957 resultados para Markov,Processos de
Nous processos i formes de creixement urbà: el cas del districte industrial de Montebelluna a Itàlia
Resumo:
This article analyses the spatial organization of Montebelluna's industrial district (Italy) as an exemple of the dinamics of urbanization phenomenon in small urban areas. The study is divided in two parts: in the first one I present the social organisation's model of production named «industrial district» and its relation with the space, which is characterizeded by the rising of diffused urbanization settlements; in the second part I try to verify some explanatory factors pointed out by different autors in this specific area with an historical analysis of processes point of view. The diffused organisation of economic and housing activity show a change in the urban morphology
Resumo:
Estudi de tractaments innovadors en aigües residuals amb elevada concentració de nitrogen mitjançant la tecnologia ANAMMOX (Anaerobic Ammonium Oxidation) i SHARON i posterior anàlisi teòrica de la gestió dels fangs residuals d’una EDAR
Resumo:
L’objecte del projecte és crear una interfície capaç d’obtenir paràmetres dels processos d’escairat i ranurat, tals com l’avanç, la profunditat de passada i el número de passades en funció de la rugositat superficial i tenint en compte tant els diferents factors i restriccions entrats per l’usuari com els que van ser estudiats, al seu moment, pels autors G. Halvei i R.D. Weill. L’aplicació informàtica formarà part d’un programa de dimensions majors que oferirà el càlcul de totes les operacions d’arrencada de ferritja
Resumo:
En aquest projecte es pretén solucionar el problema d'accés als processos de treball de les normes ISO mitjançant una aplicació per a dispositius mòbils (telèfons i tabletes) que suporten HTML5 i CSS3. Aquesta aplicació de funcionament molt intuïtiu és accessible per a qualsevol empleat d'una empresa determinada, i li permet consultar els processos de treball que li apliquen.
The Mixture Transition Distribution Model for High-Order Markov Chains and Non-Gaussian Time Series.
Resumo:
En el següent treball es vol observar com influeixen diferents processos individuals (autoconcepte, autoestima, atribució causal dels èxits o fracassos, relacions familiars...) en el rendiment acadèmic de l'alumne. Per això s'ha fet el seguiment de 4 casos on s'ha explorat com afecten aquestes variables en el seu rendiment.
Resumo:
Quantitative or algorithmic trading is the automatization of investments decisions obeying a fixed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of one of the biggest financial markets such as the New York Stock Exchange (NYSE). However, there is not a signi cant amount of academic literature devoted to it due to the private nature of investment banks and hedge funds. This projects aims to review the literature and discuss the models available in a subject that publications are scarce and infrequently. We review the basic and fundamental mathematical concepts needed for modeling financial markets such as: stochastic processes, stochastic integration and basic models for prices and spreads dynamics necessary for building quantitative strategies. We also contrast these models with real market data with minutely sampling frequency from the Dow Jones Industrial Average (DJIA). Quantitative strategies try to exploit two types of behavior: trend following or mean reversion. The former is grouped in the so-called technical models and the later in the so-called pairs trading. Technical models have been discarded by financial theoreticians but we show that they can be properly cast into a well defined scientific predictor if the signal generated by them pass the test of being a Markov time. That is, we can tell if the signal has occurred or not by examining the information up to the current time; or more technically, if the event is F_t-measurable. On the other hand the concept of pairs trading or market neutral strategy is fairly simple. However it can be cast in a variety of mathematical models ranging from a method based on a simple euclidean distance, in a co-integration framework or involving stochastic differential equations such as the well-known Ornstein-Uhlenbeck mean reversal ODE and its variations. A model for forecasting any economic or financial magnitude could be properly defined with scientific rigor but it could also lack of any economical value and be considered useless from a practical point of view. This is why this project could not be complete without a backtesting of the mentioned strategies. Conducting a useful and realistic backtesting is by no means a trivial exercise since the \laws" that govern financial markets are constantly evolving in time. This is the reason because we make emphasis in the calibration process of the strategies' parameters to adapt the given market conditions. We find out that the parameters from technical models are more volatile than their counterpart form market neutral strategies and calibration must be done in a high-frequency sampling manner to constantly track the currently market situation. As a whole, the goal of this project is to provide an overview of a quantitative approach to investment reviewing basic strategies and illustrating them by means of a back-testing with real financial market data. The sources of the data used in this project are Bloomberg for intraday time series and Yahoo! for daily prices. All numeric computations and graphics used and shown in this project were implemented in MATLAB^R scratch from scratch as a part of this thesis. No other mathematical or statistical software was used.
Resumo:
Aquest projecte se centrarà en l'anàlisi i millora dels processos online i l'eliminació de les barreres d'accessibilitat i usabilitat del site d'una entitat financera. Per al compliment d'aquest objectiu ens fixarem en el formulari de contractació d'una hipoteca.
