Identificação fuzzy-multimodelos para sistemas não lineares

This paper presents a new multi-model technique of dentification in ANFIS for nonlinear systems. In this technique, the structure used is of the fuzzy Takagi-Sugeno of which the consequences are local linear models that represent the system of different points of operation and the precursors are membership functions whose adjustments are realized by the learning phase of the neuro-fuzzy ANFIS technique. The models that represent the system at different points of the operation can be found with linearization techniques like, for example, the Least Squares method that is robust against sounds and of simple application. The fuzzy system is responsible for informing the proportion of each model that should be utilized, using the membership functions. The membership functions can be adjusted by ANFIS with the use of neural network algorithms, like the back propagation error type, in such a way that the models found for each area are correctly interpolated and define an action of each model for possible entries into the system. In multi-models, the definition of action of models is known as metrics and, since this paper is based on ANFIS, it shall be denominated in ANFIS metrics. This way, ANFIS metrics is utilized to interpolate various models, composing a system to be identified. Differing from the traditional ANFIS, the created technique necessarily represents the system in various well defined regions by unaltered models whose pondered activation as per the membership functions. The selection of regions for the application of the Least Squares method is realized manually from the graphic analysis of the system behavior or from the physical characteristics of the plant. This selection serves as a base to initiate the linear model defining technique and generating the initial configuration of the membership functions. The experiments are conducted in a teaching tank, with multiple sections, designed and created to show the characteristics of the technique. The results from this tank illustrate the performance reached by the technique in task of identifying, utilizing configurations of ANFIS, comparing the developed technique with various models of simple metrics and comparing with the NNARX technique, also adapted to identification

Modelos de dispersão para extremos de precipitação. Estudo de caso: o nordeste do Brasil

In this thesis used four different methods in order to diagnose the precipitation extremes on Northeastern Brazil (NEB): Generalized Linear Model s via logistic regression and Poisson, extreme value theory analysis via generalized extre me value (GEV) and generalized Pareto (GPD) distributions and Vectorial Generalized Linea r Models via GEV (MVLG GEV). The logistic regression and Poisson models were used to identify the interactions between the precipitation extremes and other variables based on the odds ratios and relative risks. It was found that the outgoing longwave radiation was the indicator variable for the occurrence of extreme precipitation on eastern, northern and semi arid NEB, and the relative humidity was verified on southern NEB. The GEV and GPD distribut ions (based on the 95th percentile) showed that the location and scale parameters were presented the maximum on the eastern and northern coast NEB, the GEV verified a maximum core on western of Pernambuco influenced by weather systems and topography. The GEV and GPD shape parameter, for most regions the data fitted by Weibull negative an d Beta distributions (ξ < 0) , respectively. The levels and return periods of GEV (GPD) on north ern Maranhão (centerrn of Bahia) may occur at least an extreme precipitation event excee ding over of 160.9 mm /day (192.3 mm / day) on next 30 years. The MVLG GEV model found tha t the zonal and meridional wind components, evaporation and Atlantic and Pacific se a surface temperature boost the precipitation extremes. The GEV parameters show the following results: a) location ( ), the highest value was 88.26 ± 6.42 mm on northern Maran hão; b) scale ( σ ), most regions showed positive values, except on southern of Maranhão; an d c) shape ( ξ ), most of the selected regions were adjusted by the Weibull negative distr ibution ( ξ < 0 ). The southern Maranhão and southern Bahia have greater accuracy. The level period, it was estimated that the centern of Bahia may occur at least an extreme precipitatio n event equal to or exceeding over 571.2 mm/day on next 30 years.

Estrutura ANFIS modificada para identificação e controle de plantas com ampla faixa de operação e não linearidade acentuada

In this work a modification on ANFIS (Adaptive Network Based Fuzzy Inference System) structure is proposed to find a systematic method for nonlinear plants, with large operational range, identification and control, using linear local systems: models and controllers. This method is based on multiple model approach. This way, linear local models are obtained and then those models are combined by the proposed neurofuzzy structure. A metric that allows a satisfactory combination of those models is obtained after the structure training. It results on plant s global identification. A controller is projected for each local model. The global control is obtained by mixing local controllers signals. This is done by the modified ANFIS. The modification on ANFIS architecture allows the two neurofuzzy structures knowledge sharing. So the same metric obtained to combine models can be used to combine controllers. Two cases study are used to validate the new ANFIS structure. The knowledge sharing is evaluated in the second case study. It shows that just one modified ANFIS structure is necessary to combine linear models to identify, a nonlinear plant, and combine linear controllers to control this plant. The proposed method allows the usage of any identification and control techniques for local models and local controllers obtaining. It also reduces the complexity of ANFIS usage for identification and control. This work has prioritized simpler techniques for the identification and control systems to simplify the use of the method

