989 resultados para expected shortfall portfolio optimization
Resumo:
Due to the worldwide increase in demand for biofuels, the area cultivated with sugarcane is expected to increase. For environmental and economic reasons, an increasing proportion of the areas are being harvested without burning, leaving the residues on the soil surface. This periodical input of residues affects soil physical, chemical and biological properties, as well as plant growth and nutrition. Modeling can be a useful tool in the study of the complex interactions between the climate, residue quality, and the biological factors controlling plant growth and residue decomposition. The approach taken in this work was to parameterize the CENTURY model for the sugarcane crop, to simulate the temporal dynamics of aboveground phytomass and litter decomposition, and to validate the model through field experiment data. When studying aboveground growth, burned and unburned harvest systems were compared, as well as the effect of mineral fertilizer and organic residue applications. The simulations were performed with data from experiments with different durations, from 12 months to 60 years, in Goiana, TimbaA(0)ba and Pradpolis, Brazil; Harwood, Mackay and Tully, Australia; and Mount Edgecombe, South Africa. The differentiation of two pools in the litter, with different decomposition rates, was found to be a relevant factor in the simulations made. Originally, the model had a basically unlimited layer of mulch directly available for decomposition, 5,000 g m(-2). Through a parameter optimization process, the thickness of the mulch layer closer to the soil, more vulnerable to decomposition, was set as 110 g m(-2). By changing the layer of mulch at any given time available for decomposition, the sugarcane residues decomposition simulations where close to measured values (R (2) = 0.93), contributing to making the CENTURY model a tool for the study of sugarcane litter decomposition patterns. The CENTURY model accurately simulated aboveground carbon stalk values (R (2) = 0.76), considering burned and unburned harvest systems, plots with and without nitrogen fertilizer and organic amendment applications, in different climates and soil conditions.
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A simultaneous optimization strategy based on a neuro-genetic approach is proposed for selection of laser induced breakdown spectroscopy operational conditions for the simultaneous determination of macronutrients (Ca, Mg and P), micro-nutrients (B, Cu, Fe, Mn and Zn), Al and Si in plant samples. A laser induced breakdown spectroscopy system equipped with a 10 Hz Q-switched Nd:YAG laser (12 ns, 532 nm, 140 mJ) and an Echelle spectrometer with intensified coupled-charge device was used. Integration time gate, delay time, amplification gain and number of pulses were optimized. Pellets of spinach leaves (NIST 1570a) were employed as laboratory samples. In order to find a model that could correlate laser induced breakdown spectroscopy operational conditions with compromised high peak areas of all elements simultaneously, a Bayesian Regularized Artificial Neural Network approach was employed. Subsequently, a genetic algorithm was applied to find optimal conditions for the neural network model, in an approach called neuro-genetic, A single laser induced breakdown spectroscopy working condition that maximizes peak areas of all elements simultaneously, was obtained with the following optimized parameters: 9.0 mu s integration time gate, 1.1 mu s delay time, 225 (a.u.) amplification gain and 30 accumulated laser pulses. The proposed approach is a useful and a suitable tool for the optimization process of such a complex analytical problem. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
Laser induced breakdown spectrometry (LIBS) was applied for the determination of macro (P, K, Ca, Mg) and micronutrients (B, Cu, Fe, Mn and Zn) in sugar cane leaves, which is one of the most economically important crops in Brazil. Operational conditions were previously optimized by a neuro-genetic approach, by using a laser Nd:YAG at 1064 nm with 110 mJ per pulse focused on a pellet surface prepared with ground plant samples. Emission intensities were measured after 2.0 mu s delay time, with 4.5 mu s integration time gate and 25 accumulated laser pulses. Measurements of LIBS spectra were based on triplicate and each replicate consisted of an average of ten spectra collected in different sites (craters) of the pellet. Quantitative determinations were carried out by using univariate calibration and chemometric methods, such as PLSR and iPLS. The calibration models were obtained by using 26 laboratory samples and the validation was carried out by using 15 test samples. For comparative purpose, these samples were also microwave-assisted digested and further analyzed by ICP OES. In general, most results obtained by LIBS did not differ significantly from ICP OES data by applying a t-test at 95% confidence level. Both LIBS multivariate and univariate calibration methods produced similar results, except for Fe where better results were achieved by the multivariate approach. Repeatability precision varied from 0.7 to 15% and 1.3 to 20% from measurements obtained by multivariate and univariate calibration, respectively. It is demonstrated that LIBS is a powerful tool for analysis of pellets of plant materials for determination of macro and micronutrients by choosing calibration and validation samples with similar matrix composition.
