Grafico misto de controle da media com amostragem em dois estagios

This paper proposes a new control chart to monitor a process mean employing a combined npx-X control chart. Basically the procedure consists of splitting the sample of size n into two sub-samples n1 and n2 determined by an optimization search. The sampling occur in two-stages. In the first stage the units of the sub-sample n1 are evaluated by attributes and plotted in npx control chart. If this chart signs then units of second sub-sample are measured and the monitored statistic plotted in X control chart (second stage). If both control charts sign then the process is stopped for adjustment. The possibility of non-inspection in all n items may promote a reduction not only in the cost but also the time spent to examine the sampled items. Performances of the current proposal, individual X and npx control charts are compared. In this study the proposed procedure presents many competitive options for the X control chart for a sample size n and a shift from the target mean. The average time to sign (ATS) of the current proposal lower than the values calculated from an individual X control chart points out that the combined control chart is an efficient tool in monitoring process mean.

Testes de hipóteses em modelos de sobrevivência com Fração de cura

Survival models deals with the modeling of time to event data. However in some situations part of the population may be no longer subject to the event. Models that take this fact into account are called cure rate models. There are few studies about hypothesis tests in cure rate models. Recently a new test statistic, the gradient statistic, has been proposed. It shares the same asymptotic properties with the classic large sample tests, the likelihood ratio, score and Wald tests. Some simulation studies have been carried out to explore the behavior of the gradient statistic in fi nite samples and compare it with the classic statistics in diff erent models. The main objective of this work is to study and compare the performance of gradient test and likelihood ratio test in cure rate models. We first describe the models and present the main asymptotic properties of the tests. We perform a simulation study based on the promotion time model with Weibull distribution to assess the performance of the tests in finite samples. An application is presented to illustrate the studied concepts

Recuperação de sinais esparsos. Investigação numérica sobre a quantidade de medidas necessárias para recuperar um sinal esparso

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Modelo de risco controlado por resseguro e desigualdades para a probabilidade de ruína

In the work reported here we present theoretical and numerical results about a Risk Model with Interest Rate and Proportional Reinsurance based on the article Inequalities for the ruin probability in a controlled discrete-time risk process by Ros ario Romera and Maikol Diasparra (see [5]). Recursive and integral equations as well as upper bounds for the Ruin Probability are given considering three di erent approaches, namely, classical Lundberg inequality, Inductive approach and Martingale approach. Density estimation techniques (non-parametrics) are used to derive upper bounds for the Ruin Probability and the algorithms used in the simulation are presented

Unicidade e discretização para problemas de valor inicial

This paper has two objectives: (i) conducting a literature search on the criteria of uniqueness of solution for initial value problems of ordinary differential equations. (ii) a modification of the method of Euler that seems to be able to converge to a solution of the problem, if the solution is not unique

Parâmetro de regularização em problemas inversos: estudo numérico com a transformada de Radon

In general, an inverse problem corresponds to find a value of an element x in a suitable vector space, given a vector y measuring it, in some sense. When we discretize the problem, it usually boils down to solve an equation system f(x) = y, where f : U Rm ! Rn represents the step function in any domain U of the appropriate Rm. As a general rule, we arrive to an ill-posed problem. The resolution of inverse problems has been widely researched along the last decades, because many problems in science and industry consist in determining unknowns that we try to know, by observing its effects under certain indirect measures. Our general subject of this dissertation is the choice of Tykhonov´s regulaziration parameter of a poorly conditioned linear problem, as we are going to discuss on chapter 1 of this dissertation, focusing on the three most popular methods in nowadays literature of the area. Our more specific focus in this dissertation consists in the simulations reported on chapter 2, aiming to compare the performance of the three methods in the recuperation of images measured with the Radon transform, perturbed by the addition of gaussian i.i.d. noise. We choosed a difference operator as regularizer of the problem. The contribution we try to make, in this dissertation, mainly consists on the discussion of numerical simulations we execute, as is exposed in Chapter 2. We understand that the meaning of this dissertation lays much more on the questions which it raises than on saying something definitive about the subject. Partly, for beeing based on numerical experiments with no new mathematical results associated to it, partly for being about numerical experiments made with a single operator. On the other hand, we got some observations which seemed to us interesting on the simulations performed, considered the literature of the area. In special, we highlight observations we resume, at the conclusion of this work, about the different vocations of methods like GCV and L-curve and, also, about the optimal parameters tendency observed in the L-curve method of grouping themselves in a small gap, strongly correlated with the behavior of the generalized singular value decomposition curve of the involved operators, under reasonably broad regularity conditions in the images to be recovered

Modelo de risco com dependência entre os valores das indenizações e seus intervalos entre ocorrências

We present a dependent risk model to describe the surplus of an insurance portfolio, based on the article "A ruin model with dependence between claim sizes and claim intervals"(Albrecher and Boxma [1]). An exact expression for the Laplace transform of the survival function of the surplus is derived. The results obtained are illustrated by several numerical examples and the case when we ignore the dependence structure present in the model is investigated. For the phase type claim sizes, we study by the survival probability, considering this is a class of distributions computationally tractable and more general

Ergodicidade em cadeias de Markov não-homogêneas e cadeias de Markov com transições raras

The central objective of a study Non-Homogeneous Markov Chains is the concept of weak and strong ergodicity. A chain is weak ergodic if the dependence on the initial distribution vanishes with time, and it is strong ergodic if it is weak ergodic and converges in distribution. Most theoretical results on strong ergodicity assume some knowledge of the limit behavior of the stationary distributions. In this work, we collect some general results on weak and strong ergodicity for chains with space enumerable states, and also study the asymptotic behavior of the stationary distributions of a particular type of Markov Chains with finite state space, called Markov Chains with Rare Transitions

A distribuição F generalizada para selecionar modelos de sobrevivência com fração de cura

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

NI-GMRES precondicionado

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

Geoprocessamento de dados meteo-oceonográficos (cor do oceano e temperatura da superfície do mar) aplicado ao monitoramento ambiental na costa setentrional do Rio Grande do Norte

Orbital remote sensing has been used as a beneficial tool in improving the knowledge on oceanographic and hydrodynamic aspects in northern portion of the continental shelf of Rio Grande do Norte, offshore Potiguar Basin. Aspects such as geography, temporal and spatial resolution combined with a consistent methodology and provide a substantial economic advantage compared to traditional methods of in situ data collecting. Images of the Moderate Resolution Imaging Spectroradiometer (MODIS) sensor onboard NASA's AQUA satellite were obtained to support systematic data collections related to the campaign of environmental monitoring and characterization of Potiguar Basin, held in May 2004. Images of Total Suspension Matter (TSM) and values of radiance standard were generated for the calculation of concentrations of total suspension matter (TSM), chlorophyll-a and sea surface temperature (SST). These data sets were used for statistical comparisons between measures in situ and satellite estimates looking validate algorithms or develop a comprehensive regional approach empirically. AQUA-MODIS images allowed the simultaneous comparison of two-dimensional water quality (total suspension matter), phytoplankton biomass (chlorophyll-a) variability and physical (temperature). For images of total suspension matter, the generated models showed a good correlation with the field data, allowing quantitative and qualitative analysis. The images of chlorophyll-a showed a consistent correlation with the in situ values of concentration. The algorithms adjusted for these images obtained a correlation coefficient fairly well with the data field in order that the sensor can be having an effect throughout the water column and not just the surface. This has led to a fit between the data of chlorophyll-the integration of the average sampling interval of the entire water column up to the level of the first optical depth, with the data generated from the images. This method resulted in higher values of chlorophyll concentration to greater depths, due to the fact that we are integrating more values of chlorophyll in the water column. Thus we can represent the biomass available in the water column. Images SST and SST measures in situ showed a mean difference DT (SST insitu - SST sat) around -0.14 ° C, considered low, making the results very good. The integration of total suspension matter, chlorophyll-a, the temperature of the sea surface (SST) and auxiliary data enabled the recognition of some of the main ways to fund the continental shelf. The main features highlighted were submerged canyons of rivers Apodi and Açu, some of the lines and beachrocks reefs, structural highs and the continental shelf break which occurs at depths around -60 m. The results confirmed the high potential for use of the AQUA-MODIS images to environmental monitoring of sea areas due to ease of detection of the field two-dimensional material in suspension on the sea surface, temperature and the concentration of chlorophyll-a

Valor nutritivo dos alimentos utilizados na formulação de rações para peixes tropicais

A seleção de ingredientes para a formulação de dietas para peixes requer o conhecimento prévio dos coeficientes de digestibilidade aparente da energia e nutrientes. O valor nutritivo de vários alimentos tem sido investigado no Brasil e o uso de fontes alternativas não deve resultar em efeitos negativos sobre o desempenho, saúde dos peixes e qualidade da água. Diversos fatores podem afetar a digestibilidade, sendo que os coeficientes de digestibilidade aparente dos ingredientes devem ser utilizados para a formulação de rações mais precisas e econômicas.

Efeito do cobre na atividade da enzima pirogalol peroxidase em plantas de Myriophyllum aquaticum cultivadas em solução nutritiva

Myriophyllum aquaticum é uma planta perene, herbácea, que pode se desenvolver totalmente submersa ou com a porção terminal dos ramos acima da superfície da água. É também considerada uma planta daninha que possui elevado potencial de colonização, o qual, dependendo da densidade populacional, pode causar aumento no teor de matéria orgânica e redução de oxigênio na água, comprometendo a qualidade da água e seus usos múltiplos. O objetivo do presente trabalho foi verificar a influência do cobre na atividade da pirogalol peroxidase de plantas de M. aquaticum submetidas à solução nutritiva contendo concentrações de cobre de 1,2; 11,2; 21,2; 31,2; e 41,2 µg L-1. O experimento foi conduzido em um delineamento experimental inteiramente casualizado, com quatro repetições e cinco tratamentos, aos quais as plantas foram submetidas durante 21 dias. Aos 81 dias após a instalação das mudas em solução nutritiva contendo os diferentes níveis de cobre, as folhas foram colhidas a partir do ápice da planta até o final do ramo, que não estavam em contato com a solução. Esse material fresco foi envolvido por plástico transparente e papel-alumínio e, a seguir, congelado em nitrogênio líquido, sendo armazenado em freezer a -20 ºC até o momento da determinação da atividade da enzima pirogalol peroxidase. A atividade da enzima foi progressiva com o aumento das doses de cobre. As plantas cultivadas com 40 µg L-1 de Cu2+ após três semanas, com base em avaliação visual, apresentaram redução no desenvolvimento.

Performance of the constructed wetland system for the treatment of water from the corumbataí river

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Avaliação da dispersão de efluente líquido de refinaria de petróleo

Neste trabalho são apresentadas duas técnicas para a avaliação da dispersão, num corpo d'água receptor, do efluente líquido de uma refinaria de petróleo. Assim, a pluma de dispersão foi caracterizada por medidas em campo de condutividade elétrica e por simulação computacional (simulador Cormix). Como caso de estudo, escolheu-se uma refinaria de petróleo cujo efluente é lançado no rio Atibaia (Paulínia/SP). O comportamento do efluente foi avaliado em um trecho de 1000 m após o ponto de lançamento. Os resultados demonstraram que a medição da condutividade elétrica é uma técnica adequada para a avaliação da dispersão de efluentes líquidos de refinaria de petróleo, pois apresentam alta condutividade elétrica e, com isso, há um forte contraste entre os valores do efluente e do rio. Além disso, outros parâmetros de qualidade da água do rio seguiram comportamento de dispersão semelhante ao da condutividade. A pluma de dispersão gerada pelo simulador computacional apresentou uma elevada concordância com os dados obtidos em campo. Nesse sentido, a simulação computacional pode ser uma ferramenta útil para a avaliação da dispersão do efluente considerando-se cenários hipotéticos, e para projetos de emissários.