922 resultados para GARCH model


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This study considered the problem of predicting survival, based on three alternative models: a single Weibull, a mixture of Weibulls and a cure model. Instead of the common procedure of choosing a single “best” model, where “best” is defined in terms of goodness of fit to the data, a Bayesian model averaging (BMA) approach was adopted to account for model uncertainty. This was illustrated using a case study in which the aim was the description of lymphoma cancer survival with covariates given by phenotypes and gene expression. The results of this study indicate that if the sample size is sufficiently large, one of the three models emerge as having highest probability given the data, as indicated by the goodness of fit measure; the Bayesian information criterion (BIC). However, when the sample size was reduced, no single model was revealed as “best”, suggesting that a BMA approach would be appropriate. Although a BMA approach can compromise on goodness of fit to the data (when compared to the true model), it can provide robust predictions and facilitate more detailed investigation of the relationships between gene expression and patient survival. Keywords: Bayesian modelling; Bayesian model averaging; Cure model; Markov Chain Monte Carlo; Mixture model; Survival analysis; Weibull distribution

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This paper proposes an online learning control system that uses the strategy of Model Predictive Control (MPC) in a model based locally weighted learning framework. The new approach, named Locally Weighted Learning Model Predictive Control (LWL-MPC), is proposed as a solution to learn to control robotic systems with nonlinear and time varying dynamics. This paper demonstrates the capability of LWL-MPC to perform online learning while controlling the joint trajectories of a low cost, three degree of freedom elastic joint robot. The learning performance is investigated in both an initial learning phase, and when the system dynamics change due to a heavy object added to the tool point. The experiment on the real elastic joint robot is presented and LWL-MPC is shown to successfully learn to control the system with and without the object. The results highlight the capability of the learning control system to accommodate the lack of mechanical consistency and linearity in a low cost robot arm.

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Cancer-associated proteases promote peritoneal dissemination and chemoresistance in malignant progression. In this study, kallikrein-related peptidases 4, 5, 6, and 7 (KLK4-7)-cotransfected OV-MZ-6 ovarian cancer cells were embedded in a bioengineered three-dimensional (3D) microenvironment that contains RGD motifs for integrin engagement to analyze their spheroid growth and survival after chemotreatment. KLK4-7-cotransfected cells formed larger spheroids and proliferated more than controls in 3D, particularly within RGD-functionalized matrices, which was reduced upon integrin inhibition. In contrast, KLK4-7-expressing cell monolayers proliferated less than controls, emphasizing the relevance of the 3D microenvironment and integrin engagement. In a spheroid-based animal model, KLK4-7-overexpression induced tumor growth after 4 weeks and intraperitoneal spread after 8 weeks. Upon paclitaxel administration, KLK4-7-expressing tumors declined in size by 91% (controls: 87%) and showed 90% less metastatic outgrowth (controls: 33%, P<0.001). KLK4-7-expressing spheroids showed 53% survival upon paclitaxel treatment (controls: 51%), accompanied by enhanced chemoresistance-related factors, and their survival was further reduced by combination treatment of paclitaxel with KLK4/5/7 (22%, P=0.007) or MAPK (6%, P=0.006) inhibition. The concomitant presence of KLK4-7 in ovarian cancer cells together with integrin activation drives spheroid formation and proliferation. Combinatorial approaches of paclitaxel and KLK/MAPK inhibition may be more efficient for late-stage disease than chemotherapeutics alone as these inhibitory regimens reduced cancer spheroid growth to a greater extent than paclitaxel alone.

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Process models are used to convey semantics about business operations that are to be supported by an information system. A wide variety of professionals is targeted to use such models, including people who have little modeling or domain expertise. We identify important user characteristics that influence the comprehension of process models. Through a free simulation experiment, we provide evidence that selected cognitive abilities, learning style, and learning strategy influence the development of process model comprehension. These insights draw attention to the importance of research that views process model comprehension as an emergent learning process rather than as an attribute of the models as objects. Based on our findings, we identify a set of organizational intervention strategies that can lead to more successful process modeling workshops.

