The nature of these types of deterioration leads to uncertainty of the extent and effect of deterioration on structural behavior. Due to limitations in previous research and understanding of the strength of deteriorated box beam bridges, conservative assumptions are being made for the assessment and load rating of these bridges. Furthermore, the design of new box beam bridges, which can offer an efficient and economical solution, is often discouraged due to poor past performance. Therefore, the objective of this research is to develop improved recommendations for the inspection, load rating, and design of adjacent box beam bridges. Through a series of bridge inspections, deteriorated box beams were identified and acquired for experimental testing. The extent of corrosion was determined through visual inspection, non-destructive evaluation, and destructive evaluation. Non-destructive tests (NDT) included the use of connectionless electrical pulse response analysis (CEPRA), ground penetrating radar (GPR), and half-cell potentials. The deteriorated capacity was determined through structural testing, and an analysis procedure was developed to estimate deteriorated behavior. A rehabilitation procedure was also developed to restore load transfer of adjacent beams in cases where shear key failures are suspected. Based on the understanding of deterioration developed through study of deteriorated adjacent box beam bridges, improved inspection and load rating procedure are provided along with design recommendations for the next generation of box beam bridges.

Insulation in rotating machines is a common cause for failure. Therefore, research in the area is large and is important to further increase the knowledge of the phenomena related to insulation degradation. This thesis is a case study on 20 stator bars obtained from a generator that had been showing signs of insulation degradation while in operation. The insulation was investigated using a range of measurements to be able to evaluate the degradation of these bars. The measurements performed were electrical partial discharge measurements, acoustic partial discharge measurements, dielectric response measurements, and breakdown testing. Furthermore, a more scientific approach to the commonly used tap test in the industry was conducted, which has not been done before and the purpose was to validate this commonly used test method. It was concluded that the bars have a significant amount of partial discharges within them, and that the stress grading is likely to be blamed in many of the worst cases. Furthermore, the dielectric response measurements provided good information on the thermal stability of the insulation. The set-up of the tap test did not provide reasonable results, and the method approach as well as the experimental set-up was to blame for this. In future work, investigating this specific area could be beneficial. The electrical partial discharge measurements and the breakdown test provided unexpected results when compared, where the former indicated much degradation while the latter proved that the bars can withstand very high voltage levels. / Isolering i roterande maskiner är en vanlig orsak till fel. Forskningen på området är därför omfattande och viktig för att ytterligare öka kunskapen om fenomen som rör isoleringsnedbrytning. Denna avhandling är en fallstudie på 20 statorstänger som erhållits från en generator som hade visat tecken på isoleringsnedbrytning under drift. Isoleringen undersöktes med hjälp av en rad olika mätningar för att kunna utvärdera nedbrytningen av dessa stänger. De mätningar som utfördes var mätningar av elektriska partiella urladdningar, akustiska partiella urladdningar, mätningar av dielektrisk respons och genombrottstester. Dessutom genomfördes ett mer vetenskapligt tillvägagångssätt för det allmänt använda tapptestet i branschen, vilket inte har gjorts tidigare och syftet var att validera denna allmänt använda testmetod. Slutsatsen blev att stängerna har en betydande mängd partiella urladdningar i sig, och att spänningsgraderingen sannolikt får skulden i många av de värsta fallen. Dessutom gav mätningarna av den dielektriska responsen god information om isoleringens termiska stabilitet. Upplägget för tapptestet gav inte rimliga resultat, och detta berodde både på metodiken och på försöksupplägget. I framtida arbete kan det vara bra att undersöka detta specifika område. Mätningarna av den elektriska partiella urladdningen och genombrottstestet gav oväntade resultat när de jämfördes, där de förstnämnda visade på mycket försämring medan de sistnämnda bevisade att stängerna kan motstå mycket höga spänningsnivåer.