919 resultados para Method of moments algorithm
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An efficient and practical synthesis of tellurium tetrachloride from elemental tellurium and sulfuryl chloride is described. (C) 2008 Elsevier Ltd. All rights reserved.
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We consider method of moment fixed effects (FE) estimation of technical inefficiency. When N, the number of cross sectional observations, is large it ispossible to obtain consistent central moments of the population distribution of the inefficiencies. It is well-known that the traditional FE estimator may be seriously upward biased when N is large and T, the number of time observations, is small. Based on the second central moment and a single parameter distributional assumption on the inefficiencies, we obtain unbiased technical inefficiencies in large N settings. The proposed methodology bridges traditional FE and maximum likelihood estimation – bias is reduced without the random effects assumption.
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Audio coding is used to compress digital audio signals, thereby reducing the amount of bits needed to transmit or to store an audio signal. This is useful when network bandwidth or storage capacity is very limited. Audio compression algorithms are based on an encoding and decoding process. In the encoding step, the uncompressed audio signal is transformed into a coded representation, thereby compressing the audio signal. Thereafter, the coded audio signal eventually needs to be restored (e.g. for playing back) through decoding of the coded audio signal. The decoder receives the bitstream and reconverts it into an uncompressed signal. ISO-MPEG is a standard for high-quality, low bit-rate video and audio coding. The audio part of the standard is composed by algorithms for high-quality low-bit-rate audio coding, i.e. algorithms that reduce the original bit-rate, while guaranteeing high quality of the audio signal. The audio coding algorithms consists of MPEG-1 (with three different layers), MPEG-2, MPEG-2 AAC, and MPEG-4. This work presents a study of the MPEG-4 AAC audio coding algorithm. Besides, it presents the implementation of the AAC algorithm on different platforms, and comparisons among implementations. The implementations are in C language, in Assembly of Intel Pentium, in C-language using DSP processor, and in HDL. Since each implementation has its own application niche, each one is valid as a final solution. Moreover, another purpose of this work is the comparison among these implementations, considering estimated costs, execution time, and advantages and disadvantages of each one.
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In this paper, we test a version of the conditional CAPM with respect to a local market portfolio, proxied by the Brazilian stock index during the period 1976-1992. We also test a conditional APT modeI by using the difference between the 3-day rate (Cdb) and the overnight rate as a second factor in addition to the market portfolio in order to capture the large inflation risk present during this period. The conditional CAPM and APT models are estimated by the Generalized Method of Moments (GMM) and tested on a set of size portfolios created from individual securities exchanged on the Brazilian markets. The inclusion of this second factor proves to be important for the appropriate pricing of the portfolios.
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Data available on continuos-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods that have been developed to solve this problem. We concentrate on some recent contributions to the literature based on three di§erent approaches to the problem: an improvement of the Euler-Maruyama discretization scheme, the use of Martingale Estimating Functions and the application of Generalized Method of Moments (GMM).
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Data available on continuous-time diffusions are always sampled discretely in time. In most cases, the likelihood function of the observations is not directly computable. This survey covers a sample of the statistical methods that have been developed to solve this problem. We concentrate on some recent contributions to the literature based on three di§erent approaches to the problem: an improvement of the Euler-Maruyama discretization scheme, the employment of Martingale Estimating Functions, and the application of Generalized Method of Moments (GMM).
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We show how to include in the CAPM moments of any order, extending the mean-variance or mean-variance-skewness versions available until now. Then, we present a simple way to modify the formulae, in order to avoid the appearance of utility parameters. The results can be easily applied to practical portfolio design, with econometric inference and testing based on generalised method of moments procedures. An empirical application to the Brazilian stock market is discussed.
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We show that Judd (1982)’s method can be applied to any finite system, contrary to what he claimed in 1987. An example shows how to employ the technic to study monetary models in presence of capital accumulation.
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Neste trabalho investigamos as propriedades em pequena amostra e a robustez das estimativas dos parâmetros de modelos DSGE. Tomamos o modelo de Smets and Wouters (2007) como base e avaliamos a performance de dois procedimentos de estimação: Método dos Momentos Simulados (MMS) e Máxima Verossimilhança (MV). Examinamos a distribuição empírica das estimativas dos parâmetros e sua implicação para as análises de impulso-resposta e decomposição de variância nos casos de especificação correta e má especificação. Nossos resultados apontam para um desempenho ruim de MMS e alguns padrões de viés nas análises de impulso-resposta e decomposição de variância com estimativas de MV nos casos de má especificação considerados.
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As condições de ambiente térmico e aéreo, no interior de instalações para animais, alteram-se durante o dia, devido à influência do ambiente externo. Para que análises estatísticas e geoestatísticas sejam representativas, uma grande quantidade de pontos distribuídos espacialmente na área da instalação deve ser monitorada. Este trabalho propõe que a variação no tempo das variáveis ambientais de interesse para a produção animal, monitoradas no interior de instalações para animais, pode ser modelada com precisão a partir de registros discretos no tempo. O objetivo deste trabalho foi desenvolver um método numérico para corrigir as variações temporais dessas variáveis ambientais, transformando os dados para que tais observações independam do tempo gasto durante a aferição. O método proposto aproximou os valores registrados com retardos de tempo aos esperados no exato momento de interesse, caso os dados fossem medidos simultaneamente neste momento em todos os pontos distribuídos espacialmente. O modelo de correção numérica para variáveis ambientais foi validado para o parâmetro ambiental temperatura do ar, sendo que os valores corrigidos pelo método não diferiram pelo teste Tukey, a 5% de probabilidade dos valores reais registrados por meio de dataloggers.
