59 resultados para Price dynamics model with memory


Relevância:

100.00% 100.00%

Publicador:

Resumo:

There are many uncertainties in forecasting the charging and discharging capacity required by electric vehicles (EVs) often as a consequence of stochastic usage and intermittent travel. In terms of large-scale EV integration in future power networks this paper develops a capacity forecasting model which considers eight particular uncertainties in three categories. Using the model, a typical application of EVs to load levelling is presented and exemplified using a UK 2020 case study. The results presented in this paper demonstrate that the proposed model is accurate for charge and discharge prediction and a feasible basis for steady-state analysis required for large-scale EV integration.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

This paper provides a summary of our studies on robust speech recognition based on a new statistical approach – the probabilistic union model. We consider speech recognition given that part of the acoustic features may be corrupted by noise. The union model is a method for basing the recognition on the clean part of the features, thereby reducing the effect of the noise on recognition. To this end, the union model is similar to the missing feature method. However, the two methods achieve this end through different routes. The missing feature method usually requires the identity of the noisy data for noise removal, while the union model combines the local features based on the union of random events, to reduce the dependence of the model on information about the noise. We previously investigated the applications of the union model to speech recognition involving unknown partial corruption in frequency band, in time duration, and in feature streams. Additionally, a combination of the union model with conventional noise-reduction techniques was studied, as a means of dealing with a mixture of known or trainable noise and unknown unexpected noise. In this paper, a unified review, in the context of dealing with unknown partial feature corruption, is provided into each of these applications, giving the appropriate theory and implementation algorithms, along with an experimental evaluation.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Long-range dependence in volatility is one of the most prominent examples in financial market research involving universal power laws. Its characterization has recently spurred attempts to provide some explanations of the underlying mechanism. This paper contributes to this recent line of research by analyzing a simple market fraction asset pricing model with two types of traders---fundamentalists who trade on the price deviation from estimated fundamental value and trend followers whose conditional mean and variance of the trend are updated through a geometric learning process. Our analysis shows that agent heterogeneity, risk-adjusted trend chasing through the geometric learning process, and the interplay of noisy fundamental and demand processes and the underlying deterministic dynamics can be the source of power-law distributed fluctuations. In particular, the noisy demand plays an important role in the generation of insignificant autocorrelations (ACs) on returns, while the significant decaying AC patterns of the absolute returns and squared returns are more influenced by the noisy fundamental process. A statistical analysis based on Monte Carlo simulations is conducted to characterize the decay rate. Realistic estimates of the power-law decay indices and the (FI)GARCH parameters are presented.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The chaotic profile of dust grain dynamics associated with dust-acoustic oscillations in a dusty plasma is considered. The collective behaviour of the dust plasma component is described via a multi-fluid model, comprising Boltzmann distributed electrons and ions, as well as an equation of continuity possessing a source term for the dust grains, the dust momentum and Poisson's equations. A Van der Pol–Mathieu-type nonlinear ordinary differential equation for the dust grain density dynamics is derived. The dynamical system is cast into an autonomous form by employing an averaging method. Critical stability boundaries for a particular trivial solution of the governing equation with varying parameters are specified. The equation is analysed to determine the resonance region, and finally numerically solved by using a fourth-order Runge–Kutta method. The presence of chaotic limit cycles is pointed out.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

To examine the role of the effector dynamics of the wrist in the production of rhythmic motor activity, we estimated the phase shifts between the EMG and the task-related output for a rhythmic isometric torque production task and an oscillatory movement, and found a substantial difference (45-52degrees) between the two. For both tasks, the relation between EMG and task-related output (torque or displacement) was adequately reproduced with a physiologically motivated musculoskeletal model. The model simulations demonstrated the importance of the contribution of passive structures to the overall dynamics and provided an account for the observed phase shifts in the dynamic task. Additional simulations of the musculoskeletal model with added load suggested that particular changes in the phase relation between EMG and movement may follow largely from the intrinsic muscle dynamics, rather than being the result of adaptations in the neural control of joint stiffness. The implications of these results are discussed in relation to (models of) interlimb coordination in rhythmic tasks. (C) 2004 Elsevier B.V. All rights reserved.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Using a stylized theoretical model, we argue that current economic analyses of climate policy tend to over-estimate the degree of carbon leakage, as they abstract from the effects of induced technological change. We analyse carbon leakage in a two-country model with directed technical change, where only one of the countries enforces an exogenous cap on emissions. Climate policy induces changes in relative prices, that cause carbon leakage through a terms-of-trade effect. However, these changes in relative prices also affect the incentives to innovate in different sectors. This leads to a counterbalancing induced-technology effect, which always reduces carbon leakage. We therefore conclude that the leakage rates reported in the literature may be too high, as these estimates neglect the effect of price changes on the incentives to innovate.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

