Using time and stochastic models for software reliability forecasting and analysis

Tämä työ luo katsauksen ajallisiin ja stokastisiin ohjelmien luotettavuus malleihin sekä tutkii muutamia malleja käytännössä. Työn teoriaosuus sisältää ohjelmien luotettavuuden kuvauksessa ja arvioinnissa käytetyt keskeiset määritelmät ja metriikan sekä varsinaiset mallien kuvaukset. Työssä esitellään kaksi ohjelmien luotettavuusryhmää. Ensimmäinen ryhmä ovat riskiin perustuvat mallit. Toinen ryhmä käsittää virheiden ”kylvöön” ja merkitsevyyteen perustuvat mallit. Työn empiirinen osa sisältää kokeiden kuvaukset ja tulokset. Kokeet suoritettiin käyttämällä kolmea ensimmäiseen ryhmään kuuluvaa mallia: Jelinski-Moranda mallia, ensimmäistä geometrista mallia sekä yksinkertaista eksponenttimallia. Kokeiden tarkoituksena oli tutkia, kuinka syötetyn datan distribuutio vaikuttaa mallien toimivuuteen sekä kuinka herkkiä mallit ovat syötetyn datan määrän muutoksille. Jelinski-Moranda malli osoittautui herkimmäksi distribuutiolle konvergaatio-ongelmien vuoksi, ensimmäinen geometrinen malli herkimmäksi datan määrän muutoksille.

Cluster glasses of ultrasoft particles

We present molecular dynamics (MD) simulations results for dense fluids of ultrasoft, fully penetrable particles. These are a binary mixture and a polydisperse system of particles interacting via the generalized exponential model, which is known to yield cluster crystal phases for the corresponding monodisperse systems. Because of the dispersity in the particle size, the systems investigated in this work do not crystallize and form disordered cluster phases. The clusteringtransition appears as a smooth crossover to a regime in which particles are mostly located in clusters, isolated particles being infrequent. The analysis of the internal cluster structure reveals microsegregation of the big and small particles, with a strong homo-coordination in the binary mixture. Upon further lowering the temperature below the clusteringtransition, the motion of the clusters" centers-of-mass slows down dramatically, giving way to a cluster glass transition. In the cluster glass, the diffusivities remain finite and display an activated temperature dependence, indicating that relaxation in the cluster glass occurs via particle hopping in a nearly arrested matrix of clusters. Finally we discuss the influence of the microscopic dynamics on the transport properties by comparing the MD results with Monte Carlo simulations.

Adsorção de Cr(VI) em esferas reticuladas de quitosana: novas correlações cinéticas e termodinâmicas utilizando microcalorimetria isotérmica contínua

The synthesis and characterization of crosslinked chitosan microbeads and their application in the removal of Cr(VI) are described. New kinetic and thermodynamic parameters of Cr(VI) adsorptions processes were found using continuous isothermal calorimetry. All adsorption processes are exothermic in nature. However, a multivariate statistical analysis have pointed out that adsorption enthalpies were affected by important binary interactions of the initial Cr(VI) in solution and temperature. The adsorption energetic data were well fitted to a kinetic exponential model, which have indicated fractionary adsorption kinetic orders.

Demographic Modelling of Human Population Growth

This work presents models and methods that have been used in producing forecasts of population growth. The work is intended to emphasize the reliability bounds of the model forecasts. Leslie model and various versions of logistic population models are presented. References to literature and several studies are given. A lot of relevant methodology has been developed in biological sciences. The Leslie modelling approach involves the use of current trends in mortality,fertility, migration and emigration. The model treats population divided in age groups and the model is given as a recursive system. Other group of models is based on straightforward extrapolation of census data. Trajectories of simple exponential growth function and logistic models are used to produce the forecast. The work presents the basics of Leslie type modelling and the logistic models, including multi- parameter logistic functions. The latter model is also analysed from model reliability point of view. Bayesian approach and MCMC method are used to create error bounds of the model predictions.

Physical attributes of a pasture soil in southeast Goiás determined by geostatistics

ABSTRACT This study aimed to evaluate the spatial dependence of physical attributes in a soil cultivated with Brachiaria grass. A 12-m regular sampling grid was established within an area of 3.500 m2. Thirty-five soil samples were collected at 0-30 cm depth for particle density, bulk density, texture and total porosity analysis. These data were evaluated using statistical methods of indicator kriging and the GS+ software. The GS+ software was used to develop three-dimensional maps and evaluate semivariograms. The spatial dependence was evaluated using experimental semivariograms. The analyzed attributes indicated the occurrence of spatial dependence when fit to the exponential model. Areas with higher porosity occurred in the regions with lower bulk densities and higher particle densities.

