Agricultural commodities pricing model applied to the Brazilian sugar market

This article suggests a pricing model for commodities used to produce biofuel. The model is based on the concept that the deterministic component of the Wiener process is not constant and depends on time and exogenous variables. The model, which incorporates theory of storage, the convenience yield and the seasonality of harvests, was applied in the Brazilian sugar market. After predictions were made with the Kalman filter, the model produced results that were statistically more accurate than those returned by the two-factor model available in the literature.

Effect of sample pre-cracking method and notch geometry in plane strain fracture toughness tests as applied to a PMMA resin

The influence of test method factors (notch shape, square or angular, and pre-cracking method, by tapping onto or pressing a razor blade) on the results obtained in plane strain fracture toughness test according to standard ASTM D5045 using SENB specimens made of a commercial PMMA resin were investigated. Results were analyzed quantitatively by comparing the obtained K-IC values and qualitatively by observing their effect on the Moire fringes observed using photoelasticity, showing that, at 95% significance level, the K-IC values are affected by the pre-cracking method, with the most conservative value being obtained when natural pre-cracks were introduced by tapping onto a razor blade (K-IC = 1.15 +/- 0.11 MPa.m(0.5)). This correlates with a perturbation in the stress field close to the pre-crack tip observed in the photoelasticity test sample when it was introduced by pressing the razor blade. Surprisingly, notch geometry only slightly affects the results. (C) 2012 Elsevier Ltd. All rights reserved.

Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance

In this paper, we carry out robust modeling and influence diagnostics in Birnbaum-Saunders (BS) regression models. Specifically, we present some aspects related to BS and log-BS distributions and their generalizations from the Student-t distribution, and develop BS-t regression models, including maximum likelihood estimation based on the EM algorithm and diagnostic tools. In addition, we apply the obtained results to real data from insurance, which shows the uses of the proposed model. Copyright (c) 2011 John Wiley & Sons, Ltd.

Ground-level ozone prediction using a neural network model based on meteorological variables and applied to the metropolitan area of Sao Paulo

A neural network model to predict ozone concentration in the Sao Paulo Metropolitan Area was developed, based on average values of meteorological variables in the morning (8:00-12:00 hr) and afternoon (13:00-17: 00 hr) periods. Outputs are the maximum and average ozone concentrations in the afternoon (12:00-17:00 hr). The correlation coefficient between computed and measured values was 0.82 and 0.88 for the maximum and average ozone concentration, respectively. The model presented good performance as a prediction tool for the maximum ozone concentration. For prediction periods from 1 to 5 days 0 to 23% failures (95% confidence) were obtained.

A Chaotic Approach of Differential Evolution Optimization Applied to Loudspeaker Design Problem

Over the past few years, the field of global optimization has been very active, producing different kinds of deterministic and stochastic algorithms for optimization in the continuous domain. These days, the use of evolutionary algorithms (EAs) to solve optimization problems is a common practice due to their competitive performance on complex search spaces. EAs are well known for their ability to deal with nonlinear and complex optimization problems. Differential evolution (DE) algorithms are a family of evolutionary optimization techniques that use a rather greedy and less stochastic approach to problem solving, when compared to classical evolutionary algorithms. The main idea is to construct, at each generation, for each element of the population a mutant vector, which is constructed through a specific mutation operation based on adding differences between randomly selected elements of the population to another element. Due to its simple implementation, minimum mathematical processing and good optimization capability, DE has attracted attention. This paper proposes a new approach to solve electromagnetic design problems that combines the DE algorithm with a generator of chaos sequences. This approach is tested on the design of a loudspeaker model with 17 degrees of freedom, for showing its applicability to electromagnetic problems. The results show that the DE algorithm with chaotic sequences presents better, or at least similar, results when compared to the standard DE algorithm and other evolutionary algorithms available in the literature.