Benefícios econômicos agregados às propriedades urbanas pelas paisagens naturais

Amenities value provided by green areas, sea, river and natural landscapes are hardly perceived and incorporated on urban planning and development. In this work, distance and view to protected and non-protected green areas, sea and river were evaluated as to how they increase the housing prices in Natal. Hedonic pricing methods were used with linear models to estimate the marginal implicit value of environmental, residential and neighborhood features. Results on Chapter 1 demonstrate the view to the sea and protected natural areas were largely capitalized on housing prices, while non-protected natural areas didn t display such effect. Housing prices also increase when close to the sea or to parks entrance. However, housing prices fall when houses are near non-protected natural areas. When estates with sea view were excluded, the protected natural areas view and a longer distance to non-protected natural areas increased dwelling prices. Results on Chapter 2 point the sea view as an hedonic variable the contributes strongly to the property selling prices, even though not always as the greatest contributor; furthermore, the property proximity to Dunas Park or City of the Park entrance increases its price, as does closeness to Dunas Park, view to City of the Park or Dunas Park. On the other hand, selling prices diminish if properties are close to City of the Park or Morro do Careca. Results on this study confirm the hedonic pricing methods is an important intrument, capable of revealing to popullation the importance of enviromental amenities and can be used by public managers for creating public policies for conservation and restoration projects

Impacto da fibromialgia sobre a qualidade de vida e função sexual em mulheres no climatério

OBJETIVO: analisar o impacto da fibromialgia sobre os sinais e sintomas climatéricos, qualidade de vida, função sexual em mulheres na fase do climatério. MÉTODOS: Foi realizado estudo observacional analítico de corte transversal, envolvendo 161 mulheres na fase do climatério. As participantes foram divididas em dois grupos: grupo sem fibromialgia (83) e grupo com fibromialgia (78). As variáveis investigadas foram: Qualidade de vida medida através do questionário UQOL (Utian Quality of Life), Função sexual analisada através do questionário Quociente Sexual - versão feminina (QS-F) e sinais e sintomas climatéricos avaliados pelo Índice menopausal de Blatt & Kupperman (IMBK). No estudo estatístico, foi realizada análise inferencial através do método de modelos lineares generalizados. Para análise do UQOL e seus domínios assim como o QS-F e IMBK, foi utilizado uma função de ligação linear de Log Poisson com exposição de contrastes para os níveis dos fatores de exposição. O nível de significância adotado foi de 5%. RESULTADOS: No grupo fibromialgia foram observados escores significativamente inferiores para o domínio ocupacional UQOL (p 0,01) e UQOL total (p = 0,02), em comparação ao grupo sem fibromialgia. O grupo de mulheres com fibromialgia apresentou escores superiores em relação à intensidade dos sinais e sintomas climatéricos (p ˂0,01) e escores inferiores na avaliação da função sexual pelo QS-F (p = 0,01), quando comparado ao grupo sem fibromialgia. As mulheres mais jovens, com trabalhos extra domicílio, maior renda e maior grau de escolaridade apresentaram melhores escores na qualidade de vida em todos os domínios. Quanto aos sinais e sintomas climatéricos, a renda mais alta e maior tempo de escolaridade exerceram associação direta com sinais e sintomas mais leves, entretanto, quanto mais jovens, maior relação com sintomatologia mais intensa. Em relação à função sexual, melhores escores estiveram associados com idade entre 45 a 49 anos e trabalho extra domicílio. CONCLUSÃO: Os resultados obtidos no presente estudo permitem concluir que o diagnóstico de fibromialgia na fase do climatério apresentase como influência negativa no domínio ocupação da qualidade de vida, sinais e sintomas climatéricos e função sexual, sendo esta associação influenciada significativamente por diversos fatores sócio demográficos

