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1.
Fernandes, Jessica Colnaghi.
Análise do comportamento de sensores EGFET como função do tempo, iluminação, área da superfície e temperatura.
Degree: Mestrado, Física Aplicada à Medicina e Biologia, 2011, University of São Paulo
URL: http://www.teses.usp.br/teses/disponiveis/59/59135/tde-04042012-103423/
;
► O transistor de efeito de campo de porta estendida (EGFET) é um dispositivo composto por uma membrana sensível a íons e um MOSFET comercial, que…
(more)
▼ O transistor de efeito de campo de porta estendida (EGFET) é um dispositivo composto por uma membrana sensível a íons e um MOSFET comercial, que pode ser aplicado para a medição do teor de íons em uma solução. O filme fino de óxido de estanho dopado com flúor (FTO) foi utilizado como a membrana seletiva do EGFET, e todo o sistema foi utilizado como sensor de pH. Os sensores de pH desenvolvidos a partir de transistores de efeito de campo (FETs) detectam o campo elétrico criado pelos íons da solução. A alteração do pH no organismo afeta a estrutura e a atividade das macromoléculas biológicas, por isso a detecção da alteração do pH no organismo é de grande importância. O objetivo deste trabalho foi o estudo da influência de alguns agentes externos sobre o FTO para ser utilizado como membrana sensível a íons do EGFET como sensor de pH. O sensor padrão apresentou uma resposta linear no escuro por volta de 37 mV/pH, para uma área de membrana de 230 mm2 . Foram estudados o efeito da evolução da medida no tempo, o efeito da iluminação, o efeito da alteração da área de contato do filme fino de FTO com a solução de pH e o efeito da alteração da temperatura da solução de pH. Para as medições feitas no escuro a dependência do tempo foi diferente das medições feitas na presença de luz UV-VIS. Para pHs ácidos a presença da luz faz com que o valor da corrente Ids diminua em relação a mesma medição no escuro enquanto que para pHs básicos, o valor da corrente aumenta. A sensibilidade na presença da luz altera em torno de 10%. Para o estudo do efeito da área foram utilizadas duas formas diferentes de medições, sendo a primeira forma utilizando diferentes áreas da mesma amostra e a segunda forma utilizando áreas diferentes para diferentes amostras. O aumento da temperatura da solução aumenta o valor da corrente do sensor em até 5% e aumenta a sensibilidade em 60%.
The extended gate field effect transistor (EGFET) is a device composed of a conventional ion sensitive electrode and a commercial MOSFET device, which can be applied for the measurement of ion content in a solution. The fluorine-doped tin oxide thin film (FTO) is used as a sensitive membrane of the EGFET, and the whole system was used as a pH sensor. The pH sensor developed from field effect transistors (FTO) detect the electric field created by the ions of the solution. Changing the pH in the body affects the structure and activity of biological macromolecules, and the detection of pH change in the body is of great importance. The aim of this paper was study the influence of some external agents in the FTO for used as ion sensitive membrane EGFET as pH sensor. The standard sensor presented a linear response in the dark about 37 mV/pH, for a membrane area of 230 mm2 . Was studied the effect of the evolution of the measure in time, the illumination effect, the effect of changing the contact area of the FTO thin film with the solution pH and the effect of changing the temperature of the pH solution. For measurements in the dark the…
Advisors/Committee Members: Mulato, Marcelo.
Subjects/Keywords: EGFET; EGFET; FTO; FTO; light dependence; membrane area dependence; sensor de pH; solution temperature dependence.; time evolution
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APA (6th Edition):
Fernandes, J. C. (2011). Análise do comportamento de sensores EGFET como função do tempo, iluminação, área da superfície e temperatura. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/59/59135/tde-04042012-103423/ ;
Chicago Manual of Style (16th Edition):
Fernandes, Jessica Colnaghi. “Análise do comportamento de sensores EGFET como função do tempo, iluminação, área da superfície e temperatura.” 2011. Masters Thesis, University of São Paulo. Accessed March 03, 2021.
http://www.teses.usp.br/teses/disponiveis/59/59135/tde-04042012-103423/ ;.
MLA Handbook (7th Edition):
Fernandes, Jessica Colnaghi. “Análise do comportamento de sensores EGFET como função do tempo, iluminação, área da superfície e temperatura.” 2011. Web. 03 Mar 2021.
Vancouver:
Fernandes JC. Análise do comportamento de sensores EGFET como função do tempo, iluminação, área da superfície e temperatura. [Internet] [Masters thesis]. University of São Paulo; 2011. [cited 2021 Mar 03].
Available from: http://www.teses.usp.br/teses/disponiveis/59/59135/tde-04042012-103423/ ;.
Council of Science Editors:
Fernandes JC. Análise do comportamento de sensores EGFET como função do tempo, iluminação, área da superfície e temperatura. [Masters Thesis]. University of São Paulo; 2011. Available from: http://www.teses.usp.br/teses/disponiveis/59/59135/tde-04042012-103423/ ;
2.
Kochergina, Kateryna.
The energy-growth nexus: further evidence from disaggregate renewable energy sources.
Degree: 2015, RCAAP
URL: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/11087
► JEL classification: C33, Q43
The importance of renewable energy sources has grown substantially over the last ten years, mainly because they are seen as an…
(more)
▼ JEL classification: C33, Q43
The importance of renewable energy sources has grown substantially over the last ten years, mainly because they are seen as an important tool in mitigating climate change problems. Besides the environmental benefits, renewables have also been argued to contribute to economic activity and development. This study explores the relationship between economic growth and disaggregate renewable energy sources (hydropower, biomass, wind, and solar energies) in twenty OECD countries over the period 1993-2012. Applying recently developed panel time series techniques our analysis controls for unobserved heterogeneity and cross-section dependence between countries. The empirical findings suggest that there is no long-run relationship between economic growth and the different types of renewable energy. However, the results of short-run estimation reveal that electricity generation from biomass contributes to economic growth, while wind energy generation might have a negative impact on economic activity. The remaining two renewable energy categories (hydropower and solar energy) don’t appear to affect economic growth in the short run. The evidence of no interrelationship between the analyzed renewable energy sources and economic activity might be explained by their relatively low share in total energy production. Overall, our findings show that different renewables have diverse impacts on economic growth, therefore the energy-growth nexus line of research should look deeper at the disaggregated level in future investigations.
Advisors/Committee Members: Monteiro, Henrique, Żylicz, Tomasz.
Subjects/Keywords: Economic growth; Panel time series; Cross-sectional dependence; Renewable energy
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APA (6th Edition):
Kochergina, K. (2015). The energy-growth nexus: further evidence from disaggregate renewable energy sources. (Thesis). RCAAP. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/11087
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Kochergina, Kateryna. “The energy-growth nexus: further evidence from disaggregate renewable energy sources.” 2015. Thesis, RCAAP. Accessed March 03, 2021.
https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/11087.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Kochergina, Kateryna. “The energy-growth nexus: further evidence from disaggregate renewable energy sources.” 2015. Web. 03 Mar 2021.
Vancouver:
Kochergina K. The energy-growth nexus: further evidence from disaggregate renewable energy sources. [Internet] [Thesis]. RCAAP; 2015. [cited 2021 Mar 03].
Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/11087.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Kochergina K. The energy-growth nexus: further evidence from disaggregate renewable energy sources. [Thesis]. RCAAP; 2015. Available from: https://www.rcaap.pt/detail.jsp?id=oai:repositorio.iscte-iul.pt:10071/11087
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Miami
3.
Matt, Silvia.
High Resolution Simulation of High Reynolds Number Mixing in a 2D Gravity Current Under Variable Forcing.
Degree: PhD, Meteorology and Physical Oceanography (Marine), 2010, University of Miami
URL: https://scholarlyrepository.miami.edu/oa_dissertations/930
► We investigate the impact of high-frequency variability in forcing on the dynamics of a density current using a high-order non-hydrostatic spectral element model, SEOM…
(more)
▼ We investigate the impact of high-frequency variability in forcing on the dynamics of a density current using a high-order non-hydrostatic spectral element model, SEOM (Spectral Element Ocean Model) in the streamfunction-vorticity formulation. Turbulent structures and instabilities depend strongly on forcing and boundary conditions. We introduce
time-dependent disturbances through forcing at the inlet boundary and through variation in background transport. Steady forcing and forcing at the inlet boundary at very short periods for experiments at Reynolds number, Re=15,000, result in a regime where the passage of the gravity current head with a strongly overturning tail gives way to a stable two-layer system with internal waves on the density interface.
Time-dependent forcing at intermediate periods results in turbulent flow regimes with a wide range of
time and length scales. At longer forcing periods, individual turbulent bore heads are observed propagating through the system. Forcing through variation in background transport rather than at the inlet boundary changes the distribution of density classes across the flow. Experiments at very high Reynolds number, Re=50,000, result in a highly non-linear flow regime, where the mixing is less affected by temporal variability in forcing.
Advisors/Committee Members: Mohamed Iskandarani, Kevin D. Leaman, Darek J. Bogucki, William E. Johns, Molly O. Baringer.
Subjects/Keywords: Two-dimensional Turbulence; Numerical Model; Overflow; Outflow; Time-dependence
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
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Manager
APA (6th Edition):
Matt, S. (2010). High Resolution Simulation of High Reynolds Number Mixing in a 2D Gravity Current Under Variable Forcing. (Doctoral Dissertation). University of Miami. Retrieved from https://scholarlyrepository.miami.edu/oa_dissertations/930
Chicago Manual of Style (16th Edition):
Matt, Silvia. “High Resolution Simulation of High Reynolds Number Mixing in a 2D Gravity Current Under Variable Forcing.” 2010. Doctoral Dissertation, University of Miami. Accessed March 03, 2021.
https://scholarlyrepository.miami.edu/oa_dissertations/930.
MLA Handbook (7th Edition):
Matt, Silvia. “High Resolution Simulation of High Reynolds Number Mixing in a 2D Gravity Current Under Variable Forcing.” 2010. Web. 03 Mar 2021.
Vancouver:
Matt S. High Resolution Simulation of High Reynolds Number Mixing in a 2D Gravity Current Under Variable Forcing. [Internet] [Doctoral dissertation]. University of Miami; 2010. [cited 2021 Mar 03].
Available from: https://scholarlyrepository.miami.edu/oa_dissertations/930.
Council of Science Editors:
Matt S. High Resolution Simulation of High Reynolds Number Mixing in a 2D Gravity Current Under Variable Forcing. [Doctoral Dissertation]. University of Miami; 2010. Available from: https://scholarlyrepository.miami.edu/oa_dissertations/930

University of New South Wales
4.
He, Jieyi.
Detecting and Modelling Serial Dependence in non-Gaussian and non-linear Time Series.
Degree: Mathematics & Statistics, 2016, University of New South Wales
URL: http://handle.unsw.edu.au/1959.4/55689
;
https://unsworks.unsw.edu.au/fapi/datastream/unsworks:38502/SOURCE02?view=true
► Discrete time series data is seen in a wide variety of disciplines including biology, medicine, psychology, criminology and economics. However, traditional methods of detecting serial…
(more)
▼ Discrete
time series data is seen in a wide variety of disciplines including biology, medicine, psychology, criminology and economics. However, traditional methods of detecting serial correlation in
time series are not specifically designed for detecting serial
dependence in discrete valued
time series. Thus new methods are needed to provide informative and implementable testing approaches.This thesis is concerned with detection and estimation of serial
dependence for a variety of observation driven and parameter driven models for regression analysis in binary and binomial
time series. Generalized linear models (GLM) are widely used in modelling discrete valued data but do not allow for serial
dependence and as a result inferences about regression effects may be invalid for
time series application. Two classes of extended generalized linear models have arisen to deal with this issue: observation driven models and parameter driven models in which the serial
dependence of the former relies on previous observations and residuals and the serial
dependence of the latter derives from an unobserved latent process. This thesis is structured in two parts corresponding to these two model classes. Chapter 1 provides a review of these models and existing methods for detecting and estimating serial
dependence in them. Chapters 2 to 4 focus on observation driven models and Chapters 5 to 7 on parameter driven models. Chapter 8 distills the main results and conclusions from the thesis and suggests future research opportunities. The thesis proposes the use of score tests because they can be implemented using standard generalized linear model fitting software or, for the parameter driven models, software for fitting generalized linear mixed models, which is also readily available in most advanced statistical packages.Chapter 2 reviews two sub classes of the observation driven model group: generalized linear autoregressive moving average models (GLARMA) and binomial autoregressive and moving average models (BARMA). Score tests for detecting serial
dependence are derived for a variety of specifications of the innovations used to define the state equation for these models. The score test can be implemented using the generalized linear model estimates of regression parameters. Likelihood ratio test (LRT) and Wald test are also defined. Two situations are considered: firstly the regular case where there are no nuisance parameters arising in the specification of serial
dependence under the null hypothesis of no serial
dependence, and, secondly the irregular case, where there are nuisance parameters. In this latter case we show how to implement supremum type tests based on the score, likelihood ratio and Wald tests.Chapter 3 is devoted to establishing the asymptotic properties of the various test statistics proposed as well as the standard Box-Pierce-Ljung (BLP) test based on residuals from the generalized linear model fit, this latter being a standard method used by practitioners. To establish the asymptotic properties we first derive the…
Advisors/Committee Members: Dunsmuir, William, Mathematics & Statistics, Faculty of Science, UNSW.
Subjects/Keywords: Observation Driven Models; Binomial Time Series; Serial Dependence; Parameter Driven Models
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
He, J. (2016). Detecting and Modelling Serial Dependence in non-Gaussian and non-linear Time Series. (Doctoral Dissertation). University of New South Wales. Retrieved from http://handle.unsw.edu.au/1959.4/55689 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:38502/SOURCE02?view=true
Chicago Manual of Style (16th Edition):
He, Jieyi. “Detecting and Modelling Serial Dependence in non-Gaussian and non-linear Time Series.” 2016. Doctoral Dissertation, University of New South Wales. Accessed March 03, 2021.
http://handle.unsw.edu.au/1959.4/55689 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:38502/SOURCE02?view=true.
