876 resultados para dynamic factor models


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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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O objetivo desta dissertação foi verificar a importância dos fatores termodinâmicos na ocorrência de eventos extremos de precipitação na Cidade de Belém (PA) e região metropolitana, no período de agosto de 2008 a dezembro de 2009. Para tal, foram utilizados dados de precipitação e radiossondagens. Para análise das condições termodinâmicas e dinâmicas foram utilizadas imagens de satélite, cartas de superfície e análise do diagrama SKEW T LOG P. O estudo da termodinâmica da atmosfera foi realizado a luz das teorias da Energia Potencial Disponível para a Convecção (CAPE) e, também, da Energia de Inibição da Convecção (CINE). Foi utilizado o método dos decis para classificar os eventos extremos de precipitação a fim de associá-los aos valores da CAPE e da CINE com o objetivo de verificar o valor destes índices quando da ocorrência dos eventos extremos. Verificou-se que a região estudada possui forte atividade convectiva durante todo o ano, haja vista que seus valores médios mensais variam entre 900 J/kg e 1900 J/kg. Foi visto, também, que nem sempre CAPE alta e CINE baixa determinam precipitação. Esta situação determina o potencial para a convecção profunda, mas para converter este potencial em precipitação existe a necessidade da forçante dinâmica. Os resultados mostraram que quando o processo de precipitação dependeu, exclusivamente, da CAPE, foi necessário haver um valor alto para poder gerar convecção profunda e por consequência precipitação, enquanto, que no processo de precipitação com contribuição dinâmica não foi necessário um valor tão significativo da CAPE, neste caso, não ultrapassou a 1000 J/kg. A CINE esteve, sempre, menor no período chuvoso apresentando valores médios mensais menores que 300 J/kg. Isto não quer dizer que quanto menor a CINE maior será a precipitação. Quando a inibição está presente a instabilidade vai crescendo ao longo do dia determinando, com isso, nuvens com um desenvolvimento vertical mais acentuado, assim os pontos onde os inibidores enfraquecem primeiro, serão os pontos preferenciais para o disparo da tempestade. Logo, quando a instabilidade estiver alta e existir o mecanismo inibidor (CINE), em uma grande área, os locais mais propícios aos disparos das tempestades são os pontos onde a CINE e o NCE começam a diminuir e a inversão térmica, que por vezes acontece, começa a ser quebrada. Durante a execução desta pesquisa ficou claro que para a ocorrência de eventos extremos de precipitação, no período chuvoso, existe necessidade da influência da ITCZ e no período seco, conforme se observa no estudo de caso realizado para o mês de outubro o fator dinâmico que mais influencia é a Linha de Instabilidade (LI).

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Pós-graduação em Matematica Aplicada e Computacional - FCT

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This study aimed to evaluate the dynamic factor applied to the results obtained by dynamic resistance formulas Janbu and Hiley, would lead to the results obtained by static strength analysis CAPWAPC ®. The evaluation was done by backcalculation dynamic loading tests (ECD), taking into consideration the type of soil in which the cutting base precast concrete were settled, and using the information on the effective energy transmitted to the stakes by hammers, obtained by CAPWAPC ®. The results are shown in tables and graphs, and showed that the use of these formulations and their dynamic factors can become an efficient and economical field, assisting the engineer in making decisions regarding the staking of the work

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The friction phenomena is present in mechanical systems with two surfaces that are in contact, which can cause serious damage to structures. Your understanding in many dynamic problems became the target of research due to its nonlinear behavior. It is necessary to know and thoroughly study each existing friction model found in the literature and nonlinear methods to define what will be the most appropriate to the problem in question. One of the most famous friction model is the Coulomb Friction, which is considered in the studied problems in the French research center Laboratoire de Mécanique des Structures et des Systèmes Couplés (LMSSC), where this search began. Regarding the resolution methods, the Harmonic Balance Method is generally used. To expand the knowledge about the friction models and the nonlinear methods, a study was carried out to identify and study potential methodologies that can be applied in the existing research lines in LMSSC and then obtain better final results. The identified friction models are divided into static and dynamic. Static models can be Classical Models, Karnopp Model and Armstrong Model. The dynamic models are Dahl Model, Bliman and Sorine Model and LuGre Model. Concerning about nonlinear methods, we study the Temporal Methods and Approximate Methods. The friction models analyzed with the help of Matlab software are verified from studies in the literature demonstrating the effectiveness of the developed programming

