115 resultados para Mean square error methods


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This paper analyzes the convergence behavior of the least mean square (LMS) filter when used in an adaptive code division multiple access (CDMA) detector consisting of a tapped delay line with adjustable tap weights. The sampling rate may be equal to or higher than the chip rate, and these correspond to chip-spaced (CS) and fractionally spaced (FS) detection, respectively. It is shown that CS and FS detectors with the same time-span exhibit identical convergence behavior if the baseband received signal is strictly bandlimited to half the chip rate. Even in the practical case when this condition is not met, deviations from this observation are imperceptible unless the initial tap-weight vector gives an extremely large mean squared error (MSE). This phenomenon is carefully explained with reference to the eigenvalues of the correlation matrix when the input signal is not perfectly bandlimited. The inadequacy of the eigenvalue spread of the tap-input correlation matrix as an indicator of the transient behavior and the influence of the initial tap weight vector on convergence speed are highlighted. Specifically, a initialization within the signal subspace or to the origin leads to very much faster convergence compared with initialization in the a noise subspace.

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Recent research has suggested that forecast evaluation on the basis of standard statistical loss functions could prefer models which are sub-optimal when used in a practical setting. This paper explores a number of statistical models for predicting the daily volatility of several key UK financial time series. The out-of-sample forecasting performance of various linear and GARCH-type models of volatility are compared with forecasts derived from a multivariate approach. The forecasts are evaluated using traditional metrics, such as mean squared error, and also by how adequately they perform in a modern risk management setting. We find that the relative accuracies of the various methods are highly sensitive to the measure used to evaluate them. Such results have implications for any econometric time series forecasts which are subsequently employed in financial decisionmaking.

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The objective of this study was to investigate the potential application of mid-infrared spectroscopy for determination of selected sensory attributes in a range of experimentally manufactured processed cheese samples. This study also evaluates mid-infrared spectroscopy against other recently proposed techniques for predicting sensory texture attributes. Processed cheeses (n = 32) of varying compositions were manufactured on a pilot scale. After 2 and 4 wk of storage at 4 degrees C, mid-infrared spectra ( 640 to 4,000 cm(-1)) were recorded and samples were scored on a scale of 0 to 100 for 9 attributes using descriptive sensory analysis. Models were developed by partial least squares regression using raw and pretreated spectra. The mouth-coating and mass-forming models were improved by using a reduced spectral range ( 930 to 1,767 cm(-1)). The remaining attributes were most successfully modeled using a combined range ( 930 to 1,767 cm(-1) and 2,839 to 4,000 cm(-1)). The root mean square errors of cross-validation for the models were 7.4(firmness; range 65.3), 4.6 ( rubbery; range 41.7), 7.1 ( creamy; range 60.9), 5.1(chewy; range 43.3), 5.2(mouth-coating; range 37.4), 5.3 (fragmentable; range 51.0), 7.4 ( melting; range 69.3), and 3.1 (mass-forming; range 23.6). These models had a good practical utility. Model accuracy ranged from approximate quantitative predictions to excellent predictions ( range error ratio = 9.6). In general, the models compared favorably with previously reported instrumental texture models and near-infrared models, although the creamy, chewy, and melting models were slightly weaker than the previously reported near-infrared models. We concluded that mid-infrared spectroscopy could be successfully used for the nondestructive and objective assessment of processed cheese sensory quality..

