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Full-Text Articles in Physical Sciences and Mathematics

Analysis And Tectonic Synthesis Of The Multiscale Structures Along The Shangdan Tectonic Zone In The Qinling Orogenic Belt, China, Mengmeng Qu May 2018

Analysis And Tectonic Synthesis Of The Multiscale Structures Along The Shangdan Tectonic Zone In The Qinling Orogenic Belt, China, Mengmeng Qu

Electronic Thesis and Dissertation Repository

Geological structures occur on a vast range of scales in Earth’s lithosphere. Because Earth’s lithosphere is rheologically heterogeneous, a multiscale approach is necessary to relate these structures to the tectonic history of orogens. One such approach, called the multi-order power-law approach (MOPLA), has been developed recently. In this study, MOPLA is applied to the Shangdan tectonic zone (SDTZ) in the Qinling orogenic belt (QOB). The kinematics of the SDTZ and its relation to the country rock deformation are crucial questions for Qinling tectonics, having both been the subject of debate for decades. Detailed work is conducted along the SDTZ to …


Analysis Challenges For High Dimensional Data, Bangxin Zhao Apr 2018

Analysis Challenges For High Dimensional Data, Bangxin Zhao

Electronic Thesis and Dissertation Repository

In this thesis, we propose new methodologies targeting the areas of high-dimensional variable screening, influence measure and post-selection inference. We propose a new estimator for the correlation between the response and high-dimensional predictor variables, and based on the estimator we develop a new screening technique termed Dynamic Tilted Current Correlation Screening (DTCCS) for high dimensional variables screening. DTCCS is capable of picking up the relevant predictor variables within a finite number of steps. The DTCCS method takes the popular used sure independent screening (SIS) method and the high-dimensional ordinary least squares projection (HOLP) approach as its special cases.

Two methods …


Putting Fürer's Algorithm Into Practice With The Bpas Library, Linxiao Wang Apr 2018

Putting Fürer's Algorithm Into Practice With The Bpas Library, Linxiao Wang

Electronic Thesis and Dissertation Repository

Fast algorithms for integer and polynomial multiplication play an important role in scientific computing as well as other disciplines. In 1971, Schönhage and Strassen designed an algorithm that improved the multiplication time for two integers of at most n bits to O(log n log log n). In 2007, Martin Fürer presented a new algorithm that runs in O (n log n · 2 ^O(log* n)) , where log*n is the iterated logarithm of n. We explain how we can put Fürer’s ideas into practice for multiplying polynomials over a prime field Z/pZ, which characteristic is a Generalized Fermat prime of …


Biobutanol Production From Cellulosic And Sugar-Based Feedstock From The Corn Plant, Reyna Gomez-Flores Apr 2018

Biobutanol Production From Cellulosic And Sugar-Based Feedstock From The Corn Plant, Reyna Gomez-Flores

Electronic Thesis and Dissertation Repository

In this thesis, biobutanol production by biological fermentation was investigated from the corn plant, integrating two approaches. The first one was to utilize corn cobs, a cellulosic-based material. The second, using a new sugar-based material, sugarcorn juice. Utilizing suitable Clostridia strains for each substrate, these approaches converged into a biorefinery concept to produce renewable biofuels in Ontario, Canada. The corn cob pretreatment was carried out by a dilute acid method resulting in temperature as the variable with most significant effect towards glucose liberation. The enzymatic hydrolysis was performed utilizing a very low concentration of an enzymatic stock solution with approximately …


A Framework For Modelling User Activity Preferences, Roberto Barboza Junior Apr 2018

A Framework For Modelling User Activity Preferences, Roberto Barboza Junior

Electronic Thesis and Dissertation Repository

The availability of location data increases every day and brings the opportunity to mine these data and extract valuable knowledge about human behaviour. More specifically, these data may contain information about users’ activities, which can enable, for example, services to improve advertising campaigns or enhance the user experience of a mobile application. However, several techniques ignore the fact that users’ context other than location and time, such as weather conditions, influences their behaviour. Moreover, several studies focus only on a single data source, addressing either data collected without any type of user interaction, such as GPS data, or data spontaneously …


Properties And Computation Of The Inverse Of The Gamma Function, Folitse Komla Amenyou Apr 2018

Properties And Computation Of The Inverse Of The Gamma Function, Folitse Komla Amenyou

