Model Prediction Control For Water Management Using Adaptive Prediction Accuracy

In the field of operational water management, Model Predictive Control (MPC) has gained popularity owing to its versatility and flexibility. The MPC controller, which takes predictions, time delay and uncertainties into account, can be designed for multi-objective management problems and for large-scale systems. Nonetheless, a critical obstacle, which needs to be overcome in MPC, is the large computational burden when a large-scale system is considered or a long prediction horizon is involved. In order to solve this problem, we use an adaptive prediction accuracy (APA) approach that can reduce the computational burden almost by half. The proposed MPC scheme with this scheme is tested on the northern Dutch water system, which comprises Lake IJssel, Lake Marker, the River IJssel and the North Sea Canal. The simulation results show that by using the MPC-APA scheme, the computational time can be reduced to a large extent and a flood protection problem over longer prediction horizons can be well solved.

Ensaios em Finanças

Esta tese é composta de três artigos sobre finanças. O primeiro tem o título "Nonparametric Option Pricing with Generalized Entropic Estimators " e estuda um método de apreçamento de derivativos em mercados incompletos. Este método está relacionado com membros da família de funções de Cressie-Read em que cada membro fornece uma medida neutra ao risco. Vários testes são feitos. Os resultados destes testes sugerem um modo de definir um intervalo robusto para preços de opções. Os outros dois artigos são sobre anúncios agendados em diferentes situações. O segundo se chama "Watching the News: Optimal Stopping Time and Scheduled Announcements" e estuda problemas de tempo de parada ótimo na presença de saltos numa data fixa em modelos de difusão com salto. Fornece resultados sobre a otimalidade do tempo de parada um pouco antes do anúncio. O artigo aplica os resultados ao tempo de exercício de Opções Americanas e ao tempo ótimo de venda de um ativo. Finalmente o terceiro artigo estuda um problema de carteira ótima na presença de custo fixo quando os preços podem saltar numa data fixa. Seu título é "Dynamic Portfolio Selection with Transactions Costs and Scheduled Announcement" e o resultado mais interessante é que o comportamento do investidor é consistente com estudos empíricos sobre volume de transações em momentos próximos de anúncios.

Previsão da estrutura a termo de taxa de juros aplicando o Filtro de Kalman ao modelo Vasicek: o caso brasileiro

Este trabalho tem o objetivo de testar a qualidade preditiva do Modelo Vasicek de dois fatores acoplado ao Filtro de Kalman. Aplicado a uma estratégia de investimento, incluímos um critério de Stop Loss nos períodos que o modelo não responde de forma satisfatória ao movimento das taxas de juros. Utilizando contratos futuros de DI disponíveis na BMFBovespa entre 01 de março de 2007 a 30 de maio de 2014, as simulações foram realizadas em diferentes momentos de mercado, verificando qual a melhor janela para obtenção dos parâmetros dos modelos, e por quanto tempo esses parâmetros estimam de maneira ótima o comportamento das taxas de juros. Os resultados foram comparados com os obtidos pelo Modelo Vetor-auto regressivo de ordem 1, e constatou-se que o Filtro de Kalman aplicado ao Modelo Vasicek de dois fatores não é o mais indicado para estudos relacionados a previsão das taxas de juros. As limitações desse modelo o restringe em conseguir estimar toda a curva de juros de uma só vez denegrindo seus resultados.

Avaliação de robustez, desempenho e aplicação do controlador adaptativo por posicionamento de pólos e estrutura variável

In this work, the variable structure adaptive pole placement controller (VS-APPC) robustness and performance are evaluated and this algorithm is applied in a motor control system. The controller robustness evaluation will be done through simulations, where will be introduced in the system the following adversities: time delay, actuator response boundeds, disturbances, parametric variation and unmodeled dynamics. The VS-APPC will be compared with PI control, pole placement control (PPC) and adaptive pole placement controller (APPC). The VS-APPC will be simulated to track a step and a sine reference. It will be applied in a three-phase induction motor control system to track a sine signal in the stator reference frame. Simulation and experimental results will prove the efficiency and robustness of this control strategy

