986 resultados para Linear correlation


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This study aimed to characterize air pollution and the associated carcinogenic risks of polycyclic aromatic hydrocarbon (PAHs) at an urban site, to identify possible emission sources of PAHs using several statistical methodologies, and to analyze the influence of other air pollutants and meteorological variables on PAH concentrations.The air quality and meteorological data were collected in Oporto, the second largest city of Portugal. Eighteen PAHs (the 16 PAHs considered by United States Environment Protection Agency (USEPA) as priority pollutants, dibenzo[a,l]pyrene, and benzo[j]fluoranthene) were collected daily for 24 h in air (gas phase and in particles) during 40 consecutive days in November and December 2008 by constant low-flow samplers and using polytetrafluoroethylene (PTFE) membrane filters for particulate (PM10 and PM2.5 bound) PAHs and pre-cleaned polyurethane foam plugs for gaseous compounds. The other monitored air pollutants were SO2, PM10, NO2, CO, and O3; the meteorological variables were temperature, relative humidity, wind speed, total precipitation, and solar radiation. Benzo[a]pyrene reached a mean concentration of 2.02 ngm−3, surpassing the EU annual limit value. The target carcinogenic risks were equal than the health-based guideline level set by USEPA (10−6) at the studied site, with the cancer risks of eight PAHs reaching senior levels of 9.98×10−7 in PM10 and 1.06×10−6 in air. The applied statistical methods, correlation matrix, cluster analysis, and principal component analysis, were in agreement in the grouping of the PAHs. The groups were formed according to their chemical structure (number of rings), phase distribution, and emission sources. PAH diagnostic ratios were also calculated to evaluate the main emission sources. Diesel vehicular emissions were the major source of PAHs at the studied site. Besides that source, emissions from residential heating and oil refinery were identified to contribute to PAH levels at the respective area. Additionally, principal component regression indicated that SO2, NO2, PM10, CO, and solar radiation had positive correlation with PAHs concentrations, while O3, temperature, relative humidity, and wind speed were negatively correlated.

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Ancillary services represent a good business opportunity that must be considered by market players. This paper presents a new methodology for ancillary services market dispatch. The method considers the bids submitted to the market and includes a market clearing mechanism based on deterministic optimization. An Artificial Neural Network is used for day-ahead prediction of Regulation Down, regulation-up, Spin Reserve and Non-Spin Reserve requirements. Two test cases based on California Independent System Operator data concerning dispatch of Regulation Down, Regulation Up, Spin Reserve and Non-Spin Reserve services are included in this paper to illustrate the application of the proposed method: (1) dispatch considering simple bids; (2) dispatch considering complex bids.

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Mestrado em Tecnologia de Diagnóstico e Intervenção Cardiovascular - Ramo de especialização: Ultrassonografia Cardiovascular

