989 resultados para Investments - Mathematical models


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This paper describes a novel approach for mapping lightning models using artificial neural networks. The networks acts as identifier of structural features of the lightning models so that output parameters can be estimated and generalized from an input parameter set. Simulation examples are presented to validate the proposed approach. More specifically, the neural networks are used to compute electrical field intensity and critical disruptive voltage taking into account several atmospheric and structural factors, such as pressure, temperature, humidity, distance between phases, height of bus bars, and wave forms. A comparative analysis with other approaches is also provided to illustrate this new methodology.

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Three-phase three-wire power flow algorithms, as any tool for power systems analysis, require reliable impedances and models in order to obtain accurate results. Kron's reduction procedure, which embeds neutral wire influence into phase wires, has shown good results when three-phase three-wire power flow algorithms based on current summation method were used. However, Kron's reduction can harm reliabilities of some algorithms whose iterative processes need loss calculation (power summation method). In this work, three three-phase three-wire power flow algorithms based on power summation method, will be compared with a three-phase four-wire approach based on backward-forward technique and current summation. Two four-wire unbalanced medium-voltage distribution networks will be analyzed and results will be presented and discussed. © 2004 IEEE.

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Wood is generally considered an anisotropic material. In terms of engineering elastic models, wood is usually treated as an orthotropic material. This paper presents an analysis of two principal anisotropic elastic models that are usually applied to wood. The first one, the linear orthotropic model, where the material axes L (Longitudinal), R(radial) and T(tangential) are coincident with the Cartesian axes (x, y, z), is more accepted as wood elastic model. The other one, the cylindrical orthotropic model is more adequate of the growth caracteristics of wood but more mathematically complex to be adopted in practical terms. Specifically due to its importance in wood elastic parameters, this paper deals with the fiber orientation influence in these models through adequate transformation of coordinates. As a final result, some examples of the linear model, which show the variation of elastic moduli, i.e., Young's modulus and shear modulus, with fiber orientation are presented.

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Structural health monitoring (SHM) is related to the ability of monitoring the state and deciding the level of damage or deterioration within aerospace, civil and mechanical systems. In this sense, this paper deals with the application of a two-step auto-regressive and auto-regressive with exogenous inputs (AR-ARX) model for linear prediction of damage diagnosis in structural systems. This damage detection algorithm is based on the. monitoring of residual error as damage-sensitive indexes, obtained through vibration response measurements. In complex structures there are. many positions under observation and a large amount of data to be handed, making difficult the visualization of the signals. This paper also investigates data compression by using principal component analysis. In order to establish a threshold value, a fuzzy c-means clustering is taken to quantify the damage-sensitive index in an unsupervised learning mode. Tests are made in a benchmark problem, as proposed by IASC-ASCE with different damage patterns. The diagnosis that was obtained showed high correlation with the actual integrity state of the structure. Copyright © 2007 by ABCM.

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Today, the trend within the electronics industry is for the use of rapid and advanced simulation methodologies in association with synthesis toolsets. This paper presents an approach developed to support mixed-signal circuit design and analysis. The methodology proposed shows a novel approach to the problem of developing behvioural model descriptions of mixed-signal circuit topologies, by construction of a set of subsystems, that supports the automated mapping of MATLAB®/SIMULINK® models to structural VHDL-AMS descriptions. The tool developed, named MS 2SV, reads a SIMULINK® model file and translates it to a structural VHDL-AMS code. It also creates the file structure required to simulate the translated model in the System Vision™. To validate the methodology and the developed program, the DAC08, AD7524 and AD5450 data converters were studied and initially modelled in MATLAB®/ SIMULINK®. The VHDL-AMS code generated automatically by MS 2SV, (MATLAB®/SIMULINK® to System Vision™), was then simulated in the System Vision™. The simulation results show that the proposed approach, which is based on VHDL-AMS descriptions of the original model library elements, allows for the behavioural level simulation of complex mixed-signal circuits.

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Pós-graduação em Agronomia (Energia na Agricultura) - FCA

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Pós-graduação em Biometria - IBB

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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The work consists of analyzing the risk management of investments by applying statistical concepts, economic and mathematical models considering the assets on the market on renowned financial institution. The assessment of these risks becomes increasingly interesting in view of minimizing your losses thus maximizing your chances of gains in both markets boom as extreme uncertainty, even with the sudden changes of scenery. Introducing concepts of investment funds, as well as the classification of the types of funds as funds management and equity, its guidelines, the concept of market investment funds. The types of assets comprising the investment funds, their taxation rules beyond the incidents that market widely used by investors and skilled people, both physical and legal, who keep their resources in this modality. With the historical data collected yields of investment funds of the Bank of Brazil, is an accomplished inflation adjustment and calculated the mean and variance for the verification of the model of Markowitz efficient frontier, a method used as investment analysis. This scan is used Matlab to obtain the set (or border) efficient portfolios. Once verified such data, there will be a critique of the Markowitz model as a quadratic programming and more coherent risk measures currently studied as VaR and CVaR minimizing the expected error, approaching our studies of current research. It is found that such studies have much to be explored, since there are many discussions about how effectively measure risk investments such as its characteristic and behavior, using a time series and volatility