MLA Handbook (7th Edition):
He, Jieyi. “Detecting and Modelling Serial Dependence in non-Gaussian and non-linear Time Series.” 2016. Web. 03 Mar 2021.
Vancouver:
He J. Detecting and Modelling Serial Dependence in non-Gaussian and non-linear Time Series. [Internet] [Doctoral dissertation]. University of New South Wales; 2016. [cited 2021 Mar 03].
Available from: http://handle.unsw.edu.au/1959.4/55689 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:38502/SOURCE02?view=true.
Council of Science Editors:
He J. Detecting and Modelling Serial Dependence in non-Gaussian and non-linear Time Series. [Doctoral Dissertation]. University of New South Wales; 2016. Available from: http://handle.unsw.edu.au/1959.4/55689 ; https://unsworks.unsw.edu.au/fapi/datastream/unsworks:38502/SOURCE02?view=true

Australian National University
5.
Zheng, Peiting.
Material properties of n-type silicon and n-type UMG solar cells
.
Degree: 2016, Australian National University
URL: http://hdl.handle.net/1885/114515
► This thesis focuses on understanding the electrical properties of n-type mono-crystalline silicon. Such material has been widely used for high efficiency solar cells and has…
(more)
▼ This thesis focuses on understanding the electrical properties of
n-type mono-crystalline silicon. Such material has been widely
used for high efficiency solar cells and has the potential to be
used for low-cost high-efficiency devices and ultra-high
efficiency devices. However, the fundamental properties of n-type
silicon, such as the mobility of electrons and holes as well as
the influence of growth and feedstock related defects on the
minority carrier lifetime remains unclear. This thesis clarifies
these issues and brings new understanding regarding the influence
of excess carrier density and temperature on the mobility in
n-type silicon, the influence of grown-in defects on the minority
carrier lifetime in n-type silicon and the influence of feedstock
related defects in n-type UMG silicon. In addition, this thesis
also demonstrates the applicability of n-type upgraded
metallurgical grade silicon as an alternative source of feedstock
for high efficiency crystalline silicon solar cells.
We experimentally measured the carrier mobility sum in n-type
silicon as a function of doping density, injection level and
temperature. Based on the measurements, an empirical model is
derived over a temperature range from 150K to 450K. The empirical
model shows good agreement with the existing mobility models, for
instance, Klaassen’s mobility model. The model is then further
extended to include data from p-type silicon and shows good
agreement. This model provides experimental confidence for the
use of existing mobility models in modelling highly injected bulk
regions of high efficiency solar cells.
We also investigate the impact of intrinsic-related
lifetime-limiting defects in n-type as-grown Czochralski (Cz)
silicon. The thermal stability and annihilation activation energy
of the defects are measured based on minority carrier lifetime
measurements. It is found that these defects in as-grown silicon
can significantly reduce the minority carrier lifetime in n-type
Cz silicon by several hundreds of microseconds and thus affect
the performance of high efficiency solar cells. However, we
demonstrate that these defects can be thermally annihilated at
low temperature between 150 degree C to 300 degree C. Based on
the annealing characteristics of the defects, it is found that
these defects could be related to vacancies and are identified to
be vacancy-phosphorus (VP) and vacancy-oxygen (VO), pairs by
comparing to studies in irradiated silicon by Electron
Paramagnetic Resonance (EPR) measurements.
As n-type silicon can tolerate more impurities than p-type
silicon, n-type solar grade silicon is a potential candidate for
low cost high-efficiency solar cells. In this thesis, we used
100% upgraded metallurgical grade silicon (UMG) purified from a
metallurgical route to fabricate silicon solar cells. We showed
that…
Subjects/Keywords: silicon solar cell;
crystalline silicon;
defects;
UMG silicon;
mobility;
temperarure dependence;
injection dependence;
life time;
impurities;
vacancy;
interstitial;
intrinsic defects
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Zheng, P. (2016). Material properties of n-type silicon and n-type UMG solar cells
. (Thesis). Australian National University. Retrieved from http://hdl.handle.net/1885/114515
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Zheng, Peiting. “Material properties of n-type silicon and n-type UMG solar cells
.” 2016. Thesis, Australian National University. Accessed March 03, 2021.
http://hdl.handle.net/1885/114515.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Zheng, Peiting. “Material properties of n-type silicon and n-type UMG solar cells
.” 2016. Web. 03 Mar 2021.
Vancouver:
Zheng P. Material properties of n-type silicon and n-type UMG solar cells
. [Internet] [Thesis]. Australian National University; 2016. [cited 2021 Mar 03].
Available from: http://hdl.handle.net/1885/114515.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Zheng P. Material properties of n-type silicon and n-type UMG solar cells
. [Thesis]. Australian National University; 2016. Available from: http://hdl.handle.net/1885/114515
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Florida
6.
Gupta, Amit.
Investigation of Electrical Bias, Mechanical Stress, Temperature and Ambient Effect on AlGaN/GaN Hemt Time-Dependent Degradation.
Degree: PhD, Electrical and Computer Engineering, 2013, University of Florida
URL: https://ufdc.ufl.edu/UFE0045920
► AlGaN/GaN HEMT technology is promising for RF and high power applications. However commercial usability of this technology is currently hindered because of its limited electrical…
(more)
▼ AlGaN/GaN HEMT technology is promising for RF and high power applications. However commercial usability of this technology is currently hindered because of its limited electrical reliability which still remains a major concern. AlGaN/GaN HEMTs have been shown to degrade irreversibly under typical device operation and there is widespread disagreement on the underlying fundamental physics for the observed device degradation. Electrical degradation in AlGaN/GaN HEMTs due to DC stressing is studied typically by performing electrical step stress tests and a critical voltage is determined. Device degradation is characterized by changes measured in electrical parameters, such as increase in Rs and RD, decrease in IDsat, decrease in gm, Vt shift and sub-threshold change. The widely accepted theory attributes such degradation to the inverse piezoelectric effect. Electric field due to applied bias generates biaxial tensile stress which together with intrinsic stress from lattice mismatch increases the elastic energy of AlGaN layer. AlGaN layer undergoes crystallographic defect formation when total elastic energy reaches a critical value. Another theory associates such degradationto thermally activated chemical reaction occurring at metal-semiconductor interface 15 resulting in gate metal diffusion into semiconductor layer or consumption of interfacial oxide present. Inverse piezoelectric effect model does not highlight the
time dependent device breakdown in AlGaN/GaN HEMTs. The electrical degradation is also observed at voltages below critical voltage during constant voltage stressing in similarly fabricated devices. However
time to breakdown is longer for applied lower voltages than for higher voltages. Heterostructures under excessive strain undergo relaxation to lower system energy either through attaining homogeneity at the interface via diffusion or generation of misfit dislocations at the interface. Both mechanisms tend to compete and the one with more favorable kinetic conditions takes place. These kinetic conditions may vary with temperature, electrical bias, external mechanical stress and concentration of chemical species (or ambient). Both diffusion and trap generation are rate dependent processes and hence can explain the
time-dependent degradation in AlGaN/GaN HEMT. Strain relaxation models are investigated and validated experimentally in AlGaN/GaN HEMTs by monitoring device degradation under external conditions such as electrical bias, temperature, mechanical stress and varying ambient. ( en )
Advisors/Committee Members: Nishida, Toshikazu (committee chair), Law, Mark E (committee member), Gila, Brent P (committee member).
Subjects/Keywords: Electric current; Electric fields; Electric potential; Electrical bias; Mechanical stress; Narrative devices; Semiconductors; Temperature dependence; Tensile stress; Time dependence; algan – degradation – diffusion – gan – hemt – reliability – stress – time-dependent
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Gupta, A. (2013). Investigation of Electrical Bias, Mechanical Stress, Temperature and Ambient Effect on AlGaN/GaN Hemt Time-Dependent Degradation. (Doctoral Dissertation). University of Florida. Retrieved from https://ufdc.ufl.edu/UFE0045920
Chicago Manual of Style (16th Edition):
Gupta, Amit. “Investigation of Electrical Bias, Mechanical Stress, Temperature and Ambient Effect on AlGaN/GaN Hemt Time-Dependent Degradation.” 2013. Doctoral Dissertation, University of Florida. Accessed March 03, 2021.
https://ufdc.ufl.edu/UFE0045920.
MLA Handbook (7th Edition):
Gupta, Amit. “Investigation of Electrical Bias, Mechanical Stress, Temperature and Ambient Effect on AlGaN/GaN Hemt Time-Dependent Degradation.” 2013. Web. 03 Mar 2021.
Vancouver:
Gupta A. Investigation of Electrical Bias, Mechanical Stress, Temperature and Ambient Effect on AlGaN/GaN Hemt Time-Dependent Degradation. [Internet] [Doctoral dissertation]. University of Florida; 2013. [cited 2021 Mar 03].
Available from: https://ufdc.ufl.edu/UFE0045920.
Council of Science Editors:
Gupta A. Investigation of Electrical Bias, Mechanical Stress, Temperature and Ambient Effect on AlGaN/GaN Hemt Time-Dependent Degradation. [Doctoral Dissertation]. University of Florida; 2013. Available from: https://ufdc.ufl.edu/UFE0045920

University of Waterloo
7.
Prasad, Avinash Srikanta.
Dependence: From classical copula modeling to neural networks.
Degree: 2020, University of Waterloo
URL: http://hdl.handle.net/10012/16157
► The development of tools to measure and to model dependence in high-dimensional data is of great interest in a wide range of applications including finance,…
(more)
▼ The development of tools to measure and to model dependence in high-dimensional data is of great interest in a wide range of applications including finance, risk management, bioinformatics and environmental sciences. The copula framework, which allows us to extricate the underlying dependence structure of any multivariate distribution from its univariate marginals, has garnered growing popularity over the past few decades. Within the broader context of this framework, we develop several novel statistical methods and tools for analyzing, interpreting and modeling dependence.
In the first half of this thesis, we advance classical copula modeling by introducing new dependence measures and parametric dependence models. To that end, we propose a framework for quantifying dependence between random vectors. Using the notion of a collapsing function, we summarize random vectors by single random variables, referred to as collapsed random variables. In the context of this collapsing function framework, we develop various tools to characterize the dependence between random vectors including new measures of association computed from the collapsed random variables, asymptotic results required to construct confidence intervals for these measures, collapsed copulas to analytically summarize the dependence for certain collapsing functions and a graphical assessment of independence between groups of random variables. We explore several suitable collapsing functions in theoretical and empirical settings. To showcase tools derived from our framework, we present data applications in bioinformatics and finance.
Furthermore, we contribute to the growing literature on parametric copula modeling by generalizing the class of Archimax copulas (AXCs) to hierarchical Archimax copulas (HAXCs). AXCs are typically used to model the dependence at non-extreme levels while accounting for any asymptotic dependence between extremes. HAXCs then enhance the flexibility of AXCs by their ability to model partial asymmetries. We explore two ways of inducing hierarchies. Furthermore, we present various examples of HAXCs along with their stochastic representations, which are used to establish corresponding sampling algorithms.
While the burgeoning research on the construction of parametric copulas has yielded some powerful tools for modeling dependence, the flexibility of these models is already limited in moderately high dimensions and they can often fail to adequately characterize complex dependence structures that arise in real datasets. In the second half of this thesis, we explore utilizing generative neural networks instead of parametric dependence models. In particular, we investigate the use of a type of generative neural network known as the generative moment matching network (GMMN) for two critical dependence modeling tasks. First, we demonstrate how GMMNs can be utilized to generate quasi-random samples from a large variety of multivariate distributions. These GMMN quasi-random samples can then be used to obtain low-variance estimates of…
Subjects/Keywords: dependence modeling; copulas; neural networks; quasi-random sampling; multivariate time series; finance; quantitative risk management
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Prasad, A. S. (2020). Dependence: From classical copula modeling to neural networks. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/16157
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Prasad, Avinash Srikanta. “Dependence: From classical copula modeling to neural networks.” 2020. Thesis, University of Waterloo. Accessed March 03, 2021.
http://hdl.handle.net/10012/16157.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Prasad, Avinash Srikanta. “Dependence: From classical copula modeling to neural networks.” 2020. Web. 03 Mar 2021.
Vancouver:
Prasad AS. Dependence: From classical copula modeling to neural networks. [Internet] [Thesis]. University of Waterloo; 2020. [cited 2021 Mar 03].
Available from: http://hdl.handle.net/10012/16157.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Prasad AS. Dependence: From classical copula modeling to neural networks. [Thesis]. University of Waterloo; 2020. Available from: http://hdl.handle.net/10012/16157
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

New Jersey Institute of Technology
8.
Kharangarh, Poonam Rani.
Study of deep level defects of N+-CdS/P-CdTe solar cells.
Degree: PhD, Physics, 2013, New Jersey Institute of Technology
URL: https://digitalcommons.njit.edu/dissertations/369
► Among various photovoltaic materials, polycrystalline cadmium telluride thin film is now the most promising material, due to its low production cost excellent stability and…
(more)
▼ Among various photovoltaic materials, polycrystalline cadmium telluride thin film is now the most promising material, due to its low production cost excellent stability and reliability. Current-voltage and capacitance-voltage measurements of CdTe photovoltaic devices at different temperatures can provide valuable information about non-idealities in the n-p semiconductor junction. There are certain limitations which limit the efficiency of CdTe solar cells. There is no real distinction between defects and impurities in CdTe solar cells as both act as beneficial dopants or detrimental traps unlike Si where intentional shallow dopants and traps are distinctly different. Therefore, the role of defect states on CdTe solar cell performance, the effect of processing on defect states, and simple and effective characterization techniques must be investigated and identified.
