984 resultados para Dynamic Conditional Correlation


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Prior research shows that both cognitive ability (Schmidt & Hunter, 1998) and personality measures (Poropat, 2009; Hough & Furnham, 2003) are valid predictors of job performance. The dynamic nature of the relationships between cognitive ability and personality measures with performance over time spent on the job is less understood and thus this paper explores their relationships. Although there is much research to suggest that the predictive relationship between cognitive ability and performance decreases over years of tenure (e.g., Hulin, Henry, & Noon, 1990), other research suggests that the relationship between cognitive ability and performance will increase over time (Kolz, McFarland, & Silverman, 1988). In regard to personality, this study provides a critical test of two competing theories. The first position holds that the validity of personality degrades over time. Support for this position comes from the “ubiquitous” nature of the simplex pattern in individual differences (Humphreys, 1985). It follows that personality validities should perform like cognitive ability in this respect, and thus decline over time. In contrast to this viewpoint, the alternative position contends that the predictive relationship between personality variables and performance increases over time, with the correlation becoming larger in magnitude and more positive in direction over years of tenure. The results of this study support the latter position; personality validities predicted long term performance outcomes.

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The share of variable renewable energy in electricity generation has seen exponential growth during the recent decades, and due to the heightened pursuit of environmental targets, the trend is to continue with increased pace. The two most important resources, wind and insolation both bear the burden of intermittency, creating a need for regulation and posing a threat to grid stability. One possibility to deal with the imbalance between demand and generation is to store electricity temporarily, which was addressed in this thesis by implementing a dynamic model of adiabatic compressed air energy storage (CAES) with Apros dynamic simulation software. Based on literature review, the existing models due to their simplifications were found insufficient for studying transient situations, and despite of its importance, the investigation of part load operation has not yet been possible with satisfactory precision. As a key result of the thesis, the cycle efficiency at design point was simulated to be 58.7%, which correlated well with literature information, and was validated through analytical calculations. The performance at part load was validated against models shown in literature, showing good correlation. By introducing wind resource and electricity demand data to the model, grid operation of CAES was studied. In order to enable the dynamic operation, start-up and shutdown sequences were approximated in dynamic environment, as far as is known, the first time, and a user component for compressor variable guide vanes (VGV) was implemented. Even in the current state, the modularly designed model offers a framework for numerous studies. The validity of the model is limited by the accuracy of VGV correlations at part load, and in addition the implementation of heat losses to the thermal energy storage is necessary to enable longer simulations. More extended use of forecasts is one of the important targets of development, if the system operation is to be optimised in future.

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People go through their life making all kinds of decisions, and some of these decisions affect their demand for transportation, for example, their choices of where to live and where to work, how and when to travel and which route to take. Transport related choices are typically time dependent and characterized by large number of alternatives that can be spatially correlated. This thesis deals with models that can be used to analyze and predict discrete choices in large-scale networks. The proposed models and methods are highly relevant for, but not limited to, transport applications. We model decisions as sequences of choices within the dynamic discrete choice framework, also known as parametric Markov decision processes. Such models are known to be difficult to estimate and to apply to make predictions because dynamic programming problems need to be solved in order to compute choice probabilities. In this thesis we show that it is possible to explore the network structure and the flexibility of dynamic programming so that the dynamic discrete choice modeling approach is not only useful to model time dependent choices, but also makes it easier to model large-scale static choices. The thesis consists of seven articles containing a number of models and methods for estimating, applying and testing large-scale discrete choice models. In the following we group the contributions under three themes: route choice modeling, large-scale multivariate extreme value (MEV) model estimation and nonlinear optimization algorithms. Five articles are related to route choice modeling. We propose different dynamic discrete choice models that allow paths to be correlated based on the MEV and mixed logit models. The resulting route choice models become expensive to estimate and we deal with this challenge by proposing innovative methods that allow to reduce the estimation cost. For example, we propose a decomposition method that not only opens up for possibility of mixing, but also speeds up the estimation for simple logit models, which has implications also for traffic simulation. Moreover, we compare the utility maximization and regret minimization decision rules, and we propose a misspecification test for logit-based route choice models. The second theme is related to the estimation of static discrete choice models with large choice sets. We establish that a class of MEV models can be reformulated as dynamic discrete choice models on the networks of correlation structures. These dynamic models can then be estimated quickly using dynamic programming techniques and an efficient nonlinear optimization algorithm. Finally, the third theme focuses on structured quasi-Newton techniques for estimating discrete choice models by maximum likelihood. We examine and adapt switching methods that can be easily integrated into usual optimization algorithms (line search and trust region) to accelerate the estimation process. The proposed dynamic discrete choice models and estimation methods can be used in various discrete choice applications. In the area of big data analytics, models that can deal with large choice sets and sequential choices are important. Our research can therefore be of interest in various demand analysis applications (predictive analytics) or can be integrated with optimization models (prescriptive analytics). Furthermore, our studies indicate the potential of dynamic programming techniques in this context, even for static models, which opens up a variety of future research directions.

