Model for facilities or vendors location in a global scale considering several echelons in the Chain

The facilities location problem for companies with global operations is very complex and not well explored in the literature. This work proposes a MILP model that solves the problem through minimization of the total logistic cost. Main contributions of the model are the pioneer carrying cost calculation, the treatment given to the take-or-pay costs and to the international tax benefits such as drawback and added value taxes in Brazil. The model was successfully applied to a real case of a chemical industry with industrial plants and sales all over the world. The model application recommended a totally new sourcing model for the company.

Hardware/firmware implementation of a soft sensor using an improved version of a fuzzy identification algorithm

This paper presents the design and implementation of an embedded soft sensor, i. e., a generic and autonomous hardware module, which can be applied to many complex plants, wherein a certain variable cannot be directly measured. It is implemented based on a fuzzy identification algorithm called ""Limited Rules"", employed to model continuous nonlinear processes. The fuzzy model has a Takagi-Sugeno-Kang structure and the premise parameters are defined based on the Fuzzy C-Means (FCM) clustering algorithm. The firmware contains the soft sensor and it runs online, estimating the target variable from other available variables. Tests have been performed using a simulated pH neutralization plant. The results of the embedded soft sensor have been considered satisfactory. A complete embedded inferential control system is also presented, including a soft sensor and a PID controller. (c) 2007, ISA. Published by Elsevier Ltd. All rights reserved.

A hybrid commodity price-forecasting model applied to the sugar-alcohol sector

Accurate price forecasting for agricultural commodities can have significant decision-making implications for suppliers, especially those of biofuels, where the agriculture and energy sectors intersect. Environmental pressures and high oil prices affect demand for biofuels and have reignited the discussion about effects on food prices. Suppliers in the sugar-alcohol sector need to decide the ideal proportion of ethanol and sugar to optimise their financial strategy. Prices can be affected by exogenous factors, such as exchange rates and interest rates, as well as non-observable variables like the convenience yield, which is related to supply shortages. The literature generally uses two approaches: artificial neural networks (ANNs), which are recognised as being in the forefront of exogenous-variable analysis, and stochastic models such as the Kalman filter, which is able to account for non-observable variables. This article proposes a hybrid model for forecasting the prices of agricultural commodities that is built upon both approaches and is applied to forecast the price of sugar. The Kalman filter considers the structure of the stochastic process that describes the evolution of prices. Neural networks allow variables that can impact asset prices in an indirect, nonlinear way, what cannot be incorporated easily into traditional econometric models.

Effect of Charge Asymmetry on Adsorption and Phase Separation of Polyampholytes on Silica and Cellulose Surfaces

The relation between the properties of polyampholytes in aqueous solution and their adsorption behaviors on silica and cellulose surfaces was investigated. Four polyampholytes carrying different charge densities but with the same nominal ratio of positive to negative segments and two structurally similar polyelectrolytes (a polyacid and a polybase) were investigated by using quartz crystal microgravimetry using silica-coated and cellulose-coated quartz resonators. Time-resolved mass and rigidity (or viscoelasticity) of the adsorbed layer was determined from the shifts in frequency (Delta f) and energy dissipation (Delta D) of the respective resonator. Therefore, elucidation of the dynamics and extent of adsorption, as well as the conformational changes of the adsorbed macromolecules, were possible. The charge properties of the solid Surface played a crucial role in the adsorption of the studied polyampholytes, which was explained by the capability of the surface to polarize the polyampholyte at the interface. Under the same experimental conditions, the polyampholytes had a higher nominal charge density phase-separated near the interface, producing a soft, dissipative, and loosely bound layer. In the case of cellulose substrates, where adsorption was limited, electrostatic and polarization effects were concluded to be less significant.

Thermodynamic modelling of an Al(2)O(3)-MnO system using the ionic model

The thermodynamic assessment of an Al(2)O(3)-MnO pseudo-binary system has been carried out with the use of an ionic model. The use of the electro-neutrality principles in addition to the constitutive relations, between site fractions of the species on each sub-lattice, the thermodynamics descriptions of each solid phase has been determined to make possible the solubility description. Based on the thermodynamics descriptions of each phase in addition to thermo-chemical data obtained from the literature, the Gibbs energy functions were optimized for each phase of the Al(2)O(3)-MnO system with the support of PARROT(R) module from ThemoCalc(R) package. A thermodynamic database was obtained, in agreement with the thermo-chemical data extracted from the literature, to describe the Al(2)O(3)-MnO system including the solubility description of solid phases. (C) 2009 Elsevier Ltd. All rights reserved.

