964 resultados para Uncertainty analysis
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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In this paper, the optimal reactive power planning problem under risk is presented. The classical mixed-integer nonlinear model for reactive power planning is expanded into two stage stochastic model considering risk. This new model considers uncertainty on the demand load. The risk is quantified by a factor introduced into the objective function and is identified as the variance of the random variables. Finally numerical results illustrate the performance of the proposed model, that is applied to IEEE 30-bus test system to determine optimal amount and location for reactive power expansion.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Backgrounds Ea aims: The boundaries between the categories of body composition provided by vectorial analysis of bioimpedance are not well defined. In this paper, fuzzy sets theory was used for modeling such uncertainty. Methods: An Italian database with 179 cases 18-70 years was divided randomly into developing (n = 20) and testing samples (n = 159). From the 159 registries of the testing sample, 99 contributed with unequivocal diagnosis. Resistance/height and reactance/height were the input variables in the model. Output variables were the seven categories of body composition of vectorial analysis. For each case the linguistic model estimated the membership degree of each impedance category. To compare such results to the previously established diagnoses Kappa statistics was used. This demanded singling out one among the output set of seven categories of membership degrees. This procedure (defuzzification rule) established that the category with the highest membership degree should be the most likely category for the case. Results: The fuzzy model showed a good fit to the development sample. Excellent agreement was achieved between the defuzzified impedance diagnoses and the clinical diagnoses in the testing sample (Kappa = 0.85, p < 0.001). Conclusions: fuzzy linguistic model was found in good agreement with clinical diagnoses. If the whole model output is considered, information on to which extent each BIVA category is present does better advise clinical practice with an enlarged nosological framework and diverse therapeutic strategies. (C) 2012 Elsevier Ltd and European Society for Clinical Nutrition and Metabolism. All rights reserved.
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In this paper, the effects of uncertainty and expected costs of failure on optimum structural design are investigated, by comparing three distinct formulations of structural optimization problems. Deterministic Design Optimization (DDO) allows one the find the shape or configuration of a structure that is optimum in terms of mechanics, but the formulation grossly neglects parameter uncertainty and its effects on structural safety. Reliability-based Design Optimization (RBDO) has emerged as an alternative to properly model the safety-under-uncertainty part of the problem. With RBDO, one can ensure that a minimum (and measurable) level of safety is achieved by the optimum structure. However, results are dependent on the failure probabilities used as constraints in the analysis. Risk optimization (RO) increases the scope of the problem by addressing the compromising goals of economy and safety. This is accomplished by quantifying the monetary consequences of failure, as well as the costs associated with construction, operation and maintenance. RO yields the optimum topology and the optimum point of balance between economy and safety. Results are compared for some example problems. The broader RO solution is found first, and optimum results are used as constraints in DDO and RBDO. Results show that even when optimum safety coefficients are used as constraints in DDO, the formulation leads to configurations which respect these design constraints, reduce manufacturing costs but increase total expected costs (including expected costs of failure). When (optimum) system failure probability is used as a constraint in RBDO, this solution also reduces manufacturing costs but by increasing total expected costs. This happens when the costs associated with different failure modes are distinct. Hence, a general equivalence between the formulations cannot be established. Optimum structural design considering expected costs of failure cannot be controlled solely by safety factors nor by failure probability constraints, but will depend on actual structural configuration. (c) 2011 Elsevier Ltd. All rights reserved.
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Biomass burning represents one of the largest sources of particulate matter to the atmosphere, which results in a significant perturbation to the Earth’s radiative balance coupled with serious negative impacts on public health. Globally, biomass burning aerosols are thought to exert a small warming effect of 0.03 Wm-2, however the uncertainty is 4 times greater than the central estimate. On regional scales, the impact is substantially greater, particularly in areas such as the Amazon Basin where large, intense and frequent burning occurs on an annual basis for several months (usually from August-October). Furthermore, a growing number of people live within the Amazon region, which means that they are subject to the deleterious effects on their health from exposure to substantial volumes of polluted air. Initial results from the South American Biomass Burning Analysis (SAMBBA) field experiment, which took place during September and October 2012 over Brazil, are presented here. A suite of instrumentation was flown on-board the UK Facility for Airborne Atmospheric Measurement (FAAM) BAe-146 research aircraft and was supported by ground based measurements, with extensive measurements made in Porto Velho, Rondonia. The aircraft sampled a range of conditions with sampling of fresh biomass burning plumes, regional haze and elevated biomass burning layers within the free troposphere. The physical, chemical and optical properties of the aerosols across the region will be characterized in order to establish the impact of biomass burning on regional air quality, weather and climate.
