Submitted by Pedro Silva Filho (pfsilva@ipen.br) on 2017-11-23T09:59:05Z No. of bitstreams: 0 / Made available in DSpace on 2017-11-23T09:59:05Z (GMT). No. of bitstreams: 0 / A braquiterapia de baixas taxas de dose realizada com sementes de 125I tem sido amplamente usada por décadas em variados sítios anatômicos, com bons resultados clínicos. O advento de algoritmos para cálculo de dose baseados em modelos (MBDCAs) permitiu aprimorar oestudo de deposição da dose considerando heterogeneidades como diferentes tecidos, órgãos,aplicadores com composições diferentes da água, proporcionando a análise em geometriascomplexas. As simulações matemáticas realizadas através destes algoritmos possibilitam odesenvolvimento de modelos fisicamente mais acurados que estendem sua aplicabilidade àverificação de sistemas de planejamento em braquiterapia. Neste trabalho foram estudadasconfigurações de objetos simuladores confeccionados para medidas experimentais e simuladosatravés do código MCNP de Monte Carlo a fim de observar as diferenças ocasionadas pelaintrodução de heterogeneidades quando presentes fontes de 125I de baixa taxa de dose. Para estepropósito, distintas as vertentes do tema foram abordadas, entre elas o estudo da influênciaexercida pelos parâmetros de densidade e composição dos materiais tecido equivalentes. Osresultados obtidos demonstraram que, o efeito que a composição de cada um dos materiaisexerce sobre a deposição de dose é mais expressivo que o efeito de sua densidade. Em outroestudo, foi estabelecida uma relação para estimar, de maneira simples, a dose de atenuação detecidos heterogêneos a partir da aferição ou simulação da dose obtida num objeto simuladorconstituído por PMMA, metodologia que pode ser desenvolvida e implementada na rotina clínica.Para complementação das análises dos estudos dosimétricos com a presença deheterogeneidades, foi realizada a validação da geometria simulada da semente de 125I, onde sereproduziu a metodologia de cálculo dosimétrico presente no TG-43 da AAPM. Além disto, foirealizado o estudo teórico da dependência energética dos dosímetros termoluminescentes paraanalisar a variação de sua resposta conforme a energia. A metodologia desenvolvida para oestudo dos efeitos da heterogeneidade na deposição de dose é recomendada na avaliação desistemas de planejamento computadorizados que possuem algoritmos de cálculo de dosebaseados em modelos, quando utilizadas fontes de 125I com baixa taxa de dose, de forma acontribuir na incorporação de novas estimativas de doses com maior acurácia. / Dissertação (Mestrado em Tecnologia Nuclear) / IPEN/D / Instituto de Pesquisas Energéticas e Nucleares - IPEN-CNEN/SP

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Globalization provoked in financial markets by means stock exchanges an interchange among the markets over the world. The aim of this study was to examine the relationship of the ten major main economic index of the world represented in New York (DJIA, S&P500 e Nasdaq), Tokyo (NIKKEI 225), London (FSTE 100), São Paulo (IBOV), Shanghai (SSE180), Paris (CAC-40), Frankfurt (DAX-30) and Buenos Aires (Merval) and looking for its co-integration, to demonstrate the behavior of these indexes and the long run equilibrium, from January of 2010 to March of 2011. To investigate the equilibrium and the long rum behavior the error correction model was used jointly with co-integration test and impulse response based on Cholesky decomposition. The results of this study show that the index of stock markets has long term equilibrium, and American markets, Argentina and English showed a strong influence over other markets. With this research we can infer that a relationship exists between the stock markets under study, confirming that the economy in a country can influence the others. In this sense, the contribution of this study, given this range of discussions involving the interconnection of economies with respect to trades made on the stock exchanges, was to show the relationships and influences in the world. / A internacionalização somada à abertura dos mercados financeiros transformou as economias antes fechadas em economias abertas, provocou um intercâmbio entre as economias mundiais por meio das bolsas de valores. O objetivo deste estudo é examinar a relação entre os dez principais índices econômicos do mundo, sendo eles: Nova York (DJIA, S&P500 e Nasdaq), Tóquio (Nikkei 225), Londres (FSTE 100), São Paulo (IBOV), Shangai (SSE180), Paris (CAC), Frankfurt (DAX-30) e Bueno Aires (Merval), por meio da análise de co-integrações para demonstrar o comportamento desses índices e seus equilíbrios no período de janeiro de 2010 a março de 2011. Para investigar e verificar o comportamento em longo prazo, foi utilizado o modelo de correção de erros e teste de impulso-resposta baseado na decomposição de Cholesky. Os resultados deste estudo mostram que existe equilíbrio em longo prazo entre os índices do mercado de ações. Os mercados americano, argentino e inglês mostraram forte influência sobre os demais mercados. Com esta pesquisa, verifica-se que existe uma relação entre os mercados de ações estudados, confirmando que a economia de um país influencia as demais. A contribuição deste estudo é verificar a assertiva das discussões atuais sobre a dependência das economias mundiais com as negociações por meio da bolsa de valores.

