895 resultados para Cadeias de Markov Homogêneas e Não-Homogêneas
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Pós-graduação em Geociências e Meio Ambiente - IGCE
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Climate variability and therefore the rainfall is often cited today, in times to speak of "global change", "global warming", "anthropogenic disasters," among other terms related to climate issues, which may cause floods and disasters that affect entire regions. In this sense, the seasonal rainfall and its extremes in the basin of Ivaí river, which has a drainage area of approximately 36 000 km2, covering a length of 680 km, located in the State of Paraná between coordinates 22 º 54'S 25 ° 44'S and 55 44'W to 52 º 42'W, were analyzed. Influence of rainfall for the man occupation is undeniably important, not less important is the role that this issue poses to the climate abiotic and biotic environment, because the dynamic relations between the fauna and flora is directly related to the availability of water in system (in this case, rain). The methodological procedures used during the research focused on statistical analysis of rainfall series daily, monthly and yearly, provided by the Superintendence of Water Resources Development and Environmental Protection Agency - SUDERHSA, an agency linked to the government of Parana. The analysis period chosen was from 1975 to 2005, with 38 stations for data collection, distributed evenly across the search area. The standard rainfall in the basin is explained mainly by convective processes in the summer (wet season) and front system causing more homogeneous rainfall over the basin (dry season). What is well marked is the occurrence of maximum rainfall in the years 1983 and 1997 (El Niño) and minimal in the years 1977, 1985 and 1988 (La Niña). Finally, although the study area have undergone a significant change in your landscape for over thirty years, this study indicates no significant interference in rainfall.
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The electrical measures of the soil have been used as variables that correlate with its characteristics. This study aimed at developing an electrical capacitance sensor of low cost, to evaluate its performance on the field and verify the correlation between the measurements of electrical capacitance with physical properties (sand, silt and clay) and chemical properties of soil (pH, MO, P resin, H + Al, K, Ca, Mg, SB, CTC and V%) and the moisture content. The data sampling was performed at the farm named "Capão da Onça" which belongs to the State University of Ponta Grossa. The samples collection was conducted in an area of approximately 13 hectares, totalizing 81 samples. In each sampling the electrical capacitance of the soil was measured. After the sensor withdrawal, soil samples were collected and sent to be analysed in the laboratory of the College of Agronomics Science of the Paulista State University. The measuring instrument used to collect data on electric capacitance of the soil a digital multimeter was used. The data were submitted to the analysis of correlation and regression. The developed system presented a low cost and it was capable to measuring variation of the electrical capacitance of the soil. The obtained measures satisfactorily correlated with the levels of clay and sand, and weakly with the moisture content. This had demonstrated the possibility to use a sensor to verify the soil texture in not homogeneous areas. The measures of the electrical capacitance of the soil obtained by the sensor had significantly correlated with the soil attributes: calcium, magnesium, pH, SB and CTC. These results had demonstrated the possibility to use a sensor for soil fertility control.
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Pós-graduação em Geografia - FCT
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The present paper has two goals. First to present a natural example of a new class of random fields which are the variable neighborhood random fields. The example we consider is a partially observed nearest neighbor binary Markov random field. The second goal is to establish sufficient conditions ensuring that the variable neighborhoods are almost surely finite. We discuss the relationship between the almost sure finiteness of the interaction neighborhoods and the presence/absence of phase transition of the underlying Markov random field. In the case where the underlying random field has no phase transition we show that the finiteness of neighborhoods depends on a specific relation between the noise level and the minimum values of the one-point specification of the Markov random field. The case in which there is phase transition is addressed in the frame of the ferromagnetic Ising model. We prove that the existence of infinite interaction neighborhoods depends on the phase.
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This paper studies the average control problem of discrete-time Markov Decision Processes (MDPs for short) with general state space, Feller transition probabilities, and possibly non-compact control constraint sets A(x). Two hypotheses are considered: either the cost function c is strictly unbounded or the multifunctions A(r)(x) = {a is an element of A(x) : c(x, a) <= r} are upper-semicontinuous and compact-valued for each real r. For these two cases we provide new results for the existence of a solution to the average-cost optimality equality and inequality using the vanishing discount approach. We also study the convergence of the policy iteration approach under these conditions. It should be pointed out that we do not make any assumptions regarding the convergence and the continuity of the limit function generated by the sequence of relative difference of the alpha-discounted value functions and the Poisson equations as often encountered in the literature. (C) 2012 Elsevier Inc. All rights reserved.
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This paper studies the asymptotic optimality of discrete-time Markov decision processes (MDPs) with general state space and action space and having weak and strong interactions. By using a similar approach as developed by Liu, Zhang, and Yin [Appl. Math. Optim., 44 (2001), pp. 105-129], the idea in this paper is to consider an MDP with general state and action spaces and to reduce the dimension of the state space by considering an averaged model. This formulation is often described by introducing a small parameter epsilon > 0 in the definition of the transition kernel, leading to a singularly perturbed Markov model with two time scales. Our objective is twofold. First it is shown that the value function of the control problem for the perturbed system converges to the value function of a limit averaged control problem as epsilon goes to zero. In the second part of the paper, it is proved that a feedback control policy for the original control problem defined by using an optimal feedback policy for the limit problem is asymptotically optimal. Our work extends existing results of the literature in the following two directions: the underlying MDP is defined on general state and action spaces and we do not impose strong conditions on the recurrence structure of the MDP such as Doeblin's condition.
