983 resultados para stochastic analysis
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Access to healthcare is a major problem in which patients are deprived of receiving timely admission to healthcare. Poor access has resulted in significant but avoidable healthcare cost, poor quality of healthcare, and deterioration in the general public health. Advanced Access is a simple and direct approach to appointment scheduling in which the majority of a clinic's appointments slots are kept open in order to provide access for immediate or same day healthcare needs and therefore, alleviate the problem of poor access the healthcare. This research formulates a non-linear discrete stochastic mathematical model of the Advanced Access appointment scheduling policy. The model objective is to maximize the expected profit of the clinic subject to constraints on minimum access to healthcare provided. Patient behavior is characterized with probabilities for no-show, balking, and related patient choices. Structural properties of the model are analyzed to determine whether Advanced Access patient scheduling is feasible. To solve the complex combinatorial optimization problem, a heuristic that combines greedy construction algorithm and neighborhood improvement search was developed. The model and the heuristic were used to evaluate the Advanced Access patient appointment policy compared to existing policies. Trade-off between profit and access to healthcare are established, and parameter analysis of input parameters was performed. The trade-off curve is a characteristic curve and was observed to be concave. This implies that there exists an access level at which at which the clinic can be operated at optimal profit that can be realized. The results also show that, in many scenarios by switching from existing scheduling policy to Advanced Access policy clinics can improve access without any decrease in profit. Further, the success of Advanced Access policy in providing improved access and/or profit depends on the expected value of demand, variation in demand, and the ratio of demand for same day and advanced appointments. The contributions of the dissertation are a model of Advanced Access patient scheduling, a heuristic to solve the model, and the use of the model to understand the scheduling policy trade-offs which healthcare clinic managers must make. ^
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Acknowledgement SN and SS gratefully acknowledge the financial support from Lloyd’s Register Foundation Centre during this work.
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This paper introduces a new stochastic clustering methodology devised for the analysis of categorized or sorted data. The methodology reveals consumers' common category knowledge as well as individual differences in using this knowledge for classifying brands in a designated product class. A small study involving the categorization of 28 brands of U.S. automobiles is presented where the results of the proposed methodology are compared with those obtained from KMEANS clustering. Finally, directions for future research are discussed.
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For derived flood frequency analysis based on hydrological modelling long continuous precipitation time series with high temporal resolution are needed. Often, the observation network with recording rainfall gauges is poor, especially regarding the limited length of the available rainfall time series. Stochastic precipitation synthesis is a good alternative either to extend or to regionalise rainfall series to provide adequate input for long-term rainfall-runoff modelling with subsequent estimation of design floods. Here, a new two step procedure for stochastic synthesis of continuous hourly space-time rainfall is proposed and tested for the extension of short observed precipitation time series. First, a single-site alternating renewal model is presented to simulate independent hourly precipitation time series for several locations. The alternating renewal model describes wet spell durations, dry spell durations and wet spell intensities using univariate frequency distributions separately for two seasons. The dependence between wet spell intensity and duration is accounted for by 2-copulas. For disaggregation of the wet spells into hourly intensities a predefined profile is used. In the second step a multi-site resampling procedure is applied on the synthetic point rainfall event series to reproduce the spatial dependence structure of rainfall. Resampling is carried out successively on all synthetic event series using simulated annealing with an objective function considering three bivariate spatial rainfall characteristics. In a case study synthetic precipitation is generated for some locations with short observation records in two mesoscale catchments of the Bode river basin located in northern Germany. The synthetic rainfall data are then applied for derived flood frequency analysis using the hydrological model HEC-HMS. The results show good performance in reproducing average and extreme rainfall characteristics as well as in reproducing observed flood frequencies. The presented model has the potential to be used for ungauged locations through regionalisation of the model parameters.