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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A semi-autonomous unmanned underwater vehicle (UUV), named LAURS, is being developed at the Laboratory of Sensors and Actuators at the University of Sao Paulo. The vehicle has been designed to provide inspection and intervention capabilities in specific missions of deep water oil fields. In this work, a method of modeling and identification of yaw motion dynamic system model of an open-frame underwater vehicle is presented. Using an on-board low cost magnetic compass sensor the method is based on the utilization of an uncoupled 1-DOF (degree of freedom) dynamic system equation and the application of the integral method which is the classical least squares algorithm applied to the integral form of the dynamic system equations. Experimental trials with the actual vehicle have been performed in a test tank and diving pool. During these experiments, thrusters responsible for yaw motion are driven by sinusoidal voltage signal profiles. An assessment of the feasibility of the method reveals that estimated dynamic system models are more reliable when considering slow and small sinusoidal voltage signal profiles, i.e. with larger periods and with relatively small amplitude and offset.

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The thesis studies the economic and financial conditions of Italian households, by using microeconomic data of the Survey on Household Income and Wealth (SHIW) over the period 1998-2006. It develops along two lines of enquiry. First it studies the determinants of households holdings of assets and liabilities and estimates their correlation degree. After a review of the literature, it estimates two non-linear multivariate models on the interactions between assets and liabilities with repeated cross-sections. Second, it analyses households financial difficulties. It defines a quantitative measure of financial distress and tests, by means of non-linear dynamic probit models, whether the probability of experiencing financial difficulties is persistent over time. Chapter 1 provides a critical review of the theoretical and empirical literature on the estimation of assets and liabilities holdings, on their interactions and on households net wealth. The review stresses the fact that a large part of the literature explain households debt holdings as a function, among others, of net wealth, an assumption that runs into possible endogeneity problems. Chapter 2 defines two non-linear multivariate models to study the interactions between assets and liabilities held by Italian households. Estimation refers to a pooling of cross-sections of SHIW. The first model is a bivariate tobit that estimates factors affecting assets and liabilities and their degree of correlation with results coherent with theoretical expectations. To tackle the presence of non normality and heteroskedasticity in the error term, generating non consistent tobit estimators, semi-parametric estimates are provided that confirm the results of the tobit model. The second model is a quadrivariate probit on three different assets (safe, risky and real) and total liabilities; the results show the expected patterns of interdependence suggested by theoretical considerations. Chapter 3 reviews the methodologies for estimating non-linear dynamic panel data models, drawing attention to the problems to be dealt with to obtain consistent estimators. Specific attention is given to the initial condition problem raised by the inclusion of the lagged dependent variable in the set of explanatory variables. The advantage of using dynamic panel data models lies in the fact that they allow to simultaneously account for true state dependence, via the lagged variable, and unobserved heterogeneity via individual effects specification. Chapter 4 applies the models reviewed in Chapter 3 to analyse financial difficulties of Italian households, by using information on net wealth as provided in the panel component of the SHIW. The aim is to test whether households persistently experience financial difficulties over time. A thorough discussion is provided of the alternative approaches proposed by the literature (subjective/qualitative indicators versus quantitative indexes) to identify households in financial distress. Households in financial difficulties are identified as those holding amounts of net wealth lower than the value corresponding to the first quartile of net wealth distribution. Estimation is conducted via four different methods: the pooled probit model, the random effects probit model with exogenous initial conditions, the Heckman model and the recently developed Wooldridge model. Results obtained from all estimators accept the null hypothesis of true state dependence and show that, according with the literature, less sophisticated models, namely the pooled and exogenous models, over-estimate such persistence.

