12 resultados para Optimal Portfolio Selection
em Cambridge University Engineering Department Publications Database
Resumo:
The uncertainty associated with a rainfall-runoff and non-point source loading (NPS) model can be attributed to both the parameterization and model structure. An interesting implication of the areal nature of NPS models is the direct relationship between model structure (i.e. sub-watershed size) and sample size for the parameterization of spatial data. The approach of this research is to find structural limitations in scale for the use of the conceptual NPS model, then examine the scales at which suitable stochastic depictions of key parameter sets can be generated. The overlapping regions are optimal (and possibly the only suitable regions) for conducting meaningful stochastic analysis with a given NPS model. Previous work has sought to find optimal scales for deterministic analysis (where, in fact, calibration can be adjusted to compensate for sub-optimal scale selection); however, analysis of stochastic suitability and uncertainty associated with both the conceptual model and the parameter set, as presented here, is novel; as is the strategy of delineating a watershed based on the uncertainty distribution. The results of this paper demonstrate a narrow range of acceptable model structure for stochastic analysis in the chosen NPS model. In the case examined, the uncertainties associated with parameterization and parameter sensitivity are shown to be outweighed in significance by those resulting from structural and conceptual decisions. © 2011 Copyright IAHS Press.
Resumo:
Almost all material selection problems require that a compromise be sought between some metric of performance and cost. Trade-off methods using utility functions allow optimal solutions to be found for two objective, but for three it is harder. This paper develops and demonstrates a method for dealing with three objectives.
Resumo:
The location of a flame front is often taken as the point of maximum OH gradient. Planar laser-induced fluorescence of OH can be used to obtain the flame front by extracting the points of maximum gradient. This operation is typically performed using an edge detection algorithm. The choice of operating parameters a priori poses significant problems of robustness when handling images with a range of signal-to-noise ratios. A statistical method of parameter selection originating in the image processing literature is detailed, and its merit for this application is demonstrated. A reduced search space method is proposed to decrease computational cost and render the technique viable for large data sets. This gives nearly identical output to the full method. These methods demonstrate substantial decreases in data rejection compared to the use of a priori parameters. These methods are viable for any application where maximum gradient contours must be accurately extracted from images of species or temperature, even at very low signal-to-noise ratios.
Resumo:
In this paper we present the process of designing an efficient speech corpus for the first unit selection speech synthesis system for Bulgarian, along with some significant preliminary results regarding the quality of the resulted system. As the initial corpus is a crucial factor for the quality delivered by the Text-to-Speech system, special effort has been given in designing a complete and efficient corpus for use in a unit selection TTS system. The targeted domain of the TTS system and hence that of the corpus is the news reports, and although it is a restricted one, it is characterized by an unlimited vocabulary. The paper focuses on issues regarding the design of an optimal corpus for such a framework and the ideas on which our approach was based on. A novel multi-stage approach is presented, with special attention given to language and speaker dependent issues, as they affect the entire process. The paper concludes with the presentation of our results and the evaluation experiments, which provide clear evidence of the quality level achieved. © 2011 Springer-Verlag.
Resumo:
Choosing a project manager for a construction project—particularly, large projects—is a critical project decision. The selection process involves different criteria and should be in accordance with company policies and project specifications. Traditionally, potential candidates are interviewed and the most qualified are selected in compliance with company priorities and project conditions. Precise computing models that could take various candidates’ information into consideration and then pinpoint the most qualified person with a high degree of accuracy would be beneficial. On the basis of the opinions of experienced construction company managers, this paper, through presenting a fuzzy system, identifies the important criteria in selecting a project manager. The proposed fuzzy system is based on IF-THEN rules; a genetic algorithm improves the overall accuracy as well as the functions used by the fuzzy system to make initial estimates of the cluster centers for fuzzy c-means clustering. Moreover, a back-propagation neutral network method was used to train the system. The optimal measures of the inference parameters were identified by calculating the system’s output error and propagating this error within the system. After specifying the system parameters, the membership function parameters—which by means of clustering and projection were approximated—were tuned with the genetic algorithm. Results from this system in selecting project managers show its high capability in making high-quality personnel predictions
Resumo:
A methodology for the analysis of building energy retrofits has been developed for a diverse set of buildings at the Royal Botanic Gardens (RBG), Kew in southwest London, UK. The methodology requires selection of appropriate building simulation tools dependent on the nature of the principal energy demand. This has involved the development of a stand-alone model to simulate the heat flow in botanical glasshouses, as well as stochastic simulation of electricity demand for buildings with high equipment density and occupancy-led operation. Application of the methodology to the buildings at RBG Kew illustrates the potential reduction in energy consumption at the building scale achievable from the application of retrofit measures deemed appropriate for heritage buildings and the potential benefit to be gained from onsite generation and supply of energy. © 2014 Elsevier Ltd.