141 resultados para stock order flow model


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Coupling of a flow cell based on a liquid core waveguide (LCW) to flow systems for spectro photometric measurements was critically evaluated. Flow-based systems with and without chemical reactions were exploited to estimate the increase in analytical signal in comparison to those obtained with a conventional I cm cell under different experimental conditions. The Schlieren effect associated to intense concentration gradients in the sample zone was investigated with model solutions that do not absorb visible electromagnetic radiation. The effect of radiation scattering was lower than the expected by considering the increase in the optical path, being the magnitude of the perturbation up to 40% higher for the 100-cm LCW cell. Several alternatives for compensation of the Schlieren effect were experimentally investigated. The potentiality of the LCW for turbidimetric measurements and coupling to monosegmented flow analysis was also evaluated. (C) 2008 Elsevier B.V. All rights reserved.

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An improved flow-based procedure is proposed for turbidimetric sulphate determination in waters. The flow system was designed with solenoid micro-pumps in order to improve mixing conditions and minimize reagent consumption as well as waste generation. Stable baselines were observed in view of the pulsed flow characteristic of the systems designed with solenoid micro-pumps, thus making the use of washing solutions unnecessary. The nucleation process was improved by stopping the flow prior to the measurement, thus avoiding the need of sulphate addition. When a 1-cm optical path flow cell was employed, linear response was achieved within 20-200 mg L(-1), described by the equation S = -0.0767 + 0.00438C (mg L(-1)), r = 0.999. The detection limit was estimated as 3 mg L(-1) at the 99.7% confidence level and the coefficient of variation was 2.4% (n = 20). The sampling rate was estimated as 33 determinations per hour. A long pathlength (100-cm) flow cell based on a liquid core waveguide was exploited to increase sensitivity in turbidimetry. Baseline drifts were avoided by a periodical washing step with EDTA in alkaline medium. Linear response was observed within 7-16 mg L(-1), described by the equation S = -0.865 + 0.132C (mg L(-1)), r = 0.999. The detection limit was estimated as 150 mu g L(-1) at the 99.7% confidence level and the coefficient of variation was 3.0% (n = 20). The sampling rate was estimated as 25 determinations per hour. The results obtained for freshwater and rain water samples were in agreement with those achieved by batch turbidimetry at the 95% confidence level. (C) 2008 Elsevier B.V All rights reserved.

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The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual minority game (MG) models do not exhibit multifractality, we study here one of its variants that does. We show that the nonsynchronous MG models in the nonergodic phase is multifractal and in this sense, together with other stylized facts, constitute a better modeling tool. Using the structure function (SF) approach we detected the stationary and the scaling range of the time series generated by the MG model and, from the linear (non-linear) behavior of the SF we identified the fractal (multifractal) regimes. Finally, using the wavelet transform modulus maxima (WTMM) technique we obtained its multifractal spectrum width for different dynamical regimes. (C) 2009 Elsevier Ltd. All rights reserved.

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The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

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In this paper, a novel wire-mesh sensor based on permittivity (capacitance) measurements is applied to generate images of the phase fraction distribution and investigate the flow of viscous oil and water in a horizontal pipe. Phase fraction values were calculated from the raw data delivered by the wire-mesh sensor using different mixture permittivity models. Furthermore, these data were validated against quick-closing valve measurements. Investigated flow patterns were dispersion of oil in water (Do/w) and dispersion of oil in water and water in oil (Do/w&w/o). The Maxwell-Garnett mixing model is better suited for Dw/o and the logarithmic model for Do/w&w/o flow pattern. Images of the time-averaged cross-sectional oil fraction distribution along with axial slice images were used to visualize and disclose some details of the flow.

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This paper discusses the integrated design of parallel manipulators, which exhibit varying dynamics. This characteristic affects the machine stability and performance. The design methodology consists of four main steps: (i) the system modeling using flexible multibody technique, (ii) the synthesis of reduced-order models suitable for control design, (iii) the systematic flexible model-based input signal design, and (iv) the evaluation of some possible machine designs. The novelty in this methodology is to take structural flexibilities into consideration during the input signal design; therefore, enhancing the standard design process which mainly considers rigid bodies dynamics. The potential of the proposed strategy is exploited for the design evaluation of a two degree-of-freedom high-speed parallel manipulator. The results are experimentally validated. (C) 2010 Elsevier Ltd. All rights reserved.