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The aim of this Thesis is to obtain a better understanding of the mechanical behavior of the active Alto Tiberina normal fault (ATF). Integrating geological, geodetic and seismological data, we perform 2D and 3D quasi-static and dynamic mechanical models to simulate the interseismic phase and rupture dynamic of the ATF. Effects of ATF locking depth, synthetic and antithetic fault activity, lithology and realistic fault geometries are taken in account. The 2D and 3D quasi-static model results suggest that the deformation pattern inferred by GPS data is consistent with a very compliant ATF zone (from 5 to 15 km) and Gubbio fault activity. The presence of the ATF compliant zone is a first order condition to redistribute the stress in the Umbria-Marche region; the stress bipartition between hanging wall (high values) and footwall (low values) inferred by the ATF zone activity could explain the microseismicity rates that are higher in the hanging wall respect to the footwall. The interseismic stress build-up is mainly located along the Gubbio fault zone and near ATF patches with higher dip (30°dynamic models demonstrate that the magnitude expected, after that an event is simulated on the ATF, can decrease if we consider the fault plane roughness.

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This is the second part of a study investigating a model-based transient calibration process for diesel engines. The first part addressed the data requirements and data processing required for empirical transient emission and torque models. The current work focuses on modelling and optimization. The unexpected result of this investigation is that when trained on transient data, simple regression models perform better than more powerful methods such as neural networks or localized regression. This result has been attributed to extrapolation over data that have estimated rather than measured transient air-handling parameters. The challenges of detecting and preventing extrapolation using statistical methods that work well with steady-state data have been explained. The concept of constraining the distribution of statistical leverage relative to the distribution of the starting solution to prevent extrapolation during the optimization process has been proposed and demonstrated. Separate from the issue of extrapolation is preventing the search from being quasi-static. Second-order linear dynamic constraint models have been proposed to prevent the search from returning solutions that are feasible if each point were run at steady state, but which are unrealistic in a transient sense. Dynamic constraint models translate commanded parameters to actually achieved parameters that then feed into the transient emission and torque models. Combined model inaccuracies have been used to adjust the optimized solutions. To frame the optimization problem within reasonable dimensionality, the coefficients of commanded surfaces that approximate engine tables are adjusted during search iterations, each of which involves simulating the entire transient cycle. The resulting strategy, different from the corresponding manual calibration strategy and resulting in lower emissions and efficiency, is intended to improve rather than replace the manual calibration process.

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In a statistical inference scenario, the estimation of target signal or its parameters is done by processing data from informative measurements. The estimation performance can be enhanced if we choose the measurements based on some criteria that help to direct our sensing resources such that the measurements are more informative about the parameter we intend to estimate. While taking multiple measurements, the measurements can be chosen online so that more information could be extracted from the data in each measurement process. This approach fits well in Bayesian inference model often used to produce successive posterior distributions of the associated parameter. We explore the sensor array processing scenario for adaptive sensing of a target parameter. The measurement choice is described by a measurement matrix that multiplies the data vector normally associated with the array signal processing. The adaptive sensing of both static and dynamic system models is done by the online selection of proper measurement matrix over time. For the dynamic system model, the target is assumed to move with some distribution and the prior distribution at each time step is changed. The information gained through adaptive sensing of the moving target is lost due to the relative shift of the target. The adaptive sensing paradigm has many similarities with compressive sensing. We have attempted to reconcile the two approaches by modifying the observation model of adaptive sensing to match the compressive sensing model for the estimation of a sparse vector.

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Introduction Prospective memory (PM), the ability to remember to perform intended activities in the future (Kliegel & Jäger, 2007), is crucial to succeed in everyday life. PM seems to improve gradually over the childhood years (Zimmermann & Meier, 2006), but yet little is known about PM competences in young school children in general, and even less is known about factors influencing its development. Currently, a number of studies suggest that executive functions (EF) are potentially influencing processes (Ford, Driscoll, Shum & Macaulay, 2012; Mahy & Moses, 2011). Additionally, metacognitive processes (MC: monitoring and control) are assumed to be involved while optimizing one’s performance (Krebs & Roebers, 2010; 2012; Roebers, Schmid, & Roderer, 2009). Yet, the relations between PM, EF and MC remain relatively unspecified. We intend to empirically examine the structural relations between these constructs. Method A cross-sectional study including 119 2nd graders (mage = 95.03, sdage = 4.82) will be presented. Participants (n = 68 girls) completed three EF tasks (stroop, updating, shifting), a computerised event-based PM task and a MC spelling task. The latent variables PM, EF and MC that were represented by manifest variables deriving from the conducted tasks, were interrelated by structural equation modelling. Results Analyses revealed clear associations between the three cognitive constructs PM, EF and MC (rpm-EF = .45, rpm-MC = .23, ref-MC = .20). A three factor model, as opposed to one or two factor models, appeared to fit excellently to the data (chi2(17, 119) = 18.86, p = .34, remsea = .030, cfi = .990, tli = .978). Discussion The results indicate that already in young elementary school children, PM, EF and MC are empirically well distinguishable, but nevertheless substantially interrelated. PM and EF seem to share a substantial amount of variance while for MC, more unique processes may be assumed.

