911 resultados para Deterministic walkers


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The assessment of routing protocols for mobile wireless networks is a difficult task, because of the networks` dynamic behavior and the absence of benchmarks. However, some of these networks, such as intermittent wireless sensors networks, periodic or cyclic networks, and some delay tolerant networks (DTNs), have more predictable dynamics, as the temporal variations in the network topology can be considered as deterministic, which may make them easier to study. Recently, a graph theoretic model-the evolving graphs-was proposed to help capture the dynamic behavior of such networks, in view of the construction of least cost routing and other algorithms. The algorithms and insights obtained through this model are theoretically very efficient and intriguing. However, there is no study about the use of such theoretical results into practical situations. Therefore, the objective of our work is to analyze the applicability of the evolving graph theory in the construction of efficient routing protocols in realistic scenarios. In this paper, we use the NS2 network simulator to first implement an evolving graph based routing protocol, and then to use it as a benchmark when comparing the four major ad hoc routing protocols (AODV, DSR, OLSR and DSDV). Interestingly, our experiments show that evolving graphs have the potential to be an effective and powerful tool in the development and analysis of algorithms for dynamic networks, with predictable dynamics at least. In order to make this model widely applicable, however, some practical issues still have to be addressed and incorporated into the model, like adaptive algorithms. We also discuss such issues in this paper, as a result of our experience.

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We study the asymptotic properties of the number of open paths of length n in an oriented rho-percolation model. We show that this number is e(n alpha(rho)(1+o(1))) as n ->infinity. The exponent alpha is deterministic, it can be expressed in terms of the free energy of a polymer model, and it can be explicitly computed in some range of the parameters. Moreover, in a restricted range of the parameters, we even show that the number of such paths is n(-1/2)We (n alpha(rho))(1+o(1)) for some nondegenerate random variable W. We build on connections with the model of directed polymers in random environment, and we use techniques and results developed in this context.

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The main idea of this research to solve the problem of inventory management for the paper industry SPM PVT limited. The aim of this research was to find a methodology by which the inventory of raw material could be kept at minimum level by means of buffer stock level.The main objective then lies in finding the minimum level of buffer stock according to daily consumption of raw material, finding the Economic Order Quantity (EOQ) reorders point and how much order will be placed in a year to control the shortage of raw material.In this project, we discuss continuous review model (Deterministic EOQ models) that includes the probabilistic demand directly in the formulation. According to the formula, we see the reorder point and the order up to model. The problem was tackled mathematically as well as simulation modeling was used where mathematically tractable solution was not possible.The simulation modeling was done by Awesim software for developing the simulation network. This simulation network has the ability to predict the buffer stock level based on variable consumption of raw material and lead-time. The data collection for this simulation network is taken from the industrial engineering personnel and the departmental studies of the concerned factory. At the end, we find the optimum level of order quantity, reorder point and order days.

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Quadratic assignment problems (QAPs) are commonly solved by heuristic methods, where the optimum is sought iteratively. Heuristics are known to provide good solutions but the quality of the solutions, i.e., the confidence interval of the solution is unknown. This paper uses statistical optimum estimation techniques (SOETs) to assess the quality of Genetic algorithm solutions for QAPs. We examine the functioning of different SOETs regarding biasness, coverage rate and length of interval, and then we compare the SOET lower bound with deterministic ones. The commonly used deterministic bounds are confined to only a few algorithms. We show that, the Jackknife estimators have better performance than Weibull estimators, and when the number of heuristic solutions is as large as 100, higher order JK-estimators perform better than lower order ones. Compared with the deterministic bounds, the SOET lower bound performs significantly better than most deterministic lower bounds and is comparable with the best deterministic ones. 

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Solutions to combinatorial optimization problems frequently rely on heuristics to minimize an objective function. The optimum is sought iteratively and pre-setting the number of iterations dominates in operations research applications, which implies that the quality of the solution cannot be ascertained. Deterministic bounds offer a mean of ascertaining the quality, but such bounds are available for only a limited number of heuristics and the length of the interval may be difficult to control in an application. A small, almost dormant, branch of the literature suggests using statistical principles to derive statistical bounds for the optimum. We discuss alternative approaches to derive statistical bounds. We also assess their performance by testing them on 40 test p-median problems on facility location, taken from Beasley’s OR-library, for which the optimum is known. We consider three popular heuristics for solving such location problems; simulated annealing, vertex substitution, and Lagrangian relaxation where only the last offers deterministic bounds. Moreover, we illustrate statistical bounds in the location of 71 regional delivery points of the Swedish Post. We find statistical bounds reliable and much more efficient than deterministic bounds provided that the heuristic solutions are sampled close to the optimum. Statistical bounds are also found computationally affordable.

