920 resultados para Least-Squares prediction
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O microrreator faz parte de conjunto de dispositivos de uma nova e promissora tecnologia, que podem ser chamados de micro fabricados, atuante em campos como a da química, biológica, farmacêutica, engenharia química e biotecnologia. Trata-se de um dispositivo que possibilita reação química, tais como os reatores convencionais, mas com dimensões menores, com canais na escala micrométrica. A tecnologia de miniaturização de dispositivos para reações químicas vem se expandindo promovendo uma importante evolução, com microssistemas que abrange dispositivos mais eficazes, com configuração e geometrias específicas e menor consumo de energia, onde reações com elevadas taxas de transporte podem ser usadas para muitas finalidades diferentes, tais como, reações rápidas, mistura, reações sensíveis à temperatura, temperatura de homogeneização, ou até mesmo precipitação de nano partículas. Devido sua escala ser extremamente reduzida em relação à escala macro, oferecem um sistema que permite uma investigação do processo em um curto espaço de tempo, sendo muito útil para o rastreio de substratos, enzimas, condições de reação, bem como a determinação de parâmetros cinéticos. O presente trabalho teve por objetivo estudar a biodegradação enzimática de 2,4,6-Triclorofenol, com a utilização das enzimas Lacase e Soybean Peroxidase em microrreator da Syrris com volume de 250 ?l, que permite o estudo de cinéticas muito rápidas. Para as análises de degradação utilizou-se duas enzimas, a Lacase em concentrações de 0,05; 0,1 e 0,2 mg/ml; e a Soybean Peroxidase em concentrações de 0,0005; 0,001 e 0,002 mg/ml com a adição de Peróxido de Hidrogênio. Através dos ensaios realizados obteve-se dados experimentais da reação enzimática, possibilitando a verificação da taxa inicial de reação e sua cinética. Posteriormente, realizou-se as análises em simulação utilizando os dados experimentais, que através de um sistema de EDOs estimando inicialmente as constantes cinéticas k1, k2 e k3 usando a ferramenta ESTIMA, onde apresentaram duas respostas, uma resposta típica de mínimos quadrados, e a outra resposta que a velocidade inicial, que foi melhor representada pelos parâmetros obtidos. O método empregado na degradação do substrato, o microrreator mostrou-se eficiente, permitindo a detecção de baixo consumo de substrato para a determinação da taxa inicial, em curto tempo de residência. Perante os ensaios realizados com Lacase e Soybean Peroxidase, o microrreator é também um equipamento eficaz na repetitividade e na reprodutibilidade dos dados obtidos em diferentes concentrações.
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Reatores tubulares de polimerização podem apresentar um perfil de velocidade bastante distorcido. Partindo desta observação, um modelo estocástico baseado no modelo de dispersão axial foi proposto para a representação matemática da fluidodinâmica de um reator tubular para produção de poliestireno. A equação diferencial foi obtida inserindo a aleatoriedade no parâmetro de dispersão, resultando na adição de um termo estocástico ao modelo capaz de simular as oscilações observadas experimentalmente. A equação diferencial estocástica foi discretizada e resolvida pelo método Euler-Maruyama de forma satisfatória. Uma função estimadora foi desenvolvida para a obtenção do parâmetro do termo estocástico e o parâmetro do termo determinístico foi calculado pelo método dos mínimos quadrados. Uma análise de convergência foi conduzida para determinar o número de elementos da discretização e o modelo foi validado através da comparação de trajetórias e de intervalos de confiança computacionais com dados experimentais. O resultado obtido foi satisfatório, o que auxilia na compreensão do comportamento fluidodinâmico complexo do reator estudado.
