Scheduling of track inspection and maintenance activities in railroad networks

The U.S. railroad companies spend billions of dollars every year on railroad track maintenance in order to ensure safety and operational efficiency of their railroad networks. Besides maintenance costs, other costs such as train accident costs, train and shipment delay costs and rolling stock maintenance costs are also closely related to track maintenance activities. Optimizing the track maintenance process on the extensive railroad networks is a very complex problem with major cost implications. Currently, the decision making process for track maintenance planning is largely manual and primarily relies on the knowledge and judgment of experts. There is considerable potential to improve the process by using operations research techniques to develop solutions to the optimization problems on track maintenance. In this dissertation study, we propose a range of mathematical models and solution algorithms for three network-level scheduling problems on track maintenance: track inspection scheduling problem (TISP), production team scheduling problem (PTSP) and job-to-project clustering problem (JTPCP). TISP involves a set of inspection teams which travel over the railroad network to identify track defects. It is a large-scale routing and scheduling problem where thousands of tasks are to be scheduled subject to many difficult side constraints such as periodicity constraints and discrete working time constraints. A vehicle routing problem formulation was proposed for TISP, and a customized heuristic algorithm was developed to solve the model. The algorithm iteratively applies a constructive heuristic and a local search algorithm in an incremental scheduling horizon framework. The proposed model and algorithm have been adopted by a Class I railroad in its decision making process. Real-world case studies show the proposed approach outperforms the manual approach in short-term scheduling and can be used to conduct long-term what-if analyses to yield managerial insights. PTSP schedules capital track maintenance projects, which are the largest track maintenance activities and account for the majority of railroad capital spending. A time-space network model was proposed to formulate PTSP. More than ten types of side constraints were considered in the model, including very complex constraints such as mutual exclusion constraints and consecution constraints. A multiple neighborhood search algorithm, including a decomposition and restriction search and a block-interchange search, was developed to solve the model. Various performance enhancement techniques, such as data reduction, augmented cost function and subproblem prioritization, were developed to improve the algorithm. The proposed approach has been adopted by a Class I railroad for two years. Our numerical results show the model solutions are able to satisfy all hard constraints and most soft constraints. Compared with the existing manual procedure, the proposed approach is able to bring significant cost savings and operational efficiency improvement. JTPCP is an intermediate problem between TISP and PTSP. It focuses on clustering thousands of capital track maintenance jobs (based on the defects identified in track inspection) into projects so that the projects can be scheduled in PTSP. A vehicle routing problem based model and a multiple-step heuristic algorithm were developed to solve this problem. Various side constraints such as mutual exclusion constraints and rounding constraints were considered. The proposed approach has been applied in practice and has shown good performance in both solution quality and efficiency.

Uma contribuição para a medição de distorções harmônicas e inter-harmônicas em instalações de geração fotovoltaica

Dissertação (mestrado)— Universidade de Brasília, Faculdade de Tecnologia, Departamento de Engenharia Elétrica, 2015.

Phylodynamic modelling of foot-and-mouth disease virus sequence data

The under-reporting of cases of infectious diseases is a substantial impediment to the control and management of infectious diseases in both epidemic and endemic contexts. Information about infectious disease dynamics can be recovered from sequence data using time-varying coalescent approaches, and phylodynamic models have been developed in order to reconstruct demographic changes of the numbers of infected hosts through time. In this study I have demonstrated the general concordance between empirically observed epidemiological incidence data and viral demography inferred through analysis of foot-and-mouth disease virus VP1 coding sequences belonging to the CATHAY topotype over large temporal and spatial scales. However a more precise and robust relationship between the effective population size (

Previsão do índice bovespa por meio de redes neurais artificiais: uma análise comparada aos métodos tradicionais de séries de tempo

