103 resultados para stochastic representation


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The scale of BT's operations necessitates the use of very large scale computing systems, and the storage and management of large volumes of data. Customer product portfolios are an important form of data which can be difficult to store in a space efficient way. The difficulties arise from the inherently structured form of product portfolios, and the fact that they change over time as customers add or remove products. This paper introduces a new data-modelling abstraction called the List_Tree. It has been designed specifically to support the efficient storage and manipulation of customer product portfolios, but may also prove useful in other applications with similar general requirements.

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In the digital age, the hyperspace of virtual reality systems stands out as a new spatial concept creating a parallel realm to "real" space. Virtual reality influences one’s experience of and interaction with architectural space. This "otherworld" brings up the criticism of the existing conception of space, time and body. Hyperspaces are relatively new to designers but not to filmmakers. Their cinematic representations help the comprehension of the outcomes of these new spaces. Visualisation of futuristic ideas on the big screen turns film into a medium for spatial experimentation. Creating a possible future, The Matrix (Andy and Larry Wachowski, 1999) takes the concept of hyperspace to a level not-yet-realised but imagined. With a critical gaze at the existing norms of architecture, the film creates new horizons in terms of space. In this context, this study introduces science fiction cinema as a discussion medium to understand the potentials of virtual reality systems for the architecture of the twenty first century. As a "role model" cinema helps to better understand technological and spatial shifts. It acts as a vehicle for going beyond the spatial theories and designs of the twentieth century, and defining the conception of space in contemporary architecture.

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The contradiction between acknowledgement of cultural differences and their accommodation in public has been a constant theme in studies of diverse societies. This review essay discusses five volumes that grapple with questions of Romani inclusion and the problems Roma face across Europe. The volumes under review point to problems faced by Romani communities and analyse the various legal, political and social challenges that situation of the Roma poses to institutions of contemporary societies. The essay reviews the challenging nature of the status of Roma as we move away from the one-sided towards more reciprocal relationship engagement of state with society in general, and the multiply excluded groups, in particular. The essay finds that the role Roma play in these relationships is either over-, or under-estimated by the literature, largely as a result of limited opportunities to acknowledge and, in effect, accommodate Roma who are rarely understood as actors in their own right.

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The literature has difficulty explaining why the number of parties in majoritarian electoral systems often exceeds the two-party predictions associated with Duverger’s Law. To understand why this is the case, I examine several party systems in Western Europe before the adoption of proportional representation. Drawing from the social cleavage approach, I argue that the emergence of multiparty systems was because of the development of the class cleavage, which provided a base of voters sizeable enough to support third parties. However, in countries where the class cleavage became the largest cleavage, the class divide displaced other cleavages and the number of parties began to converge on two. The results show that the effect of the class cleavage was nonlinear, producing the greatest party system fragmentation in countries where class cleavages were present – but not dominant – and smaller in countries where class cleavages were either dominant or non-existent.

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In recent years, the issue of life expectancy has become of utmost importance to pension providers, insurance companies, and government bodies in the developed world. Significant and consistent improvements in mortality rates and hence life expectancy have led to unprecedented increases in the cost of providing for older ages. This has resulted in an explosion of stochastic mortality models forecasting trends in mortality data to anticipate future life expectancy and hence quantify the costs of providing for future aging populations. Many stochastic models of mortality rates identify linear trends in mortality rates by time, age, and cohort and forecast these trends into the future by using standard statistical methods. These approaches rely on the assumption that structural breaks in the trend do not exist or do not have a significant impact on the mortality forecasts. Recent literature has started to question this assumption. In this paper, we carry out a comprehensive investigation of the presence or of structural breaks in a selection of leading mortality models. We find that structural breaks are present in the majority of cases. In particular, we find that allowing for structural break, where present, improves the forecast result significantly.

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This study investigates the effects of ground heterogeneity, considering permeability as a random variable, on an intruding SW wedge using Monte Carlo simulations. Random permeability fields were generated, using the method of Local Average Subdivision (LAS), based on a lognormal probability density function. The LAS method allows the creation of spatially correlated random fields, generated using coefficients of variation (COV) and horizontal and vertical scales of fluctuation (SOF). The numerical modelling code SUTRA was employed to solve the coupled flow and transport problem. The well-defined 2D dispersive Henry problem was used as the test case for the method. The intruding SW wedge is defined by two key parameters, the toe penetration length (TL) and the width of mixing zone (WMZ). These parameters were compared to the results of a homogeneous case simulated using effective permeability values. The simulation results revealed: (1) an increase in COV resulted in a seaward movement of TL; (2) the WMZ extended with increasing COV; (3) a general increase in horizontal and vertical SOF produced a seaward movement of TL, with the WMZ increasing slightly; (4) as the anisotropic ratio increased the TL intruded further inland and the WMZ reduced in size. The results show that for large values of COV, effective permeability parameters are inadequate at reproducing the effects of heterogeneity on SW intrusion.