Desempenho de analistas sell-side no mercado de ações brasileiro

The purpose of this study was to analyze the behavior of Sell-Side analysts and analysts propose a classification, considering the performance of the price forecasts and recom- mendations (sell-hold-buy) in the Brazilian stock market. For this, the first step was to analyze the consensus of analysts to understand the importance of this collective interven- tion in the market; the second was to analyze the analysts individually to understand how improve their analysis in time. Third was to understand how are the main methods of ranking used in markets. Finally, propose a form of classification that reflects the previous aspects discussed. To investigate the hypotheses proposed in the study were used linear models for panel to capture elements in time. The data of price forecasts and analyst recommendations individually and consensus, in the period 2005-2013 were obtained from Bloomberg R ○ . The main results were: (i) superior performance of consensus recommen- dations, compared with the individual analyzes; (ii) associating the number of analysts issuing recommendations with improved accuracy allows supposing that this number may be associated with increased consensus strength and hence accuracy; (iii) the anchoring effect of the analysts consensus revisions makes his predictions are biased, overvaluating the assets; (iv) analysts need to have greater caution in times of economic turbulence, noting also foreign markets such as the USA. For these may result changes in bias between optimism and pessimism; (v) effects due to changes in bias, as increased pessimism can cause excessive increase in purchase recommendations number. In this case, analysts can should be more cautious in analysis, mainly for consistency between recommendation and the expected price; (vi) the experience of the analyst with the asset economic sector and the asset contributes to the improvement of forecasts, however, the overall experience showed opposite evidence; (vii) the optimism associated with the overall experience, over time, shows a similar behavior to an excess of confidence, which could cause reduction of accuracy; (viii) the conflicting effect of general experience between the accuracy and the observed return shows evidence that, over time, the analyst has effects similar to the endowment bias on assets, which would result in a conflict analysis of recommendations and forecasts ; (ix) despite the focus on fewer sectors contribute to the quality of accuracy, the same does not occur with the focus on assets. So it is possible that analysts may have economies of scale when cover more assets within the same industry; and finally, (x) was possible to develop a proposal for classification analysts to consider both returns and the consistency of these predictions, called Analysis coefficient. This ranking resulted better results, considering the return / standard deviation.

Um ambiente computacional para modelagem simbólica de sistemas físicos lineares

Este trabalho propõe um ambiente computacional aplicado ao ensino de sistemas de controle, denominado de ModSym. O software implementa uma interface gráfica para a modelagem de sistemas físicos lineares e mostra, passo a passo, o processamento necessário à obtenção de modelos matemáticos para esses sistemas. Um sistema físico pode ser representado, no software, de três formas diferentes. O sistema pode ser representado por um diagrama gráfico a partir de elementos dos domínios elétrico, mecânico translacional, mecânico rotacional e hidráulico. Pode também ser representado a partir de grafos de ligação ou de diagramas de fluxo de sinal. Uma vez representado o sistema, o ModSym possibilita o cálculo de funções de transferência do sistema na forma simbólica, utilizando a regra de Mason. O software calcula também funções de transferência na forma numérica e funções de sensibilidade paramétrica. O trabalho propõe ainda um algoritmo para obter o diagrama de fluxo de sinal de um sistema físico baseado no seu grafo de ligação. Este algoritmo e a metodologia de análise de sistemas conhecida por Network Method permitiram a utilização da regra de Mason no cálculo de funções de transferência dos sistemas modelados no software

Desenvolvimento e avaliação de controladores preditivos baseados em modelos biliares

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Técnicas inteligentes hídridas para o controle de sistemas não lineares

A neuro-fuzzy system consists of two or more control techniques in only one structure. The main characteristic of this structure is joining one or more good aspects from each technique to make a hybrid controller. This controller can be based in Fuzzy systems, artificial Neural Networks, Genetics Algorithms or rein forced learning techniques. Neuro-fuzzy systems have been shown as a promising technique in industrial applications. Two models of neuro-fuzzy systems were developed, an ANFIS model and a NEFCON model. Both models were applied to control a ball and beam system and they had their results and needed changes commented. Choose of inputs to controllers and the algorithms used to learning, among other information about the hybrid systems, were commented. The results show the changes in structure after learning and the conditions to use each one controller based on theirs characteristics

Identificação de modelos polinomiais narx utilizando algoritmos combinados de detecção de estrutura e estimação de parâmetros com aplicações práticas