Forecast is the basis for making strategic, tactical and operational business decisions. In financial economics, several techniques have been used to predict the behavior of assets over the past decades.Thus, there are several methods to assist in the task of time series forecasting, however, conventional modeling techniques such as statistical models and those based on theoretical mathematical models have produced unsatisfactory predictions, increasing the number of studies in more advanced methods of prediction. Among these, the Artificial Neural Networks (ANN) are a relatively new and promising method for predicting business that shows a technique that has caused much interest in the financial environment and has been used successfully in a wide variety of financial modeling systems applications, in many cases proving its superiority over the statistical models ARIMA-GARCH. In this context, this study aimed to examine whether the ANNs are a more appropriate method for predicting the behavior of Indices in Capital Markets than the traditional methods of time series analysis. For this purpose we developed an quantitative study, from financial economic indices, and developed two models of RNA-type feedfoward supervised learning, whose structures consisted of 20 data in the input layer, 90 neurons in one hidden layer and one given as the output layer (Ibovespa). These models used backpropagation, an input activation function based on the tangent sigmoid and a linear output function. Since the aim of analyzing the adherence of the Method of Artificial Neural Networks to carry out predictions of the Ibovespa, we chose to perform this analysis by comparing results between this and Time Series Predictive Model GARCH, developing a GARCH model (1.1).Once applied both methods (ANN and GARCH) we conducted the results' analysis by comparing the results of the forecast with the historical data and by studying the forecast errors by the MSE, RMSE, MAE, Standard Deviation, the Theil's U and forecasting encompassing tests. It was found that the models developed by means of ANNs had lower MSE, RMSE and MAE than the GARCH (1,1) model and Theil U test indicated that the three models have smaller errors than those of a naïve forecast. Although the ANN based on returns have lower precision indicator values than those of ANN based on prices, the forecast encompassing test rejected the hypothesis that this model is better than that, indicating that the ANN models have a similar level of accuracy . It was concluded that for the data series studied the ANN models show a more appropriate Ibovespa forecasting than the traditional models of time series, represented by the GARCH model

Avaliação espectrofotométrica do manchamento de resinas odontológicas contendo nanopartículas

Composite resins have been subjected to structural modifications aiming at improved optical and mechanical properties. The present study consisted in an in vitro evaluation of the staining behavior of two nanohybrid resins (NH1 and NH2), a nanoparticulated resin (NP) and a microhybrid resin (MH). Samples of these materials were prepared and immersed in commonly ingested drinks, i.e., coffee, red wine and acai berry for periods of time varying from 1 to 60 days. Cylindrical samples of each resin were shaped using a metallic die and polymerized during 30 s both on the bottom and top of its disk. All samples were polished and immersed in the staining solutions. After 24 hours, three samples of each resin immersed in each solution were removed and placed in a spectrofotome ter for analysis. To that end, the samples were previously diluted in HCl at 50%. Tukey tests were carried out in the statistical analysis of the results. The results revealed that there was a clear difference in the staining behavior of each material. The nanoparticulated resin did not show better color stability compared to the microhybrid resin. Moreover, all resins stained with time. The degree of staining decreased in the sequence nanoparticulated, microhybrid, nanohybrid MH2 and MH1. Wine was the most aggressive drink followed by coffee and acai berry. SEM and image analysis revealed significant porosity on the surface of MH resin and relatively large pores on a NP sample. The NH2 resin was characterized by homogeneous dispersion of particles and limited porosity. Finally, the NH1 resin depicted the lowest porosity level. The results revealed that staining is likely related to the concentration of inorganic pa rticles and surface porosity

Modelos autorregressivos com valores inteiros não negativos : aplicação em séries económicas de Cabo Verde

