Loss of Ergodicity in the Transition from Annealed to Quenched Disorder in a Finite Kinetic Ising Model

We consider a kinetic Ising model which represents a generic agent-based model for various types of socio-economic systems. We study the case of a finite (and not necessarily large) number of agents N as well as the asymptotic case when the number of agents tends to infinity. The main ingredient are individual decision thresholds which are either fixed over time (corresponding to quenched disorder in the Ising model, leading to nonlinear deterministic dynamics which are generically non-ergodic) or which may change randomly over time (corresponding to annealed disorder, leading to ergodic dynamics). We address the question how increasing the strength of annealed disorder relative to quenched disorder drives the system from non-ergodic behavior to ergodicity. Mathematically rigorous analysis provides an explicit and detailed picture for arbitrary realizations of the quenched initial thresholds, revealing an intriguing ""jumpy"" transition from non-ergodicity with many absorbing sets to ergodicity. For large N we find a critical strength of annealed randomness, above which the system becomes asymptotically ergodic. Our theoretical results suggests how to drive a system from an undesired socio-economic equilibrium (e. g. high level of corruption) to a desirable one (low level of corruption).

The application of adaptive partitioned random search in feature selection problem

Feature selection is one of important and frequently used techniques in data preprocessing. It can improve the efficiency and the effectiveness of data mining by reducing the dimensions of feature space and removing the irrelevant and redundant information. Feature selection can be viewed as a global optimization problem of finding a minimum set of M relevant features that describes the dataset as well as the original N attributes. In this paper, we apply the adaptive partitioned random search strategy into our feature selection algorithm. Under this search strategy, the partition structure and evaluation function is proposed for feature selection problem. This algorithm ensures the global optimal solution in theory and avoids complete randomness in search direction. The good property of our algorithm is shown through the theoretical analysis.

Elastic moduli of model random three-dimensional closed-cell cellular solids

Most cellular solids are random materials, while practically all theoretical structure-property results are for periodic models. To be able to generate theoretical results for random models, the finite element method (FEM) was used to study the elastic properties of solids with a closed-cell cellular structure. We have computed the density (rho) and microstructure dependence of the Young's modulus (E) and Poisson's ratio (PR) for several different isotropic random models based on Voronoi tessellations and level-cut Gaussian random fields. The effect of partially open cells is also considered. The results, which are best described by a power law E infinity rho (n) (1<n<2), show the influence of randomness and isotropy on the properties of closed-cell cellular materials, and are found to be in good agreement with experimental data. (C) 2001 Acta Materialia Inc. Published by Elsevier Science Ltd. All rights reserved.

Hybrid fuzzy Monte Carlo technique for reliability assessment in transmission power systems

This paper proposes a new methodology to reduce the probability of occurring states that cause load curtailment, while minimizing the involved costs to achieve that reduction. The methodology is supported by a hybrid method based on Fuzzy Set and Monte Carlo Simulation to catch both randomness and fuzziness of component outage parameters of transmission power system. The novelty of this research work consists in proposing two fundamentals approaches: 1) a global steady approach which deals with building the model of a faulted transmission power system aiming at minimizing the unavailability corresponding to each faulted component in transmission power system. This, results in the minimal global cost investment for the faulted components in a system states sample of the transmission network; 2) a dynamic iterative approach that checks individually the investment’s effect on the transmission network. A case study using the Reliability Test System (RTS) 1996 IEEE 24 Buses is presented to illustrate in detail the application of the proposed methodology.

Hybrid fuzzy Monte Carlo and logic programming model for distribution network reconfiguration in the presence of outages

This paper presents a methodology for distribution networks reconfiguration in outage presence in order to choose the reconfiguration that presents the lower power losses. The methodology is based on statistical failure and repair data of the distribution power system components and uses fuzzy-probabilistic modelling for system component outage parameters. Fuzzy membership functions of system component outage parameters are obtained by statistical records. A hybrid method of fuzzy set and Monte Carlo simulation based on the fuzzy-probabilistic models allows catching both randomness and fuzziness of component outage parameters. Once obtained the system states by Monte Carlo simulation, a logical programming algorithm is applied to get all possible reconfigurations for every system state. In order to evaluate the line flows and bus voltages and to identify if there is any overloading, and/or voltage violation a distribution power flow has been applied to select the feasible reconfiguration with lower power losses. To illustrate the application of the proposed methodology to a practical case, the paper includes a case study that considers a real distribution network.