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We present molecular dynamics (MD) and slip-springs model simulations of the chain segmental dynamics in entangled linear polymer melts. The time-dependent behavior of the segmental orientation autocorrelation functions and mean-square segmental displacements are analyzed for both flexible and semiflexible chains, with particular attention paid to the scaling relations among these dynamic quantities. Effective combination of the two simulation methods at different coarse-graining levels allows us to explore the chain dynamics for chain lengths ranging from Z ≈ 2 to 90 entanglements. For a given chain length of Z ≈ 15, the time scales accessed span for more than 10 decades, covering all of the interesting relaxation regimes. The obtained time dependence of the monomer mean square displacements, g1(t), is in good agreement with the tube theory predictions. Results on the first- and second-order segmental orientation autocorrelation functions, C1(t) and C2(t), demonstrate a clear power law relationship of C2(t) C1(t)m with m = 3, 2, and 1 in the initial, free Rouse, and entangled (constrained Rouse) regimes, respectively. The return-to-origin hypothesis, which leads to inverse proportionality between the segmental orientation autocorrelation functions and g1(t) in the entangled regime, is convincingly verified by the simulation result of C1(t) g1(t)−1 t–1/4 in the constrained Rouse regime, where for well-entangled chains both C1(t) and g1(t) are rather insensitive to the constraint release effects. However, the second-order correlation function, C2(t), shows much stronger sensitivity to the constraint release effects and experiences a protracted crossover from the free Rouse to entangled regime. This crossover region extends for at least one decade in time longer than that of C1(t). The predicted time scaling behavior of C2(t) t–1/4 is observed in slip-springs simulations only at chain length of 90 entanglements, whereas shorter chains show higher scaling exponents. The reported simulation work can be applied to understand the observations of the NMR experiments.

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The relative rate method has been used to measure the room-temperature rate constants for the gasphase reactions of ozone and NO3 with selected monoterpenes and cyclo-alkenes with structural similarities to monoterpenes. Measurements were carried out at 298 ! 2 K and 760 ! 10 Torr. The following rate constants (in units of 10"18 cm3 molecule"1 s"1) were obtained for the reaction with ozone: methyl cyclohexene (132 ! 17), terpinolene (1290 ! 360), ethylidene cyclohexane (223 ! 57), norbornene (860 ! 240), t-butyl isopropylidene cyclohexane (1500 ! 460), cyclopentene (543 ! 94), cyclohexene (81 ! 18), cyclooctene (451 ! 66), dicyclopentadiene (1460 ! 170) and a-pinene (107 ! 13). For the reaction with NO3 the rate constants obtained (in units of 10"12 cm3 molecule"1 s"1) were: methyl cyclohexene (7.92 ! 0.95), terpinolene (47.9 ! 4.0), ethylidene cyclohexane (4.30 ! 0.24), norbornene (0.266 ! 0.029), cyclohexene (0.540 ! 0.017), cyclooctene (0.513 ! 0.029), dicyclopentadiene (1.20 ! 0.10) and a-pinene (5.17 ! 0.62). Errors are quoted as the root mean square of the statistical error (95% con!dence) and the quoted error in the rate constant for the reference compound. Combining these results with previous studies, new recommendations for the rate constants are presented. Molecular orbital energies were calculated for each alkene and the kinetic data are discussed in terms of the deviation from the structureeactivity relationship obtained from the rate constants for a series of simple alkenes. Lifetimes with respect to key initiators of atmospheric oxidation have been calculated suggesting that the studied reactions play dominant roles in the night-time removal of these compounds from the atmosphere.

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Most of the operational Sea Surface Temperature (SST) products derived from satellite infrared radiometry use multi-spectral algorithms. They show, in general, reasonable performances with root mean square (RMS) residuals around 0.5 K when validated against buoy measurements, but have limitations, particularly a component of the retrieval error that relates to such algorithms' limited ability to cope with the full variability of atmospheric absorption and emission. We propose to use forecast atmospheric profiles and a radiative transfer model to simulate the algorithmic errors of multi-spectral algorithms. In the practical case of SST derived from the Spinning Enhanced Visible and Infrared Imager (SEVIRI) onboard Meteosat Second Generation (MSG), we demonstrate that simulated algorithmic errors do explain a significant component of the actual errors observed for the non linear (NL) split window algorithm in operational use at the Centre de Météorologie Spatiale (CMS). The simulated errors, used as correction terms, reduce significantly the regional biases of the NL algorithm as well as the standard deviation of the differences with drifting buoy measurements. The availability of atmospheric profiles associated with observed satellite-buoy differences allows us to analyze the origins of the main algorithmic errors observed in the SEVIRI field of view: a negative bias in the inter-tropical zone, and a mid-latitude positive bias. We demonstrate how these errors are explained by the sensitivity of observed brightness temperatures to the vertical distribution of water vapour, propagated through the SST retrieval algorithm.