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Exercise intensity is a key parameter for exercise prescription but the optimal range for individuals with high cardiorespiratory fitness is unknown. The aims of this study were (1) to determine optimal heart rate ranges for men with high cardiorespiratory fitness based on percentages of maximal oxygen consumption (%VO(2max)) and reserve oxygen consumption (%VO(2reserve)) corresponding to the ventilatory threshold and respiratory compensation point, and ( 2) to verify the effect of advancing age on the exercise intensities. Maximal cardiorespiratory testing was performed on 210 trained men. Linear regression equations were calculated using paired data points between percentage of maximal heart rate (%HR(max)) and %VO(2max) and between percentage of heart rate reserve (%HRR) and %VO(2reserve) attained at each minute during the test. Values of %VO(2max) and %VO(2reserve) at the ventilatory threshold and respiratory compensation point were used to calculate the corresponding values of %HRmax and %HRR, respectively. The ranges of exercise intensity in relation to the ventilatory threshold and respiratory compensation point were achieved at 78-93% of HR(max) and 70-93% of HRR, respectively. Although absolute heart rate decreased with advancing age, there were no age-related differences in %HR(max) and %HRR at the ventilatory thresholds. Thus, in men with high cardiorespiratory fitness, the ranges of exercise intensity based on %HR(max) and %HRR regarding ventilatory threshold were 78-93% and 70-93% respectively, and were not influenced by advancing age.
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The concentration of hydrogen peroxide is an important parameter in the azo dyes decoloration process through the utilization of advanced oxidizing processes, particularly by oxidizing via UV/H2O2. It is pointed out that, from a specific concentration, the hydrogen peroxide works as a hydroxyl radical self-consumer and thus a decrease of the system`s oxidizing power happens. The determination of the process critical point (maximum amount of hydrogen peroxide to be added) was performed through a ""thorough mapping"" or discretization of the target region, founded on the maximization of an objective function objective (constant of reaction kinetics of pseudo-first order). The discretization of the operational region occurred through a feedforward backpropagation neural model. The neural model obtained presented remarkable coefficient of correlation between real and predicted values for the absorbance variable, above 0.98. In the present work, the neural model had, as phenomenological basis the Acid Brown 75 dye decoloration process. The hydrogen peroxide addition critical point, represented by a value of mass relation (F) between the hydrogen peroxide mass and the dye mass, was established in the interval 50 < F < 60. (C) 2007 Elsevier B.V. All rights reserved.
Resumo:
Nb(3)Sn is one of the most used superconducting materials for applications in high magnetic fields. The improvement of the critical current densities (J(c)) is important, and must be analyzed together with the optimization of the flux pinning acting in the material. For Nb(3)Sn, it is known that the grain boundaries are the most effective pinning centers. However, the introduction of artificial pinning centers (APCs) with different superconducting properties has been proved to be beneficial for J(c). As these APCs are normally in the nanometric-scale, the conventional heat treatment profiles used for Nb(3)Sn wires cannot be directly applied, leading to excessive grain growth and/or increase of the APCs cross sections. In this work, the heat treatment profiles for Nb(3)Sn superconductor wires with Cu(Sn) artificial pinning centers in nanometric-scale were analyzed in an attempt to improve J(c) . It is described a methodology to optimize the heat treatment profiles in respect to diffusion, reaction and formation of the superconducting phases. Microstructural, transport and magnetic characterization were performed in an attempt to find the pinning mechanisms acting in the samples. It was concluded that the maximum current densities were found when normal phases (due to the introduction of the APCs) are acting as main pinning centers in the global behavior of the Nb(3)Sn superconducting wire.