Gravitomagnetismo e o teste da sonda gravidade B

The so-called gravitomagnetic field arised as an old conjecture that currents of matter (no charges) would produce gravitational effects similar to those produced by electric currents in electromagnetism. Hans Thirring in 1918, using the weak field approximation to the Einsteins field equations, deduced that a slowly rotating massive shell drags the inertial frames in the direction of its rotation. In the same year, Joseph Lense applied to astronomy the calculations of Thirring. Later, that effect came to be known as the Lense- Thirring effect. Along with the de Sitter effect, those phenomena were recently tested by a gyroscope in orbit around the Earth, as proposed by George E. Pugh in 1959 and Leonard I. Schiff in 1960. In this dissertation, we study the gravitational effects associated with the rotation of massive bodies in the light of the Einsteins General Theory of Relativity. With that finality, we develop the weak field approximation to General Relativity and obtain the various associated gravitational effects: gravitomagnetic time-delay, de Sitter effect (geodesic precession) and the Lense-Thirring effect (drag of inertial frames). We discus the measures of the Lense-Thirring effect done by LAGEOS Satellite (Laser Geodynamics Satellite) and the Gravity Probe B - GPB - mission. The GPB satellite was launched into orbit around the Earth at an altitude of 642 km by NASA in 2004. Results presented in May 2011 clearly show the existence of the Lense-Thirring effect- a drag of inertial frames of 37:2 7:2 mas/year (mas = milliarcsec)- and de Sitter effect - a geodesic precession of 6; 601:8 18:3 mas/year- measured with an accuracy of 19 % and of 0.28 % respectively (1 mas = 4:84810��9 radian). These results are in a good agreement with the General Relativity predictions of 41 mas/year for the Lense-Thirring effect and 6,606.1 mas/year for the de Sitter effect.

Avaliação de serviços de assistência ambulatorial em aids, Brasil: estudo comparativo 2001/2007

OBJETIVO: Avaliar os serviços do Sistema Único de Saúde brasileiro de assistência ambulatorial a adultos vivendo com aids em 2007 e comparar com a avaliação de 2001. MÉTODOS: Os 636 serviços cadastrados no Ministério da Saúde em 2007 foram convidados a responder a um questionário previamente validado (Questionário Qualiaids) com 107 questões de múltipla escolha sobre a organização da assistência prestada. Analisaram-se as frequências das respostas de 2007 comparando-as com as obtidas em 2001 na forma de variação percentual (VP). RESULTADOS: Responderam o questionário 504 (79,2%) serviços. Cerca de 100,0% dos respondentes relataram ter pelo menos um médico, suprimento sem falhas de antirretrovirais e de exames CD4 e carga viral. Vários aspectos mostraram melhor desempenho em 2007 comparados a 2001: registro de número de faltas à consulta médica (de 18,3 para 27,0%, VP: 47,5%), agendamento de consulta em menos de 15 dias no início da terapia antirretroviral (de 55,3 para 66,2%, VP: 19,7%) e participação organizada do usuário (de 5,9 para 16,7%, VP: 183,1%). Houve manutenção de dificuldades: pequena variação na disponibilidade de exames especializados em até 15 dias, como endoscopia (31,9 para 34,5%, VP: 8,1%), e a piora de indicadores como tempo ideal de acesso a consultas especializadas (55,9 para 34,5% em cardiologia, VP negativa de 38,3%). O tempo médio despendido nas consultas médicas de seguimento manteve-se baixo: 15 minutos ou menos (52,5 para 49,5%, VP negativa de 5,8%). CONCLUSÕES: A avaliação de 2007 mostrou que os serviços contam com os recursos essenciais para a assistência ambulatorial. Houve melhoras em muitos aspectos em relação a 2001, mas persistem desafios. Pouco tempo dedicado à consulta médica pode estar vinculado ao número insuficiente de médicos e/ou à baixa capacidade de escuta e diálogo. A acessibilidade prejudicada a consultas especializadas mostra a dificuldade das infraestruturas locais do Sistema Único de Saúde.

Edge detection and noise removal by use of a partial differential equation with automatic selection of parameters

This work deals with noise removal by the use of an edge preserving method whose parameters are automatically estimated, for any application, by simply providing information about the standard deviation noise level we wish to eliminate. The desired noiseless image u(x), in a Partial Differential Equation based model, can be viewed as the solution of an evolutionary differential equation u t(x) = F(u xx, u x, u, x, t) which means that the true solution will be reached when t ® ¥. In practical applications we should stop the time ''t'' at some moment during this evolutionary process. This work presents a sufficient condition, related to time t and to the standard deviation s of the noise we desire to remove, which gives a constant T such that u(x, T) is a good approximation of u(x). The approach here focused on edge preservation during the noise elimination process as its main characteristic. The balance between edge points and interior points is carried out by a function g which depends on the initial noisy image u(x, t0), the standard deviation of the noise we want to eliminate and a constant k. The k parameter estimation is also presented in this work therefore making, the proposed model automatic. The model's feasibility and the choice of the optimal time scale is evident through out the various experimental results.