Drying of sicilian lemon residue: influence of process variables on the evaluation of the dietary fiber produced

In this study, the effect of the process variables of the air-drying of Sicilian lemon residues on some technological properties of the fibers produced was studied. The determination and modeling of desorption isotherms were used to establish the equilibrium moisture content at 60, 75, and 90 °C using the static method with 8 saturated salt solutions. The best fit was obtained with BET and GAB models. The drying process was conducted in a vertical tray dryer and delineated according to a central composite experimental design (2²) using the following as factors: air velocity (0.5, 0.75 and 1 m/s) and temperature (60, 75, and 90 °C), and it presented a good fit to the exponential model (R² > 99.9%). The experimental design responses evaluated were the technological properties of the fibers: water-holding, oil-holding, and swelling capacity. Since these properties were present in high levels, the lemon residues could be used to increase content of fibers in foods resulting in the addition of nutritional benefits for the consumers.

Some Applications of Markov Additive Processes as Models in Insurance and Financial Mathematics

Cette thèse est principalement constituée de trois articles traitant des processus markoviens additifs, des processus de Lévy et d'applications en finance et en assurance. Le premier chapitre est une introduction aux processus markoviens additifs (PMA), et une présentation du problème de ruine et de notions fondamentales des mathématiques financières. Le deuxième chapitre est essentiellement l'article "Lévy Systems and the Time Value of Ruin for Markov Additive Processes" écrit en collaboration avec Manuel Morales et publié dans la revue European Actuarial Journal. Cet article étudie le problème de ruine pour un processus de risque markovien additif. Une identification de systèmes de Lévy est obtenue et utilisée pour donner une expression de l'espérance de la fonction de pénalité actualisée lorsque le PMA est un processus de Lévy avec changement de régimes. Celle-ci est une généralisation des résultats existant dans la littérature pour les processus de risque de Lévy et les processus de risque markoviens additifs avec sauts "phase-type". Le troisième chapitre contient l'article "On a Generalization of the Expected Discounted Penalty Function to Include Deficits at and Beyond Ruin" qui est soumis pour publication. Cet article présente une extension de l'espérance de la fonction de pénalité actualisée pour un processus subordinateur de risque perturbé par un mouvement brownien. Cette extension contient une série de fonctions escomptée éspérée des minima successives dus aux sauts du processus de risque après la ruine. Celle-ci a des applications importantes en gestion de risque et est utilisée pour déterminer la valeur espérée du capital d'injection actualisé. Finallement, le quatrième chapitre contient l'article "The Minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model" écrit en collaboration avec Romuald Hervé Momeya et publié dans la revue Asia-Pacific Financial Market. Cet article présente de nouveaux résultats en lien avec le problème de l'incomplétude dans un marché financier où le processus de prix de l'actif risqué est décrit par un modèle exponentiel markovien additif. Ces résultats consistent à charactériser la mesure martingale satisfaisant le critère de l'entropie. Cette mesure est utilisée pour calculer le prix d'une option, ainsi que des portefeuilles de couverture dans un modèle exponentiel de Lévy avec changement de régimes.

Assembling spatially explicit landscape models of pollen and spore dispersal by wind for risk assessment

Models of windblown pollen or spore movement are required to predict gene flow from genetically modified (GM) crops and the spread of fungal diseases. We suggest a simple form for a function describing the distance moved by a pollen grain or fungal spore, for use in generic models of dispersal. The function has power-law behaviour over sub-continental distances. We show that air-borne dispersal of rapeseed pollen in two experiments was inconsistent with an exponential model, but was fitted by power-law models, implying a large contribution from distant fields to the catches observed. After allowance for this 'background' by applying Fourier transforms to deconvolve the mixture of distant and local sources, the data were best fit by power-laws with exponents between 1.5 and 2. We also demonstrate that for a simple model of area sources, the median dispersal distance is a function of field radius and that measurement from the source edge can be misleading. Using an inverse-square dispersal distribution deduced from the experimental data and the distribution of rapeseed fields deduced by remote sensing, we successfully predict observed rapeseed pollen density in the city centres of Derby and Leicester (UK).