This paper presents a feature selection method for data classification, which combines a model-based variable selection technique and a fast two-stage subset selection algorithm. The relationship between a specified (and complete) set of candidate features and the class label is modelled using a non-linear full regression model which is linear-in-the-parameters. The performance of a sub-model measured by the sum of the squared-errors (SSE) is used to score the informativeness of the subset of features involved in the sub-model. The two-stage subset selection algorithm approaches a solution sub-model with the SSE being locally minimized. The features involved in the solution sub-model are selected as inputs to support vector machines (SVMs) for classification. The memory requirement of this algorithm is independent of the number of training patterns. This property makes this method suitable for applications executed in mobile devices where physical RAM memory is very limited. An application was developed for activity recognition, which implements the proposed feature selection algorithm and an SVM training procedure. Experiments are carried out with the application running on a PDA for human activity recognition using accelerometer data. A comparison with an information gain based feature selection method demonstrates the effectiveness and efficiency of the proposed algorithm.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

This paper describes the use of the Euler equations for the generation and testing of tabular aerodynamic models for flight dynamics analysis. Maneuvers for the AGARD Standard Dynamics Model sharp leading-edge wind-tunnel geometry are considered as a test case. Wind-tunnel data is first used to validate the prediction of static and dynamic coefficients at both low and high angles, featuring complex vortical flow, with good agreement obtained at low to moderate angles of attack. Then the generation of aerodynamic tables is described based on a data fusion approach. Time-optimal maneuvers are generated based on these tables, including level flight trim, pull-ups at constant and varying incidence, and level and 90 degrees turns. The maneuver definition includes the aircraft states and also the control deflections to achieve the motion. The main point of the paper is then to assess the validity of the aerodynamic tables which were used to define the maneuvers. This is done by replaying them, including the control surface motions, through the time accurate computational fluid dynamics code. The resulting forces and moments are compared with the tabular values to assess the presence of inadequately modeled dynamic or unsteady effects. The agreement between the tables and the replay is demonstrated for slow maneuvers. Increasing rate maneuvers show discrepancies which are ascribed to vortical flow hysteresis at the higher rate motions. The framework is suitable for application to more complex viscous flow models, and is powerful for the assessment of the validity of aerodynamics models of the type currently used for studies of flight dynamics.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

This study evaluates the implementation of Menter's gamma-Re-theta Transition Model within the CFX12 solver for turbulent transition prediction on a natural laminar flow nacelle. Some challenges associated with this type of modeling have been identified. The computational fluid dynamics transitional flow simulation results are presented for a series of cruise cases with freestream Mach numbers ranging from 0.8 to 0.88, angles of attack from 2 to 0 degrees, and mass flow ratios from 0.60 to 0.75. These were validated with a series of wind-tunnel tests on the nacelle by comparing the predicted and experimental surface pressure distributions and transition locations. A selection of the validation cases are presented in this paper. In all cases, computational fluid dynamics simulations agreed reasonably well with the experiments. The results indicate that Menter's gamma-Re-theta Transition Model is capable of predicting laminar boundary-layer transition to turbulence on a nacelle. Nonetheless, some limitations exist in both the Menter's gamma-Re-theta Transition Model and in the implementation of the computational fluid dynamics model. The implementation of a more comprehensive experimental correlation in Menter's gamma-Re-theta Transition Model, preferably the ones from nacelle experiments, including the effects of compressibility and streamline curvature, is necessary for an accurate transitional flow simulation on a nacelle. In addition, improvements to the computational fluid dynamics model are also suggested, including the consideration of varying distributed surface roughness and an appropriate empirical correction derived from nacelle experimental transition location data.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