In this research the thin film n
+-CdS/p-CdTe solar cells made with evaporated Cu as a primary back contact, are characterized by using the temperature
dependence of the reverse bias diode current (J-V-T) to determine the energy levels of deep defects. The results of the J-V-T measurements on solar cells made at NJIT show that while modest amounts of Cu enhance cell performance, an excessive high temperature annealing step degrades device quality and reduces efficiency. This work addresses the error that can be introduced during defect energy level estimation if the temperature
dependence of the carrier capture cross-section is neglected. Therefore, the location of traps is derived using a Shockley-Read-Hall recombination model with modified assumptions.
A Cu-related deep level defect with activation energy of 0.57eV is observed for Cu evaporated back contact cells and an intrinsic defect with activation energy 0.89eV is found. Frequency dispersion in Capacitance-Voltage measurements confirms the presence of Cu-related deep level traps for cells with a Cu evaporated back contact, whereas no such defects are observed in carbon paste contact. The behavior is believed to be due to diffusion of excess Cu from the contact. It is further observed that majority carrier deep level traps (Cu-related or intrinsic) contribute differently to the degradation of electronic properties of the CdTe solar cells.
A simple and effective characterization technique based on temperature dependent capacitance spectroscopy (TDCS) is used to identify majority carrier trapping defects in thin film n
+-CdS/p-CdTe solar cell, made with evaporated Cu as a primary back contact. The distinct deep level traps, observed by TDCS seem to be due to the ionization of impurity centers located in the depletion region of n
+-CdS/p-CdTe junction
Advisors/Committee Members: Ken K. Chin, George E. Georgiou, Alan E. Delahoy.
Subjects/Keywords: Current-voltage; Capacitance-voltage; Capacitance-time; Temperature dependence; CdTe solar cell; Other Physics
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Kharangarh, P. R. (2013). Study of deep level defects of N+-CdS/P-CdTe solar cells. (Doctoral Dissertation). New Jersey Institute of Technology. Retrieved from https://digitalcommons.njit.edu/dissertations/369
Chicago Manual of Style (16th Edition):
Kharangarh, Poonam Rani. “Study of deep level defects of N+-CdS/P-CdTe solar cells.” 2013. Doctoral Dissertation, New Jersey Institute of Technology. Accessed March 03, 2021.
https://digitalcommons.njit.edu/dissertations/369.
MLA Handbook (7th Edition):
Kharangarh, Poonam Rani. “Study of deep level defects of N+-CdS/P-CdTe solar cells.” 2013. Web. 03 Mar 2021.
Vancouver:
Kharangarh PR. Study of deep level defects of N+-CdS/P-CdTe solar cells. [Internet] [Doctoral dissertation]. New Jersey Institute of Technology; 2013. [cited 2021 Mar 03].
Available from: https://digitalcommons.njit.edu/dissertations/369.
Council of Science Editors:
Kharangarh PR. Study of deep level defects of N+-CdS/P-CdTe solar cells. [Doctoral Dissertation]. New Jersey Institute of Technology; 2013. Available from: https://digitalcommons.njit.edu/dissertations/369

University of Colorado
9.
Wahlquist, Joseph Anders.
Zonal Articular Cartilage Possesses Complex Mechanical Behavior Spanning Multiple Length Scales: Dependence on Chemical Heterogeneity, Anisotropy, and Microstructure.
Degree: PhD, 2017, University of Colorado
URL: https://scholar.colorado.edu/mcen_gradetds/178
► This work focused on characterizing the mechanical behavior of biological material in physiologically relevant conditions and at sub millimeter length scales. Elucidating the time, length…
(more)
▼ This work focused on characterizing the mechanical behavior of biological material in physiologically relevant conditions and at sub millimeter length scales. Elucidating the
time, length scale, and directionally dependent mechanical behavior of cartilage and other biological materials is critical to adequately recapitulate native mechanosensory cues for cells, create computational models that mimic native tissue behavior, and assess disease progression. This work focused on three broad aspects of characterizing the mechanical behavior of articular cartilage. First, we sought to reveal the causes of
time-dependent deformation and variation of mechanical properties with distance from the articular surface. Second, we investigated size
dependence of mechanical properties. Finally, we examined material anisotropy of both the calcified and uncalcified tissues of the osteochondral interface. This research provides insight into how articular cartilage serves to support physiologic loads and simultaneously sustain chondrocyte viability.
Advisors/Committee Members: Virginia L. Ferguson, Corey P. Neu, Stephanie J. Bryant, Frank W. DelRio, Rong Long.
Subjects/Keywords: anisotropy; cartilage; indentation; length scale; poroelasticity; time-dependence; Biomechanics; Biomedical Engineering and Bioengineering; Mechanical Engineering
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Wahlquist, J. A. (2017). Zonal Articular Cartilage Possesses Complex Mechanical Behavior Spanning Multiple Length Scales: Dependence on Chemical Heterogeneity, Anisotropy, and Microstructure. (Doctoral Dissertation). University of Colorado. Retrieved from https://scholar.colorado.edu/mcen_gradetds/178
Chicago Manual of Style (16th Edition):
Wahlquist, Joseph Anders. “Zonal Articular Cartilage Possesses Complex Mechanical Behavior Spanning Multiple Length Scales: Dependence on Chemical Heterogeneity, Anisotropy, and Microstructure.” 2017. Doctoral Dissertation, University of Colorado. Accessed March 03, 2021.
https://scholar.colorado.edu/mcen_gradetds/178.
MLA Handbook (7th Edition):
Wahlquist, Joseph Anders. “Zonal Articular Cartilage Possesses Complex Mechanical Behavior Spanning Multiple Length Scales: Dependence on Chemical Heterogeneity, Anisotropy, and Microstructure.” 2017. Web. 03 Mar 2021.
Vancouver:
Wahlquist JA. Zonal Articular Cartilage Possesses Complex Mechanical Behavior Spanning Multiple Length Scales: Dependence on Chemical Heterogeneity, Anisotropy, and Microstructure. [Internet] [Doctoral dissertation]. University of Colorado; 2017. [cited 2021 Mar 03].
Available from: https://scholar.colorado.edu/mcen_gradetds/178.
Council of Science Editors:
Wahlquist JA. Zonal Articular Cartilage Possesses Complex Mechanical Behavior Spanning Multiple Length Scales: Dependence on Chemical Heterogeneity, Anisotropy, and Microstructure. [Doctoral Dissertation]. University of Colorado; 2017. Available from: https://scholar.colorado.edu/mcen_gradetds/178

University of Colorado
10.
Wahlquist, Joseph Anders.
Zonal Articular Cartilage Possesses Complex Mechanical Behavior Spanning Multiple Length Scales: Dependence on Chemical Heterogeneity, Anisotropy, and Microstructure.
Degree: PhD, Mechanical Engineering, 2017, University of Colorado
URL: https://scholar.colorado.edu/mcen_gradetds/142
► This work focused on characterizing the mechanical behavior of biological material in physiologically relevant conditions and at sub millimeter length scales. Elucidating the time, length…
(more)
▼ This work focused on characterizing the mechanical behavior of biological material in physiologically relevant conditions and at sub millimeter length scales. Elucidating the
time, length scale, and directionally dependent mechanical behavior of cartilage and other biological materials is critical to adequately recapitulate native mechanosensory cues for cells, create computational models that mimic native tissue behavior, and assess disease progression. This work focused on three broad aspects of characterizing the mechanical behavior of articular cartilage. First, we sought to reveal the causes of
time-dependent deformation and variation of mechanical properties with distance from the articular surface. Second, we investigated size
dependence of mechanical properties. Finally, we examined material anisotropy of both the calcified and uncalcified tissues of the osteochondral interface. This research provides insight into how articular cartilage serves to support physiologic loads and simultaneously sustain chondrocyte viability.
Advisors/Committee Members: Virginia L. Ferguson, Corey P. Neu, Stephanie J. Bryant, Frank W. DelRio, Rong Long.
Subjects/Keywords: Anisotropy; Cartilage; Indentation; Length Scale; Poroelasticity; Time-Dependence; Biomechanics; Biomedical Engineering and Bioengineering; Mechanical Engineering
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Wahlquist, J. A. (2017). Zonal Articular Cartilage Possesses Complex Mechanical Behavior Spanning Multiple Length Scales: Dependence on Chemical Heterogeneity, Anisotropy, and Microstructure. (Doctoral Dissertation). University of Colorado. Retrieved from https://scholar.colorado.edu/mcen_gradetds/142
Chicago Manual of Style (16th Edition):
Wahlquist, Joseph Anders. “Zonal Articular Cartilage Possesses Complex Mechanical Behavior Spanning Multiple Length Scales: Dependence on Chemical Heterogeneity, Anisotropy, and Microstructure.” 2017. Doctoral Dissertation, University of Colorado. Accessed March 03, 2021.
https://scholar.colorado.edu/mcen_gradetds/142.
MLA Handbook (7th Edition):
Wahlquist, Joseph Anders. “Zonal Articular Cartilage Possesses Complex Mechanical Behavior Spanning Multiple Length Scales: Dependence on Chemical Heterogeneity, Anisotropy, and Microstructure.” 2017. Web. 03 Mar 2021.
Vancouver:
Wahlquist JA. Zonal Articular Cartilage Possesses Complex Mechanical Behavior Spanning Multiple Length Scales: Dependence on Chemical Heterogeneity, Anisotropy, and Microstructure. [Internet] [Doctoral dissertation]. University of Colorado; 2017. [cited 2021 Mar 03].
Available from: https://scholar.colorado.edu/mcen_gradetds/142.
Council of Science Editors:
Wahlquist JA. Zonal Articular Cartilage Possesses Complex Mechanical Behavior Spanning Multiple Length Scales: Dependence on Chemical Heterogeneity, Anisotropy, and Microstructure. [Doctoral Dissertation]. University of Colorado; 2017. Available from: https://scholar.colorado.edu/mcen_gradetds/142
11.
Silva, Manuela Margarida da Costa.
Modelação e previsão de um índice financeiro (FTSE 100).
Degree: 2016, Universidade Aberta
URL: http://hdl.handle.net/10400.2/5419
► This dissertation aims at applying time series in modeling the financial index FTSE100. Based on the series of returns, were test undertaken for stationary behavior,…
(more)
▼ This dissertation aims at applying
time series in modeling the financial index FTSE100.
Based on the series of returns, were test undertaken for stationary behavior, applying the Phillips-Perron test, the unconditional distribution applying the Jarque-Bera Test,
independence test was analyzed using the autocorrelation function and the Ljung-Box test, and used GARCH, in order to model and predict the conditional variance (volatility) of the financial series under study.
Financial
time series demonstrates peculiar characteristics, revealing the existence of
more volatile periods than others. These periods are distributed in clusters, suggesting a
degree of dependency on
time. Given the presence of such volatility groups (non-linearity), it becomes necessary to resort to heteroscedastic conditional models, i.e. models that consider that the conditional variance of a
time series is not constant and not
time dependent.
Given the high variability of the financial
time series along the
time, ARCH (Engle, 1982)
and its generalization GARCH (Bollerslev, 1986) revealed that these are the most suited for the study of volatility. In particular, the non-linear models feature a random conditional variance, which is possible, to study its impact and estimate and predict future volatility of the series.
Finally, the empirical study is based on a proposal for modeling and prediction of a set of
real data from financial index FTSE100 is displayed.
Advisors/Committee Members: Nunes, Catarina S. (advisor), Ramos, Maria do Rosário (advisor).
Subjects/Keywords: Mercados financeiros; Gestão financeira; Previsão; Métodos estatísticos; Time series; Stationary; Dependence; GARCH models; Financial index
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Silva, M. M. d. C. (2016). Modelação e previsão de um índice financeiro (FTSE 100). (Masters Thesis). Universidade Aberta. Retrieved from http://hdl.handle.net/10400.2/5419
Chicago Manual of Style (16th Edition):
Silva, Manuela Margarida da Costa. “Modelação e previsão de um índice financeiro (FTSE 100).” 2016. Masters Thesis, Universidade Aberta. Accessed March 03, 2021.
http://hdl.handle.net/10400.2/5419.
MLA Handbook (7th Edition):
Silva, Manuela Margarida da Costa. “Modelação e previsão de um índice financeiro (FTSE 100).” 2016. Web. 03 Mar 2021.
Vancouver:
Silva MMdC. Modelação e previsão de um índice financeiro (FTSE 100). [Internet] [Masters thesis]. Universidade Aberta; 2016. [cited 2021 Mar 03].
Available from: http://hdl.handle.net/10400.2/5419.
Council of Science Editors:
Silva MMdC. Modelação e previsão de um índice financeiro (FTSE 100). [Masters Thesis]. Universidade Aberta; 2016. Available from: http://hdl.handle.net/10400.2/5419

Universidade do Rio Grande do Sul
12.
Silva Filho, Osvaldo Candido da.
Cópulas tempo-variantes em finanças.
Degree: 2010, Universidade do Rio Grande do Sul
URL: http://hdl.handle.net/10183/25771
► A modelagem da estrutura de dependência é de grande importância em todos os ramos da economia onde há incerteza. Ela é um elemento crucial na…
(more)
▼ A modelagem da estrutura de dependência é de grande importância em todos os ramos da economia onde há incerteza. Ela é um elemento crucial na análise de risco e para a tomada de decisão sob incerteza. As cópulas oferecem aos agentes que se deparam com este problema um poderoso e flexível instrumento para modelar a estrutura de dependência entre variáveis aleatórias e que é preferível ao instrumento tradicional baseado na correlação linear. Neste estudo, nós analisamos a dinâmica temporal da estrutura de dependência entre índices de mercados financeiros internacionais e propomos um novo procedimento para capturar a estrutura de dependência ao longo do tempo. Adicionalmente, estudamos alguns fatos estilizados sobre índices de mercados financeiros como a relação entre volume-volatilidade e retorno-volatilidade.