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A smart solar photovoltaic grid system is an advent of innovation coherence of information and communications technology (ICT) with power systems control engineering via the internet [1]. This thesis designs and demonstrates a smart solar photovoltaic grid system that is selfhealing, environmental and consumer friendly, but also with the ability to accommodate other renewable sources of energy generation seamlessly, creating a healthy competitive energy industry and optimising energy assets efficiency. This thesis also presents the modelling of an efficient dynamic smart solar photovoltaic power grid system by exploring the maximum power point tracking efficiency, optimisation of the smart solar photovoltaic array through modelling and simulation to improve the quality of design for the solar photovoltaic module. In contrast, over the past decade quite promising results have been published in literature, most of which have not addressed the basis of the research questions in this thesis. The Levenberg-Marquardt and sparse based algorithms have proven to be very effective tools in helping to improve the quality of design for solar photovoltaic modules, minimising the possible relative errors in this thesis. Guided by theoretical and analytical reviews in literature, this research has carefully chosen the MatLab/Simulink software toolbox for modelling and simulation experiments performed on the static smart solar grid system. The auto-correlation coefficient results obtained from the modelling experiments give an accuracy of 99% with negligible mean square error (MSE), root mean square error (RMSE) and standard deviation. This thesis further explores the design and implementation of a robust real-time online solar photovoltaic monitoring system, establishing a comparative study of two solar photovoltaic tracking systems which provide remote access to the harvested energy data. This research made a landmark innovation in designing and implementing a unique approach for online remote access solar photovoltaic monitoring systems providing updated information of the energy produced by the solar photovoltaic module at the site location. In addressing the challenge of online solar photovoltaic monitoring systems, Darfon online data logger device has been systematically integrated into the design for a comparative study of the two solar photovoltaic tracking systems examined in this thesis. The site location for the comparative study of the solar photovoltaic tracking systems is at the National Kaohsiung University of Applied Sciences, Taiwan, R.O.C. The overall comparative energy output efficiency of the azimuthal-altitude dual-axis over the 450 stationary solar photovoltaic monitoring system as observed at the research location site is about 72% based on the total energy produced, estimated money saved and the amount of CO2 reduction achieved. Similarly, in comparing the total amount of energy produced by the two solar photovoltaic tracking systems, the overall daily generated energy for the month of July shows the effectiveness of the azimuthal-altitude tracking systems over the 450 stationary solar photovoltaic system. It was found that the azimuthal-altitude dual-axis tracking systems were about 68.43% efficient compared to the 450 stationary solar photovoltaic systems. Lastly, the overall comparative hourly energy efficiency of the azimuthal-altitude dual-axis over the 450 stationary solar photovoltaic energy system was found to be 74.2% efficient. Results from this research are quite promising and significant in satisfying the purpose of the research objectives and questions posed in the thesis. The new algorithms introduced in this research and the statistical measures applied to the modelling and simulation of a smart static solar photovoltaic grid system performance outperformed other previous works in reviewed literature. Based on this new implementation design of the online data logging systems for solar photovoltaic monitoring, it is possible for the first time to have online on-site information of the energy produced remotely, fault identification and rectification, maintenance and recovery time deployed as fast as possible. The results presented in this research as Internet of things (IoT) on smart solar grid systems are likely to offer real-life experiences especially both to the existing body of knowledge and the future solar photovoltaic energy industry irrespective of the study site location for the comparative solar photovoltaic tracking systems. While the thesis has contributed to the smart solar photovoltaic grid system, it has also highlighted areas of further research and the need to investigate more on improving the choice and quality design for solar photovoltaic modules. Finally, it has also made recommendations for further research in the minimization of the absolute or relative errors in the quality and design of the smart static solar photovoltaic module.

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The goal of this project is to learn the necessary steps to create a finite element model, which can accurately predict the dynamic response of a Kohler Engines Heavy Duty Air Cleaner (HDAC). This air cleaner is composed of three glass reinforced plastic components and two air filters. Several uncertainties arose in the finite element (FE) model due to the HDAC’s component material properties and assembly conditions. To help understand and mitigate these uncertainties, analytical and experimental modal models were created concurrently to perform a model correlation and calibration. Over the course of the project simple and practical methods were found for future FE model creation. Similarly, an experimental method for the optimal acquisition of experimental modal data was arrived upon. After the model correlation and calibration was performed a validation experiment was used to confirm the FE models predictive capabilities.