Electronic Thesis and Dissertation Repository

We explore the approximation formulas for the inverse function of Γ. The inverse function of Γ is a multivalued function and must be computed branch by branch. We compare three approximations for the principal branch Γ̌ 0 . Plots and numerical values show that the choice of the approximation depends on the domain of the arguments, specially for small arguments. We also investigate some iterative schemes and find that the Inverse Quadratic Interpolation scheme is better than Newton’s scheme for improving the initial approximation. We introduce the contours technique for extending a real-valued function into the complex plane using two …


On The Reduction Of The Driving Force In Shear-Driven Flows, Sakib Shadman Apr 2018

On The Reduction Of The Driving Force In Shear-Driven Flows, Sakib Shadman

Electronic Thesis and Dissertation Repository

In shear-driven flows, an external driving force is needed to maintain the relative movement of horizontal plates. This thesis presents a systematic analysis on using spatially periodic heating and grooved surfaces to control this force. It is found that the use of periodic heating creates a buoyancy-driven effect that always reduces this force. The use of proper heating may even lead to the complete elimination of this force. It is further found that the use of isothermal grooved surfaces always enhances flow resistance, resulting in an increase of this force. When grooves and heating are applied together, their interaction induces …


Statistical Applications In Healthcare Systems, Maryam Mojalal Apr 2018

Statistical Applications In Healthcare Systems, Maryam Mojalal

Electronic Thesis and Dissertation Repository

This thesis consists of three contributing manuscripts related to waiting times with possible applications in health care. The first manuscript is inspired by a practical problem related to decision making in an emergency department (ED). As short-run predictions of ED censuses are particularly important for efficient allocation and management of ED resources we model ED changes and present estimations for short term (hourly) ED censuses at each time point. We present a Markov-chain based algorithm to make census predictions in near future.

Considering the variation in arrival pattern and service requirements, we apply and compare three models which best describe …


High Resolution Spectroscopy Of The Hyades Giants, Antonio Martinez Apr 2018

High Resolution Spectroscopy Of The Hyades Giants, Antonio Martinez

Electronic Thesis and Dissertation Repository

The four K0IIIHyades red clump giants, γ , δ , ϵ , and θ 1Tauri, are ideal candidates for cool star research. They are easily observable at a distance of only 47 pc and one star, ϵ Tauri, is a suspected Maunder minimum star. These stars also provide a useful opportunity to investigate the nature of the photospheric velocity field, and assess the effectiveness of a range of spectroscopic tools including the merits of the microturbulence-macroturbulence approach to the study of cool star spectra. High resolution (λ /Δ λ ∼ 100,000) exposures, taken from January 2001 to October 2008 in …


An Investigation Of Hydrothermal Veins Along The Foy Offset Dyke, Sudbury Impact Structure, Ontario, Sarah Ann Codyre Apr 2018

An Investigation Of Hydrothermal Veins Along The Foy Offset Dyke, Sudbury Impact Structure, Ontario, Sarah Ann Codyre

Electronic Thesis and Dissertation Repository

A multi-stage hydrothermal system is related to the 1.85 Ga Sudbury impact structure. This system began in the Sudbury Igneous Complex (SIC) and radiated outward along the offset dykes. Through the combination of orientation measurements of veins in the field, petrography and geochemistry of these veins, this study has determined that there are four types of hydrothermal epidote-quartz veins categorized by their orientation, petrography and geochemistry. This study discovered that there are general trends with increasing distance from the SIC along the Foy Offset Dyke. From this it can be concluded that this is in fact SIC-driven hydrothermal event not …


Computational And Analytical Modelling Of Droplet-Macroion Interactions, Myong In Oh Apr 2018

Computational And Analytical Modelling Of Droplet-Macroion Interactions, Myong In Oh

Electronic Thesis and Dissertation Repository

Charged droplets involving macromolecules undergo distinct disintegration mechanisms and shape deformations as a consequence of droplet-macroion interactions. Three general classes of droplet-macroion interactions that have been identified in the Consta group are: contiguous extrusion of a linear macroion from a droplet, "pearl-necklace" droplet conformations, and "star"-shaped droplets. This dissertation probes in a systematic manner the onset and various outcomes of macroion-droplet interactions, using atomistic molecular dynamics and realistic examples of solvent and macromolecules.