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[EN] Research background and hypothesis. Several attempts have been made to understand some modalities of sport from the point of view of complexity. Most of these studies deal with this phenomenon with regard to the mechanics of the game itself (in isolation). Nevertheless, some research has been conducted from the perspective of competition between teams. Our hypothesis was that for the study of competitiveness levels in the system of league competition our analysis model (Shannon entropy), is a useful and highly sensitive tool to determine the degree of global competitiveness of a league. Research aim. The aim of our study was to develop a model for the analysis of competitiveness level in team sport competitions based on the uncertainty level that might exist for each confrontation. Research methods. Degree of uncertainty or randomness of the competition was analyzed as a factor of competitiveness. It was calculated on the basis of the Shannon entropy. Research results. We studied 17 NBA regular seasons, which showed a fairly steady entropic tendency. There were seasons less competitive (? 0.9800) than the overall average (0.9835), and periods where the competitiveness remained at higher levels (range: 0.9851 to 0.9902). Discussion and conclusions. A league is more competitive when it is more random. Thus, it is harder to predict the fi nal outcome. However, when the competition is less random, the degree of competitiveness will decrease signifi cantly. The NBA is a very competitive league, there is a high degree of uncertainty of knowing the fi nal result.
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In the present study we are using multi variate analysis techniques to discriminate signal from background in the fully hadronic decay channel of ttbar events. We give a brief introduction to the role of the Top quark in the standard model and a general description of the CMS Experiment at LHC. We have used the CMS experiment computing and software infrastructure to generate and prepare the data samples used in this analysis. We tested the performance of three different classifiers applied to our data samples and used the selection obtained with the Multi Layer Perceptron classifier to give an estimation of the statistical and systematical uncertainty on the cross section measurement.
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In Performance-Based Earthquake Engineering (PBEE), evaluating the seismic performance (or seismic risk) of a structure at a designed site has gained major attention, especially in the past decade. One of the objectives in PBEE is to quantify the seismic reliability of a structure (due to the future random earthquakes) at a site. For that purpose, Probabilistic Seismic Demand Analysis (PSDA) is utilized as a tool to estimate the Mean Annual Frequency (MAF) of exceeding a specified value of a structural Engineering Demand Parameter (EDP). This dissertation focuses mainly on applying an average of a certain number of spectral acceleration ordinates in a certain interval of periods, Sa,avg (T1,…,Tn), as scalar ground motion Intensity Measure (IM) when assessing the seismic performance of inelastic structures. Since the interval of periods where computing Sa,avg is related to the more or less influence of higher vibration modes on the inelastic response, it is appropriate to speak about improved IMs. The results using these improved IMs are compared with a conventional elastic-based scalar IMs (e.g., pseudo spectral acceleration, Sa ( T(¹)), or peak ground acceleration, PGA) and the advanced inelastic-based scalar IM (i.e., inelastic spectral displacement, Sdi). The advantages of applying improved IMs are: (i ) "computability" of the seismic hazard according to traditional Probabilistic Seismic Hazard Analysis (PSHA), because ground motion prediction models are already available for Sa (Ti), and hence it is possibile to employ existing models to assess hazard in terms of Sa,avg, and (ii ) "efficiency" or smaller variability of structural response, which was minimized to assess the optimal range to compute Sa,avg. More work is needed to assess also "sufficiency" and "scaling robustness" desirable properties, which are disregarded in this dissertation. However, for ordinary records (i.e., with no pulse like effects), using the improved IMs is found to be more accurate than using the elastic- and inelastic-based IMs. For structural demands that are dominated by the first mode of vibration, using Sa,avg can be negligible relative to the conventionally-used Sa (T(¹)) and the advanced Sdi. For structural demands with sign.cant higher-mode contribution, an improved scalar IM that incorporates higher modes needs to be utilized. In order to fully understand the influence of the IM on the seismis risk, a simplified closed-form expression for the probability of exceeding a limit state capacity was chosen as a reliability measure under seismic excitations and implemented for Reinforced Concrete (RC) frame structures. This closed-form expression is partuclarly useful for seismic assessment and design of structures, taking into account the uncertainty in the generic variables, structural "demand" and "capacity" as well as the uncertainty in seismic excitations. The assumed framework employs nonlinear Incremental Dynamic Analysis (IDA) procedures in order to estimate variability in the response of the structure (demand) to seismic excitations, conditioned to IM. The estimation of the seismic risk using the simplified closed-form expression is affected by IM, because the final seismic risk is not constant, but with the same order of magnitude. Possible reasons concern the non-linear model assumed, or the insufficiency of the selected IM. Since it is impossibile to state what is the "real" probability of exceeding a limit state looking the total risk, the only way is represented by the optimization of the desirable properties of an IM.