Modelling dependence is of key importance to all economic fields in which uncertainty plays a large role. It is a crucial element of risk analysis and decision making under uncertainty. Copulas offer economic agents facing uncertainty a powerful and flexible tool to model dependence between random variables and often are preferable to the traditional, correlation-based approach. In this work we analyze the time dynamics of the dependence structure between broad stock market indices and propose a novel procedure to capture dependence structure over time. Additionally, we study some stylized facts about stock market indexes such as volume-volatility and return-volatility relations.
Advisors/Committee Members: Ziegelmann, Flavio Augusto.
Subjects/Keywords: Mercado financeiro; Asymmetric dependence; Volatilidade; Time-varying copulas; Tomada de decisão; Skewed-t GARCH; Markov switiching
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Silva Filho, O. C. d. (2010). Cópulas tempo-variantes em finanças. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/25771
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Silva Filho, Osvaldo Candido da. “Cópulas tempo-variantes em finanças.” 2010. Thesis, Universidade do Rio Grande do Sul. Accessed March 03, 2021.
http://hdl.handle.net/10183/25771.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Silva Filho, Osvaldo Candido da. “Cópulas tempo-variantes em finanças.” 2010. Web. 03 Mar 2021.
Vancouver:
Silva Filho OCd. Cópulas tempo-variantes em finanças. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2010. [cited 2021 Mar 03].
Available from: http://hdl.handle.net/10183/25771.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Silva Filho OCd. Cópulas tempo-variantes em finanças. [Thesis]. Universidade do Rio Grande do Sul; 2010. Available from: http://hdl.handle.net/10183/25771
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
13.
Ardon, Jean.
Modélisation probabiliste de la dépendance spatiale et temporelle appliquée à l’étude du péril sécheresse dans le cadre du régime français d’indemnisation des catastrophes naturelles : Probabilistic modeling of spatial and temporal dependence applied to the study of drought hazard within the French compensation system for natural disasters.
Degree: Docteur es, Mathématiques, image et applications, 2014, La Rochelle
URL: http://www.theses.fr/2014LAROS002
► Les travaux présentés s’inscrivent dans le cadre des études menées par la Caisse centrale de réassurance (CCR) pour modéliser les événements catastrophes naturelles et en…
(more)
▼ Les travaux présentés s’inscrivent dans le cadre des études menées par la Caisse centrale de réassurance (CCR) pour modéliser les événements catastrophes naturelles et en particulier le péril sécheresse. La sécheresse est le nom utilisé couramment pour désigner les dommages aux bâtiments causés par le phénomène de retrait-gonflement des argiles. Les recherches effectuées sont en lien avec un modèle d’estimation du coût annuel d’un événement sécheresse conçu en interne à CCR. Celui-ci croise des données assurantielles et des données d’humidité du sol pour estimer le coût d’un événement survenu. CCR souhaite faire évoluer ce modèle vers une version probabiliste qui consiste à concevoir un générateur d’événements fictifs, non nécessairement survenus mais possibles d’un point de vue physique. Ce générateur doit permettre notamment d’estimer la distribution de probabilité du coût d’une sécheresse potentielle. Afin de concevoir un générateur d’événements fictifs pour le modèle sécheresse de CCR, nous avons étudié puis mis en oeuvre différents outils mathématiques permettant de modéliser la dépendance de variables aléatoires spatio-temporelles. La méthode choisie consiste à étudier et modéliser séparément la dépendance spatiale et la dépendance temporelle. Pour modéliser la dépendance temporelle, les modèles retenus sont des modèles classiques utilisés pour les séries temporelles. Nous décomposons les séries temporelles des observations en identifiant tendance et saisonnalité puis en ajustant un modèle autorégressif aux résidus. Pour modéliser la dépendance spatiale, notre choix s’est porté sur le krigeage et sur la théorie des copules. Les copules permettent de générer du bruit spatial pour ensuite lui appliquer les modèles de séries temporelles univariées. Le krigeage nous sert à interpoler spatialement les données générées dans le cas où une sélection de sites a été effectuée pour diminuer la dimension spatiale du problème. L’exploitation du générateur, pour laquelle nous donnons quelques résultats, va servir à CCR pour ses politiques de provisionnement et de tarification, et s’intègre également dans l’estimation de la charge deux-centennale liée aux catastrophes naturelles dans le cadre de la directive européenne Solvabilité II.
This work was performed at CCR, a French reinsurance company, within the studies that are conducted to model natural disasters, and particularly the drought hazard. Drought is the word used to denote the shrink-swell clay phenomenon that damages individual houses. These researches are related to an internal model that estimates the annual cost of a drought. This model crosses insurance data and soil moisture data to evaluate the cost of a occured event. CCR wants this model to be improved towards a probabilistic version by conceiving a generator of drought events that have to be realistic, although they are fictive. This generator will allow the estimation of the probability distribution of the drought cost. In order to conceive a fictive event generator for CCR’s drought model, mathematical…
Advisors/Committee Members: Dupuy, Jean-François (thesis director), Dombry, Clément (thesis director).
Subjects/Keywords: Dépendance; Copule; Série temporelle; Générateur; Krigeage; Catastrophe naturelle; Réassurance; Sécheresse; Dependence; Copula; Time series; Generator; Kriging; Natural disaster; Reinsurance; Drought
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Ardon, J. (2014). Modélisation probabiliste de la dépendance spatiale et temporelle appliquée à l’étude du péril sécheresse dans le cadre du régime français d’indemnisation des catastrophes naturelles : Probabilistic modeling of spatial and temporal dependence applied to the study of drought hazard within the French compensation system for natural disasters. (Doctoral Dissertation). La Rochelle. Retrieved from http://www.theses.fr/2014LAROS002
Chicago Manual of Style (16th Edition):
Ardon, Jean. “Modélisation probabiliste de la dépendance spatiale et temporelle appliquée à l’étude du péril sécheresse dans le cadre du régime français d’indemnisation des catastrophes naturelles : Probabilistic modeling of spatial and temporal dependence applied to the study of drought hazard within the French compensation system for natural disasters.” 2014. Doctoral Dissertation, La Rochelle. Accessed March 03, 2021.
http://www.theses.fr/2014LAROS002.
MLA Handbook (7th Edition):
Ardon, Jean. “Modélisation probabiliste de la dépendance spatiale et temporelle appliquée à l’étude du péril sécheresse dans le cadre du régime français d’indemnisation des catastrophes naturelles : Probabilistic modeling of spatial and temporal dependence applied to the study of drought hazard within the French compensation system for natural disasters.” 2014. Web. 03 Mar 2021.
Vancouver:
Ardon J. Modélisation probabiliste de la dépendance spatiale et temporelle appliquée à l’étude du péril sécheresse dans le cadre du régime français d’indemnisation des catastrophes naturelles : Probabilistic modeling of spatial and temporal dependence applied to the study of drought hazard within the French compensation system for natural disasters. [Internet] [Doctoral dissertation]. La Rochelle; 2014. [cited 2021 Mar 03].
Available from: http://www.theses.fr/2014LAROS002.
Council of Science Editors:
Ardon J. Modélisation probabiliste de la dépendance spatiale et temporelle appliquée à l’étude du péril sécheresse dans le cadre du régime français d’indemnisation des catastrophes naturelles : Probabilistic modeling of spatial and temporal dependence applied to the study of drought hazard within the French compensation system for natural disasters. [Doctoral Dissertation]. La Rochelle; 2014. Available from: http://www.theses.fr/2014LAROS002
14.
Antonio Egydio São Thiago Graça.
Novos algoritmos para problemas dinâmicos de roteirização de veículos com janela de tempo.
Degree: 2008, Instituto Nacional de Pesquisas Espaciais
URL: http://urlib.net/sid.inpe.br/[email protected]/2008/12.16.17.22
► A Dynamic Vehicle Routing Problem with Time Windows (PRVJTD) is a specialization of the Vehicle Routing Problem, which presents routes to deliver and/or collect merchandize,…
(more)
▼ A Dynamic Vehicle Routing Problem with Time Windows (PRVJTD) is a specialization of the Vehicle Routing Problem, which presents routes to deliver and/or collect merchandize, with penalties due to the delay or anticipation on arrival of vehicles and inclusion of new pick up places when a route is in course. This dissertation presents new algorithms to solve the PRVJTD, using an evolutionary algorithm applied to a technic of clustering, called Evolutionary Clustering Search (ECS), which is being applied in other optimization problems with success.
Um Problema de Roteirização de Veículos com Janela de Tempo Dinâmic(PRVJTD) é uma especialização do Problema de Roteirização de Veículos, que tem rotas para a entrega e ou coletas de itens, com penalidades de atraso ou antecipação de chegada dos veículos ao local da coleta e ou retirada e a possibilidade de inserções de novos locais de coleta em uma rota já iniciada. Este trabalho aborda novos algoritmos para resolver o PRVJTD, utilizando um algoritmo evolutivo aplicado a uma técnica de agrupamento, denominado Evolutionary Clustering Search (ECS) que vem sendo aplicada em outros problemas de Otimização com muito sucesso.
Advisors/Committee Members: Edson Luiz Franca Senne, Luiz Antonio Nogueira Lorena, Reinaldo Gen Ichiro Arakaki, Fernando Augusto Silva Marins.
Subjects/Keywords: Roteirização de veículos; algoritmos genéticos; depedência de tempo; janela de tempo; vehicle routes; genetic algorithms; time dependence; wiondows (intervals)
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Graça, A. E. S. T. (2008). Novos algoritmos para problemas dinâmicos de roteirização de veículos com janela de tempo. (Thesis). Instituto Nacional de Pesquisas Espaciais. Retrieved from http://urlib.net/sid.inpe.br/[email protected]/2008/12.16.17.22
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Graça, Antonio Egydio São Thiago. “Novos algoritmos para problemas dinâmicos de roteirização de veículos com janela de tempo.” 2008. Thesis, Instituto Nacional de Pesquisas Espaciais. Accessed March 03, 2021.
http://urlib.net/sid.inpe.br/[email protected]/2008/12.16.17.22.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Graça, Antonio Egydio São Thiago. “Novos algoritmos para problemas dinâmicos de roteirização de veículos com janela de tempo.” 2008. Web. 03 Mar 2021.
Vancouver:
Graça AEST. Novos algoritmos para problemas dinâmicos de roteirização de veículos com janela de tempo. [Internet] [Thesis]. Instituto Nacional de Pesquisas Espaciais; 2008. [cited 2021 Mar 03].
Available from: http://urlib.net/sid.inpe.br/[email protected]/2008/12.16.17.22.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Graça AEST. Novos algoritmos para problemas dinâmicos de roteirização de veículos com janela de tempo. [Thesis]. Instituto Nacional de Pesquisas Espaciais; 2008. Available from: http://urlib.net/sid.inpe.br/[email protected]/2008/12.16.17.22
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
15.
Latif, Sumaia Abdel.
Medidas de dependência local para séries temporais.
Degree: PhD, Estatística, 2008, University of São Paulo
URL: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-02042008-143641/
;
► Diferente das medidas de associação global (coeficiente de correlação linear de Pearson, de Spearman, tau de Kendall, por exemplo), as medidas de dependência local descrevem…
(more)
▼ Diferente das medidas de associação global (coeficiente de correlação linear de Pearson, de Spearman, tau de Kendall, por exemplo), as medidas de dependência local descrevem o comportamento da dependência localmente em diferentes regiões. Nesta tese, as medidas de dependência local para variáveis aleatórias propostas por Bairamov et al. (2003), Bjerve e Doksum (1993) e Sibuya (1960), são estudadas sob o enfoque de processos estocásticos estacionários bivariados e univariados, neste caso, estudando o comportamento da dependência local ao longo das defasagens da série temporal. Para as duas primeiras medidas, discutimos as suas propriedades, e estudamos os seus estimadores, além da consistência dos mesmos. Para a medida de Sibuya, além de discutir suas propriedades, propomos três estimadores para variáveis aleatórias e dois para séries temporais, verificando a consistência dos mesmos. O comportamento das três medidas locais e dos seus estimadores foram avaliados através de simulações e aplicações a dados reais (neste caso, fizemos uma comparação destas com cópula e densidade cópula).
Unlike global association measures (Pearson´s linear correlation coefficient, Spearman´s rho, Kendall´s tau, for example), local dependence measures describe the behaviour of dependence locally in different regions. In this thesis, the local dependence measures for random variables proposed by Bairamov et al. (2003), Bjerve and Doksum (1993) and Sibuya (1960), are studied in the context of bivariate and univariate stationary stochastic processes, in this case, evaluating the performance of local dependence along time lags. We discussed the properties and studied the estimators and consistence of the first two measures. As for the Sibuya measure, in addition to discussing its properties, we propose three estimators for random variables and two for time series while checking their consistence. The behaviour of the three local measures and their respective estimators was evaluated by simulations and application to real data (in this case, a comparison was drawn with copula and copula density).
Advisors/Committee Members: Morettin, Pedro Alberto.
Subjects/Keywords: estimação não paramétrica; local dependence measures; medidas de dependência local; nonparametric estimation; séries temporais; time series
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Latif, S. A. (2008). Medidas de dependência local para séries temporais. (Doctoral Dissertation). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/45/45133/tde-02042008-143641/ ;
Chicago Manual of Style (16th Edition):
Latif, Sumaia Abdel. “Medidas de dependência local para séries temporais.” 2008. Doctoral Dissertation, University of São Paulo. Accessed March 03, 2021.
http://www.teses.usp.br/teses/disponiveis/45/45133/tde-02042008-143641/ ;.