When the charge-squared-to-volume ratio of a droplet is below but near a threshold value, certain flexible macromolecules, such as poly(ethylene glycol), extrude from a droplet, induced by …


Compact Sensing Platforms Based On Localized Surface Plasmon Resonance, Zhutian Ding Apr 2018

Compact Sensing Platforms Based On Localized Surface Plasmon Resonance, Zhutian Ding

Electronic Thesis and Dissertation Repository

The development of plasmonic sensors mainly focuses on the improvement of their sensitivities that are approaching the theoretical limit. This work aims to propose, fabricate and characterize compact sensing platforms that are highly adaptable and easy to be miniaturized, without compromising their sensitivities. A plasmonic sensing system that allows the excitation of localized surface plasmon resonance (LSPR) by individual waveguide modes is presented conceptually and experimentally. Another compact sensing platform is proposed based on the ensemble hypothesis developed in this thesis.


High-Resolution Allostratigraphy And Sedimentology Of Santonian - Early Campanian Wapiabi Formation In Southern Alberta, Western Canada Foreland Basin, El Mahadia I. Mohammed Apr 2018

High-Resolution Allostratigraphy And Sedimentology Of Santonian - Early Campanian Wapiabi Formation In Southern Alberta, Western Canada Foreland Basin, El Mahadia I. Mohammed

Electronic Thesis and Dissertation Repository

Within a 90,000 km2 study area in SW Alberta, Santonian – basal Campanian strata of the upper Wapiabi Formation are dominated by marine rocks that thin westward from ~300 ~180 m over ~300 km, reflecting apparently spatially uniform flexural subsidence driven by the static load of the orogen. A high-resolution allostratigraphic framework established ten allomembers grouped in four informal tectono-stratigraphic ‘units’, three of which were previously recognized in NW Alberta. In the north and east, the formation is dominated by mudstone organized in numerous metre-scale siltier- and sandier-upward parasequences. A lack of clinoforms and abundant wave-formed sedimentary structures suggest that …


Polarimetric Sar As A Tool For Remote Sensing Salt Diapirs, Axel Heiberg Island, Nunavut, Elise M. Harrington Apr 2018

Polarimetric Sar As A Tool For Remote Sensing Salt Diapirs, Axel Heiberg Island, Nunavut, Elise M. Harrington

Electronic Thesis and Dissertation Repository

The costs and hazards associated with traditional geological mapping have driven rapid advancement of remote predictive mapping techniques using satellite data. However, few studies have implemented synthetic aperture radar for geology. This study uses quad-polarimetric RADARSAT-2 and PALSAR-1 data to produce circular polarization ratio images over Axel Heiberg Island, Nunavut, Canada. These images are used to characterize the radar properties of gypsum and anhydrite diapirs and secondary salt deposits that have been mapped using visible and near infrared, short wave infrared, and thermal infrared spectroscopy. Diapiric salt outcrops appear rough in radar at the C-Band and L-Band (cm-dm) scales, whereas …


Computational Modelling Of Human Transcriptional Regulation By An Information Theory-Based Approach, Ruipeng Lu Apr 2018

Computational Modelling Of Human Transcriptional Regulation By An Information Theory-Based Approach, Ruipeng Lu

Electronic Thesis and Dissertation Repository

ChIP-seq experiments can identify the genome-wide binding site motifs of a transcription factor (TF) and determine its sequence specificity. Multiple algorithms were developed to derive TF binding site (TFBS) motifs from ChIP-seq data, including the entropy minimization-based Bipad that can derive both contiguous and bipartite motifs. Prior studies applying these algorithms to ChIP-seq data only analyzed a small number of top peaks with the highest signal strengths, biasing their resultant position weight matrices (PWMs) towards consensus-like, strong binding sites; nor did they derive bipartite motifs, disabling the accurate modelling of binding behavior of dimeric TFs.

