16 resultados para Objective function values
em Consorci de Serveis Universitaris de Catalunya (CSUC), Spain
Resumo:
Application of semi-distributed hydrological models to large, heterogeneous watersheds deals with several problems. On one hand, the spatial and temporal variability in catchment features should be adequately represented in the model parameterization, while maintaining the model complexity in an acceptable level to take advantage of state-of-the-art calibration techniques. On the other hand, model complexity enhances uncertainty in adjusted model parameter values, therefore increasing uncertainty in the water routing across the watershed. This is critical for water quality applications, where not only streamflow, but also a reliable estimation of the surface versus subsurface contributions to the runoff is needed. In this study, we show how a regularized inversion procedure combined with a multiobjective function calibration strategy successfully solves the parameterization of a complex application of a water quality-oriented hydrological model. The final value of several optimized parameters showed significant and consistentdifferences across geological and landscape features. Although the number of optimized parameters was significantly increased by the spatial and temporal discretization of adjustable parameters, the uncertainty in water routing results remained at reasonable values. In addition, a stepwise numerical analysis showed that the effects on calibration performance due to inclusion of different data types in the objective function could be inextricably linked. Thus caution should be taken when adding or removing data from an aggregated objective function.
Resumo:
When habits are introduced multiplicatively in a capital accumulation model, the consumers' objective function might fail to be concave. In this paper we provide conditions aimed at guaranteeing the existence of interior solutions to the consumers' problem. We also characterize the equilibrium path of two growth models with multiplicative habits: the internal habit formation model, where individual habits coincide with own past consumption, and the external habit formation (or catching-up with the Joneses) model, where habits arise from the average past consumption in the economy. We show that the introduction of external habits makes the equilibrium path inefficient during the transition towards the balanced growth path. We characterize in this context the optimal tax policy.
Resumo:
Black-box optimization problems (BBOP) are de ned as those optimization problems in which the objective function does not have an algebraic expression, but it is the output of a system (usually a computer program). This paper is focussed on BBOPs that arise in the eld of insurance, and more speci cally in reinsurance problems. In this area, the complexity of the models and assumptions considered to de ne the reinsurance rules and conditions produces hard black-box optimization problems, that must be solved in order to obtain the optimal output of the reinsurance. The application of traditional optimization approaches is not possible in BBOP, so new computational paradigms must be applied to solve these problems. In this paper we show the performance of two evolutionary-based techniques (Evolutionary Programming and Particle Swarm Optimization). We provide an analysis in three BBOP in reinsurance, where the evolutionary-based approaches exhibit an excellent behaviour, nding the optimal solution within a fraction of the computational cost used by inspection or enumeration methods.
Resumo:
We investigate identifiability issues in DSGE models and their consequences for parameter estimation and model evaluation when the objective function measures the distance between estimated and model impulse responses. We show that observational equivalence, partial and weak identification problems are widespread, that they lead to biased estimates, unreliable t-statistics and may induce investigators to select false models. We examine whether different objective functions affect identification and study how small samples interact with parameters and shock identification. We provide diagnostics and tests to detect identification failures and apply them to a state-of-the-art model.
Resumo:
El trabajo es una análisis territorial del problema de la accesibilidad a la vivienda en España. El ámbito de estudio son las Comunidades Autónomas (CCAA) y el objetivo es evaluar qué CCAA gozan de mejores condiciones de accesibilidad a la vivienda en propiedad. Para alcanzar tal objetivo se trabaja con cuatro grupos de variables: variables relacionadas con la oferta de viviendas, variables relacionadas con los precios de la vivienda, variables relacionadas con la política de la vivienda y variables relacionadas con las características y equipamiento de la vivienda. La metodología aplicada cae dentro de la programación multicriterio. Esta técnica ha sido elegida porque permite incluir en la función objetivo todas las variables consideradas relevantes e ir desgranando qué CCAA optimizan los criterios marcados de accesibilidad.
Resumo:
We prove that any subanalytic locally Lipschitz function has the Sard property. Such functions are typically nonsmooth and their lack of regularity necessitates the choice of some generalized notion of gradient and of critical point. In our framework these notions are defined in terms of the Clarke and of the convex-stable subdifferentials. The main result of this note asserts that for any subanalytic locally Lipschitz function the set of its Clarke critical values is locally finite. The proof relies on Pawlucki's extension of the Puiseuxlemma. In the last section we give an example of a continuous subanalytic function which is not constant on a segment of "broadly critical" points, that is, points for which we can find arbitrarily short convex combinations of gradients at nearby points.
