10 resultados para Yield curve data sets
em Brock University, Canada
Resumo:
For the past 20 years, researchers have applied the Kalman filter to the modeling and forecasting the term structure of interest rates. Despite its impressive performance in in-sample fitting yield curves, little research has focused on the out-of-sample forecast of yield curves using the Kalman filter. The goal of this thesis is to develop a unified dynamic model based on Diebold and Li (2006) and Nelson and Siegel’s (1987) three-factor model, and estimate this dynamic model using the Kalman filter. We compare both in-sample and out-of-sample performance of our dynamic methods with various other models in the literature. We find that our dynamic model dominates existing models in medium- and long-horizon yield curve predictions. However, the dynamic model should be used with caution when forecasting short maturity yields
Resumo:
Rough Set Data Analysis (RSDA) is a non-invasive data analysis approach that solely relies on the data to find patterns and decision rules. Despite its noninvasive approach and ability to generate human readable rules, classical RSDA has not been successfully used in commercial data mining and rule generating engines. The reason is its scalability. Classical RSDA slows down a great deal with the larger data sets and takes much longer times to generate the rules. This research is aimed to address the issue of scalability in rough sets by improving the performance of the attribute reduction step of the classical RSDA - which is the root cause of its slow performance. We propose to move the entire attribute reduction process into the database. We defined a new schema to store the initial data set. We then defined SOL queries on this new schema to find the attribute reducts correctly and faster than the traditional RSDA approach. We tested our technique on two typical data sets and compared our results with the traditional RSDA approach for attribute reduction. In the end we also highlighted some of the issues with our proposed approach which could lead to future research.
Resumo:
Several irrigation treatments were evaluated on Sovereign Coronation table grapes at two sites over a 3-year period in the cool humid Niagara Peninsula of Ontario. Trials were conducted in the Hippie (Beamsville, ON) and the Lambert Vineyards (Niagara-on-the-Lake, ON) in 2003 to 2005 with the objective of assessing the usefulness of the modified Penman-Monteith equation to accurately schedule vine irrigation needs. Data (relative humidity, windspeed, solar radiation, and temperature) required to precisely calculate evapotranspiration (ETq) were downloaded from the Ontario Weather Network. One of two ETq values (either 100 or 150%) were used in combination with one of two crop coefficients (Kc; either fixed at 0.75 or 0.2 to 0.8 based upon increasing canopy volume) to calculate the amount of irrigation water required. Five irrigation treatments were: un irrigated control; (lOOET) X Kc =0.75; 150ET X Kc =0.75; lOOET X Kc =0.2-0.8; 150ET X Kc =0.2-0.8. Transpiration, water potential (v|/), and soil moisture data were collected each growing seasons. Yield component data was collected and berries from each treatment were analyzed for soluble solids (Brix), pH, titratable acidity (TA), anthocyanins, methyl anthranilate (MA), and total volatile esters (TVE). Irrigation showed a substantial positive effect on transpiration rate and soil moisture; the control treatment showed consistently lower transpiration and soil moisture over the 3 seasons. Transpiration appeared accurately reflect Sovereign Coronation grapevines water status. Soil moisture also accurately reflected level of irrigation. Moreover, irrigation showed impact of leaf \|/, which was more negative throughout the 3 seasons for vines that were not irrigated. Irrigation had a substantial positive effect on yield (kg/vine) and its various components (clusters/vine, cluster weight, and berries/cluster) in 2003 and 2005. Berry weights were higher under the irrigated treatments at both sites. Berry weight consistently appeared to be the main factor leading to these increased yields, as inconsistent responses were noted for some yield variables. Soluble solids was highest under the ET150 and ET100 treatments both with Kc at 0.75. Both pH and TA were highest under control treatments in 2003 and 2004, but highest under irrigated treatments in 2005. Anthocyanins and phenols were highest under the control treatments in 2003 and 2004, but highest under irrigated treatments in 2005. MA and TVE were highest under the ET150 treatments. Vine and soil water status measurements (soil moisture, leaf \|/, and transpiration) confirmed that irrigation was required for the summers of 2003 and 2005 due to dry weather in those years. They also partially supported the hypothesis that the Penman-Monteith equation is useful for calculating vineyard water needs. Both ET treatments gave clear evidence that irrigation could be effective in reducing water stress and for improving vine performance, yield and fruit composition. Use of properly scheduled irrigation was beneficial for Sovereign Coronation table grapes in the Niagara region. Findings herein should give growers some strong guidehnes on when, how and how much to irrigate their vineyards.
