23 resultados para Auto-Regressive and Moving-Average Model with exogenous inputs
em Aston University Research Archive
Resumo:
Linear programming (LP) is the most widely used optimization technique for solving real-life problems because of its simplicity and efficiency. Although conventional LP models require precise data, managers and decision makers dealing with real-world optimization problems often do not have access to exact values. Fuzzy sets have been used in the fuzzy LP (FLP) problems to deal with the imprecise data in the decision variables, objective function and/or the constraints. The imprecisions in the FLP problems could be related to (1) the decision variables; (2) the coefficients of the decision variables in the objective function; (3) the coefficients of the decision variables in the constraints; (4) the right-hand-side of the constraints; or (5) all of these parameters. In this paper, we develop a new stepwise FLP model where fuzzy numbers are considered for the coefficients of the decision variables in the objective function, the coefficients of the decision variables in the constraints and the right-hand-side of the constraints. In the first step, we use the possibility and necessity relations for fuzzy constraints without considering the fuzzy objective function. In the subsequent step, we extend our method to the fuzzy objective function. We use two numerical examples from the FLP literature for comparison purposes and to demonstrate the applicability of the proposed method and the computational efficiency of the procedures and algorithms. © 2013-IOS Press and the authors. All rights reserved.
Resumo:
The ERS-1 satellite carries a scatterometer which measures the amount of radiation scattered back toward the satellite by the ocean's surface. These measurements can be used to infer wind vectors. The implementation of a neural network based forward model which maps wind vectors to radar backscatter is addressed. Input noise cannot be neglected. To account for this noise, a Bayesian framework is adopted. However, Markov Chain Monte Carlo sampling is too computationally expensive. Instead, gradient information is used with a non-linear optimisation algorithm to find the maximum em a posteriori probability values of the unknown variables. The resulting models are shown to compare well with the current operational model when visualised in the target space.
Resumo:
The ERS-1 satellite carries a scatterometer which measures the amount of radiation scattered back toward the satellite by the ocean's surface. These measurements can be used to infer wind vectors. The implementation of a neural network based forward model which maps wind vectors to radar backscatter is addressed. Input noise cannot be neglected. To account for this noise, a Bayesian framework is adopted. However, Markov Chain Monte Carlo sampling is too computationally expensive. Instead, gradient information is used with a non-linear optimisation algorithm to find the maximum em a posteriori probability values of the unknown variables. The resulting models are shown to compare well with the current operational model when visualised in the target space.
Resumo:
We studied the relationship between the decline in sensitivity that occurs with eccentricity for stimuli of different spatial scale defined by either luminance (LM) or contrast (CM) modulation. We show that the detectability of CM stimuli declines with eccentricity in a spatial frequency-dependent manner, and that the rate of sensitivity decline for CM stimuli is roughly that expected from their 1st order carriers, except, possibly, at finer scales. Using an equivalent noise paradigm, we investigated the possible reasons for why the foveal sensitivity for detecting LM and CM stimuli differs as well as the reason why the detectability of 1st order stimuli declines with eccentricity. We show the former can be modeled by an increase in internal noise whereas the latter involves both an increase in internal noise and a loss of efficiency. To encompass both the threshold and suprathreshold transfer properties of peripheral vision, we propose a model in terms of the contrast gain of the underlying mechanisms.
Resumo:
Poor water solubility leads to low dissolution rate and consequently, it can limit bioavailability. Solid dispersions, where the drug is dispersed into an inert, hydrophilic polymer matrix can enhance drug dissolution. Solid dispersions were prepared using phenacetin and phenylbutazone as model drugs with polyethylene glycol (PEG) 8000 (carrier), by melt fusion method. Phenacetin and phenylbutazone displayed an increase in the dissolution rate when formulated as solid dispersions as compared with their physical mixture and drug alone counterparts. Characterisation of the solid dispersions was performed using differential scanning calorimetry (DSC), Fourier transform infrared spectroscopy (FTIR) and scanning electron microscopy (SEM). DSC studies revealed that drugs were present in the amorphous form within the solid dispersions. FTIR spectra for the solid dispersions of drugs suggested that there was a lack of interaction between PEG 8000 and the drug. However, the physical mixture of phenacetin with PEG 8000 indicated the formation of hydrogen bond between phenacetin and the carrier. Permeability of phenacetin and phenylbutazone was higher for solid dispersions as compared with that of drug alone across Caco-2 cell monolayers. Permeability studies have shown that both phenacetin and phenylbutazone, and their solid dispersions can be categorised as well-absorbed compounds.