This study explored the pattern of memory functioning in 58 patients with chronic schizophrenia and compared their performance with 53 normal controls. Multiple domains of memory were assessed, including verbal and nonverbal memory span, verbal and non-verbal paired associate learning, verbal and visual long-term memory, spatial and non-spatial conditional associative learning, recognition memory and memory for temporal order. Consistent with previous studies, substantial deficits in long-term memory were observed, with relative preservation of memory span. Memory for temporal order and recognition memory was intact, although significant deficits were observed on the conditional associative learning tasks. There was no evidence of lateralized memory impairment. In these respects, the pattern of memory impairment in schizophrenia is more similar in nature to that found in patients with memory dysfunction following mesiotemporal lobe lesions, rather than that associated with focal frontal lobe damage. (C) 1999 Elsevier Science B.V. All rights reserved.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

We show that the use of a recently proposed iterative collision model with interenvironment swaps displays a signature of strongly non-Markovian dynamics that is highly dependent on the establishment of system-environment correlations. Two models are investigated: one in which such correlations are canceled iteratively and one in which they are kept all across the dynamics. The degree of non-Markovianity, quantified using a measure based on the trace distance, is found to be much greater for all coupling strengths, when system-environment correlations are maintained.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

We investigate the link between information and thermodynamics embodied by Landauer’s principle in the open dynamics of a multipartite quantum system. Such irreversible dynamics is described in terms of a collisional model with a finite temperature reservoir. We demonstrate that Landauer’s principle holds, for such a configuration, in a form that involves the flow of heat dissipated into the environment and the rate of change of the entropy of the system. Quite remarkably, such a principle for heat and entropy power can be explicitly linked to the rate of creation of correlations among the elements of the multipartite system and, in turn, the non-Markovian nature of their reduced evolution. Such features are illustrated in two exemplary cases.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Multiple Table Lookup architectures in Software Defined Networking (SDN) open the door for exciting new network applications. The development of the OpenFlow protocol supported the SDN paradigm. However, the first version of the OpenFlow protocol specified a single table lookup model with the associated constraints in flow entry numbers and search capabilities. With the introduction of multiple table lookup in OpenFlow v1.1, flexible and efficient search to support SDN application innovation became possible. However, implementation of multiple table lookup in hardware to meet high performance requirements is non-trivial. One possible approach involves the use of multi-dimensional lookup algorithms. A high lookup performance can be achieved by using embedded memory for flow entry storage. A detailed study of OpenFlow flow filters for multi-dimensional lookup is presented in this paper. Based on a proposed multiple table lookup architecture, the memory consumption and update performance using parallel single field searches are evaluated. The results demonstrate an efficient multi-table lookup implementation with minimum memory usage.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Background The use of technology in healthcare settings is on the increase and may represent a cost-effective means of delivering rehabilitation. Reductions in treatment time, and delivery in the home, are also thought to be benefits of this approach. Children and adolescents with brain injury often experience deficits in memory and executive functioning that can negatively affect their school work, social lives, and future occupations. Effective interventions that can be delivered at home, without the need for high-cost clinical involvement, could provide a means to address a current lack of provision. We have systematically reviewed studies examining the effects of technology-based interventions for the rehabilitation of deficits in memory and executive functioning in children and adolescents with acquired brain injury. Objectives To assess the effects of technology-based interventions compared to placebo intervention, no treatment, or other types of intervention, on the executive functioning and memory of children and adolescents with acquired brain injury. Search methods We ran the search on the 30 September 2015. We searched the Cochrane Injuries Group Specialised Register, the Cochrane Central Register of Controlled Trials (CENTRAL), Ovid MEDLINE(R), Ovid MEDLINE(R) In-Process & Other Non-Indexed Citations, Ovid MEDLINE(R) Daily and Ovid OLDMEDLINE(R), EMBASE Classic + EMBASE (OvidSP), ISI Web of Science (SCI-EXPANDED, SSCI, CPCI-S, and CPSI-SSH), CINAHL Plus (EBSCO), two other databases, and clinical trials registers. We also searched the internet, screened reference lists, and contacted authors of included studies. Selection criteria Randomised controlled trials comparing the use of a technological aid for the rehabilitation of children and adolescents with memory or executive-functioning deficits with placebo, no treatment, or another intervention. Data collection and analysis Two review authors independently reviewed titles and abstracts identified by the search strategy. Following retrieval of full-text manuscripts, two review authors