Animated solid model of the lung constructed from unsynchronized MR sequential images

This work discusses a 4D lung reconstruction method from unsynchronized MR sequential images. The lung, differently from the heart, does not have its own muscles, turning impossible to see its real movements. The visualization of the lung in motion is an actual topic of research in medicine. CT (Computerized Tomography) can obtain spatio-temporal images of the heart by synchronizing with electrocardiographic waves. The FOV of the heart is small when compared to the lung`s FOV. The lung`s movement is not periodic and is susceptible to variations in the degree of respiration. Compared to CT, MR (Magnetic Resonance) imaging involves longer acquisition times and it is not possible to obtain instantaneous 3D images of the lung. For each slice, only one temporal sequence of 2D images can be obtained. However, methods using MR are preferable because they do not involve radiation. In this paper, based on unsynchronized MR images of the lung an animated B-Repsolid model of the lung is created. The 3D animation represents the lung`s motion associated to one selected sequence of MR images. The proposed method can be divided in two parts. First, the lung`s silhouettes moving in time are extracted by detecting the presence of a respiratory pattern on 2D spatio-temporal MR images. This approach enables us to determine the lung`s silhouette for every frame, even on frames with obscure edges. The sequence of extracted lung`s silhouettes are unsynchronized sagittal and coronal silhouettes. Using our algorithm it is possible to reconstruct a 3D lung starting from a silhouette of any type (coronal or sagittal) selected from any instant in time. A wire-frame model of the lung is created by composing coronal and sagittal planar silhouettes representing cross-sections. The silhouette composition is severely underconstrained. Many wire-frame models can be created from the observed sequences of silhouettes in time. Finally, a B-Rep solid model is created using a meshing algorithm. Using the B-Rep solid model the volume in time for the right and left lungs were calculated. It was possible to recognize several characteristics of the 3D real right and left lungs in the shaded model. (C) 2007 Elsevier Ltd. All rights reserved.

A modified epidemiological model for computer viruses

Since the computer viruses pose a serious problem to individual and corporative computer systems, a lot of effort has been dedicated to study how to avoid their deleterious actions, trying to create anti-virus programs acting as vaccines in personal computers or in strategic network nodes. Another way to combat viruses propagation is to establish preventive policies based on the whole operation of a system that can be modeled with population models, similar to those that are used in epidemiological studies. Here, a modified version of the SIR (Susceptible-Infected-Removed) model is presented and how its parameters are related to network characteristics is explained. Then, disease-free and endemic equilibrium points are calculated, stability and bifurcation conditions are derived and some numerical simulations are shown. The relations among the model parameters in the several bifurcation conditions allow a network design minimizing viruses risks. (C) 2009 Elsevier Inc. All rights reserved.

Closed-loop model re-identification of processes under MPC with zone control

This work deals with a procedure for model re-identification of a process in closed loop with ail already existing commercial MPC. The controller considered here has a two-layer structure where the upper layer performs a target calculation based on a simplified steady-state optimization of the process. Here, it is proposed a methodology where a test signal is introduced in a tuning parameter of the target calculation layer. When the outputs are controlled by zones instead of at fixed set points, the approach allows the continuous operation of the process without an excessive disruption of the operating objectives as process constraints and product specifications remain satisfied during the identification test. The application of the method is illustrated through the simulation of two processes of the oil refining industry. (c) 2008 Elsevier Ltd. All rights reserved.

A log-extended Weibull regression model

A bathtub-shaped failure rate function is very useful in survival analysis and reliability studies. The well-known lifetime distributions do not have this property. For the first time, we propose a location-scale regression model based on the logarithm of an extended Weibull distribution which has the ability to deal with bathtub-shaped failure rate functions. We use the method of maximum likelihood to estimate the model parameters and some inferential procedures are presented. We reanalyze a real data set under the new model and the log-modified Weibull regression model. We perform a model check based on martingale-type residuals and generated envelopes and the statistics AIC and BIC to select appropriate models. (C) 2009 Elsevier B.V. All rights reserved.

The generalized log-gamma mixture model with covariates: local influence and residual analysis

In a sample of censored survival times, the presence of an immune proportion of individuals who are not subject to death, failure or relapse, may be indicated by a relatively high number of individuals with large censored survival times. In this paper the generalized log-gamma model is modified for the possibility that long-term survivors may be present in the data. The model attempts to separately estimate the effects of covariates on the surviving fraction, that is, the proportion of the population for which the event never occurs. The logistic function is used for the regression model of the surviving fraction. Inference for the model parameters is considered via maximum likelihood. Some influence methods, such as the local influence and total local influence of an individual are derived, analyzed and discussed. Finally, a data set from the medical area is analyzed under the log-gamma generalized mixture model. A residual analysis is performed in order to select an appropriate model.

