877 resultados para Non-stationary iterative method
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Dissertação para obtenção do Grau de Mestre em Biotecnologia
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Dissertação de mestrado Internacional em Sustentabilidade do Ambiente Construído
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First published online: December 16, 2014.
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Electromyography, EMG, spectral analysis, median frequency, non-stationary signals, sports performance, modelling, simulation, intramuscular coordination, motor unit, fuzzy control
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Job protection and cash benefits are key elements of parental leave (PL) systems. We study how these two policy instruments affect return-to-work and medium-run labour market outcomes of mothers of newborn children. Analysing a series of major PL policy changes in Austria, we find that longer cash benefits lead to a significant delay in return-to-work, particularly so in the period that is job-protected. Prolonged parental leave absence induced by these policy changes does not appear to hurt mothers' labour market outcomes in the medium run. We build a non-stationary model of job search after childbirth to isolate the role of the two policy instruments. The model matches return-to-work and return to same employer profiles under the various factual policy configurations. Counterfactual policy simulations indicate that a system that combines cash with protection dominates other systems in generating time for care immediately after birth while maintaining mothers' medium-run labour market attachment.
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This paper analyzes the persistence of shocks that affect the real exchange rates for a panel of seventeen OECD developed countries during the post-Bretton Woods era. The adoption of a panel data framework allows us to distinguish two different sources of shocks, i.e. the idiosyncratic and the common shocks, each of which may have di¤erent persistence patterns on the real exchange rates. We first investigate the stochastic properties of the panel data set using panel stationarity tests that simultaneously consider both the presence of cross-section dependence and multiple structural breaks that have not received much attention in previous persistence analyses. Empirical results indicate that real exchange rates are non-stationary when the analysis does not account for structural breaks, although this conclusion is reversed when they are modeled. Consequently, misspecification errors due to the non-consideration of structural breaks leads to upward biased shocks' persistence measures. The persistence measures for the idiosyncratic and common shocks have been estimated in this paper always turn out to be less than one year.
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Raman spectroscopy has become an attractive tool for the analysis of pharmaceutical solid dosage forms. In the present study it is used to ensure the identity of tablets. The two main applications of this method are release of final products in quality control and detection of counterfeits. Twenty-five product families of tablets have been included in the spectral library and a non-linear classification method, the Support Vector Machines (SVMs), has been employed. Two calibrations have been developed in cascade: the first one identifies the product family while the second one specifies the formulation. A product family comprises different formulations that have the same active pharmaceutical ingredient (API) but in a different amount. Once the tablets have been classified by the SVM model, API peaks detection and correlation are applied in order to have a specific method for the identification and allow in the future to discriminate counterfeits from genuine products. This calibration strategy enables the identification of 25 product families without error and in the absence of prior information about the sample. Raman spectroscopy coupled with chemometrics is therefore a fast and accurate tool for the identification of pharmaceutical tablets.
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Over thirty years ago, Leamer (1983) - among many others - expressed doubts about the quality and usefulness of empirical analyses for the economic profession by stating that "hardly anyone takes data analyses seriously. Or perhaps more accurately, hardly anyone takes anyone else's data analyses seriously" (p.37). Improvements in data quality, more robust estimation methods and the evolution of better research designs seem to make that assertion no longer justifiable (see Angrist and Pischke (2010) for a recent response to Leamer's essay). The economic profes- sion and policy makers alike often rely on empirical evidence as a means to investigate policy relevant questions. The approach of using scientifically rigorous and systematic evidence to identify policies and programs that are capable of improving policy-relevant outcomes is known under the increasingly popular notion of evidence-based policy. Evidence-based economic policy often relies on randomized or quasi-natural experiments in order to identify causal effects of policies. These can require relatively strong assumptions or raise concerns of external validity. In the context of this thesis, potential concerns are for example endogeneity of policy reforms with respect to the business cycle in the first chapter, the trade-off between precision and bias in the regression-discontinuity setting in chapter 2 or non-representativeness of the sample due to self-selection in chapter 3. While the identification strategies are very useful to gain insights into the causal effects of specific policy questions, transforming the evidence into concrete policy conclusions can be challenging. Policy develop- ment should therefore rely on the systematic evidence of a whole body of research on a specific policy question rather than on a single analysis. In this sense, this thesis cannot and should not be viewed as a comprehensive analysis of specific policy issues but rather as a first step