No estudo de séries temporais, os processos estocásticos usuais assumem que as distribuições marginais são contínuas e, em geral, não são adequados para modelar séries de contagem, pois as suas características não lineares colocam alguns problemas estatísticos, principalmente na estimação dos parâmetros. Assim, investigou-se metodologias apropriadas de análise e modelação de séries com distribuições marginais discretas. Neste contexto, Al-Osh and Alzaid (1987) e McKenzie (1988) introduziram na literatura a classe dos modelos autorregressivos com valores inteiros não negativos, os processos INAR. Estes modelos têm sido frequentemente tratados em artigos científicos ao longo das últimas décadas, pois a sua importância nas aplicações em diversas áreas do conhecimento tem despertado um grande interesse no seu estudo. Neste trabalho, após uma breve revisão sobre séries temporais e os métodos clássicos para a sua análise, apresentamos os modelos autorregressivos de valores inteiros não negativos de primeira ordem INAR (1) e a sua extensão para uma ordem p, as suas propriedades e alguns métodos de estimação dos parâmetros nomeadamente, o método de Yule-Walker, o método de Mínimos Quadrados Condicionais (MQC), o método de Máxima Verosimilhança Condicional (MVC) e o método de Quase Máxima Verosimilhança (QMV). Apresentamos também um critério automático de seleção de ordem para modelos INAR, baseado no Critério de Informação de Akaike Corrigido, AICC, um dos critérios usados para determinar a ordem em modelos autorregressivos, AR. Finalmente, apresenta-se uma aplicação da metodologia dos modelos INAR em dados reais de contagem relativos aos setores dos transportes marítimos e atividades de seguros de Cabo Verde.

Train scheduling and rolling stock assignment in high speed trains

The Train Timetabling Problem (TTP) has been widely studied for freight and passenger rail systems. A lesser effort has been devoted to the study of high-speed rail systems. A modeling issue that has to be addressed is to model departure time choice of passengers on railway services. Passengers who use these systems attempt to travel at predetermined hours due to their daily life necessities (e.g., commuter trips). We incorporate all these features into TTP focusing on high-speed railway systems. We propose a Rail Scheduling and Rolling Stock (RSch-RS) model for timetable planning of high-speed railway systems. This model is composed of two essential elements: i) an infrastructure model for representing the railway network: it includes capacity constraints of the rail network and the Rolling-Stock constraints; and ii) a demand model that defines how the passengers choose the departure time. The resulting model is a mixed-integer programming model which objective function attempts to maximize the profit for the rail operator

Evaluating tests for convergence of economic series using Monte Carlo methods with an application to real GDP's per head.

Doutoramento em Economia.

Simulação do escoamento monofásico em um estágio de uma bomba centrífuga utilizando técnicas de fluidodinâmica computacional

Oil production and exploration techniques have evolved in the last decades in order to increase fluid flows and optimize how the required equipment are used. The base functioning of Electric Submersible Pumping (ESP) lift method is the use of an electric downhole motor to move a centrifugal pump and transport the fluids to the surface. The Electric Submersible Pumping is an option that has been gaining ground among the methods of Artificial Lift due to the ability to handle a large flow of liquid in onshore and offshore environments. The performance of a well equipped with ESP systems is intrinsically related to the centrifugal pump operation. It is the pump that has the function to turn the motor power into Head. In this present work, a computer model to analyze the three-dimensional flow in a centrifugal pump used in Electric Submersible Pumping has been developed. Through the commercial program, ANSYS® CFX®, initially using water as fluid flow, the geometry and simulation parameters have been defined in order to obtain an approximation of what occurs inside the channels of the impeller and diffuser pump in terms of flow. Three different geometry conditions were initially tested to determine which is most suitable to solving the problem. After choosing the most appropriate geometry, three mesh conditions were analyzed and the obtained values were compared to the experimental characteristic curve of Head provided by the manufacturer. The results have approached the experimental curve, the simulation time and the model convergence were satisfactory if it is considered that the studied problem involves numerical analysis. After the tests with water, oil was used in the simulations. The results were compared to a methodology used in the petroleum industry to correct viscosity. In general, for models with water and oil, the results with single-phase fluids were coherent with the experimental curves and, through three-dimensional computer models, they are a preliminary evaluation for the analysis of the two-phase flow inside the channels of centrifugal pump used in ESP systems

