22 resultados para Monte-Carlo Simulation Method


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Marketing scholars are increasingly recognizing the importance of investigating phenomena at multiple levels. However, the analyses methods that are currently dominant within marketing may not be appropriate to dealing with multilevel or nested data structures. We identify the state of contemporary multilevel marketing research, finding that typical empirical approaches within marketing research may be less effective at explicitly taking account of multilevel data structures than those in other organizational disciplines. A Monte Carlo simulation, based on results from a previously published marketing study, demonstrates that different approaches to analysis of the same data can result in very different results (both in terms of power and effect size). The implication is that marketing scholars should be cautious when analyzing multilevel or other grouped data, and we provide a discussion and introduction to the use of hierarchical linear modeling for this purpose.

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Visual detection performance (d') is usually an accelerating function of stimulus contrast, which could imply a smooth, threshold-like nonlinearity in the sensory response. Alternatively, Pelli (1985 Journal of the Optical Society of America A 2 1508 - 1532) developed the 'uncertainty model' in which responses were linear with contrast, but the observer was uncertain about which of many noisy channels contained the signal. Such internal uncertainty effectively adds noise to weak signals, and predicts the nonlinear psychometric function. We re-examined these ideas by plotting psychometric functions (as z-scores) for two observers (SAW, PRM) with high precision. The task was to detect a single, vertical, blurred line at the fixation point, or identify its polarity (light vs dark). Detection of a known polarity was nearly linear for SAW but very nonlinear for PRM. Randomly interleaving light and dark trials reduced performance and rendered it non-linear for SAW, but had little effect for PRM. This occurred for both single-interval and 2AFC procedures. The whole pattern of results was well predicted by our Monte Carlo simulation of Pelli's model, with only two free parameters. SAW (highly practised) had very low uncertainty. PRM (with little prior practice) had much greater uncertainty, resulting in lower contrast sensitivity, nonlinear performance, and no effect of external (polarity) uncertainty. For SAW, identification was about v2 better than detection, implying statistically independent channels for stimuli of opposite polarity, rather than an opponent (light - dark) channel. These findings strongly suggest that noise and uncertainty, rather than sensory nonlinearity, limit visual detection.

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Fault tree analysis is used as a tool within hazard and operability (Hazop) studies. The present study proposes a new methodology for obtaining the exact TOP event probability of coherent fault trees. The technique uses a top-down approach similar to that of FATRAM. This new Fault Tree Disjoint Reduction Algorithm resolves all the intermediate events in the tree except OR gates with basic event inputs so that a near minimal cut sets expression is obtained. Then Bennetts' disjoint technique is applied and remaining OR gates are resolved. The technique has been found to be appropriate as an alternative to Monte Carlo simulation methods when rare events are countered and exact results are needed. The algorithm has been developed in FORTRAN 77 on the Perq workstation as an addition to the Aston Hazop package. The Perq graphical environment enabled a friendly user interface to be created. The total package takes as its input cause and symptom equations using Lihou's form of coding and produces both drawings of fault trees and the Boolean sum of products expression into which reliability data can be substituted directly.

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This thesis describes the procedure and results from four years research undertaken through the IHD (Interdisciplinary Higher Degrees) Scheme at Aston University in Birmingham, sponsored by the SERC (Science and Engineering Research Council) and Monk Dunstone Associates, Chartered Quantity Surveyors. A stochastic networking technique VERT (Venture Evaluation and Review Technique) was used to model the pre-tender costs of public health, heating ventilating, air-conditioning, fire protection, lifts and electrical installations within office developments. The model enabled the quantity surveyor to analyse, manipulate and explore complex scenarios which previously had defied ready mathematical analysis. The process involved the examination of historical material costs, labour factors and design performance data. Components and installation types were defined and formatted. Data was updated and adjusted using mechanical and electrical pre-tender cost indices and location, selection of contractor, contract sum, height and site condition factors. Ranges of cost, time and performance data were represented by probability density functions and defined by constant, uniform, normal and beta distributions. These variables and a network of the interrelationships between services components provided the framework for analysis. The VERT program, in this particular study, relied upon Monte Carlo simulation to model the uncertainties associated with pre-tender estimates of all possible installations. The computer generated output in the form of relative and cumulative frequency distributions of current element and total services costs, critical path analyses and details of statistical parameters. From this data alternative design solutions were compared, the degree of risk associated with estimates was determined, heuristics were tested and redeveloped, and cost significant items were isolated for closer examination. The resultant models successfully combined cost, time and performance factors and provided the quantity surveyor with an appreciation of the cost ranges associated with the various engineering services design options.

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This paper shows how the angular uncertainties can be determined for a rotary-laser automatic theodolite of the type used in (indoor-GPS) iGPS networks. Initially, the fundamental physics of the rotating head device is used to propagate uncertainties using Monte Carlo simulation. This theoretical element of the study shows how the angular uncertainty is affected by internal parameters, the actual values of which are estimated. Experiments are then carried out to determine the actual uncertainty in the azimuth angle. Results are presented that show that uncertainty decreases with sampling duration. Other significant findings are that uncertainty is relatively constant throughout the working volume and that the uncertainty value is not dependent on the size of the reference angle. © 2009 IMechE.

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Purpose: To investigate the use of MRIA for quantitative characterisation of subretinal fibrosis secondary to nAMD. Methods: MRIA images of the posterior pole were acquired over 4 months from 20 eyes including those with inactive subretinal fibrosis and those being treated with ranibizumab for nAMD. Changes in morphology of the macula affected by nAMD were modelled and reflectance spectra at the MRIA acquisition wavelengths (507, 525, 552, 585, 596, 611 and 650nm) were computed using Monte Carlo simulation. Quantitative indicators of fibrosis were derived by matching image spectra to the model spectra of known morphological properties. Results: The model spectra were comparable to the image spectra, both normal and pathological. The key morphological changes that the model associated with nAMD were gliosis of the IS-OS junction, decrease in retinal blood and decrease in RPE melanin. However, these changes were not specific to fibrosis and none of the quantitative indicators showed a unique association with the degree of fibrosis. Moderate correlations were found with the clinical assessment, but not with the treatment program. Conclusion: MRIA can distinguish subretinal fibrosis from healthy tissue. The methods used show high sensitivity but low specificity, being unable to distinguish scarring from other abnormalities like atrophy. Quantification of scarring was not achieved with the wavelengths used due to the complex structural changes to retinal tissues in the process of nAMD. Further studies, incorporating other wavelengths, will establish whether MRIA has a role in the assessment of subretinal fibrosis in the context of retinal and choroidal pathology

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The mechanics-based analysis framework predicts top-down fatigue cracking initiation time in asphalt concrete pavements by utilising fracture mechanics and mixture morphology-based property. To reduce the level of complexity involved, traffic data were characterised and incorporated into the framework using the equivalent single axle load (ESAL) approach. There is a concern that this kind of simplistic traffic characterisation might result in erroneous performance predictions and pavement structural designs. This paper integrates axle load spectra and other traffic characterisation parameters into the mechanics-based analysis framework and studies the impact these traffic characterisation parameters have on predicted fatigue cracking performance. The traffic characterisation inputs studied are traffic growth rate, axle load spectra, lateral wheel wander and volume adjustment factors. For this purpose, a traffic integration approach which incorporates Monte Carlo simulation and representative traffic characterisation inputs was developed. The significance of these traffic characterisation parameters was established by evaluating a number of field pavement sections. It is evident from the results that all the traffic characterisation parameters except truck wheel wander have been observed to have significant influence on predicted top-down fatigue cracking performance.