Resumo:
L'objecte del projecte consisteix en investigar les capacitats del programari dedinàmica de fluids computacional FLUENT per simular processos transitoris de combustióquan es cremen sòlids. Com el programari FLUENT no incorpora cap mòdul de combustióde sòlids prims, s'hauran de realitzar les funcions d'usuari adients per tal d'incorporar lesequacions i les condicions de contorns que són rellevants en aquests tipus de problemes. Elmodel resultant es validarà amb dades experimentals per a la combustió de fulls decel•lulosa en flames bidimensionals. També es durà a terme una anàlisi de sensibilitat de lasolució variant els paràmetres del model. En funció dels resultats de la validació es durà aterme una extensió del model per a situacions tridimensionals
Resumo:
Aquest projecte s’ha desenvolupat en el grup d'investigació d'Enginyeria de Control i Sistemes Intel•ligents (eXiT). El treball realitzat ha consistit en la implementació d’una Toolbox per Matlab. La finalitat d’aquesta Toolbox és aconseguir unificar tot el codi existent al grup en una única Toolbox, auto continguda (que no necessiti d’altres Toolboxes de Matlab), d’aquesta manera es permetrà que el codi resultant sigui fàcilment reutilitzable d’ara en endavant. També s’ha aconseguit que les futures ampliacions tinguin un punt de partida estable i fàcil de modificar. El fet que el codi sigui auto-contingut (que no depengui de Toolboxes externes al grup) també facilita la reutilització i exportació dels codis del grup al no dependre de llicències d’altres Toolboxes
Resumo:
L’adopció internacional ha passat a ocupar un lloc important en el nostre context social, polític i educatiu i, com a pedagogs experts en l’àmbit, volem reflexionar, entorn de la importància d’aquesta figura professional en els equips interdisciplinaris que treballen amb les famílies i la infància adoptada i entorn de la seva implicació en les diferents etapes del procés d’adopció. Per presentar aquest perfil professional fem un recorregut per les diferents funcions que desenvolupa, tant durant el període preadoptiu, com en el postadoptiu, destacant la formació a famílies i professionals, la seva participació en el procés de valoració dels sol·licitants d’adopció i la intervenció en els processos d’orientació i assessorament postadoptiu.
Resumo:
Disseny i desenvolupament d’un sistema per a la identificació de compradors en processos de subhasta, integrable dins d’un sistema de subhasta automatitzada
Resumo:
Ground-penetrating radar (GPR) has the potential to provide valuable information on hydrological properties of the vadose zone because of their strong sensitivity to soil water content. In particular, recent evidence has suggested that the stochastic inversion of crosshole GPR data within a coupled geophysical-hydrological framework may allow for effective estimation of subsurface van-Genuchten-Mualem (VGM) parameters and their corresponding uncertainties. An important and still unresolved issue, however, is how to best integrate GPR data into a stochastic inversion in order to estimate the VGM parameters and their uncertainties, thus improving hydrological predictions. Recognizing the importance of this issue, the aim of the research presented in this thesis was to first introduce a fully Bayesian inversion called Markov-chain-Monte-carlo (MCMC) strategy to perform the stochastic inversion of steady-state GPR data to estimate the VGM parameters and their uncertainties. Within this study, the choice of the prior parameter probability distributions from which potential model configurations are drawn and tested against observed data was also investigated. Analysis of both synthetic and field data collected at the Eggborough (UK) site indicates that the geophysical data alone contain valuable information regarding the VGM parameters. However, significantly better results are obtained when these data are combined with a realistic, informative prior. A subsequent study explore in detail the dynamic infiltration case, specifically to what extent time-lapse ZOP GPR data, collected during a forced infiltration experiment at the Arrenaes field site (Denmark), can help to quantify VGM parameters and their uncertainties using the MCMC inversion strategy. The findings indicate that the stochastic inversion of time-lapse GPR data does indeed allow for a substantial refinement in the inferred posterior VGM parameter distributions. In turn, this significantly improves knowledge of the hydraulic properties, which are required to predict hydraulic behaviour. Finally, another aspect that needed to be addressed involved the comparison of time-lapse GPR data collected under different infiltration conditions (i.e., natural loading and forced infiltration conditions) to estimate the VGM parameters using the MCMC inversion strategy. The results show that for the synthetic example, considering data collected during a forced infiltration test helps to better refine soil hydraulic properties compared to data collected under natural infiltration conditions. When investigating data collected at the Arrenaes field site, further complications arised due to model error and showed the importance of also including a rigorous analysis of the propagation of model error with time and depth when considering time-lapse data. Although the efforts in this thesis were focused on GPR data, the corresponding findings are likely to have general applicability to other types of geophysical data and field environments. Moreover, the obtained results allow to have confidence for future developments in integration of geophysical data with stochastic inversions to improve the characterization of the unsaturated zone but also reveal important issues linked with stochastic inversions, namely model errors, that should definitely be addressed in future research.