943 resultados para Complex systems prediction


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Difusive processes are extremely common in Nature. Many complex systems, such as microbial colonies, colloidal aggregates, difusion of fluids, and migration of populations, involve a large number of similar units that form fractal structures. A new model of difusive agregation was proposed recently by Filoche and Sapoval [68]. Based on their work, we develop a model called Difusion with Aggregation and Spontaneous Reorganization . This model consists of a set of particles with excluded volume interactions, which perform random walks on a square lattice. Initially, the lattice is occupied with a density p = N/L2 of particles occupying distinct, randomly chosen positions. One of the particles is selected at random as the active particle. This particle executes a random walk until it visits a site occupied by another particle, j. When this happens, the active particle is rejected back to its previous position (neighboring particle j), and a new active particle is selected at random from the set of N particles. Following an initial transient, the system attains a stationary regime. In this work we study the stationary regime, focusing on scaling properties of the particle distribution, as characterized by the pair correlation function ø(r). The latter is calculated by averaging over a long sequence of configurations generated in the stationary regime, using systems of size 50, 75, 100, 150, . . . , 700. The pair correlation function exhibits distinct behaviors in three diferent density ranges, which we term subcritical, critical, and supercritical. We show that in the subcritical regime, the particle distribution is characterized by a fractal dimension. We also analyze the decay of temporal correlations

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In this work, the study of some complex systems is done with use of two distinct procedures. In the first part, we have studied the usage of Wavelet transform on analysis and characterization of (multi)fractal time series. We have test the reliability of Wavelet Transform Modulus Maxima method (WTMM) in respect to the multifractal formalism, trough the calculation of the singularity spectrum of time series whose fractality is well known a priori. Next, we have use the Wavelet Transform Modulus Maxima method to study the fractality of lungs crackles sounds, a biological time series. Since the crackles sounds are due to the opening of a pulmonary airway bronchi, bronchioles and alveoli which was initially closed, we can get information on the phenomenon of the airway opening cascade of the whole lung. Once this phenomenon is associated with the pulmonar tree architecture, which displays fractal geometry, the analysis and fractal characterization of this noise may provide us with important parameters for comparison between healthy lungs and those affected by disorders that affect the geometry of the tree lung, such as the obstructive and parenchymal degenerative diseases, which occurs, for example, in pulmonary emphysema. In the second part, we study a site percolation model for square lattices, where the percolating cluster grows governed by a control rule, corresponding to a method of automatic search. In this model of percolation, which have characteristics of self-organized criticality, the method does not use the automated search on Leaths algorithm. It uses the following control rule: pt+1 = pt + k(Rc − Rt), where p is the probability of percolation, k is a kinetic parameter where 0 < k < 1 and R is the fraction of percolating finite square lattices with side L, LxL. This rule provides a time series corresponding to the dynamical evolution of the system, in particular the likelihood of percolation p. We proceed an analysis of scaling of the signal obtained in this way. The model used here enables the study of the automatic search method used for site percolation in square lattices, evaluating the dynamics of their parameters when the system goes to the critical point. It shows that the scaling of , the time elapsed until the system reaches the critical point, and tcor, the time required for the system loses its correlations, are both inversely proportional to k, the kinetic parameter of the control rule. We verify yet that the system has two different time scales after: one in which the system shows noise of type 1 f , indicating to be strongly correlated. Another in which it shows white noise, indicating that the correlation is lost. For large intervals of time the dynamics of the system shows ergodicity

