969 resultados para eigenfunction stochastic volatility models


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ETL conceptual modeling is a very important activity in any data warehousing system project implementation. Owning a high-level system representation allowing for a clear identification of the main parts of a data warehousing system is clearly a great advantage, especially in early stages of design and development. However, the effort to model conceptually an ETL system rarely is properly rewarded. Translating ETL conceptual models directly into something that saves work and time on the concrete implementation of the system process it would be, in fact, a great help. In this paper we present and discuss a hybrid approach to this problem, combining the simplicity of interpretation and power of expression of BPMN on ETL systems conceptualization with the use of ETL patterns to produce automatically an ETL skeleton, a first prototype system, which has the ability to be executed in a commercial ETL tool like Kettle.

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This work reports the implementation and verification of a new so lver in OpenFOAM® open source computational library, able to cope with integral viscoelastic models based on the integral upper-convected Maxwell model. The code is verified through the comparison of its predictions with analytical solutions and numerical results obtained with the differential upper-convected Maxwell model

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In this study, we concentrate on modelling gross primary productivity using two simple approaches to simulate canopy photosynthesis: "big leaf" and "sun/shade" models. Two approaches for calibration are used: scaling up of canopy photosynthetic parameters from the leaf to the canopy level and fitting canopy biochemistry to eddy covariance fluxes. Validation of the models is achieved by using eddy covariance data from the LBA site C14. Comparing the performance of both models we conclude that numerically (in terms of goodness of fit) and qualitatively, (in terms of residual response to different environmental variables) sun/shade does a better job. Compared to the sun/shade model, the big leaf model shows a lower goodness of fit and fails to respond to variations in the diffuse fraction, also having skewed responses to temperature and VPD. The separate treatment of sun and shade leaves in combination with the separation of the incoming light into direct beam and diffuse make sun/shade a strong modelling tool that catches more of the observed variability in canopy fluxes as measured by eddy covariance. In conclusion, the sun/shade approach is a relatively simple and effective tool for modelling photosynthetic carbon uptake that could be easily included in many terrestrial carbon models.

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This review deals with the recent developments and present status of the theoretical models for the simulation of the performance of lithium ion batteries. Preceded by a description of the main materials used for each of the components of a battery -anode, cathode and separator- and how material characteristics affect battery performance, a description of the main theoretical models describing the operation and performance of a battery are presented. The influence of the most relevant parameters of the models, such as boundary conditions, geometry and material characteristics are discussed. Finally, suggestions for future work are proposed.

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Extreme value models are widely used in different areas. The Birnbaum–Saunders distribution is receiving considerable attention due to its physical arguments and its good properties. We propose a methodology based on extreme value Birnbaum–Saunders regression models, which includes model formulation, estimation, inference and checking. We further conduct a simulation study for evaluating its performance. A statistical analysis with real-world extreme value environmental data using the methodology is provided as illustration.

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The authors propose a mathematical model to minimize the project total cost where there are multiple resources constrained by maximum availability. They assume the resources as renewable and the activities can use any subset of resources requiring any quantity from a limited real interval. The stochastic nature is inferred by means of a stochastic work content defined per resource within an activity and following a known distribution and the total cost is the sum of the resource allocation cost with the tardiness cost or earliness bonus in case the project finishes after or before the due date, respectively. The model was computationally implemented relying upon an interchange of two global optimization metaheuristics – the electromagnetism-like mechanism and the evolutionary strategies. Two experiments were conducted testing the implementation to projects with single and multiple resources, and with or without maximum availability constraints. The set of collected results shows good behavior in general and provide a tool to further assist project manager decision making in the planning phase.

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Optimization with stochastic algorithms has become a relevant research field. Due to its stochastic nature, its assessment is not straightforward and involves integrating accuracy and precision. Performance profiles for the mean do not show the trade-off between accuracy and precision, and parametric stochastic profiles require strong distributional assumptions and are limited to the mean performance for a large number of runs. In this work, bootstrap performance profiles are used to compare stochastic algorithms for different statistics. This technique allows the estimation of the sampling distribution of almost any statistic even with small samples. Multiple comparison profiles are presented for more than two algorithms. The advantages and drawbacks of each assessment methodology are discussed.

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Depression is an extremely heterogeneous disorder. Diverse molecular mechanisms have been suggested to underlie its etiology. To understand the molecular mechanisms responsible for this complex disorder, researchers have been using animal models extensively, namely mice from various genetic backgrounds and harboring distinct genetic modifications. The use of numerous mouse models has contributed to enrich our knowledge on depression. However, accumulating data also revealed that the intrinsic characteristics of each mouse strain might influence the experimental outcomes, which may justify some conflicting evidence reported in the literature. To further understand the impact of the genetic background, we performed a multimodal comparative study encompassing the most relevant parameters commonly addressed in depression, in three of the most widely used mouse strains: Balb/c, C57BL/6, and CD-1. Moreover, female mice were selected for this study taken into account the higher prevalence of depression in women and the fewer animal studies using this gender. Our results show that Balb/c mice have a more pronounced anxious-like behavior than CD-1 and C57BL/6 mice, whereas C57BL/6 animals present the strongest depressive-like trait. Furthermore, C57BL/6 mice display the highest rate of proliferating cells and brain-derived neurotrophic factor (Bdnf) expression levels in the hippocampus, while hippocampal dentate granular neurons of Balb/c mice show smaller dendritic lengths and fewer ramifications. Of notice, the expression levels of inducible nitric oxide synthase (iNos) predict 39.5% of the depressive-like behavior index, which suggests a key role of hippocampal iNOS in depression. Overall, this study reveals important interstrain differences in several behavioral dimensions and molecular and cellular parameters that should be considered when preparing and analyzing experiments addressing depression using mouse models. It further contributes to the literature by revealing the predictive value of hippocampal iNos expression levels in depressive-like behavior, irrespectively of the mouse strain.

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Dissertação de mestrado em Engenharia Industrial

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We survey results about exact cylindrically symmetric models of gravitational collapse in General Relativity. We focus on models which result from the matching of two spacetimes having collapsing interiors which develop trapped surfaces and vacuum exteriors containing gravitational waves. We collect some theorems from the literature which help to decide a priori about eventual spacetime matchings. We revise, in more detail, some toy models which include some of the main mathematical and physical issues that arise in this context, and compute the gravitational energy flux through the matching boundary of a particular collapsing region. Along the way, we point out several interesting open problems.

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Dissertação de mestrado integrado em Engenharia e Gestão de Sistemas de Informação

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Dissertação de mestrado em Economia Monetária, Bancária e Financeira

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Dissertação de mestrado em Bioquímica Aplicada – Biomedicina

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Cancer is a major cause of morbidity and mortality worldwide, with a disease burden estimated to increase in the coming decades. Disease heterogeneity and limited information on cancer biology and disease mechanisms are aspects that 2D cell cultures fail to address. We review the current "state-of-the-art" in 3D Tissue Engineering (TE) models developed for and used in cancer research. Scaffold-based TE models and microfluidics, are assessed for their potential to fill the gap between 2D models and clinical application. Recent advances in combining the principles of 3D TE models and microfluidics are discussed, with a special focus on biomaterials and the most promising chip-based 3D models.

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Dissertação de mestrado em Engenharia Industrial