35 resultados para Production Inventory Model with Switching Time

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)


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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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A new concept and a preliminary study for a monocolumn floating unit are introduced, aimed at exploring and producing oil in ultradeep waters. This platform, which combines two relevant features-great oil storage capacity and dry tree production capability-comprises two bodies with relatively independent heave motions between them. A parametric model is used to define the main design characteristics of the floating units. A set of design alternatives is generated using this procedure. These solutions are evaluated in terms of stability requirements and dynamic response. A mathematical model is developed to estimate the first order heave and pitch motions of the platform. Experimental tests are carried out in order to calibrate this model. The response of each body alone is estimated numerically using the WAMIT (R) code. This paper also includes a preliminary study on the platform mooring system and appendages. The study of the heave plates presents the gain, in terms of decreasing the motions, achieved by the introduction of the appropriate appendages to the platform. [DOI: 10.1115/1.4001429]

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Two fundamental processes usually arise in the production planning of many industries. The first one consists of deciding how many final products of each type have to be produced in each period of a planning horizon, the well-known lot sizing problem. The other process consists of cutting raw materials in stock in order to produce smaller parts used in the assembly of final products, the well-studied cutting stock problem. In this paper the decision variables of these two problems are dependent of each other in order to obtain a global optimum solution. Setups that are typically present in lot sizing problems are relaxed together with integer frequencies of cutting patterns in the cutting problem. Therefore, a large scale linear optimizations problem arises, which is exactly solved by a column generated technique. It is worth noting that this new combined problem still takes the trade-off between storage costs (for final products and the parts) and trim losses (in the cutting process). We present some sets of computational tests, analyzed over three different scenarios. These results show that, by combining the problems and using an exact method, it is possible to obtain significant gains when compared to the usual industrial practice, which solve them in sequence. (C) 2010 The Franklin Institute. Published by Elsevier Ltd. All rights reserved.

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We investigate a neutrino mass model in which the neutrino data is accounted for by bilinear R-parity violating supersymmetry with anomaly mediated supersymmetry breaking. We focus on the CERN Large Hadron Collider (LHC) phenomenology, studying the reach of generic supersymmetry search channels with leptons, missing energy and jets. A special feature of this model is the existence of long-lived neutralinos and charginos which decay inside the detector leading to detached vertices. We demonstrate that the largest reach is obtained in the displaced vertices channel and that practically all of the reasonable parameter space will be covered with an integrated luminosity of 10 fb(-1). We also compare the displaced vertex reaches of the LHC and Tevatron.

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We present a method to simulate the Magnetic Barkhausen Noise using the Random Field Ising Model with magnetic long-range interaction. The method allows calculating the magnetic flux density behavior in particular sections of the lattice reticule. The results show an internal demagnetizing effect that proceeds from the magnetic long-range interactions. This demagnetizing effect induces the appearing of a magnetic pattern in the region of magnetic avalanches. When compared with the traditional method, the proposed numerical procedure neatly reduces computational costs of simulation. (c) 2008 Published by Elsevier B.V.

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In a sample of censored survival times, the presence of an immune proportion of individuals who are not subject to death, failure or relapse, may be indicated by a relatively high number of individuals with large censored survival times. In this paper the generalized log-gamma model is modified for the possibility that long-term survivors may be present in the data. The model attempts to separately estimate the effects of covariates on the surviving fraction, that is, the proportion of the population for which the event never occurs. The logistic function is used for the regression model of the surviving fraction. Inference for the model parameters is considered via maximum likelihood. Some influence methods, such as the local influence and total local influence of an individual are derived, analyzed and discussed. Finally, a data set from the medical area is analyzed under the log-gamma generalized mixture model. A residual analysis is performed in order to select an appropriate model.

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Proteins found in the root exudates are thought to play a role in the interactions between plants and soil organisms. To gain a better understanding of protein secretion by roots, we conducted a systematic proteomic analysis of the root exudates of Arabidopsis thaliana at different plant developmental stages. In total, we identified 111 proteins secreted by roots, the majority of which were exuded constitutively during all stages of development. However, defense-related proteins such as chitinases, glucanases, myrosinases, and others showed enhanced secretion during flowering. Defense-impaired mutants npr1-1 and NahG showed lower levels of secretion of defense proteins at flowering compared with the wild type. The flowering-defective mutants fca-1, stm-4, and co-1 showed almost undetectable levels of defense proteins in their root exudates at similar time points. In contrast, root secretions of defense-enhanced cpr5-2 mutants showed higher levels of defense proteins. The proteomics data were positively correlated with enzymatic activity assays for defense proteins and with in silico gene expression analysis of genes specifically expressed in roots of Arabidopsis. In conclusion, our results show a clear correlation between defense-related proteins secreted by roots and flowering time.

