55 resultados para MODEL-FREE
em CentAUR: Central Archive University of Reading - UK
Resumo:
Artificial diagenesis of the intra-crystalline proteins isolated from Patella vulgata was induced by isothermal heating at 140 °C, 110 °C and 80 °C. Protein breakdown was quantified for multiple amino acids, measuring the extent of peptide bond hydrolysis, amino acid racemisation and decomposition. The patterns of diagenesis are complex; therefore the kinetic parameters of the main reactions were estimated by two different methods: 1) a well-established approach based on fitting mathematical expressions to the experimental data, e.g. first-order rate equations for hydrolysis and power-transformed first-order rate equations for racemisation; and 2) an alternative model-free approach, which was developed by estimating a “scaling” factor for the independent variable (time) which produces the best alignment of the experimental data. This method allows the calculation of the relative reaction rates for the different temperatures of isothermal heating. High-temperature data were compared with the extent of degradation detected in sub-fossil Patella specimens of known age, and we evaluated the ability of kinetic experiments to mimic diagenesis at burial temperature. The results highlighted a difference between patterns of degradation at low and high temperature and therefore we recommend caution for the extrapolation of protein breakdown rates to low burial temperatures for geochronological purposes when relying solely on kinetic data.
Resumo:
In this paper, we study the role of the volatility risk premium for the forecasting performance of implied volatility. We introduce a non-parametric and parsimonious approach to adjust the model-free implied volatility for the volatility risk premium and implement this methodology using more than 20 years of options and futures data on three major energy markets. Using regression models and statistical loss functions, we find compelling evidence to suggest that the risk premium adjusted implied volatility significantly outperforms other models, including its unadjusted counterpart. Our main finding holds for different choices of volatility estimators and competing time-series models, underlying the robustness of our results.
Resumo:
This paper characterizes the dynamics of jumps and analyzes their importance for volatility forecasting. Using high-frequency data on four prominent energy markets, we perform a model-free decomposition of realized variance into its continuous and discontinuous components. We find strong evidence of jumps in energy markets between 2007 and 2012. We then investigate the importance of jumps for volatility forecasting. To this end, we estimate and analyze the predictive ability of several Heterogenous Autoregressive (HAR) models that explicitly capture the dynamics of jumps. Conducting extensive in-sample and out-of-sample analyses, we establish that explicitly modeling jumps does not significantly improve forecast accuracy. Our results are broadly consistent across our four energy markets, forecasting horizons, and loss functions
Resumo:
Controlled human intervention trials are required to confirm the hypothesis that dietary fat quality may influence insulin action. The aim was to develop a food-exchange model, suitable for use in free-living volunteers, to investigate the effects of four experimental diets distinct in fat quantity and quality: high SFA (HSFA); high MUFA (HMUFA) and two low-fat (LF) diets, one supplemented with 1.24g EPA and DHA/d (LFn-3). A theoretical food-exchange model was developed. The average quantity of exchangeable fat was calculated as the sum of fat provided by added fats (spreads and oils), milk, cheese, biscuits, cakes, buns and pastries using data from the National Diet and Nutrition Survey of UK adults. Most of the exchangeable fat was replaced by specifically designed study foods. Also critical to the model was the use of carbohydrate exchanges to ensure the diets were isoenergetic. Volunteers from eight centres across Europe completed the dietary intervention. Results indicated that compositional targets were largely achieved with significant differences in fat quantity between the high-fat diets (39.9 (SEM 0.6) and 38.9 (SEM 0.51) percentage energy (%E) from fat for the HSFA and HMUFA diets respectively) and the low-fat diets (29.6 (SEM 0.6) and 29.1 (SEM 0.5) %E from fat for the LF and LFn-3 diets respectively) and fat quality (17.5 (SEM 0.3) and 10.4 (SEM 0.2) %E front SFA and 12.7 (SEM 0.3) and 18.7 (SEM 0.4) %E MUFA for the HSFA and HMUFA diets respectively). In conclusion, a robust, flexible food-exchange model was developed and implemented successfully in the LIPGENE dietary intervention trial.
