Submitted by Luciana Ferreira (lucgeral@gmail.com) on 2018-05-07T12:48:18Z No. of bitstreams: 2 Dissertação - Paulo Sérgio Zanin Júnior - 2018.pdf: 9799514 bytes, checksum: 91a3707c80f8aa8c8ee94301653047f9 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2018-05-07T13:03:18Z (GMT) No. of bitstreams: 2 Dissertação - Paulo Sérgio Zanin Júnior - 2018.pdf: 9799514 bytes, checksum: 91a3707c80f8aa8c8ee94301653047f9 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2018-05-07T13:03:18Z (GMT). No. of bitstreams: 2 Dissertação - Paulo Sérgio Zanin Júnior - 2018.pdf: 9799514 bytes, checksum: 91a3707c80f8aa8c8ee94301653047f9 (MD5) license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) Previous issue date: 2018-04-20 / Distributed generation represents a new paradigm to the electricity offer expansion in distribution networks, which has been studied in several aspects. This dissertation aims to propose a multi-objective sizing and siting analysis model to assist the distributed generation units planning, based on three perspectives of concern: technical aspect, from the distribution company viewpoint, financial aspect, from the distributed generation owner’s viewpoint, and social-environmental aspect, from the society viewpoint. In this analysis, a genetic algorithm and the Maximin metric are implemented to obtain a Pareto optimal solutions set. As to decision-making analysis, the present value distributed generators net income; minimum losses set; and the Max-Min approximation are used to choose a final solution from the Pareto set. Study cases are accomplished using distribution networks by the proposed model and Pareto-sets are obtained, which allow the view of the best solutions. The mentioned decision-making analysis is applied to capture one of the Pareto-set solutions. Therefore, the results enable the choice of a distributed generation siting and sizing set and also allow complementary analysis referring to generation sources and the model itself. / A geração distribuída representa um novo paradigma para expansão da oferta de eletricidade em redes de distribuição e tem sido estudada em diversos aspectos. Este trabalho propõe um modelo multiobjetivo de alocação e dimensionamento para auxiliar o planejamento de unidades de geração distribuída, baseado em três perspectivas de interesse: aspecto técnico, do ponto de vista da companhia de distribuição; aspecto financeiro, do ponto do empreendedor de geração distribuída; e aspecto socioambiental, do ponto de vista da sociedade como um todo. Nesta análise, um algoritmo genético e a métrica Maximin são implementados para obter um conjunto de soluções ótimas de Pareto. Para a análise de tomada de decisão, de forma a escolher uma solução final do conjunto de Pareto, são utilizados: o valor presente da receita líquida total dos geradores distribuídos; configuração de perdas mínimas; e a aproximação Max-Min. São realizados estudos de caso em redes elétricas de distribuição por meio do modelo proposto e são obtidos conjuntos de Pareto, que permitem visualização das melhores soluções e então a análise de tomada de decisão é aplicada para apreender uma das soluções do conjunto-Pareto. Dessa forma, os resultados permitem a escolha de uma das possíveis configurações de alocação e dimensionamento de geração distribuída e também permitem análises complementares referentes às fontes de geração e ao próprio modelo proposto.