MLA Handbook (7th Edition):
Latif, Sumaia Abdel. “Medidas de dependência local para séries temporais.” 2008. Web. 03 Mar 2021.
Vancouver:
Latif SA. Medidas de dependência local para séries temporais. [Internet] [Doctoral dissertation]. University of São Paulo; 2008. [cited 2021 Mar 03].
Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-02042008-143641/ ;.
Council of Science Editors:
Latif SA. Medidas de dependência local para séries temporais. [Doctoral Dissertation]. University of São Paulo; 2008. Available from: http://www.teses.usp.br/teses/disponiveis/45/45133/tde-02042008-143641/ ;

University of Manchester
16.
Abalenkovs, Maksims.
Huygens subgridding for the frequency-dependent/finite-difference time-domain method.
Degree: PhD, 2011, University of Manchester
URL: https://www.research.manchester.ac.uk/portal/en/theses/huygens-subgridding-for-the-frequencydependentfinitedifference-timedomain-method(45581358-ff4d-4699-b3db-5bf76a021601).html
;
http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.549033
► Computer simulation of electromagnetic behaviour of a device is a common practice in modern engineering. Maxwell's equations are solved on a computer with help of…
(more)
▼ Computer simulation of electromagnetic behaviour of a device is a common practice in modern engineering. Maxwell's equations are solved on a computer with help of numerical methods. Contemporary devices constantly grow in size and complexity. Therefore, new numerical methods should be highly efficient. Many industrial and research applications of numerical methods need to account for the frequency dependent materials. The Finite-Difference Time-Domain (FDTD) method is one of the most widely adopted algorithms for the numerical solution of Maxwell's equations. A major drawback of the FDTD method is the interdependence of the spatial and temporal discretisation steps, known as the Courant-Friedrichs-Lewy (CFL) stability criterion. Due to the CFL condition the simulation of a large object with delicate geometry will require a high spatio-temporal resolution everywhere in the FDTD grid. Application of subgridding increases the efficiency of the FDTD method. Subgridding decomposes the simulation domain into several subdomains with different spatio-temporal resolutions. The research project described in this dissertation uses the Huygens Subgridding (HSG) method. The frequency dependence is included with the Auxiliary Differential Equation (ADE) approach based on the one-pole Debye relaxation model. The main contributions of this work are (i) extension of the one-dimensional (1D) frequency-dependent HSG method to three dimensions (3D), (ii) implementation of the frequency-dependent HSG method, termed the dispersive HSG, in Fortran 90, (iii) implementation of the radio environment setting from the PGM-files, (iv) simulation of the electromagnetic wave propagating from the defibrillator through the human torso and (v) analysis of the computational requirements of the dispersive HSG program.
Subjects/Keywords: 515; Huygens Subgridding; Frequency Dependence; Finite-Difference Time-Domain Method; Auxiliary Differential Equation; Debye Relaxation; Computational Electromagnetics; Numerical Analysis
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Abalenkovs, M. (2011). Huygens subgridding for the frequency-dependent/finite-difference time-domain method. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/huygens-subgridding-for-the-frequencydependentfinitedifference-timedomain-method(45581358-ff4d-4699-b3db-5bf76a021601).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.549033
Chicago Manual of Style (16th Edition):
Abalenkovs, Maksims. “Huygens subgridding for the frequency-dependent/finite-difference time-domain method.” 2011. Doctoral Dissertation, University of Manchester. Accessed March 03, 2021.
https://www.research.manchester.ac.uk/portal/en/theses/huygens-subgridding-for-the-frequencydependentfinitedifference-timedomain-method(45581358-ff4d-4699-b3db-5bf76a021601).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.549033.
MLA Handbook (7th Edition):
Abalenkovs, Maksims. “Huygens subgridding for the frequency-dependent/finite-difference time-domain method.” 2011. Web. 03 Mar 2021.
Vancouver:
Abalenkovs M. Huygens subgridding for the frequency-dependent/finite-difference time-domain method. [Internet] [Doctoral dissertation]. University of Manchester; 2011. [cited 2021 Mar 03].
Available from: https://www.research.manchester.ac.uk/portal/en/theses/huygens-subgridding-for-the-frequencydependentfinitedifference-timedomain-method(45581358-ff4d-4699-b3db-5bf76a021601).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.549033.
Council of Science Editors:
Abalenkovs M. Huygens subgridding for the frequency-dependent/finite-difference time-domain method. [Doctoral Dissertation]. University of Manchester; 2011. Available from: https://www.research.manchester.ac.uk/portal/en/theses/huygens-subgridding-for-the-frequencydependentfinitedifference-timedomain-method(45581358-ff4d-4699-b3db-5bf76a021601).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.549033

University of Washington
17.
Li, Yicheng.
Bayesian Hierarchical Models and Moment Bounds for High-Dimensional Time Series.
Degree: PhD, 2020, University of Washington
URL: http://hdl.handle.net/1773/45277
► In this dissertation, I explore two statistical tasks involving high-dimensional time series.The first task is to forecast high-dimensional time series using Bayesian hierarchical models (BHM).…
(more)
▼ In this dissertation, I explore two statistical tasks involving high-dimensional
time series.The first task is to forecast high-dimensional
time series using Bayesian hierarchical models (BHM). The data under modeling is related to smoking epidemic and human mortality measures obtained from multiple populations around the world. I propose a BHM for estimating and forecasting the all-age smoking attributable fraction (ASAF), which serves as a summarizing statistical measure of the effect of smoking on mortality. The projected ASAF is used to forecast the dynamics of the between-gender gap of life expectancy at birth. In addition, I propose a general framework to incorporate smoking-related information into life expectancy at birth forecast. The framework includes forecasting an age-specific smoking attributable fraction (ASSAF), a non-smoking life expectancy at birth, and a male-female life expectancy gap. Assessed by out-of-sample validation, the new framework improves forecast accuracy and calibration compared with other commonly considered methods for mortality forecasts. The second task is to obtain expectation bounds for the deviation of large sample auto-covariance matrices from their means under weak data
dependence. While the accuracy of covariance matrix estimation corresponding to independent data has been well understood, much less is known in the case of dependent data. We make a step towards filling this gap, and establish deviation bounds that depend only on the parameters controlling the ”intrinsic dimension” of the data up to some logarithmic terms. Our results have immediate impacts on high dimensional
time series analysis, and we apply them to the high dimensional linear VAR(d) model, the vector-valued ARCH model, and a model used in Banna et al. (2016).
Advisors/Committee Members: Raftery, Adrian E (advisor), Han, Fang (advisor).
Subjects/Keywords: Bayesian analysis; High-dimensional time series; Life expectancy; Moment bound; Smoking attributable fraction; Weak dependence; Statistics; Sociology; Mathematics; Statistics
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Li, Y. (2020). Bayesian Hierarchical Models and Moment Bounds for High-Dimensional Time Series. (Doctoral Dissertation). University of Washington. Retrieved from http://hdl.handle.net/1773/45277
Chicago Manual of Style (16th Edition):
Li, Yicheng. “Bayesian Hierarchical Models and Moment Bounds for High-Dimensional Time Series.” 2020. Doctoral Dissertation, University of Washington. Accessed March 03, 2021.
http://hdl.handle.net/1773/45277.
MLA Handbook (7th Edition):
Li, Yicheng. “Bayesian Hierarchical Models and Moment Bounds for High-Dimensional Time Series.” 2020. Web. 03 Mar 2021.
Vancouver:
Li Y. Bayesian Hierarchical Models and Moment Bounds for High-Dimensional Time Series. [Internet] [Doctoral dissertation]. University of Washington; 2020. [cited 2021 Mar 03].
Available from: http://hdl.handle.net/1773/45277.
Council of Science Editors:
Li Y. Bayesian Hierarchical Models and Moment Bounds for High-Dimensional Time Series. [Doctoral Dissertation]. University of Washington; 2020. Available from: http://hdl.handle.net/1773/45277

University of Western Ontario
18.
Li, Zhong.
Risk models with dependence and perturbation.
Degree: 2014, University of Western Ontario
URL: https://ir.lib.uwo.ca/etd/2223
► In ruin theory, the surplus process of an insurance company is usually modeled by the classical compound Poisson risk model or its general version, the…
(more)
▼ In ruin theory, the surplus process of an insurance company is usually modeled by the classical compound Poisson risk model or its general version, the Sparre-Andersen risk model. Under these models, the claim amounts and the inter-claim times are assumed to be independently distributed, which is not always appropriate in practice. In recent years, risk models relaxing the independence assumption have drawn increasing attention. However, previous research mostly considers the so call dependent Sparre-Andersen risk model under which the pairs of random variables consisting of the inter-claim time and the next claim amount remain independent of each other. In this thesis, we aim to examine the opposite case. Namely, the distribution of the time until the next claim depends on the size of the previous claim amount. Explicit solutions for the Gerber-Shiu function are provided for arbitrary claim sizes and various ruin-related quantities are obtained as special cases. Numerical examples are also presented. The dependent insurance risk process is further generalized to a perturbed version to incorporate small fluctuations of the underlying surplus process. Explicit solutions for the Gerber-Shiu funtion are deduced along with applications and examples. Lastly, we introduce a perturbed dependence structure into the dual risk model and study the ruin time problem. Exact solutions for the Laplace transform and the first moment of the time to ruin with an arbitrary gain-size distribution are obtained. Applications with numerical examples are provided to illustrate the impact of the dependence structure and the perturbation.
Subjects/Keywords: non Sparre-Andersen dependence; diffusion; risk model; dual model; ruin time; Gerber-Shiu function; Other Statistics and Probability
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Li, Z. (2014). Risk models with dependence and perturbation. (Thesis). University of Western Ontario. Retrieved from https://ir.lib.uwo.ca/etd/2223
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Li, Zhong. “Risk models with dependence and perturbation.” 2014. Thesis, University of Western Ontario. Accessed March 03, 2021.
https://ir.lib.uwo.ca/etd/2223.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Li, Zhong. “Risk models with dependence and perturbation.” 2014. Web. 03 Mar 2021.
Vancouver:
Li Z. Risk models with dependence and perturbation. [Internet] [Thesis]. University of Western Ontario; 2014. [cited 2021 Mar 03].
Available from: https://ir.lib.uwo.ca/etd/2223.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Li Z. Risk models with dependence and perturbation. [Thesis]. University of Western Ontario; 2014. Available from: https://ir.lib.uwo.ca/etd/2223
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Florida
19.
Ji, Yu.
NMR Studies of Quantum Gases Confined in Mesoporous Materials.
Degree: PhD, Physics, 2012, University of Florida
URL: https://ufdc.ufl.edu/UFE0043980
► Low mass molecules such as H2, D2, HD and CH4 have interesting new properties when localized in constrained geometries such as mesoporous structures. The new…
(more)
▼ Low mass molecules such as H2, D2, HD and CH4 have interesting new properties when localized in constrained geometries such as mesoporous structures. The new propertis result from the highly quantum mechanical character of the translational and rotational degrees of freedom. We report the results of the use of nuclear relaxation spectroscopy to determine the interaction energies, the quantized translational modes are the dynamics fo these gases when trapped in the cages of the mesoporous structures. The sample system was probed using coherent pulse NMR techniques at 5.6 MHz. A special duplexer was made for this low frequency experiment. A series of experiments with different light gases and adsobent were carried out: i) CH4 in zeolite 13X for 1, 0.5 and 0.1 molecules per a-cage and 4 < T < 95 K. ii) HD in zeolite 13X for 1 and 0.5 molecules per a-cage and 1.6 < T < 20 K. iii) CH4 in metal organic frameworks for 1 and 0.5 molecules per a-cage and 4 < T < 95 K. iv) HD in metal organic frameworks for 1 and 0.5 molecules per a-cage and 4 < T < 95 K. The experiments are designed so that the nuclear spin-lattice relaxation times depend on the heat capacities and local excitations of the trapped molecules according to the bath model. The results indicate well defined excitation energies for low densities of CH4 and HD in the mesoporous structures. The values obtained for CH4 are consistent with Monte Carlo calculations. The results also confirm the high mobility and diffusivity of HD at low temperatures as observed by neutron scattering. ( en )
Advisors/Committee Members: Sullivan, Neil S (committee chair), Takano, Yasumasa (committee member), Cheng, Hai Ping (committee member), Kumar, Pradeep P (committee member), Angerhofer, Alexander (committee member).
Subjects/Keywords: Energy; Hydrogen; Molecules; Nuclear spin; Phonons; Relaxation time; Specific heat; Spin lattice relaxation; Temperature dependence; Zeolites; gases – mesoporous – quantum
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Ji, Y. (2012). NMR Studies of Quantum Gases Confined in Mesoporous Materials. (Doctoral Dissertation). University of Florida. Retrieved from https://ufdc.ufl.edu/UFE0043980
Chicago Manual of Style (16th Edition):
Ji, Yu. “NMR Studies of Quantum Gases Confined in Mesoporous Materials.” 2012. Doctoral Dissertation, University of Florida. Accessed March 03, 2021.
https://ufdc.ufl.edu/UFE0043980.
MLA Handbook (7th Edition):
Ji, Yu. “NMR Studies of Quantum Gases Confined in Mesoporous Materials.” 2012. Web. 03 Mar 2021.
Vancouver:
Ji Y. NMR Studies of Quantum Gases Confined in Mesoporous Materials. [Internet] [Doctoral dissertation]. University of Florida; 2012. [cited 2021 Mar 03].
Available from: https://ufdc.ufl.edu/UFE0043980.
Council of Science Editors:
Ji Y. NMR Studies of Quantum Gases Confined in Mesoporous Materials. [Doctoral Dissertation]. University of Florida; 2012. Available from: https://ufdc.ufl.edu/UFE0043980

University of South Florida
20.
