5 resultados para Carteira de Acções com Pesos Iguais

em Universidade Federal do Rio Grande do Norte(UFRN)


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The consumption of energy on the planet is currently based on fossil fuels. They are responsible for adverse effects on the environment. Renewables propose solutions for this scenario, but must face issues related to the capacity of the power supply. Wind energy offshore emerging as a promising alternative. The speed and stability are greater winds over oceans, but the variability of these may cause inconvenience to the generation of electric power fluctuations. To reduce this, a combination of wind farms geographically distributed was proposed. The greater the distance between them, the lower the correlation between the wind velocity, increasing the likelihood that together achieve more stable power system with less fluctuations in power generation. The efficient use of production capacity of the wind park however, depends on their distribution in marine environments. The objective of this research was to analyze the optimal allocation of wind farms offshore on the east coast of the U.S. by Modern Portfolio Theory. The Modern Portfolio Theory was used so that the process of building portfolios of wind energy offshore contemplate the particularity of intermittency of wind, through calculations of return and risk of the production of wind farms. The research was conducted with 25.934 observations of energy produced by wind farms 11 hypothetical offshore, from the installation of 01 simulated ocean turbine with a capacity of 5 MW. The data show hourly time resolution and covers the period between January 1, 1998 until December 31, 2002. Through the Matlab R software, six were calculated minimum variance portfolios, each for a period of time distinct. Given the inequality of the variability of wind over time, set up four strategies rebalancing to evaluate the performance of the related portfolios, which enabled us to identify the most beneficial to the stability of the wind energy production offshore. The results showed that the production of wind energy for 1998, 1999, 2000 and 2001 should be considered by the portfolio weights calculated for the same periods, respectively. Energy data for 2002 should use the weights derived from the portfolio calculated in the previous time period. Finally, the production of wind energy in the period 1998-2002 should also be weighted by 1/11. It follows therefore that the portfolios found failed to show reduced levels of variability when compared to the individual production of wind farms hypothetical offshore

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Objective: To determine the clinical maternal and neonatal outcomes in HELLP syndrome patients treated with dexamethasone who either developed renal injury or renal insufficiency and to identify predictive values of urea and creatinine for the identification of subjects with HELLP syndrome at risk of developing renal insufficiency. Methods: Non-radomized intervention study of dexamethasone use in HELLP syndrome. A total of 62 patients were enrolled at Maternidade Escola Januário Cicco (MEJC). Patients received a total of 30 mg of dexamethasone IV, in three doses of 10 mg every 12 hours. A clinical and laboratory follow up were performed at 24, 48 and 72 hours. Patients were followed up to 6 months after delivery. Patients were grouped in accordance to renal function, i.e, normal and some type of renal lesion. Renal lesion was considered when creatinine was equal or greater than 1.3 mg/dl and diuresis less than 100 ml in 4 hours period and renal insufficiency was defined when dialysis was needed. Results: A total of 1230 patients with preeclampsia were admitted at MEJC. Of those 62 (5%) developed HELLP syndrome. There was no statistical difference in the groups with renal involvement or normal renal function with respect to the demographics, type of anesthesia used and delivery, and weight of the newborn. An improvement in the AST, ALT, LDH, haptoglobine, antithrombine, fibrinogenen and platelets was observed within 72 hours after dexamethosone use. There was a significant increase in the diuresis within the interval of 6 hours before the delivery and 24 hours after it. Of the 62 patients, 46 (74. 2%) had normal renal function and 16 (25.8%) evolved with renal lesion, with 5 (8.1%) needing dialysis. These 5 patients who received dialysis recovered the xi renal function. The delay in administering dexamethasone increased in 4.6% the risk of development of renal insufficiency. Patients with renal insufficiency had received significantly more blood products than subjects without renal lesion (p=0.03). Diuresis, leukocytes, uric acid, urea, creatinine were significantly different between the groups with normal renal function, renal lesion and renal insufficiency. The levels of creatinine 1.2mg/dl and uric acid 51mg/dl, at admission are predictive of subjects who will evolve with renal lesion (p<0.001). Maternal mortality was 3.2%. None of the subjects with renal insufficiency evolved with chronic renal disease. Conclusions: Dexamethasone in patients with HELLP syndrome seems to reduce significantly the hepatic microthrombosis and normalize hemostasis as seen by improvement of liver function. Renal injury can be considered, in HELLP syndrome, when creatinine levels are greater than 1.3 mg/dl and diuresis less than 100 ml/h in interval of 4 hours. The level of creatinine greater than 1.2 mg/dl and urea greater than 51mg/dl are predictive of subjects with HELLP syndrome who will develop renal injury. Patients who receive more red cell packs develop renal insufficiency. Finally, the delay in administering dexamethasone increases the risk of developing renal insufficiency