An increased share of construction with timber is one possible way of achieving more sustainable and energy-efficient life cycles of buildings. The main reason is that wood is a renewable material and buildings require a large amount of resources. Timber buildings taller than two storeys were prohibited in Europe until the 1990s due to fire regulations. In 1994, this prohibition was removed in Sweden.     Some of the early multi-storey timber buildings were associated with more complaints due to impact sound than concrete buildings with the same measured impact sound class rating. Research in later years has shown that the frequency range used for rating has not been sufficiently low in order to include all the sound characteristics that are important for subjective perception of impact sound in light weight timber buildings. The AkuLite project showed that the frequency range has to be extended down to 20 Hz in order to give a good quality of the rating. This low frequency range of interest requires a need for knowledge of the sound field distribution, how to best measure the sound, how to predict the sound transmission levels and how to correlate numerical predictions with measurements.     Here, the goal is to improve the knowledge and methodology concerning measurements and predictions of low frequency impact sound in light weight timber buildings. Impact sound fields are determined by grid measurements in rooms within timber buildings with different designs of their joist floors. The measurements are used to increase the understanding of impact sound and to benchmark different field measurement methods. By estimating transfer functions, from impact forces to vibrations and then sound pressures in receiving rooms, from vibrational test data, improved possibilities to correlate the experimental results to numerical simulations are achieved. A number of excitation devices are compared experimentally to evaluate different characteristics of the test data achieved. Further, comparisons between a timber based hybrid joist floor and a modern concrete floor are made using FE-models to evaluate how stiffness and surface mass parameters affect the impact sound transfer and the radiation.     The measurements of sound fields show that light weight timber floors in small rooms tend to have their highest sound levels in the low frequency region, where the modes are well separated, and that the highest levels even can occur below the frequency of the first room mode of the air. In rooms with excitation from the floor above, the highest levels tend to occur at the floor levels and in the floor corners, if the excitation is made in the middle of the room above. Due to nonlinearities, the excitation levels may affect the transfer function in low frequencies which was shown in an experimental study. Surface mass and bending stiffness of floor systems are shown, by simulations, to be important for the amount of sound radiated.     By applying a transfer function methodology, measuring the excitation forces as well as the responses, improvements of correlation analyses between measurements and simulations can be achieved / ProWood / Silent Timber Build / Urban Tranquility / BioInnovation FBBB

Effective management of the potential environmental impacts of naval sonar requires quantitative data on the behaviour and hearing physiology of cetaceans. Here, novel experimental and analytical methods were used to obtain such information and to test the effectiveness of an operational mitigation method for naval sonar. A Bayesian method was developed to estimate whale locations through time, integrating visual observations with measurements from on-animal inertial, acoustic, depth, and Fastloc-GPS sensors. The track reconstruction method was applied to 13 humpback whale (Megaptera novaeangliae) data sets collected during a multi-disciplinary behavioural response study in Norwegian waters. Thirty-one controlled exposure experiments with and without active transmissions of 1.3-2 kHz sounds were conducted using a moving vessel that towed a sonar source. Dose-response functions, representing the relationships between measured sonar dose and behavioural responses identified from the reconstructed tracks, predicted that 50% of the humpbacks would initiate avoidance at a relatively high received sound pressure level of 166 dB re 1 µPa. Very similar dose-response functions were obtained for cessation of feeding. In a laboratory study, behavioural reaction times of a harbour porpoise (Phocoena phocoena) to sonar-like sounds were measured using operant conditioning and a psychoacoustic method. Auditory weighting functions, which can be used to improve dose-response functions, were obtained for the porpoise based on the assumption that sounds of equal loudness elicit equal reaction time. Additional analyses of the humpback whale data set provided evidence that ramp-up of naval sonar mitigates harmful sound levels in responsive cetaceans located directly in the path of the source, and suggested that a subset of the humpback whale population, such as mother-calf pairs, and more responsive species would benefit from the use of sonar ramp-up. The findings in this thesis are intended to inform sound exposure criteria and mitigation guidelines for anthropogenic noise exposure to cetaceans.