Resumo:
The importance of reflective practice to the novice nurse was explored in this study. The novice nurse, for the purpose of this study, was defined as a Registered Nurse who graduated from an accredited nursing program within a 1 2-month period prior to the data collection date and who had no prior experience as a Registered Nurse before graduation. All of the nurses enrolled in this study were female. This study explored the perceived link between transformational learning and reflective practice, and whether there may be a need to standardize a conceptual framework and definition for reflective practice in nursing academia. The literature that was reviewed for this study indicated that there were inconsistencies in the application of reflective practice within academic curriculums. The literature did identify that the majority of academic scholars have agreed that reflection is paramount in the development of critical thinking skills, self-awareness, and selfdirection. And, while all of these skills drive professional practice and effect excellent patient care, institutional health care has been reticent to support the value of reflective practice because of a lack of empirical data sets. The 4 novice Registered Nurses who participated in this study were asked 4 openended questions that provided a foundation for comparing the novice nurses' experiences, interpretations, and perceptions of reflective practice. These nurses participated in individual audiotaped interviews with the researcher. The study was based upon Heath's (1998) model of "Theory hitegration via Reflective Practice." The results demonstrated that reflective practice was significant to the novice nurse and was used as a tool to identify further learning needs. Transformational learning through reflection was described by the study participants. The findings within this study are consistent with previous work done in the area of reflection and the novice nurse.
Resumo:
One of the fundamental problems with image processing of petrographic thin sections is that the appearance (colour I intensity) of a mineral grain will vary with the orientation of the crystal lattice to the preferred direction of the polarizing filters on a petrographic microscope. This makes it very difficult to determine grain boundaries, grain orientation and mineral species from a single captured image. To overcome this problem, the Rotating Polarizer Stage was used to replace the fixed polarizer and analyzer on a standard petrographic microscope. The Rotating Polarizer Stage rotates the polarizers while the thin section remains stationary, allowing for better data gathering possibilities. Instead of capturing a single image of a thin section, six composite data sets are created by rotating the polarizers through 900 (or 1800 if quartz c-axes measurements need to be taken) in both plane and cross polarized light. The composite data sets can be viewed as separate images and consist of the average intensity image, the maximum intensity image, the minimum intensity image, the maximum position image, the minimum position image and the gradient image. The overall strategy used by the image processing system is to gather the composite data sets, determine the grain boundaries using the gradient image, classify the different mineral species present using the minimum and maximum intensity images and then perform measurements of grain shape and, where possible, partial crystallographic orientation using the maximum intensity and maximum position images.
Resumo:
Objective. Despite steady declines in the prevalence of tobacco use among Canadians, young adult tobacco use has remained stubbornly high over the past two decades (CTUMS, 2005a). Currently in Ontario, young adults have the highest proportion of smokers of all age cohorts at 26%. A growing body of evidence shows that smoking restrictions and other tobacco control policies can reduce tobacco use and consumption among adults and deter initiation among youth; whether young adult university students' smoking participation is influenced by community smoking restrictions, campus tobacco control policies or both remains an empirical question. The purpose of this study is to examine the relationship among current smoking status of students on university campuses across Ontario and various tobacco control policies, 3including clean air bylaws of students' home towns, clean air by-laws of the community where the university is situated, and campus policies. Methods. Two data sets were used. The 200512006 Tobacco Use in a Representative Sample of Post-Secondary Students data set provides information about the tobacco use of 10,600 students from 23 universities and colleges across Ontario. Data screening for this study reduced the sample to 5,114 17-to-24 year old undergraduate students from nine universities. The second data set is researcher-generated and includes information about strength and duration of, and students' exposure to home town, local and campus tobacco control policies. Municipal by-laws (of students' home towns and university towns) were categorized as weak, moderate or strong based on criteria set out in the Ontario Municipal By-law Report; campus policies were categorized in a roughly parallel fashion. Durations of municipal and campus policies were calculated; and length of students' exposure to the policies was estimated (all in months). Multinomial logistic regression analyses were used to examine the relationship between students' current smoking status (daily, less-than-daily, never-smokers) and the following policy measures: strength of, duration of, and students' exposure to campus policy; strength of, duration of, and students' exposure to the by-law in the university town; and, strength of, duration of, and students' exposure to the by-law in the home town they grew up in. Sociodemographic variables were controlled for. Results. Among the Ontario university students surveyed, 7.0% currently use tobacco daily and 15.4% use tobacco less-than-daily. The proportions of students experiencing strong tobacco control policies in their home town, the community in which their university is located and at their current university were 33.9%,64.1 %, and 31.3% respectively. However, 13.7% of students attended a university that had a weak campus policy. Multinomial logistic regressions suggested current smoking status was associated with university town by-law strength, home town by-law strength and the strength of the campus tobacco control policy. In the fmal model, after controlling for sociodemographic factors, a strong by-law in the university town and a strong by-law in students' home town were associated with reduced odds of being both a less-than-daily (OR = 0.64, 95%CI: 0.48-0.86; OR = 0.80, 95%CI: 0.66-0.95) and daily smoker (OR = 0.59, 95%CI: 0.39-0.89; OR = 0.76, 95%CI: 0.58-0.99), while a weak campus tobacco control policy was associated with higher odds of being a daily smoker (OR = 2.08, 95%CI: 1.31-3.30) (but unrelated to less-than-daily smoking). Longer exposure to the municipal by-law (OR = 0.93; 95%CI: 0.90-0.96) was also related to smoking status. Conclusions. Students' smoking prevalence was associated with the strength of the restrictions in university, and with campus-specific tobacco control policies. Lessthan- daily smoking was not as strongly associated with policy measures as daily smoking was. University campuses may wish to adopt more progressive campus policies and support clean air restrictions in the broader community. More research is needed to determine the direction of influence between tobacco control policies and students' smoking.