This thesis presents a novel …


Modeling Of Suspended Sediment Concentration Using Conventional And Machine Learning Approaches, In Thames River, Canada, Issam Mohamed Apr 2018

Modeling Of Suspended Sediment Concentration Using Conventional And Machine Learning Approaches, In Thames River, Canada, Issam Mohamed

Electronic Thesis and Dissertation Repository

Water resource management, planning, hydraulic design, environmental conservation, reservoir management and operation all require reliable information and data about Suspended Sediment Concentration (SSC). To predict such data, direct sampling and Sediment Rating Curves (SRC) are commonly utilized. Since direct sampling can be risky during extreme weather events and SRC cannot provide satisfactorily dependable results, engineers are trying to propose new precise fore-casting approaches. Various soft computing techniques have been applied to model different hydrological and environmental problems and have showed promising results in this regard. Although many studies have been performed to simulate the phenomena of SSC at numerous rivers …


Pelee: A Real-Time Object Detection System On Mobile Devices, Jun Wang Apr 2018

Pelee: A Real-Time Object Detection System On Mobile Devices, Jun Wang

Electronic Thesis and Dissertation Repository

There has been a rising interest in running high-quality Convolutional Neural Network (CNN) models under strict constraints on memory and computational budget. A number of efficient architectures have been proposed in recent years, for example, MobileNet, ShuffleNet, and NASNet-A. However, all these architectures are heavily dependent on depthwise separable convolution which lacks efficient implementation in most deep learning frameworks. Meanwhile, there are few studies that combine efficient models with fast object detection algorithms. This research tries to explore the design of an efficient CNN architecture for both image classification tasks and object detection tasks. We propose an efficient architecture named …


Multiresonant Anisotropic Nanostructures For Plasmon-Mediated Spectroscopies, Gregory Q. Wallace Mar 2018

Multiresonant Anisotropic Nanostructures For Plasmon-Mediated Spectroscopies, Gregory Q. Wallace

Electronic Thesis and Dissertation Repository

To detect and analyze molecular species of interest, analytical sciences and technologies exploit the variation in the chemical properties associated with the analytes. Techniques involving vibrational spectroscopy rely on the unique response observed when a molecule interacts with light. Although these methods can provide the specificity needed for detection, they are traditionally hindered by the need for large quantities of material, and long acquisition times. To minimize these issues, advancements in plasmon-enhanced techniques, such as surface-enhanced Raman spectroscopy (SERS) and surface-enhanced infrared absorption (SEIRA) are being made. Such techniques make use of the strong interaction between an optical field and …


Advances In Semi-Nonparametric Density Estimation And Shrinkage Regression, Hossein Zareamoghaddam Mar 2018

Advances In Semi-Nonparametric Density Estimation And Shrinkage Regression, Hossein Zareamoghaddam

Electronic Thesis and Dissertation Repository

This thesis advocates the use of shrinkage and penalty techniques for estimating the parameters of a regression model that comprises both parametric and nonparametric components and develops semi-nonparametric density estimation methodologies that are applicable in a regression context.

First, a moment-based approach whereby a univariate or bivariate density function is approximated by means of a suitable initial density function that is adjusted by a linear combination of orthogonal polynomials is introduced. Such adjustments are shown to be mathematically equivalent to making use of standard polynomials in one or two variables. Once extended to apply to density estimation, in which case …


Study On The Surface Features Of Preg-Robbing Carbonaceous Matter During Oxidation Treatment, Mana Pourdasht Mar 2018

Study On The Surface Features Of Preg-Robbing Carbonaceous Matter During Oxidation Treatment, Mana Pourdasht

Electronic Thesis and Dissertation Repository

Carbonaceous gold ores have the ability to adsorb gold (I) cyanide from leach solutions during processing. This phenomenon, known as preg-robbing, is responsible for poor recoveries as the carbonaceous materials of the ore compete with activated carbon used during the leaching and adsorption phase of processing. Chemical oxidation of carbonaceous materials by different reagents has been utilized to investigate and compare the mechanism of Au (CN)2 adsorption onto carbonaceous materials prior to and following the treatment.

The procedure for characterization of the carbonaceous materials (plain and modified) in the sample combines the use of several analytical techniques and test …


Crystallization Processes And Solubility Of Columbite-(Mn), Tantalite-(Mn), Microlite, Pyrochlore, Wodginite And Titanowodginite In Highly Fluxed Haplogranitic Melts, Alysha G. Mcneil Mar 2018

Crystallization Processes And Solubility Of Columbite-(Mn), Tantalite-(Mn), Microlite, Pyrochlore, Wodginite And Titanowodginite In Highly Fluxed Haplogranitic Melts, Alysha G. Mcneil

Electronic Thesis and Dissertation Repository

Niobium and tantalum are critical metals that are necessary for many modern technologies such as smartphones, computers, cars, etc. Ore minerals of niobium and tantalum are typically associated with pegmatites and include columbite, tantalite, wodginite, titanowodginite, microlite and pyrochlore. Solubility and crystallization mechanisms of columbite-(Mn) and tantalite-(Mn) have been extensively studied in haplogranitic melts, with little research into other ore minerals. A new method of synthesis has been developed enabling synthesis of columbite-(Mn), tantalite-(Mn), hafnon, zircon, and titanowodginite for use in experiments at temperatures ≤ 850 °C and 200 MPa, conditions attainable by cold seal pressure vessels.

