925 resultados para mean-risk


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The greenhouse effect and resulting increase in the Earth`s temperature may accelerate the mean sea-level rise. The natural response of bays and estuaries to this rise, such as this case study of Santos Bay (Brazil), will include change in shoreline position, land flooding and wetlands impacts. The main impacts of this scenario were studied in a physical model built in the Coastal and Harbour Division of Hydraulic Laboratory, University of Sao Paulo, and the main conclusions are presented in this paper. The model reproduces near 1,000 km(2) of the study area, including Santos, Sao Vicente, Praia Grande, Cubatao, Guaruja and Bertioga cities.

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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.

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This study presents a decision-making method for maintenance policy selection of power plants equipment. The method is based on risk analysis concepts. The method first step consists in identifying critical equipment both for power plant operational performance and availability based on risk concepts. The second step involves the proposal of a potential maintenance policy that could be applied to critical equipment in order to increase its availability. The costs associated with each potential maintenance policy must be estimated, including the maintenance costs and the cost of failure that measures the critical equipment failure consequences for the power plant operation. Once the failure probabilities and the costs of failures are estimated, a decision-making procedure is applied to select the best maintenance policy. The decision criterion is to minimize the equipment cost of failure, considering the costs and likelihood of occurrence of failure scenarios. The method is applied to the analysis of a lubrication oil system used in gas turbines journal bearings. The turbine has more than 150 MW nominal output, installed in an open cycle thermoelectric power plant. A design modification with the installation of a redundant oil pump is proposed for lubricating oil system availability improvement. (C) 2009 Elsevier Ltd. All rights reserved.

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This paper addresses the minimization of the mean absolute deviation from a common due date in a two-machine flowshop scheduling problem. We present heuristics that use an algorithm, based on proposed properties, which obtains an optimal schedule fora given job sequence. A new set of benchmark problems is presented with the purpose of evaluating the heuristics. Computational experiments show that the developed heuristics outperform results found in the literature for problems up to 500 jobs. (C) 2007 Elsevier Ltd. All rights reserved.

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In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

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In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

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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.

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In this paper we proposed a new two-parameters lifetime distribution with increasing failure rate. The new distribution arises on a latent complementary risk problem base. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulae for its reliability and failure rate functions, quantiles and moments, including the mean and variance. A simple EM-type algorithm for iteratively computing maximum likelihood estimates is presented. The Fisher information matrix is derived analytically in order to obtaining the asymptotic covariance matrix. The methodology is illustrated on a real data set. (C) 2010 Elsevier B.V. All rights reserved.

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Establishing a few sites in which measurements of soil water storage (SWS) are time stable significantly reduces the efforts involved in determining average values of SWS. This study aimed to apply a new criterion the mean absolute bias error (MABE)-to identify temporally stable sites for mean SWS evaluation. The performance of MABE was compared with that of the commonly used criterion, the standard deviation of relative difference (SDRD). From October 2004 to October 2008, SWS of four soil layers (0-1.0, 1.0-2.0,2.0-3.0, and 3.0-4.0 m) was measured, using a neutron probe, at 28 sites on a hillslope of the Loess Plateau, China. A total of 37 SWS data sets taken over time were divided into two subsets, the first consisting of 22 dates collected during the calibration period from October 2004 to September 2006, and the second with 15 dates collected during the validation period from October 2006 to October 2008. The results showed that if a critical value of 5% for MABE was defined, more than half the sites were temporally stable for both periods, and the number of temporally stable sires generally increased with soil depth. Compared with SDRD, MABE was more suitable for the identification of time-stable sites for mean SS prediction. Since the absolute prediction error of drier sites is more sensitive to changes in relative difference in terms of mean SWS prediction, the sites of wet sectors should be preferable for mean SWS prediction for the same changes in relative difference.

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Nowadays, the rising competition for the use of water and environmental resources with consequent restrictions for farmers should change the paradigm in terms of irrigation concepts, or rather, in order to attain economical efficiency other than to supply water requirement for the crop. Therefore, taking into account the social and economical role of bean activity in Brazil, as well as the risk inherent to crop due to its high sensibility to both deficit and excessive water, the optimization methods regarding to irrigation management have become more interesting and essential. This study intends to present a way to determine the optimal water supply, considering different combinations between desired bean yield and level of risk, bringing as a result a graph with the former associated with the latter, depending on different water depths.