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Floods are among the most devastating events that affect primarily tropical, archipelagic countries such as the Philippines. With the current predictions of climate change set to include rising sea levels, intensification of typhoon strength and a general increase in the mean annual precipitation throughout the Philippines, it has become paramount to prepare for the future so that the increased risk of floods on the country does not translate into more economic and human loss. Field work and data gathering was done within the framework of an internship at the former German Technical Cooperation (GTZ) in cooperation with the Local Government Unit of Ormoc City, Leyte, The Philippines, in order to develop a dynamic computer based flood model for the basin of the Pagsangaan River. To this end, different geo-spatial analysis tools such as PCRaster and ArcGIS, hydrological analysis packages and basic engineering techniques were assessed and implemented. The aim was to develop a dynamic flood model and use the development process to determine the required data, availability and impact on the results as case study for flood early warning systems in the Philippines. The hope is that such projects can help to reduce flood risk by including the results of worst case scenario analyses and current climate change predictions into city planning for municipal development, monitoring strategies and early warning systems. The project was developed using a 1D-2D coupled model in SOBEK (Deltares Hydrological modelling software package) and was also used as a case study to analyze and understand the influence of different factors such as land use, schematization, time step size and tidal variation on the flood characteristics. Several sources of relevant satellite data were compared, such as Digital Elevation Models (DEMs) from ASTER and SRTM data, as well as satellite rainfall data from the GIOVANNI server (NASA) and field gauge data. Different methods were used in the attempt to partially calibrate and validate the model to finally simulate and study two Climate Change scenarios based on scenario A1B predictions. It was observed that large areas currently considered not prone to floods will become low flood risk (0.1-1 m water depth). Furthermore, larger sections of the floodplains upstream of the Lilo- an’s Bridge will become moderate flood risk areas (1 - 2 m water depth). The flood hazard maps created for the development of the present project will be presented to the LGU and the model will be used to create a larger set of possible flood prone areas related to rainfall intensity by GTZ’s Local Disaster Risk Management Department and to study possible improvements to the current early warning system and monitoring of the basin section belonging to Ormoc City; recommendations about further enhancement of the geo-hydro-meteorological data to improve the model’s accuracy mainly on areas of interest will also be presented at the LGU.

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Aim/Background TRALI is hypothesised to develop via a two-event mechanism involving both the patieint's underlying morbidity and blood product factors. The storage of cellular products has been implicated in cases of non-antibody mediated TRALI, however the pathophysiological mechanisms are undefined. We investigated blood product storage-related modulation of inflmmatory cells and medicators involved in TRALI. Methods In an in vitro mode, fresh human whole blood was mixed with culture media (control) or LPS as a 1st event and "transfused" with 10% (v/v) pooled supernatant (SN) from Day 1 (d1, n=75) or Day 42 (D42, n=113) packed red blood cells (PRBCs) as a 2nd event. Following 6hrs, culture SN was used to assess the overall inflammatory response (cytometric bead array) and a duplicate assay containing protein transport inhibitor was used to assess neutrophil- and monocyte-specific inflmamatory responses using multi-colour flow cytometry. Panels: IL-6, IL-8, IL-10, IL-12, IL-1, TNF, MCP-1, IP-10, MIP-1. One-way ANOVA 95% CI. Results In the absence of LPS, exposure to D1 or D42 PRBC-SN reduced monocyte expression of IL-6, IL-8 and Il-10. D42 PRBC-SN also reduced monocyte IP-10, and the overall IL-8 production was increased. In the presence of LPS, D1-PRBC SN only modified overall IP-10 levels which were reduced. However, cf LPS alone, the combination of LPS and D42 PRBC-SN resulted in increased neutrophil and monocyte productionof IL-1 and IL-8 as well as reduced monocyte TNF production. Additionally, LPS and D42 PRBC-SN resulted in overall inflmmatory changes: elevated IL-8,

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Different reputation models are used in the web in order to generate reputation values for products using uses' review data. Most of the current reputation models use review ratings and neglect users' textual reviews, because it is more difficult to process. However, we argue that the overall reputation score for an item does not reflect the actual reputation for all of its features. And that's why the use of users' textual reviews is necessary. In our work we introduce a new reputation model that defines a new aggregation method for users' extracted opinions about products' features from users' text. Our model uses features ontology in order to define general features and sub-features of a product. It also reflects the frequencies of positive and negative opinions. We provide a case study to show how our results compare with other reputation models.