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In this report it was designed an innovative satellite-based monitoring approach applied on the Iraqi Marshlands to survey the extent and distribution of marshland re-flooding and assess the development of wetland vegetation cover. The study, conducted in collaboration with MEEO Srl , makes use of images collected from the sensor (A)ATSR onboard ESA ENVISAT Satellite to collect data at multi-temporal scales and an analysis was adopted to observe the evolution of marshland re-flooding. The methodology uses a multi-temporal pixel-based approach based on classification maps produced by the classification tool SOIL MAPPER ®. The catalogue of the classification maps is available as web service through the Service Support Environment Portal (SSE, supported by ESA). The inundation of the Iraqi marshlands, which has been continuous since April 2003, is characterized by a high degree of variability, ad-hoc interventions and uncertainty. Given the security constraints and vastness of the Iraqi marshlands, as well as cost-effectiveness considerations, satellite remote sensing was the only viable tool to observe the changes taking place on a continuous basis. The proposed system (ALCS – AATSR LAND CLASSIFICATION SYSTEM) avoids the direct use of the (A)ATSR images and foresees the application of LULCC evolution models directly to „stock‟ of classified maps. This approach is made possible by the availability of a 13 year classified image database, conceived and implemented in the CARD project (http://earth.esa.int/rtd/Projects/#CARD).The approach here presented evolves toward an innovative, efficient and fast method to exploit the potentiality of multi-temporal LULCC analysis of (A)ATSR images. The two main objectives of this work are both linked to a sort of assessment: the first is to assessing the ability of modeling with the web-application ALCS using image-based AATSR classified with SOIL MAPPER ® and the second is to evaluate the magnitude, the character and the extension of wetland rehabilitation.
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In the context of “testing laboratory” one of the most important aspect to deal with is the measurement result. Whenever decisions are based on measurement results, it is important to have some indication of the quality of the results. In every area concerning with noise measurement many standards are available but without an expression of uncertainty, it is impossible to judge whether two results are in compliance or not. ISO/IEC 17025 is an international standard related with the competence of calibration and testing laboratories. It contains the requirements that testing and calibration laboratories have to meet if they wish to demonstrate that they operate to a quality system, are technically competent and are able to generate technically valid results. ISO/IEC 17025 deals specifically with the requirements for the competence of laboratories performing testing and calibration and for the reporting of the results, which may or may not contain opinions and interpretations of the results. The standard requires appropriate methods of analysis to be used for estimating uncertainty of measurement. In this point of view, for a testing laboratory performing sound power measurement according to specific ISO standards and European Directives, the measurement of uncertainties is the most important factor to deal with. Sound power level measurement, according to ISO 3744:1994 , performed with a limited number of microphones distributed over a surface enveloping a source is affected by a certain systematic error and a related standard deviation. Making a comparison of measurement carried out with different microphone arrays is difficult because results are affected by systematic errors and standard deviation that are peculiarities of the number of microphones disposed on the surface, their spatial position and the complexity of the sound field. A statistical approach could give an overview of the difference between sound power level evaluated with different microphone arrays and an evaluation of errors that afflict this kind of measurement. Despite the classical approach that tend to follow the ISO GUM this thesis present a different point of view of the problem related to the comparison of result obtained from different microphone arrays.
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Over the last three decades, international agricultural trade has grown significantly. Technological advances in transportation logistics and storage have created opportunities to ship anything almost anywhere. Bilateral and multilateral trade agreements have also opened new pathways to an increasingly global market place. Yet, international agricultural trade is often constrained by differences in regulatory regimes. The impact of “regulatory asymmetry” is particularly acute for small and medium sized enterprises (SMEs) that lack resources and expertise to successfully operate in markets that have substantially different regulatory structures. As governments seek to encourage the development of SMEs, policy makers often confront the critical question of what ultimately motivates SME export behavior. Specifically, there is considerable interest in understanding how SMEs confront the challenges of regulatory asymmetry. Neoclassical models of the firm generally emphasize expected profit maximization under uncertainty, however these approaches do not adequately explain the entrepreneurial decision under regulatory asymmetry. Behavioral theories of the firm offer a far richer understanding of decision making by taking into account aspirations and adaptive performance in risky environments. This paper develops an analytical framework for decision making of a single agent. Considering risk, uncertainty and opportunity cost, the analysis focuses on the export behavior response of an SME in a situation of regulatory asymmetry. Drawing on the experience of fruit processor in Muzaffarpur, India, who must consider different regulatory environments when shipping fruit treated with sulfur dioxide, the study dissects the firm-level decision using @Risk, a Monte Carlo computational tool.
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In this thesis we address a collection of Network Design problems which are strongly motivated by applications from Telecommunications, Logistics and Bioinformatics. In most cases we justify the need of taking into account uncertainty in some of the problem parameters, and different Robust optimization models are used to hedge against it. Mixed integer linear programming formulations along with sophisticated algorithmic frameworks are designed, implemented and rigorously assessed for the majority of the studied problems. The obtained results yield the following observations: (i) relevant real problems can be effectively represented as (discrete) optimization problems within the framework of network design; (ii) uncertainty can be appropriately incorporated into the decision process if a suitable robust optimization model is considered; (iii) optimal, or nearly optimal, solutions can be obtained for large instances if a tailored algorithm, that exploits the structure of the problem, is designed; (iv) a systematic and rigorous experimental analysis allows to understand both, the characteristics of the obtained (robust) solutions and the behavior of the proposed algorithm.