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Experiments of continuous alcoholic fermentation of sugarcane juice with flocculating yeast recycle were conducted in a system of two 0.22-L tower bioreactors in series, operated at a range of dilution rates (D (1) = D (2) = 0.27-0.95 h(-1)), constant recycle ratio (alpha = F (R) /F = 4.0) and a sugar concentration in the feed stream (S (0)) around 150 g/L. The data obtained in these experimental conditions were used to adjust the parameters of a mathematical model previously developed for the single-stage process. This model considers each of the tower bioreactors as a perfectly mixed continuous reactor and the kinetics of cell growth and product formation takes into account the limitation by substrate and the inhibition by ethanol and biomass, as well as the substrate consumption for cellular maintenance. The model predictions agreed satisfactorily with the measurements taken in both stages of the cascade. The major differences with respect to the kinetic parameters previously estimated for a single-stage system were observed for the maximum specific growth rate, for the inhibition constants of cell growth and for the specific rate of substrate consumption for cell maintenance. Mathematical models were validated and used to simulate alternative operating conditions as well as to analyze the performance of the two-stage process against that of the single-stage process.

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An overall theoretical approach to model phenomena of interest for forensic entomology is advanced. Efforts are concentrated in identifying biological attributes at the individual, population and community of the arthropod fauna associated with decomposing human corpses and then incorporating these attributes into mathematical models. In particular in this paper a diffusion model of dispersal of post feeding larvae is described for blowflies, which are the most common insects associated with corpses.

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This work presents major results from a novel dynamic model intended to deterministically represent the complex relation between HIV-1 and the human immune system. The novel structure of the model extends previous work by representing different host anatomic compartments under a more in-depth cellular and molecular immunological phenomenology. Recently identified mechanisms related to HIV-1 infection as well as other well known relevant mechanisms typically ignored in mathematical models of HIV-1 pathogenesis and immunology, such as cell-cell transmission, are also addressed. (C) 2011 Elsevier Ltd. All rights reserved.

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This thesis is mainly devoted to show how EEG data and related phenomena can be reproduced and analyzed using mathematical models of neural masses (NMM). The aim is to describe some of these phenomena, to show in which ways the design of the models architecture is influenced by such phenomena, point out the difficulties of tuning the dozens of parameters of the models in order to reproduce the activity recorded with EEG systems during different kinds of experiments, and suggest some strategies to cope with these problems. In particular the chapters are organized as follows: chapter I gives a brief overview of the aims and issues addressed in the thesis; in chapter II the main characteristics of the cortical column, of the EEG signal and of the neural mass models will be presented, in order to show the relationships that hold between these entities; chapter III describes a study in which a NMM from the literature has been used to assess brain connectivity changes in tetraplegic patients; in chapter IV a modified version of the NMM is presented, which has been developed to overcomes some of the previous version’s intrinsic limitations; chapter V describes a study in which the new NMM has been used to reproduce the electrical activity evoked in the cortex by the transcranial magnetic stimulation (TMS); chapter VI presents some preliminary results obtained in the simulation of the neural rhythms associated with memory recall; finally, some general conclusions are drawn in chapter VII.

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In this work I tried to explore many aspects of cognitive visual science, each one based on different academic fields, proposing mathematical models capable to reproduce both neuro-physiological and phenomenological results that were described in the recent literature. The structure of my thesis is mainly composed of three chapters, corresponding to the three main areas of research on which I focused my work. The results of each work put the basis for the following, and their ensemble form an homogeneous and large-scale survey on the spatio-temporal properties of the architecture of the visual cortex of mammals.

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This Thesis aims at building and discussing mathematical models applications focused on Energy problems, both on the thermal and electrical side. The objective is to show how mathematical programming techniques developed within Operational Research can give useful answers in the Energy Sector, how they can provide tools to support decision making processes of Companies operating in the Energy production and distribution and how they can be successfully used to make simulations and sensitivity analyses to better understand the state of the art and convenience of a particular technology by comparing it with the available alternatives. The first part discusses the fundamental mathematical background followed by a comprehensive literature review about mathematical modelling in the Energy Sector. The second part presents mathematical models for the District Heating strategic network design and incremental network design. The objective is the selection of an optimal set of new users to be connected to an existing thermal network, maximizing revenues, minimizing infrastructure and operational costs and taking into account the main technical requirements of the real world application. Results on real and randomly generated benchmark networks are discussed with particular attention to instances characterized by big networks dimensions. The third part is devoted to the development of linear programming models for optimal battery operation in off-grid solar power schemes, with consideration of battery degradation. The key contribution of this work is the inclusion of battery degradation costs in the optimisation models. As available data on relating degradation costs to the nature of charge/discharge cycles are limited, we concentrate on investigating the sensitivity of operational patterns to the degradation cost structure. The objective is to investigate the combination of battery costs and performance at which such systems become economic. We also investigate how the system design should change when battery degradation is taken into account.