8 resultados para Optimal hedge ratio. Garch. Effectiveness
em Universidad Politécnica de Madrid
Resumo:
A method to reduce the noise power in far-field pattern without modifying the desired signal is proposed. Therefore, an important signal-to-noise ratio improvement may be achieved. The method is used when the antenna measurement is performed in planar near-field, where the recorded data are assumed to be corrupted with white Gaussian and space-stationary noise, because of the receiver additive noise. Back-propagating the measured field from the scan plane to the antenna under test (AUT) plane, the noise remains white Gaussian and space-stationary, whereas the desired field is theoretically concentrated in the aperture antenna. Thanks to this fact, a spatial filtering may be applied, cancelling the field which is located out of the AUT dimensions and which is only composed by noise. Next, a planar field to far-field transformation is carried out, achieving a great improvement compared to the pattern obtained directly from the measurement. To verify the effectiveness of the method, two examples will be presented using both simulated and measured near-field data.
Resumo:
This paper describes new approaches to improve the local and global approximation (matching) and modeling capability of Takagi–Sugeno (T-S) fuzzy model. The main aim is obtaining high function approximation accuracy and fast convergence. The main problem encountered is that T-S identification method cannot be applied when the membership functions are overlapped by pairs. This restricts the application of the T-S method because this type of membership function has been widely used during the last 2 decades in the stability, controller design of fuzzy systems and is popular in industrial control applications. The approach developed here can be considered as a generalized version of T-S identification method with optimized performance in approximating nonlinear functions. We propose a noniterative method through weighting of parameters approach and an iterative algorithm by applying the extended Kalman filter, based on the same idea of parameters’ weighting. We show that the Kalman filter is an effective tool in the identification of T-S fuzzy model. A fuzzy controller based linear quadratic regulator is proposed in order to show the effectiveness of the estimation method developed here in control applications. An illustrative example of an inverted pendulum is chosen to evaluate the robustness and remarkable performance of the proposed method locally and globally in comparison with the original T-S model. Simulation results indicate the potential, simplicity, and generality of the algorithm. An illustrative example is chosen to evaluate the robustness. In this paper, we prove that these algorithms converge very fast, thereby making them very practical to use.
Resumo:
A recent study by Pichugin et al. recall the Hemp’s solution for uniform load of 1974, showing that if allowable tensile and compressive stresses are unequal then the Hemp’s arch is optimal provided the ratio of stresses falls within a certain interval. This work is undoubtedly an important pass forward to find an optimal solution for the mathematical problem stated by Hemp. Furthermore, the Authors suggest that their optimal solutions are potentially reasonable from a practical perspective for materials with more allowable compressive stress than tensile one, as this kind of materials used to be not too much expensive. In this paper we profoundly analyse the solutions of the Authors from this practical perspective finding that the original Hemp’s solution —albeit sub-optimal for the mathematical problem— leads to real designs that are more efficient than the theoretic optimal solutions of the Authors.We show that the reasons for this shocking fact has to do with the class of problems considered by Hemp and the Authors.
Resumo:
This paper proposes a quiet zone probing approach which deals with low dynamic range quiet zone acquisitions. Lack of dynamic range is a feature of millimeter and sub-millimeter wavelength technologies. It is consequence of the gradually smaller power generated by the instrumentation, that follows a f^α law with frequency, being α≥1 variable depending on the signal source’s technology. The proposed approach is based on an optimal data reduction scenario which redounds in a maximum signal to noise ratio increase for the signal pattern, with minimum information losses. After theoretical formulation, practical applications of the technique are proposed.
Resumo:
An efficient approach is presented to improve the local and global approximation and modelling capability of Takagi-Sugeno (T-S) fuzzy model. The main aim is obtaining high function approximation accuracy. The main problem is that T-S identification method cannot be applied when the membership functions are overlapped by pairs. This restricts the use of the T-S method because this type of membership function has been widely used during the last two decades in the stability, controller design and are popular in industrial control applications. The approach developed here can be considered as a generalized version of T-S method with optimized performance in approximating nonlinear functions. A simple approach with few computational effort, based on the well known parameters' weighting method is suggested for tuning T-S parameters to improve the choice of the performance index and minimize it. A global fuzzy controller (FC) based Linear Quadratic Regulator (LQR) is proposed in order to show the effectiveness of the estimation method developed here in control applications. Illustrative examples of an inverted pendulum and Van der Pol system are chosen to evaluate the robustness and remarkable performance of the proposed method and the high accuracy obtained in approximating nonlinear and unstable systems locally and globally in comparison with the original T-S model. Simulation results indicate the potential, simplicity and generality of the algorithm.
