11 resultados para Benchmark em índice de renda fixa

em CentAUR: Central Archive University of Reading - UK


Relevância:

20.00% 20.00%

Publicador:

Resumo:

Quasi-Newton-Raphson minimization and conjugate gradient minimization have been used to solve the crystal structures of famotidine form B and capsaicin from X-ray powder diffraction data and characterize the chi(2) agreement surfaces. One million quasi-Newton-Raphson minimizations found the famotidine global minimum with a frequency of ca 1 in 5000 and the capsaicin global minimum with a frequency of ca 1 in 10 000. These results, which are corroborated by conjugate gradient minimization, demonstrate the existence of numerous pathways from some of the highest points on these chi(2) agreement surfaces to the respective global minima, which are passable using only downhill moves. This important observation has significant ramifications for the development of improved structure determination algorithms.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

A novel algorithm for solving nonlinear discrete time optimal control problems with model-reality differences is presented. The technique uses Dynamic Integrated System Optimisation and Parameter Estimation (DISOPE) which has been designed to achieve the correct optimal solution in spite of deficiencies in the mathematical model employed in the optimisation procedure. A method based on Broyden's ideas is used for approximating some derivative trajectories required. Ways for handling con straints on both manipulated and state variables are described. Further, a method for coping with batch-to- batch dynamic variations in the process, which are common in practice, is introduced. It is shown that the iterative procedure associated with the algorithm naturally suits applications to batch processes. The algorithm is success fully applied to a benchmark problem consisting of the input profile optimisation of a fed-batch fermentation process.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

There is a rising demand for the quantitative performance evaluation of automated video surveillance. To advance research in this area, it is essential that comparisons in detection and tracking approaches may be drawn and improvements in existing methods can be measured. There are a number of challenges related to the proper evaluation of motion segmentation, tracking, event recognition, and other components of a video surveillance system that are unique to the video surveillance community. These include the volume of data that must be evaluated, the difficulty in obtaining ground truth data, the definition of appropriate metrics, and achieving meaningful comparison of diverse systems. This chapter provides descriptions of useful benchmark datasets and their availability to the computer vision community. It outlines some ground truth and evaluation techniques, and provides links to useful resources. It concludes by discussing the future direction for benchmark datasets and their associated processes.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

An important test of the quality of a computational model is its ability to reproduce standard test cases or benchmarks. For steady open–channel flow based on the Saint Venant equations some benchmarks exist for simple geometries from the work of Bresse, Bakhmeteff and Chow but these are tabulated in the form of standard integrals. This paper provides benchmark solutions for a wider range of cases, which may have a nonprismatic cross section, nonuniform bed slope, and transitions between subcritical and supercritical flow. This makes it possible to assess the underlying quality of computational algorithms in more difficult cases, including those with hydraulic jumps. Several new test cases are given in detail and the performance of a commercial steady flow package is evaluated against two of them. The test cases may also be used as benchmarks for both steady flow models and unsteady flow models in the steady limit.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