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The frequency selective surfaces, or FSS (Frequency Selective Surfaces), are structures consisting of periodic arrays of conductive elements, called patches, which are usually very thin and they are printed on dielectric layers, or by openings perforated on very thin metallic surfaces, for applications in bands of microwave and millimeter waves. These structures are often used in aircraft, missiles, satellites, radomes, antennae reflector, high gain antennas and microwave ovens, for example. The use of these structures has as main objective filter frequency bands that can be broadcast or rejection, depending on the specificity of the required application. In turn, the modern communication systems such as GSM (Global System for Mobile Communications), RFID (Radio Frequency Identification), Bluetooth, Wi-Fi and WiMAX, whose services are highly demanded by society, have required the development of antennas having, as its main features, and low cost profile, and reduced dimensions and weight. In this context, the microstrip antenna is presented as an excellent choice for communications systems today, because (in addition to meeting the requirements mentioned intrinsically) planar structures are easy to manufacture and integration with other components in microwave circuits. Consequently, the analysis and synthesis of these devices mainly, due to the high possibility of shapes, size and frequency of its elements has been carried out by full-wave models, such as the finite element method, the method of moments and finite difference time domain. However, these methods require an accurate despite great computational effort. In this context, computational intelligence (CI) has been used successfully in the design and optimization of microwave planar structures, as an auxiliary tool and very appropriate, given the complexity of the geometry of the antennas and the FSS considered. The computational intelligence is inspired by natural phenomena such as learning, perception and decision, using techniques such as artificial neural networks, fuzzy logic, fractal geometry and evolutionary computation. This work makes a study of application of computational intelligence using meta-heuristics such as genetic algorithms and swarm intelligence optimization of antennas and frequency selective surfaces. Genetic algorithms are computational search methods based on the theory of natural selection proposed by Darwin and genetics used to solve complex problems, eg, problems where the search space grows with the size of the problem. The particle swarm optimization characteristics including the use of intelligence collectively being applied to optimization problems in many areas of research. The main objective of this work is the use of computational intelligence, the analysis and synthesis of antennas and FSS. We considered the structures of a microstrip planar monopole, ring type, and a cross-dipole FSS. We developed algorithms and optimization results obtained for optimized geometries of antennas and FSS considered. To validate results were designed, constructed and measured several prototypes. The measured results showed excellent agreement with the simulated. Moreover, the results obtained in this study were compared to those simulated using a commercial software has been also observed an excellent agreement. Specifically, the efficiency of techniques used were CI evidenced by simulated and measured, aiming at optimizing the bandwidth of an antenna for wideband operation or UWB (Ultra Wideband), using a genetic algorithm and optimizing the bandwidth, by specifying the length of the air gap between two frequency selective surfaces, using an optimization algorithm particle swarm
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Poly(p-phenylene vinylene) (PPV) derivatives are well known for their applications in polymer light emitting diodes (PLEDs). PPV derivatives are highly susceptible to photo-oxidation though, which is mainly caused by the scission of the vinyl double bond on the polymer backbone. In this work, we show that Langmuir-Blodgett (LB) films are less degraded than cast films of a PPV derivative (OC1OC6-PPV). Both films had similar thickness (similar to 50 nm) to allow for a more realistic comparison. Degradation was monitored with UV-vis and FTIR spectroscopies. The results indicated that cast films were completely degraded in ca. 400 min, while LB took longer time, i.e. about four times the values for the cast films. The differences can be attributed to the more compact morphology in the LB than in the cast films. With a compact morphology the diffusion of oxygen in the LB film is hampered and this causes a delay in the degradation process. (c) 2006 Elsevier Ltd. All rights reserved.
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Block diagrams and signal-flow graphs are used to represent and to obtain the transfer function of interconnected systems. The reduction of signal-flow graphs is considered simpler than the reduction of block diagrams for systems with complex interrelationships. Signal-flow graphs reduction can be made without graphic manipulations of diagrams, and it is attractive for a computational implementation. In this paper the authors propose a computational method for direct reduction of signal-flow graphs. This method uses results presented in this paper about the calculation of literal determinants without symbolic mathematics tools. The Cramer's rule is applied for the solution of a set of linear equations, A program in MATLAB language for reduction of signal-flow graphs with the proposed method is presented.
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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This work describes a modified sol-gel method for the preparation of V2O5/TiO2 catalysts. The samples have been characterized by N-2 adsorption at 77 K, X-ray Diffractometry (XRD), Scanning Electronic Microscopy (SEM/EDX) and Fourier Transform Infrared Spectroscopy (FT-IR). The surface area increases with the vanadia loading from 24 m(2) g(-1) for pure TiO2 to 87 m(2) g(-1) for 9 wt% of V2O5. The rutile form is predominant for pure TiO2 but becomes enriched with anatase phase when vanadia loading is increased. No crystalline V2O5 phase was observed in the diffractograms of the catalysts. Analysis by SEM showed heterogeneous granulation of particles with high vanadium dispersion. Two species of surface vanadium were observed by FT-IR spectroscopy: a monomeric vanadyl and polymeric vanadates. The vanadyl/vanadate ratio remains practically constant. Ethanol oxidation was used as a catalytic test in a temperature range from 350 to 560 K. The catalytic activity starts around 380 K. For the sample with 9 wt% of vanadia, the conversion of ethanol into acetaldehyde as the main product was approximately 90% at 473 K.