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The fundamental objective for health research is to determine whether changes should be made to clinical decisions. Decisions made by veterinary surgeons in the light of new research evidence are known to be influenced by their prior beliefs, especially their initial opinions about the plausibility of possible results. In this paper, clinical trial results for a bovine mastitis control plan were evaluated within a Bayesian context, to incorporate a community of prior distributions that represented a spectrum of clinical prior beliefs. The aim was to quantify the effect of veterinary surgeons’ initial viewpoints on the interpretation of the trial results. A Bayesian analysis was conducted using Markov chain Monte Carlo procedures. Stochastic models included a financial cost attributed to a change in clinical mastitis following implementation of the control plan. Prior distributions were incorporated that covered a realistic range of possible clinical viewpoints, including scepticism, enthusiasm and uncertainty. Posterior distributions revealed important differences in the financial gain that clinicians with different starting viewpoints would anticipate from the mastitis control plan, given the actual research results. For example, a severe sceptic would ascribe a probability of 0.50 for a return of <£5 per cow in an average herd that implemented the plan, whereas an enthusiast would ascribe this probability for a return of >£20 per cow. Simulations using increased trial sizes indicated that if the original study was four times as large, an initial sceptic would be more convinced about the efficacy of the control plan but would still anticipate less financial return than an initial enthusiast would anticipate after the original study. In conclusion, it is possible to estimate how clinicians’ prior beliefs influence their interpretation of research evidence. Further research on the extent to which different interpretations of evidence result in changes to clinical practice would be worthwhile.
Development of new scenario decomposition techniques for linear and nonlinear stochastic programming
Resumo:
Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.
Development of new scenario decomposition techniques for linear and nonlinear stochastic programming
Resumo:
Une approche classique pour traiter les problèmes d’optimisation avec incertitude à deux- et multi-étapes est d’utiliser l’analyse par scénario. Pour ce faire, l’incertitude de certaines données du problème est modélisée par vecteurs aléatoires avec des supports finis spécifiques aux étapes. Chacune de ces réalisations représente un scénario. En utilisant des scénarios, il est possible d’étudier des versions plus simples (sous-problèmes) du problème original. Comme technique de décomposition par scénario, l’algorithme de recouvrement progressif est une des méthodes les plus populaires pour résoudre les problèmes de programmation stochastique multi-étapes. Malgré la décomposition complète par scénario, l’efficacité de la méthode du recouvrement progressif est très sensible à certains aspects pratiques, tels que le choix du paramètre de pénalisation et la manipulation du terme quadratique dans la fonction objectif du lagrangien augmenté. Pour le choix du paramètre de pénalisation, nous examinons quelques-unes des méthodes populaires, et nous proposons une nouvelle stratégie adaptive qui vise à mieux suivre le processus de l’algorithme. Des expériences numériques sur des exemples de problèmes stochastiques linéaires multi-étapes suggèrent que la plupart des techniques existantes peuvent présenter une convergence prématurée à une solution sous-optimale ou converger vers la solution optimale, mais avec un taux très lent. En revanche, la nouvelle stratégie paraît robuste et efficace. Elle a convergé vers l’optimalité dans toutes nos expériences et a été la plus rapide dans la plupart des cas. Pour la question de la manipulation du terme quadratique, nous faisons une revue des techniques existantes et nous proposons l’idée de remplacer le terme quadratique par un terme linéaire. Bien que qu’il nous reste encore à tester notre méthode, nous avons l’intuition qu’elle réduira certaines difficultés numériques et théoriques de la méthode de recouvrement progressif.
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We address the problem of automotive cybersecurity from the point of view of Threat Analysis and Risk Assessment (TARA). The central question that motivates the thesis is the one about the acceptability of risk, which is vital in taking a decision about the implementation of cybersecurity solutions. For this purpose, we develop a quantitative framework in which we take in input the results of risk assessment and define measures of various facets of a possible risk response; we then exploit the natural presence of trade-offs (cost versus effectiveness) to formulate the problem as a multi-objective optimization. Finally, we develop a stochastic model of the future evolution of the risk factors, by means of Markov chains; we adapt the formulations of the optimization problems to this non-deterministic context. The thesis is the result of a collaboration with the Vehicle Electrification division of Marelli, in particular with the Cybersecurity team based in Bologna; this allowed us to consider a particular instance of the problem, deriving from a real TARA, in order to test both the deterministic and the stochastic framework in a real world application. The collaboration also explains why in the work we often assume the point of view of a tier-1 supplier; however, the analyses performed can be adapted to any other level of the supply chain.