towards a better understanding of certain aspects of a policy question. The thesis applies new and innovative identification strategies to policy-relevant and topical questions in the fields of labor economics and behavioral environmental economics. Each chapter relies on a different identification strategy. In the first chapter, we employ a difference- in-differences approach to exploit the quasi-experimental change in the entitlement of the max- imum unemployment benefit duration to identify the medium-run effects of reduced benefit durations on post-unemployment outcomes. Shortening benefit duration carries a double- dividend: It generates fiscal benefits without deteriorating the quality of job-matches. On the contrary, shortened benefit durations improve medium-run earnings and employment possibly through containing the negative effects of skill depreciation or stigmatization. While the first chapter provides only indirect evidence on the underlying behavioral channels, in the second chapter I develop a novel approach that allows to learn about the relative impor- tance of the two key margins of job search - reservation wage choice and search effort. In the framework of a standard non-stationary job search model, I show how the exit rate from un- employment can be decomposed in a way that is informative on reservation wage movements over the unemployment spell. The empirical analysis relies on a sharp discontinuity in unem- ployment benefit entitlement, which can be exploited in a regression-discontinuity approach to identify the effects of extended benefit durations on unemployment and survivor functions. I find evidence that calls for an important role of reservation wage choices for job search be- havior. This can have direct implications for the optimal design of unemployment insurance policies. The third chapter - while thematically detached from the other chapters - addresses one of the major policy challenges of the 21st century: climate change and resource consumption. Many governments have recently put energy efficiency on top of their agendas. While pricing instru- ments aimed at regulating the energy demand have often been found to be short-lived and difficult to enforce politically, the focus of energy conservation programs has shifted towards behavioral approaches - such as provision of information or social norm feedback. The third chapter describes a randomized controlled field experiment in which we discuss the effective- ness of different types of feedback on residential electricity consumption. We find that detailed and real-time feedback caused persistent electricity reductions on the order of 3 to 5 % of daily electricity consumption. Also social norm information can generate substantial electricity sav- ings when designed appropriately. The findings suggest that behavioral approaches constitute effective and relatively cheap way of improving residential energy-efficiency.
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Several superstructure design methodologies have been developed for low volume road bridges by the Iowa State University Bridge Engineering Center. However, to date no standard abutment designs have been developed. Thus, there was a need to establish an easy to use design methodology in addition to generating generic abutment standards and other design aids for the more common substructure systems used in Iowa. The final report for this project consists of three volumes. The first volume (this volume) summarizes the research completed in this project. A survey of the Iowa County Engineers was conducted from which it was determined that while most counties use similar types of abutments, only 17 percent use some type of standard abutment designs or plans. A literature review revealed several possible alternative abutment systems for future use on low volume road bridges in addition to two separate substructure lateral load analysis methods. These consisted of a linear and a non-linear method. The linear analysis method was used for this project due to its relative simplicity and the relative accuracy of the maximum pile moment when compared to values obtained from the more complex non-linear analysis method. The resulting design methodology was developed for single span stub abutments supported on steel or timber piles with a bridge span length ranging from 20 to 90 ft and roadway widths of 24 and 30 ft. However, other roadway widths can be designed using the foundation design template provided. The backwall height is limited to a range of 6 to 12 ft, and the soil type is classified as cohesive or cohesionless. The design methodology was developed using the guidelines specified by the American Association of State Highway Transportation Officials Standard Specifications, the Iowa Department of Transportation Bridge Design Manual, and the National Design Specifications for Wood Construction. The second volume introduces and outlines the use of the various design aids developed for this project. Charts for determining dead and live gravity loads based on the roadway width, span length, and superstructure type are provided. A foundation design template was developed in which the engineer can check a substructure design by inputting basic bridge site information. Tables published by the Iowa Department of Transportation that provide values for estimating pile friction and end bearing for different combinations of soils and pile types are also included. Generic standard abutment plans were developed for which the engineer can provide necessary bridge site information in the spaces provided. These tools enable engineers to design and detail county bridge substructures more efficiently. The third volume provides two sets of calculations that demonstrate the application of the substructure design methodology developed in this project. These calculations also verify the accuracy of the foundation design template. The printouts from the foundation design template are provided at the end of each example. Also several tables provide various foundation details for a pre-cast double tee superstructure with different combinations of soil type, backwall height, and pile type.