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The economic occupation of an area of 500 ha for Piracicaba was studied with the irrigated cultures of maize, tomato, sugarcane and beans, having used models of deterministic linear programming and linear programming including risk for the Target-Motad model, where two situations had been analyzed. In the deterministic model the area was the restrictive factor and the water was not restrictive for none of the tested situations. For the first situation the gotten maximum income was of R$ 1,883,372.87 and for the second situation it was of R$ 1,821,772.40. In the model including risk a producer that accepts risk can in the first situation get the maximum income of R$ 1,883,372. 87 with a minimum risk of R$ 350 year(-1), and in the second situation R$ 1,821,772.40 with a minimum risk of R$ 40 year(-1). Already a producer averse to the risk can get in the first situation a maximum income of R$ 1,775,974.81 with null risk and for the second situation R$ 1.707.706, 26 with null risk, both without water restriction. These results stand out the importance of the inclusion of the risk in supplying alternative occupations to the producer, allowing to a producer taking of decision considered the risk aversion and the pretension of income.

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Background & aims: This study was undertaken to assess magnesium intake and magnesium status in patients with type 2 diabetes, and to identify the parameters that best predict alterations in fasting glucose and plasma magnesium. Methods: A cross-sectional study was carried out in patients with type 2 diabetes (n = 51; 53.6 +/- 10.5 y) selected within the inclusion factors, at the University Hospital Onofre Lopes. Magnesium intake was assessed by three 24-h recalls. Urine, plasma and erythrocytes magnesium, fasting and 2-h postprandial glucose, HbA1, microalbuminuria, proteinuria, and serum and urine creatinine were measured. Results: Mean magnesium intake (9.37 +/- 1.76 mmol/d), urine magnesium (2.80 +/- 1.51 mmol/d), plasma magnesium (0.71 +/- 0.08 mmol/L) and erythrocyte magnesium (1.92 +/- 0.23 mmol/L) levels were low. Seventy-seven percent of participants presented one or more magnesium status parameters below the cut-off points of 3.00 mmol/L for urine, 0.75 mmol/L for plasma and 1.65 mmol/L for erythrocytes. Subjects presented poor blood glucose control with fasting glucose of 8.1 +/- 3.7 mmol/L, 2-h postprandial glucose of 11.1 +/- 5.1 mmol/L, and HbA1 of 11.4 +/- 3.0%. The parameters that influenced fasting glucose were urine, plasma and dietary magnesium, while plasma magnesium was influenced by creatinine clearance. Conclusions: Magnesium status was influenced by kidney depuration and was altered in patients with type 2 diabetes, and magnesium showed to play an important role in blood glucose control. (C) 2011 Elsevier Ltd and European Society for Clinical Nutrition and Metabolism. All rights reserved.

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Introduction: Obesity is a chronic disease that induces risk factors for metabolic syndrome and, is associated with disturbances in the metabolism of the zinc. Therefore, the aim of this study was to investigate the existence of relationship between the biomarkers of metabolic syndrome and the zinc nutricional status in obese women. Method: Seventy-three premenopausal women, aged between 20 and 50 years, were divided into two groups: case group, composed of obese (n = 37) and control group, composed of no obese (n = 36). The assessment of the body mass index and waist circumference were carried out using anthropometric measurements. The plasmatic and erythrocytary zinc were analyzed by method atomic absorption spectrophotometry (lambda=213.9 nm). Results: In the study, body mass index and waist circumference were higher in obese women than control group (p < 0.05). The mean plasmatic zinc was 72.2 +/- 9.0 mu g/dl in obese women and 73.4 +/- 8.5 mu g/dl in control group (p > 0.05). The mean erythrocytary zinc was 36.4 +/- 15.0 mu g/gHb and 45.4 +/- 14.3 mu g/gHb in the obese and controls, respectively (p < 0.05). Regression analysis showed that the body mass index (t=-2.85) and waist circumference (t=-2.37) have a negative relationship only with the erythrocytary zinc (R(2)=0.32, p < 0.05). Conclusions: The study shows that there are alterations in biochemical parameters of zinc in obese women, with low zinc concentrations in erythrocytes. Regression analysis demonstrates that the erythrocytary zinc is influenced by biomarkers of the metabolic syndrome, presenting an inverse relationship with the waist circumference and body mass index.

