42 resultados para ARCH and GARCH Models
Modelling carbon dynamics within tropical rainforest environments: Using the 3-PG and process models
Resumo:
An important consideration in the development of mathematical models for dynamic simulation, is the identification of the appropriate mathematical structure. By building models with an efficient structure which is devoid of redundancy, it is possible to create simple, accurate and functional models. This leads not only to efficient simulation, but to a deeper understanding of the important dynamic relationships within the process. In this paper, a method is proposed for systematic model development for startup and shutdown simulation which is based on the identification of the essential process structure. The key tool in this analysis is the method of nonlinear perturbations for structural identification and model reduction. Starting from a detailed mathematical process description both singular and regular structural perturbations are detected. These techniques are then used to give insight into the system structure and where appropriate to eliminate superfluous model equations or reduce them to other forms. This process retains the ability to interpret the reduced order model in terms of the physico-chemical phenomena. Using this model reduction technique it is possible to attribute observable dynamics to particular unit operations within the process. This relationship then highlights the unit operations which must be accurately modelled in order to develop a robust plant model. The technique generates detailed insight into the dynamic structure of the models providing a basis for system re-design and dynamic analysis. The technique is illustrated on the modelling for an evaporator startup. Copyright (C) 1996 Elsevier Science Ltd
Resumo:
We investigate whether relative contributions of genetic and shared environmental factors are associated with an increased risk in melanoma. Data from the Queensland Familial Melanoma Project comprising 15,907 subjects arising from 1912 families were analyzed to estimate the additive genetic, common and unique environmental contributions to variation in the age at onset of melanoma. Two complementary approaches for analyzing correlated time-to-onset family data were considered: the generalized estimating equations (GEE) method in which one can estimate relationship-specific dependence simultaneously with regression coefficients that describe the average population response to changing covariates; and a subject-specific Bayesian mixed model in which heterogeneity in regression parameters is explicitly modeled and the different components of variation may be estimated directly. The proportional hazards and Weibull models were utilized, as both produce natural frameworks for estimating relative risks while adjusting for simultaneous effects of other covariates. A simple Markov Chain Monte Carlo method for covariate imputation of missing data was used and the actual implementation of the Bayesian model was based on Gibbs sampling using the free ware package BUGS. In addition, we also used a Bayesian model to investigate the relative contribution of genetic and environmental effects on the expression of naevi and freckles, which are known risk factors for melanoma.
Resumo:
Background: Although a lowered medial longitudinal arch has been cited as a causal factor in plantar fasciitis, there is little experimental evidence linking arch motion to the pathogenesis of the condition. This study investigated the sagittal movement of the arch in subjects with and without plantar fasciitis during gait. Methods: Digital fluoroscopy was used to acquire dynamic lateral radiographs from 10 subjects with unilateral plantar fasciitis and 10 matched control subjects. The arch angle and the first metatarsophalangeal joint angle were digitized and their respective maxima recorded. Sagittal movement of the arch was defined as the angular change between heel strike and the maximum arch angle observed during the stance phase of gait. The-thickness of the proximal plantar fascia was determined from sagittal sonograms of both feet. ANOVA models were used to identify differences between limbs with respect to each dependent variable. Relationships between arch movement and fascial thickness were investigated using correlations. Results: There was no significant difference in either the movement or maximum arch angle between limbs. However, subjects with plantar fasciitis were found to have a larger metatarsophalangeal joint angle than controls (P < 0.05). Whereas the symptomatic and asymptomatic plantar fascia were thicker than those of control feet (P < 0.05), significant correlations were noted between fascial thickness and peak arch and metatarsophalangeal joint angles (P < 0.05) in the symptomatic limb only. Conclusions: Neither abnormal shape nor movement of the arch are associated with chronic plantar fasciitis. However, arch mechanics may influence the severity of plantar fasciitis once the condition is present. Digital flexion, in contrast, has a protective role in what might be a bilateral disease process.
Resumo:
Adsorption of ethylene and ethane on graphitized thermal carbon black and in slit pores whose walls are composed of graphene layers is studied in detail to investigate the packing efficiency, the two-dimensional critical temperature, and the variation of the isosteric heat of adsorption with loading and temperature. Here we used a Monte Carlo simulation method with a grand canonical Monte Carlo ensemble. A number of two-center Lennard-Jones (LJ) potential models are investigated to study the impact of the choice of potential models in the description of adsorption behavior. We chose two 2C-LJ potential models in our investigation of the (i) UA-TraPPE-LJ model of Martin and Siepmann (J. Phys. Chem. B 1998,102, 25692577) for ethane and Wick et al. (J. Phys. Chem. B 2000,104, 8008-8016) for ethylene and (ii) AUA4-LJ model of Ungerer et al. (J. Chem. Phys. 2000,112, 5499-5510) for ethane and Bourasseau et al. (J. Chem. Phys. 2003, 118, 3020-3034) for ethylene. These models are used to study the adsorption of ethane and ethylene on graphitized thermal carbon black. It is found that the solid-fluid binary interaction parameter is a function of adsorbate and temperature, and the adsorption isotherms and heat of adsorption are well described by both the UA-TraPPE and AUA models, although the UA-TraPPE model performs slightly better. However, the local distributions predicted by these two models are slightly different. These two models are used to explore the two-dimensional condensation for the graphitized thermal carbon black, and these values are 110 K for ethylene and 120 K for ethane.