Dharanguttikar, Abhaysinh Arvind.
Biosorption of Cobalt by Using Pseudomonas Aerguinosa Bacterial Strain.
Degree: 2018, University of South Florida
URL: https://scholarcommons.usf.edu/etd/7280
► A study of biosorption of cobalt metal by Pseudomonas Aerguinosa gram-negative bacterial strain is presented. The present study is carried out to determine the optimum…
(more)
▼ A study of biosorption of cobalt metal by Pseudomonas Aerguinosa gram-negative bacterial strain is presented. The present study is carried out to determine the optimum conditions of cobalt biosorption at ultra-low concentration (ppb range) in aqueous solutions. The receptiveness of cobalt metal on the extracellular surface of bacterial strain was examined by varying the pH, Initial concentration of metal and treatment time. Experimental data showed that effect of pH and treatment time is prevalent in biosorption of cobalt and by increasing both these parameters resulted in the efficient sorption of cobalt on the extracellular surface of Pseudomonas Aerguinosa. In some cases, higher initial concentration of cobalt resulted in higher metal removal. However, there is no clear relationship is obtained between efficiency of biosorption and initial concentration of cobalt.
Subjects/Keywords: Effect of Initial Concentration and Treatment Time; Low Concentration Cobalt Removal; pH Dependence; Mechanism; Langmuir Model; Environmental Sciences
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APA ·
Chicago ·
MLA ·
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CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Dharanguttikar, A. A. (2018). Biosorption of Cobalt by Using Pseudomonas Aerguinosa Bacterial Strain. (Thesis). University of South Florida. Retrieved from https://scholarcommons.usf.edu/etd/7280
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Dharanguttikar, Abhaysinh Arvind. “Biosorption of Cobalt by Using Pseudomonas Aerguinosa Bacterial Strain.” 2018. Thesis, University of South Florida. Accessed March 03, 2021.
https://scholarcommons.usf.edu/etd/7280.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Dharanguttikar, Abhaysinh Arvind. “Biosorption of Cobalt by Using Pseudomonas Aerguinosa Bacterial Strain.” 2018. Web. 03 Mar 2021.
Vancouver:
Dharanguttikar AA. Biosorption of Cobalt by Using Pseudomonas Aerguinosa Bacterial Strain. [Internet] [Thesis]. University of South Florida; 2018. [cited 2021 Mar 03].
Available from: https://scholarcommons.usf.edu/etd/7280.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Dharanguttikar AA. Biosorption of Cobalt by Using Pseudomonas Aerguinosa Bacterial Strain. [Thesis]. University of South Florida; 2018. Available from: https://scholarcommons.usf.edu/etd/7280
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

University of Waterloo
21.
Xu, Di.
Analysis of Time Dependent Aggregate Claims.
Degree: 2016, University of Waterloo
URL: http://hdl.handle.net/10012/10593
► Estimation of aggregate claim amounts is a fundamental task in Actuarial science, based on which risk theory, ruin theory and reinsurance theory can be studied.…
(more)
▼ Estimation of aggregate claim amounts is a fundamental task in Actuarial science, based on which risk theory, ruin theory and reinsurance theory can be studied. Properties, including moments, Laplace transforms, and probability functions of aggregate claims have been extensively studied by many scholars under various models (see, e.g., Hogg and Klugman (1984)). The main classical model is the compound Poisson risk model, where the interclaim times are independent of the claim severities. Scholars started to explore this problem by considering more general counting processes, such as mixed Poisson processes (e.g., Willmot (1986)) and renewal processes (e.g., Andersen (1957)). Afterwards, the independence assumptions on multiple risk factors were gradually relaxed. Additionally, the observation times are further randomized to fit the reality better.
In this thesis, we propose to analyze the aggregate claims until both randomized and deterministic time horizons by incorporating inflation and payment (reporting) delays into the analysis. Dependence between the claim occurrence times (also interclaim times) and claim severities is further considered.
A comprehensive review on the study of the aggregate claims is given in Chapter 1. Chapter 2 introduces the relevant preliminary knowledge on the aggregate models and techniques used in this thesis.
Chapter 3 examines the Laplace transforms of the aggregate claims under a nonhomogeneous birth process, which covers Poisson, mixed Poisson and linear contagion model. Furthermore, the claim occurrence times influence the distribution of the claim severities. Under some assumptions on the counting process, the time-dependent aggregate claims are represented as a random sum of independent and identically distributed random variables.
The aggregate incurred but not reported (IBNR) claims are studied in Chapter 4 due to their essential role in reserving. A recursive formula is identified for the moments of the total discounted IBNR claims under a generalized renewal risk model where the interclaim times, claim severities and random reporting lags have an arbitrary dependence structure. The probability mass function of the number of IBNR claims is obtained under certain assumptions on the marginal distributions of the interclaim times, claim severities and reporting lags. To address the influence of the economic environment, a Markovian arrival process is introduced in Chapter 5 to analyze the IBNR claim problem. A straightforward representation and a closed-form expression are identified for the moments of the total discounted IBNR claim amount and numbers respectively without adding much difficulty to the analysis.
Instead of a deterministic time horizon as considered in Chapters 3, 4 and 5, attention has also been paid to the analysis under a randomized observation time (see, e.g., Stanford et al. (2005) and Ramaswami et al. (2008)). Randomization in the time horizon usually leads to more tractable expressions for given quantities (e.g., Albrecher et al. (2011,…
Subjects/Keywords: Time-dependent aggregate claims; Birth process; Renewal process; IBNR; Two-sided exit; Markov arrival process; Moments; Dependence
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Xu, D. (2016). Analysis of Time Dependent Aggregate Claims. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/10593
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Xu, Di. “Analysis of Time Dependent Aggregate Claims.” 2016. Thesis, University of Waterloo. Accessed March 03, 2021.
http://hdl.handle.net/10012/10593.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Xu, Di. “Analysis of Time Dependent Aggregate Claims.” 2016. Web. 03 Mar 2021.
Vancouver:
Xu D. Analysis of Time Dependent Aggregate Claims. [Internet] [Thesis]. University of Waterloo; 2016. [cited 2021 Mar 03].
Available from: http://hdl.handle.net/10012/10593.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Xu D. Analysis of Time Dependent Aggregate Claims. [Thesis]. University of Waterloo; 2016. Available from: http://hdl.handle.net/10012/10593
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
22.
Zhu, Beijia.
Analysis of non-stationary (seasonal/cyclical) long memory processes : L'analyse de processus non-stationnaire long mémoire saisonnier et cyclique.
Degree: Docteur es, Économie, 2013, Paris 1; East China normal university (Shanghai)
URL: http://www.theses.fr/2013PA010013
► La mémoire longue, aussi appelée la dépendance à long terme (LRD), est couramment détectée dans l’analyse de séries chronologiques dans de nombreux domaines, par exemple,en…
(more)
▼ La mémoire longue, aussi appelée la dépendance à long terme (LRD), est couramment détectée dans l’analyse de séries chronologiques dans de nombreux domaines, par exemple,en finance, en économétrie, en hydrologie, etc. Donc l’étude des séries temporelles à mémoire longue est d’une grande valeur. L’introduction du processus ARFIMA (fractionally autoregressive integrated moving average) établit une relation entre l’intégration fractionnaire et la mémoire longue, et ce modèle a trouvé son pouvoir de prévision à long terme, d’où il est devenu l’un des modèles à mémoire longue plus populaires dans la littérature statistique. Précisément, un processus à longue mémoire ARFIMA (p, d, q) est défini comme suit : Φ(B)(I − B)d (Xt − µ) = Θ(B)εt, t ∈ Z, où Φ(z) = 1 − ϕ1z − · · · − ϕpzp et Θ(z) = 1 + · · · + θ1zθpzq sont des polynômes d’ordre p et q, respectivement, avec des racines en dehors du cercle unité; εt est un bruit blanc Gaussien avec une variance constante σ2ε. Lorsque d ∈ (−1/2,1/2), {Xt} est stationnaire et inversible. Cependant, l’hypothèse a priori de la stationnarité des données réelles n’est pas raisonnable. Par conséquent, de nombreux auteurs ont fait leurs efforts pour proposer des estimateurs applicables au cas non-stationnaire. Ensuite, quelques questions se lèvent : quel estimateurs doit être choisi pour applications, et à quoi on doit faire attention lors de l’utilisation de ces estimateurs. Donc à l’aide de la simulation de Monte Carlo à échantillon fini, nous effectuons une comparaison complète des estimateurs semi-paramétriques, y compris les estimateurs de Fourier et les estimateurs d’ondelettes, dans le cadre des séries non-stationnaires. À la suite de cette étude comparative, nous avons que (I) sans bonnes échelles taillées, les estimateurs d’ondelettes sont fortement biaisés et ils ont généralement une performance inférieure à ceux de Fourier; (II) tous les estimateurs étudiés sont robustes à la présence d’une tendance linéaire en temps dans le niveau de {Xt} et des effets GARCH dans la variance de {Xt}; (III) dans une situation où le probabilité de transition est bas, la consistance des estimateurs quand même tient aux changements de régime dans le niveau de {Xt}, mais les changements ont une contamination au résultat d’estimation; encore, l’estimateur d’ondelettes de log-regression fonctionne mal dans ce cas; et (IV) en général, l’estimateur complètement étendu de Whittle avec un polynôme locale (fully-extended local polynomial Whittle Fourier estimator) est préféré pour une utilisation pratique, et cet estimateur nécessite une bande (i.e. un nombre de fréquences utilisés dans l’estimation) plus grande que les autres estimateurs de Fourier considérés dans ces travaux.
Long memory, also called long range dependence (LRD), is commonly detected in the analysis of real-life time series data in many areas; for example, in finance, in econometrics, in hydrology, etc. Therefore the study of long-memory time series is of great value. The introduction of ARFIMA (fractionally autoregressive integrated…
Advisors/Committee Members: Guégan, Dominique (thesis director), Zheng, Weian (thesis director).
Subjects/Keywords: Séries chronologiques non linéaires; Mémoire longue; Dépendance à long terme; Non lineary time series data; Long memory; Long range dependence; 330
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APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
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APA (6th Edition):
Zhu, B. (2013). Analysis of non-stationary (seasonal/cyclical) long memory processes : L'analyse de processus non-stationnaire long mémoire saisonnier et cyclique. (Doctoral Dissertation). Paris 1; East China normal university (Shanghai). Retrieved from http://www.theses.fr/2013PA010013
Chicago Manual of Style (16th Edition):
Zhu, Beijia. “Analysis of non-stationary (seasonal/cyclical) long memory processes : L'analyse de processus non-stationnaire long mémoire saisonnier et cyclique.” 2013. Doctoral Dissertation, Paris 1; East China normal university (Shanghai). Accessed March 03, 2021.
http://www.theses.fr/2013PA010013.
MLA Handbook (7th Edition):
Zhu, Beijia. “Analysis of non-stationary (seasonal/cyclical) long memory processes : L'analyse de processus non-stationnaire long mémoire saisonnier et cyclique.” 2013. Web. 03 Mar 2021.
Vancouver:
Zhu B. Analysis of non-stationary (seasonal/cyclical) long memory processes : L'analyse de processus non-stationnaire long mémoire saisonnier et cyclique. [Internet] [Doctoral dissertation]. Paris 1; East China normal university (Shanghai); 2013. [cited 2021 Mar 03].
Available from: http://www.theses.fr/2013PA010013.
Council of Science Editors:
Zhu B. Analysis of non-stationary (seasonal/cyclical) long memory processes : L'analyse de processus non-stationnaire long mémoire saisonnier et cyclique. [Doctoral Dissertation]. Paris 1; East China normal university (Shanghai); 2013. Available from: http://www.theses.fr/2013PA010013
23.
Moreau, Mathieu.
Dépendance à l’alcool et Temporalité : du ratage à la rencontre inattendue : Alcohol dependence and Time : from failure to unexpected encounter.
Degree: Docteur es, Psychologie, 2019, Université de Paris (2019-....)
URL: http://www.theses.fr/2019UNIP7106
► La rencontre clinique avec des sujets alcoolodépendants pose la question de l’inscription temporelle. Ce travail de recherche vise à explorer à travers plusieurs situations cliniques,…
(more)
▼ La rencontre clinique avec des sujets alcoolodépendants pose la question de l’inscription temporelle. Ce travail de recherche vise à explorer à travers plusieurs situations cliniques, les liens intimes entre l’identité, la mémoire et la subjectivité à partir d’un regard croisé entre philosophie, psychanalyse et phénoménologie. Plusieurs phénomènes rendent compte de l’altération de ces trois dimensions constitutives de l’être-là : des évènements traumatiques passés se télescopent avec le présent et ils obturent le futur, des troubles mnésiques énigmatiques comme les blackouts alcooliques posent la question du maintien de soi dans le temps, le présent vivant et porteur d’espoirs pour le futur se resserre sur l’instant froid, le sujet est plongé dans l’attente angoissée d’une rechute. La présence à soi et au monde se trouble et le présent devient inhabitable. Cette série de traits psychopathologiques n’est pas le fait de l’alcool mais elle résulte d’une organisation de la personnalité qui nécessite cette substance pour réguler son économie psychique. L’alcool constitue pour l’éthylique une manière de reconstituer le temps à travers « un squelette temporel » qui le protège des affres de la discontinuité des évènements. Il manque au sujet dépendant à l’alcool le décalage nécessaire pour qu’une temporalisation de son expérience puisse se déployer. Le travail psychothérapeutique d’orientation psychanalytique introduit l’écart nécessaire pour que le « Je » puisse s’ouvrir au mouvement réflexif et se reconnaître dans une histoire dont le sujet devient le quasi-personnage. La « décongélation » du psychisme du sujet dépendant à l’alcool s’appuie sur la co-construction d’une histoire au sein d’un espace suffisamment étayant et sécure pour lui.