Fuzzy Monte Carlo mathematical model for load curtailment minimization in transmission power systems

This paper presents a methodology which is based on statistical failure and repair data of the transmission power system components and uses fuzzyprobabilistic modeling for system component outage parameters. Using statistical records allows developing the fuzzy membership functions of system component outage parameters. The proposed hybrid method of fuzzy set and Monte Carlo simulation based on the fuzzy-probabilistic models allows catching both randomness and fuzziness of component outage parameters. A network contingency analysis to identify any overloading or voltage violation in the network is performed once obtained the system states by Monte Carlo simulation. This is followed by a remedial action algorithm, based on optimal power flow, to reschedule generations and alleviate constraint violations and, at the same time, to avoid any load curtailment, if possible, or, otherwise, to minimize the total load curtailment, for the states identified by the contingency analysis. In order to illustrate the application of the proposed methodology to a practical case, the paper will include a case study for the Reliability Test System (RTS) 1996 IEEE 24 BUS.

Logic programming and fuzzy Monte Carlo for distribution network reconfiguration

This paper present a methodology to choose the distribution networks reconfiguration that presents the lower power losses. The proposed methodology is based on statistical failure and repair data of the distribution power system components and uses fuzzy-probabilistic modeling for system component outage parameters. The proposed hybrid method using fuzzy sets and Monte Carlo simulation based on the fuzzyprobabilistic models allows catching both randomness and fuzziness of component outage parameters. A logic programming algorithm is applied, once obtained the system states by Monte Carlo Simulation, to get all possible reconfigurations for each system state. To evaluate the line flows and bus voltages and to identify if there is any overloading, and/or voltage violation an AC load flow has been applied to select the feasible reconfiguration with lower power losses. To illustrate the application of the proposed methodology, the paper includes a case study that considers a 115 buses distribution network.

Swarm intelligence for scheduling: a review

Swarm Intelligence generally refers to a problem-solving ability that emerges from the interaction of simple information-processing units. The concept of Swarm suggests multiplicity, distribution, stochasticity, randomness, and messiness. The concept of Intelligence suggests that problem-solving approach is successful considering learning, creativity, cognition capabilities. This paper introduces some of the theoretical foundations, the biological motivation and fundamental aspects of swarm intelligence based optimization techniques such Particle Swarm Optimization (PSO), Ant Colony Optimization (ACO) and Artificial Bees Colony (ABC) algorithms for scheduling optimization.

Colapsos de pontes: lições aprendidas

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Civil na Área de Especialização em Estruturas

Fuzzy Monte Carlo model for transmission power systems reliability based decision making

This thesis presents the Fuzzy Monte Carlo Model for Transmission Power Systems Reliability based studies (FMC-TRel) methodology, which is based on statistical failure and repair data of the transmission power system components and uses fuzzyprobabilistic modeling for system component outage parameters. Using statistical records allows developing the fuzzy membership functions of system component outage parameters. The proposed hybrid method of fuzzy set and Monte Carlo simulation based on the fuzzy-probabilistic models allows catching both randomness and fuzziness of component outage parameters. A network contingency analysis to identify any overloading or voltage violation in the network is performed once obtained the system states. This is followed by a remedial action algorithm, based on Optimal Power Flow, to reschedule generations and alleviate constraint violations and, at the same time, to avoid any load curtailment, if possible, or, otherwise, to minimize the total load curtailment, for the states identified by the contingency analysis. For the system states that cause load curtailment, an optimization approach is applied to reduce the probability of occurrence of these states while minimizing the costs to achieve that reduction. This methodology is of most importance for supporting the transmission system operator decision making, namely in the identification of critical components and in the planning of future investments in the transmission power system. A case study based on Reliability Test System (RTS) 1996 IEEE 24 Bus is presented to illustrate with detail the application of the proposed methodology.

Detection of quasi-periodic processes in complex systems: how do we quantitatively describe their properties?

It has been shown that in reality at least two general scenarios of data structuring are possible: (a) a self-similar (SS) scenario when the measured data form an SS structure and (b) a quasi-periodic (QP) scenario when the repeated (strongly correlated) data form random sequences that are almost periodic with respect to each other. In the second case it becomes possible to describe their behavior and express a part of their randomness quantitatively in terms of the deterministic amplitude–frequency response belonging to the generalized Prony spectrum. This possibility allows us to re-examine the conventional concept of measurements and opens a new way for the description of a wide set of different data. In particular, it concerns different complex systems when the ‘best-fit’ model pretending to be the description of the data measured is absent but the barest necessity of description of these data in terms of the reduced number of quantitative parameters exists. The possibilities of the proposed approach and detection algorithm of the QP processes were demonstrated on actual data: spectroscopic data recorded for pure water and acoustic data for a test hole. The suggested methodology allows revising the accepted classification of different incommensurable and self-affine spatial structures and finding accurate interpretation of the generalized Prony spectroscopy that includes the Fourier spectroscopy as a partial case.