Condition monitoring (CM) is widely used in industry, and there is a growing interest in applying CM on rail vehicle systems. Condition based maintenance has the possibility to increase system safety and availability while at the sametime reduce the total maintenance costs.This thesis investigates the feasibility of using condition monitoring of suspension element components, in this case dampers, in rail vehicles. There are different methods utilized to detect degradations, ranging from mathematicalmodelling of the system to pure "knowledge-based" methods, using only large amount of data to detect patterns on a larger scale. In this thesis the latter approach is explored, where acceleration signals are evaluated on severalplaces on the axleboxes, bogieframes and the carbody of a rail vehicle simulation model. These signals are picked close to the dampers that are monitored in this study, and frequency response functions (FRF) are computed between axleboxes and bogieframes as well as between bogieframes and carbody. The idea is that the FRF will change as the condition of the dampers change, and thus act as indicators of faults. The FRF are then fed to different classificationalgorithms, that are trained and tested to distinguish between the different damper faults.This thesis further investigates which classification algorithm shows promising results for the problem, and which algorithm performs best in terms of classification accuracy as well as two other measures. Another aspect explored is thepossibility to apply dimensionality reduction to the extracted indicators (features). This thesis is also looking into how the three performance measures used are affected by typical varying operational conditions for a rail vehicle,such as varying excitation and carbody mass. The Linear Support Vector Machine classifier using the whole feature space, and the Linear Discriminant Analysis classifier combined with Principal Component Analysis dimensionality reduction on the feature space both show promising results for the taskof correctly classifying upcoming damper degradations. / Tillståndsövervakning används brett inom industrin och det finns ett ökat intresse för att applicera tillståndsövervakning inom spårfordons olika system. Tillståndsbaserat underhåll kan potentiellt öka ett systems säkerhet och tillgänglighetsamtidigt som det kan minska de totala underhållskostnaderna.Detta examensarbete undersöker möjligheten att applicera tillståndsövervakning av komponenter i fjädringssystem, i detta fall dämpare, hos spårfordon. Det finns olika metoder för att upptäcka försämringar i komponenternas skick, från matematisk modellering av systemet till mer ”kunskaps-baserade” metodersom endast använder stora mängder data för att upptäcka mönster i en större skala. I detta arbete utforskas den sistnämnda metoden, där accelerationssignaler inhämtas från axelboxar, boggieramar samt vagnskorg från en simuleringsmodellav ett spårfordon. Dessa signaler är extraherade nära de dämpare som övervakas, och används för att beräkna frekvenssvarsfunktioner mellan axelboxar och boggieramar, samt mellan boggieramar och vagnskorg. Tanken är att frekvenssvarsfunktionerna förändras när dämparnas skick förändras ochpå så sätt fungera som indikatorer av dämparnas skick. Frekvenssvarsfunktionerna används sedan för att träna och testa olika klassificeringsalgoritmer för att kunna urskilja olika dämparfel.Detta arbete undersöker vidare vilka klassificeringsalgoritmer som visar lovande resultat för detta problem, och vilka av dessa som presterar bäst med avseende på noggrannheten i prediktionerna, samt två andra mått på algoritmernasprestanda. En annan aspekt som undersöks är möjligheten att applicera dimensionalitetsminskning på de extraherade indikatorerna. Detta arbete undersöker också hur de tre prestandamåtten som används påverkas av typiska förändringar i driftsförhållanden för ett spårfordon såsom varierande exciteringfrån spåret och vagnkorgsmassa. Resultaten visar lovande prestanda för klassificeringsalgoritmen ”Linear Support Vector Machine” som använder hela rymden med felindikatorer, samt algoritmen ”Linear Discriminant Analysis” i kombination med ”Principal Component Analysis” dimensionalitetsreducering.