In clinical encounter with alcohol dependent subjects, inscription in time is questioned. Through several clinical situations, this research work aims to explore the links between identity, memory and subjectivity from a cross-section of philosophy, psychoanalysis and phenomenology. Several phenomena point out the alteration of these three parts of the Dasein: past traumatic events collide with the present and close the future, enigmatic memory disorders such as alcoholic blackouts question the self-identity in time, the living present and bearer of hopes for the future tightens on the cold moment; the subject is immersed in the anguished expectation of a relapse. Presence to oneself and to the world becomes troubled and the present becomes uninhabitable. This series of psychopathological traits is not the result of alcohol but is the result of a personality organization that requires this substance to regulate its psychic economy. Alcohol is for the patient a way of re-forming time through a “temporal skeleton” that protects him from the horrors of the discontinuity of events. The alcohol-dependent subject lacks the time lag necessary for a temporalization of his experience to unfold. The psychotherapeutic work of psychoanalytic orientation introduces the necessary gap so that the «I»…
Advisors/Committee Members: Caron, Rosa (thesis director).
Subjects/Keywords: Dépendance à l’alcool; Temporalité; Psychologue Clinicien; Traumatisme; Blackouts alcooliques; Alcohol dependence; Time; Clinical Psychologist; Traumatism; Alcoholics blackouts
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Moreau, M. (2019). Dépendance à l’alcool et Temporalité : du ratage à la rencontre inattendue : Alcohol dependence and Time : from failure to unexpected encounter. (Doctoral Dissertation). Université de Paris (2019-....). Retrieved from http://www.theses.fr/2019UNIP7106
Chicago Manual of Style (16th Edition):
Moreau, Mathieu. “Dépendance à l’alcool et Temporalité : du ratage à la rencontre inattendue : Alcohol dependence and Time : from failure to unexpected encounter.” 2019. Doctoral Dissertation, Université de Paris (2019-....). Accessed March 03, 2021.
http://www.theses.fr/2019UNIP7106.
MLA Handbook (7th Edition):
Moreau, Mathieu. “Dépendance à l’alcool et Temporalité : du ratage à la rencontre inattendue : Alcohol dependence and Time : from failure to unexpected encounter.” 2019. Web. 03 Mar 2021.
Vancouver:
Moreau M. Dépendance à l’alcool et Temporalité : du ratage à la rencontre inattendue : Alcohol dependence and Time : from failure to unexpected encounter. [Internet] [Doctoral dissertation]. Université de Paris (2019-....); 2019. [cited 2021 Mar 03].
Available from: http://www.theses.fr/2019UNIP7106.
Council of Science Editors:
Moreau M. Dépendance à l’alcool et Temporalité : du ratage à la rencontre inattendue : Alcohol dependence and Time : from failure to unexpected encounter. [Doctoral Dissertation]. Université de Paris (2019-....); 2019. Available from: http://www.theses.fr/2019UNIP7106

Queensland University of Technology
24.
Snguanyat, Ongorn.
Stochastic modelling of financial time series with memory and multifractal scaling.
Degree: 2009, Queensland University of Technology
URL: https://eprints.qut.edu.au/30240/
► Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour,…
(more)
▼ Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of…
Subjects/Keywords: Stock prices, electricity prices, exchange rates, financial stochastic, long-range dependence, short-range dependence, non-Gaussianity, heavy tails, α-stable distribution, fractional stochastic differential equation, Levy noise; the Gauss-Whittle contrast function, multifractal scaling, the continuous-time AR(∞) -type equations, Fisher's discriminant analysis, classification
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Snguanyat, O. (2009). Stochastic modelling of financial time series with memory and multifractal scaling. (Thesis). Queensland University of Technology. Retrieved from https://eprints.qut.edu.au/30240/
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Snguanyat, Ongorn. “Stochastic modelling of financial time series with memory and multifractal scaling.” 2009. Thesis, Queensland University of Technology. Accessed March 03, 2021.
https://eprints.qut.edu.au/30240/.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Snguanyat, Ongorn. “Stochastic modelling of financial time series with memory and multifractal scaling.” 2009. Web. 03 Mar 2021.
Vancouver:
Snguanyat O. Stochastic modelling of financial time series with memory and multifractal scaling. [Internet] [Thesis]. Queensland University of Technology; 2009. [cited 2021 Mar 03].
Available from: https://eprints.qut.edu.au/30240/.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Snguanyat O. Stochastic modelling of financial time series with memory and multifractal scaling. [Thesis]. Queensland University of Technology; 2009. Available from: https://eprints.qut.edu.au/30240/
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Virginia Tech
25.
Edwards, Samuel Zachary.
Forecasting Highly-Aggregate Internet Time Series Using Wavelet Techniques.
Degree: MS, Electrical and Computer Engineering, 2006, Virginia Tech
URL: http://hdl.handle.net/10919/33223
► The U.S. Coast Guard maintains a network structure to connect its nation-wide assets. This paper analyzes and models four highly aggregate traces of the traffic…
(more)
▼ The U.S. Coast Guard maintains a network structure to connect its nation-wide assets. This paper analyzes and models four highly aggregate traces of the traffic to/from the Coast Guard Data Network ship-shore nodes, so that the models may be used to predict future system demand. These internet traces (polled at 5â 40â intervals) are shown to adhere to a Gaussian distribution upon detrending, which imposes limits to the exponential distribution of higher
time-resolution traces. Wavelet estimation of the Hurst-parameter is shown to outperform estimation by another common method (Sample-Variances). The First Differences method of detrending proved problematic to this analysis and is shown to decorrelate AR(1) processes where 0.65< phi1 <1.35 and correlate AR(1) processes with phi1 <-0.25. The Hannan-Rissanen method for estimating (phi,theta) is employed to analyze this series and a one-step ahead forecast is generated.
Advisors/Committee Members: Mili, Lamine M. (committeechair), DaSilva, Luiz A. (committee member), Bell, Amy E. (committee member).
Subjects/Keywords: Long-range Dependence; Self-Similarity; Short-range Dependence; Hurst parameter; Time Series Analysis; Fractals; Wavelets; Forecast
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Edwards, S. Z. (2006). Forecasting Highly-Aggregate Internet Time Series Using Wavelet Techniques. (Masters Thesis). Virginia Tech. Retrieved from http://hdl.handle.net/10919/33223
Chicago Manual of Style (16th Edition):
Edwards, Samuel Zachary. “Forecasting Highly-Aggregate Internet Time Series Using Wavelet Techniques.” 2006. Masters Thesis, Virginia Tech. Accessed March 03, 2021.
http://hdl.handle.net/10919/33223.
MLA Handbook (7th Edition):
Edwards, Samuel Zachary. “Forecasting Highly-Aggregate Internet Time Series Using Wavelet Techniques.” 2006. Web. 03 Mar 2021.
Vancouver:
Edwards SZ. Forecasting Highly-Aggregate Internet Time Series Using Wavelet Techniques. [Internet] [Masters thesis]. Virginia Tech; 2006. [cited 2021 Mar 03].
Available from: http://hdl.handle.net/10919/33223.
Council of Science Editors:
Edwards SZ. Forecasting Highly-Aggregate Internet Time Series Using Wavelet Techniques. [Masters Thesis]. Virginia Tech; 2006. Available from: http://hdl.handle.net/10919/33223

NSYSU
26.
Lu, Chun-tai.
Exploring the Knowledge Sharing Intention of Business Employees with Relations Model Theory.
Degree: Master, Information Management, 2007, NSYSU
URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0716107-235231
► With a view to achieve the ultimate goal of a permanent development, operation, and growth, to any business and enterprise, the strategy of knowledge management…
(more)
▼ With a view to achieve the ultimate goal of a permanent development, operation, and growth, to any business and enterprise, the strategy of knowledge management must be reinforced, and the sooner the better. In despite of those new and high interests shown toward the organization-embedded knowledge, not much concrete finding has been obtained regarding how and why employees are reluctant to share what they know.
In our research, we proposed to base on the Relations Model Theory to explore how different relation models, cultivated and shaped by different corporate cultures, give their influences on the willingness of knowledge sharing from employees. In the mean
time, with a view to get closer to the realistic circumstance in the office, we give it a shot to include additional moderating variables, task inter-
dependence, as well as
time-of-cooperation, into our full research framework, aiming to see if they will disturb the influencing processes between the four principal relations and the willingness of employees to share their knowledge.
The result reflects the distinct impact from communal sharing and equality matching on the willingness of sharing, while a subtle but negative impact of market pricing on the sharing willingness. There is no clear effect of authority ranking. Furthermore, in the analysis of interaction mode including additional moderators, the result has exhibited that task inter-
dependence does moderate the relationship between communal sharing / equality matching / market pricing and the notion of sharing, while
time-of-cooperation also adjusts the influencing processes between communal sharing, equality matching, market pricing, and willingness of sharing.
This analysis and study grant us some clues regarding how corporate culture would eventually leverage employeesâ intention in sharing their knowledge, and advise the business organizations how they should correctly formulate the knowledge management strategy and activities to augment the knowledge inter-flows between employees.
Advisors/Committee Members: S.Y. Sun (chair), Tung-Ching Lin (committee member), Pei-Chen Sun (chair).
Subjects/Keywords: Knowledge sharing; Knowledge management; Relations Model Theory; Task Inter-dependence; Time of Cooperation
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Lu, C. (2007). Exploring the Knowledge Sharing Intention of Business Employees with Relations Model Theory. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0716107-235231
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Lu, Chun-tai. “Exploring the Knowledge Sharing Intention of Business Employees with Relations Model Theory.” 2007. Thesis, NSYSU. Accessed March 03, 2021.
http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0716107-235231.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Lu, Chun-tai. “Exploring the Knowledge Sharing Intention of Business Employees with Relations Model Theory.” 2007. Web. 03 Mar 2021.
Vancouver:
Lu C. Exploring the Knowledge Sharing Intention of Business Employees with Relations Model Theory. [Internet] [Thesis]. NSYSU; 2007. [cited 2021 Mar 03].
Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0716107-235231.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Lu C. Exploring the Knowledge Sharing Intention of Business Employees with Relations Model Theory. [Thesis]. NSYSU; 2007. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0716107-235231
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Universidade do Rio Grande do Sul
27.
Tófoli, Paula Virgínia.
Ensaios em modelagem de dependência em séries financeiras multivariadas utilizando cópulas.
Degree: 2013, Universidade do Rio Grande do Sul
URL: http://hdl.handle.net/10183/115528
► O presente trabalho foi motivado pela forte demanda por modelos de dependência mais precisos e realistas para aplicações a dados financeiros multivariados. A recente crise…
(more)
▼ O presente trabalho foi motivado pela forte demanda por modelos de dependência mais precisos e realistas para aplicações a dados financeiros multivariados. A recente crise financeira de 2007-2009 deixou claro quão importante é uma modelagem precisa da dependência para a avaliação correta do risco financeiro: percepções equivocadas sobre dependências extremas entre diferentes ativos foram um elemento importante da crise do subprime. O famoso teorema dc Sklar (1959) introduziu as cópulas como uma ferramenta para se modelar padrões de dependência mais sofisticados. Ele estabelece que qualquer função de distribuição conjunta ndimensional pode ser decomposta em suas n distribuições marginais e uma cópula, sendo que a última caracteriza completamente a dependência entre as variáveis. Enquanto existe uma variedade de famílias de cópulas bivariadas que podem descrever um amplo conjunto de dependências complexas, o conjunto de cópulas com dimensão mais elevada era bastante restrito até recentemente. Joe (1996) propôs uma construção de distribuições nmltivariadas baseada em pair-copulas (cópulas bivariadas), chamada pair-copula construction ou modelo de vine cópula, que reverteu esse problema. Nesta tese, desenvolvemos três ensaios que exploram a teoria de cópulas para obter modelos de dependência multivariados muito flexíveis para aplicações a dados financeiros. Patton (2006) estendeu o teorema de Sklar para o caso de distribuições condicionais e tornou o parâmetro de dependência da cópula variante no tempo. No primeiro ensaio, introduzimos um novo enfoque para modelar a dependência entre retornos financeiros internacionais ao longo do tempo, combinando cópulas; tempo-variantes e o modelo de mudança Markoviana. Aplicamos esses modelos de cópula e também os modelos propostos por Patton (2006), Jondeau e Rockinger (2006) e Silva Filho et al. (2012a) aos retornos dos índices FTSE 100, CAC 40 e DAX. Comparamos essas metodologias em termos das dinâmicas de dependência resultantes e das habilidades dos modelos em prever Valor em Risco (VaR). Interessantemente, todos os modelos identificam um longo período de alta dependência entre os retornos começando em 2007, quando a crise do subprime teve início oficialmente. Surpreendentemente, as cópulas elípticas mostram melhor desempenho na previsão dos quantis extremos dos retornos dos portfólios. No segundo ensaio, estendemos nosso estudo para o caso de n > 2 variáveis, usando o modelo de vine cópula para investigar a estrutura de dependência dos índices CAC 40, DAX, FTSE 100, S&P 500 e IBOVESPA, e, particularmente, checar a hipótese de dependência assimétrica nesse caso. Com base em nossos resultados empíricos, entretanto, essa hipótese não pode ser verificada. Talvez a dependência assimétrica com caudas inferiores mais fortes ocorra apenas temporariamente, o que sugere que a incorporação de variação temporal ao modelo de vine cópula pode melhorá-lo como ferramenta para modelar dados financeiros internacionais multivariados. Desta forma, no terceiro ensaio, introduzimos dinâmica no…
Advisors/Committee Members: Ziegelmann, Flavio Augusto.