Resumo:
The objective of this paper is to estimate a petrol consumption function for Spain and to evaluate the redistributive effects of petrol taxation. We use micro data from the Spanish Household Budget Survey of 1990/91 and model petrol consumption taking into account the effect that income changes may have on car ownership levels, as well as the differences that exist between expenditure and consumption. Our results show the importance that household structure, place of residence and income have on petrol consumption. We are able to compute income elasticities of petrol expenditure, both conditional and unconditional on the level of car ownership. Non-conditional elasticities, while always very close to unit values, are lower for higher income households and for those living in rural areas or small cities. When car ownership levels are taken into account, conditional elasticities are obtained that are around one half the value of the non- conditional ones, being fairly stable across income categories and city sizes. As regards the redistributive effects of petrol taxation, we observe that for the lowest income deciles the share of petrol expenditure increases with income, and thus the tax can be regarded as progressive. However, after a certain income level the tax proves to be regressive.
Resumo:
We consider cooperative environments with externalities (games in partition function form) and provide a recursive definition of dividends for each coalition and any partition of the players it belongs to. We show that with this definition and equal sharing of these dividends the averaged sum of dividends for each player, over all the coalitions that contain the player, coincides with the corresponding average value of the player. We then construct weighted Shapley values by departing from equal division of dividends and finally, for each such value, provide a bidding mechanism implementing it.
Resumo:
The main objective of this paper aims at developing a methodology that takes into account the human factor extracted from the data base used by the recommender systems, and which allow to resolve the specific problems of prediction and recommendation. In this work, we propose to extract the user's human values scale from the data base of the users, to improve their suitability in open environments, such as the recommender systems. For this purpose, the methodology is applied with the data of the user after interacting with the system. The methodology is exemplified with a case study
Resumo:
In this paper, we develop a general equilibrium model of crime and show thatlaw enforcement has different roles depending on the equilibrium characterization and the value of social norms. When an economy has a unique stable equilibrium where a fraction of the population is productive and the remaining predates, the government can choose an optimal law enforcement policy to maximize a welfare function evaluated at the steady state. If such steady state is not unique, law enforcement is still relevant but in a completely different way because the steady state that prevails depends on the initial proportions of productive and predator individuals in the economy. The relative importance of these proportions can be changed through law enforcement policy.
Resumo:
Minkowski's ?(x) function can be seen as the confrontation of two number systems: regular continued fractions and the alternated dyadic system. This way of looking at it permits us to prove that its derivative, as it also happens for many other non-decreasing singular functions from [0,1] to [0,1], when it exists can only attain two values: zero and infinity. It is also proved that if the average of the partial quotients in the continued fraction expansion of x is greater than k* =5.31972, and ?'(x) exists then ?'(x)=0. In the same way, if the same average is less than k**=2 log2(F), where F is the golden ratio, then ?'(x)=infinity. Finally some results are presented concerning metric properties of continued fraction and alternated dyadic expansions.
Resumo:
Aquest projecte consisteix en acoblar una càmera web uEye en una de les extremitats d'un robot industrial (ABB Irc5). Aquest robot, es mourà en cas què es detecti una cara a través de la webcam. L'objectiu és intentar que la cara es situï sempre al mig de la imatge captada per la càmera. Podem dividir les tasques d'aquest projecte amb 4 fases diferents. A continuació expliquem les diferents etapes. La Càmera uEye s'encarrega de capturar imatges i passar-les a un PC utilitzant Python. La funció de Detecció de Cares ens indica la posició i dimensions de la cara. Tot seguit, la funció LabJack s'encarrega de canviar els valors digitals de les 5 senyals mitjançant programació amb Python. Per últim el Robot ABB interpreta el valor d'aquestes 5 senyals i es desplaça mitjançant petits increments amb l'objectiu de situar la cara al mig de la imatge capturada.
