2 resultados para Discrete time pricing model

em Universidad de Alicante


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An empirical model based on constant flux is presented for chloride transport through concrete in atmospherical exposure conditions. A continuous supply of chlorides is assumed as a constant mass flux at the exposed concrete surface. The model is applied to experimental chloride profiles obtained from a real marine structure, and results are compared with the classical error-function model. The proposed model shows some advantages. It yields a better predictive capacity than the classical error-function model. The previously observed chloride surface concentration increases are compatible with the proposed model. Nevertheless, the predictive capacity of the model can fail if the concrete microstructure changes with time. The model seems to be appropriate for well-maturated concretes exposed to a marine environment in atmospherical conditions.

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A MATLAB-based computer code has been developed for the simultaneous wavelet analysis and filtering of several environmental time series, particularly focused on the analyses of cave monitoring data. The continuous wavelet transform, the discrete wavelet transform and the discrete wavelet packet transform have been implemented to provide a fast and precise time–period examination of the time series at different period bands. Moreover, statistic methods to examine the relation between two signals have been included. Finally, the entropy of curves and splines based methods have also been developed for segmenting and modeling the analyzed time series. All these methods together provide a user-friendly and fast program for the environmental signal analysis, with useful, practical and understandable results.