16 resultados para Simulation-based methods


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Dissertação apresentada para obtenção do Grau de Doutor em Bioquímica pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia.A presente dissertação foi preparada no âmbito do convénio bilateral existente entre a Universidade Nova de Lisboa e a Universidade de Vigo.

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This study aims to replicate Apple’s stock market movement by modeling major investment profiles and investors. The present model recreates a live exchange to forecast any predictability in stock price variation, knowing how investors act when it concerns investment decisions. This methodology is particularly relevant if, just by observing historical prices and knowing the tendencies in other players’ behavior, risk-adjusted profits can be made. Empirical research made in the academia shows that abnormal returns are hardly consistent without a clear idea of who is in the market in a given moment and the correspondent market shares. Therefore, even when knowing investors’ individual investment profiles, it is not clear how they affect aggregate markets.

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Proceedings of the Information Technology Applications in Biomedicine, Ioannina - Epirus, Greece, October 26-28, 2006

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RESUMO - Enquadramento: O envelhecimento da população ocorre em todas as sociedades desenvolvidas, resultando num aumento da prevalência da dependência funcional, associado recorrentemente à presença de doenças crónicas. Estes novos padrões demográficos, epidemiológicos, implicando populações vulneráveis com necessidades específicas, resultam em desafios incontestáveis. Como resposta a este novo paradigma, em 2006, Portugal implementa a Rede Nacional de Cuidados Continuados Integrados (RNCCI). Finalidade/objectivos: Caracterização da população com base no perfil das necessidades auto-referidas pelas pessoas com ≥65 anos, com algum nível de independência/dependência nas actividades de vida diária e/ou com pelo menos uma doença crónica. Pretende-se, ainda, desenvolver uma metodologia que permita simular cenários que contribuam para o planeamento do número de camas para internamento de carácter permanente em Unidades de Longa Duração e Manutenção (ULDM) da RNCCI. Metodologia: Construção de dois indicadores: índice de independência/dependência e existência ou não de doenças crónicas. Análise estatística e caracterização, individual e conjunta, das variáveis sociodemográficas, socioeconómicas, auto-avaliação do estado de saúde, nível de independência/dependência e/ou existência de pelo menos uma doença crónica. Simulação de cenários com base nas metas definidas pela RNCCI para 2013. Resultados e Conclusões: Da aplicação do índice de independência/dependência, resulta que 78,8% são independentes na realização das actividades de vida diária e 21,2% apresentam algum nível de dependência. À excepção do Centro, todas as regiões apresentam padrões similares. Globalmente, os resultados obtidos vão de encontro aos enunciados na literatura internacional, realçando-se apenas alguns mais pertinentes: Observa-se uma predominância de mulheres idosas. Destaca-se também uma relação directa entre a idade e os níveis de dependência. As variáveis socioeconómicas indicam que a existência de algum nível de dependência tende a ser mais frequente entre os que têm menor escolaridade e rendimento. Em média o estado de saúde é auto-avaliado como mau, piorando com o aumento da idade e níveis de dependência mais acentuados e melhorando com o aumento da escolaridade. Da simulação de cenários destaca-se que, face às 4 camas previstas nas metas de 2013, seria de alocar em média 1,7 camas ou 1 cama ao internamento permanente em ULDM. Trabalhar em rede implica canais de comunicação. A incorporação da distribuição espacial das necessidades e serviços com recurso aos sistemas de informação geográfica torna-se numa mais-valia. Possibilita avaliar hipóteses, análises sustentadas e disseminação de informação e resultados, contribuindo para um planeamento, monitorização e avaliação mais eficaz e eficiente das actividades do sector da saúde. ---------------------------------- ABSTRACT - Background: Population aging occurs in all developed societies resulting in an increased prevalence of functional dependence, frequently associated with the presence of chronic diseases. These new demographic and epidemiological patterns, which include dependency ad vulnerability situations, with specific needs, result in undeniable challenges. In response to this new paradigm, in 2006, Portugal implements the National Network for Integrated Care (RNCCI). Aim/Objectives: Characterize the population based on the self-reported needs of ≥65 year’s people, with some level of independence/dependency in activities of daily living and/or with at least one chronic disease. Also intends to develop a methodological approach that allows scenarios simulation which contributes to the planning of the number of permanent inpatient beds in Long Term Care Units (ULDM) of RNCCI. Methods: Construction of two indicators: independence/dependence index and existence of chronic diseases. Statistical analysis and characterization, individually and jointly, of sociodemographics, socioeconomics, selfassessment of health status, level of independence/dependence and/or existence of at least one chronic disease variables. Scenarios simulation based on RNCCI targets set for 2013. Results and Conclusions: According with independence/dependence index, 78.8% are independent in carrying out the activities of daily living and 21.2% have some level of dependency. With the exception of the Centroregion, all regions have similar patterns. Generally, the results are concordant with international literature, highlighting here only some of the most relevant results: A predominance of older women is observed. A direct relationship between age and levels of dependence is emphasized. Socio-economic variables indicate that the existence of some level of dependency tends to be more frequent among those with lower income and education levels. On average, health status is self-assessed as poor, being even more critical with aging and higher dependency level. On the other hand, high education levels are related with better health status. Scenarios simulations highlights that, based on 4 beds considered in the 2013 planned goals, an average of 1.7 or 1 beds in ULDM should be allocated to permanent inpatient beds. Networking involves communication channels. The incorporation of spatial distribution of needs and services using geographical information systems becomes an added value. It enables hypothesis, evaluation, sustainable analysis and information and results dissemination, contributing to a more effective and efficient planning, monitoring and assessment of the health sector activities.

