999 resultados para Controle de volatilidade


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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Foram estimados parâmetros genéticos para as produções de leite no dia do controle (PLDC) e para a produção acumulada até 305 dias (P305) de 2.440 primeiras lactações de vacas da raça Gir leiteiro com partos entre 1990 e 2005. A produção acumulada até 305 dias e as produções de leite no dia do controle foram analisadas por meio de um modelo animal em análises uni e bicaracterísticas. Para as produções no dia do controle, o modelo incluiu o efeito aleatório genético direto e os efeitos fixos de grupo de contemporâneos, classe de idade da vaca ao parto e dias em lactação como co-variável (regressão linear). Para a P305, utilizou-se o mesmo modelo, excluindo-se os dias em lactação e utilizando-se a idade da vaca ao primeiro parto como co-variável (regressão linear e quadrática). O grupo de contemporâneos (GC) foi definido como rebanho, ano e estação do controle para produções no dia do controle e rebanho, ano e época de parto para P305. Aplicou-se a restrição de que cada grupo de contemporâneo deveria conter no mínimo três observações no caso das produções no dia do controle e cinco observações para P305. Os componentes de variância foram estimados pelo método de máxima verossimilhança restrita. Os valores maiores de variâncias fenotípicas foram observados no meio da lactação e os das variâncias aditivas no início da lactação. As estimativas de herdabilidade obtidas pelas análises unicaracterísticas oscilaram entre 0,13 e 0,36, enquanto as obtidas por análises bi-características oscilaram entre 0,14 e 0,34. Para as duas análises, essas estimativas foram maiores nos primeiros e menores nos últimos controles. As correlações genéticas entre as produções no dia do controle foram elevadas e positivas e maiores entre os controles mais próximos. Os resultados sugerem que as produções no dia do controle podem ser utilizadas como critério de seleção para produção de leite da raça Gir.

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Dados de 32.779 controles mensais, de 3.605 lactações em 305 dias (PL305), de 2.082 vacas Gir, filhas de 281 touros, com partos ocorridos de 1987 a 1999, em 11 rebanhos, foram usados com o objetivo de verificar a viabilidade de utilização da produção de leite no dia do controle (PLDC1 a PLDC10) em avaliações genéticas da raça Gir. Foram realizadas análises bivariadas entre as PLDC1 a PLDC10 e PL305, usando para estimar os componentes de (co)variâncias o método de máxima verossimilhança restrita, sob modelo animal, incluindo as três primeiras lactações como medidas repetidas de uma mesma vaca, diferenciadas conforme o grupo contemporâneo de rebanho-ano-estação, de acordo com a idade da vaca ao parto e o intervalo parto-primeiro controle na PLDC1. As médias observadas e os respectivos desvios-padrão (kg) para PLDC1 a PLDC10 e PL305 foram: 11,97±4,64; 11,93±4,68; 10,98±4,40; 10,18±4,12; 9,66±3,88; 9,20±3,69; 8,63±3,51; 8,08±3,33; 7,59±3,27; 7,22±3,15 e 2.746,17±1.299,90. A duração de lactação foi de 273,72±48,95 dias. As estimativas de herdabilidade variaram nas PLDC de 0,24 a 0,14, sendo maior no primeiro controle e decrescendo até o décimo. A herdabilidade da PL305 foi de 0,19. As estimativas de correlações genéticas entre as PLDC e PL305 variaram de 0,85 a 1,00. As correlações genéticas entre PLDC1 a PLDC9 com PLDC6 a PLDC10 foram acima de 0,80, à exceção entre PLDC9 com PLDC1 e PLDC10 com PLDC1, PLDC2, PLDC3 e PLDC6, que foram inferiores. As correlações fenotípicas tiveram valores intermediários entre as correlações genéticas e as residuais (menores). Considerando a eficiência relativa de seleção, esta mostrou que se baseada nas PLDC2 a PLDC4 ocorrerá a mesma ou melhor resposta que se praticada na PL305.