A modelagem de processos industriais tem auxiliado na produção e minimização de custos, permitindo a previsão dos comportamentos futuros do sistema, supervisão de processos e projeto de controladores. Ao observar os benefícios proporcionados pela modelagem, objetiva-se primeiramente, nesta dissertação, apresentar uma metodologia de identificação de modelos não-lineares com estrutura NARX, a partir da implementação de algoritmos combinados de detecção de estrutura e estimação de parâmetros. Inicialmente, será ressaltada a importância da identificação de sistemas na otimização de processos industriais, especificamente a escolha do modelo para representar adequadamente as dinâmicas do sistema. Em seguida, será apresentada uma breve revisão das etapas que compõem a identificação de sistemas. Na sequência, serão apresentados os métodos fundamentais para detecção de estrutura (Modificado Gram- Schmidt) e estimação de parâmetros (Método dos Mínimos Quadrados e Método dos Mínimos Quadrados Estendido) de modelos. No trabalho será também realizada, através dos algoritmos implementados, a identificação de dois processos industriais distintos representados por uma planta de nível didática, que possibilita o controle de nível e vazão, e uma planta de processamento primário de petróleo simulada, que tem como objetivo representar um tratamento primário do petróleo que ocorre em plataformas petrolíferas. A dissertação é finalizada com uma avaliação dos desempenhos dos modelos obtidos, quando comparados com o sistema. A partir desta avaliação, será possível observar se os modelos identificados são capazes de representar as características estáticas e dinâmicas dos sistemas apresentados nesta dissertação

Termodinâmica de um gás de fótons no contexto de eletrodinâmicas não-lineares

The objective of this dissertation is the development of a general formalism to analyze the thermodynamical properties of a photon gas under the context of nonlinear electrodynamics (NLED). To this end it is obtained, through the systematic analysis of Maxwell s electromagnetism (EM) properties, the general dependence of the Lagrangian that describes this kind of theories. From this Lagrangian and in the background of classical field theory, we derive the general dispersion relation that photons must obey in terms of a background field and the NLED properties. It is important to note that, in order to achieve this result, an aproximation has been made in order to allow the separation of the total electromagnetic field into a strong background electromagnetic field and a perturbation. Once the dispersion relation is in hand, the usual Bose-Einstein statistical procedure is followed through which the thermodynamical properties, energy density and pressure relations are obtained. An important result of this work is the fact that equation of state remains identical to the one obtained under EM. Then, two examples are made where the thermodynamic properties are explicitly derived in the context of two NLED, Born-Infelds and a quadratic approximation. The choice of the first one is due to the vast appearance in literature and, the second one, because it is a first order approximation of a large class of NLED. Ultimately, both are chosen because of their simplicity. Finally, the results are compared to EM and interpreted, suggesting possible tests to verify the internal consistency of NLED and motivating further developement into the formalism s quantum case

Critério de correntropia no treinamento de redes fuzzy wavelet neural networks para identificação de sistemas dinâmicos não lineares

The great interest in nonlinear system identification is mainly due to the fact that a large amount of real systems are complex and need to have their nonlinearities considered so that their models can be successfully used in applications of control, prediction, inference, among others. This work evaluates the application of Fuzzy Wavelet Neural Networks (FWNN) to identify nonlinear dynamical systems subjected to noise and outliers. Generally, these elements cause negative effects on the identification procedure, resulting in erroneous interpretations regarding the dynamical behavior of the system. The FWNN combines in a single structure the ability to deal with uncertainties of fuzzy logic, the multiresolution characteristics of wavelet theory and learning and generalization abilities of the artificial neural networks. Usually, the learning procedure of these neural networks is realized by a gradient based method, which uses the mean squared error as its cost function. This work proposes the replacement of this traditional function by an Information Theoretic Learning similarity measure, called correntropy. With the use of this similarity measure, higher order statistics can be considered during the FWNN training process. For this reason, this measure is more suitable for non-Gaussian error distributions and makes the training less sensitive to the presence of outliers. In order to evaluate this replacement, FWNN models are obtained in two identification case studies: a real nonlinear system, consisting of a multisection tank, and a simulated system based on a model of the human knee joint. The results demonstrate that the application of correntropy as the error backpropagation algorithm cost function makes the identification procedure using FWNN models more robust to outliers. However, this is only achieved if the gaussian kernel width of correntropy is properly adjusted.