Resumo:
The following phenomenologically oriented study examines and describes the relevance and effectiveness of professional development and continuing education programs for real-world situations of personal trainers. The participants were personal trainers, facility managers, and persons involved in the accreditation process. Data collection took place in 3 phases. The first phase consisted of the participants completing the PUMP Questionnaire, followed by focus groups with personal trainers and interviews with managers. The study's 3 data sets required reduction via a content analysis by question, content analysis by existential categories, and further thematic analysis using the lived relation existential dimension. The discussion contains the salient sites and issues of disconnect between clients, personal trainers, and facility managers and how they might affect the personal training experience. The intergenerational disconnect emphasized between Boomers as clients and Millennials as personal trainers requires further exploration and dialogue and underscores the need for different approaches to content and delivery of professional development and continuing education experiences for personal trainers and managers of fitness facilities.
Resumo:
The main focus of this thesis is to evaluate and compare Hyperbalilearning algorithm (HBL) to other learning algorithms. In this work HBL is compared to feed forward artificial neural networks using back propagation learning, K-nearest neighbor and 103 algorithms. In order to evaluate the similarity of these algorithms, we carried out three experiments using nine benchmark data sets from UCI machine learning repository. The first experiment compares HBL to other algorithms when sample size of dataset is changing. The second experiment compares HBL to other algorithms when dimensionality of data changes. The last experiment compares HBL to other algorithms according to the level of agreement to data target values. Our observations in general showed, considering classification accuracy as a measure, HBL is performing as good as most ANn variants. Additionally, we also deduced that HBL.:s classification accuracy outperforms 103's and K-nearest neighbour's for the selected data sets.
Resumo:
Hub Location Problems play vital economic roles in transportation and telecommunication networks where goods or people must be efficiently transferred from an origin to a destination point whilst direct origin-destination links are impractical. This work investigates the single allocation hub location problem, and proposes a genetic algorithm (GA) approach for it. The effectiveness of using a single-objective criterion measure for the problem is first explored. Next, a multi-objective GA employing various fitness evaluation strategies such as Pareto ranking, sum of ranks, and weighted sum strategies is presented. The effectiveness of the multi-objective GA is shown by comparison with an Integer Programming strategy, the only other multi-objective approach found in the literature for this problem. Lastly, two new crossover operators are proposed and an empirical study is done using small to large problem instances of the Civil Aeronautics Board (CAB) and Australian Post (AP) data sets.
Resumo:
Despite recent well-known advancements in patient care in the medical fields, such as patient-centeredness and evidence-based medicine and practice, there is rather less known about their effects on the particulars of clinician-patient encounters. The emphasis in clinical encounters remains mostly on treatment and diagnosis and less on communicative competency or engagement for medical professionals. The purpose of this narrative study was to explore interactive competencies in diagnostic and therapeutic encounters and intake protocols within the context of the physicians’, nurses’, and medical receptionists’ perspectives and experiences. Literature on narrative medicine, phenomenology and medicine, therapeutic relationships, cultural and communication competency, and non-Western perspectives on human communication provided the guiding theoretical frameworks for the study. Three data sets including 13 participant interviews (5 physicians, 4 nurses, and 4 medical receptionists), policy documents (physicians, nurses, and medical receptionists) and a website (Communication and Cultural Competency) were used. The researcher then engaged in triangulated analyses, including N-Vivo, manifest and latent, Mishler’s (1984, 1995) narrative elements and Charon’s (2005, 2006a, 2006b, 2013) narrative themes, in recursive, overlapping, comparative and intersected analysis strategies. A common factor affecting physicians’ relationships with their clients was limitation of time, including limited time (a) to listen, (b) to come up with a proper diagnosis, and (c) to engage in decision making in critical conditions and limited time for patients’ visits. For almost all nurse participants in the study establishing therapeutic relationships meant being compassionate and empathetic. The goals of intake protocols for the medical receptionists were about being empathetic to patients, being an attentive listener, developing rapport, and being conventionally polite to patients. Participants with the least iv amount of training and preparation (medical receptionists) appeared to be more committed to working narratively in connecting with patients and establishing human relationships as well as in listening to patients’ stories and providing support to narrow down the reason for their visit. The diagnostic and intake “success stories” regarding patient clinical encounters for other study participants were focused on a timely securing of patient information, with some acknowledgement of rapport and emapathy. Patient-centeredness emerged as a discourse practice, with ambiguous or nebulous enactment of its premises in most clinical settings.