7 resultados para Linear Models in Temporal Series
em AMS Tesi di Dottorato - Alm@DL - Università di Bologna
Resumo:
Sustainable computer systems require some flexibility to adapt to environmental unpredictable changes. A solution lies in autonomous software agents which can adapt autonomously to their environments. Though autonomy allows agents to decide which behavior to adopt, a disadvantage is a lack of control, and as a side effect even untrustworthiness: we want to keep some control over such autonomous agents. How to control autonomous agents while respecting their autonomy? A solution is to regulate agents’ behavior by norms. The normative paradigm makes it possible to control autonomous agents while respecting their autonomy, limiting untrustworthiness and augmenting system compliance. It can also facilitate the design of the system, for example, by regulating the coordination among agents. However, an autonomous agent will follow norms or violate them in some conditions. What are the conditions in which a norm is binding upon an agent? While autonomy is regarded as the driving force behind the normative paradigm, cognitive agents provide a basis for modeling the bindingness of norms. In order to cope with the complexity of the modeling of cognitive agents and normative bindingness, we adopt an intentional stance. Since agents are embedded into a dynamic environment, things may not pass at the same instant. Accordingly, our cognitive model is extended to account for some temporal aspects. Special attention is given to the temporal peculiarities of the legal domain such as, among others, the time in force and the time in efficacy of provisions. Some types of normative modifications are also discussed in the framework. It is noteworthy that our temporal account of legal reasoning is integrated to our commonsense temporal account of cognition. As our intention is to build sustainable reasoning systems running unpredictable environment, we adopt a declarative representation of knowledge. A declarative representation of norms will make it easier to update their system representation, thus facilitating system maintenance; and to improve system transparency, thus easing system governance. Since agents are bounded and are embedded into unpredictable environments, and since conflicts may appear amongst mental states and norms, agent reasoning has to be defeasible, i.e. new pieces of information can invalidate formerly derivable conclusions. In this dissertation, our model is formalized into a non-monotonic logic, namely into a temporal modal defeasible logic, in order to account for the interactions between normative systems and software cognitive agents.
Resumo:
This thesis is dedicated to the analysis of non-linear pricing in oligopoly. Non-linear pricing is a fairly predominant practice in most real markets, mostly characterized by some amount of competition. The sophistication of pricing practices has increased in the latest decades due to the technological advances that have allowed companies to gather more and more data on consumers preferences. The first essay of the thesis highlights the main characteristics of oligopolistic non-linear pricing. Non-linear pricing is a special case of price discrimination. The theory of price discrimination has to be modified in presence of oligopoly: in particular, a crucial role is played by the competitive externality that implies that product differentiation is closely related to the possibility of discriminating. The essay reviews the theory of competitive non-linear pricing by starting from its foundations, mechanism design under common agency. The different approaches to model non-linear pricing are then reviewed. In particular, the difference between price and quantity competition is highlighted. Finally, the close link between non-linear pricing and the recent developments in the theory of vertical differentiation is explored. The second essay shows how the effects of non-linear pricing are determined by the relationship between the demand and the technological structure of the market. The chapter focuses on a model in which firms supply a homogeneous product in two different sizes. Information about consumers' reservation prices is incomplete and the production technology is characterized by size economies. The model provides insights on the size of the products that one finds in the market. Four equilibrium regions are identified depending on the relative intensity of size economies with respect to consumers' evaluation of the good. Regions for which the product is supplied in a single unit or in several different sizes or in only a very large one. Both the private and social desirability of non-linear pricing varies across different equilibrium regions. The third essay considers the broadband internet market. Non discriminatory issues seem the core of the recent debate on the opportunity or not of regulating the internet. One of the main questions posed is whether the telecom companies, owning the networks constituting the internet, should be allowed to offer quality-contingent contracts to content providers. The aim of this essay is to analyze the issue through a stylized two-sided market model of the web that highlights the effects of such a discrimination over quality, prices and participation to the internet of providers and final users. An overall welfare comparison is proposed, concluding that the final effects of regulation crucially depend on both the technology and preferences of agents.
