Robust estimation for structural time series models.

This thesis aims at developing robust methods of estimation in order to draw valid inference from contaminated time series. We concentrate on additive and innovation outliers in structural time series models using a state space representation. The parameters of interest are the state, hyperparameters and coefficients of explanatory variables. Three main contributions evolve from the research. Firstly, a filter named the approximate Gaussian sum filter is proposed to cope with noisy disturbances in both the transition and measurement equations. Secondly, the Kalman filter is robustified by carrying over the M-estimation of scale for i.i.d observations to time-dependent data. Thirdly, robust regression techniques are implemented to modify the generalised least squares transformation procedure to deal with explanatory variables in time series models. All the above procedures are tested against standard non-robust estimation methods for time series by means of simulations. Two real examples are also included

The Effect Of Different Pineapple Ripeness On The Physicochemical, Microbiological Properties Of Fermented Kefir Drink

MD2 pineapple consists of 6 indices of ripeness according to Malaysian Standards (2018) but only two ripeness stage was used in this experiment which were Index 2 that represented unripe while Index 4 represents ripe stage. It was found that pineapple can make a good substrate for the making of non-dairy probiotic drink such as kefir drink by fermenting MD2 pineapple juice together with water kefir grains. However, different ripeness of pineapple could yield different properties of the fermented kefir drink, therefore unripe stage (Index 2) and ripe stage (Index 4) were selected to evaluate and to study the effect of different ripeness of the MD2 pineapple on the physicochemical and microbiological properties of the fermented kefir drink in this experiment so that an alternative non-dairy probiotic drink can be produced to replace dairy probiotic drink for vegetarians and lactose intolerance consumers. The pineapple kefir was made by adding 5 g of kefir (5%) and 100 ml of the pineapple juice. Then, the fermentation was conducted at a temperature of 25 ºC for 24 hours

Simulation For Performance Of Container Operations In The Yard Of Westport Klang

Seaports and container terminal operation is one of the most important assets for a country because it can contribute income to develop a country. Furthermore, it can help to make a country well known in a world because trading with other country throughports. The performance of the container terminal operation is very important. As we know that the container operation is a very complex and dynamic system. This is because each operation requires different resources and equipment assigned to it. Therefore the efficiency in the assigning and utilization of this equipment and resources will determine the performance of container terminal operation. In this research, simulation and modeling is used to study the performance of the container terminal operation in Westport, Klang because simulation and modeling is the best tool to study dynamic and complex operations. Furthermore, it will reduce the cost of the company because the users can use the simulation model to do some experimentation before real implementation. The simulation software, which is used in this study is called Arena Simulation Software. The container operation in Westport, Klang will be model in this software. This model will measure the performance of this port from the aspect of utilization and the busiest of the prime movers and Rubber Tyre Gantrys in the yard. Furthermore, this model can do a lot of experimentation or 'What-If' analysis so that the users can test it before real implementation is done. Therefore, this model will reduced the cost of the company

Exploring Secondary Students\u27 Modelling Competencies

Mathematical modelling is a very important component in the teaching and learning of mathematics. In Malaysia, educators require more exposure to mathematical modelling it is still a new pedagogical method in classrooms. Modelling tasks that require students to construct a mathematical model would be a good start in developing modelling competencies. In this study, the authors investigate three mathematical modelling competencies of secondary students in the state of Selangor through a qualitative analysis of 20 students (divided into four groups) responses based on one modelling task developed by the researchers. The three modelling competencies we focus in this study are (1) making assumption; (2) computing and interpreting solution; and (3) mathematical reasoning. Our findings indicate that most students were basic users while a small percentage reached the proficient users level. With more engagement with the modelling tasks, students would able to acquire the modelling competencies and also develop their modelling skills. This would contribute to the meaningful learning of mathematics

Financial Liberalization and Monetary Policy Cooperation in East Asia

As the countries in East Asia embark on financial liberalization, a key issue that confronts policymakers is the greater complexity of risks that is injected into the financial system. In particular, capital account liberalization may potentially increase the vulnerability of individual countries to external financial shocks. This paper advocates the optimally cascading of financial liberalization that is consistent across three dimensions: extent of domestic financial liberalization; the degree of exchange rate flexibility; and the scope of capital account liberalization. Unless the process of liberalization is properly managed, it could provoke destabilizing capital flows and lead to volatile exchange rates. Smooth responses to fluctuating capital flows require accelerated institutional reforms in individual countries and an upgraded regional financial infrastructure. We argue that informal monetary arrangements, sequenced from simple to more intensive commitments, can go a long way in improving sovereign and regional institutions both to handle ongoing financial liberalization and to promote intra-regional currency stability.

Computation of current-resistance photovoltaic model using reverse triangular number for photovoltaic emulator application

PV emulator (PVE) is a power supply that produces similar current‑voltage (I‑V) characteristic as the PV module. It simplifies the testing of the PV system during the development phase. Since the output voltage and current of the PVE change based on various factors (load, irradiance and temperature), the computation of the operating point for the PVE is crucial. The resistance feedback control strategy is a robust and fast approach to find the operating point for the PVE. Nonetheless, it uses an uncommon current‑resistance PV model, which cannot be computed using the conventional approach. This work introduces the reverse triangular number to compute the PV model and obtained the operating point of the PVE. The reverse triangular number is based on the variable step sizes that allow fast computation of the PV model. The operating point is then used by the PI controller and the buck converter to produce the output voltage and current similar to the PV module. The results show that the reverse triangular number is able to compute the PV model accurately. In addition, the proposed PVE not only works well with resistive load but adapts accurately under the integration with maximum power point tracking converter