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Mountain vegetation is strongly affected by temperature and is expected to shift upwards with climate change. Dynamic vegetation models are often used to assess the impact of climate on vegetation and model output can be compared with paleobotanical data as a reality check. Recent paleoecological studies have revealed regional variation in the upward shift of timberlines in the Northern and Central European Alps in response to rapid warming at the Younger Dryas/Preboreal transition ca. 11700years ago, probably caused by a climatic gradient across the Alps. This contrasts with previous studies that successfully simulated the early Holocene afforestation in the (warmer) Central Alps with a chironomid-inferred temperature reconstruction from the (colder) Northern Alps. We use LandClim, a dynamic landscape vegetation model to simulate mountain forests under different temperature, soil and precipitation scenarios around Iffigsee (2065m a.s.l.) a lake in the Northwestern Swiss Alps, and compare the model output with the paleobotanical records. The model clearly overestimates the upward shift of timberline in a climate scenario that applies chironomid-inferred July-temperature anomalies to all months. However, forest establishment at 9800 cal. BP at Iffigsee is successfully simulated with lower moisture availability and monthly temperatures corrected for stronger seasonality during the early Holocene. The model-data comparison reveals a contraction in the realized niche of Abies alba due to the prominent role of anthropogenic disturbance after ca. 5000 cal. BP, which has important implications for species distribution models (SDMs) that rely on equilibrium with climate and niche stability. Under future climate projections, LandClim indicates a rapid upward shift of mountain vegetation belts by ca. 500m and treeline positions of ca. 2500m a.s.l. by the end of this century. Resulting biodiversity losses in the alpine vegetation belt might be mitigated with low-impact pastoralism to preserve species-rich alpine meadows.

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Recurrent wheezing or asthma is a common problem in children that has increased considerably in prevalence in the past few decades. The causes and underlying mechanisms are poorly understood and it is thought that a numb er of distinct diseases causing similar symptoms are involved. Due to the lack of a biologically founded classification system, children are classified according to their observed disease related features (symptoms, signs, measurements) into phenotypes. The objectives of this PhD project were a) to develop tools for analysing phenotypic variation of a disease, and b) to examine phenotypic variability of wheezing among children by applying these tools to existing epidemiological data. A combination of graphical methods (multivariate co rrespondence analysis) and statistical models (latent variables models) was used. In a first phase, a model for discrete variability (latent class model) was applied to data on symptoms and measurements from an epidemiological study to identify distinct phenotypes of wheezing. In a second phase, the modelling framework was expanded to include continuous variability (e.g. along a severity gradient) and combinations of discrete and continuo us variability (factor models and factor mixture models). The third phase focused on validating the methods using simulation studies. The main body of this thesis consists of 5 articles (3 published, 1 submitted and 1 to be submitted) including applications, methodological contributions and a review. The main findings and contributions were: 1) The application of a latent class model to epidemiological data (symptoms and physiological measurements) yielded plausible pheno types of wheezing with distinguishing characteristics that have previously been used as phenotype defining characteristics. 2) A method was proposed for including responses to conditional questions (e.g. questions on severity or triggers of wheezing are asked only to children with wheeze) in multivariate modelling.ii 3) A panel of clinicians was set up to agree on a plausible model for wheezing diseases. The model can be used to generate datasets for testing the modelling approach. 4) A critical review of methods for defining and validating phenotypes of wheeze in children was conducted. 5) The simulation studies showed that a parsimonious parameterisation of the models is required to identify the true underlying structure of the data. The developed approach can deal with some challenges of real-life cohort data such as variables of mixed mode (continuous and categorical), missing data and conditional questions. If carefully applied, the approach can be used to identify whether the underlying phenotypic variation is discrete (classes), continuous (factors) or a combination of these. These methods could help improve precision of research into causes and mechanisms and contribute to the development of a new classification of wheezing disorders in children and other diseases which are difficult to classify.