Subjects/Keywords: Econometria; Asymmetric dependence; Modelo econométrico; Pair-copula constructions; Modelo estocástico; Regular vine; Time-varying copula; Modelo de previsão; Copula-GARCH.; Markov switching model; Value-at-risk
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Tófoli, P. V. (2013). Ensaios em modelagem de dependência em séries financeiras multivariadas utilizando cópulas. (Thesis). Universidade do Rio Grande do Sul. Retrieved from http://hdl.handle.net/10183/115528
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Tófoli, Paula Virgínia. “Ensaios em modelagem de dependência em séries financeiras multivariadas utilizando cópulas.” 2013. Thesis, Universidade do Rio Grande do Sul. Accessed March 03, 2021.
http://hdl.handle.net/10183/115528.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Tófoli, Paula Virgínia. “Ensaios em modelagem de dependência em séries financeiras multivariadas utilizando cópulas.” 2013. Web. 03 Mar 2021.
Vancouver:
Tófoli PV. Ensaios em modelagem de dependência em séries financeiras multivariadas utilizando cópulas. [Internet] [Thesis]. Universidade do Rio Grande do Sul; 2013. [cited 2021 Mar 03].
Available from: http://hdl.handle.net/10183/115528.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Tófoli PV. Ensaios em modelagem de dependência em séries financeiras multivariadas utilizando cópulas. [Thesis]. Universidade do Rio Grande do Sul; 2013. Available from: http://hdl.handle.net/10183/115528
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
28.
Brito, Carlos Stein Naves de.
Medidas de dependência entre séries temporais: estudo comparativo, análise estatística e aplicações em neurociências.
Degree: Mestrado, Bioinformática, 2010, University of São Paulo
URL: http://www.teses.usp.br/teses/disponiveis/95/95131/tde-12052013-133201/
;
► Medidas de dependência entre séries temporais são estudadas com a perspectiva de evidenciar como diferentes regiões do cérebro interagem, por meio da aplicação a sinais…
(more)
▼ Medidas de dependência entre séries temporais são estudadas com a perspectiva de evidenciar como diferentes regiões do cérebro interagem, por meio da aplicação a sinais eletrofisiológicos. Baseado na representação auto-regressiva e espectral de séries temporais, diferentes medidas são comparadas entre si, incluindo coerência espectral e a coerência parcial direcionada, e introduz-se uma nova medida, denominada transferência parcial direcionada. As medidas são analisadas pelas propriedades de parcialização, relações diretas ou indiretas e direcionalidade temporal, e são mostradas suas relações com a correlação quadrática. Conclui-se que, entre as medidas analisadas, a coerência parcial direcionada e a transferência parcial direcionada possuem o maior número de características desejáveis, fundamentadas no conceito de causalidade de Granger. A estatística assintótica é desenvolvida para todas as medidas, incluindo intervalo de confiança e teste de hipótese nula, assim como sua implementação computacional. A aplicação a séries simuladas e a análise de dados eletrofisiológicos reais ilustram o estudo comparativo e a aplicabilidade das novas estatísticas apresentadas.
Measures of dependence between temporal series are studied in the context of revealing how different brain regions interact, through their application to electrophysiology. Based on the spectral and autoregressive model of time series, different measures are compared, including coherence and partial directed coherence, and a new measure is introduced, named partial directed transfer. The measures are analyzed through the properties of partialization, direct or indirect relations and temporal directionality, and their relation to quadratic correlation is shown. It results that among the presented measures, partial directed coherence and partial directed transfer reveal the highest number of desirable properties, being grounded on the concept of Granger causality. The asymptotic statistics for all measures are developed, including confidence intervals and null hypothesis testing, as well as their computational implementation. The application to simulated series and the analysis of electrophysiological data illustrate the comparative study and the applicability of the newly presented statistics.
Advisors/Committee Members: Sameshima, Koichi.
Subjects/Keywords: Computational neuroscience; Conectividade funcional; Electrophysiology; Eletrofisiologia; Functional connectivity; Inferencia estatistica; Measure of dependence; Medidas de dependencia; Neurociencia computacional; Series temporais; Statistical inference; Time series
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❌
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Chicago ·
MLA ·
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APA (6th Edition):
Brito, C. S. N. d. (2010). Medidas de dependência entre séries temporais: estudo comparativo, análise estatística e aplicações em neurociências. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/95/95131/tde-12052013-133201/ ;
Chicago Manual of Style (16th Edition):
Brito, Carlos Stein Naves de. “Medidas de dependência entre séries temporais: estudo comparativo, análise estatística e aplicações em neurociências.” 2010. Masters Thesis, University of São Paulo. Accessed March 03, 2021.
http://www.teses.usp.br/teses/disponiveis/95/95131/tde-12052013-133201/ ;.
MLA Handbook (7th Edition):
Brito, Carlos Stein Naves de. “Medidas de dependência entre séries temporais: estudo comparativo, análise estatística e aplicações em neurociências.” 2010. Web. 03 Mar 2021.
Vancouver:
Brito CSNd. Medidas de dependência entre séries temporais: estudo comparativo, análise estatística e aplicações em neurociências. [Internet] [Masters thesis]. University of São Paulo; 2010. [cited 2021 Mar 03].
Available from: http://www.teses.usp.br/teses/disponiveis/95/95131/tde-12052013-133201/ ;.
Council of Science Editors:
Brito CSNd. Medidas de dependência entre séries temporais: estudo comparativo, análise estatística e aplicações em neurociências. [Masters Thesis]. University of São Paulo; 2010. Available from: http://www.teses.usp.br/teses/disponiveis/95/95131/tde-12052013-133201/ ;
29.
Jovanović Slađana.
Procena interakcije i vremena odziva biosignala pri različitim modalitetima fizioloških povratnih sprega.
Degree: 2017, University of Novi Sad
URL: https://www.cris.uns.ac.rs/DownloadFileServlet/Disertacija147608405383654.pdf?controlNumber=(BISIS)102029&fileName=147608405383654.pdf&id=6955&source=OATD&language=en
;
https://www.cris.uns.ac.rs/record.jsf?recordId=102029&source=OATD&language=en
► Teza istražuje mogućnost korišćenja kopule u finoj analizi međusobne zavisnosti kardiovaskularnih signala. U tu svrhu korišćene su različite GoF (Goodness of Fit) tehnike i…
(more)
▼ Teza istražuje mogućnost korišćenja kopule u finoj analizi međusobne zavisnosti kardiovaskularnih signala. U tu svrhu korišćene su različite GoF (Goodness of Fit) tehnike i matematički alati bazirani na kopuli. Predložena metoda određuje nivo zavisnosti kao funkciju vremenskog kašnjenja signala pulsnog intervala u odnosu na signal sistoličkog krvnog pritiska i omogućuje uvid u mehanizme otkucaj-po-otkucaj regulacije krvnog pritiska. Farmakološka validacija je izvedena administracijom lekova koji inhibiraju autonomni nervni sistem, pri čemu su dobijeni rezultati imali jasan fiziološki odziv.
The thesis investigates a possibility to apply a copula method for a more refined analysis of mutual dependency of cardiovascular signals. Different GoF (Goodness of Fit) techniques and mathematical tools based on copula are applied to prove this possibility. Proposed method determines the level of dependency of the pulse interval response in respect to the systolic blood pressure for different time lags and provides further insight into the beat-to-beat regulation of blood pressure. Pharmacological validation of the method was performed by administration of autonomic blockers drugs, as the obtained copula response was in accordance with the physiological interpretation.
Advisors/Committee Members: Bajić Dragana, Bojović Živko, Ralević Nebojša, Japundžić Žigon Nina, Milovanović Branislav.
Subjects/Keywords: Kopula, vremenski pomeraj, dinamička multivarijantna zavisnost, sistolički krvni pritisak, pulsni interval; copula, time lag, pharmacological blockade, dynamic multivariate dependence, systolic blood pressure, pulse interval
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Slađana, J. (2017). Procena interakcije i vremena odziva biosignala pri različitim modalitetima fizioloških povratnih sprega. (Thesis). University of Novi Sad. Retrieved from https://www.cris.uns.ac.rs/DownloadFileServlet/Disertacija147608405383654.pdf?controlNumber=(BISIS)102029&fileName=147608405383654.pdf&id=6955&source=OATD&language=en ; https://www.cris.uns.ac.rs/record.jsf?recordId=102029&source=OATD&language=en
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Chicago Manual of Style (16th Edition):
Slađana, Jovanović. “Procena interakcije i vremena odziva biosignala pri različitim modalitetima fizioloških povratnih sprega.” 2017. Thesis, University of Novi Sad. Accessed March 03, 2021.
https://www.cris.uns.ac.rs/DownloadFileServlet/Disertacija147608405383654.pdf?controlNumber=(BISIS)102029&fileName=147608405383654.pdf&id=6955&source=OATD&language=en ; https://www.cris.uns.ac.rs/record.jsf?recordId=102029&source=OATD&language=en.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
MLA Handbook (7th Edition):
Slađana, Jovanović. “Procena interakcije i vremena odziva biosignala pri različitim modalitetima fizioloških povratnih sprega.” 2017. Web. 03 Mar 2021.
Vancouver:
Slađana J. Procena interakcije i vremena odziva biosignala pri različitim modalitetima fizioloških povratnih sprega. [Internet] [Thesis]. University of Novi Sad; 2017. [cited 2021 Mar 03].
Available from: https://www.cris.uns.ac.rs/DownloadFileServlet/Disertacija147608405383654.pdf?controlNumber=(BISIS)102029&fileName=147608405383654.pdf&id=6955&source=OATD&language=en ; https://www.cris.uns.ac.rs/record.jsf?recordId=102029&source=OATD&language=en.
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
Council of Science Editors:
Slađana J. Procena interakcije i vremena odziva biosignala pri različitim modalitetima fizioloških povratnih sprega. [Thesis]. University of Novi Sad; 2017. Available from: https://www.cris.uns.ac.rs/DownloadFileServlet/Disertacija147608405383654.pdf?controlNumber=(BISIS)102029&fileName=147608405383654.pdf&id=6955&source=OATD&language=en ; https://www.cris.uns.ac.rs/record.jsf?recordId=102029&source=OATD&language=en
Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Texas A&M University
30.
Nair, Aravind R.
Characterization of thermo-mechanical and long-term behaviors of multi-layered composite materials.
Degree: MS, Mechanical Engineering, 2009, Texas A&M University
URL: http://hdl.handle.net/1969.1/ETD-TAMU-1821
► This study presents characterization of thermo-mechanical viscoelastic and long-term behaviors of thick-section multi-layered fiber reinforced polymer composite materials. The studied multi-layered systems belong to a…
(more)
▼ This study presents characterization of thermo-mechanical viscoelastic and long-term
behaviors of thick-section multi-layered fiber reinforced polymer composite materials.
The studied multi-layered systems belong to a class of thermo-rheologically complex
materials, in which both stress and temperature affect the
time-dependent material
response. The multi-layered composites consist of alternating layers of unidirectional
fiber (roving) and randomly oriented continuous filament mat. Isothermal creep-recovery
tests at various stresses and temperatures are performed on E-glass/vinylester and Eglass/
polyester off-axis specimens. Analytical representation of a nonlinear single
integral equation is applied to model the thermo-mechanical viscoelastic responses for
each off-axis specimen. Long-term material behaviors are then obtained through vertical
and horizontal
time shifting using analytical and graphical shifting procedures. Linear
extrapolation of transient creep compliance is used to extend the material responses for
longer times. The extended long-term creep strains of the uniaxial E-glass/vinylester
specimens are verified with the long-term experimental data of Scott and Zureick (1998).
A sensitivity analyses is then conducted to examine the impact of error in material
parameter characterizations to the overall long-term material behaviors. Finally, the
calibrated long-term material parameters are used to study the long-term behavior of
multi-layered composite structures. For this purpose, an integrated micromechanical
material and finite element structural analyses is employed. Previously developed
viscoelastic micromodels of multi-layered composites are used to generate the effective
nonlinear viscoelastic responses of the studied composite systems and then implemented
as a material subroutine in Abaqus finite element code. Several long-term composite
structures are analyzed, that is; I-shaped columns and flat panels under axial compression, and a sandwich beam under the point bending and transmission tower under
lateral forces. It is shown that the integrated micromechanical-finite element model is
capable of predicting the long-term behavior of the multilayered composite structures.
Advisors/Committee Members: Muliana, Anastasia H (advisor), Hogan, Harry (committee member), Masad, Eyad (committee member).
Subjects/Keywords: FRP; Multi-Layered; Viscoelastic; Composite Materials; Creep; Time-Temperature-Stress dependence
Record Details
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❌
APA ·
Chicago ·
MLA ·
Vancouver ·
CSE |
Export
to Zotero / EndNote / Reference
Manager
APA (6th Edition):
Nair, A. R. (2009). Characterization of thermo-mechanical and long-term behaviors of multi-layered composite materials. (Masters Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-1821
Chicago Manual of Style (16th Edition):
Nair, Aravind R. “Characterization of thermo-mechanical and long-term behaviors of multi-layered composite materials.” 2009. Masters Thesis, Texas A&M University. Accessed March 03, 2021.
http://hdl.handle.net/1969.1/ETD-TAMU-1821.
MLA Handbook (7th Edition):
Nair, Aravind R. “Characterization of thermo-mechanical and long-term behaviors of multi-layered composite materials.” 2009. Web. 03 Mar 2021.
Vancouver:
Nair AR. Characterization of thermo-mechanical and long-term behaviors of multi-layered composite materials. [Internet] [Masters thesis]. Texas A&M University; 2009. [cited 2021 Mar 03].
Available from: http://hdl.handle.net/1969.1/ETD-TAMU-1821.
Council of Science Editors:
Nair AR. Characterization of thermo-mechanical and long-term behaviors of multi-layered composite materials. [Masters Thesis]. Texas A&M University; 2009. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-1821
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