Abstract of thesis submitted in partial fulfilment of the requirements for the Degree of Master of Commerce and Management Dynamics of macroeconomic variables in Fiji : a cointegrated VAR analysis By Shiu Raj Singh The objective of this study is to examine how macroeconomic variables of Fiji inter-relate with aggregate demand and co-determine one another using a vector autoregression (VAR) approach. This study did not use a prior theoretical framework but instead used economic justification for selection of variables. It was found that fiscal policy, which is generally used as a stabilisation tool, did not have a positive effect on real Gross Domestic Product (GDP) growth in the short term. Effects on GDP growth were positive over the long term but not statistically significant. Furthermore, expansionary fiscal policy caused inflationary pressures. Fiji has a fixed exchange rate regime, therefore, it was expected that the focus of monetary policy would be the maintenance of foreign reserves. It was, however, found that monetary expansion in the short term resulted in positive effects on real GDP growth and resulted in inflation. The long term effects of monetary policy on real GDP growth were negative, which are explained by the fixed exchange rate regime, endogenous determination of money supply by the central bank, an unsophisticated financial market and, perhaps, an incomplete transmission of the policy. Both merchandise trade and visitor arrivals growth were found to positively contribute to short term and long term economic growth. Political instability was found not to have significant direct effects on real GDP growth but caused a significant decline in visitor arrivals which then negatively affected economic growth in the short term.

E’ stato estesamente appurato che i mercati dell'elettricità mostrano mean-reversion e elevata volatilità dei prezzi. Questo lavoro utilizza un modello VAR-MGARCH al fine di cogliere queste caratteristiche presenti sul mercato dell'energia elettrica italiana (IPEX) e analizzare le interrelazioni esistenti tra le diverse regioni in cui il mercato è suddiviso. L’analisi è condotta sui prezzi giornalieri dal 1 ° gennaio 2006 al 31 dicembre 2008. I coefficienti stimati dalle equazioni condizionali indicano che i mercati regionali sono abbastanza integrati e i prezzi regionali dell'energia elettrica possono essere adeguatamente previsti impiegando i prezzi passati di ciascun mercato zonale. La volatilità e la cross-volatility sono significative per tutti i mercati, indicando la presenza di forti componenti ARCH e GARCH e la sostanziale inefficienza dei mercati. E’ inoltre evidente un’elevata persistenza della volatilità e della cross-volatility in tutti i mercati. I risultati indicano inoltre che gli shock rilevati, sia nella volatilità, sia nei vari mercati, persistono nel tempo e che in ogni mercato la persistenza è più marcata quando è causata da innovazioni stimate sulle stesso mercato rispetto a shock stimati su altre aree. Questa persistenza descrive la tendenza delle variazioni dei prezzi a raggrupparsi nel tempo. / It is commonly known that spot electricity markets show mean-reversion and high price volatility. This work employs a VAR-MGARCH model to capture these features in the Italian electricity market (IPEX) and analyze the interrelation existing among the different regions in which the market is divided. Daily spot prices from 1 January 2006 to 31 December 2008 are employed. The estimated coefficients from the conditional mean equations indicate that the regional markets are quite integrated and regional electricity prices could be usefully forecasted using lagged prices from either the same market or from the other areal markets. Volatility and cross-volatility spill-overs are significant for all markets, indicating the presence of strong ARCH and GARCH effects and market inefficiency. Strong persistence of volatility and cross-volatility are also evident in all local markets. The results also indicate that volatility innovations or shocks in all markets persist over time and that in every market this persistence is more marked for own-innovations or shocks than cross-innovations or shocks. This persistence captures the propensity of price changes of similar magnitude to cluster in time.