The AIDS epidemic in the Amazon region: a spatial case-control study in Rondonia, Brazil

OBJECTIVE To analyze spatial changes in the risk of AIDS and the relationship between AIDS incidence and socioeconomic variables in the state of Rondonia, Amazon region. METHODS A spatial, population case-control study in Rondonia, Brazil, based on 1,780 cases reported to the Epidemiological Surveillance System and controls based on demographic data from 1987 to 2006. The cases were grouped into five consecutive four-year periods. A generalized additive model was adjusted to the data; the dependent variable was the status of the individuals (case or control), and the independent variables were a bi-dimensional spline of the geographic coordinates and some municipality-level socioeconomic variables. The observed values of the Moran’s I test were compared to a reference distribution of values generated under conditions of spatial randomness. RESULTS AIDS risk shows a marked spatial and temporal pattern. The disease incidence is related to socioeconomic variables at the municipal level in Rondônia, such as urbanization and human capital. The highest incidence rates of AIDS are in municipalities along the BR-364 highway and calculations of the Moran’s I test show positive spatial correlation associated with proximity of the municipality to the highway in the third and fourth periods (p = 0.05). CONCLUSIONS Incidence of the disease is higher in municipalities of greater economic wealth and urbanization, and in those municipalities bisected by Rondônia’s main roads. The rapid development associated with the opening up of once remote regions may be accompanied by an increase in these risks to health.

Contributos do otimismo para a empregabilidade: boas práticas de acolhimento e integração

Foi no âmbito da realização da investigação, que tem como propósito geral contribuir para o conhecimento na área de Recursos Humanos, que efetuamos este estudo definindo como tema os contributos do Otimismo e Adaptabilidade para a Empregabilidade. Tem como objetos de estudo as práticas de Acolhimento & Integração das Pessoas no Grupo Valpi e de que forma o otimismo, reforça e se correlaciona com esse processo. Adicionalmente, procura avaliar o nível de empregabilidade dos seus colaboradores na sua dimensão da adaptabilidade pessoal, especialmente o papel do otimismo, tendo como base o modelo de Fugate, Kinicki e Ashforth (2004). A metodologia de investigação seguiu uma abordagem metodológica mista, por inquérito de pesquisa quantitativa e qualitativa, com recurso à utilização de instrumentos de recolha de dados, respetivamente, por questionário e por entrevista, utilizando a técnica de grupo de discussão focalizada. O questionário de escala de resposta do tipo Likert já existente, suportando o modelo de investigação proposto e as variáveis em estudo, foi aplicado a uma amostra intencional da população, por conveniência e aleatória. Foram inquiridos cem participantes por questionário e participaram cinco elementos no grupo de discussão focalizada, tendo sido neste caso escolhido uma amostra por conveniência e não aleatória, com interlocutores privilegiados da empresa. Os dados deste estudo permitem-nos concluir que o otimismo é uma variável relevante quer do ponto de vista da organização, quer do ponto de vista do individuo.

Saúde mental, qualidade de vida e acesso aos cuidados de saúde na comunidade brasileira de Lisboa