Resumo:
BACKGROUND: The combined effects of vanillin and syringaldehyde on xylitol production by Candida guilliermondii using response surface methodology (RSM) have been studied. A 2(2) full-factorial central composite design was employed for experimental design and analysis of the results. RESULTS: Maximum xylitol productivities (Q(p) = 0.74 g L(-1) h(-1)) and yields (Y(P/S) = 0.81 g g(-1)) can be attained by adding only vanillin at 2.0 g L(-1) to the fermentation medium. These data were closely correlated with the experimental results obtained (0.69 +/- 0.04 g L(-1) h(-1) and 0.77 +/- 0.01 g g(-1)) indicating a good agreement with the predicted value. C. guilliermondii was able to convert vanillin completely after 24 h of fermentation with 94% yield of vanillyl alcohol. CONCLUSIONS: The bioconversion of xylose into xylitol by C. guilliermondii is strongly dependent on the combination of aldehydes and phenolics in the fermentation medium. Vanillin is a source of phenolic compound able to improve xylitol production by yeast. The conversion of vanillin to alcohol vanilyl reveals the potential of this yeast for medium detoxification. (C) 2009 Society of Chemical Industry
Resumo:
MgB(2) is considered to be an important conductor for applications. Optimizing flux pinning in these conductors can improve their critical currents. Doping can influence flux pinning efficiency and grain connectivity, and also affect the resistivity, upper critical field and critical temperature. This study was designed to attempt the doping of MgB(2) on the Mg sites with metal-diborides using high-energy ball milling. MgB(2) samples were prepared by milling pre-reacted MgB(2) and TaB(2) powders using a Spex 8000M mill with WC jars and balls in a nitrogen-filled glove box. The mixing concentration in (Mg(1-x)Ta(x))B(2) was up to x = 0.10. Samples were removed from the WC jars after milling times up to 4000 minutes and formed into pellets using cold isostatic pressing. The pellets were heat treated in a hot isostatic press (HIP) at 1000 degrees C under a pressure of 30 kpsi for 24 hours. The influence that milling time and TaB(2) addition had on the microstructure and the resulting superconducting properties of TaB(2)-added MgB(2) is discussed. Improvement J(c) of at high magnetic fields and of pinning could be obtained in milled samples with added TaB(2) The sample with added 5at.% TaB(2) and milled for 300 minutes showed values of J(c) similar to 7 x 10(5) A/cm(2) and F(p) similar to 14 GN/m(3) at 2T, 4.2 K. The milled and TaB(2)-mixed samples showed higher values of mu(0)H(irr) than the unmilled-unmixed sample.
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Banana, an important component in the diet of the global population, is one of the most consumed fruits in the world. This fruit is also very favorable to industry processes (e. g., fermented beverages) due to its rich content on soluble solids and minerals, with low acidity. The main objective of this work was to evaluate the influence of factors such as banana weight and extraction time during a hot aqueous extraction process on the total soluble solids content of banana. The extract is to be used by the food and beverage industries. The experiments were performed with 105 mL of water, considering the moisture of the ripe banana (65%). Total sugar concentrations were obtained in a beer analyzer and the result expressed in degrees Plato (degrees P, which is the weight of the extract or the sugar equivalent in 100 g solution at 20 degrees C), aiming at facilitating the use of these results by the beverage industries. After previous studies of characterization of the fruit and of ripening performance, a 2(2) full-factorial star design was carried out, and a model was developed to describe the behavior of the dependent variable (total soluble solids) as a function of the factors (banana weight and extraction time), indicating as optimum conditions for extraction 38.5 g of banana at 39.7 min.
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In this article a novel algorithm based on the chemotaxis process of Echerichia coil is developed to solve multiobjective optimization problems. The algorithm uses fast nondominated sorting procedure, communication between the colony members and a simple chemotactical strategy to change the bacterial positions in order to explore the search space to find several optimal solutions. The proposed algorithm is validated using 11 benchmark problems and implementing three different performance measures to compare its performance with the NSGA-II genetic algorithm and with the particle swarm-based algorithm NSPSO. (C) 2009 Elsevier Ltd. All rights reserved.