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Objetivo: elaborar um manual com alimentos fonte de fibras para ser usado na composição da dieta líquida homogênea dos pacientes em pós-operatório no HRAC, de todas as idades, para reduzir ou prevenir a constipação intestinal. Métodos: o manual contém temática que esclarece sobre a importância das fibras alimentares, classificação, fontes, quantidades de uso, interação com outros nutrientes, forma de preparo, solubilidade, funções e problemas causados pelo excesso de ingestão. Consta também de uma lista de alimentos com quantidades de fibras presentes por 100gramas de cada alimento. Tais dados foram retirados da Tabela Brasileira de composição de Alimentos da UNICAMP e da Tabela Brasileira de Composição de Alimentos da USP. O manual foi elaborado pelas alunas do programa de Aprimoramento Profissional Fundap e será distribuído gratuitamente para todos os pacientes em pós-operatórios submetidos à dieta líquida homogênea. Além disto, o manual será disponibilizado nos sites www.centrinho.usp.br/manual e www.redeprofis.com.br. para consulta e cópias gratuitas. A arte e as ilustrações do manual foram feitas por aluno do Curso de Publicidade e Propaganda da USC. Resultados: O uso das fibras será orientado de forma preventiva para os pacientes que não apresentam constipação intestinal e de forma corretiva para os já constipados. Conclusões: A constipação intestinal é um problema de saúde pública no Brasil, principalmente entre as mulheres e tem seu quadro agravado quando estes indivíduos são submetidos a dietas líquidas e homogêneas, aonde os alimentos são liquidificados e coados e os resíduos (fibras) desprezados. Sendo assim, a composição desta dieta tem que ser enriquecida com fibras alimentares para prevenir ou corrigir a constipação intestinal.
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Programa de doctorado Tecnologías de las Telecomunicaciones
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Doctorado en Análisis Económico. Programa en Análisis Económico Aplicado
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In dieser Arbeit geht es um die Schätzung von Parametern in zeitdiskreten ergodischen Markov-Prozessen im allgemeinen und im CIR-Modell im besonderen. Beim CIR-Modell handelt es sich um eine stochastische Differentialgleichung, die von Cox, Ingersoll und Ross (1985) zur Beschreibung der Dynamik von Zinsraten vorgeschlagen wurde. Problemstellung ist die Schätzung der Parameter des Drift- und des Diffusionskoeffizienten aufgrund von äquidistanten diskreten Beobachtungen des CIR-Prozesses. Nach einer kurzen Einführung in das CIR-Modell verwenden wir die insbesondere von Bibby und Sørensen untersuchte Methode der Martingal-Schätzfunktionen und -Schätzgleichungen, um das Problem der Parameterschätzung in ergodischen Markov-Prozessen zunächst ganz allgemein zu untersuchen. Im Anschluss an Untersuchungen von Sørensen (1999) werden hinreichende Bedingungen (im Sinne von Regularitätsvoraussetzungen an die Schätzfunktion) für die Existenz, starke Konsistenz und asymptotische Normalität von Lösungen einer Martingal-Schätzgleichung angegeben. Angewandt auf den Spezialfall der Likelihood-Schätzung stellen diese Bedingungen zugleich lokal-asymptotische Normalität des Modells sicher. Ferner wird ein einfaches Kriterium für Godambe-Heyde-Optimalität von Schätzfunktionen angegeben und skizziert, wie dies in wichtigen Spezialfällen zur expliziten Konstruktion optimaler Schätzfunktionen verwendet werden kann. Die allgemeinen Resultate werden anschließend auf das diskretisierte CIR-Modell angewendet. Wir analysieren einige von Overbeck und Rydén (1997) vorgeschlagene Schätzer für den Drift- und den Diffusionskoeffizienten, welche als Lösungen quadratischer Martingal-Schätzfunktionen definiert sind, und berechnen das optimale Element in dieser Klasse. Abschließend verallgemeinern wir Ergebnisse von Overbeck und Rydén (1997), indem wir die Existenz einer stark konsistenten und asymptotisch normalen Lösung der Likelihood-Gleichung zeigen und lokal-asymptotische Normalität für das CIR-Modell ohne Einschränkungen an den Parameterraum beweisen.
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Il lavoro concerne il gruppo delle trecce, il suo legame con i link e si concentra sui teoremi di Markov e Alexander.
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This thesis addresses the issue of generating texts in the style of an existing author, that also satisfy structural constraints imposed by the genre of the text. Although Markov processes are known to be suitable for representing style, they are difficult to control in order to satisfy non-local properties, such as structural constraints, that require long distance modeling. The framework of Constrained Markov Processes allows to precisely generate texts that are consistent with a corpus, while being controllable in terms of rhymes and meter. Controlled Markov processes consist in reformulating Markov processes in the context of constraint satisfaction. The thesis describes how to represent stylistic and structural properties in terms of constraints in this framework and how this approach can be used for the generation of lyrics in the style of 60 differents authors An evaluation of the desctibed method is provided by comparing it to both pure Markov and pure constraint-based approaches. Finally the thesis describes the implementation of an augmented text editor, called Perec. Perec is intended to improve creativity, by helping the user to write lyrics and poetry, exploiting the techniques presented so far.