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This paper presents new experimental flow boiling heat transfer results in micro-scale tubes. The experimental data were obtained in a horizontal 2.3 mm I.D stainless steel tube with heating length of 464 mm, R134a and R245fa as working fluids, mass velocities ranging from 50 to 700 kg m(-2) s(-1), heat flux from 5 to 55 kW m(-2), exit saturation temperatures of 22, 31 and 41 degrees C, and vapor qualities ranging from 0.05 to 0.99. Flow pattern characterization was also performed from images obtained by high-speed filming. Heat transfer coefficient results from 1 to 14 kW m(-2) K(-1) were measured. It was found that the heat transfer coefficient is a strong function of heat flux, mass velocity and vapor quality. The experimental data were compared against ten flow boiling predictive methods from the literature. Liu and Winterton [3], Zhang et al. [5] and Saitoh et al. [6] worked best for both fluids, capturing most of the experimental heat transfer trends. (C) 2010 Elsevier Ltd. All rights reserved.

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Recently semi-empirical models to estimate flow boiling heat transfer coefficient, saturated CHF and pressure drop in micro-scale channels have been proposed. Most of the models were developed based on elongated bubbles and annular flows in the view of the fact that these flow patterns are predominant in smaller channels. In these models, the liquid film thickness plays an important role and such a fact emphasizes that the accurate measurement of the liquid film thickness is a key point to validate them. On the other hand, several techniques have been successfully applied to measure liquid film thicknesses during condensation and evaporation under macro-scale conditions. However, although this subject has been targeted by several leading laboratories around the world, it seems that there is no conclusive result describing a successful technique capable of measuring dynamic liquid film thickness during evaporation inside micro-scale round channels. This work presents a comprehensive literature review of the methods used to measure liquid film thickness in macro- and micro-scale systems. The methods are described and the main difficulties related to their use in micro-scale systems are identified. Based on this discussion, the most promising methods to measure dynamic liquid film thickness in micro-scale channels are identified. (C) 2009 Elsevier Inc. All rights reserved.

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This work extends a previously presented refined sandwich beam finite element (FE) model to vibration analysis, including dynamic piezoelectric actuation and sensing. The mechanical model is a refinement of the classical sandwich theory (CST), for which the core is modelled with a third-order shear deformation theory (TSDT). The FE model is developed considering, through the beam length, electrically: constant voltage for piezoelectric layers and quadratic third-order variable of the electric potential in the core, while meclianically: linear axial displacement, quadratic bending rotation of the core and cubic transverse displacement of the sandwich beam. Despite the refinement of mechanical and electric behaviours of the piezoelectric core, the model leads to the same number of degrees of freedom as the previous CST one due to a two-step static condensation of the internal dof (bending rotation and core electric potential third-order variable). The results obtained with the proposed FE model are compared to available numerical, analytical and experimental ones. Results confirm that the TSDT and the induced cubic electric potential yield an extra stiffness to the sandwich beam. (C) 2007 Elsevier Ltd. All rights reserved.

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The machining of hardened steels has always been a great challenge in metal cutting, particularly for drilling operations. Generally, drilling is the machining process that is most difficult to cool due to the tool`s geometry. The aim of this work is to determine the heat flux and the coefficient of convection in drilling using the inverse heat conduction method. Temperature was assessed during the drilling of hardened AISI H13 steel using the embedded thermocouple technique. Dry machining and two cooling/lubrication systems were used, and thermocouples were fixed at distances very close to the hole`s wall. Tests were replicated for each condition, and were carried out with new and worn drills. An analytical heat conduction model was used to calculate the temperature at tool-workpiece interface and to define the heat flux and the coefficient of convection. In all tests using new and worn out drills, the lowest temperatures and decrease of heat flux were observed using the flooded system, followed by the MQL, considering the dry condition as reference. The decrease of temperature was directly proportional to the amount of lubricant applied and was significant in the MQL system when compared to dry cutting. (C) 2011 Elsevier Ltd. All rights reserved.