O presente trabalho aborda o desenvolvimento de um modelo de síntese para o projeto conceitual de uma embarcação rápida do tipo trimarã, destinada ao transporte de passageiros. Tal modelo visa possibilitar o entendimento dos mecanismos que governam o projeto deste tipo de navio, através de analises comparativas (atributos de desempenho) entre diferentes soluções de projeto, em função dos parâmetros escolhidos para sua representação (variáveis de projeto). Foram desenvolvidos dois modelos de síntese, em programas comerciais distintos. Cada modelo gera a superfície do casco, a partir de series sistemáticas, e calcula a resistência ao avanço dividindo-a nas parcelas viscosa e de ondas. A parcela viscosa e calculada pela aproximação de placa plana e a parcela de ondas calculada pela teoria de navio no. São feitas, ainda, estimativas preliminares do fator de forma e da resistência adicional em ondas. O arranjo geral dos principais espaços e subsistemas foi parametrizado com base no arranjo de embarcações semelhantes e o conforto dos passageiros a bordo e calculado segundo padrões estabelecidos por sociedades classificadoras internacionais. As variáveis de projeto escolhidas foram o comprimento do casco central e razões entre as demais dimensões, de modo a permitir o calculo das dimensões principais de cada casco e o posicionamento relativo entre eles. Com isso, tem-se que, ao mudar o valor do comprimento, escala-se o casco mantendo-se todas as proporções. A vantagem buscada ao se utilizar esta abordagem e a extinção das restrições geométricas implícitas, pois estarão embutidas diretamente nas restrições explícitas que definem os limites de exploração de cada variável de projeto. Estes modelos foram integrados a procedimentos de otimização mono e multiobjetivo, com base em diferentes versões do algoritmo genético, e aplicados a um problema de projeto exemplo. As funções de mérito, ou funções objetivo, escolhidas para este problema foram a potencia requerida pela embarcação para navegar na velocidade de projeto e a disponibilidade operacional da embarcação, calculada a partir dos índices de conforto dos passageiros. Com isso, descobriu-se que os parâmetros com maior influencia na resistência ao avanço e no conforto dos passageiros são o comprimento do casco central e sua razão de comprimento por boca. O posicionamento relativo entre os cascos e extremamente importante para a resistência de ondas geradas pela embarcação, mas não e possível observar nenhuma grande tendência em relação a posições que privilegiam seja a resistência seja o comportamento, pois o posicionamento ótimo para cada objetivo depende tanto do número de Froude quanto das demais dimensões da embarcação. / The present work studies the development of a synthesis model for the conceptual design of a fast trimaran passenger vessel, in order to understand the mechanisms that govern the design of such a vessel through a comparative analysis (performance parameters) between different design solutions, as a function of the variables chosen to uniquely represent them (design variables). Two separate models were developed, using different commercial softwares. Each model generates the hull surface based on systematic hull series and calculates the ship\'s forward resistance as the sum of the viscous and wave components. The viscous component is estimated by at plate approximation, corrected by a form factor, and the wave component is calculated according to thin ship theory. A preliminary estimate of the ship\'s added resistance in waves is also made. The general layout of the main volumes and systems was parametrized following design trends of similar ships and passenger comfort on board was calculated using international classification societies standards. The design variables chosen were the length of the center hull, the ratios between the main dimensions of each hull as to allow for their calculation and two coeficients regarding the relative positioning of the center and side hulls. The advantage sought by adopting this approach is the elimination of implicit geometrical constraints, once they will be automatically included in the explicit constraints defining the exploration range of each design variable. These models were then coupled to mono and multi objective optimization procedures, based on different versions of the genetic algorithm, and applied to a case study.The objective functions taken for this problem were the required power to achieve the design speed and the operational availability, measured from passengers comfort thresholds. It was found that the parameters with the most influence on the forward resistance, and thus on required power, and on passengers comfort level are the center hull length and its length to breadth ratio. The relative positioning of the side hulls play an important role on the total wave resistance of the ship, although it was not possible to observe any clear trend concerning positions that would favor nor the ship forward resistance neither its seakeeping performance. This is due the fact that the optimum positions of the side hulls are also a function of the Froude number and the remaining design variables.

Cette thèse sur travaux est la synthèse de publications réalisées entre 2005 et 2012 ainsi que de papiers de travail. Elle est organisée autour de trois axes : des questions relatives au Club de Paris, des articles au sujet de la loi de Gibrat et des travaux autour de l’Histoire de la Banque de France. Le premier axe comprend deux papiers publiés dans le bulletin de la Banque de France : l’un sur l’évaluation de l’initiative PPTE (Pays pauvres très endettés, mécanismes et éléments d’évaluation, Bulletin N°140, août 2005) et le second sur la modélisation des buybacks de créance au sein du club de Paris. Ce dernier papier a été sous deux formes (grand public : Modélisation et analyse des mécanismes du Club de Paris de rachat de créances par prépaiement, avec Laurent Daniel, Bulletin N° 152, août 2006, et recherche : Pricing the implicit contracts in the Paris Club debt buybacks avec Laurent Daniel, working paper, December 2007). Le second axe concerne la validation de la loi de Gibrat, avec la publication de trois articles (French butchers don't do Quantum Physics in Economics Letters, Vol. 103, May 2009, Pp. 101-106 ; The Paretian Ratio Distribution - An application to the volatility of GDP in Economics Letters, Vol. 111, May 2011, pp. 180-183 ; The Laplace Illusion in Physica A, Vol. 391, August 2012, pp. 3963–3970). Le dernier axe regroupe des travaux sur l’Histoire de la Banque de France. Certains sont publiés comme La Caisse de Réserve des Employés de la Banque de France 1800-1950, (Économies et Sociétés, série « Histoire Économique Quantitative », août 2007, n°37, pp. 1365-1383 ou en cours. / This dissertation is made of several papers published between 2005 and 2012 and somme working papers. The first part deals with the Paris Club. Two papers published in the Bulletin of the Banque de France deal with the very indebted countries and debt buybacks ( Pricing the implicit contracts in the Paris Club debt buybacks). The second axis is oriented on the Gibrat's law (French butchers don't do Quantum Physics in Economics Letters, Vol. 103, May 2009, Pp. 101-106 ; The Paretian Ratio Distribution - An application to the volatility of GDP in Economics Letters, Vol. 111, May 2011, pp. 180-183 ; The Laplace Illusion in Physica A, Vol. 391, August 2012, pp. 3963–3970). The third axis deals with the history of the Banque de France.