Resumo:
Modal filters may be obtained by a properly designed weighted sum of the output signals of an array of sensors distributed on the host structure. Although several research groups have been interested in techniques for designing and implementing modal filters based on a given array of sensors, the effect of the array topology on the effectiveness of the modal filter has received much less attention. In particular, it is known that some parameters, such as size, shape and location of a sensor, are very important in determining the observability of a vibration mode. Hence, this paper presents a methodology for the topological optimization of an array of sensors in order to maximize the effectiveness of a set of selected modal filters. This is done using a genetic algorithm optimization technique for the selection of 12 piezoceramic sensors from an array of 36 piezoceramic sensors regularly distributed on an aluminum plate, which maximize the filtering performance, over a given frequency range, of a set of modal filters, each one aiming to isolate one of the first vibration modes. The vectors of the weighting coefficients for each modal filter are evaluated using QR decomposition of the complex frequency response function matrix. Results show that the array topology is not very important for lower frequencies but it greatly affects the filter effectiveness for higher frequencies. Therefore, it is possible to improve the effectiveness and frequency range of a set of modal filters by optimizing the topology of an array of sensors. Indeed, using 12 properly located piezoceramic sensors bonded on an aluminum plate it is shown that the frequency range of a set of modal filters may be enlarged by 25-50%.
Resumo:
This work presents a critical analysis of methodologies to evaluate the effective (or generalized) electromechanical coupling coefficient (EMCC) for structures with piezoelectric elements. First, a review of several existing methodologies to evaluate material and effective EMCC is presented. To illustrate the methodologies, a comparison is made between numerical, analytical and experimental results for two simple structures: a cantilever beam with bonded extension piezoelectric patches and a simply-supported sandwich beam with an embedded shear piezoceramic. An analysis of the electric charge cancelation effect on the effective EMCC observed in long piezoelectric patches is performed. It confirms the importance of reinforcing the electrodes equipotentiality condition in the finite element model. Its results indicate also that smaller (segmented) and independent piezoelectric patches could be more interesting for energy conversion efficiency. Then, parametric analyses and optimization are performed for a cantilever sandwich beam with several embedded shear piezoceramic patches. Results indicate that to fully benefit from the higher material coupling of shear piezoceramic patches, attention must be paid to the configuration design so that the shear strains in the patches are maximized. In particular, effective square EMCC values higher than 1% were obtained embedding nine well-spaced short piezoceramic patches in an aluminum/foam/aluminum sandwich beam.
Resumo:
Many authors point out that the front-end of new product development (NPD) is a critical success factor in the NPD process and that numerous companies face difficulties in carrying it out appropriately. Therefore, it is important to develop new theories and proposals that support the effective implementation of this earliest phase of NPD. This paper presents a new method to support the development of front-end activities based on integrating technology roadmapping (TRM) and project portfolio management (PPM). This new method, called the ITP Method, was implemented at a small Brazilian high-tech company in the nanotechnology industry to explore the integration proposal. The case study demonstrated that the ITP Method provides a systematic procedure for the fuzzy front-end and integrates innovation perspectives into a single roadmap, which allows for a better alignment of business efforts and communication of product innovation goals. Furthermore, the results indicated that the method may also improve quality, functional integration and strategy alignment. (C) 2010 Elsevier Inc. All rights reserved.
A hybrid Particle Swarm Optimization - Simplex algorithm (PSOS) for structural damage identification
Resumo:
This study proposes a new PSOS-model based damage identification procedure using frequency domain data. The formulation of the objective function for the minimization problem is based on the Frequency Response Functions (FRFs) of the system. A novel strategy for the control of the Particle Swarm Optimization (PSO) parameters based on the Nelder-Mead algorithm (Simplex method) is presented; consequently, the convergence of the PSOS becomes independent of the heuristic constants and its stability and confidence are enhanced. The formulated hybrid method performs better in different benchmark functions than the Simulated Annealing (SA) and the basic PSO (PSO(b)). Two damage identification problems, taking into consideration the effects of noisy and incomplete data, were studied: first, a 10-bar truss and second, a cracked free-free beam, both modeled with finite elements. In these cases, the damage location and extent were successfully determined. Finally, a non-linear oscillator (Duffing oscillator) was identified by PSOS providing good results. (C) 2009 Elsevier Ltd. All rights reserved
Resumo:
The flow in the automotive catalytic converter is, in general, not uniform. This significantly affects cost, service life, and performance, in particular, during cold startup. The current paper reports on a device that provided a large improvement in flow uniformity. The device is to be placed in the converter inlet diffuser and is constructed out of ordinary screens. It is cheap and easy to install. Moreover, the device does not present most of the undesired effects, such as increase in pressure drop and time to light off, often observed in other devices developed for the same purpose.