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This work deals with the main contributions of human resource dimensions for the environmental management in a company. While the specialized literature concerning the technical aspects of environmental management expands, there is a gap in the bibliography: integrated approaches between human resource dimensions and environmental management. An extensive bibliographical review was undertaken in order to systematize the human resource dimensions and their contributions concerning the effectiveness of the environmental management system. A model that analyses the relationships between these dimensions and the typical phases of an environmental management system is presented, within a perspective of application for academicians and managers. (c) 2006 Elsevier Ltd. All rights reserved.

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This paper analyses the presence of financial constraint in the investment decisions of 367 Brazilian firms from 1997 to 2004, using a Bayesian econometric model with group-varying parameters. The motivation for this paper is the use of clustering techniques to group firms in a totally endogenous form. In order to classify the firms we used a hybrid clustering method, that is, hierarchical and non-hierarchical clustering techniques jointly. To estimate the parameters a Bayesian approach was considered. Prior distributions were assumed for the parameters, classifying the model in random or fixed effects. Ordinate predictive density criterion was used to select the model providing a better prediction. We tested thirty models and the better prediction considers the presence of 2 groups in the sample, assuming the fixed effect model with a Student t distribution with 20 degrees of freedom for the error. The results indicate robustness in the identification of financial constraint when the firms are classified by the clustering techniques. (C) 2010 Elsevier B.V. All rights reserved.

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This paper deals with the application of the lumped dissipation model in the analysis of reinforced concrete structures, emphasizing the nonlinear behaviour of the materials The presented model is based on the original models developed by Cipollina and Florez-Lopez (1995) [12]. Florez-Lopez (1995) [13] and Picon and Florez-Lopez (2000) [14] However, some modifications were introduced in the functions that control the damage evolution in order to improve the results obtained. The efficiency of the new approach is evaluated by means of a comparison with experimental results on reinforced concrete structures such as simply supported beams, plane frames and beam-to-column connections Finally, the adequacy of the numerical model representing the global behaviour of framed structures is investigated and the limits of the analysis are discussed (C) 2009 Elsevier Ltd All rights reserved

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Due to manufacturing or damage process, brittle materials present a large number of micro-cracks which are randomly distributed. The lifetime of these materials is governed by crack propagation under the applied mechanical and thermal loadings. In order to deal with these kinds of materials, the present work develops a boundary element method (BEM) model allowing for the analysis of multiple random crack propagation in plane structures. The adopted formulation is based on the dual BEM, for which singular and hyper-singular integral equations are used. An iterative scheme to predict the crack growth path and crack length increment is proposed. This scheme enables us to simulate the localization and coalescence phenomena, which are the main contribution of this paper. Considering the fracture mechanics approach, the displacement correlation technique is applied to evaluate the stress intensity factors. The propagation angle and the equivalent stress intensity factor are calculated using the theory of maximum circumferential stress. Examples of multi-fractured domains, loaded up to rupture, are considered to illustrate the applicability of the proposed method. (C) 2011 Elsevier Ltd. All rights reserved.

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This paper aims to investigate the influence of some dissolved air flotation (DAF) process variables (specifically: the hydraulic detention time in the contact zone and the supplied dissolved air concentration) and the pH values, as pretreatment chemical variables, on the micro-bubble size distribution (BSD) in a DAF contact zone. This work was carried out in a pilot plant where bubbles were measured by an appropriate non-intrusive image acquisition system. The results show that the obtained diameter ranges were in agreement with values reported in the literature (10-100mm), quite independently of the investigated conditions. The linear average diameter varied from 20 to 30mm, or equivalently, the Sauter (d(3,2)) diameter varied from 40 to 50mm. In all investigated conditions, D(50) was between 75% and 95%. The BSD might present different profile (with a bimodal curve trend), however, when analyzing the volumetric frequency distribution (in some cases with the appearance of peaks in diameters ranging from 90-100mm). Regarding volumetric frequency analysis, all the investigated parameters can modify the BSD in DAF contact zone after the release point, thus potentially causing changes in DAF kinetics. This finding prompts further research in order to verify the effect of these BSD changes on solid particle removal efficiency by DAF.