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Combinatorial optimization problems, are one of the most important types of problems in operational research. Heuristic and metaheuristics algorithms are widely applied to find a good solution. However, a common problem is that these algorithms do not guarantee that the solution will coincide with the optimum and, hence, many solutions to real world OR-problems are afflicted with an uncertainty about the quality of the solution. The main aim of this thesis is to investigate the usability of statistical bounds to evaluate the quality of heuristic solutions applied to large combinatorial problems. The contributions of this thesis are both methodological and empirical. From a methodological point of view, the usefulness of statistical bounds on p-median problems is thoroughly investigated. The statistical bounds have good performance in providing informative quality assessment under appropriate parameter settings. Also, they outperform the commonly used Lagrangian bounds. It is demonstrated that the statistical bounds are shown to be comparable with the deterministic bounds in quadratic assignment problems. As to empirical research, environment pollution has become a worldwide problem, and transportation can cause a great amount of pollution. A new method for calculating and comparing the CO2-emissions of online and brick-and-mortar retailing is proposed. It leads to the conclusion that online retailing has significantly lesser CO2-emissions. Another problem is that the Swedish regional division is under revision and the border effect to public service accessibility is concerned of both residents and politicians. After analysis, it is shown that borders hinder the optimal location of public services and consequently the highest achievable economic and social utility may not be attained.

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This paper uses Shannon's information theory to give a quantitative definition of information flow in systems that transform inputs to outputs. For deterministic systems, the definition is shown to specialise to a simpler form when the information source and the known inputs jointly determine the inputs. For this special case, the definition is related to the classical security condition of non-interference and an equivalence is established between non-interference and independence of random variables. Quantitative information flow for deterministic systems is then presented in relational form. With this presentation, it is shown how relational parametricity can be used to derive upper and lower bounds on information flows through families of functions defined in the second order lambda calculus.

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This study presents an approach to combine uncertainties of the hydrological model outputs predicted from a number of machine learning models. The machine learning based uncertainty prediction approach is very useful for estimation of hydrological models' uncertainty in particular hydro-metrological situation in real-time application [1]. In this approach the hydrological model realizations from Monte Carlo simulations are used to build different machine learning uncertainty models to predict uncertainty (quantiles of pdf) of the a deterministic output from hydrological model . Uncertainty models are trained using antecedent precipitation and streamflows as inputs. The trained models are then employed to predict the model output uncertainty which is specific for the new input data. We used three machine learning models namely artificial neural networks, model tree, locally weighted regression to predict output uncertainties. These three models produce similar verification results, which can be improved by merging their outputs dynamically. We propose an approach to form a committee of the three models to combine their outputs. The approach is applied to estimate uncertainty of streamflows simulation from a conceptual hydrological model in the Brue catchment in UK and the Bagmati catchment in Nepal. The verification results show that merged output is better than an individual model output. [1] D. L. Shrestha, N. Kayastha, and D. P. Solomatine, and R. Price. Encapsulation of parameteric uncertainty statistics by various predictive machine learning models: MLUE method, Journal of Hydroinformatic, in press, 2013.

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O tema central deste trabalho é o Planejamento, Programação e Controle da Produção na indústria, com o auxílio de uma ferramenta computacional, do tipo Finite Capacity Schedule (FCS). No Brasil, essa categoria de software é denominada, genericamente, por Sistemas de Planejamento Fino de Produção ou de Capacidade Finita. Alinhado com as tendências mundiais e a vantagem de menores investimentos em hardware, o sistema escolhido é compatível com a operação em microcomputadores. Na primeira parte do trabalho, o assunto é tratado de forma geral, quando se pretende caraterizar amplamente o problema da programação da produção, as dificuldades na sua execução, as soluções existentes e suas limitações. A segunda parte do trabalho discute, detalhadamente, os métodos tradicionais de planejamento de materiais e capacidade. A revisão bibliográfica se encerra com uma apresentação dos sistemas FCS e sua classificação. A terceira parte trata da descrição, ensaios e avaliação da programação gerada por um software de Planejamento Fino de Produção determinístico, baseado na lógica de simulação computacional com regras de decisão. Embora a avaliação esteja limitada ao software utilizado, a análise ainda vai procurar identificar as diferenças fundamentais entre os resultados da programação de Capacidade Finita e a convencional, representada pelos sistemas da categoria MRPII ou Planejamento dos Recursos de Manufatura (Manufacturing Resources Planning). As lógicas dos sistemas MRPII e de Capacidade Finita são discutidas na revisão bibliográfica, enquanto que, para o software empregado no trabalho, ainda há um capítulo específico tratando da sua descrição, fundamentos, software house, hardware necessário e outras informações relevantes. Os ensaios serão implementados com o objetivo de analisar o sistema FCS como ferramenta de planejamento e de programação de produção. No caso, uma fração de um processo produtivo será modelada no sistema, através do qual serão gerados planos de produção que serão confrontados com a programação usual e com o comportamento real dos recursos envolvidos. Os ensaios serão realizados numa das unidades pertencentes a uma empresa transnacional de grande porte, que atua no ramo de pneumáticos. Por último, são apresentadas as conclusões gerais, recomendações na aplicação do sistema estudado e sugestões para futuras pesquisas relacionadas com o assunto.

