Detecção e diagnóstico de falhas não-supervisionados baseados em estimativa de densidade recursiva e classificador fuzzy auto-evolutivo

In this work, we propose a two-stage algorithm for real-time fault detection and identification of industrial plants. Our proposal is based on the analysis of selected features using recursive density estimation and a new evolving classifier algorithm. More specifically, the proposed approach for the detection stage is based on the concept of density in the data space, which is not the same as probability density function, but is a very useful measure for abnormality/outliers detection. This density can be expressed by a Cauchy function and can be calculated recursively, which makes it memory and computational power efficient and, therefore, suitable for on-line applications. The identification/diagnosis stage is based on a self-developing (evolving) fuzzy rule-based classifier system proposed in this work, called AutoClass. An important property of AutoClass is that it can start learning from scratch". Not only do the fuzzy rules not need to be prespecified, but neither do the number of classes for AutoClass (the number may grow, with new class labels being added by the on-line learning process), in a fully unsupervised manner. In the event that an initial rule base exists, AutoClass can evolve/develop it further based on the newly arrived faulty state data. In order to validate our proposal, we present experimental results from a level control didactic process, where control and error signals are used as features for the fault detection and identification systems, but the approach is generic and the number of features can be significant due to the computationally lean methodology, since covariance or more complex calculations, as well as storage of old data, are not required. The obtained results are significantly better than the traditional approaches used for comparison

Simulações de Monte Carlo para os modelos Ising e Blume-Capel em redes complexa

We studied the Ising model ferromagnetic as spin-1/2 and the Blume-Capel model as spin-1, > 0 on small world network, using computer simulation through the Metropolis algorithm. We calculated macroscopic quantities of the system, such as internal energy, magnetization, specific heat, magnetic susceptibility and Binder cumulant. We found for the Ising model the same result obtained by Koreans H. Hong, Beom Jun Kim and M. Y. Choi [6] and critical behavior similar Blume-Capel model

Estudo de Fractalidade e Evolução Dinâmica de Sistemas Complexos

In this work, the study of some complex systems is done with use of two distinct procedures. In the first part, we have studied the usage of Wavelet transform on analysis and characterization of (multi)fractal time series. We have test the reliability of Wavelet Transform Modulus Maxima method (WTMM) in respect to the multifractal formalism, trough the calculation of the singularity spectrum of time series whose fractality is well known a priori. Next, we have use the Wavelet Transform Modulus Maxima method to study the fractality of lungs crackles sounds, a biological time series. Since the crackles sounds are due to the opening of a pulmonary airway bronchi, bronchioles and alveoli which was initially closed, we can get information on the phenomenon of the airway opening cascade of the whole lung. Once this phenomenon is associated with the pulmonar tree architecture, which displays fractal geometry, the analysis and fractal characterization of this noise may provide us with important parameters for comparison between healthy lungs and those affected by disorders that affect the geometry of the tree lung, such as the obstructive and parenchymal degenerative diseases, which occurs, for example, in pulmonary emphysema. In the second part, we study a site percolation model for square lattices, where the percolating cluster grows governed by a control rule, corresponding to a method of automatic search. In this model of percolation, which have characteristics of self-organized criticality, the method does not use the automated search on Leaths algorithm. It uses the following control rule: pt+1 = pt + k(Rc − Rt), where p is the probability of percolation, k is a kinetic parameter where 0 < k < 1 and R is the fraction of percolating finite square lattices with side L, LxL. This rule provides a time series corresponding to the dynamical evolution of the system, in particular the likelihood of percolation p. We proceed an analysis of scaling of the signal obtained in this way. The model used here enables the study of the automatic search method used for site percolation in square lattices, evaluating the dynamics of their parameters when the system goes to the critical point. It shows that the scaling of , the time elapsed until the system reaches the critical point, and tcor, the time required for the system loses its correlations, are both inversely proportional to k, the kinetic parameter of the control rule. We verify yet that the system has two different time scales after: one in which the system shows noise of type 1 f , indicating to be strongly correlated. Another in which it shows white noise, indicating that the correlation is lost. For large intervals of time the dynamics of the system shows ergodicity

Estimação paramétrica e não-paramétrica em modelos de markov ocultos

In this work we study the Hidden Markov Models with finite as well as general state space. In the finite case, the forward and backward algorithms are considered and the probability of a given observed sequence is computed. Next, we use the EM algorithm to estimate the model parameters. In the general case, the kernel estimators are used and to built a sequence of estimators that converge in L1-norm to the density function of the observable process

Método de Projeções Ortogonais

The problem treated in this dissertation is to establish boundedness for the iterates of an iterative algorithm in 2, under some technical conditions. However, this paper uses non-trivial intuitive arguments and its proofs lack suficient rigor. In this dissertation we discuss and strengthen the results of this paper, in order to complete and simplify its proofs

Modelagem Matemática e Computacional de fenômenos eletrocinéticos em meios porosos carregados eletricamente

In this work we present a mathematical and computational modeling of electrokinetic phenomena in electrically charged porous medium. We consider the porous medium composed of three different scales (nanoscopic, microscopic and macroscopic). On the microscopic scale the domain is composed by a porous matrix and a solid phase. The pores are filled with an aqueous phase consisting of ionic solutes fully diluted, and the solid matrix consists of electrically charged particles. Initially we present the mathematical model that governs the electrical double layer in order to quantify the electric potential, electric charge density, ion adsorption and chemical adsorption in nanoscopic scale. Then, we derive the microscopic model, where the adsorption of ions due to the electric double layer and the reactions of protonation/ deprotanaç~ao and zeta potential obtained in modeling nanoscopic arise in microscopic scale through interface conditions in the problem of Stokes and Nerst-Planck equations respectively governing the movement of the aqueous solution and transport of ions. We developed the process of upscaling the problem nano/microscopic using the homogenization technique of periodic structures by deducing the macroscopic model with their respectives cell problems for effective parameters of the macroscopic equations. Considering a clayey porous medium consisting of kaolinite clay plates distributed parallel, we rewrite the macroscopic model in a one-dimensional version. Finally, using a sequential algorithm, we discretize the macroscopic model via the finite element method, along with the interactive method of Picard for the nonlinear terms. Numerical simulations on transient regime with variable pH in one-dimensional case are obtained, aiming computational modeling of the electroremediation process of clay soils contaminated