independently performed data extraction and assessed the risk of bias. Main results Four studies (involving 206 participants) met the inclusion criteria for this review. Three studies, involving 194 participants, assessed the effects of online interventions to target executive functioning (that is monitoring and changing behaviour, problem solving, planning, etc.). These studies, which were all conducted by the same research team, compared online interventions against a 'placebo' (participants were given internet resources on brain injury). The interventions were delivered in the family home with additional support or training, or both, from a psychologist or doctoral student. The fourth study investigated the use of a computer program to target memory in addition to components of executive functioning (that is attention, organisation, and problem solving). No information on the study setting was provided, however a speech-language pathologist, teacher, or occupational therapist accompanied participants. Two studies assessed adolescents and young adults with mild to severe traumatic brain injury (TBI), while the remaining two studies assessed children and adolescents with moderate to severe TBI. Risk of bias We assessed the risk of selection bias as low for three studies and unclear for one study. Allocation bias was high in two studies, unclear in one study, and low in one study. Only one study (n = 120) was able to conceal allocation from participants, therefore overall selection bias was assessed as high. One study took steps to conceal assessors from allocation (low risk of detection bias), while the other three did not do so (high risk of detection bias). Primary outcome 1: Executive functioning: Technology-based intervention versus placebo Results from meta-analysis of three studies (n = 194) comparing online interventions with a placebo for children and adolescents with TBI, favoured the intervention immediately post-treatment (standardised mean difference (SMD) -0.37, 95% confidence interval (CI) -0.66 to -0.09; P = 0.62; I2 = 0%). (As there is no 'gold standard' measure in the field, we have not translated the SMD back to any particular scale.) This result is thought to represent only a small to medium effect size (using Cohen’s rule of thumb, where 0.2 is a small effect, 0.5 a medium one, and 0.8 or above is a large effect); this is unlikely to have a clinically important effect on the participant. The fourth study (n = 12) reported differences between the intervention and control groups on problem solving (an important component of executive functioning). No means or standard deviations were presented for this outcome, therefore an effect size could not be calculated. The quality of evidence for this outcome according to GRADE was very low. This means future research is highly likely to change the estimate of effect. Primary outcome 2: Memory One small study (n = 12) reported a statistically significant difference in improvement in sentence recall between the intervention and control group following an eight-week remediation programme. No means or standard deviations were presented for this outcome, therefore an effect size could not be calculated. Secondary outcomes Two studies (n = 158) reported on anxiety/depression as measured by the Child Behavior Checklist (CBCL) and were included in a meta-analysis. We found no evidence of an effect with the intervention (mean difference -5.59, 95% CI -11.46 to 0.28; I2 = 53%). The GRADE quality of evidence for this outcome was very low, meaning future research is likely to change the estimate of effect. A single study sought to record adverse events and reported none. Two studies reported on use of the intervention (range 0 to 13 and 1 to 24 sessions). One study reported on social functioning/social competence and found no effect. The included studies reported no data for other secondary outcomes (that is quality of life and academic achievement). Authors' conclusions This review provides low-quality evidence for the use of technology-based interventions in the rehabilitation of executive functions and memory for children and adolescents with TBI. As all of the included studies contained relatively small numbers of participants (12 to 120), our findings should be interpreted with caution. The involvement of a clinician or therapist, rather than use of the technology, may have led to the success of these interventions. Future research should seek to replicate these findings with larger samples, in other regions, using ecologically valid outcome measures, and reduced clinician involvement.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

A broad survey of harmonic dynamics in AB(2) clusters with up to N = 3000 atoms is performed using a simple rigid ion model, with ionic radii selected to give rutile as the ground state structure for the corresponding extended crystal. The vibrational density of states is already close to its bulk counterpart for N similar to 500, with characteristic differences due to surfaces, edges and vertices. Two methods are proposed and tested to map the cluster vibrational states onto the rutile crystal phonons. The net distinction between infrared (IR) active and Raman active modes that exists for bulk rutile becomes more and more blurred as the cluster size is reduced. It is found that, in general, the higher the IR activity of the mode, the more this is affected by the system size. IR active modes are found to spread over a wide frequency range for the finite clusters. Simple models based on either a crude confinement constraint or surface pressure arguments fail to reproduce the results of the calculations. The effects of the stoichiometry and dielectric properties of the surrounding medium on the vibrational properties of the clusters are also investigated.