959 resultados para stochastic linear programming


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New arguments proving that successive (repeated) measurements have a memory and actually remember each other are presented. The recognition of this peculiarity can change essentially the existing paradigm associated with conventional observation in behavior of different complex systems and lead towards the application of an intermediate model (IM). This IM can provide a very accurate fit of the measured data in terms of the Prony's decomposition. This decomposition, in turn, contains a small set of the fitting parameters relatively to the number of initial data points and allows comparing the measured data in cases where the “best fit” model based on some specific physical principles is absent. As an example, we consider two X-ray diffractometers (defined in paper as A- (“cheap”) and B- (“expensive”) that are used after their proper calibration for the measuring of the same substance (corundum a-Al2O3). The amplitude-frequency response (AFR) obtained in the frame of the Prony's decomposition can be used for comparison of the spectra recorded from (A) and (B) - X-ray diffractometers (XRDs) for calibration and other practical purposes. We prove also that the Fourier decomposition can be adapted to “ideal” experiment without memory while the Prony's decomposition corresponds to real measurement and can be fitted in the frame of the IM in this case. New statistical parameters describing the properties of experimental equipment (irrespective to their internal “filling”) are found. The suggested approach is rather general and can be used for calibration and comparison of different complex dynamical systems in practical purposes.

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Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

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The last three decades have seen quite dramatic changes the way we modeled time dependent data. Linear processes have been in the center stage in modeling time series. As far as the second order properties are concerned, the theory and the methodology are very adequate.However, there are more and more evidences that linear models are not sufficiently flexible and rich enough for modeling purposes and that failure to account for non-linearities can be very misleading and have undesired consequences.

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In health related research it is common to have multiple outcomes of interest in a single study. These outcomes are often analysed separately, ignoring the correlation between them. One would expect that a multivariate approach would be a more efficient alternative to individual analyses of each outcome. Surprisingly, this is not always the case. In this article we discuss different settings of linear models and compare the multivariate and univariate approaches. We show that for linear regression models, the estimates of the regression parameters associated with covariates that are shared across the outcomes are the same for the multivariate and univariate models while for outcome-specific covariates the multivariate model performs better in terms of efficiency.

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The recent developments on Hidden Markov Models (HMM) based speech synthesis showed that this is a promising technology fully capable of competing with other established techniques. However some issues still lack a solution. Several authors report an over-smoothing phenomenon on both time and frequencies which decreases naturalness and sometimes intelligibility. In this work we present a new vowel intelligibility enhancement algorithm that uses a discrete Kalman filter (DKF) for tracking frame based parameters. The inter-frame correlations are modelled by an autoregressive structure which provides an underlying time frame dependency and can improve time-frequency resolution. The system’s performance has been evaluated using objective and subjective tests and the proposed methodology has led to improved results.

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A new iterative algorithm based on the inexact-restoration (IR) approach combined with the filter strategy to solve nonlinear constrained optimization problems is presented. The high level algorithm is suggested by Gonzaga et al. (SIAM J. Optim. 14:646–669, 2003) but not yet implement—the internal algorithms are not proposed. The filter, a new concept introduced by Fletcher and Leyffer (Math. Program. Ser. A 91:239–269, 2002), replaces the merit function avoiding the penalty parameter estimation and the difficulties related to the nondifferentiability. In the IR approach two independent phases are performed in each iteration, the feasibility and the optimality phases. The line search filter is combined with the first one phase to generate a “more feasible” point, and then it is used in the optimality phase to reach an “optimal” point. Numerical experiences with a collection of AMPL problems and a performance comparison with IPOPT are provided.