O processo de escolha de portfólios é um problema clássico da área financeira. Neste problema, o investidor busca aplicar seu dinheiro em um mercado de ações de forma a obter um bom compromisso entre o retorno esperado e o risco. Em geral, quanto maior o retorno esperado da carteira, maior o risco a ela associado. Neste trabalho foram estudadas modelagens para o problema de escolha de portfólio ótimo e suas aplicações ao mercado brasileiro. Do ponto de vista de modelagem foi proposta a inclusão do risco diversificável e não-diversificável ao modelo linear estudado. O risco diversificável foi incluído através de uma restrição que impõe um número mínimo de ativos na composição do portfólio ótimo, enquanto o risco não-diversificável foi adicionado considerando o beta da carteira. Do ponto de vista de aplicação, foi considerada a atribuição de valores de probabilidade para os retornos históricos dos ativos utilizados na análise do problema, visando incorporar informações do comportamento apresentado pelo mercado nos resultados. Na geração dos resultados, foram desenvolvidos em CPLEX um método ótimo de solução para o problema e um método para geração de uma curva de soluções Pareto ótimas / The process of selecting a portfolio is a classical problem in finance, where the investor intends to invest money in the stock market in such way that a reasonable trade-off between expected return and risk is obtained. In general, the higher the expected return of the portfolio is, the higher his risk will be. In this work the single period portfolio optimization problem is studied in terms of modeling and application for the Brazilian stock market. Referring to the model, changes are proposed to include the diversifiable and nondiversifiable risk. The diversifiable risk is included by imposing a minimum number of assets on the portfolio, while the nondiversifiable risk is controlled by restricting the portfolios beta. On the applications side, a method to estimate the probability of the assets historical returns is proposed, so more information about the market behavior is considered on the problem. The results were obtained by a optimal method to find the best solution and another one to generate the Pareto-optimal solutions, both developed using CPLEX

This diploma thesis deals with the employment of the Pareto principle in increasing the efficiency of the product range in a selected grocery outlet of the Brněnka chain. A methodology for the evalution of the offered product range has been created based on general knowledge and practical usage of the Pareto principle in scientific work. The methodology is applied on sale records of a selected store. The work includes suggestions of product range alteration based on application of the formed methodology.

This document aims on aplication of sophisticated software programs to accomplish hydraulic analysis of real water supply, design and optimization measures for improvement of pressure conditions in water network. In this work is stated a list and description of software enabling to accomplish static or longterm hydraulic analysis of water supply when the most world used program EPANET 2.0 is described more deeply. There is described working of a EPANET and his algorithm also there are explain principles on which EPANET is based. During the hydraulic analysis of real system was used sophisticated software EPANET 2.0. With this program was processed hydraulic analysis of chosen water supply system of small consumption area. Based on the results of analysis pressure conditions has been designed and optimized measure to improve pressure conditions in the water network.

This thesis is about the monitoring of testing station downtimes at the DS/ETC (Diesel Systems / Engineering Testing Center) Bosh Diesel s.r.o. department in Jihlava. The goal of the monitoring is to get a record and an immediate warning for each machine downtime. The testing engineers are able to edit downtime reports and to create statistics and the Pareto analysis based on the reports. In the beginning of the thesis there are generally described the ETC department and the SCADA system. The monitoring system is designed and implemented based on the requirements of the ETC department. SMS messages sent via a GSM module what is connected directly to the server are used for immediate downtime warning. The test engineers have the graphic user interface what they can use to edit downtime reports. Statistics are generated individually based on the adjustable data filter. The department can focus primary on the finding out the reasons of the downtimes what leads to the biggest reduction of the test machine downtimes.

This paper presents an approach to operate multi-objective self-optimizing software systems based on the models@run.time paradigm. In contrast to existing approaches, which are usually specific to a single or selected set of objectives (e.g., performance and/or reliability), the presented approach is generic in that it allows the software architect to model the relevant concerns of interest to self-optimization. At runtime, these models are interpreted and used to generate optimization problems. To evaluate the applicability of the approach, a scalability analysis is provided, showing the approach’s feasibility for at least two objectives.