Resumo:
Brain oxidative processes play a major role in age-related cognitive decline, thus consumption of antioxidant-rich foods might help preserve cognition. Our aim was to assess whether consumption of antioxidant-rich foods in the Mediterranean diet relates to cognitive function in the elderly. In asymptomatic subjects at high cardiovascular risk (n = 447; 52% women; age 5580 y) enrolled in the PREDIMED study, a primary prevention dietary-intervention trial, we assessed food intake and cardiovascular risk profile, determined apolipoprotein E genotype, and used neuropsychological tests to evaluate cognitive function.We also measured urinary polyphenols as an objective biomarker of intake. Associations between energy-adjusted food consumption, urinary polyphenols, and cognitive scores were assessed by multiple linear regression models adjusted for potential confounders. Consumption of some foods was independently related to better cognitive function. The specific associations [regression coefficients (95% confidence intervals)] were: total olive oil with immediate verbal memory [0.755 (0.1511.358)]; virgin olive oil and coffee with delayed verbal memory [0.163 (0.0100.316) and 0.294 (0.0550.534), respectively];walnuts with working memory [1.191 (0.0612.322)]; and wine with Mini-Mental State Examination scores [0.252 (0.0060.496)]. Urinary polyphenols were associated with better scores in immediate verbal memory [1.208 (0.2362.180)]. Increased consumption of antioxidant-rich foods in general and of polyphenols in particular is associated with better cognitive performance in elderly subjects at high cardiovascular risk. The results reinforce the notion that Mediterranean diet components might counteract age-related cognitive decline.
Resumo:
Brain oxidative processes play a major role in age-related cognitive decline, thus consumption of antioxidant-rich foods might help preserve cognition. Our aim was to assess whether consumption of antioxidant-rich foods in the Mediterranean diet relates to cognitive function in the elderly. In asymptomatic subjects at high cardiovascular risk (n = 447; 52% women; age 55-80 y) enrolled in the PREDIMED study, a primary prevention dietary-intervention trial, we assessed food intake and cardiovascular risk profile, determined apolipoprotein E genotype, and used neuropsychological tests to evaluate cognitive function.We also measured urinary polyphenols as an objective biomarker of intake. Associations between energy-adjusted food consumption, urinary polyphenols, and cognitive scores were assessed by multiple linear regression models adjusted for potential confounders. Consumption of some foods was independently related to better cognitive function. The specific associations [regression coefficients (95% confidence intervals)] were: total olive oil with immediate verbal memory [0.755 (0.151-1.358)]; virgin olive oil and coffee with delayed verbal memory [0.163 (0.010-0.316) and 0.294 (0.055-0.534), respectively];walnuts with working memory [1.191 (0.061-2.322)]; and wine with Mini-Mental State Examination scores [0.252 (0.006-0.496)]. Urinary polyphenols were associated with better scores in immediate verbal memory [1.208 (0.236-2.180)]. Increased consumption of antioxidant-rich foods in general and of polyphenols in particular is associated with better cognitive performance in elderly subjects at high cardiovascular risk. The results reinforce the notion that Mediterranean diet components might counteract age-related cognitive decline.
Resumo:
The purpose of this research is to explore the variability on the soil thermal conductivity -λ- after a prescribe fire, and to assess the effects of the ashes on the heat transfer once it"s were incorporated into the soil matrix. Sampling plot was located in the Montgrí Massif (NE of Spain). A set of 42 soil samples between surface and 5 cm depth was collected before and after the fire. To characterize the soil chemical and physical variables were analyzed. To determine the vari-ability on the soil λ a dry-out curve per scenario (before and after fire) was determined. SoilRho® method based on ASTM D-5334-08 which was validated by LabFerrer was used. Soil thermal conductivity has shown changes in their values. Indeed, in all moisture scenarios the values of soil λ decreased after soil was burnt. The critical point in the rela-tionship ϴ (λ) for the soil after fire which always was stronger than soil before to be burnt. Soil with"white" ashes showed a high thermal conductivity. An X-Ray diffractometry analysis allowed to clarify and to verify these results. To sum up, we could say that thermal conductivity presents changes when the scenario changes, i.e. before and after to be burnt. On the other hand, the volume of ashes incorporated on the soil increased the differences between no burnt and burnt soil, showing even some improvements on the heat transfer when water content started to govern the process.