Resumo:
The similarity between the Peleg, Pilosof –Boquet–Batholomai and Singh–Kulshrestha models was investigated using the hydration behaviours of whey protein concentrate, wheat starch and whey protein isolate at 30 °C in 100% relative humidity. The three models were shown to be mathematically the same within experimental variations, and they yielded parameters that are related. The models, in their linear and original forms, were suitable (r2 > 0.98) in describing the sorption behaviours of the samples, and are sensitive to the length of the sorption segment used in the computation. The whey proteins absorbed more moisture than the wheat starch, and the isolate exhibited a higher sorptive ability than the concentrate.
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Predicted area under curve (AUC), mean transit time (MTT) and normalized variance (CV2) data have been compared for parent compound and generated metabolite following an impulse input into the liver, Models studied were the well-stirred (tank) model, tube model, a distributed tube model, dispersion model (Danckwerts and mixed boundary conditions) and tanks-in-series model. It is well known that discrimination between models for a parent solute is greatest when the parent solute is highly extracted by the liver. With the metabolite, greatest model differences for MTT and CV2 occur when parent solute is poorly extracted. In all cases the predictions of the distributed tube, dispersion, and tasks-in-series models are between the predictions of the rank and tube models. The dispersion model with mixed boundary conditions yields identical predictions to those for the distributed tube model (assuming an inverse gaussian distribution of tube transit times). The dispersion model with Danckwerts boundary conditions and the tanks-in series models give similar predictions to the dispersion (mixed boundary conditions) and the distributed tube. The normalized variance for parent compound is dependent upon hepatocyte permeability only within a distinct range of permeability values. This range is similar for each model but the order of magnitude predicted for normalized variance is model dependent. Only for a one-compartment system is the MIT for generated metabolite equal to the sum of MTTs for the parent compound and preformed metabolite administered as parent.
Resumo:
The conventional convection-dispersion (also called axial dispersion) model is widely used to interrelate hepatic availability (F) and clearance (Cl) with the morphology and physiology of the liver and to predict effects such as changes in liver blood flow on F and Cl. An extended form of the convection-dispersion model has been developed to adequately describe the outflow concentration-time profiles for vascular markers at both short and long times after bolus injections into perfused livers. The model, based on flux concentration and a convolution of catheters and large vessels, assumes that solute elimination in hepatocytes follows either fast distribution into or radial diffusion in hepatocytes. The model includes a secondary vascular compartment, postulated to be interconnecting sinusoids. Analysis of the mean hepatic transit time (MTT) and normalized variance (CV2) of solutes with extraction showed that the discrepancy between the predictions of MTT and CV2 for the extended and conventional models are essentially identical irrespective of the magnitude of rate constants representing permeability, volume, and clearance parameters, providing that there is significant hepatic extraction. In conclusion, the application of a newly developed extended convection-dispersion model has shown that the unweighted conventional convection-dispersion model can be used to describe the disposition of extracted solutes and, in particular, to estimate hepatic availability and clearance in booth experimental and clinical situations.
Resumo:
A number of mathematical models have been used to describe percutaneous absorption kinetics. In general, most of these models have used either diffusion-based or compartmental equations. The object of any mathematical model is to a) be able to represent the processes associated with absorption accurately, b) be able to describe/summarize experimental data with parametric equations or moments, and c) predict kinetics under varying conditions. However, in describing the processes involved, some developed models often suffer from being of too complex a form to be practically useful. In this chapter, we attempt to approach the issue of mathematical modeling in percutaneous absorption from four perspectives. These are to a) describe simple practical models, b) provide an overview of the more complex models, c) summarize some of the more important/useful models used to date, and d) examine sonic practical applications of the models. The range of processes involved in percutaneous absorption and considered in developing the mathematical models in this chapter is shown in Fig. 1. We initially address in vitro skin diffusion models and consider a) constant donor concentration and receptor conditions, b) the corresponding flux, donor, skin, and receptor amount-time profiles for solutions, and c) amount- and flux-time profiles when the donor phase is removed. More complex issues, such as finite-volume donor phase, finite-volume receptor phase, the presence of an efflux. rate constant at the membrane-receptor interphase, and two-layer diffusion, are then considered. We then look at specific models and issues concerned with a) release from topical products, b) use of compartmental models as alternatives to diffusion models, c) concentration-dependent absorption, d) modeling of skin metabolism, e) role of solute-skin-vehicle interactions, f) effects of vehicle loss, a) shunt transport, and h) in vivo diffusion, compartmental, physiological, and deconvolution models. We conclude by examining topics such as a) deep tissue penetration, b) pharmacodynamics, c) iontophoresis, d) sonophoresis, and e) pitfalls in modeling.
Resumo:
Environmental processes have been modelled for decades. However. the need for integrated assessment and modeling (IAM) has,town as the extent and severity of environmental problems in the 21st Century worsens. The scale of IAM is not restricted to the global level as in climate change models, but includes local and regional models of environmental problems. This paper discusses various definitions of IAM and identifies five different types of integration that Lire needed for the effective solution of environmental problems. The future is then depicted in the form of two brief scenarios: one optimistic and one pessimistic. The current state of IAM is then briefly reviewed. The issues of complexity and validation in IAM are recognised as more complex than in traditional disciplinary approaches. Communication is identified as a central issue both internally among team members and externally with decision-makers. stakeholders and other scientists. Finally it is concluded that the process of integrated assessment and modelling is considered as important as the product for any particular project. By learning to work together and recognise the contribution of all team members and participants, it is believed that we will have a strong scientific and social basis to address the environmental problems of the 21st Century. (C) 2002 Elsevier Science Ltd. All rights reserved.