Resumo:
The objective of this study was to evaluate the effects of increasing doses [0 (control: CON), 20, 60, 180 and 540 mg/L incubation medium] of garlic oil (GO) and cinnamaldehyde (CIN) on in vitro ruminal fermentation of two diets. Batch cultures of mixed ruminal microorganisms were inoculated with ruminal fluid from four sheep fed a medium-concentrate diet (MC; 50 : 50 alfalfa hay : concentrate) or four sheep fed a high-concentrate diet (HC; 15 : 85 barley straw : concentrate). Diets MC and HC were representative of those fed to dairy and fattening ruminants, respectively. Samples of each diet were used as incubation substrates for the corresponding inoculum, and the incubation was repeated on 4 different days (four replicates per experimental treatment). There were GO × diet-type and CIN × diet-type interactions (P < 0.001–0.05) for many of the parameters determined, indicating different effects of both oils depending on the diet type. In general, effects of GO were more pronounced for MC compared with HC diet. Supplementation of GO did not affect (P > 0.05) total volatile fatty acid (VFA) production at any dose. For MC diet, GO at 60, 180 and 540 mg/L decreased (P < 0.05) molar proportion of acetate (608, 569 and 547 mmol/mol total VFA, respectively), and increased (P < 0.05) propionate proportion (233, 256 and 268 mmol/mol total VFA, respectively), compared with CON values (629 and 215 mmol/mol total VFA for acetate and propionate, respectively). A minimum dose of 180 mg of GO/L was required to produce similar modifications in acetate and propionate proportions with HC diet, but no effects (P > 0.05) on butyrate proportion were detected. Methane/VFA ratio was reduced (P < 0.05) by GO at 60, 180 and 540 mg/L for MC diet (0.23, 0.16 and 0.10 mol/mol, respectively), and by GO at 20, 60, 180 and 540 mg/L for HC diet (0.19, 0.19, 0.16 and 0.08 mol/mol, respectively), compared with CON (0.26 and 0.21 mol/mol for MC and HC diets, respectively). No effects (P = 0.16–0.85) of GO on final pH and concentrations of NH3-N and lactate were detected. For both diet types, the highest CIN dose decreased (P < 0.05) production of total VFA, gas and methane, which would indicate an inhibition of fermentation. Compared with CON, CIN at 180 mg/L increased (P < 0.05) acetate proportion for the MC (629 and 644 mmol/mol total VFA for CON and CIN, respectively) and HC (525 and 540 mmol/mol total VFA, respectively) diets, without affecting the proportions of any other VFA or total VFA production. Whereas for MC diet CIN at 60 and 180 mg/L decreased (P < 0.05) NH3-N concentrations compared with CON, only a trend (P < 0.10) was observed for CIN at 180 mg/L with the HC diet. Supplementation of CIN up to 180 mg/L did not affect (P = 0.18–0.99) lactate concentrations and production of gas and methane for any diet. The results show that effectiveness of GO and CIN to modify ruminal fermentation may depend on diet type, which would have practical implications if they are confirmed in vivo.
Resumo:
This paper develops an automatic procedure for the optimal numbering of members and nodes in tree structures. With it the stiffness matrix is optimally conditioned either if a direct solution algorithm or a frontal one is used to solve the system of equations. In spite of its effectiveness, the procedure is strikingly simple and so is the computer program shown below.
Resumo:
Two experiments were conducted to estimate the standardized ileal digestible (SID) Trp:Lys ratio requirement for growth performance of nursery pigs. Experimental diets were formulated to ensure that lysine was the second limiting AA throughout the experiments. In Exp. 1 (6 to 10 kg BW), 255 nursery pigs (PIC 327 × 1050, initially 6.3 ± 0.15 kg, mean ± SD) arranged in pens of 6 or 7 pigs were blocked by pen weight and assigned to experimental diets (7 pens/diet) consisting of SID Trp:Lys ratios of 14.7%, 16.5%, 18.4%, 20.3%, 22.1%, and 24.0% for 14 d with 1.30% SID Lys. In Exp. 2 (11 to 20 kg BW), 1,088 pigs (PIC 337 × 1050, initially 11.2 kg ± 1.35 BW, mean ± SD) arranged in pens of 24 to 27 pigs were blocked by average pig weight and assigned to experimental diets (6 pens/diet) consisting of SID Trp:Lys ratios of 14.5%, 16.5%, 18.0%, 19.5%, 21.0%, 22.5%, and 24.5% for 21 d with 30% dried distillers grains with solubles and 0.97% SID Lys. Each experiment was analyzed using general linear mixed models with heterogeneous residual variances. Competing heteroskedastic models included broken-line linear (BLL), broken-line quadratic (BLQ), and quadratic polynomial (QP). For each response, the best-fitting model was selected using Bayesian information criterion. In Exp. 1 (6 to 10 kg BW), increasing SID Trp:Lys ratio linearly increased (P < 0.05) ADG and G:F. For ADG, the best-fitting model was a QP in which the maximum ADG was estimated at 23.9% (95% confidence interval [CI]: [<14.7%, >24.0%]) SID Trp:Lys ratio. For G:F, the best-fitting model was a BLL in which the maximum G:F was estimated at 20.4% (95% CI: [14.3%, 26.5%]) SID Trp:Lys. In Exp. 2 (11 to 20 kg BW), increasing SID Trp:Lys ratio increased (P < 0.05) ADG and G:F in a quadratic manner. For ADG, the best-fitting model was a QP in which the maximum ADG was estimated at 21.2% (95% CI: [20.5%, 21.9%]) SID Trp:Lys. For G:F, BLL and BLQ models had comparable fit and estimated SID Trp:Lys requirements at 16.6% (95% CI: [16.0%, 17.3%]) and 17.1% (95% CI: [16.6%, 17.7%]), respectively. In conclusion, the estimated SID Trp:Lys requirement in Exp. 1 ranged from 20.4% for maximum G:F to 23.9% for maximum ADG, whereas in Exp. 2 it ranged from 16.6% for maximum G:F to 21.2% for maximum ADG. These results suggest that standard NRC (2012) recommendations may underestimate the SID Trp:Lys requirement for nursery pigs from 11 to 20 kg BW.