Customer lifetime value (CLV) provides a measure of customer revenue contribution. It allows to justify marketing campaigns, overall budgeting, and strategy planning. CLV is an estimated cash flow attributed to the entire relationship with customers in the future. Ability to utilize information gained from CLV analysis at the most efficient way, provides a strong competitive advantage. The concept of CLV was studied and modeled with application to the online payments industry which is relatively new and at its growing phase. Ability to predict CLV accurately conveys a great value for guiding the industry (i.e. emerging companies) to maturity. CLV analysis in this case becomes complex due to the fact that usually the databases of such companies are huge and include transactions from different industries: e-commerce, financial services, travel, gaming etc. This paper aims to define an appropriate model for CLV prediction in the online payments setting. The proposed model segments customers first in order to improve performance of the predictive model. Then Pareto/NBD model was applied to predict CLV at the customer-level for each customer segment separately. Although the results show that it is possible to predict CLV at some extent, the model needs to be further improved and possible pitfalls need to be scrutinized. Discussion on these issues is provided in the following sections. / Kundens livstidsvärde (Customer lifetime value) är ett mått på hur en kund bidrar till företagets omsättning. Det tillåter att åskådliggöra försäljningskampanjer, företagets budget och företagets strategi. Kundens livstidsvärde är en estimering av betalningsflöde som ett företag kan tjäna av kunder i framtiden. Möjligheten att nyttiggöra informationen från kundens livstidsvärde analys ger företag en starkt konkurrenskraftig fördel. Kundens livstidsvärde var studerat och modellerat med anknytning till online betalningstjänster industri, vilken har utvecklats kraftigt inom senaste åren. Möjligheten att predikera kundens livstidsvärde med hög noggranhet medför ett starkt värde för företag som erbjuder tjänster inom online betalningar och kan driva dessa till mognad. Att predikera kundens livstidsvärde inom denna bransch anses vara en komplex process, då databaser hos såna föratag är stora och inkluderar information om transaktioner från olika industrier såsom: elektronisk handel, finansiella tjänster, rese- och spelbolag. I denna studie definieras en modell för att kunna predikera kundens livstidsvärde baserat på data från ett företag som tillhandahåller online betalningstjänster. För att uppnå bättre prestanda, segmenterar den föreslagna modellen kunder först. Därefter en Pareto/NBD modell används, för att predikera kundens livstidsvärde för varje kundsegment. Trots att resultat visar att kundens livtidsvärde kan modelleras till en viss nivå, modellen behöver förbättras och möjliga blindskär måste granskas.

Bakgrund: Med digital utveckling ökar användandet av digitala kanaler för att köpa produkter. Utvecklingen sätter ökad press på handeln att utveckla sitt digitala erbjudande. Problemformulering: Förutsättningarna att driva handel skiljer sig åt online jämfört med offline, sett både ur perspektiv från återförsäljare och köpare. Begränsad yta i en fysisk butik i närområdet jämfört med stort centralt lager för e-handel ger olika förutsättningar för vilka produkter som kan erbjudas. Konsumenten med tillgång till näst intill oändligt antal affärer digitalt med enkel jämförelse av pris och produkter. Syfte: Syftet med denna uppsats är att undersöka hur försäljningskoncentrationen av produkter i dagligvaruhandeln i Sverige skiljer sig mellan e-handel och fysisk butik. Forskningsfrågor: Hur fördelas försäljningen av produkter online jämfört med fysisk butik?  Är försäljningen i fysisk butik mer koncentrerad till färre produkter jämfört med online handel? Teori: Både longtail-fenomenet och paretoprincipen existerar praktiskt och litterärt, men det beror på vilken typ av produkt, period och marknad det gäller om begreppen är sanna eller inte. Metod: Kvantitativ metod med primärdata från dagligvaruhandeln där 2 585 produkters försäljning online och offline analyserats med en kombination av RStudio och Microsoft Excel. Slutsatser: Försäljningen är mer koncentrerad till ett lägre antal produkter online jämfört med offline. Det finns dock variationer mellan produktkategorier. Nyckelord: Longtail, pareto, superstars, dagligvaror, e-handel, omni-channel, multi-channel, försäljningskoncentration. / Background: Digital development has increased the use of digital channels to buy products. This development puts increased pressure on the retail sector to enhance its digital offerings. Problem statement: The conditions for buying and selling products differ online compared to offline for both the buyer and seller. Limited space in a physical store in the local area compared to a large central warehouse for e-commerce. Consumers have access to nearly an infinite number of digital stores with easy comparisons of prices and products. Purpose: The purpose of this thesis is to examine how the sales concentration of products in the grocery retail sector in Sweden differs between e-commerce and physical stores. Research questions: How does the distribution of product sales differ online compared to physical stores? Is the sales concentration in physical stores more focused to fewer products compared to e-commerce? Theory: Both the longtail phenomenon and the Pareto principle exist practically and literarily, but their validity depends on the type of product, period, and market in question. Method: Quantitative method using primary data from the grocery retail sector, where the sales of 2 585 products online and offline have been analyzed using a combination of RStudio and Microsoft Excel. Conclusions: Sales are more concentrated to fewer products online compared to offline, there are however variations between product categories. Keywords: Long tail, Pareto, superstars, grocery, e-commerce, omni-channel, multi-channel, sales concentration.