Resumo:
Adapting to blurred or sharpened images alters perceived blur of a focused image (M. A. Webster, M. A. Georgeson, & S. M. Webster, 2002). We asked whether blur adaptation results in (a) renormalization of perceived focus or (b) a repulsion aftereffect. Images were checkerboards or 2-D Gaussian noise, whose amplitude spectra had (log-log) slopes from -2 (strongly blurred) to 0 (strongly sharpened). Observers adjusted the spectral slope of a comparison image to match different test slopes after adaptation to blurred or sharpened images. Results did not show repulsion effects but were consistent with some renormalization. Test blur levels at and near a blurred or sharpened adaptation level were matched by more focused slopes (closer to 1/f) but with little or no change in appearance after adaptation to focused (1/f) images. A model of contrast adaptation and blur coding by multiple-scale spatial filters predicts these blur aftereffects and those of Webster et al. (2002). A key proposal is that observers are pre-adapted to natural spectra, and blurred or sharpened spectra induce changes in the state of adaptation. The model illustrates how norms might be encoded and recalibrated in the visual system even when they are represented only implicitly by the distribution of responses across multiple channels.
Resumo:
An uptake system was developed using Caco-2 cell monolayers and the dipeptide, glycyl-[3H]L-proline, as a probe compound. Glycyl-[3H]L-proline uptake was via the di-/tripeptide transport system (DTS) and, exhibited concentration-, pH- and temperature-dependency. Dipeptides inhibited uptake of the probe, and the design of the system allowed competitors to be ranked against one another with respect to affinity for the transporter. The structural features required to ensure or increase interaction with the DTS were defined by studying the effect of a series of glycyl-L-proline and angiotensin-converting enzyme (ACE)-inhibitor (SQ-29852) analogues on the uptake of the probe. The SQ-29852 structure was divided into six domains (A-F) and competitors were grouped into series depending on structural variations within specific regions. Domain A was found to prefer a hydrophobic function, such as a phenyl group, and was intolerant to positive charges and H+ -acceptors and donors. SQ-29852 analogues were more tolerant of substitutions in the C domain, compared to glycyl-L-proline analogues, suggesting that interactions along the length of the SQ-29852 molecule may override the effects of substitutions in the C domain. SQ-29852 analogues showed a preference for a positive function, such as an amine group in this region, but dipeptide structures favoured an uncharged substitution. Lipophilic substituents in domain D increased affinity of SQ-29852 analogues with the DTS. A similar effect was observed for ACE-NEP inhibitor analogues. Domain E, corresponding to the carboxyl group was found to be tolerant of esterification for SQ-29852 analogues but not for dipeptides. Structural features which may increase interaction for one series of compounds, may not have the same effect for another series, indicating that the presence of multiple recognition sites on a molecule may override the deleterious effect of anyone change. Modifying current, poorly absorbed peptidomimetic structures to fit the proposed hypothetical model may improve oral bioavailability by increasing affinity for the DTS. The stereochemical preference of the transporter was explored using four series of compounds (SQ-29852, lysylproline, alanylproline and alanylalanine enantiomers). The L, L stereochemistry was the preferred conformation for all four series, agreeing with previous studies. However, D, D enantiomers were shown in some cases to be substrates for the DTS, although exhibiting a lower affinity than their L, L counterparts. All the ACE-inhibitors and β-lactam antibiotics investigated, produced a degree of inhibition of the probe, and thus show some affinity for the DTS. This contrasts with previous reports that found several ACE inhibitors to be absorbed via a passive process, thus suggesting that compounds are capable of binding to the transporter site and inhibiting the probe without being translocated into the cell. This was also shown to be the case for oligodeoxynucleotide conjugated to a lipophilic group (vitamin E), and highlights the possibility that other orally administered drug candidates may exert non-specific effects on the DTS and possibly have a nutritional impact. Molecular modelling of selected ACE-NEP inhibitors revealed that the three carbonyl functions can be oriented in a similar direction, and this conformation was found to exist in a local energy-minimised state, indicating that the carbonyls may possibly be involved in hydrogen-bond formation with the binding site of the DTS.
Resumo:
This thesis investigates the soil-pipeline interactions associated with the operation of large-diameter chilled gas pipelines in Britain, these are frost/pipe heave and ground cracking. The investigation was biased towards the definition of the mechanism of ground cracking and, the parameters which influence its generation and subsequent development, especially its interaction with frost heave. The study involved a literature review, questionnaire, large-scale test and small-scale laboratory model experiments. The literature review concentrated on soil-pipeline interactions and frost action, with frost/pipe heave often reported but ground cracking was seldom reported. A questionnaire was circulated within British Gas to gain further information on these interactions. The replies indicated that if frost/pipe heave was reported, ground cracking was also likely to be observed. These soil-pipeline interactions were recorded along 19% of pipelines in the survey and were more likely along the larger diameter, higher flow pipelines. A large-scale trial along a 900 mm pipeline was undertaken to assess the soil thermal, hydraulic and stress regimes, together with pipe and ground movements. Results indicated that cracking occurred intermittently along the pipeline during periods of rapid frost/pipe heave and ground movement and, that frozen annulus growth produced a ground surface profile was approximated by a normal probability distribution curve. This curve indicates maximum tensile strain directly over the pipe centre. Finally a small-scale laboratory model was operated to further define the ground cracking mechanism. Ground cracking was observed at small upward ground surface movement, and with continued movement the ground crack increased in width and depth. At the end of the experiments internal soil failure planes slanting upwards and away from the frozen annulus were noted. The suggested mechanism for ground cracking involved frozen annulus growth producing tensile strain in the overlying unfrozen soil, which when sufficient produced a crack.