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The integration of wind power in eletricity generation brings new challenges to unit commitment due to the random nature of wind speed. For this particular optimisation problem, wind uncertainty has been handled in practice by means of conservative stochastic scenario-based optimisation models, or through additional operating reserve settings. However, generation companies may have different attitudes towards operating costs, load curtailment, or waste of wind energy, when considering the risk caused by wind power variability. Therefore, alternative and possibly more adequate approaches should be explored. This work is divided in two main parts. Firstly we survey the main formulations presented in the literature for the integration of wind power in the unit commitment problem (UCP) and present an alternative model for the wind-thermal unit commitment. We make use of the utility theory concepts to develop a multi-criteria stochastic model. The objectives considered are the minimisation of costs, load curtailment and waste of wind energy. Those are represented by individual utility functions and aggregated in a single additive utility function. This last function is adequately linearised leading to a mixed-integer linear program (MILP) model that can be tackled by general-purpose solvers in order to find the most preferred solution. In the second part we discuss the integration of pumped-storage hydro (PSH) units in the UCP with large wind penetration. Those units can provide extra flexibility by using wind energy to pump and store water in the form of potential energy that can be generated after during peak load periods. PSH units are added to the first model, yielding a MILP model with wind-hydro-thermal coordination. Results showed that the proposed methodology is able to reflect the risk profiles of decision makers for both models. By including PSH units, the results are significantly improved.

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Dissertação para obtenção do Grau de Mestre em Engenharia Geológica (Georrecursos)

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Dissertação para obtenção do Grau de Mestre em Engenharia Geológica (Georrecursos)

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O controlo postural (CP) do tronco é um pré-requisito para o movimento tendo como objetivo prevenir e minimizar as perturbações. Um CP adequado pressupõe estabilidade e orientação dos segmentos, sendo necessária uma orientação do tronco com componente de extensão linear para as atividades sentado e pé. Num acidente vascular encefálico (AVE), pode existir comprometimento do CP do tronco quer contralesional (CONTRA) como ipsilesional (IPSI). Neurofisiologicamente, parece haver uma projecção predominantemente ipsilateral para garantir um CP do tronco contralateralmente ao movimento, tornando-se importante perceber a correlação entre componentes do CP do tronco e o alinhamento do membro CONTRA. Contudo, atualmente são poucos os estudos direcionados para a o membro inferior (MI). Assim, uma vez que nesta população, assumir a posição de pé e realizar marcha constitui muitas vezes o seu principal objetivo, considerou-se relevante avaliar a correlação entre a extensão linear do tronco e o alinhamento segmentar do MI CONTRA na posição de pé. Participantes e Métodos: Estudo observacional, transversal, analítico com 11 indivíduos (idade média 70+10 anos, 54,5% homens). Como critérios de inclusão definiram-se AVE isquémico da artéria cerebral média, único e unilateral, em fase crónica. Recorrendo a um software de avaliação postural (SAPo) avaliou-se a extensão linear do tronco (alinhamento dos acrómios, alinhamento das espinhas ilíacas ântero-superiores (EIAS), ângulo formado entre os dois e o alinhamento vertical do tronco) e o alinhamento segmentar do MI (ângulo do joelho e ângulo entre o tronco e MI). Para a análise estatística inferencial utilizou-se o coeficiente de correlação de Pearson entre o ângulo dos acrómios e as EIAS, o alinhamento vertical do tronco e o alinhamento horizontal da pélvis IPSI com as variáveis de alinhamento do MI, para uma significância de 0,05. Resultados: Algumas correlações mostraram ser quase nulas (com valores entre -0,02 a 0,02) ou fracas como o alinhamento horizontal da pélvis IPSI com o ângulo do tronco e MI CONTRA (0,29 com p=0,39). O alinhamento do tronco e o ângulo do joelho apresentou moderada correlação (0,642), estatisticamente significativa (p=0,03). Conclusão: Os resultados deste estudo sugerem a existência de uma correlação positiva entre o alinhamento vertical do tronco e a extensão do joelho do MI CONTRA na posição de pé em indivíduos pós-AVE.

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Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e Computadores

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Dissertação para obtenção do Grau de Mestre em Engenharia Biomédica

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Dissertação para obtenção do Grau de Mestre em Engenharia Mecânica

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Dissertação para obtenção do Grau de Mestre em Engenharia Química e Bioquímica

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Dissertação apresentada para obtenção do Grau de Doutor em Engenharia Informática, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia