969 resultados para mean-variance portfolio optimization
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OBJECTIVE To analyze if size, administrative level, legal status, type of unit and educational activity influence the hospital network performance in providing services to the Brazilian Unified Health System.METHODS This cross-sectional study evaluated data from the Hospital Information System and the Cadastro Nacional de Estabelecimentos de Saúde (National Registry of Health Facilities), 2012, in Sao Paulo, Southeastern Brazil. We calculated performance indicators, such as: the ratio of hospital employees per bed; mean amount paid for admission; bed occupancy rate; average length of stay; bed turnover index and hospital mortality rate. Data were expressed as mean and standard deviation. The groups were compared using analysis of variance (ANOVA) and Bonferroni correction.RESULTS The hospital occupancy rate in small hospitals was lower than in medium, big and special-sized hospitals. Higher hospital occupancy rate and bed turnover index were observed in hospitals that include education in their activities. The hospital mortality rate was lower in specialized hospitals compared to general ones, despite their higher proportion of highly complex admissions. We found no differences between hospitals in the direct and indirect administration for most of the indicators analyzed.CONCLUSIONS The study indicated the importance of the scale effect on efficiency, and larger hospitals had a higher performance. Hospitals that include education in their activities had a higher operating performance, albeit with associated importance of using human resources and highly complex structures. Specialized hospitals had a significantly lower rate of mortality than general hospitals, indicating the positive effect of the volume of procedures and technology used on clinical outcomes. The analysis related to the administrative level and legal status did not show any significant performance differences between the categories of public hospitals.
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This paper proposes a novel method for controlling the convergence rate of a particle swarm optimization algorithm using fractional calculus (FC) concepts. The optimization is tested for several well-known functions and the relationship between the fractional order velocity and the convergence of the algorithm is observed. The FC demonstrates a potential for interpreting evolution of the algorithm and to control its convergence.
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We present the modeling efforts on antenna design and frequency selection to monitor brain temperature during prolonged surgery using noninvasive microwave radiometry. A tapered log-spiral antenna design is chosen for its wideband characteristics that allow higher power collection from deep brain. Parametric analysis with the software HFSS is used to optimize antenna performance for deep brain temperature sensing. Radiometric antenna efficiency (eta) is evaluated in terms of the ratio of power collected from brain to total power received by the antenna. Anatomical information extracted from several adult computed tomography scans is used to establish design parameters for constructing an accurate layered 3-D tissue phantom. This head phantom includes separate brain and scalp regions, with tissue equivalent liquids circulating at independent temperatures on either side of an intact skull. The optimized frequency band is 1.1-1.6 GHz producing an average antenna efficiency of 50.3% from a two turn log-spiral antenna. The entire sensor package is contained in a lightweight and low-profile 2.8 cm diameter by 1.5 cm high assembly that can be held in place over the skin with an electromagnetic interference shielding adhesive patch. The calculated radiometric equivalent brain temperature tracks within 0.4 degrees C of the measured brain phantom temperature when the brain phantom is lowered 10. C and then returned to the original temperature (37 degrees C) over a 4.6-h experiment. The numerical and experimental results demonstrate that the optimized 2.5-cm log-spiral antenna is well suited for the noninvasive radiometric sensing of deep brain temperature.
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In order to correctly assess the biaxial fatigue material properties one must experimentally test different load conditions and stress levels. With the rise of new in-plane biaxial fatigue testing machines, using smaller and more efficient electrical motors, instead of the conventional hydraulic machines, it is necessary to reduce the specimen size and to ensure that the specimen geometry is appropriated for the load capacity installed. At the present time there are no standard specimen’s geometries and the indications on literature how to design an efficient test specimen are insufficient. The main goal of this paper is to present the methodology on how to obtain an optimal cruciform specimen geometry, with thickness reduction in the gauge area, appropriated for fatigue crack initiation, as a function of the base material sheet thickness used to build the specimen. The geometry is optimized for maximum stress using several parameters, ensuring that in the gauge area the stress is uniform and maximum with two limit phase shift loading conditions. Therefore the fatigue damage will always initiate on the center of the specimen, avoiding failure outside this region. Using the Renard Series of preferred numbers for the base material sheet thickness as a reference, the reaming geometry parameters are optimized using a derivative-free methodology, called direct multi search (DMS) method. The final optimal geometry as a function of the base material sheet thickness is proposed, as a guide line for cruciform specimens design, and as a possible contribution for a future standard on in-plane biaxial fatigue tests. © 2014, Gruppo Italiano Frattura. All rights reserved.
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Meshless methods are used for their capability of producing excellent solutions without requiring a mesh, avoiding mesh related problems encountered in other numerical methods, such as finite elements. However, node placement is still an open question, specially in strong form collocation meshless methods. The number of used nodes can have a big influence on matrix size and therefore produce ill-conditioned matrices. In order to optimize node position and number, a direct multisearch technique for multiobjective optimization is used to optimize node distribution in the global collocation method using radial basis functions. The optimization method is applied to the bending of isotropic simply supported plates. Using as a starting condition a uniformly distributed grid, results show that the method is capable of reducing the number of nodes in the grid without compromising the accuracy of the solution. (C) 2013 Elsevier Ltd. All rights reserved.