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Background: Previous work showed that daily ingestion of an aqueous soy extract fermented with Enterococcus faecium CRL 183 and Lactobacillus helveticus 416, supplemented or not with isoflavones, reduced the total cholesterol and non-HDL-cholesterol levels, increased the high-density lipoprotein (HDL) concentration and inhibited the raising of autoantibody against oxidized low-density lipoprotein (ox-LDL Ab) and the development of atherosclerotic lesions. Objective: The aim of this study was to characterize the fecal microbiota in order to investigate the possible correlation between fecal microbiota, serum lipid parameters and atherosclerotic lesion development in rabbits with induced hypercholesterolemia, that ingested the aqueous soy extract fermented with Enterococcus faecium CRL 183 and Lactobacillus helveticus 416. Methods: The rabbits were randomly allocated to five experimental groups (n = 6): control (C), hypercholesterolemic (H), hypercholesterolemic plus unfermented soy product (HUF), hypercholesterolemic plus fermented soy product (HF) and hypercholesterolemic plus isoflavone-supplemented fermented soy product (HIF). Lipid parameters and microbiota composition were analyzed on days 0 and 60 of the treatment and the atherosclerotic lesions were quantified at the end of the experiment. The fecal microbiota was characterized by enumerating the Lactobacillus spp., Bifidobacterium spp., Enterococcus spp., Enterobacteria and Clostridium spp. populations. Results: After 60 days of the experiment, intake of the probiotic soy product was correlated with significant increases (P < 0.05) on Lactobacillus spp., Bifidobacterium spp. and Enterococcus spp. and a decrease in the Enterobacteria population. A strong correlation was observed between microbiota composition and lipid profile. Populations of Enterococcus spp., Lactobacillus spp. and Bifidobacterium spp. were negatively correlated with total cholesterol, non-HDL-cholesterol, autoantibodies against oxidized LDL (ox-LDL Ab) and lesion size. HDL-C levels were positively correlated with Lactobacillus spp., Bifidobacterium spp., and Enterococcus spp. populations. Conclusion: In conclusion, daily ingestion of the probiotic soy product, supplemented or not with isoflavones, may contribute to a beneficial balance of the fecal microbiota and this modulation is associated with an improved cholesterol profile and inhibition of atherosclerotic lesion development.

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Introduction: Zinc deficiency has been associated with damage and oxidative changes in DNA that may increase an individual`s risk of cancer. Furthermore, zinc metabolism may be affected in cancer patients, leading to alterations in its distribution that would favor carcinogenesis. Plasma and erythrocyte zinc levels in women with breast cancer were evaluated in this cross-sectional, controlled study. Material and methods: Fifty-five premenopausal women of 25 to 49 years of age with and without breast cancer were divided into two groups: Group A, composed of women without breast cancer (controls, n = 26) and Group B, composed of women with breast cancer (cases, n = 29). Plasma and erythrocyte zinc levels were measured by flame atomic absorption spectrophotometry at gamma = 213.9 nm. Diet was assessed using the 3-day diet recall method and analyzed using the NutWin software program, version 1.5. Student`s t-test was used to compare means and significance was established at p <0.05. Results: Mean plasma zinc levels were 69.69 +/- 9.00 g/dt, in the breast cancer patients and 65.93 +/- 12.44 g/dt. in the controls (p = 0.201). Mean erythrocyte zinc level was 41.86 +/- 8.28 mu gZn/gHb in the cases and 47.93 +/- 7.00 mu gZn/gHb in the controls (p < 0.05). In both groups, dietary zinc levels were above the estimated average requirement. Conclusions: The present results suggest that zinc levels are lower in the erythrocyte compartment of premenopausal women with breast cancer.