51 resultados para two-factor models
Resumo:
The effects of a disordered medium in the growth of unstable interfaces are studied by means of two local models with multiplicative and additive quenched disorder, respectively. For short times and large pushing the multiplicative quenched disorder is equivalent to a time-dependent noise. In this regime, the linear dispersion relation contains a destabilizing contribution introduced by the noise. For long times, the interface always gets pinned. We model the systematics of the pinned shapes by means of an effective nonlinear model. These results show good agreement with numerical simulations. For the additive noise we find numerically that a depinning transition occurs.
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Stochastic processes defined by a general Langevin equation of motion where the noise is the non-Gaussian dichotomous Markov noise are studied. A non-FokkerPlanck master differential equation is deduced for the probability density of these processes. Two different models are exactly solved. In the second one, a nonequilibrium bimodal distribution induced by the noise is observed for a critical value of its correlation time. Critical slowing down does not appear in this point but in another one.
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A stochastic nonlinear partial differential equation is constructed for two different models exhibiting self-organized criticality: the Bak-Tang-Wiesenfeld (BTW) sandpile model [Phys. Rev. Lett. 59, 381 (1987); Phys. Rev. A 38, 364 (1988)] and the Zhang model [Phys. Rev. Lett. 63, 470 (1989)]. The dynamic renormalization group (DRG) enables one to compute the critical exponents. However, the nontrivial stable fixed point of the DRG transformation is unreachable for the original parameters of the models. We introduce an alternative regularization of the step function involved in the threshold condition, which breaks the symmetry of the BTW model. Although the symmetry properties of the two models are different, it is shown that they both belong to the same universality class. In this case the DRG procedure leads to a symmetric behavior for both models, restoring the broken symmetry, and makes accessible the nontrivial fixed point. This technique could also be applied to other problems with threshold dynamics.
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Both structural and dynamical properties of 7Li at 470 and 843 K are studied by molecular dynamics simulation and the results are comapred with the available experimental data. Two effective interatomic potentials are used, i.e., a potential derived from the Ashcroft pseudopotential [Phys. Lett. 23, 48 (1966)] and a recently proposed potential deduced from the neutral pseudoatom method [J. Phys.: Condens. Matter 5, 4283 (1993)]. Although the shape of the two potential functions is very different, the majority of the properties calculated from them are very similar. The differences among the results using the two interaction models are carefully discussed.
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A parametric procedure for the blind inversion of nonlinear channels is proposed, based on a recent method of blind source separation in nonlinear mixtures. Experiments show that the proposed algorithms perform efficiently, even in the presence of hard distortion. The method, based on the minimization of the output mutual information, needs the knowledge of log-derivative of input distribution (the so-called score function). Each algorithm consists of three adaptive blocks: one devoted to adaptive estimation of the score function, and two other blocks estimating the inverses of the linear and nonlinear parts of the channel, (quasi-)optimally adapted using the estimated score functions. This paper is mainly concerned by the nonlinear part, for which we propose two parametric models, the first based on a polynomial model and the second on a neural network, while [14, 15] proposed non-parametric approaches.
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Este artículo explora la actual relación de la publicidad convencional con los museos de arte españoles, presentando los dos modelos existentes: el que sólo se preocupa por informar y otro que explora y explota las posibilidades del lenguaje publicitario. El primero, mayoritario, fortalece la excepcionalidad del ámbito cultural, mientras que el segundo, muy minoritario, demuestra con sus excepciones que es posible aplicar la creatividad en la publicidad producida para posicionar a los museos españoles y promocionar sus actividades.
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Background:In January 2011 Spain modified clean air legislation in force since 2006, removing all existing exceptions applicable to hospitality venues. Although this legal reform was backed by all political parties with parliamentary representation, the government's initiative was contested by the tobacco industry and its allies in the hospitality industry. One of the most voiced arguments against the reform was its potentially disruptive effect on the revenue of hospitality venues. This paper evaluates the impact of this reform on household expenditure at restaurants and bars and cafeterias. Methods and empirical strategy:We use micro-data from the Encuesta de Presupuestos Familiares (EPF) for years 2006 to 2012 to estimate "two part" models where the probability of observing a positive expenditure and, for those who spend, the expected level of expenditure are functions of an array of explanatory variables. We apply a before-after analysis with a wide range of controls for confounding factors and a flexible modeling of time effects.Results:In line with the majority of studies that analyze the effects of smoking bans using objective data, our results suggest that the reform did not cause reductions in households' expenditures on restaurant services or on bars and cafeteria services.
Resumo:
Annualising work hours (AH) is a means of achievement flexibility in the use of human resources to face the seasonal nature of demand. In Corominas et al. (1) two MILP models are used to solve the problem of planning staff working hours with annual horizon. The costs due to overtime and to the employment of temporary workers are minimised, and the distribution of working time over the course of the year for each worker and the distribution of working time provided by temporary workers are regularised.In the aforementioned paper, the following is assumed: (i) the holiday weeks are fixed a priori and (ii) the workers are from different categories who are able to perform specific type of task have se same efficiency; moreover, the values of the binary variables (and others) in the second model are fixed to those in the first model (thus, in the second model these will intervene as constants and not as variables, resulting in an LP model).In the present paper, these assumptions are relaxed and a more general problem is solved. The computational experiment leads to the conclusion that MILP is a technique suited to dealing with the problem.
