81 resultados para Discrete time inventory models
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Pós-graduação em Agronomia (Irrigação e Drenagem) - FCA
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Pós-graduação em Educação - FFC
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Pós-graduação em Matemática em Rede Nacional - IBILCE
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We show that by introducing appropriate local Z(N)(Ngreater than or equal to13) symmetries in electroweak models it is possible to implement an automatic Peccei-Quinn symmetry, at the same time keeping the axion protected against gravitational effects. Although we consider here only an extension of the standard model and a particular 3-3-1 model, the strategy can be used in any kind of electroweak model. An interesting feature of this 3-3-1 model is that if we add (i) right-handed neutrinos, (ii) the conservation of the total lepton number, and (iii) a Z(2) symmetry, the Z(13) and the chiral Peccei-Quinn U(1)P-Q symmetries are both accidental symmetries in the sense that they are not imposed on the Lagrangian but are just a consequence of the particle content of the model, its gauge invariance, renormalizability, and Lorentz invariance. In addition, this model has no domain wall problem.
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A transmission line is characterized by the fact that its parameters are distributed along its length. This fact makes the voltages and currents along the line to behave like waves and these are described by differential equations. In general, the differential equations mentioned are difficult to solve in the time domain, due to the convolution integral, but in the frequency domain these equations become simpler and their solutions are known. The transmission line can be represented by a cascade of π circuits. This model has the advantage of being developed directly in the time domain, but there is a need to apply numerical integration methods. In this work a comparison of the model that considers the fact that the parameters are distributed (Universal Line Model) and the fact that the parameters considered concentrated along the line (π circuit model) using the trapezoidal integration method, and Simpson's rule Runge-Kutta in a single-phase transmission line length of 100 km subjected to an operation power. © 2003-2012 IEEE.
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In this article, proportional hazards and logistic models for grouped survival data were extended to incorporate time-dependent covariates. The extension was motivated by a forestry experiment designed to compare five different water stresses in Eucalyptus grandis seedlings. The response was the seedling lifetime. The data set was grouped since there were just three occasions in which the seedlings was visited by the researcher. In each of these occasions also the shoot height was measured and therefore it is a time-dependent covariate. Both extended models were used in this example, and the results were very similar.
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This work develops a new methodology in order to discriminate models for interval-censored data based on bootstrap residual simulation by observing the deviance difference from one model in relation to another, according to Hinde (1992). Generally, this sort of data can generate a large number of tied observations and, in this case, survival time can be regarded as discrete. Therefore, the Cox proportional hazards model for grouped data (Prentice & Gloeckler, 1978) and the logistic model (Lawless, 1982) can befitted by means of generalized linear models. Whitehead (1989) considered censoring to be an indicative variable with a binomial distribution and fitted the Cox proportional hazards model using complementary log-log as a link function. In addition, a logistic model can be fitted using logit as a link function. The proposed methodology arises as an alternative to the score tests developed by Colosimo et al. (2000), where such models can be obtained for discrete binary data as particular cases from the Aranda-Ordaz distribution asymmetric family. These tests are thus developed with a basis on link functions to generate such a fit. The example that motivates this study was the dataset from an experiment carried out on a flax cultivar planted on four substrata susceptible to the pathogen Fusarium oxysoprum. The response variable, which is the time until blighting, was observed in intervals during 52 days. The results were compared with the model fit and the AIC values.
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Ties among event times are often recorded in survival studies. For example, in a two week laboratory study where event times are measured in days, ties are very likely to occur. The proportional hazards model might be used in this setting using an approximated partial likelihood function. This approximation works well when the number of ties is small. on the other hand, discrete regression models are suggested when the data are heavily tied. However, in many situations it is not clear which approach should be used in practice. In this work, empirical guidelines based on Monte Carlo simulations are provided. These recommendations are based on a measure of the amount of tied data present and the mean square error. An example illustrates the proposed criterion.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Time evolution of the Wigner function in discrete quantum phase space for a soluble quasi-spin model
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The discrete phase space approach to quantum mechanics of degrees of freedom without classical counterparts is applied to the many-fermions/quasi-spin Lipkin model. The Wi:ner function is written for some chosen states associated to discrete angle and angular momentum variables, and the rime evolution is numerically calculated using the discrete von Neumnnn-Liouville equation. Direct evidences in the lime evolution of the Wigner function are extracted that identify a tunnelling effect. A connection with a SU(2)-based semiclassical continuous approach to the Lipkin model is also presented.
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In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior distribution, respectively. We also considered a reparameterization of those models in order to map the space of the parameters into real space. This procedure permits choosing prior normal distributions for the transformed parameters. The posterior summaries were obtained using Monte Carlo Markov chain methods (MCMC). The methodology was evaluated by considering the Telebras series from the Brazilian financial market. The results show that the two methods are able to adjust ARCH models with different numbers of parameters. The empirical Bayesian method provided a more parsimonious model to the data and better adjustment than the complete Bayesian method.
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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The von Neumann-Liouville time evolution equation is represented in a discrete quantum phase space. The mapped Liouville operator and the corresponding Wigner function are explicitly written for the problem of a magnetic moment interacting with a magnetic field and the precessing solution is found. The propagator is also discussed and a time interval operator, associated to a unitary operator which shifts the energy levels in the Zeeman spectrum, is introduced. This operator is associated to the particular dynamical process and is not the continuous parameter describing the time evolution. The pair of unitary operators which shifts the time and energy is shown to obey the Weyl-Schwinger algebra. (C) 1999 Elsevier B.V. B.V. All rights reserved.
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Using the flexibility and constructive definition of the Schwinger bases, we developed different mapping procedures to enhance different aspects of the dynamics and of the symmetries of an extended version of the two-level Lipkin model. The classical limits of the dynamics are discussed in connection with the different mappings. Discrete Wigner functions are also calculated. © 1995.