A concept of approximated densities for efficient nonlinear estimation

This paper presents the theoretical development of a nonlinear adaptive filter based on a concept of filtering by approximated densities (FAD). The most common procedures for nonlinear estimation apply the extended Kalman filter. As opposed to conventional techniques, the proposed recursive algorithm does not require any linearisation. The prediction uses a maximum entropy principle subject to constraints. Thus, the densities created are of an exponential type and depend on a finite number of parameters. The filtering yields recursive equations involving these parameters. The update applies the Bayes theorem. Through simulation on a generic exponential model, the proposed nonlinear filter is implemented and the results prove to be superior to that of the extended Kalman filter and a class of nonlinear filters based on partitioning algorithms.

Nonlinear set-membership estimation: a support vector machine approach

In this paper a support vector machine (SVM) approach for characterizing the feasible parameter set (FPS) in non-linear set-membership estimation problems is presented. It iteratively solves a regression problem from which an approximation of the boundary of the FPS can be determined. To guarantee convergence to the boundary the procedure includes a no-derivative line search and for an appropriate coverage of points on the FPS boundary it is suggested to start with a sequential box pavement procedure. The SVM approach is illustrated on a simple sine and exponential model with two parameters and an agro-forestry simulation model.

Produtividade do milho relacionada com a resistência mecânica à penetração do solo sob preparo convencional

A resistência mecânica do solo à penetração exerce grande influência sobre o desenvolvimento vegetal, uma vez que o crescimento das raízes e a produtividade das culturas variam de forma inversamente proporcional ao seu valor. O objetivo do trabalho foi estudar a variabilidade espacial e a correlação entre a produtividade do milho (PG) e a resistência mecânica do solo à penetração (RP) de um Latossolo Vermelho sob preparo convencional, em área pertencente à Fazenda Experimental de Ensino e Pesquisa da Faculdade de Engenharia - FE/UNESP - Câmpus de Ilha Solteira. Foram definidos 133 pontos de amostragem no campo, segundo malha com espaçamento regular de 10,0 m, nos quais foram medidas a RP, a umidade gravimétrica (UG), nas camadas de 0-0,10; 0,10-0,20; 0,20-0,30 e 0,30-0,40 m, e a PG. O modelo exponencial mostrou-se adequado para descrever todos os semivariogramas experimentais construídos. A RP e a UG apresentaram moderada dependência espacial, com alcance variando entre 20,2 e 63,0 m. A PG apresentou forte dependência espacial com alcance de 15,3 m. A RP não apresentou correlação espacial com a PG. Valores de RP variando entre 0,9 e 2,0 MPa não restringiram a PG.

Níveis de lisina em rações para frangos de corte determinados com base em uma abordagem econômica

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

Modelos matemáticos para estimar as exigências de lisina digestível para aves de corte ISA Label

O objetivo neste estudo foi avaliar diferentes modelos ajustados às respostas de ganho de peso obtidas em experimento com aves da linhagem ISA Label no período de 1 a 28 dias de idade. Foram utilizados 480 pintos de ambos os sexos, distribuídos em delineamento inteiramente casualizado, em arranjo fatorial 4 X 2 (níveis de lisina X sexo), com três repetições, com 20 aves por unidade experimental. Uma ração basal foi formulada para atender às exigências das aves, exceto em lisina. Essa ração foi suplementada com L-lisina HCl em substituição ao ácido L-glutâmico, resultando em rações experimentais isonitrogênicas e isoenergéticas contendo 0,85; 0,97; 1,09 e 1,21% de lisina digestível. As respostas de ganho de peso foram ajustadas de acordo com os níveis de lisina da ração pelos modelos Linear Reponse Plateau (LRP), segmentado de duas inclinações, polinomial quadrático e exponencial. A primeira intersecção da equação quadrática com o platô do LRP também foi utilizado para estimar o nível ótimo. Os níveis de lisina digestível estimados pelos modelos LRP, segmentado e quadrático, foram 0,999; 1,010 e 1,116%, respectivamente. Na combinação do modelo quadrático com o LRP, a estimativa da exigência de lisina digestível foi de 1,041%. O modelo exponencial proporcionou estimativa de 1,066%, considerando 95% da resposta assintótica. Com base nos custos com alimentação, esse mesmo modelo gerou estimativas de 1,000 e 1,030% quando o custo do quilograma de L-lisina HCl foi R$ 8,50 e R$ 6,50, respectivamente. Considerando as limitações de cada um dos modelos propostos, o procedimento para estimar as exigências de lisina digestível pela primeira intersecção da equação quadrática com o platô do LRP foi o mais adequado para melhorar o ganho de peso das aves quando variáveis econômicas não foram consideradas.

Relações radiométricas no terço superior da copa de cafeeiro

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

Comparação entre diferentes métodos de análise do componente lento do consumo de oxigênio: uma abordagem no domínio muito intenso de exercício

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