A precipitation downscaling method is presented using precipitation from a general circulation model (GCM) as predictor. The method extends a previous method from monthly to daily temporal resolution. The simplest form of the method corrects for biases in wet-day frequency and intensity. A more sophisticated variant also takes account of flow-dependent biases in the GCM. The method is flexible and simple to implement. It is proposed here as a correction of GCM output for applications where sophisticated methods are not available, or as a benchmark for the evaluation of other downscaling methods. Applied to output from reanalyses (ECMWF, NCEP) in the region of the European Alps, the method is capable of reducing large biases in the precipitation frequency distribution, even for high quantiles. The two variants exhibit similar performances, but the ideal choice of method can depend on the GCM/reanalysis and it is recommended to test the methods in each case. Limitations of the method are found in small areas with unresolved topographic detail that influence higher-order statistics (e.g. high quantiles). When used as benchmark for three regional climate models (RCMs), the corrected reanalysis and the RCMs perform similarly in many regions, but the added value of the latter is evident for high quantiles in some small regions.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Accurate decadal climate predictions could be used to inform adaptation actions to a changing climate. The skill of such predictions from initialised dynamical global climate models (GCMs) may be assessed by comparing with predictions from statistical models which are based solely on historical observations. This paper presents two benchmark statistical models for predicting both the radiatively forced trend and internal variability of annual mean sea surface temperatures (SSTs) on a decadal timescale based on the gridded observation data set HadISST. For both statistical models, the trend related to radiative forcing is modelled using a linear regression of SST time series at each grid box on the time series of equivalent global mean atmospheric CO2 concentration. The residual internal variability is then modelled by (1) a first-order autoregressive model (AR1) and (2) a constructed analogue model (CA). From the verification of 46 retrospective forecasts with start years from 1960 to 2005, the correlation coefficient for anomaly forecasts using trend with AR1 is greater than 0.7 over parts of extra-tropical North Atlantic, the Indian Ocean and western Pacific. This is primarily related to the prediction of the forced trend. More importantly, both CA and AR1 give skillful predictions of the internal variability of SSTs in the subpolar gyre region over the far North Atlantic for lead time of 2 to 5 years, with correlation coefficients greater than 0.5. For the subpolar gyre and parts of the South Atlantic, CA is superior to AR1 for lead time of 6 to 9 years. These statistical forecasts are also compared with ensemble mean retrospective forecasts by DePreSys, an initialised GCM. DePreSys is found to outperform the statistical models over large parts of North Atlantic for lead times of 2 to 5 years and 6 to 9 years, however trend with AR1 is generally superior to DePreSys in the North Atlantic Current region, while trend with CA is superior to DePreSys in parts of South Atlantic for lead time of 6 to 9 years. These findings encourage further development of benchmark statistical decadal prediction models, and methods to combine different predictions.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The complexity of current and emerging high performance architectures provides users with options about how best to use the available resources, but makes predicting performance challenging. In this work a benchmark-driven performance modelling approach is outlined that is appro- priate for modern multicore architectures. The approach is demonstrated by constructing a model of a simple shallow water code on a Cray XE6 system, from application-specific benchmarks that illustrate precisely how architectural char- acteristics impact performance. The model is found to recre- ate observed scaling behaviour up to 16K cores, and used to predict optimal rank-core affinity strategies, exemplifying the type of problem such a model can be used for.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Geomagnetic activity has long been known to exhibit approximately 27 day periodicity, resulting from solar wind structures repeating each solar rotation. Thus a very simple near-Earth solar wind forecast is 27 day persistence, wherein the near-Earth solar wind conditions today are assumed to be identical to those 27 days previously. Effective use of such a persistence model as a forecast tool, however, requires the performance and uncertainty to be fully characterized. The first half of this study determines which solar wind parameters can be reliably forecast by persistence and how the forecast skill varies with the solar cycle. The second half of the study shows how persistence can provide a useful benchmark for more sophisticated forecast schemes, namely physics-based numerical models. Point-by-point assessment methods, such as correlation and mean-square error, find persistence skill comparable to numerical models during solar minimum, despite the 27 day lead time of persistence forecasts, versus 2–5 days for numerical schemes. At solar maximum, however, the dynamic nature of the corona means 27 day persistence is no longer a good approximation and skill scores suggest persistence is out-performed by numerical models for almost all solar wind parameters. But point-by-point assessment techniques are not always a reliable indicator of usefulness as a forecast tool. An event-based assessment method, which focusses key solar wind structures, finds persistence to be the most valuable forecast throughout the solar cycle. This reiterates the fact that the means of assessing the “best” forecast model must be specifically tailored to its intended use.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Using a linear factor model, we study the behaviour of French, Germany, Italian and British sovereign yield curves in the run up to EMU. This allows us to determine which of these yield curves might best approximate a benchmark yield curve post EMU. We find that the best approximation for the risk free yield is the UK three month T-bill yield, followed by the German three month T-bill yield. As no one sovereign yield curve dominates all others, we find that a composite yield curve, consisting of French, Italian and UK bonds at different maturity points along the yield curve should be the benchmark post EMU.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The complexity of current and emerging architectures provides users with options about how best to use the available resources, but makes predicting performance challenging. In this work a benchmark-driven model is developed for a simple shallow water code on a Cray XE6 system, to explore how deployment choices such as domain decomposition and core affinity affect performance. The resource sharing present in modern multi-core architectures adds various levels of heterogeneity to the system. Shared resources often includes cache, memory, network controllers and in some cases floating point units (as in the AMD Bulldozer), which mean that the access time depends on the mapping of application tasks, and the core's location within the system. Heterogeneity further increases with the use of hardware-accelerators such as GPUs and the Intel Xeon Phi, where many specialist cores are attached to general-purpose cores. This trend for shared resources and non-uniform cores is expected to continue into the exascale era. The complexity of these systems means that various runtime scenarios are possible, and it has been found that under-populating nodes, altering the domain decomposition and non-standard task to core mappings can dramatically alter performance. To find this out, however, is often a process of trial and error. To better inform this process, a performance model was developed for a simple regular grid-based kernel code, shallow. The code comprises two distinct types of work, loop-based array updates and nearest-neighbour halo-exchanges. Separate performance models were developed for each part, both based on a similar methodology. Application specific benchmarks were run to measure performance for different problem sizes under different execution scenarios. These results were then fed into a performance model that derives resource usage for a given deployment scenario, with interpolation between results as necessary.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Arbuscular mycorrhizal fungi (AMF) are crucial to the functioning of the plant–soil system, but little is known about the spatial structuring of AMF communities across landscapes modified by agriculture. AMF community composition was characterized across four sites in the highly cleared south-western Australian wheatbelt that were originally dominated by forb-rich eucalypt woodlands. Environmentally induced spatial structuring in AMF composition was examined at four scales: the regional scale associated with location, the site scale associated with past management (benchmark woodlands with no agricultural management history, livestock grazing, recent revegetation), the patch scale associated with trees and canopy gaps, and the fine scale associated with the herbaceous plant species beneath which soils were sourced. Field-collected soils were cultured in trap pots; then, AMF composition was determined by identifying spores and through ITS1 sequencing. Structuring was strongest at site scales, where composition was strongly related to prior management and associated changes in soil phosphorus. The two fields were dominated by the genera Funneliformis and Paraglomus, with little convergence back to woodland composition after revegetation. The two benchmark woodlands were characterized by Ambispora gerdemannii and taxa from Gigasporaceae. Their AMF communities were strongly structured at patch scales associated with trees and gaps, in turn most strongly related to soil N. By contrast, there were few patterns at fine scales related to different herbaceous plant species, or at regional scales associated with the 175 km distance between benchmark woodlands. Important areas for future investigation are to identify the circumstances in which recolonization by woodland AMF may be limited by fungal propagule availability, reduced plant diversity and/or altered chemistry in agricultural soils.