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The present thesis is focused on the development of a thorough mathematical modelling and computational solution framework aimed at the numerical simulation of journal and sliding bearing systems operating under a wide range of lubrication regimes (mixed, elastohydrodynamic and full film lubrication regimes) and working conditions (static, quasi-static and transient conditions). The fluid flow effects have been considered in terms of the Isothermal Generalized Equation of the Mechanics of the Viscous Thin Films (Reynolds equation), along with the massconserving p-Ø Elrod-Adams cavitation model that accordingly ensures the so-called JFO complementary boundary conditions for fluid film rupture. The variation of the lubricant rheological properties due to the viscous-pressure (Barus and Roelands equations), viscous-shear-thinning (Eyring and Carreau-Yasuda equations) and density-pressure (Dowson-Higginson equation) relationships have also been taken into account in the overall modelling. Generic models have been derived for the aforementioned bearing components in order to enable their applications in general multibody dynamic systems (MDS), and by including the effects of angular misalignments, superficial geometric defects (form/waviness deviations, EHL deformations, etc.) and axial motion. The bearing exibility (conformal EHL) has been incorporated by means of FEM model reduction (or condensation) techniques. The macroscopic in fluence of the mixedlubrication phenomena have been included into the modelling by the stochastic Patir and Cheng average ow model and the Greenwood-Williamson/Greenwood-Tripp formulations for rough contacts. Furthermore, a deterministic mixed-lubrication model with inter-asperity cavitation has also been proposed for full-scale simulations in the microscopic (roughness) level. According to the extensive mathematical modelling background established, three significant contributions have been accomplished. Firstly, a general numerical solution for the Reynolds lubrication equation with the mass-conserving p - Ø cavitation model has been developed based on the hybridtype Element-Based Finite Volume Method (EbFVM). This new solution scheme allows solving lubrication problems with complex geometries to be discretized by unstructured grids. The numerical method was validated in agreement with several example cases from the literature, and further used in numerical experiments to explore its exibility in coping with irregular meshes for reducing the number of nodes required in the solution of textured sliding bearings. Secondly, novel robust partitioned techniques, namely: Fixed Point Gauss-Seidel Method (PGMF), Point Gauss-Seidel Method with Aitken Acceleration (PGMA) and Interface Quasi-Newton Method with Inverse Jacobian from Least-Squares approximation (IQN-ILS), commonly adopted for solving uid-structure interaction problems have been introduced in the context of tribological simulations, particularly for the coupled calculation of dynamic conformal EHL contacts. The performance of such partitioned methods was evaluated according to simulations of dynamically loaded connecting-rod big-end bearings of both heavy-duty and high-speed engines. Finally, the proposed deterministic mixed-lubrication modelling was applied to investigate the in fluence of the cylinder liner wear after a 100h dynamometer engine test on the hydrodynamic pressure generation and friction of Twin-Land Oil Control Rings.
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Presentación oral SPIE Photonics Europe, Brussels, 16-19 April 2012.
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Purpose – The purpose of this paper is to analyze the internalization of quality management (QM) on the basis of quality certifiable standards – also referred to as meta-standards – in service organizations. More specifically, the paper analyzes the case of the internalization of a quality standard in the Spanish hotel industry. Design/methodology/approach – The paper examines the relationships between the measures of internalization, benefit, QM tools and motivation, using partial least squares in the framework of the structural equation modeling technique. Findings – The results show that the hotels that have internalized the standard to a greater extent are more likely to be driven by internal motivation, develop more QM tools and achieve greater benefits than the hotels with a lower degree of internalization. Originality/value – As previous studies have examined these issues in relation to the internalization of ISO standards, the present study adds to this important stream of research and contributes by advancing the understanding of these issues through the case of a specific standard for the hotel industry.
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Purpose – The purpose of this paper is to analyse Information Systems outsourcing success, measuring the latter according to the satisfaction level achieved by users and taking into account three success factors: the role played by the client firm’s top management; the relationships between client and provider; and the degree of outsourcing. Design/methodology/approach – A survey was carried out by means of a questionnaire answered by 398 large Spanish firms. Its results were examined using the partial least squares software and through the proposal of a structural equation model. Findings – The conclusions reveal that the perceived benefits play a mediating role in outsourcing satisfaction and also that these benefits can be grouped together into three categories: strategic; economic; and technological ones. Originality/value – The study identifies how some success factors will be more influent than others depending which type of benefits are ultimately sought with outsourcing.
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This paper reports results derived from a mixed methods study where 13 hotel managers were initially interviewed, followed by a quantitative study of 355 additional managers. Data were analysed using partial least squares path modelling. The research question related to the relationship between quality and environmental management and the competitive advantage sought by hotels. The results indicate that quality management and environmental management permit the improvement of competitive advantage in terms of both costs and differentiation. Moreover, hotels implementing quality programmes find fewer obstacles in implementing environmental management.
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Purpose – The aim of this study is to examine the relationship between practices of quality management (QM) and the characteristics of organizational design, and QM and competitive advantage. Design/methodology/approach – The study uses a partial least squares approach to test these relationships in 350 hotels in Spain. Findings – The findings show that QM influences specialization, formalization and interdepartmental interactions, and that QM practices influence both cost and differentiation competitive advantage. The results also indicate the importance of QM strategic and operational systems as practices that have a key impact on the characteristics of organizational design. Similarly, the QM operational system is key in the relationship between QM and cost competitive advantage. Finally, the QM operational, information and strategic systems positively influence differentiation competitive advantage. Practical implications – When hotels adopt QM practices, there will be significant changes in a number of organizational variables, including specialization, formalization and interdepartmental interactions. This paper provides empirical evidence that QM practices improve both cost and differentiation competitive advantage in the hotel industry. Originality/value – There has been little research on the effects of QM on organizational design in the hotel industry. The contribution of this paper is that analyze the effects of QM on organizational design and competitive advantage, extending knowledge about these issues in a specific sector.
