O uso de modelos ocultos de Markov no estudo do fluxo de rios intermitentes

In this work, we present our understanding about the article of Aksoy [1], which uses Markov chains to model the flow of intermittent rivers. Then, we executed an application of his model in order to generate data for intermittent streamflows, based on a data set of Brazilian streams. After that, we build a hidden Markov model as a proposed new approach to the problem of simulation of such flows. We used the Gamma distribution to simulate the increases and decreases in river flows, along with a two-state Markov chain. The motivation for us to use a hidden Markov model comes from the possibility of obtaining the same information that the Aksoy’s model provides, but using a single tool capable of treating the problem as a whole, and not through multiple independent processes

Estimação paramétrica e não-paramétrica em modelos de markov ocultos

In this work we study the Hidden Markov Models with finite as well as general state space. In the finite case, the forward and backward algorithms are considered and the probability of a given observed sequence is computed. Next, we use the EM algorithm to estimate the model parameters. In the general case, the kernel estimators are used and to built a sequence of estimators that converge in L1-norm to the density function of the observable process

Modelagem de usinas eólicas através de um processo de Markov e técnicas de confiabilidade para a estimativa anual da energia produzida

This study aims to use a computational model that considers the statistical characteristics of the wind and the reliability characteristics of a wind turbine, such as failure rates and repair, representing the wind farm by a Markov process to determine the estimated annual energy generated, and compare it with a real case. This model can also be used in reliability studies, and provides some performance indicators that will help in analyzing the feasibility of setting up a wind farm, once the power curve is known and the availability of wind speed measurements. To validate this model, simulations were done using the database of the wind farm of Macau PETROBRAS. The results were very close to the real, thereby confirming that the model successfully reproduced the behavior of all components involved. Finally, a comparison was made of the results presented by this model, with the result of estimated annual energy considering the modeling of the distribution wind by a statistical distribution of Weibull