Incorporating memory effects in phase separation processes

We consider the modification of the Cahn-Hilliard equation when a time delay process through a memory function is taken into account. We then study the process of spinodal decomposition in fast phase transitions associated with a conserved order parameter. Finite-time memory effects are seen to affect the dynamics of phase transition at short times and have the effect of delaying, in a significant way, the process of rapid growth of the order parameter that follows a quench into the spinodal region. These effects are important in several systems characterized by fast processes, like non-equilibrium dynamics in the early universe and in relativistic heavy-ion collisions. (C) 2006 Elsevier B.V. All rights reserved.

De Sitter Relativity: a New Road to Quantum Gravity?

The Poincar, group generalizes the Galilei group for high-velocity kinematics. The de Sitter group is assumed to go one step further, generalizing Poincar, as the group governing high-energy kinematics. In other words, ordinary special relativity is here replaced by de Sitter relativity. In this theory, the cosmological constant I > is no longer a free parameter, and can be determined in terms of other quantities. When applied to the whole universe, it is able to predict the value of I > and to explain the cosmic coincidence. When applied to the propagation of ultra-high energy photons, it gives a good estimate of the time delay observed in extragalactic gamma-ray flares. It can, for this reason, be considered a new paradigm to approach the quantum gravity problem.

Some interesting features of new massive gravity

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Memory effect and fast spinodal decomposition

We consider the modification of the Cahn-Hilliard equation when a time delay process through a memory function is taken into account. We then study the process of spinodal decomposition in fast phase transitions associated with a conserved order parameter. The introduced memory effect plays an important role to obtain a finite group velocity. Then, we discuss the constraint for the parameters to satisfy causality. The memory effect is seen to affect the dynamics of phase transition at short times and have the effect of delaying, in a significant way, the process of rapid growth of the order parameter that follows a quench into the spinodal region.

Refuse production in leaf-cutting ants (Hymenoptera: Formicidae) and its relationship with leaf harvest

We examined the relationship between fungal refuse production and vegetation input in a laboratory colony of the leaf-cutting ant Acromyrmex coronatus. We found only a strong 6-day time-delay in the production of refuse with variation in substrate intake.

Oscillating holograms recorded in photorefractive crystals by a frequency detuned feedback loop

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

Estimação de frequência usando sensores de erro com atrasos adaptativos

This paper proposes a solution to improve the performance of the first order Early Error Sensing (EES) Adaptive Time Delay Tanlock Loops (ATDTL) presented in (Al-Zaabi, Al-Qutayri e Al-Araji, 2005), regarding to frequency estimation and tracking time. The EES-ATDTL are phaselocked-loops (PLL) used to hardware implementations, due to their simple structure. Fixed-points theorems are used to determine conditions for rapid convergence of the estimation process and a estimative of the frecuency input is obtained with a Gaussian filter that improves the gain adaptation. The mathematical models are the presented by (Al-Araji, Al-Qutayri e Al-Zaabi, 2006). Simulations have been performed to evaluate the theoretical results.

Using serial bluetooth converters as a sensor link in networked control systems

Networked control systems (NCS) are distributed control system in which sensors, actuators and controllers are physically separated and connected through communication networks. NCS represent the evolution of networked control architectures providing greater modularity and control decentralization, ease maintenance and diagnosis and lower cost of implementation. A recent trend in this research topic is the development of NCS using wireless networks which enable interoperability between existing wired and wireless systems. This paper presents the feasibility analysis of using a serial RS-232 to Bluetooth converter as a wireless sensor link in NCS. In order to support this investigation, relevant performance metrics for wireless control applications such as jitter, time delay and messages lost are highlighted and calculated to evaluate the converter capabilities. In addition the control performance of an implemented motor control system using the converter is analyzed. Experimental results led to the conclusion that serial RS-232 Bluetooth converters can be used to implement wireless networked control systems (WNCS) providing transmission rates and closed control loop times which are acceptable for NCS applications. © 2011 IEEE.