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We examine how the accuracy of real-time forecasts from models that include autoregressive terms can be improved by estimating the models on ‘lightly revised’ data instead of using data from the latest-available vintage. The benefits of estimating autoregressive models on lightly revised data are related to the nature of the data revision process and the underlying process for the true values. Empirically, we find improvements in root mean square forecasting error of 2–4% when forecasting output growth and inflation with univariate models, and of 8% with multivariate models. We show that multiple-vintage models, which explicitly model data revisions, require large estimation samples to deliver competitive forecasts. Copyright © 2012 John Wiley & Sons, Ltd.

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Current feed evaluation systems for ruminants are too imprecise to describe diets in terms of their acidosis risk. The dynamic mechanistic model described herein arises from the integration of a lactic acid (La) metabolism module into an extant model of whole-rumen function. The model was evaluated using published data from cows and sheep fed a range of diets or infused with various doses of La. The model performed well in simulating peak rumen La concentrations (coefficient of determination = 0.96; root mean square prediction error = 16.96% of observed mean), although frequency of sampling for the published data prevented a comprehensive comparison of prediction of time to peak La accumulation. The model showed a tendency for increased La accumulation following feeding of diets rich in nonstructural carbohydrates, although less-soluble starch sources such as corn tended to limit rumen La concentration. Simulated La absorption from the rumen remained low throughout the feeding cycle. The competition between bacteria and protozoa for rumen La suggests a variable contribution of protozoa to total La utilization. However, the model was unable to simulate the effects of defaunation on rumen La metabolism, indicating a need for a more detailed description of protozoal metabolism. The model could form the basis of a feed evaluation system with regard to rumen La metabolism.

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In this study, the crosswind (wind component perpendicular to a path, U⊥) is measured by a scintillometer and estimated with Doppler lidar above the urban environment of Helsinki, Finland, for 15 days. The scintillometer allows acquisition of a path-averaged value of U⊥ (U⊥), while the lidar allows acquisition of path-resolved U⊥ (U⊥ (x), where x is the position along the path). The goal of this study is to evaluate the performance of scintillometer U⊥ estimates for conditions under which U⊥ (x) is variable. Two methods are applied to estimate U⊥ from the scintillometer signal: the cumulative-spectrum method (relies on scintillation spectra) and the look-up-table method (relies on time-lagged correlation functions). The values of U⊥ of both methods compare well with the lidar estimates, with root-mean-square deviations of 0.71 and 0.73 m s−1. This indicates that, given the data treatment applied in this study, both measurement technologies are able to obtain estimates of U⊥ in the complex urban environment. The detailed investigation of four cases indicates that the cumulative-spectrum method is less susceptible to a variable U⊥ (x) than the look-up-table method. However, the look-up-table method can be adjusted to improve its capabilities for estimating U⊥ under conditions under for which U⊥ (x) is variable.

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Active remote sensing of marine boundary-layer clouds is challenging as drizzle drops often dominate the observed radar reflectivity. We present a new method to simultaneously retrieve cloud and drizzle vertical profiles in drizzling boundary-layer clouds using surface-based observations of radar reflectivity, lidar attenuated backscatter, and zenith radiances under conditions when precipitation does not reach the surface. Specifically, the vertical structure of droplet size and water content of both cloud and drizzle is characterised throughout the cloud. An ensemble optimal estimation approach provides full error statistics given the uncertainty in the observations. To evaluate the new method, we first perform retrievals using synthetic measurements from large-eddy simulation snapshots of cumulus under stratocumulus, where cloud water path is retrieved with an error of 31 g m−2 . The method also performs well in non-drizzling clouds where no assumption of the cloud profile is required. We then apply the method to observations of marine stratocumulus obtained during the Atmospheric Radiation Measurement MAGIC deployment in the Northeast Pacific. Here, retrieved cloud water path agrees well with independent three-channel microwave radiometer retrievals, with a root mean square difference of 10–20 g m−2.