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The predictive control technique has gotten, on the last years, greater number of adepts in reason of the easiness of adjustment of its parameters, of the exceeding of its concepts for multi-input/multi-output (MIMO) systems, of nonlinear models of processes could be linearised around a operating point, so can clearly be used in the controller, and mainly, as being the only methodology that can take into consideration, during the project of the controller, the limitations of the control signals and output of the process. The time varying weighting generalized predictive control (TGPC), studied in this work, is one more an alternative to the several existing predictive controls, characterizing itself as an modification of the generalized predictive control (GPC), where it is used a reference model, calculated in accordance with parameters of project previously established by the designer, and the application of a new function criterion, that when minimized offers the best parameters to the controller. It is used technique of the genetic algorithms to minimize of the function criterion proposed and searches to demonstrate the robustness of the TGPC through the application of performance, stability and robustness criterions. To compare achieves results of the TGPC controller, the GCP and proportional, integral and derivative (PID) controllers are used, where whole the techniques applied to stable, unstable and of non-minimum phase plants. The simulated examples become fulfilled with the use of MATLAB tool. It is verified that, the alterations implemented in TGPC, allow the evidence of the efficiency of this algorithm

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Although some individual techniques of supervised Machine Learning (ML), also known as classifiers, or algorithms of classification, to supply solutions that, most of the time, are considered efficient, have experimental results gotten with the use of large sets of pattern and/or that they have a expressive amount of irrelevant data or incomplete characteristic, that show a decrease in the efficiency of the precision of these techniques. In other words, such techniques can t do an recognition of patterns of an efficient form in complex problems. With the intention to get better performance and efficiency of these ML techniques, were thought about the idea to using some types of LM algorithms work jointly, thus origin to the term Multi-Classifier System (MCS). The MCS s presents, as component, different of LM algorithms, called of base classifiers, and realized a combination of results gotten for these algorithms to reach the final result. So that the MCS has a better performance that the base classifiers, the results gotten for each base classifier must present an certain diversity, in other words, a difference between the results gotten for each classifier that compose the system. It can be said that it does not make signification to have MCS s whose base classifiers have identical answers to the sames patterns. Although the MCS s present better results that the individually systems, has always the search to improve the results gotten for this type of system. Aim at this improvement and a better consistency in the results, as well as a larger diversity of the classifiers of a MCS, comes being recently searched methodologies that present as characteristic the use of weights, or confidence values. These weights can describe the importance that certain classifier supplied when associating with each pattern to a determined class. These weights still are used, in associate with the exits of the classifiers, during the process of recognition (use) of the MCS s. Exist different ways of calculating these weights and can be divided in two categories: the static weights and the dynamic weights. The first category of weights is characterizes for not having the modification of its values during the classification process, different it occurs with the second category, where the values suffers modifications during the classification process. In this work an analysis will be made to verify if the use of the weights, statics as much as dynamics, they can increase the perfomance of the MCS s in comparison with the individually systems. Moreover, will be made an analysis in the diversity gotten for the MCS s, for this mode verify if it has some relation between the use of the weights in the MCS s with different levels of diversity

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The consumption of energy on the planet is currently based on fossil fuels. They are responsible for adverse effects on the environment. Renewables propose solutions for this scenario, but must face issues related to the capacity of the power supply. Wind energy offshore emerging as a promising alternative. The speed and stability are greater winds over oceans, but the variability of these may cause inconvenience to the generation of electric power fluctuations. To reduce this, a combination of wind farms geographically distributed was proposed. The greater the distance between them, the lower the correlation between the wind velocity, increasing the likelihood that together achieve more stable power system with less fluctuations in power generation. The efficient use of production capacity of the wind park however, depends on their distribution in marine environments. The objective of this research was to analyze the optimal allocation of wind farms offshore on the east coast of the U.S. by Modern Portfolio Theory. The Modern Portfolio Theory was used so that the process of building portfolios of wind energy offshore contemplate the particularity of intermittency of wind, through calculations of return and risk of the production of wind farms. The research was conducted with 25.934 observations of energy produced by wind farms 11 hypothetical offshore, from the installation of 01 simulated ocean turbine with a capacity of 5 MW. The data show hourly time resolution and covers the period between January 1, 1998 until December 31, 2002. Through the Matlab R software, six were calculated minimum variance portfolios, each for a period of time distinct. Given the inequality of the variability of wind over time, set up four strategies rebalancing to evaluate the performance of the related portfolios, which enabled us to identify the most beneficial to the stability of the wind energy production offshore. The results showed that the production of wind energy for 1998, 1999, 2000 and 2001 should be considered by the portfolio weights calculated for the same periods, respectively. Energy data for 2002 should use the weights derived from the portfolio calculated in the previous time period. Finally, the production of wind energy in the period 1998-2002 should also be weighted by 1/11. It follows therefore that the portfolios found failed to show reduced levels of variability when compared to the individual production of wind farms hypothetical offshore