Speed Neuro-fuzzy Estimator Applied To Sensorless Induction Motor Control

This work proposes the development of an Adaptive Neuro-fuzzy Inference System (ANFIS) estimator applied to speed control in a three-phase induction motor sensorless drive. Usually, ANFIS is used to replace the traditional PI controller in induction motor drives. The evaluation of the estimation capability of the ANFIS in a sensorless drive is one of the contributions of this work. The ANFIS speed estimator is validated in a magnetizing flux oriented control scheme, consisting in one more contribution. As an open-loop estimator, it is applied to moderate performance drives and it is not the proposal of this work to solve the low and zero speed estimation problems. Simulations to evaluate the performance of the estimator considering the vector drive system were done from the Matlab/Simulink(R) software. To determine the benefits of the proposed model, a practical system was implemented using a voltage source inverter (VSI) to drive the motor and the vector control including the ANFIS estimator, which is carried out by the Real Time Toolbox from Matlab/Simulink(R) software and a data acquisition card from National Instruments.

Neural coding tools, based on Information Theory, applied to discrete time series: from electrophysiology to neuroethology

This work is supported by Brazilian agencies Fapesp, CAPES and CNPq

Ammonia losses estimated by an open collector from urea applied to sugarcane straw

The quantification of ammonia (NH3) losses from sugarcane straw fertilized with urea can be performed with collectors that recover the NH3 in acid-treated absorbers. Thus, the use of an open NH3 collector with a polytetrafluoroethylene (PTFE)-wrapped absorber is an interesting option since its cost is low, handling easy and microclimatic conditions irrelevant. The aim of this study was to evaluate the efficiency of an open collector for quantifying NH3-N volatilized from urea applied over the sugarcane straw. The experiment was carried out in a sugarcane field located near Piracicaba, São Paulo, Brazil. The NH3-N losses were estimated using a semi-open static collector calibrated with 15N (reference method) and an open collector with an absorber wrapped in PTFE film. Urea was applied to the soil surface in treatments corresponding to rates of 50, 100, 150 and 200 kg ha-1 N. Applying urea-N fertilizer on sugarcane straw resulted in losses NH3-N up to 24 % of the applied rate. The amount of volatile NH3-N measured in the open and the semi-open static collector did not differ. The effectiveness of the collection system varied non-linearly, with an average value of 58.4 % for the range of 100 to 200 kg ha-1 of urea-N. The open collector showed significant potential for use; however, further research is needed to verify the suitability of the proposed method.

The 3C cooperation model applied to the classical requirement analysis

Aspects related to the users' cooperative work are not considered in the traditional approach of software engineering, since the user is viewed independently of his/her workplace environment or group, with the individual model generalized to the study of collective behavior of all users. This work proposes a process for software requirements to address issues involving cooperative work in information systems that provide distributed coordination in the users' actions and the communication among them occurs indirectly through the data entered while using the software. To achieve this goal, this research uses ergonomics, the 3C cooperation model, awareness and software engineering concepts. Action-research is used as a research methodology applied in three cycles during the development of a corporate workflow system in a technological research company. This article discusses the third cycle, which corresponds to the process that deals with the refinement of the cooperative work requirements with the software in actual use in the workplace, where the inclusion of a computer system changes the users' workplace, from the face to face interaction to the interaction mediated by the software. The results showed that the highest degree of users' awareness about their activities and other system users contribute to a decrease in their errors and in the inappropriate use of the system.

Reliability algorithms applied to reinforced concrete structures durability assessment

This paper addresses the analysis of probabilistic corrosion time initiation in reinforced concrete structures exposed to ions chloride penetration. Structural durability is an important criterion which must be evaluated in every type of structure, especially when these structures are constructed in aggressive atmospheres. Considering reinforced concrete members, chloride diffusion process is widely used to evaluate the durability. Therefore, at modelling this phenomenon, corrosion of reinforcements can be better estimated and prevented. These processes begin when a threshold level of chlorides concentration is reached at the steel bars of reinforcements. Despite the robustness of several models proposed in the literature, deterministic approaches fail to predict accurately the corrosion time initiation due to the inherently randomness observed in this process. In this regard, the durability can be more realistically represented using probabilistic approaches. A probabilistic analysis of ions chloride penetration is presented in this paper. The ions chloride penetration is simulated using the Fick's second law of diffusion. This law represents the chloride diffusion process, considering time dependent effects. The probability of failure is calculated using Monte Carlo simulation and the First Order Reliability Method (FORM) with a direct coupling approach. Some examples are considered in order to study these phenomena and a simplified method is proposed to determine optimal values for concrete cover.