Resumo:
Our objective in this study was to develop and implement an effective intervention strategy to manipulate the amount and composition of dietary fat and carbohydrate (CHO) in free-living individuals in the RISCK study. The study was a randomized, controlled dietary intervention study that was conducted in 720 participants identified as higher risk for or with metabolic syndrome. All followed a 4-wk run-in reference diet [high saturated fatty acids (SF)/high glycemic index (GI)]. Volunteers were randomized to continue this diet for a further 24 wk or to I of 4 isoenergetic prescriptions [high monounsaturated fatty acids (MUFA)/high GI; high MUFA/low GI; low fat (LF)/high GI; and LF/low GI]. We developed a food exchange model to implement each diet. Dietary records and plasma phospholipid fatty acids were used to assess the effectiveness of the intervention strategy. Reported fat intake from the LF diets was significantly reduced to 28% of energy (%E) compared with 38% E from the HM and LF diets. SF intake was successfully decreased in the HM and LF diets was similar to 10% E compared with 17% E in the reference diet (P = 0.001). Dietary MUFA in the HIM diets was similar to 17% E, significantly higher than in the reference (12% E) and LF diets (10% E) (P = 0.001). Changes in plasma phospholipid fatty acids provided further evidence for the successful manipulation of fat intake. The GI of the HGI and LGI arms differed by similar to 9 points (P = 0.001). The food exchange model provided an effective dietary strategy for the design and implementation across multiple sites of 5 experimental diets with specific targets for the proportion of fat and CHO. J. Nutr. 139: 1534-1540, 2009.
Resumo:
Statistical methods of inference typically require the likelihood function to be computable in a reasonable amount of time. The class of “likelihood-free” methods termed Approximate Bayesian Computation (ABC) is able to eliminate this requirement, replacing the evaluation of the likelihood with simulation from it. Likelihood-free methods have gained in efficiency and popularity in the past few years, following their integration with Markov Chain Monte Carlo (MCMC) and Sequential Monte Carlo (SMC) in order to better explore the parameter space. They have been applied primarily to estimating the parameters of a given model, but can also be used to compare models. Here we present novel likelihood-free approaches to model comparison, based upon the independent estimation of the evidence of each model under study. Key advantages of these approaches over previous techniques are that they allow the exploitation of MCMC or SMC algorithms for exploring the parameter space, and that they do not require a sampler able to mix between models. We validate the proposed methods using a simple exponential family problem before providing a realistic problem from human population genetics: the comparison of different demographic models based upon genetic data from the Y chromosome.
Resumo:
Acid mine drainage (AMD) is a widespread environmental problem associated with both working and abandoned mining operations. As part of an overall strategy to determine a long-term treatment option for AMD, a pilot passive treatment plant was constructed in 1994 at Wheal Jane Mine in Cornwall, UK. The plant consists of three separate systems, each containing aerobic reed beds, anaerobic cell and rock filters, and represents the largest European experimental facility of its kind. The systems only differ by the type of pretreatment utilised to increase the pH of the influent minewater (pH <4): lime dosed (LD), anoxic limestone drain (ALD) and lime free (LF), which receives no form of pretreatment. Historical data (1994-1997) indicate median Fe reduction between 55% and 92%, sulphate removal in the range of 3-38% and removal of target metals (cadmium, copper and zinc) below detection limits, depending on pretreatment and flow rates through the system. A new model to simulate the processes and dynamics of the wetlands systems is described, as well as the application of the model to experimental data collected at the pilot plant. The model is process based, and utilises reaction kinetic approaches based on experimental microbial techniques rather than an equilibrium approach to metal precipitation. The model is dynamic and utilises numerical integration routines to solve a set of differential equations that describe the behaviour of 20 variables over the 17 pilot plant cells on a daily basis. The model outputs at each cell boundary are evaluated and compared with the measured data, and the model is demonstrated to provide a good representation of the complex behaviour of the wetland system for a wide range of variables. (C) 2004 Elsevier B.V/ All rights reserved.