Introdução: A utilização de serviços de saúde tem implicações importantes para o estado de saúde das populações. As políticas de imigração adoptadas nos países de destino têm influência no estado de saúde das comunidades imigrantes. Políticas que limitam o acesso de imigrantes aos cuidados de saúde aumentarão a vulnerabilidade e os riscos na saúde. Apesar da imigração promover uma série de rupturas na vida do sujeito, migrar, por si só, não pode ser considerado como factor de risco no âmbito da saúde e da saúde mental. O peso dos determinantes socioeconómicos tem ganho relevância no estudo das migrações, estado de saúde geral e mental. Isto porque, em geral, os imigrantes estão em situação mais precária do que a população autóctone. O estatuto socioeconómico baixo, as condições precárias de habitação e de trabalho, a falta de suporte social e a irregularidade jurídica são indicadores de risco acrescido para a saúde mental. Neste sentido é um desafio de monta os governos estabelecerem medidas sustentadas e, simultaneamente, integradoras dos imigrantes. Em Portugal, considera-se que há escassez de estudos relacionados com a área das migrações e da saúde.Metodologia: Estudo exploratório, descritivo e transversal. A finalidade foi a de identificar o estado de saúde, saúde mental e qualidade de vida da comunidade brasileira residente em Lisboa e o seu acesso aos serviços de saúde. Este estudo teve como principais objectivos a caracterização sociodemográfica, a identificação de variáveis inerentes ao processo migratório, a identificação da auto-apreciação do estado de saúde, a caracterização do acesso aos cuidados de saúde, a identificação do grupo em provável sofrimento psicológico, a comparação entre os resultados dos imigrantes juridicamente regulares e irregulares e a comparação entre a população imigrante e a população portuguesa. Inicialmente, foi prevista a utilização da técnica de amostragem de propagação geométrica ou snowball, pois a amostra tornar-se-ia maior à medida que os próprios inquiridos identificam outros potenciais respondentes. Ao longo do estudo, a metodologia inicial mostrou-se insuficiente para estabelecer uma amostra mais representativa dos imigrantes juridicamente irregulares. Para este feito, foi utilizada a metodologia de amostragem por conveniência e o local escolhido para a recolha da amostra foi o Consulado do Brasil em Lisboa. O instrumento de recolha de dados empregue baseou-se no questionário utilizado no 4º Inquérito Nacional de Saúde. O MHI-5 (Mental Health Index 5) é um instrumento de saúde mental e é parte integrante do inquérito, sendo recomendado pela Organização Mundial de Saúde. Consta de cinco itens relativos à saúde mental e os resultados são classificados através de um indicador que mede a existência de provável sofrimento psicológico. Foram incluídos no estudo 213 brasileiros. De seguida, procedeu-se ao tratamento estatístico dos dados. Resultados: A população inquirida é jovem, a maior parte tem entre 18 e 44 anos. As mulheres representam mais de metade da amostra. A taxa de actividade é elevada e a taxa de desemprego é similar à nacional. A inserção laboral prioritária é nos segmentos pouco qualificados ou de semi-qualificação. Aproximadamente um terço dos inquiridos afirmou ser beneficiário do Sistema Nacional de Saúde. A autoapreciação do estado de saúde é classificada como bastante positiva, assim como a qualidade de vida. O provável sofrimento psicológico, definido no MHI-5 pelo ponto de corte no score 52, atinge 23,3% dos participantes. Os homens apresentam melhores resultados do que as mulheres. Além disso, para os valores mais baixos no MHI-5 foram encontradas relações com as longas jornadas de trabalho e o diagnóstico de doença crónica.Discussão: O presente estudo apresenta limitações em relação à dimensão da amostra e à provável existência de enviesamento pela ausência de aleatorização. Apesar da legislação portuguesa garantir o acesso aos serviços de saúde e garantir a equidade no caso dos imigrantes que fazem descontos para a Segurança Social, apenas um terço referiu ser beneficiário do Sistema Nacional de Saúde. Este dado pode ser justificado por factores como o cumprimento da lei por alguns serviços e, também, pela falta de conhecimento da legislação e da forma de funcionamento do Serviço Nacional de Saúde por parte dos imigrantes. O facto das mulheres representarem o maior grupo em provável sofrimento psicológico é consistente com a literatura. As hipóteses levantadas para explicar este resultado podem ser agrupadas em: artefactos metodológicos, causalidade biológica e determinação social. Em relação ao instrumento, é possível que o MHI-5 se comporte de forma diferente no que diz respeito ao género.-------------------------------------------Introduction: The utilization of health services has important implications for the health state of the populations. The immigration policies adopted in the destiny countries are going to influence the health state of immigrant communities. Policies that limit the access of immigrants to health care are going to increase the vulnerability and the risk factor in health. Although immigration promotes several disruptive actions in ones life, migrating, on its own, cannot be considered as a risk factor for health and mental health. The preponderance of the socioeconomic factors has gained relevance in the study of migrations and also in the study of general health state and mental health. This happens because, in general, immigrants are in a more unfavorable situation compared with the destiny country population. The low socioeconomic status, the poor working and housing conditions, the lack of social support and the juridical irregularity are indicators of the incremented risk to mental health. Therefore, it is a major challenge for governments to find sustainable, and simultaneously, integrative measures for the immigrants. The studies related with the migrations and health in Portugal were considered to be few.Methods: It is an exploratory, descriptive and transversal study. The purpose is to identify the health state, mental health, quality of life and the access to health care of the Brazilian community resident in Lisbon. In addition, this study has as main goals the sociodemographic characterization, the variables identification inherent to the migrating process, the identification of the self-appreciation of health state, the characterization of the access to health care, the identification of the group in probable psychological suffer, the comparison between the results of regular and irregular immigrants and the comparison between the immigrant population and the Portuguese population. Initially it was predicted the utilization of the geometric propagation or “snowball”, as sampling technique, because the sample becomes larger as one answerer identify other potential answering persons. Along with the study, the methodology has shown insufficient to establish a more representative sample of the irregular immigrants. For this latter case, it was used a convenient sample methodology and the place chosen for the sample gathering was the “Consulate of Brazil in Lisbon”. The instrument was based in the questionnaire used in the “4th National Health Inquiry”. The MHI-5 (Mental Health Index 5) is a mental health instrument which is part of the enquiry and it is recommended by the World Health Organization. There are five items related to mental health and the results are classified through an indicator which measures the existence of a probable psychological suffer. It were included 213 Brazilian in the study. After, the statistical treatment of the data took place.Results: The answering population is young and the majority is between the 18 and 44 years of age. The women represent more than one half of the sample. The activity rate is high and the unemployment rate is similar to the national one. The priority labor insertion is in the few qualified or of semi-qualification segments. Approximately, one third of the answering people has stated to be beneficiary of the National Health System. The self-appreciation of the health state as well as the quality of life are classified as fairly positive ones. The probable psychological suffer, as defined in the MHI-5 through the cut point in the score below or equal to 52, reaches 23,3% of the sample population. Men show the better results than women. Further, for the lower values of MHI-5 it was found a relation with the long work periods and chronic disease diagnostic. Discussion: The present study evidences limitations in relation to the sample dimension and in relation to the existence of biases due to the lack of randomness. Although the Portuguese legislation guarantees the access to health services and the equality in the cases of the immigrants that do their Social Security discounts, only one third has mentioned to be beneficiary of the National Health System. This can be justified by several facts such as the non-fulfillment of law by some national services or the lack of knowledge of the legislation or the functioning process of the National Health System. Women representing the bigger group in probable psychological suffer has been coherent with the literature review. The hypothesis set to explain this result might be grouped in: methodological artifacts, biologic cause and social determination. In relation to the instrument used, it may be that MHI-5 behaves in a different way in respect to gender.