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There are many natural events that can negatively affect the urban ecosystem, but weather-climate variations are certainly among the most significant. The history of settlements has been characterized by extreme events like earthquakes and floods, which repeat themselves at different times, causing extensive damage to the built heritage on a structural and urban scale. Changes in climate also alter various climatic subsystems, changing rainfall regimes and hydrological cycles, increasing the frequency and intensity of extreme precipitation events (heavy rainfall). From an hydrological risk perspective, it is crucial to understand future events that could occur and their magnitude in order to design safer infrastructures. Unfortunately, it is not easy to understand future scenarios as the complexity of climate is enormous. For this thesis, precipitation and discharge extremes were primarily used as data sources. It is important to underline that the two data sets are not separated: changes in rainfall regime, due to climate change, could significantly affect overflows into receiving water bodies. It is imperative that we understand and model climate change effects on water structures to support the development of adaptation strategies. The main purpose of this thesis is to search for suitable water structures for a road located along the Tione River. Therefore, through the analysis of the area from a hydrological point of view, we aim to guarantee the safety of the infrastructure over time. The observations made have the purpose to underline how models such as a stochastic one can improve the quality of an analysis for design purposes, and influence choices.
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The Fourier transform-infrared (FT-IR) signature of dry samples of DNA and DNA-polypeptide complexes, as studied by IR microspectroscopy using a diamond attenuated total reflection (ATR) objective, has revealed important discriminatory characteristics relative to the PO2(-) vibrational stretchings. However, DNA IR marks that provide information on the sample's richness in hydrogen bonds have not been resolved in the spectral profiles obtained with this objective. Here we investigated the performance of an all reflecting objective (ARO) for analysis of the FT-IR signal of hydrogen bonds in DNA samples differing in base richness types (salmon testis vs calf thymus). The results obtained using the ARO indicate prominent band peaks at the spectral region representative of the vibration of nitrogenous base hydrogen bonds and of NH and NH2 groups. The band areas at this spectral region differ in agreement with the DNA base richness type when using the ARO. A peak assigned to adenine was more evident in the AT-rich salmon DNA using either the ARO or the ATR objective. It is concluded that, for the discrimination of DNA IR hydrogen bond vibrations associated with varying base type proportions, the use of an ARO is recommended.
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Although various abutment connections and materials have recently been introduced, insufficient data exist regarding the effect of stress distribution on their mechanical performance. The purpose of this study was to investigate the effect of different abutment materials and platform connections on stress distribution in single anterior implant-supported restorations with the finite element method. Nine experimental groups were modeled from the combination of 3 platform connections (external hexagon, internal hexagon, and Morse tapered) and 3 abutment materials (titanium, zirconia, and hybrid) as follows: external hexagon-titanium, external hexagon-zirconia, external hexagon-hybrid, internal hexagon-titanium, internal hexagon-zirconia, internal hexagon-hybrid, Morse tapered-titanium, Morse tapered-zirconia, and Morse tapered-hybrid. Finite element models consisted of a 4×13-mm implant, anatomic abutment, and lithium disilicate central incisor crown cemented over the abutment. The 49 N occlusal loading was applied in 6 steps to simulate the incisal guidance. Equivalent von Mises stress (σvM) was used for both the qualitative and quantitative evaluation of the implant and abutment in all the groups and the maximum (σmax) and minimum (σmin) principal stresses for the numerical comparison of the zirconia parts. The highest abutment σvM occurred in the Morse-tapered groups and the lowest in the external hexagon-hybrid, internal hexagon-titanium, and internal hexagon-hybrid groups. The σmax and σmin values were lower in the hybrid groups than in the zirconia groups. The stress distribution concentrated in the abutment-implant interface in all the groups, regardless of the platform connection or abutment material. The platform connection influenced the stress on abutments more than the abutment material. The stress values for implants were similar among different platform connections, but greater stress concentrations were observed in internal connections.