Polymeric micelles and molecular modeling applied to the development of radiopharmaceuticals

Micelles composed of amphiphilic copolymers linked to a radioactive element are used in nuclear medicine predominantly as a diagnostic application. A relevant advantage of polymeric micelles in aqueous solution is their resulting particle size, which can vary from 10 to 100 nm in diameter. In this review, polymeric micelles labeled with radioisotopes including technetium (99mTc) and indium (111In), and their clinical applications for several diagnostic techniques, such as single photon emission computed tomography (SPECT), gamma-scintigraphy, and nuclear magnetic resonance (NMR), were discussed. Also, micelle use primarily for the diagnosis of lymphatic ducts and sentinel lymph nodes received special attention. Notably, the employment of these diagnostic techniques can be considered a significant tool for functionally exploring body systems as well as investigating molecular pathways involved in the disease process. The use of molecular modeling methodologies and computer-aided drug design strategies can also yield valuable information for the rational design and development of novel radiopharmaceuticals.

Study of surface free energy on a lattice-gas model applied to Liquid bridge

The pulmonary crackling and the formation of liquid bridges are problems that for centuries have been attracting the attention of scientists. In order to study these phenomena, it was developed a canonical cubic lattice-gas­ like model to explain the rupture of liquid bridges in lung airways [A. Alencar et al., 2006, PRE]. Here, we further develop this model and add entropy analysis to study thermodynamic properties, such as free energy and force. The simulations were performed using the Monte Carlo method with Metropolis algorithm. The exchange between gas and liquid particles were performed randomly according to the Kawasaki dynamics and weighted by the Boltzmann factor. Each particle, which can be solid (s), liquid (l) or gas (g), has 26 neighbors: 6 + 12 + 8, with distances 1, √2 and √3, respectively. The energy of a lattice's site m is calculated by the following expression: Em = ∑k=126 Ji(m)j(k) in witch (i, j) = g, l or s. Specifically, it was studied the surface free energy of the liquid bridge, trapped between two planes, when its height is changed. For that, was considered two methods. First, just the internal energy was calculated. Then was considered the entropy. It was fond no difference in the surface free energy between this two methods. We calculate the liquid bridge force between the two planes using the numerical surface free energy. This force is strong for small height, and decreases as the distance between the two planes, height, is increased. The liquid-gas system was also characterized studying the variation of internal energy and heat capacity with the temperature. For that, was performed simulation with the same proportion of liquid and gas particle, but different lattice size. The scale of the liquid-gas system was also studied, for low temperature, using different values to the interaction Jij.

Positron annihilation spectroscopy techniques applied to the study of an HPGe detector.

Doppler Broadening Spectroscopy of the large Ge crystal of an HPGe detector was perforrned using positrons from pair production of 6.13 MeV ϒ-rays from the 19F(p,αϒ) 16O reaction. Two HPGe detectors facing opposite sides of the Ge crystal acting as target provided both coincidence and singles spectra. Changes in the shape of the annihilation peak were observed when the high voltage applied to the target detector was switched on or off, amounting to somewhat less than 20% when the areas of equivalent energy intervals in the corresponding normalized spectra are compared.

The alpha-cluster model applied to 74Ge.

There are few studies using cluster models in the nuclei around the intermediate and heavy mass regions. The alpha-cluster model is based on the interaction between an alpha particle and a nucleus chosen as a core. This model can be applied to nuclear system where alpha-cluster stability is expected and the application in light and intermediate mass nuclei was able to give consistent descriptions of experimental data.

Multiscale fractal descriptors applied to nanoscale images

This work proposes the application of fractal descriptors to the analysis of nanoscale materials under different experimental conditions. We obtain descriptors for images from the sample applying a multiscale transform to the calculation of fractal dimension of a surface map of such image. Particularly, we have used the Bouligand-Minkowski fractal dimension. We applied these descriptors to discriminate between two titanium oxide films prepared under different experimental conditions. Results demonstrate the discrimination power of proposed descriptors in such kind of application.