983 resultados para Mean-Reverting Process
Resumo:
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
Resumo:
Traditionally, an (X) over bar chart is used to control the process mean and an R chart is used to control the process variance. However, these charts are not sensitive to small changes in the process parameters. The adaptive ($) over bar and R charts might be considered if the aim is to detect small disturbances. Due to the statistical character of the joint (X) over bar and R charts with fixed or adaptive parameters, they are not reliable in identifing the nature of the disturbance, whether it is one that shifts the process mean, increases the process variance, or leads to a combination of both effects. In practice, the speed with which the control charts detect process changes may be more important than their ability in identifying the nature of the change. Under these circumstances, it seems to be advantageous to consider a single chart, based on only one statistic, to simultaneously monitor the process mean and variance. In this paper, we propose the adaptive non-central chi-square statistic chart. This new chart is more effective than the adaptive (X) over bar and R charts in detecting disturbances that shift the process mean, increase the process variance, or lead to a combination of both effects. Copyright (c) 2006 John Wiley & Sons, Ltd.
Resumo:
Traditionally, an (X) over bar -chart is used to control the process mean and an R-chart to control the process variance. However, these charts are not sensitive to small changes in process parameters. A good alternative to these charts is the exponentially weighted moving average (EWMA) control chart for controlling the process mean and variability, which is very effective in detecting small process disturbances. In this paper, we propose a single chart that is based on the non-central chi-square statistic, which is more effective than the joint (X) over bar and R charts in detecting assignable cause(s) that change the process mean and/or increase variability. It is also shown that the EWMA control chart based on a non-central chi-square statistic is more effective in detecting both increases and decreases in mean and/or variability.
Resumo:
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
Resumo:
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
Resumo:
DUE TO COPYRIGHT RESTRICTIONS ONLY AVAILABLE FOR CONSULTATION AT ASTON UNIVERSITY LIBRARY AND INFORMATION SERVICES WITH PRIOR ARRANGEMENT
Resumo:
2000 Mathematics Subject Classification: 60J80, 62F12, 62P10
Resumo:
This paper deals with the traditional permutation flow shop scheduling problem with the objective of minimizing mean flowtime, therefore reducing in-process inventory. A new heuristic method is proposed for the scheduling problem solution. The proposed heuristic is compared with the best one considered in the literature. Experimental results show that the new heuristic provides better solutions regarding both the solution quality and computational effort.
Resumo:
The volumetric reconstruction technique presented in this paper employs a two-camera stereoscopic particle image velocimetry (SPIV) system in order to reconstruct the mean flow behind a fixed cylinder fitted with helical strakes, which are commonly used to suppress vortex-induced vibrations (VIV). The technique is based on the measurement of velocity fields at equivalent adjacent planes that results in pseudo volumetric fields. The main advantage over proper volumetric techniques is the avoidance of additional equipment and complexity. The averaged velocity fields behind the straked cylinders and the geometrical periodicity of the three-start configuration are used to further simplify the reconstruction process. Two straked cylindrical models with the same pitch (p = 10d) and two different heights (h = 0.1 and 0.2d) are tested. The reconstructed flow shows that the strakes introduce in the wake flow a well-defined wavelength of one-third of the pitch. Measurements of hydrodynamic forces, fluctuating velocity, vortex formation length, and vortex shedding frequency show the interdependence of the wake parameters. The vortex formation length is increased by the strakes, which is an important effect for the suppression of vortex-induced vibrations. The results presented complement previous investigations concerning the effectiveness of strakes as VIV suppressors and provide a basis of comparison to numerical simulations.
Resumo:
In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.
Resumo:
The scope of this research work was to investigate biogas production and purification by a two-step bench-scale biological system, consisting of fed-batch pulse-feeding anaerobic digestion of mixed sludge, followed by methane enrichment of biogas by the use of the cyanobacterium Arthrospira platensis. The composition of biogas was nearly constant, and methane and carbon dioxide percentages ranged between 70.5-76.0% and 13.2-19.5%, respectively. Biogas yield reached a maximum value (about 0.4 m(biogas)(3)/kgCOD(i)) at 50 days-retention time and then gradually decreased with a decrease in the retention time. Biogas CO(2) was then used as a carbon source for A. platensis cultivation either under batch or fed-batch conditions. The mean cell productivity of fed-batch cultivation was about 15% higher than that observed during the last batch phase (0.035 +/- 0.006 g(DM)/L/d), likely due to the occurrence of some shading effect under batch growth conditions. The data of carbon dioxide removal from biogas revealed the existence of a linear relationship between the rates of A. platensis growth and carbon dioxide removal from biogas and allowed calculating carbon utilization efficiency for biomass production of almost 95%. (C) 2009 Elsevier Ltd. All rights reserved.