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Foram estimados parâmetros genéticos para produção de leite no dia do controle e produção acumulada até 305 dias (P305) de primeiras lactações de vacas da raça Caracu. O modelo animal considerado conteve efeito genético aditivo, como aleatório, além dos efeitos fixos de grupo contemporâneo e da idade ao parto, como covariável. Foram definidos dois grupos contemporâneos para explicar a variação ocorrida nas produções em cada controle leiteiro, compostos por ano, semana do controle e retiro (gc1) ou ano, mês do controle e retiro (gc2). Os componentes de variância foram estimados pelo método da máxima verossimilhança restrita. As variâncias fenotípicas, residuais e genéticas foram maiores no início da lactação, entretanto, a variância genética aditiva foi proporcionalmente menor em relação às demais variâncias. As estimativas de herdabilidade oscilaram entre 0,09 e 0,32 e foram maiores no final da lactação, indicando maior variabilidade genética nesse período. As correlações genéticas (r a) entre as produções em cada controle foram positivas e maiores, quanto menor a distância entre eles. A herdabilidade para P305 foi de 0,27 e as r a desta com os controles, positivas e elevadas, principalmente no meio da lactação. Os resultados indicam que a seleção direta para P305 proporciona maiores ganhos genéticos para essa característica que a obtida por meio de resposta correlacionada para as produções em cada controle.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior

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This paper proposes a procedure to control on-line processes for attributes, using an Shewhart control chart with two control limits (warning limit and control limit) and will be based on a sequence of inspection (h). The inspection procedure is based on Taguchi et al. (1989), in which to inspect the item, if the number of non-conformities is higher than an upper control limit, the process needs to be stopped and some adjustment is required; and, if the last inspection h, from all items inspected present a number of non-conformities between the control limit and warning limit. The items inspected will suffer destructive inspection, being discarded after inspection. Properties of an ergodic Markov chain are used to get the expression of average cost per item and the aim was the determination of four optimized parameters: the sampling interval of the inspections (m); the constant W to draw the warning limit (W); the constant C to draw the control limit (C), where W £ C, and the length of sequence of inspections (h). Numerical examples illustrate the proposed procedure

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The strengthening of the domestic industry in Brazil required the modernization, mechanization and expansion of salt production. Thereafter the production of sea salt started to be made in a process of continuous flow, where the product is constantly stored in yards, with daily movements in and out of salt. Thus far, the major bottleneck found in this production process is the control of production, because due to the large amount produced and variety of losses existing in the various stages of production there are not a regulated and safe way to control inventories with accuracy and speed demanded. In a typical case with a salt marsh company of Rio Grande do Norte state, salt produced is stored in two open courtyards and inventory control of salt made by carrying input / output relationship of salt in each storage yard. This work developed a conceptual model of inventory control, based on topography, adopting surveys into one of the courtyards of the company. There were 25 biweekly survey measurements over a year book to generate digital models representing the stock. For each measurement, results were compared with the values of inventory accounting provided by the salt marsh in order to identify existing losses and mark out the sales department on the actual stock available at each measurement date. Inventories calculated by the model indicated losses of 6,349 tonnes for the period of one year book and 3,279 tonnes for the period between harvests, when compared to the accounting control

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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This work describes the study and the implementation of the vector speed control for a three-phase Bearingless induction machine with divided winding of 4 poles and 1,1 kW using the neural rotor flux estimation. The vector speed control operates together with the radial positioning controllers and with the winding currents controllers of the stator phases. For the radial positioning, the forces controlled by the internal machine magnetic fields are used. For the radial forces optimization , a special rotor winding with independent circuits which allows a low rotational torque influence was used. The neural flux estimation applied to the vector speed controls has the objective of compensating the parameter dependences of the conventional estimators in relation to the parameter machine s variations due to the temperature increases or due to the rotor magnetic saturation. The implemented control system allows a direct comparison between the respective responses of the speed and radial positioning controllers to the machine oriented by the neural rotor flux estimator in relation to the conventional flux estimator. All the system control is executed by a program developed in the ANSI C language. The DSP resources used by the system are: the Analog/Digital channels converters, the PWM outputs and the parallel and RS-232 serial interfaces, which are responsible, respectively, by the DSP programming and the data capture through the supervisory system

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The Predictive Controller has been receiving plenty attention in the last decades, because the need to understand, to analyze, to predict and to control real systems has been quickly growing with the technological and industrial progress. The objective of this thesis is to present a contribution for the development and implementation of Nonlinear Predictive Controllers based on Hammerstein model, as well as to its make properties evaluation. In this case, in the Nonlinear Predictive Controller development the time-step linearization method is used and a compensation term is introduced in order to improve the controller performance. The main motivation of this thesis is the study and stability guarantee for the Nonlinear Predictive Controller based on Hammerstein model. In this case, was used the concepts of sections and Popov Theorem. Simulation results with literature models shows that the proposed approaches are able to control with good performance and to guarantee the systems stability