Resumo:
The problem of modeling solar energetic particle (SEP) events is important to both space weather research and forecasting, and yet it has seen relatively little progress. Most important SEP events are associated with coronal mass ejections (CMEs) that drive coronal and interplanetary shocks. These shocks can continuously produce accelerated particles from the ambient medium to well beyond 1 AU. This paper describes an effort to model real SEP events using a Center for Integrated Space weather Modeling (CISM) MHD solar wind simulation including a cone model of CMEs to initiate the related shocks. In addition to providing observation-inspired shock geometry and characteristics, this MHD simulation describes the time-dependent observer field line connections to the shock source. As a first approximation, we assume a shock jump-parameterized source strength and spectrum, and that scatter-free transport occurs outside of the shock source, thus emphasizing the role the shock evolution plays in determining the modeled SEP event profile. Three halo CME events on May 12, 1997, November 4, 1997 and December 13, 2006 are used to test the modeling approach. While challenges arise in the identification and characterization of the shocks in the MHD model results, this approach illustrates the importance to SEP event modeling of globally simulating the underlying heliospheric event. The results also suggest the potential utility of such a model for forcasting and for interpretation of separated multipoint measurements such as those expected from the STEREO mission.
Resumo:
Constant-α force-free magnetic flux rope models have proven to be a valuable first step toward understanding the global context of in situ observations of magnetic clouds. However, cylindrical symmetry is necessarily assumed when using such models, and it is apparent from both observations and modeling that magnetic clouds have highly noncircular cross sections. A number of approaches have been adopted to relax the circular cross section approximation: frequently, the cross-sectional shape is allowed to take an arbitrarily chosen shape (usually elliptical), increasing the number of free parameters that are fit between data and model. While a better “fit” may be achieved in terms of reducing the mean square error between the model and observed magnetic field time series, it is not always clear that this translates to a more accurate reconstruction of the global structure of the magnetic cloud. We develop a new, noncircular cross section flux rope model that is constrained by observations of CMEs/ICMEs and knowledge of the physical processes acting on the magnetic cloud: The magnetic cloud is assumed to initially take the form of a force-free flux rope in the low corona but to be subsequently deformed by a combination of axis-centered self-expansion and heliocentric radial expansion. The resulting analytical solution is validated by fitting to artificial time series produced by numerical MHD simulations of magnetic clouds and shown to accurately reproduce the global structure.
Resumo:
Increased atmospheric concentrations of carbon dioxide (CO2) will benefit the yield of most crops. Two free air CO2 enrichment (FACE) meta-analyses have shown increases in yield of between 0 and 73% for C3 crops. Despite this large range, few crop modelling studies quantify the uncertainty inherent in the parameterisation of crop growth and development. We present a novel perturbed-parameter method of crop model simulation, which uses some constraints from observations, that does this. The model used is the groundnut (i.e. peanut; Arachis hypogaea L.) version of the general large-area model for annual crops (GLAM). The conclusions are of relevance to C3 crops in general. The increases in yield simulated by GLAM for doubled CO2 were between 16 and 62%. The difference in mean percentage increase between well-watered and water-stressed simulations was 6.8. These results were compared to FACE and controlled environment studies, and to sensitivity tests on two other crop models of differing levels of complexity: CROPGRO, and the groundnut model of Hammer et al. [Hammer, G.L., Sinclair, T.R., Boote, K.J., Wright, G.C., Meinke, H., Bell, M.J., 1995. A peanut simulation model. I. Model development and testing. Agron. J. 87, 1085-1093]. The relationship between CO2 and water stress in the experiments and in the models was examined. From a physiological perspective, water-stressed crops are expected to show greater CO2 stimulation than well-watered crops. This expectation has been cited in literature. However, this result is not seen consistently in either the FACE studies or in the crop models. In contrast, leaf-level models of assimilation do consistently show this result. An analysis of the evidence from these models and from the data suggests that scale (canopy versus leaf), model calibration, and model complexity are factors in determining the sign and magnitude of the interaction between CO2 and water stress. We conclude from our study that the statement that 'water-stressed crops show greater CO2 stimulation than well-watered crops' cannot be held to be universally true. We also conclude, preliminarily, that the relationship between water stress and assimilation varies with scale. Accordingly, we provide some suggestions on how studies of a similar nature, using crop models of a range of complexity, could contribute further to understanding the roles of model calibration, model complexity and scale. (C) 2008 Elsevier B.V. All rights reserved.