Solubilities of wodginite, …


Migratory Movements Of The True Armyworm (Mythimna Unipuncta) (Haworth): An Investigation Using Naturally Occurring Stable Hydrogen Isotopes, Kyle Doward Mar 2018

Migratory Movements Of The True Armyworm (Mythimna Unipuncta) (Haworth): An Investigation Using Naturally Occurring Stable Hydrogen Isotopes, Kyle Doward

Electronic Thesis and Dissertation Repository

A number of lepidopteran agricultural pests cannot overwinter in Canada and the annual populations each summer are the result of immigration. In most years densities are low but sporadically there are major outbreaks resulting in serious economic losses. Currently, the detection of potential epidemics is based on pheromone trap catch data in the spring, which leaves a very short window for farmers to intervene if there are high numbers of immigrants. It is accepted that immigrant moth species originate from the USA but we are unsure of whether they originate from one geographic source area every year or if it …


Electrochemical And Corrosion Examination Of Copper Under Deep Geologic Conditions For The Application Of Nuclear Waste Containers, Taylor L. Martino Mar 2018

Electrochemical And Corrosion Examination Of Copper Under Deep Geologic Conditions For The Application Of Nuclear Waste Containers, Taylor L. Martino

Electronic Thesis and Dissertation Repository

Copper is the selected material for the fabrication of nuclear fuel waste containers in Sweden, Finland and Canada due to its corrosion resistance in the anoxic aqueous environments, anticipated in deep geological repositories. A potential oxidant for copper is bisulphide produced either by the dissolution of minerals or by sulphate-reducing bacteria. The primary goals of this thesis were to determine the mechanism of corrosion of copper in bisulphide environments and to investigate the chemistry of the bentonite porewater that will ultimately be in contact with the copper container.

The mechanism of sulphide film growth and the details of copper corrosion …


Calcium Isotopes In Natural And Experimental Carbonated Silicate Melts, Matthew Maloney Feb 2018

Calcium Isotopes In Natural And Experimental Carbonated Silicate Melts, Matthew Maloney

Electronic Thesis and Dissertation Repository

The calcium stable isotopic compositions of mantle-sourced rocks and minerals were investigated to better understand the carbon cycle in the Earth’s mantle. Bulk carbonatites and kimberlites were analyzed to identify a geochemical signature of carbonatite magmatism, while inter-mineral fractionation was measured in co-existing Ca-bearing carbonate and silicate minerals. Bulk samples show a range of composition deviating from the bulk silicate Earth δ44/40Ca composition indicating signatures of magmatic processes or marine carbonate addition to source materials. Δ44/40Cacarbonate-silicate values range from -0.55‰ to +1.82‰ and positively correlate with Ca/Mg ratios in pyroxenes. A series of experiments designed …


Exploring The Synthesis, Structure, And Reactivity Of Phosphorus-Chalcogen Heterocycles, Cameron Graham Feb 2018

Exploring The Synthesis, Structure, And Reactivity Of Phosphorus-Chalcogen Heterocycles, Cameron Graham

Electronic Thesis and Dissertation Repository

In recent years, the field of low-coordinate main group chemistry has seen significant research interest due to their unique structures and unprecedented reactivity. Conversely, the area of phosphinidene chalcogenides, a low-coordinate phosphorus and chalcogen species, have yet to be thoroughly explored. In this context, this dissertation describes the synthesis of a number of phosphorus-chalcogen heterocycles that can be degraded to provide stoichiometric access to low-coordinate phosphorus species. The ability for successful P-Ch transfer relies on using a bulky m-terphenyl group at phosphorus that provides enough steric bulk to kinetically stabilize the phosphorus centre, but also accommodating enough to allow …