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In this paper, the problem of semantic place categorization in mobile robotics is addressed by considering a time-based probabilistic approach called dynamic Bayesian mixture model (DBMM), which is an improved variation of the dynamic Bayesian network. More specifically, multi-class semantic classification is performed by a DBMM composed of a mixture of heterogeneous base classifiers, using geometrical features computed from 2D laserscanner data, where the sensor is mounted on-board a moving robot operating indoors. Besides its capability to combine different probabilistic classifiers, the DBMM approach also incorporates time-based (dynamic) inferences in the form of previous class-conditional probabilities and priors. Extensive experiments were carried out on publicly available benchmark datasets, highlighting the influence of the number of time-slices and the effect of additive smoothing on the classification performance of the proposed approach. Reported results, under different scenarios and conditions, show the effectiveness and competitive performance of the DBMM.

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In this PhD thesis a new firm level conditional risk measure is developed. It is named Joint Value at Risk (JVaR) and is defined as a quantile of a conditional distribution of interest, where the conditioning event is a latent upper tail event. It addresses the problem of how risk changes under extreme volatility scenarios. The properties of JVaR are studied based on a stochastic volatility representation of the underlying process. We prove that JVaR is leverage consistent, i.e. it is an increasing function of the dependence parameter in the stochastic representation. A feasible class of nonparametric M-estimators is introduced by exploiting the elicitability of quantiles and the stochastic ordering theory. Consistency and asymptotic normality of the two stage M-estimator are derived, and a simulation study is reported to illustrate its finite-sample properties. Parametric estimation methods are also discussed. The relation with the VaR is exploited to introduce a volatility contribution measure, and a tail risk measure is also proposed. The analysis of the dynamic JVaR is presented based on asymmetric stochastic volatility models. Empirical results with S&P500 data show that accounting for extreme volatility levels is relevant to better characterize the evolution of risk. The work is complemented by a review of the literature, where we provide an overview on quantile risk measures, elicitable functionals and several stochastic orderings.

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The purpose of this study was to assess the efficacy and reproducibility of the cytologic diagnosis of salivary gland tumors (SGTs) using fine-needle aspiration cytology (FNAC). The study aimed to determine diagnostic accuracy, sensitivity, and specificity and to evaluate the extent of interobserver agreement. We retrospectively evaluated SGTs from the files of the Division of Pathology at the Clinics Hospital of São Paulo and Piracicaba Dental School between 2000 and 2006. We performed cytohistologic correlation in 182 SGTs. The sensitivity, specificity, positive predictive value, negative predictive value, and diagnostic accuracy were 94%, 100%, 100%, 100%, and 99%, respectively. The interobserver cytologic reproducibility showed significant statistical concordance (P < .0001). FNAC is an effective tool for performing a reliable preoperative diagnosis in SGTs and shows high diagnostic accuracy and consistent interobserver reproducibility. Further FNAC studies analyzing large samples of malignant SGTs and reactive salivary lesions are needed to confirm their accuracy.

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The first theoretical results of core-valence correlation effects are presented for the infrared wavenumbers and intensities of the BF3 and BCl3 molecules, using (double- and triple-zeta) Dunning core-valence basis sets at the CCSD(T) level. The results are compared with those calculated in the frozen core approximation with standard Dunning basis sets at the same correlation level and with the experimental values. The general conclusion is that the effect of core-valence correlation is, for infrared wavenumbers and intensities, smaller than the effect of adding augmented diffuse functions to the basis set, e.g., cc-pVTZ to aug-cc-pVTZ. Moreover, the trends observed in the data are mainly related to the augmented functions rather than the core-valence functions added to the basis set. The results obtained here confirm previous studies pointing out the large descrepancy between the theoretical and experimental intensities of the stretching mode for BCl3.

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Fluorescence Correlation Spectroscopy (FCS) is an optical technique that allows the measurement of the diffusion coefficient of molecules in a diluted sample. From the diffusion coefficient it is possible to calculate the hydrodynamic radius of the molecules. For colloidal quantum dots (QDs) the hydrodynamic radius is valuable information to study interactions with other molecules or other QDs. In this chapter we describe the main aspects of the technique and how to use it to calculate the hydrodynamic radius of quantum dots (QDs).

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Obstructive sleep apnea syndrome has a high prevalence among adults. Cephalometric variables can be a valuable method for evaluating patients with this syndrome. To correlate cephalometric data with the apnea-hypopnea sleep index. We performed a retrospective and cross-sectional study that analyzed the cephalometric data of patients followed in the Sleep Disorders Outpatient Clinic of the Discipline of Otorhinolaryngology of a university hospital, from June 2007 to May 2012. Ninety-six patients were included, 45 men, and 51 women, with a mean age of 50.3 years. A total of 11 patients had snoring, 20 had mild apnea, 26 had moderate apnea, and 39 had severe apnea. The distance from the hyoid bone to the mandibular plane was the only variable that showed a statistically significant correlation with the apnea-hypopnea index. Cephalometric variables are useful tools for the understanding of obstructive sleep apnea syndrome. The distance from the hyoid bone to the mandibular plane showed a statistically significant correlation with the apnea-hypopnea index.