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This paper examines the effect of the decoupling of farm direct payments upon the off-farm labour supply decisions of farmers in both Ireland and Italy, using panel data from the Farm Business Survey (REA) and FADN database covering the period from 2002 to 2009 to model these decisions. Drawing from the conceptual agricultural household model, the authors hypothesise that the decoupling of direct payments led to an increase in off-farm labour activity despite some competing factors. This hypothesis rests largely upon the argument that the effects of changes in relative wages have dominated other factors. At a micro level, the decoupling-induced decline in the farm wage relative to the non-farm wage ought to have provoked a greater incentive for off-farm labour supply. The main known competing argument is that decoupling introduced a new source of non-labour income i.e. a wealth effect. This may in turn have suppressed or eliminated the likelihood of increased off-farm labour supply for some farmers. For the purposes of comparative analysis, the Italian model utilises the data from the REA database instead of the FADN as the latter has a less than satisfactory coverage of labour issues. Both models are developed at a national level. The paper draws from the literature on female labour supply and uses a sample selection corrected ordinary least squares model to examine both the decisions of off-farm work participation and the decisions regarding the amount of time spent working off-farm. The preliminary results indicate that decoupling has not had a significant impact on off-farm labour supply in the case of Ireland but there appears to be a significantly negative relationship in the Italian case. It still remains the case in both countries that the wealth of the farmer is negatively correlated with the likelihood of off-farm employment.
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In the first chapter, we test some stochastic volatility models using options on the S&P 500 index. First, we demonstrate the presence of a short time-scale, on the order of days, and a long time-scale, on the order of months, in the S&P 500 volatility process using the empirical structure function, or variogram. This result is consistent with findings of previous studies. The main contribution of our paper is to estimate the two time-scales in the volatility process simultaneously by using nonlinear weighted least-squares technique. To test the statistical significance of the rates of mean-reversion, we bootstrap pairs of residuals using the circular block bootstrap of Politis and Romano (1992). We choose the block-length according to the automatic procedure of Politis and White (2004). After that, we calculate a first-order correction to the Black-Scholes prices using three different first-order corrections: (i) a fast time scale correction; (ii) a slow time scale correction; and (iii) a multiscale (fast and slow) correction. To test the ability of our model to price options, we simulate options prices using five different specifications for the rates or mean-reversion. We did not find any evidence that these asymptotic models perform better, in terms of RMSE, than the Black-Scholes model. In the second chapter, we use Brazilian data to compute monthly idiosyncratic moments (expected skewness, realized skewness, and realized volatility) for equity returns and assess whether they are informative for the cross-section of future stock returns. Since there is evidence that lagged skewness alone does not adequately forecast skewness, we estimate a cross-sectional model of expected skewness that uses additional predictive variables. Then, we sort stocks each month according to their idiosyncratic moments, forming quintile portfolios. We find a negative relationship between higher idiosyncratic moments and next-month stock returns. The trading strategy that sells stocks in the top quintile of expected skewness and buys stocks in the bottom quintile generates a significant monthly return of about 120 basis points. Our results are robust across sample periods, portfolio weightings, and to Fama and French (1993)’s risk adjustment factors. Finally, we identify a return reversal of stocks with high idiosyncratic skewness. Specifically, stocks with high idiosyncratic skewness have high contemporaneous returns. That tends to reverse, resulting in negative abnormal returns in the following month.
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Maximum entropy spectral analyses and a fitting test to find the best suitable curve for the modified time series based on the non-linear least squares method for Td (diatom temperature) values were performed for the Quaternary portion of the DSDP Sites 579 and 580 in the western North Pacific. The sampling interval averages 13.7 kyr in the Brunhes Chron (0-780 ka) and 16.5 kyr in the later portion of the Matuyama Chron (780-1800 ka) at Site 580, but increases to 17.3 kyr and 23.2 kyr, respectively, at Site 579. Among dominant cycles during the Brunhes Chron, there are 411.5 kyr and 126.0 kyr at Site 579, and 467.0 kyr and 136.7 kyr at Site 580 correspond to 413 kyr and 95 to 124 kyr of the orbital eccentricity. Minor cycles of 41.2 kyr at Site 579 and 41.7 kyr at Site 580 are near to 41 kyr of the obliquity (tilt). During the Matuyama Chron at Site 580, cycles of 49.7 kyr and 43.6 kyr are dominant. The surface-water temperature estimated from diatoms at the western North Pacific DSDP Sites 579 and 580 shows correlation with the fundamental Earth's orbital parameters during Quaternary time.
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Includes bibliographical references (p. 58-59)
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Mode of access: Internet.
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Mode of access: Internet.
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Mode of access: Internet.