Resumo:
A mathematical model describing the uptake of low density lipoprotein (LDL) and very low density lipoprotein (VLDL) particles by a single hepatocyte cell is formulated and solved. The model includes a description of the dynamic change in receptor density on the surface of the cell due to the binding and dissociation of the lipoprotein particles, the subsequent internalisation of bound particles, receptors and unbound receptors, the recycling of receptors to the cell surface, cholesterol dependent de novo receptor formation by the cell and the effect that particle uptake has on the cell's overall cholesterol content. The effect that blocking access to LDL receptors by VLDL, or internalisation of VLDL particles containing different amounts of apolipoprotein E (we will refer to these particles as VLDL-2 and VLDL-3) has on LDL uptake is explored. By comparison with experimental data we find that measures of cell cholesterol content are important in differentiating between the mechanisms by which VLDL is thought to inhibit LDL uptake. We extend our work to show that in the presence of both types of VLDL particle (VLDL-2 and VLDL-3), measuring relative LDL uptake does not allow differentiation between the results of blocking and internalisation of each VLDL particle to be made. Instead by considering the intracellular cholesterol content it is found that internalisation of VLDL-2 and VLDL-3 leads to the highest intracellular cholesterol concentration. A sensitivity analysis of the model reveals that binding, unbinding and internalisation rates, the fraction of receptors recycled and the rate at which the cholesterol dependent free receptors are created by the cell have important implications for the overall uptake dynamics of either VLDL or LDL particles and subsequent intracellular cholesterol concentration. (C) 2008 Elsevier Ltd. All rights reserved.
Resumo:
Ab initio calculations using density functional theory have shown that the reactions that occur between artemisinin, 1, a cyclic trioxane active against malaria, and some metal ions and complexes lead to a series of radicals which are probably responsible for its therapeutic activity. In particular it has been shown that the interaction of Fe(H) with artemisinin causes the O-O bond to be broken as indeed does Fe(III) and Cu(I), while Zn(II) does not. Calculations were carried out with Fe(II) in several different forms including the bare ion, [Fe(H2O)(5)](2+) and [FeP(Im)] (P, porphyrin; Im, imadazole) and similar results were obtained. The resulting oxygen-based radicals are readily converted to more stable carbon-based radicals and/or. stable products. Similar radicals and products are also formed from two simple model trioxanes 2 and 3 that show little or no therapeutic action against malaria although some subtle differences were obtained. This suggests that the scaffold surrounding the pharmacophore may be involved in molecular recognition events allowing efficient uptake of this trioxane warhead into the parasite. (C) 2004 Elsevier B.V. All rights reserved.
Resumo:
This paper presents in detail a theoretical adaptive model of thermal comfort based on the “Black Box” theory, taking into account factors such as culture, climate, social, psychological and behavioural adaptations, which have an impact on the senses used to detect thermal comfort. The model is called the Adaptive Predicted Mean Vote (aPMV) model. The aPMV model explains, by applying the cybernetics concept, the phenomena that the Predicted Mean Vote (PMV) is greater than the Actual Mean Vote (AMV) in free-running buildings, which has been revealed by many researchers in field studies. An Adaptive coefficient (λ) representing the adaptive factors that affect the sense of thermal comfort has been proposed. The empirical coefficients in warm and cool conditions for the Chongqing area in China have been derived by applying the least square method to the monitored onsite environmental data and the thermal comfort survey results.