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Squamous cell carcinoma is the most common neoplasm of the larynx and glottis, and its prognosis depends on the size of the lesion, level of local invasion, cervical lymphatic spread, and presence of distant metastases. Ki-67 (MKI67) is a protein present in the core, whose function is related to cell proliferation. To evaluate the expression of marker Ki-67 in squamous cell carcinoma of the larynx and glottis and its correlation to pathological findings. Experimental study with immunohistochemistry analysis of Ki-67, calculating the percentage of the cell proliferation index in glottic squamous cell carcinomas. Sixteen cases were analyzed, with six well-differentiated and 10 poorly/moderately differentiated tumors. There was a correlation between cell proliferation index and degree of cell differentiation, with higher proliferation in poorly/moderately differentiated tumors. The cell proliferation index, as measured by Ki-67, may be useful in the characterization of histological degree in glottic squamous cell tumors.

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To assess total testosterone and prostatic-specific antigen (PSA) kinetics among diverse chemical castrations, advanced-stage prostate cancer patients were randomized into three groups of 20: Group 1, Leuprolide 3.75 mg; Group 2, Leuprolide 7.5 mg; and Group 3, Goserelin 3.6 mg. All groups were treated with monthly application of the respective drugs. The patients' levels of serum total testosterone and PSA were evaluated at two time periods: before the treatment and 3 months after the treatment. Spearman's rank correlation coefficient was utilized to verify the hypothesis of linear correlation between total testosterone and PSA levels. At the beginning the patients' age, stage, grade, PSA, and total testosterone were similar within the three groups, with median age 72, 70, and 70 years in Groups 1, 2, and 3, respectively. Three months after the treatment, patients who received Leuprolide 7.5 mg presented significantly lower median total testosterone levels compared with Goserelin 3.6 mg and Leuprolide 3.75 mg (9.5 ng/dL vs. 20.0 ng/dL vs. 30.0 ng/dL, respectively; p = .0072), while those who received Goserelin 3.6 mg presented significantly lower PSA levels compared with Leuprolide 7.5 mg and Leuprolide 3.75 mg (0.67 vs. 1.86 vs. 2.57, respectively; p = .0067). There was no linear correlation between total testosterone and PSA levels. Overall, regarding castration levels of total testosterone, 28.77% of patients did not obtain levels ≤50 ng/dL and 47.80% did not obtain levels ≤20 ng/dL. There was no correlation between total testosterone and PSA kinetics and no equivalence among different pharmacological castrations.

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In acquired immunodeficiency syndrome (AIDS) studies it is quite common to observe viral load measurements collected irregularly over time. Moreover, these measurements can be subjected to some upper and/or lower detection limits depending on the quantification assays. A complication arises when these continuous repeated measures have a heavy-tailed behavior. For such data structures, we propose a robust structure for a censored linear model based on the multivariate Student's t-distribution. To compensate for the autocorrelation existing among irregularly observed measures, a damped exponential correlation structure is employed. An efficient expectation maximization type algorithm is developed for computing the maximum likelihood estimates, obtaining as a by-product the standard errors of the fixed effects and the log-likelihood function. The proposed algorithm uses closed-form expressions at the E-step that rely on formulas for the mean and variance of a truncated multivariate Student's t-distribution. The methodology is illustrated through an application to an Human Immunodeficiency Virus-AIDS (HIV-AIDS) study and several simulation studies.

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Herpesvirus reactivation is common after liver transplantation. Analyze the presence of cytomegalovirus (HCMV) and human herpesvirus-6 (HHV-6) DNA in liver donor biopsies, seeking to better understand issues involving human donor leukocyte antigens (HLA)-A, B and DR, as well as correlations with acute cellular rejection. Fifty-nine liver transplantation patients were investigated for the presence of HCMV and HHV-6 DNA in liver donor biopsies, using the Nested-PCR technique. The clinical donor information and HLA matches were obtained from the São Paulo State Transplant System. The recipients' records regarding acute cellular rejection were studied. Seven (11.8%) biopsies were positive for HCMV DNA and 29 (49%) were positive for HHV-6 DNA. In 14 donors with HLA-DR 15 nine had HHV-6 DNA positive liver biopsy with a tendency for significant association (p=0.09), 22 recipients developed acute cellular rejection and 9/22 were positive for HLA-DR 15 (p=0.03; χ(2)=4.51), which was statistically significant in univariate analysis and showed a tendency after multivariate analysis (p=0.08). HHV-6 DNA was prevalent in liver donors studied as well as HLA-DR 15. These findings suggest that patients with HLA-DR 15 in liver donor biopsies develop more rejection after liver transplantation.