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Não existe uma definição única de processo de memória de longo prazo. Esse processo é geralmente definido como uma série que possui um correlograma decaindo lentamente ou um espectro infinito de frequência zero. Também se refere que uma série com tal propriedade é caracterizada pela dependência a longo prazo e por não periódicos ciclos longos, ou que essa característica descreve a estrutura de correlação de uma série de longos desfasamentos ou que é convencionalmente expressa em termos do declínio da lei-potência da função auto-covariância. O interesse crescente da investigação internacional no aprofundamento do tema é justificado pela procura de um melhor entendimento da natureza dinâmica das séries temporais dos preços dos ativos financeiros. Em primeiro lugar, a falta de consistência entre os resultados reclama novos estudos e a utilização de várias metodologias complementares. Em segundo lugar, a confirmação de processos de memória longa tem implicações relevantes ao nível da (1) modelação teórica e econométrica (i.e., dos modelos martingale de preços e das regras técnicas de negociação), (2) dos testes estatísticos aos modelos de equilíbrio e avaliação, (3) das decisões ótimas de consumo / poupança e de portefólio e (4) da medição de eficiência e racionalidade. Em terceiro lugar, ainda permanecem questões científicas empíricas sobre a identificação do modelo geral teórico de mercado mais adequado para modelar a difusão das séries. Em quarto lugar, aos reguladores e gestores de risco importa saber se existem mercados persistentes e, por isso, ineficientes, que, portanto, possam produzir retornos anormais. O objetivo do trabalho de investigação da dissertação é duplo. Por um lado, pretende proporcionar conhecimento adicional para o debate da memória de longo prazo, debruçando-se sobre o comportamento das séries diárias de retornos dos principais índices acionistas da EURONEXT. Por outro lado, pretende contribuir para o aperfeiçoamento do capital asset pricing model CAPM, considerando uma medida de risco alternativa capaz de ultrapassar os constrangimentos da hipótese de mercado eficiente EMH na presença de séries financeiras com processos sem incrementos independentes e identicamente distribuídos (i.i.d.). O estudo empírico indica a possibilidade de utilização alternativa das obrigações do tesouro (OT’s) com maturidade de longo prazo no cálculo dos retornos do mercado, dado que o seu comportamento nos mercados de dívida soberana reflete a confiança dos investidores nas condições financeiras dos Estados e mede a forma como avaliam as respetiva economias com base no desempenho da generalidade dos seus ativos. Embora o modelo de difusão de preços definido pelo movimento Browniano geométrico gBm alegue proporcionar um bom ajustamento das séries temporais financeiras, os seus pressupostos de normalidade, estacionariedade e independência das inovações residuais são adulterados pelos dados empíricos analisados. Por isso, na procura de evidências sobre a propriedade de memória longa nos mercados recorre-se à rescaled-range analysis R/S e à detrended fluctuation analysis DFA, sob abordagem do movimento Browniano fracionário fBm, para estimar o expoente Hurst H em relação às séries de dados completas e para calcular o expoente Hurst “local” H t em janelas móveis. Complementarmente, são realizados testes estatísticos de hipóteses através do rescaled-range tests R/S , do modified rescaled-range test M - R/S e do fractional differencing test GPH. Em termos de uma conclusão única a partir de todos os métodos sobre a natureza da dependência para o mercado acionista em geral, os resultados empíricos são inconclusivos. Isso quer dizer que o grau de memória de longo prazo e, assim, qualquer classificação, depende de cada mercado particular. No entanto, os resultados gerais maioritariamente positivos suportam a presença de memória longa, sob a forma de persistência, nos retornos acionistas da Bélgica, Holanda e Portugal. Isto sugere que estes mercados estão mais sujeitos a maior previsibilidade (“efeito José”), mas também a tendências que podem ser inesperadamente interrompidas por descontinuidades (“efeito Noé”), e, por isso, tendem a ser mais arriscados para negociar. Apesar da evidência de dinâmica fractal ter suporte estatístico fraco, em sintonia com a maior parte dos estudos internacionais, refuta a hipótese de passeio aleatório com incrementos i.i.d., que é a base da EMH na sua forma fraca. Atendendo a isso, propõem-se contributos para aperfeiçoamento do CAPM, através da proposta de uma nova fractal capital market line FCML e de uma nova fractal security market line FSML. A nova proposta sugere que o elemento de risco (para o mercado e para um ativo) seja dado pelo expoente H de Hurst para desfasamentos de longo prazo dos retornos acionistas. O expoente H mede o grau de memória de longo prazo nos índices acionistas, quer quando as séries de retornos seguem um processo i.i.d. não correlacionado, descrito pelo gBm(em que H = 0,5 , confirmando- se a EMH e adequando-se o CAPM), quer quando seguem um processo com dependência estatística, descrito pelo fBm(em que H é diferente de 0,5, rejeitando-se a EMH e desadequando-se o CAPM). A vantagem da FCML e da FSML é que a medida de memória de longo prazo, definida por H, é a referência adequada para traduzir o risco em modelos que possam ser aplicados a séries de dados que sigam processos i.i.d. e processos com dependência não linear. Então, estas formulações contemplam a EMH como um caso particular possível.

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Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Civil

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A brief introduction to the fractional continuous-time linear systems is presented. It will be done without needing a deep study of the fractional derivatives. We will show that the computation of the impulse and step responses is very similar to the classic. The main difference lies in the substitution of the exponential by the Mittag-Leffler function. We will present also the main formulae defining the fractional derivatives.

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OBJECTIVE To analyze cervical and breast cancer mortality in Brazil according to socioeconomic and welfare indicators. METHODS Data on breast and cervical cancer mortality covering a 30-year period (1980-2010) were analyzed. The data were obtained from the National Mortality Database, population data from the Brazilian Institute of Geography and Statistics database, and socioeconomic and welfare information from the Institute of Applied Economic Research. Moving averages were calculated, disaggregated by capital city and municipality. The annual percent change in mortality rates was estimated by segmented linear regression using the joinpoint method. Pearson’s correlation coefficients were conducted between average mortality rate at the end of the three-year period and selected indicators in the state capital and each Brazilian state. RESULTS There was a decline in cervical cancer mortality rates throughout the period studied, except in municipalities outside of the capitals in the North and Northeast. There was a decrease in breast cancer mortality in the capitals from the end of the 1990s onwards. Favorable socioeconomic indicators were inversely correlated with cervical cancer mortality. A strong direct correlation was found with favorable indicators and an inverse correlation with fertility rate and breast cancer mortality in inner cities. CONCLUSIONS There is an ongoing dynamic process of increased risk of cervical and breast cancer and attenuation of mortality because of increased, albeit unequal, access to and provision of screening, diagnosis and treatment. 