Resumo:
Since dilute Bose gas condensates were first experimentally produced, the Gross-Pitaevskii equation has been successfully used as a descriptive tool. As a mean-field equation, it cannot by definition predict anything about the many-body quantum statistics of condensate. We show here that there are a class of dynamical systems where it cannot even make successful predictions about the mean-field behavior, starting with the process of evaporative cooling by which condensates are formed. Among others are parametric processes, such as photoassociation and dissociation of atomic and molecular condensates.
Resumo:
Objectives This prospective study evaluated the association of obesity and hypertension with left atrial (LA) volume over 10 years. Background Although left atrial enlargement (LAE) is an independent risk factor for atrial fibrillation, stroke, and death, little information is available about determinants of LA size in the general population. Methods Participants (1,212 men and women, age 25 to 74 years) originated from a sex-and age-stratified random sample of German residents of the Augsburg area (MONICA S3). Left atrial volume was determined by standardized echocardiography at baseline and again after 10 years. Left atrial volume was indexed to body height (iLA). Left atrial enlargement was defined as iLA >= 35.7 and >= 33.7 ml/m in men and women, respectively. Results At baseline, the prevalence of LAE was 9.8%. Both obesity and hypertension were independent predictors of LAE, obesity (odds ratio [OR]: 2.4; p < 0.001) being numerically stronger than hypertension (OR: 2.2; p < 0.001). Adjusted mean values for iLA were significantly lower in normal-weight hypertensive patients (25.4 ml/m) than in obese normotensive individuals (27.3 ml/m; p = 0.016). The highest iLA was found in the obese hypertensive subgroup (30.0 ml/m; p < 0.001 vs. all other groups). This group also presented with the highest increase in iLA (+6.0 ml/m) and the highest incidence (31.6%) of LAE upon follow-up. Conclusions In the general population, obesity appears to be the most important risk factor for LAE. Given the increasing prevalence of obesity, early interventions, especially in young obese individuals, are essential to prevent premature onset of cardiac remodeling at the atrial level. (J Am Coll Cardiol 2009; 54: 1982-9) (C) 2009 by the American College of Cardiology Foundation
Resumo:
Introduction: The aims of this study were to evaluate the distances between the mandibular permanent teeth and the alveolar process in Brazilians with normal occlusion and to compare them with normal American values. Methods: We used 59 mandibular casts from untreated subjects who had permanent dentition and the 6 keys to normal occlusion. A computer program was used to calculate the distances between the dental reference points and the alveolar process for each tooth. The mean values were then compared to the normal values by applying the Student t test at a significance level of 0.05. Results: The results showed a progressive increase of these distances from the anterior region (incisors) to the posterior region (molars), from 0.00 to 2.49 mm. All measurements had statistically significant differences from the American sample, except for the values for canines and first premolars. Conclusions: Brazilians with normal occlusion have more lingual crown positions for the incisors, second premolars, and molars compared with Americans with normal occlusion. Although these findings were statistically significant, they are unlikely to be clinically significant. (Am J Orthod Dentofacial Orthop 2010; 137: 308.e1-308.e4)
Resumo:
Accurate habitat mapping is critical to landscape ecological studies such as required for developing and testing Montreal Process indicator 1.1e, fragmentation of forest types. This task poses a major challenge to remote sensing, especially in mixedspecies, variable-age forests such as dry eucalypt forests of subtropical eastern Australia. In this paper, we apply an innovative approach that uses a small section of one-metre resolution airborne data to calibrate a moderate spatial resolution model (30 m resolution; scale 1:50 000) based on Landsat Thematic Mapper data to estimate canopy structural properties in St Marys State Forest, near Maryborough, south-eastern Queensland. The approach applies an image-processing model that assumes each image pixel is significantly larger than individual tree crowns and gaps to estimate crown-cover percentage, stem density and mean crown diameter. These parameters were classified into three discrete habitat classes to match the ecology of four exudivorous arboreal species (yellowbellied glider Petaurus australis, sugar glider P. breviceps, squirrel glider P. norfolcensis , and feathertail glider Acrobates pygmaeus), and one folivorous arboreal marsupial, the greater glider Petauroides volans. These species were targeted due to the known ecological preference for old trees with hollows, and differences in their home range requirements. The overall mapping accuracy, visually assessed against transects (n = 93) interpreted from a digital orthophoto and validated in the field, was 79% (KHAT statistic = 0.72). The KHAT statistic serves as an indicator of the extent that the percentage correct values of the error matrix are due to ‘true’ agreement verses ‘chance’ agreement. This means that we are able to reliably report on the effect of habitat loss on target species, especially those with a large home range size (e.g. yellow-bellied glider). However, the classified habitat map failed to accurately capture the spatial patterning (e.g. patch size and shape) of stands with a trace or sub-dominance of senescent trees. This outcome makes the reporting of the effects of habitat fragmentation more problematic, especially for species with a small home range size (e.g. feathertail glider). With further model refinement and validation, however, this moderateresolution approach offers an important, cost eff e c t i v e advancement in mapping the age of dry eucalypt forests in the region.