Resumo:
This dissertation adopts a multidisciplinary approach to investigate graphical and formal features of Cretan Hieroglyphic and Linear A. Drawing on theories which understand inscribed artefacts as an interplay of materials, iconography, and texts, I combine archaeological and philological considerations with statistical and experimental observations. The work is formulated on three key-questions. The first deals with the origins of Cretan Hieroglyphic. After providing a fresh view on Prepalatial seals chronology, I identify a number of forerunners of Hieroglyphic signs in iconographic motifs attested among the Prepalatial glyptic and material culture. I further identified a specific style-group, i.e., the ‘Border and Leaf Complex’, as the decisive step towards the emergence of the Hieroglyphic graphic repertoire. The second deals with the interweaving of formal, iconographical, and epigraphic features of Hieroglyphic seals with the sequences they bear and the contexts of their usage. By means of two Correspondence Analyses, I showed that the iconography on seals in some materials and shapes is closer to Cretan Hieroglyphics, than that on the other ones. Through two Social Network Analyses, I showed that Hieroglyphic impressions, especially at Knossos, follow a precise sealing pattern due to their shapes and sequences. Furthermore, prisms with a high number of inscribed faces adhere to formal features of jasper ones. Finally, through experimental engravings, I showed differences in cutting rates among materials, as well as the efficiency of abrasives and tools unearthed within the Quartier Mu. The third question concerns overlaps in chronology, findspots and signaries between Cretan Hieroglyphic and Linear A. I discussed all possible earliest instances of both scripts and argued for some items datable to the MM I-IIA period. I further provide an insight into the Hieroglyphic-Linear A dubitanda and criteria for their interpretation. Finally, I suggest four different patterns in the creation and diversification of the two signaries.
Resumo:
The Thermodynamic Bethe Ansatz analysis is carried out for the extended-CP^N class of integrable 2-dimensional Non-Linear Sigma Models related to the low energy limit of the AdS_4xCP^3 type IIA superstring theory. The principal aim of this program is to obtain further non-perturbative consistency check to the S-matrix proposed to describe the scattering processes between the fundamental excitations of the theory by analyzing the structure of the Renormalization Group flow. As a noteworthy byproduct we eventually obtain a novel class of TBA models which fits in the known classification but with several important differences. The TBA framework allows the evaluation of some exact quantities related to the conformal UV limit of the model: effective central charge, conformal dimension of the perturbing operator and field content of the underlying CFT. The knowledge of this physical quantities has led to the possibility of conjecturing a perturbed CFT realization of the integrable models in terms of coset Kac-Moody CFT. The set of numerical tools and programs developed ad hoc to solve the problem at hand is also discussed in some detail with references to the code.
Resumo:
The thesis deals with the problem of Model Selection (MS) motivated by information and prediction theory, focusing on parametric time series (TS) models. The main contribution of the thesis is the extension to the multivariate case of the Misspecification-Resistant Information Criterion (MRIC), a criterion introduced recently that solves Akaike’s original research problem posed 50 years ago, which led to the definition of the AIC. The importance of MS is witnessed by the huge amount of literature devoted to it and published in scientific journals of many different disciplines. Despite such a widespread treatment, the contributions that adopt a mathematically rigorous approach are not so numerous and one of the aims of this project is to review and assess them. Chapter 2 discusses methodological aspects of MS from information theory. Information criteria (IC) for the i.i.d. setting are surveyed along with their asymptotic properties; and the cases of small samples, misspecification, further estimators. Chapter 3 surveys criteria for TS. IC and prediction criteria are considered for: univariate models (AR, ARMA) in the time and frequency domain, parametric multivariate (VARMA, VAR); nonparametric nonlinear (NAR); and high-dimensional models. The MRIC answers Akaike’s original question on efficient criteria, for possibly-misspecified (PM) univariate TS models in multi-step prediction with high-dimensional data and nonlinear models. Chapter 4 extends the MRIC to PM multivariate TS models for multi-step prediction introducing the Vectorial MRIC (VMRIC). We show that the VMRIC is asymptotically efficient by proving the decomposition of the MSPE matrix and the consistency of its Method-of-Moments Estimator (MoME), for Least Squares multi-step prediction with univariate regressor. Chapter 5 extends the VMRIC to the general multiple regressor case, by showing that the MSPE matrix decomposition holds, obtaining consistency for its MoME, and proving its efficiency. The chapter concludes with a digression on the conditions for PM VARX models.