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Current guidelines have advised against the performance of (131)I-iodide diagnostic whole body scintigraphy (dxWBS) to minimize the occurrence of stunning, and to guarantee the efficiency of radioiodine therapy (RIT). The aim of the study was to evaluate the impact of stunning on the efficacy of RIT and disease outcome. This retrospective analysis included 208 patients with differentiated thyroid cancer managed according to a same protocol and followed up for 12-159 months (mean 30 ± 69 months). Patients received RIT in doses ranging from 3,700 to 11,100 MBq (100 mCi to 300 mCi). Post-RIT-whole body scintigraphy images were performed 10 days after RIT in all patients. In addition, images were also performed 24-48 hours after therapy in 22 patients. Outcome was classified as no evidence of disease (NED), stable disease (SD) and progressive disease (PD). Thyroid stunning occurred in 40 patients (19.2%), including 26 patients with NED and 14 patients with SD. A multivariate analysis showed no association between disease outcome and the occurrence of stunning (p = 0.3476). The efficacy of RIT and disease outcome do not seem to be related to thyroid stunning.
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We report on a new analysis of neutrino oscillations in MINOS using the complete set of accelerator and atmospheric data. The analysis combines the ν(μ) disappearance and ν(e) appearance data using the three-flavor formalism. We measure |Δm(32)(2)| = [2.28-2.46] × 10(-3) eV(2) (68% C.L.) and sin(2)θ(23) = 0.35-0.65 (90% C.L.) in the normal hierarchy, and |Δm(32)(2)| = [2.32-2.53] × 10(-3) eV(2) (68% C.L.) and sin(2)θ(23) = 0.34-0.67 (90% C.L.) in the inverted hierarchy. The data also constrain δ(CP), the θ(23} octant degeneracy and the mass hierarchy; we disfavor 36% (11%) of this three-parameter space at 68% (90%) C.L.
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In this work the archaea and eubacteria community of a hypersaline produced water from the Campos Basin that had been transported and discharged to an onshore storage facility was evaluated by 16S recombinant RNA (rRNA) gene sequence analysis. The produced water had a hypersaline salt content of 10 (w/v), had a carbon oxygen demand (COD) of 4,300 mg/l and contains phenol and other aromatic compounds. The high salt and COD content and the presence of toxic phenolic compounds present a problem for conventional discharge to open seawater. In previous studies, we demonstrated that the COD and phenolic content could be largely removed under aerobic conditions, without dilution, by either addition of phenol degrading Haloarchaea or the addition of nutrients alone. In this study our goal was to characterize the microbial community to gain further insight into the persistence of reservoir community members in the produced water and the potential for bioremediation of COD and toxic contaminants. Members of the archaea community were consistent with previously identified communities from mesothermic reservoirs. All identified archaea were located within the phylum Euryarchaeota, with 98 % being identified as methanogens while 2 % could not be affiliated with any known genus. Of the identified archaea, 37 % were identified as members of the strictly carbon-dioxide-reducing genus Methanoplanus and 59 % as members of the acetoclastic genus Methanosaeta. No Haloarchaea were detected, consistent with the need to add these organisms for COD and aromatic removal. Marinobacter and Halomonas dominated the eubacterial community. The presence of these genera is consistent with the ability to stimulate COD and aromatic removal with nutrient addition. In addition, anaerobic members of the phyla Thermotogae, Firmicutes, and unclassified eubacteria were identified and may represent reservoir organisms associated with the conversion hydrocarbons to methane.