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Complex systems have stimulated much interest in the scientific community in the last twenty years. Examples this area are the Domany-Kinzel cellular automaton and Contact Process that are studied in the first chapter this tesis. We determine the critical behavior of these systems using the spontaneous-search method and short-time dynamics (STD). Ours results confirm that the DKCA e CP belong to universality class of Directed Percolation. In the second chapter, we study the particle difusion in two models of stochastic sandpiles. We characterize the difusion through diffusion constant D, definite through in the relation h(x)2i = 2Dt. The results of our simulations, using finite size scalling and STD, show that the diffusion constant can be used to study critical properties. Both models belong to universality class of Conserved Directed Percolation. We also study that the mean-square particle displacement in time, and characterize its dependence on the initial configuration and particle density. In the third chapter, we introduce a computacional model, called Geographic Percolation, to study watersheds, fractals with aplications in various areas of science. In this model, sites of a network are assigned values between 0 and 1 following a given probability distribution, we order this values, keeping always its localization, and search pk site that percolate network. Once we find this site, we remove it from the network, and search for the next that has the network to percole newly. We repeat these steps until the complete occupation of the network. We study the model in 2 and 3 dimension, and compare the bidimensional case with networks form at start real data (Alps e Himalayas)

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Procurou-se, neste trabalho, pensar o tempo no contexto das ciências da saúde, no qual se entrelaçam aspectos físicos, biológicos, psicológicos e sociológicos. Enquanto em nossa percepção do mundo e de nós mesmos o tempo se apresenta sob muitas facetas, na física clássica, conforme o modelo newtoniano, assumia-se a existência de um tempo absoluto, unilinear, homogêneo e independente do observador. Com a teoria da relatividade e o estudo dos sistemas complexos, um novo conceito de tempo apresenta-se na física: o tempo fractal, o qual possibilita maior compatibilidade com as abordagens psicológicas e sociológicas. Nesta perspectiva, a experiência de vida de uma pessoa, e seus respectivos processos de construção da saúde, envolveria uma multiplicidade de tempos, que coexistem e se organizam segundo um padrão coerente de auto-similaridade. Uma quebra desse padrão estaria correlacionada com a ocorrência da doença. Sugere-se que uma abordagem mais adequada do adoecimento deveria levar em conta, como referência para o profissional de saúde, o conceito de tempo fractal, possibilitando maior sintonia do paciente com a complexidade da natureza e, por conseguinte, consigo mesmo.

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

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

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Enterprises need continuous product development activities to remain competitive in the marketplace. Their product development process (PDP) must manage stakeholders' needs - technical, financial, legal, and environmental aspects, customer requirements, Corporate strategy, etc. -, being a multidisciplinary and strategic issue. An approach to use real option to support the decision-making process at PDP phases in taken. The real option valuation method is often presented as an alternative to the conventional net present value (NPV) approach. It is based on the same principals of financial options: the right to buy or sell financial values (mostly stocks) at a predetermined price, with no obligation to do so. In PDP, a multi-period approach that takes into account the flexibility of, for instance, being able to postpone prototyping and design decisions, waiting for more information about technologies, customer acceptance, funding, etc. In the present article, the state of the art of real options theory is prospected and a model to use the real options in PDP is proposed, so that financial aspects can be properly considered at each project phase of the product development. Conclusion is that such model can provide more robustness to the decisions processes within PDP.

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We employ the Bayesian framework to define a cointegration measure aimed to represent long term relationships between time series. For visualization of these relationships we introduce a dissimilarity matrix and a map based on the sorting points into neighborhoods (SPIN) technique, which has been previously used to analyze large data sets from DNA arrays. We exemplify the technique in three data sets: US interest rates (USIR), monthly inflation rates and gross domestic product (GDP) growth rates. (c) 2007 Elsevier B.V. All rights reserved.

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In the present work, we propose a model for the statistical distribution of people versus number of steps acquired by them in a learning process, based on competition, learning and natural selection. We consider that learning ability is normally distributed. We found that the number of people versus step acquired by them in a learning process is given through a power law. As competition, learning and selection is also at the core of all economical and social systems, we consider that power-law scaling is a quantitative description of this process in social systems. This gives an alternative thinking in holistic properties of complex systems. (C) 2004 Elsevier B.V. All rights reserved.

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Tsallis postulated a generalized form for entropy and give rise to a new statistics now known as Tsallis statistics. In the present work, we compare the Tsallis statistics with the gradually truncated Levy flight, and discuss the distribution of an economical index-the Standard and Poor's 500-using the values of standard deviation as calculated by our model. We find that both statistics give almost the same distribution. Thus we feel that gradual truncation of Levy distribution, after certain critical step size for describing complex systems, is a requirement of generalized thermodynamics or similar. The gradually truncated Levy flight is based on physical considerations and bring a better physical picture of the dynamics of the whole system. Tsallis statistics gives a theoretical support. Both statistics together can be utilized for the development of a more exact portfolio theory or to understand better the complexities in human and financial behaviors. A comparison of both statistics is made. (C) 2002 Published by Elsevier B.V. B.V.

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Power law scaling is observed in many physical, biological and socio-economical complex systems and is now considered an important property of these systems. In general, power law exists in the central part of the distribution. It has deviations from power law for very small and very large variable sizes. Tsallis, through non-extensive thermodynamics, explained power law distribution in many cases including deviation from the power law. In case of very large steps, the used the heuristic crossover approach. In the present we present an alternative model in which we consider that the entropy factor 9 decreases with variable size due to the softening of long range interactions or memory. We apply this model for distribution of citation index of scientists and examination scores and are able to explain the distribution for entire variable range. In the present model, we can have very sharp cut-off without interfering with power law in its central part as observed in many cases. (C) 2008 Elsevier B.V. All rights reserved.

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Glass formation in the pseudo ternary system ZnF2-GdF3-BaF2-InF3 and other complex systems stabilized by NaF, CaF2, AlF3 and YF3 have been investigated. Samples with greater stability have been prepared and their properties measured. Optical absorption and emission spectra of Gd3+ ions doped glasses with 2, 4, 10 and 20% concentrations have been measured. Using the Judd-Ofelt theory and the experimental oscillator strengths, the Judd-Ofelt parameters have been calculated. The emission of Gd3+ ions from 6I and 6P has been detected and the lifetime has been measured.

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Zinc oxide varistors are very complex systems, and the dominant mechanism of voltage barrier formation in these systems has not been well established. Yet the MNDO quantum mechanical theoretical calculation was used in this work to determine the most probable defect type at the surface of a ZnO cluster. The proposed model represents well the semiconducting nature as well as the defects at the ZnO bulk and surface. The model also shows that the main adsorption species that provide stability at the ZnO surface are O-, O2 -, and O2.

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Outsourcing is related to the action which an organization deals with its suppliers through a kind of business contract where a specific activity or service has been hired to be made. The outsourcing of some activities has become a common practice in the industry, nowadays. It reduces costs, significantly, in the production process and, at the same time, adds some values to the business organization. However it is necessary to measure the performance of these activities. Data Envelopment Analysis (DEA) is a non-parametric method useful to measure comparative performance. It has a wide range of applications measuring comparative efficiency. The Analytic Hierarchy Process (AHP) is a multiple criteria decision-making method that uses hierarchic structures to represent a decision problem and then develops priorities for the alternatives based on the decision-maker's judgments. This paper presents an integrated application based on DEA and AHP to evaluate the efficiency of subcontracted companies in a Brazilian aerospace factory. © 2007 Springer-Verlag London Limited.

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Simulation of large and complex systems, such as computing grids, is a difficult task. Current simulators, despite providing accurate results, are significantly hard to use. They usually demand a strong knowledge of programming, what is not a standard pattern in today's users of grids and high performance computing. The need for computer expertise prevents these users from simulating how the environment will respond to their applications, what may imply in large loss of efficiency, wasting precious computational resources. In this paper we introduce iSPD, iconic Simulator of Parallel and Distributed Systems, which is a simulator where grid models are produced through an iconic interface. We describe the simulator and its intermediate model languages. Results presented here provide an insight in its easy-of-use and accuracy.