Metodologia para avaliação de cinemática de partículas gasosas em fluidos de viscosidade variável com o tempo e sua aplicação na construção de poços de petróleo

Many challenges have been presented in petroleum industry. One of them is the preventing of fluids influx during drilling and cementing. Gas migration can occur as result of pressure imbalance inside the well when well pressure becomes lower than gas zone pressure and in cementing operation this occurs during cement slurry transition period (solid to fluid). In this work it was developed a methodology to evaluate gas migration during drilling and cementing operations. It was considered gel strength concept and through experimental tests determined gas migration initial time. A mechanistic model was developed to obtain equation that evaluates bubble displacement through the fluid while it gels. Being a time-dependant behavior, dynamic rheological measurements were made to evaluate viscosity along the time. For drilling fluids analyzed it was verified that it is desirable fast and non-progressive gelation in order to reduce gas migration without affect operational window (difference between pore and fracture pressure). For cement slurries analyzed, the most appropriate is that remains fluid for more time below critical gel strength, maintaining hydrostatic pressure above gas zone pressure, and after that gels quickly, reducing gas migration. The model developed simulates previously operational conditions and allow changes in operational and fluids design to obtain a safer condition for well construction

Volatility transmission between stock and exchange-rate markets: A connectedness analysis

This paper empirically investigates volatility transmission among stock and foreign exchange markets in seven major world economies during the period July 1988 to January 2015. To this end, we first perform a static and dynamic analysis to measure the total volatility connectedness in the entire period (the system-wide approach) using a framework recently proposed by Diebold and Yilmaz (2014). Second, we make use of a dynamic analysis to evaluate the net directional connectedness for each market. To gain further insights, we examine the time-varying behaviour of net pair-wise directional connectedness during the financial turmoil periods experienced in the sample period Our results suggest that slightly more than half of the total variance of the forecast errors is explained by shocks across markets rather than by idiosyncratic shocks. Furthermore, we find that volatility connectedness varies over time, with a surge during periods of increasing economic and financial instability.

A service-oriented user interaction analysis framework supporting adaptive applications

A comprehensive user model, built by monitoring a user's current use of applications, can be an excellent starting point for building adaptive user-centred applications. The BaranC framework monitors all user interaction with a digital device (e.g. smartphone), and also collects all available context data (such as from sensors in the digital device itself, in a smart watch, or in smart appliances) in order to build a full model of user application behaviour. The model built from the collected data, called the UDI (User Digital Imprint), is further augmented by analysis services, for example, a service to produce activity profiles from smartphone sensor data. The enhanced UDI model can then be the basis for building an appropriate adaptive application that is user-centred as it is based on an individual user model. As BaranC supports continuous user monitoring, an application can be dynamically adaptive in real-time to the current context (e.g. time, location or activity). Furthermore, since BaranC is continuously augmenting the user model with more monitored data, over time the user model changes, and the adaptive application can adapt gradually over time to changing user behaviour patterns. BaranC has been implemented as a service-oriented framework where the collection of data for the UDI and all sharing of the UDI data are kept strictly under the user's control. In addition, being service-oriented allows (with the user's permission) its monitoring and analysis services to be easily used by 3rd parties in order to provide 3rd party adaptive assistant services. An example 3rd party service demonstrator, built on top of BaranC, proactively assists a user by dynamic predication, based on the current context, what apps and contacts the user is likely to need. BaranC introduces an innovative user-controlled unified service model of monitoring and use of personal digital activity data in order to provide adaptive user-centred applications. This aims to improve on the current situation where the diversity of adaptive applications results in a proliferation of applications monitoring and using personal data, resulting in a lack of clarity, a dispersal of data, and a diminution of user control.

