Stochastic Model
Mostrando 13-24 de 495 artigos, teses e dissertações.
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13. HIGH-ORDER MULTIVARIATE MARKOV CHAIN APPLIED IN DOW JONES AND IBOVESPA INDEXES
ABSTRACT In this paper we analyzed the probabilities of transitions of state between Ibovespa and Dow Jones indexes using High-order Multivariate Markov Chain. While the stock market may be profitable, the existence of risks can lead to large losses. A mathematical model capable of considering different sources can aid in decision making. This model can work
Pesqui. Oper.. Publicado em: 09/05/2019
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14. Recent movement of oil prices and future scenarios
Resumo Os movimentos recentes dos preços do petróleo trouxeram várias especulações sobre as previsões futuras. Este é um fato normal pois o petróleo é a fonte de energia mais relevante no mundo e teve uma enorme queda em seus preços após 2014. Este artigo examina as probabilidades de cenários para o preço à vista. Os preços foram modelados por
Nova econ.. Publicado em: 09/05/2019
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15. A Model Updating Method for Plate Elements Using Particle Swarm Optimization (PSO), Modeling the Boundary Flexibility, Including Uncertainties on Material and Dimensional Properties
Abstract It is a well-known fact that, in a real engineering situation, fixtures are not ideally stiff, so numerical simulations using them are unlikely to present results that are consistent with the experimental ones. The present paper intends to describe a model updating methodology inserting translational and rotational springs in order to better represe
Lat. Am. j. solids struct.. Publicado em: 22/10/2018
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16. Analysis of a tuned liquid column damper in non-linear structures subjected to seismic excitations
Abstract The behavior of the tuned liquid column damper (TLCD) is analyzed in the control of non-linear structures subjected to random seismic excitations. The structure is modeled as a system of one degree of freedom with incursion in the non-linear range. The Bouc-Wen hysteretic model is used to model the non-linear behavior of the structure. A stationary
Lat. Am. j. solids struct.. Publicado em: 19/07/2018
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17. Updating Finite Element Model Using Stochastic Subspace Identification Method and Bees Optimization Algorithm
Abstract This study investigates the application of operational modal analysis along with bees optimization algorithm for updating the finite element model of structures. Bees algorithm applies instinctive behavior of honeybees as they look for nectar of flowers. The parameters that needed to be updated are uncertain parameters such as geometry and material
Lat. Am. j. solids struct.. Publicado em: 26/04/2018
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18. PERFORMANCE COMPARISON OF SCENARIO-GENERATION METHODS APPLIED TO A STOCHASTIC OPTIMIZATION ASSET-LIABILITY MANAGEMENT MODEL
ABSTRACT In this paper, we provide an empirical discussion of the differences among some scenario tree-generation approaches for stochastic programming. We consider the classical Monte Carlo sampling and Moment matching methods. Moreover, we test the Resampled average approximation, which is an adaptation of Monte Carlo sampling and Monte Carlo with naive al
Pesqui. Oper.. Publicado em: 2018-04
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19. Temporal assessment of microbial communities in soils of two contrasting mangroves
ABSTRACT Variations in microbial communities promoted by alterations in environmental conditions are reflected in similarities/differences both at taxonomic and functional levels. Here we used a natural gradient within mangroves from seashore to upland, to contrast the natural variability in bacteria, cyanobacteria and diazotroph assemblages in a pristine ar
Braz. J. Microbiol.. Publicado em: 2018-03
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20. Classification of Flying Insects with high performance using improved DTW algorithm based on hidden Markov model
ABSTRACT Insects play significant role in the human life. And insects pollinate major food crops consumed in the world. Insect pests consume and destroy major crops in the world. Hence to have control over the disease and pests, researches are going on in the area of entomology using chemical, biological and mechanical approaches. The data relevant to the fl
Braz. arch. biol. technol.. Publicado em: 23/01/2017
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21. A COMPARATIVE STUDY OF STOCHASTIC QUADRATIC PROGRAMMING AND OPTIMAL CONTROL MODEL IN PRODUCTION-INVENTORY SYSTEM WITH STOCHASTIC DEMAND
ABSTRACT This study compares the optimal control model and stochastic quadratic programming (SQP) model of a production-inventory system. A single product, without shortage in the case of a periodic-review policy with stochastic demand and deterioration rate as a function of time, is discussed. The items are subjected to deterioration via storage and the inv
Pesqui. Oper.. Publicado em: 2017-01
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22. A Stochastic Reliability Model for Application in a Multidisciplinary Optimization of a Low Pressure Turbine Blade Made of Titanium Aluminide
Abstract Currently, there are a lot of research activities dealing with gamma titanium aluminide (γ-TiAl) alloys as new materials for low pressure turbine (LPT) blades. Even though the scatter in mechanical properties of such intermetallic alloys is more distinctive as in conventional metallic alloys, stochastic investigations on γ -TiAl alloys are very ra
Lat. Am. j. solids struct.. Publicado em: 2016-12
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23. A three-stage stochastic optimization model for the Brazilian biodiesel supply chain
Abstract The Brazilian program for biodiesel use highlights the production of biodiesel from castor seeds. Biodiesel is a non-polluting energy source that has the potential to promote prosperity by creating jobs in poor regions of Brazil. However, the infrastructure, logistics, and proper facilities are lacking. A variety of approaches to optimizing the biod
Prod.. Publicado em: 25/07/2016
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24. A closer look at the main actors of Neotropical floodplain food webs: functional classification and niche overlap of dominant benthic invertebrates in a floodplain lake of Paraná River
ABSTRACT Functional classification of animals is necessary to enhance the predictive power of food web models. However, while there is a large database for functional classification of benthic invertebrates (Functional Feeding Groups, FFG) in the temperate zone, the attribution of individual species of riverine invertebrates is still in its infancies in the
Iheringia, Sér. Zool.. Publicado em: 10/06/2016