989 resultados para DSGE, Monte Carlo, Misspecification


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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Biomédica

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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Biomédica

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Most of distribution generation and smart grid research works are dedicated to the study of network operation parameters, reliability among others. However, many of this research works usually uses traditional test systems such as IEEE test systems. This work proposes a voltage magnitude study in presence of fault conditions considering the realistic specifications found in countries like Brazil. The methodology considers a hybrid method of fuzzy set and Monte Carlo simulation based on the fuzzyprobabilistic models and a remedial action algorithm which is based on optimal power flow. To illustrate the application of the proposed method, the paper includes a case study that considers a real 12 bus sub-transmission network.

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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Biomédica

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Most of distributed generation and smart grid research works are dedicated to network operation parameters studies, reliability, etc. However, many of these works normally uses traditional test systems, for instance, IEEE test systems. This paper proposes voltage magnitude and reliability studies in presence of fault conditions, considering realistic conditions found in countries like Brazil. The methodology considers a hybrid method of fuzzy set and Monte Carlo simulation based on the fuzzy-probabilistic models and a remedial action algorithm which is based on optimal power flow. To illustrate the application of the proposed method, the paper includes a case study that considers a real 12-bus sub-transmission network.

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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia Civil - Estruturas e Geotecnia

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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Biomédica

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Dissertação para obtenção do grau de Mestre em Engenharia Civil, Perfil Estruturas

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This work is a contribution to the definition and assessment of structural robustness. Special emphasis is given to reliability of reinforced concrete structures under corrosion of longitudinal reinforcement. On this communication several authors’ proposals in order to define and measure structural robustness are analyzed and discussed. The probabilistic based robustness index is defined, considering the reliability index decreasing for all possible damage levels. Damage is considered as the corrosion level of the longitudinal reinforcement in terms of rebar weight loss. Damage produces changes in both cross sectional area of rebar and bond strength. The proposed methodology is illustrated by means of an application example. In order to consider the impact of reinforcement corrosion on failure probability growth, an advanced methodology based on the strong discontinuities approach and an isotropic continuum damage model for concrete is adopted. The methodology consist on a two-step analysis: on the first step an analysis of the cross section is performed in order to capture phenomena such as expansion of the reinforcement due to the corrosion products accumulation and damage and cracking in the reinforcement surrounding concrete; on the second step a 2D deteriorated structural model is built with the results obtained on the first step of the analysis. The referred methodology combined with a Monte Carlo simulation is then used to compute the failure probability and the reliability index of the structure for different corrosion levels. Finally, structural robustness is assessed using the proposed probabilistic index.

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A Thesis submitted for the co-tutelle degree of Doctor in Physics at Universidade Nova de Lisboa and Université Pierre et Marie Curie

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With the objective to study the variation of optical properties of rat muscle during optical clearing, we have performed a set of optical measurements from that kind of tissue. The measurements performed were total transmittance, collimated transmittance, specular reflectance and total reflectance. This set of measurements is sufficient to determine diffuse reflectance and absorbance of the sample, also necessary to estimate the optical properties. All the performed measurements and calculated quantities will be used later in inverse Monte Carlo (IMC) simulations to determine the evolution of the optical properties of muscle during treatments with ethylene glycol and glucose. The results obtained with the measurements already provide some information about the optical clearing treatments applied to the muscle and translate the mechanisms of turning the tissue more transparent and sequence of regimes of optical clearing.

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Dissertação para obtenção do Grau de Mestre em Engenharia Civil - Perfil Estruturas

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Dissertação para obtenção do Grau de Mestre em Engenharia Civil - Perfil Estruturas

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Dissertação para obtenção do Grau de Mestre em Engenharia Mecânica

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In health related research it is common to have multiple outcomes of interest in a single study. These outcomes are often analysed separately, ignoring the correlation between them. One would expect that a multivariate approach would be a more efficient alternative to individual analyses of each outcome. Surprisingly, this is not always the case. In this article we discuss different settings of linear models and compare the multivariate and univariate approaches. We show that for linear regression models, the estimates of the regression parameters associated with covariates that are shared across the outcomes are the same for the multivariate and univariate models while for outcome-specific covariates the multivariate model performs better in terms of efficiency.