The contribution of this thesis is to build a small macro-econometric model of the Namibian economy, which demonstrates that there is significant statistical support for the hypothesis that there is a contemporaneous relationship between real wage, productivity, unemployment and interest rates in Namibia. This phenomenon has not yet been exploited using macro-econometric modelling, and thus, represents a significant contribution to modelling literature in Namibia. The determination of the sources of unemployment also receives special attention given that high unemployment is a chronic problem in Namibia. All models specified and estimated in the study use the SVAR methodology for the period 1980 to 2013. The study develops a small macro-econometric model using three modular experiments, which include, a basic model, models that separately append demand and exchange rate channels variables to the basic model, and the specification of a small macro-econometric model. The ultimate aim is to find out if monetary policy plays a role in influencing labour market and nominal variables. The hypothesis that the basic real wage, productivity, unemployment rate and interest rate system can be estimated simultaneously is validated. Further, demand and exchange rate channels variables are found to have important additional information, which explains the monetary transmission process, and that shocks to labour market variables affect monetary policy in Namibia. The results also show that the demand channel (import prices and bank credit to the private sector) and the exchange rate channel (nominal exchange rate) variables have important additional information, which affects monetary transmission process in Namibia, which justifies their inclusion in the small macro-econometric model. In addition, shocks to the import price and exchange rate in the macro-econometric model significantly affect labour market variables. However, shocks to bank credit only partially perform as expected, implying that its results need to be considered cautiously. The study further finds that tight monetary policy shocks significantly affect real and nominal variables in Namibia. The results also show that shocks to all variables in the unemployment model significantly affect unemployment, suggesting that the hysteresis assumption is corroborated. This implies that long run aggregate demand is non-neutral in Namibia. / Economics / D. Litt. et Phil. (Economics)

Submitted by Pedro Silva Filho (pfsilva@ipen.br) on 2017-11-21T11:20:13Z No. of bitstreams: 0 / Made available in DSpace on 2017-11-21T11:20:13Z (GMT). No. of bitstreams: 0 / A calibração, por definição, é o processo pelo qual se estabelece uma relação entre valores de medição de um padrão, com as suas respectivas incertezas, e as indicações com as incertezas associadas do instrumento de medição a ser calibrado. Um protocolo de calibração descreve a metodologia a ser aplicada em um processo de calibração. O método escolhido para a obtenção deste protocolo foi o da espectrometria de feixe de raios X associada à simulação pelo método de Monte Carlo, fundamentado no fato de que ambos são considerados métodos absolutos na determinação de parâmetros de feixes de radiação. Neste trabalho foi utilizado o método de Monte Carlo utilizado para obter a função resposta do detector utilizada para a correção dos espectros obtidos do feixe primário de radiação X; deste modo foram calculadas as taxas de kerma destes feixes e comparadas aos valores obtidos com as câmaras de ionização padrão secundário do Laboratório de Calibração de Instrumentos do IPEN (LCI/IPEN). Foram obtidos os coeficientes de calibração para o sistema padrão com diferenças em relação ao fornecido pelo laboratório primário entre 1,3% e 15,3%. Os resultados obtidos indicaram a viabilidade do estabelecimento deste protocolo de calibração utilizando a espectrometria como padrão de referência, com incertezas relativas de 0,62% para k=1. As incertezas associadas ao método proposto foram satisfatórias, para um laboratório padrão secundário e comparáveis a um laboratório primário. / Tese (Doutorado em Tecnologia Nuclear) / IPEN/T / Instituto de Pesquisas Energéticas e Nucleares - IPEN-CNEN/SP

Thesis focus on derivation of macro-finance model for analysis of yield curve and its dynamics using macroeconomic factors. Underlying model is based on basic Dynamic Stochastic General Equilibrium DSGE approach that stems from Real Business Cycle theory and New Keynesian Macroeconomics. The model includes four main building blocks: households, firms, government and central bank. Log-linearized solution of the model serves as an input for derivation of yield curve and its main determinants -- pricing kernel, price of risk and affine term structure of interest rates -- based on no-arbitrage assumption. The Thesis shows a possible way of consistent derivation of structural macro-finance model, with reasonable computational burden that allows for time varying term premia. A simple VAR model, widely used in macro-finance literature, serves as a benchmark. The paper also presents a brief comparison and shows an ability of both models to fit an average yield curve observed from the data. Lastly, the importance of term structure analysis is demonstrated using case of Central Bank deciding about policy rate and Government conducting debt management.