A Microdata Analysis Approach to Transport Infrastructure Maintenance

Maintenance of transport infrastructure assets is widely advocated as the key in minimizing current and future costs of the transportation network. While effective maintenance decisions are often a result of engineering skills and practical knowledge, efficient decisions must also account for the net result over an asset's life-cycle. One essential aspect in the long term perspective of transport infrastructure maintenance is to proactively estimate maintenance needs. In dealing with immediate maintenance actions, support tools that can prioritize potential maintenance candidates are important to obtain an efficient maintenance strategy. This dissertation consists of five individual research papers presenting a microdata analysis approach to transport infrastructure maintenance. Microdata analysis is a multidisciplinary field in which large quantities of data is collected, analyzed, and interpreted to improve decision-making. Increased access to transport infrastructure data enables a deeper understanding of causal effects and a possibility to make predictions of future outcomes. The microdata analysis approach covers the complete process from data collection to actual decisions and is therefore well suited for the task of improving efficiency in transport infrastructure maintenance. Statistical modeling was the selected analysis method in this dissertation and provided solutions to the different problems presented in each of the five papers. In Paper I, a time-to-event model was used to estimate remaining road pavement lifetimes in Sweden. In Paper II, an extension of the model in Paper I assessed the impact of latent variables on road lifetimes; displaying the sections in a road network that are weaker due to e.g. subsoil conditions or undetected heavy traffic. The study in Paper III incorporated a probabilistic parametric distribution as a representation of road lifetimes into an equation for the marginal cost of road wear. Differentiated road wear marginal costs for heavy and light vehicles are an important information basis for decisions regarding vehicle miles traveled (VMT) taxation policies. In Paper IV, a distribution based clustering method was used to distinguish between road segments that are deteriorating and road segments that have a stationary road condition. Within railway networks, temporary speed restrictions are often imposed because of maintenance and must be addressed in order to keep punctuality. The study in Paper V evaluated the empirical effect on running time of speed restrictions on a Norwegian railway line using a generalized linear mixed model.

The conditional performance of euro bond funds: evidence from Portugal during the debt crisis

This paper evaluates the performance of a survivorship bias-free data set of Portuguese funds investing in Euro-denominated bonds by using conditional models that consider the public information available to investors when the returns are generated. We find that bond funds underperform the market significantly and by an economically relevant magnitude. This underperformance cannot be explained by the expenses they charge. Our findings support the use of conditional performance evaluation models, since we find strong evidence of both time-varying risk and performance, dependent on the slope of the term structure and the inverse relative wealth variables. We also show that survivorship bias has a significant impact on performance estimates. Furthermore, during the European debt crisis, bond fund managers performed significantly better than in non-crisis periods and were able to achieve neutral performance. This improved performance throughout the crisis seems to be related to changes in funds’ investment styles.

Trends in NE Atlantic landings (southern Portugal): identifying the relative importance of fisheries and environmental variables

Time series of commercial landings from the Algarve (southern Portugal) from 1982 to 1999 were analyzed using min/max autocorrelation factor analysis (MAFA) and dynamic factor analysis (DFA). These techniques were used to identify trends and explore the relationships between the response variables (annual landings of 12 species) and explanatory variables [sea surface temperature, rainfall, an upwelling index, Guadiana river (south-east Portugal) flow, the North Atlantic oscillation, the number of licensed fishing vessels and the number of commercial fishermen]. Landings were more highly correlated with non-lagged environmental variables and in particular with Guadiana river flow. Both techniques gave coherent results, with the most important trend being a steady decline over time. A DFA model with two explanatory variables (Guadiana river flow and number of fishermen) and three common trends (smoothing functions over time) gave good fits to 10 of the 12 species. Results of other models indicated that river flow is the more important explanatory variable in this model. Changes in the mean flow and discharge regime of the Guadiana river resulting from the construction of the Alqueva dam, completed in 2002, are therefore likely to have a significant and deleterious impact on Algarve fisheries landings.