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Introduction: The vertebrae fixation system using pedicular screws is one of the most efficient methods to treat vertebral spine pathologies. When the screw is submitted to pullout strength, it causes internal tension near the medullar canal and this situation can be analyzed by using the photoelasticity technique. Objective: Were analyzed those internal tensions near the medullar canal of photoelastic vertebra models using different sizes of screws of the vertebral fixation system submitted to pullout strength. Methods: A lumbar vertebral model made of photoelastic material with three different USS1-type pedicular screw sizes (5, 6, and 7 mm) was used. The internal tensions around the screw were tested in 12 predetermined points by a plain transmission polaroscope. Results: The areas of greater tension concentration were between the medullar canal and the curves of the transverse process. Comparing the maximum average pulling tension, statistical differences were observed between screws 5 and 7, and 6 and 7. On the other hand, for screws 5 and 6, there were no significant differences. Conclusion: The study evidenced that the internal tensions are greater in irregular areas, next to the medullar canal, showing that this is a critical region.

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In this paper we have discussed inference aspects of the skew-normal nonlinear regression models following both, a classical and Bayesian approach, extending the usual normal nonlinear regression models. The univariate skew-normal distribution that will be used in this work was introduced by Sahu et al. (Can J Stat 29:129-150, 2003), which is attractive because estimation of the skewness parameter does not present the same degree of difficulty as in the case with Azzalini (Scand J Stat 12:171-178, 1985) one and, moreover, it allows easy implementation of the EM-algorithm. As illustration of the proposed methodology, we consider a data set previously analyzed in the literature under normality.

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We analyze by numerical simulations and mean-field approximations an asymmetric version of the stochastic sandpile model with height restriction in one dimension. Each site can have at most two particles. Single particles are inactive and do not move. Two particles occupying the same site are active and may hop to neighboring sites following an asymmetric rule. Jumps to the right or to the left occur with distinct probabilities. In the active state, there will be a net current of particles to the right or to the left. We have found that the critical behavior related to the transition from the active to the absorbing state is distinct from the symmetrical case, making the asymmetry a relevant field.

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We consider the raise and peel model of a one-dimensional fluctuating interface in the presence of an attractive wall. The model can also describe a pair annihilation process in disordered unquenched media with a source at one end of the system. For the stationary states, several density profiles are studied using Monte Carlo simulations. We point out a deep connection between some profiles seen in the presence of the wall and in its absence. Our results are discussed in the context of conformal invariance ( c = 0 theory). We discover some unexpected values for the critical exponents, which are obtained using combinatorial methods. We have solved known ( Pascal`s hexagon) and new (split-hexagon) bilinear recurrence relations. The solutions of these equations are interesting in their own right since they give information on certain classes of alternating sign matrices.

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We construct static soliton solutions with non-zero Hopf topological charges to a theory which is the extended Skyrme-Faddeev model with a further quartic term in derivatives. We use an axially symmetric ansatz based on toroidal coordinates, and solve the resulting two coupled nonlinear partial differential equations in two variables by a successive over-relaxation method. We construct numerical solutions with the Hopf charge up to 4. The solutions present an interesting behavior under the changes of a special combination of the coupling constants of the quartic terms.

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This paper deals with asymptotic results on a multivariate ultrastructural errors-in-variables regression model with equation errors Sufficient conditions for attaining consistent estimators for model parameters are presented Asymptotic distributions for the line regression estimators are derived Applications to the elliptical class of distributions with two error assumptions are presented The model generalizes previous results aimed at univariate scenarios (C) 2010 Elsevier Inc All rights reserved

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In many epidemiological studies it is common to resort to regression models relating incidence of a disease and its risk factors. The main goal of this paper is to consider inference on such models with error-prone observations and variances of the measurement errors changing across observations. We suppose that the observations follow a bivariate normal distribution and the measurement errors are normally distributed. Aggregate data allow the estimation of the error variances. Maximum likelihood estimates are computed numerically via the EM algorithm. Consistent estimation of the asymptotic variance of the maximum likelihood estimators is also discussed. Test statistics are proposed for testing hypotheses of interest. Further, we implement a simple graphical device that enables an assessment of the model`s goodness of fit. Results of simulations concerning the properties of the test statistics are reported. The approach is illustrated with data from the WHO MONICA Project on cardiovascular disease. Copyright (C) 2008 John Wiley & Sons, Ltd.

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We analyse the finite-sample behaviour of two second-order bias-corrected alternatives to the maximum-likelihood estimator of the parameters in a multivariate normal regression model with general parametrization proposed by Patriota and Lemonte [A. G. Patriota and A. J. Lemonte, Bias correction in a multivariate regression model with genereal parameterization, Stat. Prob. Lett. 79 (2009), pp. 1655-1662]. The two finite-sample corrections we consider are the conventional second-order bias-corrected estimator and the bootstrap bias correction. We present the numerical results comparing the performance of these estimators. Our results reveal that analytical bias correction outperforms numerical bias corrections obtained from bootstrapping schemes.