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The presence of deterministic or stochastic trend in U.S. GDP has been a continuing debate in the literature of macroeconomics. Ben-David and Papell (1995) found evindence in favor of trend stationarity using the secular sample of Maddison (1995). More recently, Murray and Nelson (2000) correctly criticized this nding arguing that the Maddison data are plagued with additive outliers (AO), which bias inference towards stationarity. Hence, they propose to set the secular sample aside and conduct inference using a more homogeneous but shorter time-span post-WWII sample. In this paper we re-visit the Maddison data by employing a test that is robust against AO s. Our results suggest the U.S. GDP can be modeled as a trend stationary process.

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This thesis provides a reading of the different forms of representation that can be attributed to the character Tashi, the protagonist of the novel Possessing the Secret of Joy (1992), written by the African American writer Alice Walker. Before this work Tashi had already appeared in two previous novels by Walker, first, in The Color Purple (1982) and then, as a mention, in The Temple of My Familiar (1989). With Tashi, the author introduces the issue of female circumcision, a ritual Tashi submits herself to at the beginning of her adult life. The focus of observation lies in the ways in which the author’s anger is transformed into a means of creative representation. Walker uses her novel Possessing the Secret of Joy openly as a political instrument so that the expression “female mutilation” (term used by the author) receives ample attention from the media and critics in general. The aim of this investigation is to evaluate to what extent Walker’s social engagement contributes to the development of her work and to what extent it undermines it. For the analysis of the different issues related to “female genital cutting”, the term I use in this thesis, the works of feminist critics and writers such as Ellen Gruenbaum, Lightfoot-Klein, Nancy Hartsock, Linda Nicholson, Efrat Tseëlon and the Egyptian writer and doctor Nawal El Saadawi will be consulted. I hope that this thesis can contribute as an observation about Alice Walker’s use of her social engagement in the creation of her fictional world.

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Quando as empresas decidem se devem ou não investir em determinado projeto de investimentos a longo prazo (horizonte de 5 a 10 anos), algumas metodologias alternativas ao Fluxo de Caixa Descontado (FCD) podem se tornar úteis tanto para confirmar a viabilidade do negócio como para indicar o melhor momento para iniciar o Empreendimento. As análises que levam em conta a incerteza dos fluxos de caixa futuros e flexibilidade na data de início do projeto podem ser construídos com a abordagem estocástica, usando metodologias como a solução de equações diferenciais que descrevem o movimento browniano. Sob determinadas condições, as oportunidades de investimentos em projetos podem ser tratados como se fossem opções reais de compra, sem data de vencimento, como no modelo proposto por McDonald-Siegel (1986), para a tomada de decisões e momento ótimo para o investimento. Este trabalho analisa a viabilidade de investimentos no mercado de telecomunicações usando modelos não determinísticos, onde a variável mais relevante é a dispersão dos retornos, ou seja, que a variância representa o risco associado a determinado empreendimento.

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A contractive method for computing stationary solutions of intertemporal equilibrium models is provide. The method is is implemented using a contraction mapping derived from the first-order conditions. The deterministic dynamic programming problem is used to illustrate the method. Some numerical examples are performed.

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In the relations between society and the state, the two forms of politically organized societies – the nation and civil society – play a key role, as also do class coalitions and political pacts. The relation between both is dialectical, but, initially, the state exerts more influence on the society; as democratization takes place this relation gradually changes in favor of society. Despite the fact that politics (the art of governing the state) is subjected to economic and political constraints, it counts with a relative autonomy. It is not the state but politics that has relative autonomy. Whereas society and the economy are the realm of necessity, politics is the realm of men’s will and freedom. The deterministic political theories that search to predict political behavior fail because they ignore this relative autonomy of politics. It is through politics, in the framework of the democratic state, that men and women build their state and their society.

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This paper investigates whether there is evidence of structural change in the Brazilian term structure of interest rates. Multivariate cointegration techniques are used to verify this evidence. Two econometrics models are estimated. The rst one is a Vector Autoregressive Model with Error Correction Mechanism (VECM) with smooth transition in the deterministic coe¢ cients (Ripatti and Saikkonen [25]). The second one is a VECM with abrupt structural change formulated by Hansen [13]. Two datasets were analysed. The rst one contains a nominal interest rate with maturity up to three years. The second data set focuses on maturity up to one year. The rst data set focuses on a sample period from 1995 to 2010 and the second from 1998 to 2010. The frequency is monthly. The estimated models suggest the existence of structural change in the Brazilian term structure. It was possible to document the existence of multiple regimes using both techniques for both databases. The risk premium for di¤erent spreads varied considerably during the earliest period of both samples and seemed to converge to stable and lower values at the end of the sample period. Long-term risk premiums seemed to converge to inter-national standards, although the Brazilian term structure is still subject to liquidity problems for longer maturities.