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This project proposes an approach for supporting Indoor Navigation Systems using Pedestrian Dead Reckoning-based methods and by analyzing motion sensor data available in most modern smartphones. Processes suggested in this investigation are able to calculate the distance traveled by a user while he or she is walking. WLAN fingerprint- based navigation systems benefit from the processes followed in this research and results achieved to reduce its workload and improve its positioning estimations.

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Dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science in Geospatial Technologies.

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Dissertation to Obtain the Degree of Master in Biomedical Engineering

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The Corporate world is becoming more and more competitive. This leads organisations to adapt to this reality, by adopting more efficient processes, which result in a decrease in cost as well as an increase of product quality. One of these processes consists in making proposals to clients, which necessarily include a cost estimation of the project. This estimation is the main focus of this project. In particular, one of the goals is to evaluate which estimation models fit the Altran Portugal software factory the most, the organization where the fieldwork of this thesis will be carried out. There is no broad agreement about which is the type of estimation model more suitable to be used in software projects. Concerning contexts where there is plenty of objective information available to be used as input to an estimation model, model-based methods usually yield better results than the expert judgment. However, what happens more frequently is not having this volume and quality of information, which has a negative impact in the model-based methods performance, favouring the usage of expert judgement. In practice, most organisations use expert judgment, making themselves dependent on the expert. A common problem found is that the performance of the expert’s estimation depends on his previous experience with identical projects. This means that when new types of projects arrive, the estimation will have an unpredictable accuracy. Moreover, different experts will make different estimates, based on their individual experience. As a result, the company will not directly attain a continuous growing knowledge about how the estimate should be carried. Estimation models depend on the input information collected from previous projects, the size of the project database and the resources available. Altran currently does not store the input information from previous projects in a systematic way. It has a small project database and a team of experts. Our work is targeted to companies that operate in similar contexts. We start by gathering information from the organisation in order to identify which estimation approaches can be applied considering the organization’s context. A gap analysis is used to understand what type of information the company would have to collect so that other approaches would become available. Based on our assessment, in our opinion, expert judgment is the most adequate approach for Altran Portugal, in the current context. We analysed past development and evolution projects from Altran Portugal and assessed their estimates. This resulted in the identification of common estimation deviations, errors, and patterns, which lead to the proposal of metrics to help estimators produce estimates leveraging past projects quantitative and qualitative information in a convenient way. This dissertation aims to contribute to more realistic estimates, by identifying shortcomings in the current estimation process and supporting the self-improvement of the process, by gathering as much relevant information as possible from each finished project.

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Dissertação apresentada para obtenção do Grau de Doutor em Engenharia do Ambiente, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Electrotécnica e de Computadores

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Dissertação para obtenção do Grau de Mestre em Engenharia Informática

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Dissertação para obtenção do Grau de Doutor em Engenharia Electrotécnica e de Computadores

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Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

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Cloud computing has been one of the most important topics in Information Technology which aims to assure scalable and reliable on-demand services over the Internet. The expansion of the application scope of cloud services would require cooperation between clouds from different providers that have heterogeneous functionalities. This collaboration between different cloud vendors can provide better Quality of Services (QoS) at the lower price. However, current cloud systems have been developed without concerns of seamless cloud interconnection, and actually they do not support intercloud interoperability to enable collaboration between cloud service providers. Hence, the PhD work is motivated to address interoperability issue between cloud providers as a challenging research objective. This thesis proposes a new framework which supports inter-cloud interoperability in a heterogeneous computing resource cloud environment with the goal of dispatching the workload to the most effective clouds available at runtime. Analysing different methodologies that have been applied to resolve various problem scenarios related to interoperability lead us to exploit Model Driven Architecture (MDA) and Service Oriented Architecture (SOA) methods as appropriate approaches for our inter-cloud framework. Moreover, since distributing the operations in a cloud-based environment is a nondeterministic polynomial time (NP-complete) problem, a Genetic Algorithm (GA) based job scheduler proposed as a part of interoperability framework, offering workload migration with the best performance at the least cost. A new Agent Based Simulation (ABS) approach is proposed to model the inter-cloud environment with three types of agents: Cloud Subscriber agent, Cloud Provider agent, and Job agent. The ABS model is proposed to evaluate the proposed framework.

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The existing parking simulations, as most simulations, are intended to gain insights of a system or to make predictions. The knowledge they have provided has built up over the years, and several research works have devised detailed parking system models. This thesis work describes the use of an agent-based parking simulation in the context of a bigger parking system development. It focuses more on flexibility than on fidelity, showing the case where it is relevant for a parking simulation to consume dynamically changing GIS data from external, online sources and how to address this case. The simulation generates the parking occupancy information that sensing technologies should eventually produce and supplies it to the bigger parking system. It is built as a Java application based on the MASON toolkit and consumes GIS data from an ArcGis Server. The application context of the implemented parking simulation is a university campus with free, on-street parking places.