Mercados bolsistas

O intenso intercâmbio entre os países, resultante do processo de globalização, veio acrescer importância ao mercado de capitais. Os países em desenvolvimento procuram abrir as suas economias para receber investimentos externos. Quanto maior for o grau de desenvolvimento de uma economia mais ativo será o seu mercado de capitais. No entanto, tem-se verificado uma tendência de substituição de enfoque económico, que antes era mais dirigido ao planeamento empresarial para metas mais ligadas ao meio ambiente. O mercado de capitais é um sistema de distribuição de valores mobiliários cujo objectivo é proporcionar liquidez a títulos emitidos pelas empresas, com a finalidade de viabilizar o processo de capitalização desses papéis. O mercado de capitais é composto pelas bolsas de valores, sociedades corretoras e outras instituições financeiras que têm autorização da Comissão de Valores dos Mercados Mobiliários (CMVM). O mercado bolsista insere-se no mercado de capitais. Nesses mercados, é importante conseguir conjuntamente a maximização dos recursos (retornos) e minimização dos custos (riscos). O principal objectivo das bolsas de valores é promover um ambiente de negociação dos títulos e dos valores mobiliários das empresas. Muitos investidores têm a sua própria maneira de investir, consoante o perfil que cada um tem. Além do perfil dos investidores, é também pertinente analisar a questão do risco. Vaughan (1997) observa que, nos dias atuais, a questão da administração do risco está presente na vida de todos. Este trabalho tem o propósito de demonstrar a necessidade da utilização de ferramentas para a seleção de ativos e para a mensuração do risco e do retorno de aplicações de recursos financeiros nesses activos de mercados de capitais, por qualquer tipo de investidor, mais especificamente na compra de ações e montagem de uma carteira de investimento. Para isso usou-se o método de Elton e Gruber, analisou-se as rentabilidades, os riscos e os índices de desempenho de Treynor e Sharpe. Testes estatísticos para os retornos das ações foram executados visando analisar a aleatoriedade dos dados. Este trabalho conclui que pode haver vantagens na utilização do método de Elton e Gruber para os investidores propensos a utilzar ações de empresas socialmente responsáveis.