24 resultados para Linear Models in Temporal Series
Resumo:
Pattern discovery in temporal event sequences is of great importance in many application domains, such as telecommunication network fault analysis. In reality, not every type of event has an accurate timestamp. Some of them, defined as inaccurate events may only have an interval as possible time of occurrence. The existence of inaccurate events may cause uncertainty in event ordering. The traditional support model cannot deal with this uncertainty, which would cause some interesting patterns to be missing. A new concept, precise support, is introduced to evaluate the probability of a pattern contained in a sequence. Based on this new metric, we define the uncertainty model and present an algorithm to discover interesting patterns in the sequence database that has one type of inaccurate event. In our model, the number of types of inaccurate events can be extended to k readily, however, at a cost of increasing computational complexity.
Resumo:
Coral reefs are the most diverse marine ecosystem and embrace possibly millions of plant, animal and protist species. Mutualistic symbioses are a fundamental feature of coral reefs that have been used to explain their structure, biodiversity and existence. Complex inter-relationships between hosts, habitats and symbionts belie closely coupled nutrient and community dynamics that create the circumstances for something from nothing (or the oasis in a nutrient desert). The flip side of these dynamics is a close dependency between species, which results in a series of non-linear relationships as conditions change. These responses are being highlighted as anthropogenic influences increase across the world's tropical and subtropical coastlines. Caribbean as well as Indo-Pacific coral populations are now in a serious decline in many parts of the world. This has resulted in a significant reorganization of how coral reef ecosystems function. Among the spectra of changes brought about by humans is rapid climate change. Mass coral bleaching - the loss of the dinoflagellate symbionts from reef-building corals - and mortality has affected the world's coral reefs with increasing frequency and intensity since the late 1970s. Mass bleaching events, which often cover thousands of square kilometres of coral reefs, are triggered by small increases (+1-3degreesC) in water temperature. These increases in sea temperature are often seen during warm phase weather conditions (e.g. ENSO) and are increasing in size and magnitude. The loss of living coral cover (e.g. 16% globally in 1998, an exceptionally warm year) is resulting in an as yet unspecified reduction in the abundance of a myriad of other species. Projections from general circulation models (GCM) used to project changes in global temperature indicate that conditions even under the mildest greenhouse gas emission scenarios may exceed the thermal tolerances of most reef-building coral communities. Research must now explore key issues such as the extent to which the thermal tolerances of corals and their symbionts are dynamic if bleaching and disease are linked; how the loss of high densities of reef-building coral will affect other dependent species; and, how the loss of coral populations will affect the millions of people globally who depend on coral reefs for their daily survival.
Resumo:
The present paper investigates the characteristics of short-term interest rates in several countries. We examine the importance of nonlinearities in the mean reversion and volatility of short-term interest rates. We examine various models that allow the conditional mean (drift) and conditional variance (diffusion) to be functions of the current short rate.We find that different markets require different models. In particular, we find evidence of nonlinear mean reversion in some of the countries that we examine, linear mean reversion in others and no mean reversion in some countries. For all countries we examine, there is strong evidence of the need for the volatility of interest rate changes to be highly sensitive to the level of the short-term interest rate. Out-of-sample forecasting performance of one-factor short rate models is poor, stemming from the inability of the models to accommodate jumps and discontinuities in the time series data.
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.