A Markovian model market-Akerlof's lemons and the asymmetry of information

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Soil loss risk and habitat quality in streams of a meso-scale river basin

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Constrained optimization model for the design of an adaptive (X)over-bar chart

An economic-statistical model is developed for variable parameters (VP) (X) over bar charts in which all design parameters vary adaptively, that is, each of the design parameters (sample size, sampling interval and control-limit width) vary as a function of the most recent process information. The cost function due to controlling the process quality through a VP (X) over bar chart is derived. During the optimization of the cost function, constraints are imposed on the expected times to signal when the process is in and out of control. In this way, required statistical properties can be assured. Through a numerical example, the proposed economic-statistical design approach for VP (X) over bar charts is compared to the economic design for VP (X) over bar charts and to the economic-statistical and economic designs for fixed parameters (FP) (X) over bar charts in terms of the operating cost and the expected times to signal. From this example, it is possible to assess the benefits provided by the proposed model. Varying some input parameters, their effect on the optimal cost and on the optimal values of the design parameters was analysed.

Multivariate quality control studies applied to Ca(II) and Mg(II) determination by a portable method

A portable or field test method for simultaneous spectrophotometric determination of calcium and magnesium in water using multivariate partial least squares (PLS) calibration methods is proposed. The method is based on the reaction between the analytes and methylthymol blue at pH 11. The spectral information was used as the X-block, and the Ca(II) and Mg(II) concentrations obtained by a reference technique (ICP-AES) were used as the Y-block. Two series of analyses were performed, with a month's difference between them. The first series was used as the calibration set and the second one as the validation set. Multivariate statistical process control (MSPC) techniques, based on statistics from principal component models, were used to study the features and evolution with time of the spectral signals. Signal standardization was used to correct the deviations between series. Method validation was performed by comparing the predictions of the PLS model with the reference Ca(II) and Mg(II) concentrations determined by ICP-AES using the joint interval test for the slope and intercept of the regression line with errors in both axes. (C) 1998 John Wiley & Sons, Ltd.

Power system transmission network expansion planning using AC model

An optimisation technique to solve transmission network expansion planning problem, using the AC model, is presented. This is a very complex mixed integer nonlinear programming problem. A constructive heuristic algorithm aimed at obtaining an excellent quality solution for this problem is presented. An interior point method is employed to solve nonlinear programming problems during the solution steps of the algorithm. Results of the tests, carried out with three electrical energy systems, show the capabilities of the method and also the viability of using the AC model to solve the problem.

Screening Brazilian C gasoline quality: Application of the SIMCA chemometric method to gas chromatographic data

A total of 2400 samples of commercial Brazilian C gasoline were collected over a 6-month period from different gas stations in the São Paulo state, Brazil, and analysed with respect to 12 physicochemical parameters according to regulation 309 of the Brazilian Government Petroleum, Natural Gas and Biofuels Agency (ANP). The percentages (v/v) of hydrocarbons (olefins, aromatics and saturated) were also determined. Hierarchical cluster analysis (HCA) was employed to select 150 representative samples that exhibited least similarity on the basis of their physicochemical parameters and hydrocarbon compositions. The chromatographic profiles of the selected samples were measured by gas chromatography with flame ionisation detection and analysed using soft independent modelling of class analogy (SIMCA) method in order to create a classification scheme to identify conform gasolines according to ANP 309 regulation. Following the optimisation of the SIMCA algorithm, it was possible to classify correctly 96% of the commercial gasoline samples present in the training set of 100. In order to check the quality of the model, an external group of 50 gasoline samples (the prediction set) were analysed and the developed SIMCA model classified 94% of these correctly. The developed chemometric method is recommended for screening commercial gasoline quality and detection of potential adulteration. (c) 2007 Elsevier B.V. All rights reserved.

Analysis of heuristic algorithms for the transportation model in static and multistage planning in network expansion systems

The usefulness of the application of heuristic algorithms in the transportation model, first proposed by Garver, is analysed in relation to planning for the expansion of transmission systems. The formulation of the mathematical model and the solution techniques proposed in the specialised literature are analysed in detail. Starting with the constructive heuristic algorithm proposed by Garver, an extension is made to the problem of multistage planning for transmission systems. The quality of the solutions found by heuristic algorithms for the transportation model is analysed, as are applications in problems of planning transmission systems.

Transmission-expansion planning using the DC model and nonlinear-programming technique

The paper presents a constructive heuristic algorithm (CHA) for solving directly the long-term transmission-network-expansion-planning (LTTNEP) problem using the DC model. The LTTNEP is a very complex mixed-integer nonlinear-programming problem and presents a combinatorial growth in the search space. The CHA is used to find a solution for the LTTNEP problem of good quality. A sensitivity index is used in each step of the CHA to add circuits to the system. This sensitivity index is obtained by solving the relaxed problem of LTTNEP, i.e. considering the number of circuits to be added as a continuous variable. The relaxed problem is a large and complex nonlinear-programming problem and was solved through the interior-point method (IPM). Tests were performed using Garver's system, the modified IEEE 24-Bus system and the Southern Brazilian reduced system. The results presented show the good performance of IPM inside the CHA.

A stochastic shift model for economically designed charts constrained by the process stage configuration

An economic model including the labor resource and the process stage configuration is proposed to design g charts allowing for all the design parameters to be varied in an adaptive way. A random shift size is considered during the economic design selection. The results obtained for a benchmark of 64 process stage scenarios show that the activities configuration and some process operating parameters influence the selection of the best control chart strategy: to model the random shift size, its exact distribution can be approximately fitted by a discrete distribution obtained from a relatively small sample of historical data. However, an accurate estimation of the inspection costs associated to the SPC activities is far from being achieved. An illustrative example shows the implementation of the proposed economic model in a real industrial case. (C) 2011 Elsevier B.V. All rights reserved.

