Stochastic Process
Mostrando 25-36 de 260 artigos, teses e dissertações.
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25. Information geometric similarity measurement for near-random stochastic processes
We outline the information-theoretic differential geometry of gamma distributions, which contain exponential distributions as a special case, and log-gamma distributions. Our arguments support the opinion that these distributions have a natural role in representing departures from randomness, uniformity, and Gaussian behavior in stochastic processes. We show
Publicado em: 2011
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26. Sistemas de partículas interagentes dependentes de tipo e aplicações ao estudo de redes de sinalização biológica / Type-dependent interacting particle systems and their applications in the study of signaling biological networks
We study type-dependent stochastic spin models proposed by Fernández et al., which were used to model biological signaling networks. The original modeling setup describes the macroscopic evolution of a finite-size spin-flip model with k types of spins with arbitrary number of internal states interacting through a non-reversible stochastic dynamics. In the t
Publicado em: 2011
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27. Um modelo de simulador para ambientes de desenvolvimento de processos de software utilizando a análise da sensibilidade
The construction of a software involves high degree of risk and requires of the manager a lot of planning to attend the budget estimates and meet deadlines. In the context of software processes, there are limited technological resources that allow the extract of knowledge of the processes modeled in PSEEs and indicate what factors cause the greatest impact o
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 2011
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28. Métodos estocásticos em Otimização de carteiras: Aspectos não-lineares e genéticos / Stochastic methods in Portfolio Optimization: Nonlinear aspects and genetic
Este trabalho investiga as series temporais financeiras do mercado brasileiro, utilizando conceitos de Processos Estocásticos, como a modelagem ARIMA e GARCH, e de Algoritmos Genéticos, como as técnicas de cruzamento e mutação. Como objetivo deve-se encontrar uma resposta ao seguinte problema: Qual ativo escolho para investimento?, a partir da otimizaç
IBICT - Instituto Brasileiro de Informação em Ciência e Tecnologia. Publicado em: 19/02/2010
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29. On the prediction of psd in antisolvent mediated crystallization processes based on fokker-planck equations
A phenomenological model for the description of antisolvent mediated crystal growth processes is presented. The crystal size growth dynamics is supposed to be driven by a deterministic growth factor coupled to a stochastic component. Two different models for the stochastic component are investigated: a Linear and a Geometric Brownian motion terms. The evolut
Brazilian Journal of Chemical Engineering. Publicado em: 2010-09
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30. Optimizing surface finish in WEDM using the taguchi parameter design method
Wire electrical discharge machining (WEDM) is extensively used in machining of materials when precision is of major factor. Selection of optimum machining parameter combinations for obtaining higher accuracy is a challenging task in WEDM due to the presence of a large number of process variables and complex stochastic process mechanisms. In the present work,
Journal of the Brazilian Society of Mechanical Sciences and Engineering. Publicado em: 2010-06
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31. Transformação de redes de Petri coloridas em processos de decisão markovianos com probabilidades imprecisas. / Conversion from colored Petri nets into Markov decision processes with imprecise probabilities.
The present work was motivated by the need to consider stochastic behavior when planning the production mix in a manufacturing system. These systems are exposed to stochastic behavior that is usually not considered during production planning. The main goal of this work was to obtain a method to model manufacturing systems and to represent their stochastic be
Publicado em: 2010
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32. VOLATILITY: A HIDDEN STOCHASTIC PROCESS / VOLATILIDADE: UM PROCESSO ESTOCÁSTICO ESCONDIDO
A volatilidade é um parâmetro importante de modelagem do mercado financeiro. Ela controla a medida de risco associado à dinâmica estocástica de preço do título financeiro, afetando também o preço racional dos derivativos.Existe evidência empírica que a volatilidade é por sua vez também um processo estocástico, subjacente ao dos preços. Assim,
Publicado em: 2010
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33. EXTRACTING COMMON FACTORS AMONG EXCHANGE RATE REAL/DOLLAR, EMERGENT MARKET BOND INDEX+BRAZIL AND IBOVESPA, VIA FILTRO DE KALMAN / EXTRAÇÃO DE FATOR COMUM ENTRE AS VOLATILIDADES DOS RETORNOS DA TAXA DE CÂMBIO REAL/DÓLAR, RISCO-PAÍS E IBOVESPA VIA FILTRO DE KALMAN
Historically, financial variables¿ volatilities are drastically affected during economical crisis periods. In particular, this statement is valid for the exchange rate between brazilian and north american currencies, the São Paulo Stock Exchange Index (Ibovespa) and the Emerging Market Bond Index + Brazil, usually interpreted as a measure of brazilian sove
Publicado em: 2010
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34. Estudo de algoritmos estocásticos de otimização para avaliação da oxidação de etanol a acetaldeído / Study of stochastic optimization algorithms for the evaluation of oxidation of acetaldehyde
A utilização de rotas verdes para obtenção de químicos é hoje uma área de grande interesse mundial. A necessidade de se desenvolver e estudar processos químicos que sejam, em sua integridade, independentes da via petroquímica são prementes. O etanal (acetaldeído), importante componente em diversos processos químicos, pode ser obtido pela oxidaç�
Publicado em: 2010
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35. Instrumentação e identificação de um ambiente predial visando controle preditivo do conforto térmico / Instrumentation and building identification aiming predictive control of thermal comfort
The technological basis of Ambient Intelligence is a network of processing units that collect sensor information, process them and act on the environment through actuators, providing the occupants a diversity of services. In this scenario, this manuscript presents a first-principles structured identification approach for a thermal environment consisting of a
Publicado em: 2010
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36. Superdifusão de caminhadas markovianas e não-markovianas. / Superdifusion of marcovian na non-marcovian walk.
Random walks are tools used in statistical physics to quantitatively describe the evolution of dynamical systems. Such systems are ubiquitous in Nature and each system requires a unique approach. Models of the motion of biological organisms are constructed based on the randomness observed in search strategies. Markovian models attempt to faithfully reproduce
Publicado em: 2010