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This thesis presents a new structure of robust adaptive controller applied to mobile robots (surface mobile robot) with nonholonomic constraints. It acts in the dynamics and kinematics of the robot, and it is split in two distinct parts. The first part controls the robot dynamics, using variable structure model reference adaptive controllers. The second part controls the robot kinematics, using a position controller, whose objective is to make the robot to reach any point in the cartesian plan. The kinematic controller is based only on information about the robot configuration. A decoupling method is adopted to transform the linear model of the mobile robot, a multiple-input multiple-output system, into two decoupled single-input single-output systems, thus reducing the complexity of designing the controller for the mobile robot. After that, a variable structure model reference adaptive controller is applied to each one of the resulting systems. One of such controllers will be responsible for the robot position and the other for the leading angle, using reference signals generated by the position controller. To validate the proposed structure, some simulated and experimental results using differential drive mobile robots of a robot soccer kit are presented. The simulator uses the main characteristics of real physical system as noise and non-linearities such as deadzone and saturation. The experimental results were obtained through an C++ program applied to the robot soccer kit of Microrobot team at the LACI/UFRN. The simulated and experimental results are presented and discussed at the end of the text

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Conventional control strategies used in shunt active power filters (SAPF) employs real-time instantaneous harmonic detection schemes which is usually implements with digital filters. This increase the number of current sensors on the filter structure which results in high costs. Furthermore, these detection schemes introduce time delays which can deteriorate the harmonic compensation performance. Differently from the conventional control schemes, this paper proposes a non-standard control strategy which indirectly regulates the phase currents of the power mains. The reference currents of system are generated by the dc-link voltage controller and is based on the active power balance of SAPF system. The reference currents are aligned to the phase angle of the power mains voltage vector which is obtained by using a dq phase locked loop (PLL) system. The current control strategy is implemented by an adaptive pole placement control strategy integrated to a variable structure control scheme (VS-APPC). In the VS-APPC, the internal model principle (IMP) of reference currents is used for achieving the zero steady state tracking error of the power system currents. This forces the phase current of the system mains to be sinusoidal with low harmonics content. Moreover, the current controllers are implemented on the stationary reference frame to avoid transformations to the mains voltage vector reference coordinates. This proposed current control strategy enhance the performance of SAPF with fast transient response and robustness to parametric uncertainties. Experimental results are showing for determining the effectiveness of SAPF proposed control system

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This work develops a robustness analysis with respect to the modeling errors, being applied to the strategies of indirect control using Artificial Neural Networks - ANN s, belong to the multilayer feedforward perceptron class with on-line training based on gradient method (backpropagation). The presented schemes are called Indirect Hybrid Control and Indirect Neural Control. They are presented two Robustness Theorems, being one for each proposed indirect control scheme, which allow the computation of the maximum steady-state control error that will occur due to the modeling error what is caused by the neural identifier, either for the closed loop configuration having a conventional controller - Indirect Hybrid Control, or for the closed loop configuration having a neural controller - Indirect Neural Control. Considering that the robustness analysis is restrict only to the steady-state plant behavior, this work also includes a stability analysis transcription that is suitable for multilayer perceptron class of ANN s trained with backpropagation algorithm, to assure the convergence and stability of the used neural systems. By other side, the boundness of the initial transient behavior is assured by the assumption that the plant is BIBO (Bounded Input, Bounded Output) stable. The Robustness Theorems were tested on the proposed indirect control strategies, while applied to regulation control of simulated examples using nonlinear plants, and its results are presented

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In this work, we present a hardware-software architecture for controlling the autonomous mobile robot Kapeck. The hardware of the robot is composed of a set of sensors and actuators organized in a CAN bus. Two embedded computers and eigth microcontroller based boards are used in the system. One of the computers hosts the vision system, due to the significant processing needs of this kind of system. The other computer is used to coordinate and access the CAN bus and to accomplish the other activities of the robot. The microcontroller-based boards are used with the sensors and actuators. The robot has this distributed configuration in order to exhibit a good real-time behavior, where the response time and the temporal predictability of the system is important. We adopted the hybrid deliberative-reactive paradigm in the proposed architecture to conciliate the reactive behavior of the sensors-actuators net and the deliberative activities required to accomplish more complex tasks