A Model for comparing reduced impact logging with conventional logging for an Eastern Amazonian Forest

Using data from a logging experiment in the eastern Brazilian Amazon region, we develop a matrix growth and yield model that captures the dynamic effects of harvest system choice on forest structure and composition. Multinomial logistic regression is used to estimate the growth transition parameters for a 10-year time step, while a Poisson regression model is used to estimate recruitment parameters. The model is designed to be easily integrated with an economic model of decisionmaking to perform tropical forest policy analysis. The model is used to compare the long-run structure and composition of a stand arising from the choice of implementing either conventional logging techniques or more carefully planned and executed reduced-impact logging (RIL) techniques, contrasted against a baseline projection of an unlogged forest. Results from log and leave scenarios show that a stand logged according to Brazilian management requirements will require well over 120 years to recover its initial commercial volume, regardless of logging technique employed. Implementing RIL, however, accelerates this recovery. Scenarios imposing a 40-year cutting cycle raise the possibility of sustainable harvest volumes, although at significantly lower levels than is implied by current regulations. Meeting current Brazilian forest policy goals may require an increase in the planned total area of permanent production forest or the widespread adoption of silvicultural practices that increase stand recovery and volume accumulation rates after RIL harvests. Published by Elsevier B.V.

Modelling the potential distribution of the invasive tomato red spider mite, Tetranychus evansi (Acari: Tetranychidae)

Predicting the potential geographical distribution of a species is particularly important for pests with strong invasive abilities. Tetranychus evansi Baker & Pritchard, possibly native to South America, is a spider mite pest of solanaceous crops. This mite is considered an invasive species in Africa and Europe. A CLIMEX model was developed to predict its global distribution. The model results fitted the known records of T. evansi except for some records in dry locations. Dryness as well as excess moisture stresses play important roles in limiting the spread of the mite in the tropics. In North America and Eurasia its potential distribution appears to be essentially limited by cold stress. Detailed potential distribution maps are provided for T. evansi in the Mediterranean Basin and in Japan. These two regions correspond to climatic borders for the species. Mite establishment in these areas can be explained by their relatively mild winters. The Mediterranean region is also the main area where tomato is grown in open fields in Europe and where the pest represents a threat. According to the model, the whole Mediterranean region has the potential to be extensively colonized by the mite. Wide expansion of the mite to new areas in Africa is also predicted. Agricultural issues highlighted by the modelled distribution of the pest are discussed.

WATER RESOURCES SITUATION AT PIRACICABA, CAPIVARI AND JUNDIAI WATERSHEDS USING A DYNAMIC SYSTEMS MODEL

Using a dynamic systems model specifically developed for Piracicaba, Capivari and Jundia River Water Basins (BH-PCJ) as a tool to help to analyze water resources management alternatives for policy makers and decision takers, five simulations for 50 years timeframe were performed. The model estimates water supply and demand, as well as wastewater generation from the consumers at BH-PCJ. A run was performed using mean precipitation value constant, and keeping the actual water supply and demand rates, the business as usual scenario. Under these considerations, it is expected an increment of about similar to 76% on water demand, that similar to 39% of available water volume will come from wastewater reuse, and that waste load increases to similar to 91%. Falkenmark Index will change from 1,403 m(3) person(-1) year(-1) in 2004, to 734 m(3) P(-1) year(-1) by 2054, and the Sustainability Index from 0.44 to 0.20. Another four simulations were performed by affecting the annual precipitation by 90 and 110%; considering an ecological flow equal to 30% of the mean daily flow; and keeping the same rates for all other factors except for ecological flow and household water consumption. All of them showed a tendency to a water crisis in the near future at BH-PCJ.

Bayesian ratemaking procedure of crop insurance contracts with skewed distribution

Over the years, crop insurance programs became the focus of agricultural policy in the USA, Spain, Mexico, and more recently in Brazil. Given the increasing interest in insurance, accurate calculation of the premium rate is of great importance. We address the crop-yield distribution issue and its implications in pricing an insurance contract considering the dynamic structure of the data and incorporating the spatial correlation in the Hierarchical Bayesian framework. Results show that empirical (insurers) rates are higher in low risk areas and lower in high risk areas. Such methodological improvement is primarily important in situations of limited data.

Spatio-temporal modeling of agricultural yield data with an application to pricing crop insurance contracts

This article presents a statistical model of agricultural yield data based on a set of hierarchical Bayesian models that allows joint modeling of temporal and spatial autocorrelation. This method captures a comprehensive range of the various uncertainties involved in predicting crop insurance premium rates as opposed to the more traditional ad hoc, two-stage methods that are typically based on independent estimation and prediction. A panel data set of county-average yield data was analyzed for 290 counties in the State of Parana (Brazil) for the period of 1990 through 2002. Posterior predictive criteria are used to evaluate different model specifications. This article provides substantial improvements in the statistical and actuarial methods often applied to the calculation of insurance premium rates. These improvements are especially relevant to situations where data are limited.