Stratigraphy Of The Upper Silurian To Middle Devonian, Southwestern Ontario, Shuo Sun Feb 2018

Stratigraphy Of The Upper Silurian To Middle Devonian, Southwestern Ontario, Shuo Sun

Electronic Thesis and Dissertation Repository

The upper Silurian–Middle Devonian succession was dominated by carbonate and evaporite deposits, with minor siliciclastic sedimentation, and a significant hiatus across the Siluro-Devonian (S-D) boundary in southwestern Ontario. The stratigraphic units include, in ascending order: Late Silurian Bass Islands/Bertie formations and Salina G Unit, the Devonian Oriskany Formation, Bois Blanc Formation (including Springvale Member), Detroit River Group (including the Lucas, Amherstburg and Sylvania formations), Onondaga Formation, and Dundee Formation.

Below the S-D unconformity, the upper Silurian Bass Islands/Bertie formations are predominantly dolostone of peritidal-sabkha origin and episodic subaerial exposure. Revised stratigraphic correlation shows that the Bertie Formation is older than …


The Addition Of Alkynes To Low-Valent Silicon Compounds: A Mechanistic Study, Andrew T. Henry Feb 2018

The Addition Of Alkynes To Low-Valent Silicon Compounds: A Mechanistic Study, Andrew T. Henry

Electronic Thesis and Dissertation Repository

The mechanism for the addition of alkynes to low-valent silicon compounds was investigated in this thesis using a cyclopropyl alkyne mechanistic probe (1.31). The addition of alkyne 1.31 to the asymmetrically-substituted disilene 1.37 was investigated. The structures of the products obtained indicate the reaction proceeds through a stepwise mechanism with a biradical intermediate and the dipole moment of the disilene bond was not sufficient to alter the reaction mechanism.

The addition of alkyne 1.31 to the NHC-stabilized silylene 1.38 was also investigated. The structure of the product formed in the reaction lead to two conclusions: that silylene 1.38 …


Modelling The Common Risk Among Equities Using A New Time Series Model, Jingjia Chu Feb 2018

Modelling The Common Risk Among Equities Using A New Time Series Model, Jingjia Chu

Electronic Thesis and Dissertation Repository

A new additive structure of multivariate GARCH model is proposed where the dynamic changes of the conditional correlation between the stocks are aggregated by the common risk term. The observable sequence is divided into two parts, a common risk term and an individual risk term, both following a GARCH type structure. The conditional volatility of each stock will be the sum of these two conditional variance terms. All the conditional volatility of the stock can shoot up together because a sudden peak of the common volatility is a sign of the system shock.

We provide sufficient conditions for strict stationarity …


Numerical Studies Of Electrohydrodynamic Flow Induced By Corona And Dielectric Barrier Discharges, Chaoao Shi Feb 2018

Numerical Studies Of Electrohydrodynamic Flow Induced By Corona And Dielectric Barrier Discharges, Chaoao Shi

Electronic Thesis and Dissertation Repository

Electrohyrodynamic (EHD) flow produced by gas discharges allows the control of airflow through electrostatic forces. Various promising applications of EHD can be considered, but this requires a deeper understanding of the physical mechanisms involved.

This thesis investigates the EHD flow generated by three forms of gas discharge. First, a multiple pin-plate EHD dryer associated with the positive corona discharge is studied using a stationary model. Second, the dynamics of a dielectric barrier discharge (DBD) plasma actuator is simulated with a time-dependent solver. Third, different configurations of the extended DBD are explored to enhance the EHD flow.

The results of the …


Some Applications Of Higher-Order Hidden Markov Models In The Exotic Commodity Markets, Heng Xiong Feb 2018

Some Applications Of Higher-Order Hidden Markov Models In The Exotic Commodity Markets, Heng Xiong

Electronic Thesis and Dissertation Repository

The liberalisation of regional and global commodity markets over the last several decades resulted in certain commodity price behaviours that require new modelling and estimation approaches. Such new approaches have important implications to the valuation and utilisation of commodity derivatives. Derivatives are becoming increasingly crucial for market participants in hedging their exposure to volatile price swings and in managing risks associated with derivative trading. The modelling of commodity-based variables is an integral part of risk management and optimal-investment strategies for commodity-linked portfolios. The characteristics of commodity price evolution cannot be captured sufficiently by one-state driven models even with the inclusion …