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Since 2007 Kite Arts Education Program (KITE), based at Queensland Performing Arts Centre (QPAC), has been engaged in delivering a series of theatre-based experiences for children in low socio-economic primary schools in Queensland. KITE @ QPAC is an early childhood arts initiative of The Queensland Department of Education that is supported by and located at the Queensland Performing Arts Centre. KITE delivers relevant contemporary arts education experiences for Prep to Year 3 students and their teachers across Queensland. The theatre-based experiences form part of a three year artist-in-residency project titled Yonder that includes performances developed by the children with the support and leadership of Teacher Artists from KITE for their community and parents/carers in a peak community cultural institution. This paper provides an overview of the Yonder model and unpacks some challenges in activating the model for schools and cultural organisations.

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Online business or Electronic Commerce (EC) is getting popular among customers today, as a result large number of product reviews have been posted online by the customers. This information is very valuable not only for prospective customers to make decision on buying product but also for companies to gather information of customers’ satisfaction about their products. Opinion mining is used to capture customer reviews and separated this review into subjective expressions (sentiment word) and objective expressions (no sentiment word). This paper proposes a novel, multi-dimensional model for opinion mining, which integrates customers’ characteristics and their opinion about any products. The model captures subjective expression from product reviews and transfers to fact table before representing in multi-dimensions named as customers, products, time and location. Data warehouse techniques such as OLAP and Data Cubes were used to analyze opinionated sentences. A comprehensive way to calculate customers’ orientation on products’ features and attributes are presented in this paper.

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This paper presents the theory and practice of the Futures Action Model (FAM). FAM has been in development for over a decade, in a number of contexts and iterations. It is a creative methodology that uses a variety of concepts and tools to guide participants through the conception and modeling of enterprises, services, social innovations and projects in the context of emerging futures. It is used to generate strategic options that people can utilise to build opportunities for value creation as they move into the future. This paper details examples in its development, and provides theoretical and practical guidelines for educators and business facilitators to use the FAM system in their own workplaces.

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The existence of travelling wave solutions to a haptotaxis dominated model is analysed. A version of this model has been derived in Perumpanani et al. (1999) to describe tumour invasion, where diffusion is neglected as it is assumed to play only a small role in the cell migration. By instead allowing diffusion to be small, we reformulate the model as a singular perturbation problem, which can then be analysed using geometric singular perturbation theory. We prove the existence of three types of physically realistic travelling wave solutions in the case of small diffusion. These solutions reduce to the no diffusion solutions in the singular limit as diffusion as is taken to zero. A fourth travelling wave solution is also shown to exist, but that is physically unrealistic as it has a component with negative cell population. The numerical stability, in particular the wavespeed of the travelling wave solutions is also discussed.

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We study a version of the Keller–Segel model for bacterial chemotaxis, for which exact travelling wave solutions are explicitly known in the zero attractant diffusion limit. Using geometric singular perturbation theory, we construct travelling wave solutions in the small diffusion case that converge to these exact solutions in the singular limit.

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Nitrous oxide (N2O) is one of the greenhouse gases that can contribute to global warming. Spatial variability of N2O can lead to large uncertainties in prediction. However, previous studies have often ignored the spatial dependency to quantify the N2O - environmental factors relationships. Few researches have examined the impacts of various spatial correlation structures (e.g. independence, distance-based and neighbourhood based) on spatial prediction of N2O emissions. This study aimed to assess the impact of three spatial correlation structures on spatial predictions and calibrate the spatial prediction using Bayesian model averaging (BMA) based on replicated, irregular point-referenced data. The data were measured in 17 chambers randomly placed across a 271 m(2) field between October 2007 and September 2008 in the southeast of Australia. We used a Bayesian geostatistical model and a Bayesian spatial conditional autoregressive (CAR) model to investigate and accommodate spatial dependency, and to estimate the effects of environmental variables on N2O emissions across the study site. We compared these with a Bayesian regression model with independent errors. The three approaches resulted in different derived maps of spatial prediction of N2O emissions. We found that incorporating spatial dependency in the model not only substantially improved predictions of N2O emission from soil, but also better quantified uncertainties of soil parameters in the study. The hybrid model structure obtained by BMA improved the accuracy of spatial prediction of N2O emissions across this study region.