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Dissertation presented in partial fulfillment of the requirements for the degree of Master in Biotechnology
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Informal learning is becoming more and more important: Nowadays people learn more this way, through the Internet, than in schools or normal trainings. But they don’t get any certificateswhich attest this fact. So they can't show the employer or teacher etc. that they have learned something. TRAILER project aim is to solve this problem by developing a special tool for managing of all competences and skills acquired through informal learning experiences. Both from the perspective of the user and the perspective of an institution or a company. We’ll present the IT tool to show how people can make their informal learning outcomes visible. TRAILER helps users to gather all information about process and outcomes of their informal learning. Users can share this with friends, colleagues or their employees, teachers and so on. They can create an interactive e-portfolio which can be attached to their CV, cover letter or Knowledge Management system etc. After the presentation of the tool we will discuss possible areas and fields to use this tool. Also we would like to discuss all possible use of the tool by the participants and another needs in this area. Moreover we want to discuss other problems in informal learning process, ways to solve the problems and discuss other ideas of different IT tools which could help in informal learning process. During the discussion we’ll use an interactive respond system which can be used on mobile devices: it makes possible for participants to share their opinions individually before knowing another persons' opinion.
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Mestrado em Engenharia Electrotécnica – Sistemas Eléctricos de Energia
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This paper presents a case study of heat exchanger network (HEN) retrofit with the objective to reduce the utilities consumption in a biodiesel production process. Pinch analysis studies allow determining the minimum duty utilities as well the maximum of heat recovery. The existence of heat exchangers for heat recovery already running in the process causes a serious restriction for the implementation of grassroot HEN design based on pinch studies. Maintaining the existing HEN, a set of alternatives with additional heat exchangers was created and analysed using some industrial advice and selection criteria. The final proposed solution allows to increase the actual 18 % of recovery heat of the all heating needs of the process to 23 %, with an estimated annual saving in hot utility of 35 k(sic)/y.
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The increasing integration of wind energy in power systems can be responsible for the occurrence of over-generation, especially during the off-peak periods. This paper presents a dedicated methodology to identify and quantify the occurrence of this over-generation and to evaluate some of the solutions that can be adopted to mitigate this problem. The methodology is applied to the Portuguese power system, in which the wind energy is expected to represent more than 25% of the installed capacity in a near future. The results show that the pumped-hydro units will not provide enough energy storage capacity and, therefore, wind curtailments are expected to occur in the Portuguese system. Additional energy storage devices can be implemented to offset the wind energy curtailments. However, the investment analysis performed show that they are not economically viable, due to the present high capital costs involved.
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Electric vehicles (EVs) and plug-in hybrid electric vehicles (PHEVs), which obtain their fuel from the grid by charging a battery, are set to be introduced into the mass market and expected to contribute to oil consumption reduction. This research is concerned with studying the potential impacts on the electric utilities of large-scale adoption of plug-in electric vehicles from the perspective of electricity demand, fossil fuels use, CO2 emissions and energy costs. Simulations were applied to the Portuguese case study in order to analyze what would be the optimal recharge profile and EV penetration in an energy-oriented, an emissions-oriented and a cost-oriented objective. The objectives considered were: The leveling of load profiles, minimization of daily emissions and minimization of daily wholesale costs. Almost all solutions point to an off-peak recharge and a 50% reduction in daily wholesale costs can be verified from a peak recharge scenario to an off-peak recharge for a 2 million EVs in 2020. A 15% improvement in the daily total wholesale costs can be verified in the costs minimization objective when compared with the off-peak scenario result.
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Most of small islands around the world today, are dependent on imported fossil fuels for the majority of their energy needs especially for transport activities and electricity production. The use of locally renewable energy resources and the implementation of energy efficiency measures could make a significant contribution to their economic development by reducing fossil fuel imports. An electrification of vehicles has been suggested as a way to both reduce pollutant emissions and increase security of supply of the transportation sector by reducing the dependence on oil products imports and facilitate the accommodation of renewable electricity generation, such as wind and, in the case of volcanic islands like Sao Miguel (Azores) of the geothermal energy whose penetration has been limited by the valley electricity consumption level. In this research, three scenarios of EV penetration were studied and it was verified that, for a 15% LD fleet replacement by EVs with 90% of all energy needs occurring during the night, the accommodation of 10 MW of new geothermal capacity becomes viable. Under this scenario, reductions of 8% in electricity costs, 14% in energy, 23% in fossil fuels use and CO2 emissions for the transportation and electricity production sectors could be expected.
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This paper presents an optimization approach for the job shop scheduling problem (JSSP). The JSSP is a difficult problem in combinatorial optimization for which extensive investigation has been devoted to the development of efficient algorithms. The proposed approach is based on a genetic algorithm technique. The scheduling rules such as SPT and MWKR are integrated into the process of genetic evolution. The chromosome representation of the problem is based on random keys. The schedules are constructed using a priority rule in which the priorities and delay times of the operations are defined by the genetic algorithm. Schedules are constructed using a procedure that generates parameterized active schedules. After a schedule is obtained a local search heuristic is applied to improve the solution. The approach is tested on a set of standard instances taken from the literature and compared with other approaches. The computation results validate the effectiveness of the proposed approach.
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The aim of this study is to optimize the heat flow through the pultrusion die assembly system on the manufacturing process of a specific glass-fiber reinforced polymer (GFRP) pultrusion profile. The control of heat flow and its distribution through whole die assembly system is of vital importance in optimizing the actual GFRP pultrusion process. Through mathematical modeling of heating-die process, by means of Finite Element Analysis (FEA) program, an optimum heater selection, die position and temperature control was achieved. The thermal environment within the die was critically modeled relative not only to the applied heat sources, but also to the conductive and convective losses, as well as the thermal contribution arising from the exothermic reaction of resin matrix as it cures or polymerizes from the liquid to solid condition. Numerical simulation was validated with basis on thermographic measurements carried out on key points along the die during pultrusion process.
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IEEE International Symposium on Circuits and Systems, pp. 724 – 727, Seattle, EUA