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The growing heterogeneity of networks, devices and consumption conditions asks for flexible and adaptive video coding solutions. The compression power of the HEVC standard and the benefits of the distributed video coding paradigm allow designing novel scalable coding solutions with improved error robustness and low encoding complexity while still achieving competitive compression efficiency. In this context, this paper proposes a novel scalable video coding scheme using a HEVC Intra compliant base layer and a distributed coding approach in the enhancement layers (EL). This design inherits the HEVC compression efficiency while providing low encoding complexity at the enhancement layers. The temporal correlation is exploited at the decoder to create the EL side information (SI) residue, an estimation of the original residue. The EL encoder sends only the data that cannot be inferred at the decoder, thus exploiting the correlation between the original and SI residues; however, this correlation must be characterized with an accurate correlation model to obtain coding efficiency improvements. Therefore, this paper proposes a correlation modeling solution to be used at both encoder and decoder, without requiring a feedback channel. Experiments results confirm that the proposed scalable coding scheme has lower encoding complexity and provides BD-Rate savings up to 3.43% in comparison with the HEVC Intra scalable extension under development. © 2014 IEEE.

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In this work we present a classification of some of the existing Penalty Methods (denominated the Exact Penalty Methods) and describe some of its limitations and estimated. With these methods we can solve problems of optimization with continuous, discrete and mixing constrains, without requiring continuity, differentiability or convexity. The boarding consists of transforming the original problem, in a sequence of problems without constrains, derivate of the initial, making possible its resolution for the methods known for this type of problems. Thus, the Penalty Methods can be used as the first step for the resolution of constrained problems for methods typically used in by unconstrained problems. The work finishes discussing a new class of Penalty Methods, for nonlinear optimization, that adjust the penalty parameter dynamically.

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This paper addresses the use of multidimensional scaling in the evaluation of controller performance. Several nonlinear systems are analyzed based on the closed loop time response under the action of a reference step input signal. Three alternative performance indices, based on the time response, Fourier analysis, and mutual information, are tested. The numerical experiments demonstrate the feasibility of the proposed methodology and motivate its extension for other performance measures and new classes of nonlinearities.

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In this paper an algorithm for the calculation of the root locus of fractional linear systems is presented. The proposed algorithm takes advantage of present day computational resources and processes directly the characteristic equation, avoiding the limitations revealed by standard methods. The results demonstrate the good performance for different types of expressions.

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Dissertação apresentada à Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do Grau de Mestre em Engenharia Mecânica

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This paper presents the design and compares the performance of linear, decoupled and direct power controllers (DPC) for three-phase matrix converters operating as unified power flow controllers (UPFC). A simplified steady-state model of the matrix converter-based UPFC fitted with a modified Venturini high-frequency pulse width modulator is first used to design the linear controllers for the transmission line active (P) and reactive (Q) powers. In order to minimize the resulting cross coupling between P and Q power controllers, decoupled linear controllers (DLC) are synthesized using inverse dynamics linearization. DPC are then developed using sliding-mode control techniques, in order to guarantee both robustness and decoupled control. The designed P and Q power controllers are compared using simulations and experimental results. Linear controllers show acceptable steady-state behaviour but still exhibit coupling between P and Q powers in transient operation. DLC are free from cross coupling but are parameter sensitive. Results obtained by DPC show decoupled power control with zero error tracking and faster responses with no overshoot and no steady-state error. All the designed controllers were implemented using the same digital signal processing hardware.

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This paper is on the self-scheduling for a power producer taking part in day-ahead joint energy and spinning reserve markets and aiming at a short-term coordination of wind power plants with concentrated solar power plants having thermal energy storage. The short-term coordination is formulated as a mixed-integer linear programming problem given as the maximization of profit subjected to technical operation constraints, including the ones related to a transmission line. Probability density functions are used to model the variability of the hourly wind speed and the solar irradiation in regard to a negative correlation. Case studies based on an Iberian Peninsula wind and concentrated solar power plants are presented, providing the optimal energy and spinning reserve for the short-term self-scheduling in order to unveil the coordination benefits and synergies between wind and solar resources. Results and sensitivity analysis are in favour of the coordination, showing an increase on profit, allowing for spinning reserve, reducing the need for curtailment, increasing the transmission line capacity factor. (C) 2014 Elsevier Ltd. All rights reserved.