Resumo:
In this paper a Markov chain based analytical model is proposed to evaluate the slotted CSMA/CA algorithm specified in the MAC layer of IEEE 802.15.4 standard. The analytical model consists of two two-dimensional Markov chains, used to model the state transition of an 802.15.4 device, during the periods of a transmission and between two consecutive frame transmissions, respectively. By introducing the two Markov chains a small number of Markov states are required and the scalability of the analytical model is improved. The analytical model is used to investigate the impact of the CSMA/CA parameters, the number of contending devices, and the data frame size on the network performance in terms of throughput and energy efficiency. It is shown by simulations that the proposed analytical model can accurately predict the performance of slotted CSMA/CA algorithm for uplink, downlink and bi-direction traffic, with both acknowledgement and non-acknowledgement modes.
Resumo:
In examining bank cost efficiency in banking inclusion of risk-taking of banks is very important. In this paper we depart from the standard modeling approach and view risk intimately related to the technology. Thus, instead of controlling for risk by viewing them as covariates in the standard cost function we argue that the technology differs with risk, thereby meaning that the parameters of the parametric cost function changes with risk in a fully flexible manner. This is accomplished by viewing the parameters of the cost function as nonparametric functions of risk. We also control for country-specific effects in a fully flexible manner by using them as arguments of the nonparametric functions along with the risk variable. The resulting cost function then becomes semiparametric. The standard parametric model becomes a special case of our semiparametric model. We use the above modeling approach for banks in the EU countries. Actually, European financial integration is seen as a stepping stone for the development of a competitive single EU market that promotes efficiency and increases consumer welfare, changing the risk profile of the European banks. Particularly, financial integration allows more risk diversification and permits banks to use more advanced risk management instruments and systems, however it has at the same time increased the probability of systematic risks. Financial integration has increased the risk of contagion and changed its nature and scope. Consequently the bank’s risk seems to be an important issue to be investigated.
Resumo:
We obtain the exact asymptotic result for the disorder-averaged probability distribution function for a random walk in a biased Sinai model and show that it is characterized by a creeping behavior of the displacement moments with time,
Resumo:
The recent explosive growth of voice over IP (VoIP) solutions calls for accurate modelling of VoIP traffic. This study presents measurements of ON and OFF periods of VoIP activity from a significantly large database of VoIP call recordings consisting of native speakers speaking in some of the world's most widely spoken languages. The impact of the languages and the varying dynamics of caller interaction on the ON and OFF period statistics are assessed. It is observed that speaker interactions dominate over language dependence which makes monologue-based data unreliable for traffic modelling. The authors derive a semi-Markov model which accurately reproduces the statistics of composite dialogue measurements. © The Institution of Engineering and Technology 2013.
Resumo:
Integer-valued data envelopment analysis (DEA) with alternative returns to scale technology has been introduced and developed recently by Kuosmanen and Kazemi Matin. The proportionality assumption of their introduced "natural augmentability" axiom in constant and nondecreasing returns to scale technologies makes it possible to achieve feasible decision-making units (DMUs) of arbitrary large size. In many real world applications it is not possible to achieve such production plans since some of the input and output variables are bounded above. In this paper, we extend the axiomatic foundation of integer-valuedDEAmodels for including bounded output variables. Some model variants are achieved by introducing a new axiom of "boundedness" over the selected output variables. A mixed integer linear programming (MILP) formulation is also introduced for computing efficiency scores in the associated production set. © 2011 The Authors. International Transactions in Operational Research © 2011 International Federation of Operational Research Societies.
Resumo:
Although crisp data are fundamentally indispensable for determining the profit Malmquist productivity index (MPI), the observed values in real-world problems are often imprecise or vague. These imprecise or vague data can be suitably characterized with fuzzy and interval methods. In this paper, we reformulate the conventional profit MPI problem as an imprecise data envelopment analysis (DEA) problem, and propose two novel methods for measuring the overall profit MPI when the inputs, outputs, and price vectors are fuzzy or vary in intervals. We develop a fuzzy version of the conventional MPI model by using a ranking method, and solve the model with a commercial off-the-shelf DEA software package. In addition, we define an interval for the overall profit MPI of each decision-making unit (DMU) and divide the DMUs into six groups according to the intervals obtained for their overall profit efficiency and MPIs. We also present two numerical examples to demonstrate the applicability of the two proposed models and exhibit the efficacy of the procedures and algorithms. © 2011 Elsevier Ltd.