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The linear viscoelastic (LVE) spectrum is one of the primary fingerprints of polymer solutions and melts, carrying information about most relaxation processes in the system. Many single chain theories and models start with predicting the LVE spectrum to validate their assumptions. However, until now, no reliable linear stress relaxation data were available from simulations of multichain systems. In this work, we propose a new efficient way to calculate a wide variety of correlation functions and mean-square displacements during simulations without significant additional CPU cost. Using this method, we calculate stress−stress autocorrelation functions for a simple bead−spring model of polymer melt for a wide range of chain lengths, densities, temperatures, and chain stiffnesses. The obtained stress−stress autocorrelation functions were compared with the single chain slip−spring model in order to obtain entanglement related parameters, such as the plateau modulus or the molecular weight between entanglements. Then, the dependence of the plateau modulus on the packing length is discussed. We have also identified three different contributions to the stress relaxation:  bond length relaxation, colloidal and polymeric. Their dependence on the density and the temperature is demonstrated for short unentangled systems without inertia.

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We demonstrate that it is possible to link multi-chain molecular dynamics simulations with the tube model using a single chain slip-links model as a bridge. This hierarchical approach allows significant speed up of simulations, permitting us to span the time scales relevant for a comparison with the tube theory. Fitting the mean-square displacement of individual monomers in molecular dynamics simulations with the slip-spring model, we show that it is possible to predict the stress relaxation. Then, we analyze the stress relaxation from slip-spring simulations in the framework of the tube theory. In the absence of constraint release, we establish that the relaxation modulus can be decomposed as the sum of contributions from fast and longitudinal Rouse modes, and tube survival. Finally, we discuss some open questions regarding possible future directions that could be profitable in rendering the tube model quantitative, even for mildly entangled polymers

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21st century climate change is projected to result in an intensification of the global hydrological cycle, but there is substantial uncertainty in how this will impact freshwater availability. A relatively overlooked aspect of this uncertainty pertains to how different methods of estimating potential evapotranspiration (PET) respond to changing climate. Here we investigate the global response of six different PET methods to a 2 °C rise in global mean temperature. All methods suggest an increase in PET associated with a warming climate. However, differences in PET climate change signal of over 100% are found between methods. Analysis of a precipitation/PET aridity index and regional water surplus indicates that for certain regions and GCMs, choice of PET method can actually determine the direction of projections of future water resources. As such, method dependence of the PET climate change signal is an important source of uncertainty in projections of future freshwater availability.

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The use of special units for logarithmic ratio quantities is reviewed. The neper is used with a natural logarithm (logarithm to the base e) to express the logarithm of the amplitude ratio of two pure sinusoidal signals, particularly in the context of linear systems where it is desired to represent the gain or loss in amplitude of a single-frequency signal between the input and output. The bel, and its more commonly used submultiple, the decibel, are used with a decadic logarithm (logarithm to the base 10) to measure the ratio of two power-like quantities, such as a mean square signal or a mean square sound pressure in acoustics. Thus two distinctly different quantities are involved. In this review we define the quantities first, without reference to the units, as is standard practice in any system of quantities and units. We show that two different definitions of the quantity power level, or logarithmic power ratio, are possible. We show that this leads to two different interpretations for the meaning and numerical values of the units bel and decibel. We review the question of which of these alternative definitions is actually used, or is used by implication, by workers in the field. Finally, we discuss the relative advantages of the alternative definitions.

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High resolution vibration-rotation spectra of 13C2H2 were recorded in a number of regions from 2000 to 5200 cm−1 at Doppler or pressure limited resolution. In these spectral ranges cold and hot bands involving the bending-stretching combination levels have been analyzed up to high J values. Anharmonic quartic resonances for the combination levels ν1 + mν4 + nν5, ν2 + mν4 + (n + 2) ν5 and ν3 + (m − 1) ν4 + (n + 1) ν5 have been studied, and the l-type resonances within each polyad have been explicitly taken into account in the analysis of the data. The least-squares refinement provides deperturbed values for band origins and rotational constants, obtained by fitting rotation lines only up to J ≈ 20 with root mean square errors of ≈ 0.0003 cm−1. The band origins allowed us to determine a number of the anharmonicity constants xij0.