Conceptual model for adaptable and extensible visual data exploration

Interactive visual representations complement traditional statistical and machine learning techniques for data analysis, allowing users to play a more active role in a knowledge discovery process and making the whole process more understandable. Though visual representations are applicable to several stages of the knowledge discovery process, a common use of visualization is in the initial stages to explore and organize a sometimes unknown and complex data set. In this context, the integrated and coordinated - that is, user actions should be capable of affecting multiple visualizations when desired - use of multiple graphical representations allows data to be observed from several perspectives and offers richer information than isolated representations. In this paper we propose an underlying model for an extensible and adaptable environment that allows independently developed visualization components to be gradually integrated into a user configured knowledge discovery application. Because a major requirement when using multiple visual techniques is the ability to link amongst them, so that user actions executed on a representation propagate to others if desired, the model also allows runtime configuration of coordinated user actions over different visual representations. We illustrate how this environment is being used to assist data exploration and organization in a climate classification problem.

Thermoeconomic model considering the environment impacts on thermoelectric power plants: Natural gas versus diesel

In this paper a comparative analysis of the environmental impact caused by the use of natural gas and diesel in thermoelectric power plants utilizing combined cycle is performed. The objective is to apply a thermoeconomical analysis in order to compare the two proposed fuels. In this analysis, a new methodology that incorporates the economical engineering concept to the ecological efficiency once Cardu and Baica [1, 2], which evaluates, in general terms, the environmental impacts caused by CO2, SO2, NOx and Particulate Matter (PM), adopting as reference the air quality standards in vigour is employed. The thermoeconomic model herein proposed utilizes functional diagrams that allow the minimization the Exergetic Manufacturing Cost, which represents the cost of production of electricity incorporating the environmental impact effects to study the performance of the thermoelectric power plant [3,4], It follows that it is possible to determine the environmental impact caused by thermoelectric power plants and, under the ecological standpoint, the use of natural gas as a fuel is the best option compared to the use of the diesel, presenting ecological efficiency values of 0.944 and 0.914 respectively. From the Exergoeconomic point of view of, it was found out that the EMC (Exergetic Manufacturing Cost) is better when natural gas is used as fuel compared to the diesel fuel. Copyright © 2006 by ASME.

Planning accelerated life tests under Exponentiated-Weibull-Arrhenius model

Purpose - The purpose of this paper is to present designs for an accelerated life test (ALT). Design/methodology/approach - Bayesian methods and simulation Monte Carlo Markov Chain (MCMC) methods were used. Findings - In the paper a Bayesian method based on MCMC for ALT under EW distribution (for life time) and Arrhenius models (relating the stress variable and parameters) was proposed. The paper can conclude that it is a reasonable alternative to the classical statistical methods since the implementation of the proposed method is simple, not requiring advanced computational understanding and inferences on the parameters can be made easily. By the predictive density of a future observation, a procedure was developed to plan ALT and also to verify if the conformance fraction of the manufactured process reaches some desired level of quality. This procedure is useful for statistical process control in many industrial applications. Research limitations/implications - The results may be applied in a semiconductor manufacturer. Originality/value - The Exponentiated-Weibull-Arrhenius model has never before been used to plan an ALT. © Emerald Group Publishing Limited.

Development of a model to measure the efficiency of outsourced companies in the process of aircraft spare parts technical publications

This paper presents a proposal of a model to measure the efficiency of outsourced companies in the aeronautical industry applying the methods DEA and AHP. It also proposes an evaluation in the relation between the variables of the process and the value obtained for the effiiency. The criteria of Quality, Time and Cost were considered the outputs of the process, and those criteria were quantified by AHP for DEA matrix.The number of technical documents received by those outsorced companies were considered the input of the process. The other purpose is to separate the companies in groups considered able to receive an investment to improve their process. Copyright © 2008 SAE International.

Managing environmental training in organizations: Theoretical review and proposal of a model

Purpose: The aim of this work is to address the issue of environmental training in organizations, presenting a theoretical review on the subject and proposing a model that highlights the importance of this type of training for organizations. Design/methodology/approach: The paper presents a thorough, updated literature review, discusses typology and the best practices of environmental training, and presents a framework integrating environmental training and organizational results. Findings: A careful consideration allows identifying a significant theoretical gap related to the lack of theoretical references, best practices, and an alignment between environmental training and organizational results. To overcome this gap, a model was proposed that helps to manage the environmental training process in organizations. Research limitations/implications: The paper needs to be complemented with empirical research on the topic. Originality/value: Environmental training is considered to be an essential element for organizations seeking to mitigate their environmental impacts. ISO 14001 states that environmental management is a duty of certified organizations. However, there have been few published articles that suggest models and insights to improve the environmental training in organizations. © Emerald Group Publishing Limited.

Experimental analysis and adherence test of the electromagnetic zero-sequence blocking model

This paper reveals new contributions to the analysis and development of mitigating harmonic distortion devices. Considering the variety of sequential distribution of harmonic current, in the use of passive filters, one can point out the electromagnetic blocking device, which have received particular attention due to its robustness and low cost of installation. In this context, aiming the evaluation of the reliability of the results obtained through mathematical modeling, experimental tests are carried out using a low-power prototype, highlighting particular aspects related to its function as a zero-sequence harmonic blocking. © 2011 IEEE.