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Tractable cases of the binary CSP are mainly divided in two classes: constraint language restrictions and constraint graph restrictions. To better understand and identify the hardest binary CSPs, in this work we propose methods to increase their hardness by increasing the balance of both the constraint language and the constraint graph. The balance of a constraint is increased by maximizing the number of domain elements with the same number of occurrences. The balance of the graph is defined using the classical definition from graph the- ory. In this sense we present two graph models; a first graph model that increases the balance of a graph maximizing the number of vertices with the same degree, and a second one that additionally increases the girth of the graph, because a high girth implies a high treewidth, an important parameter for binary CSPs hardness. Our results show that our more balanced graph models and constraints result in harder instances when compared to typical random binary CSP instances, by several orders of magnitude. Also we detect, at least for sparse constraint graphs, a higher treewidth for our graph models.
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Under what conditions will a bystander intervene to try to stop a violent attack by one person on another? It is generally believed that the greater the size of the crowd of bystanders, the less the chance that any of them will intervene. A complementary model is that social identity is critical as an explanatory variable. For example, when the bystander shares common social identity with the victim the probability of intervention is enhanced, other things being equal. However, it is generally not possible to study such hypotheses experimentally for practical and ethical reasons. Here we show that an experiment that depicts a violent incident at life-size in immersive virtual reality lends support to the social identity explanation. 40 male supporters of Arsenal Football Club in England were recruited for a two-factor between-groups experiment: the victim was either an Arsenal supporter or not (in-group/out-group), and looked towards the participant for help or not during the confrontation. The response variables were the numbers of verbal and physical interventions by the participant during the violent argument. The number of physical interventions had a significantly greater mean in the ingroup condition compared to the out-group. The more that participants perceived that the Victim was looking to them for help the greater the number of interventions in the in-group but not in the out-group. These results are supported by standard statistical analysis of variance, with more detailed findings obtained by a symbolic regression procedure based on genetic programming. Verbal interventions made during their experience, and analysis of post-experiment interview data suggest that in-group members were more prone to confrontational intervention compared to the out-group who were more prone to make statements to try to diffuse the situation.
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The study of technology transfer in pottery production to the periphery of the Mycenaean world has been addressed by considering two different areas, southern Italy and central Macedonia. Technological features such as ceramic paste, decoration and firing have been determined for different ceramic groups established according to provenance criteria. The studies of technology and provenance have been performed following an archaeometric approach, using neutron activation analysis, petrographic analysis, X-ray diffraction and scanning electron microscopy. The results have revealed the existence of two different models. On the one hand, southern Italy seems to exhibit a more organized pottery production, which follows a Mycenaean-like technology, while in central Macedonia production is probably more varied, being based in part on the technology of the local tradition.
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This paper adopts dynamic factor models with macro-finance predictors to test the intertemporal risk-return relation for 13 European stock markets. We identify country specific, euro area, and global macro-finance factors to determine the conditional risk and return. Empirically, the risk- return trade-off is generally negative. However, a Markov switching model documents that there is time-variation in this trade-off that is linked to the state of the economy. Keywords: Risk-return trade-off; Dynamic factor model; Macro-finance predictors; European stock markets; Markov switching model JEL Classifications: C22; G11; G12; G17
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In this paper, the mathematical model of the elliptical photoreactor , an special type of reactor that uses ultraviolet radiation, is presented. In the elliptical photoreactor the cylindrical reactor is irradiated from the outside by placing the lamp and the reactor at the foci of an elliptical reflector. The two main models of radiation -radial and difusse- are studied, an finally the general method of resolution of the mathematical model and its resolution in certain simple cases is shown.
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Membrane bioreactors (MBRs) are a combination of activated sludge bioreactors and membrane filtration, enabling high quality effluent with a small footprint. However, they can be beset by fouling, which causes an increase in transmembrane pressure (TMP). Modelling and simulation of changes in TMP could be useful to describe fouling through the identification of the most relevant operating conditions. Using experimental data from a MBR pilot plant operated for 462days, two different models were developed: a deterministic model using activated sludge model n°2d (ASM2d) for the biological component and a resistance in-series model for the filtration component as well as a data-driven model based on multivariable regressions. Once validated, these models were used to describe membrane fouling (as changes in TMP over time) under different operating conditions. The deterministic model performed better at higher temperatures (>20°C), constant operating conditions (DO set-point, membrane air-flow, pH and ORP), and high mixed liquor suspended solids (>6.9gL-1) and flux changes. At low pH (<7) or periods with higher pH changes, the data-driven model was more accurate. Changes in the DO set-point of the aerobic reactor that affected the TMP were also better described by the data-driven model. By combining the use of both models, a better description of fouling can be achieved under different operating conditions
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This paper provides empirical evidence that continuous time models with one factor of volatility, in some conditions, are able to fit the main characteristics of financial data. It also reports the importance of the feedback factor in capturing the strong volatility clustering of data, caused by a possible change in the pattern of volatility in the last part of the sample. We use the Efficient Method of Moments (EMM) by Gallant and Tauchen (1996) to estimate logarithmic models with one and two stochastic volatility factors (with and without feedback) and to select among them.