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This article focuses on the issue of Northern Ireland's representation at Westminster. It investigates the political context of the decision to increase Northern Ireland's representation in the house of commons at Westminster from 12 members to 17 in 1978-9. Exploring this episode in more detail, it is argued, provides a more informed overall understanding of the history of devolution in the UK and of the way issues concerning Northern Ireland often overlapped with questions of constitutional change in Scotland and Wales. The article also throws light on the matter of Northern Ireland MPs and their voting rights at Westminster during Northern Ireland's experience of devolution prior to 1972.

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The predominant fear in capital markets is that of a price spike. Commodity markets differ in that there is a fear of both upward and down jumps, this results in implied volatility curves displaying distinct shapes when compared to equity markets. The use of a novel functional data analysis (FDA) approach, provides a framework to produce and interpret functional objects that characterise the underlying dynamics of oil future options. We use the FDA framework to examine implied volatility, jump risk, and pricing dynamics within crude oil markets. Examining a WTI crude oil sample for the 2007–2013 period, which includes the global financial crisis and the Arab Spring, strong evidence is found of converse jump dynamics during periods of demand and supply side weakness. This is used as a basis for an FDA-derived Merton (1976) jump diffusion optimised delta hedging strategy, which exhibits superior portfolio management results over traditional methods.

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Funded by the Economic and Social Research Council this partnership project between the Childhood, Transition and Social Justice Initiative at Queen’s University and Include Youth focuses on the negative stereotyping of children and young people and the role and responsibilities of the media in the creation and transmission of negative images. Engaging with children, young people, organisations working with children and young people and media representatives, the project uses research evidence to explore negative media representation and its consequences for children’s rights, public reaction and policy initiatives in Northern Ireland. This report represents a summary of the findings of engagement with 141 children and young people. It outlines how they feel they are presented by the media and the impacts of this. It concludes by noting ways forward in challenging negative portrayals.

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In open-shell atoms and ions, processes such as photoionization, combination (Raman) scattering, electron scattering, and recombination are often mediated by many-electron compound resonances. We show that their interference (neglected in the independent-resonance approximation) leads to a coherent contribution, which determines the energy-averaged total cross sections of electron- and photon-induced reactions obtained using the optical theorem. In contrast, the partial cross sections (e.g., electron recombination or photon Raman scattering) are dominated by the stochastic contributions. Thus, the optical theorem provides a link between the stochastic and coherent contributions of the compound resonances. Similar conclusions are valid for reactions via compound states in molecules and nuclei.

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We present a novel method for the light-curve characterization of Pan-STARRS1 Medium Deep Survey (PS1 MDS) extragalactic sources into stochastic variables (SVs) and burst-like (BL) transients, using multi-band image-differencing time-series data. We select detections in difference images associated with galaxy hosts using a star/galaxy catalog extracted from the deep PS1 MDS stacked images, and adopt a maximum a posteriori formulation to model their difference-flux time-series in four Pan-STARRS1 photometric bands gP1, rP1, iP1, and zP1. We use three deterministic light-curve models to fit BL transients; a Gaussian, a Gamma distribution, and an analytic supernova (SN) model, and one stochastic light-curve model, the Ornstein-Uhlenbeck process, in order to fit variability that is characteristic of active galactic nuclei (AGNs). We assess the quality of fit of the models band-wise and source-wise, using their estimated leave-out-one cross-validation likelihoods and corrected Akaike information criteria. We then apply a K-means clustering algorithm on these statistics, to determine the source classification in each band. The final source classification is derived as a combination of the individual filter classifications, resulting in two measures of classification quality, from the averages across the photometric filters of (1) the classifications determined from the closest K-means cluster centers, and (2) the square distances from the clustering centers in the K-means clustering spaces. For a verification set of AGNs and SNe, we show that SV and BL occupy distinct regions in the plane constituted by these measures. We use our clustering method to characterize 4361 extragalactic image difference detected sources, in the first 2.5 yr of the PS1 MDS, into 1529 BL, and 2262 SV, with a purity of 95.00% for AGNs, and 90.97% for SN based on our verification sets. We combine our light-curve classifications with their nuclear or off-nuclear host galaxy offsets, to define a robust photometric sample of 1233 AGNs and 812 SNe. With these two samples, we characterize their variability and host galaxy properties, and identify simple photometric priors that would enable their real-time identification in future wide-field synoptic surveys.