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Several superstructure design methodologies have been developed for low volume road bridges by the Iowa State University Bridge Engineering Center. However, to date no standard abutment designs have been developed. Thus, there was a need to establish an easy to use design methodology in addition to generating generic abutment standards and other design aids for the more common substructure systems used in Iowa. The final report for this project consists of three volumes. The first volume summarizes the research completed in this project. A survey of the Iowa County Engineers was conducted from which it was determined that while most counties use similar types of abutments, only 17 percent use some type of standard abutment designs or plans. A literature review revealed several possible alternative abutment systems for future use on low volume road bridges in addition to two separate substructure lateral load analysis methods. These consisted of a linear and a non-linear method. The linear analysis method was used for this project due to its relative simplicity and the relative accuracy of the maximum pile moment when compared to values obtained from the more complex non-linear analysis method. The resulting design methodology was developed for single span stub abutments supported on steel or timber piles with a bridge span length ranging from 20 to 90 ft and roadway widths of 24 and 30 ft. However, other roadway widths can be designed using the foundation design template provided. The backwall height is limited to a range of 6 to 12 ft, and the soil type is classified as cohesive or cohesionless. The design methodology was developed using the guidelines specified by the American Association of State Highway Transportation Officials Standard Specifications, the Iowa Department of Transportation Bridge Design Manual, and the National Design Specifications for Wood Construction. The second volume introduces and outlines the use of the various design aids developed for this project. Charts for determining dead and live gravity loads based on the roadway width, span length, and superstructure type are provided. A foundation design template was developed in which the engineer can check a substructure design by inputting basic bridge site information. Tables published by the Iowa Department of Transportation that provide values for estimating pile friction and end bearing for different combinations of soils and pile types are also included. Generic standard abutment plans were developed for which the engineer can provide necessary bridge site information in the spaces provided. These tools enable engineers to design and detail county bridge substructures more efficiently. The third volume (this volume) provides two sets of calculations that demonstrate the application of the substructure design methodology developed in this project. These calculations also verify the accuracy of the foundation design template. The printouts from the foundation design template are provided at the end of each example. Also several tables provide various foundation details for a pre-cast double tee superstructure with different combinations of soil type, backwall height, and pile type.
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Several superstructure design methodologies have been developed for low volume road bridges by the Iowa State University Bridge Engineering Center. However, to date no standard abutment designs have been developed. Thus, there was a need to establish an easy to use design methodology in addition to generating generic abutment standards and other design aids for the more common substructure systems used in Iowa. The final report for this project consists of three volumes. The first volume summarizes the research completed in this project. A survey of the Iowa County Engineers was conducted from which it was determined that while most counties use similar types of abutments, only 17 percent use some type of standard abutment designs or plans. A literature review revealed several possible alternative abutment systems for future use on low volume road bridges in addition to two separate substructure lateral load analysis methods. These consisted of a linear and a non-linear method. The linear analysis method was used for this project due to its relative simplicity and the relative accuracy of the maximum pile moment when compared to values obtained from the more complex non-linear analysis method. The resulting design methodology was developed for single span stub abutments supported on steel or timber piles with a bridge span length ranging from 20 to 90 ft and roadway widths of 24 and 30 ft. However, other roadway widths can be designed using the foundation design template provided. The backwall height is limited to a range of 6 to 12 ft, and the soil type is classified as cohesive or cohesionless. The design methodology was developed using the guidelines specified by the American Association of State Highway Transportation Officials Standard Specifications, the Iowa Department of Transportation Bridge Design Manual, and the National Design Specifications for Wood Construction. The second volume (this volume) introduces and outlines the use of the various design aids developed for this project. Charts for determining dead and live gravity loads based on the roadway width, span length, and superstructure type are provided. A foundation design template was developed in which the engineer can check a substructure design by inputting basic bridge site information. Tables published by the Iowa Department of Transportation that provide values for estimating pile friction and end bearing for different combinations of soils and pile types are also included. Generic standard abutment plans were developed for which the engineer can provide necessary bridge site information in the spaces provided. These tools enable engineers to design and detail county bridge substructures more efficiently. The third volume provides two sets of calculations that demonstrate the application of the substructure design methodology developed in this project. These calculations also verify the accuracy of the foundation design template. The printouts from the foundation design template are provided at the end of each example. Also several tables provide various foundation details for a pre-cast double tee superstructure with different combinations of soil type, backwall height, and pile type.
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This paper presents a new registration algorithm, called Temporal Di eomorphic Free Form Deformation (TDFFD), and its application to motion and strain quanti cation from a sequence of 3D ultrasound (US) images. The originality of our approach resides in enforcing time consistency by representing the 4D velocity eld as the sum of continuous spatiotemporal B-Spline kernels. The spatiotemporal displacement eld is then recovered through forward Eulerian integration of the non-stationary velocity eld. The strain tensor iscomputed locally using the spatial derivatives of the reconstructed displacement eld. The energy functional considered in this paper weighs two terms: the image similarity and a regularization term. The image similarity metric is the sum of squared di erences between the intensities of each frame and a reference one. Any frame in the sequence can be chosen as reference. The regularization term is based on theincompressibility of myocardial tissue. TDFFD was compared to pairwise 3D FFD and 3D+t FFD, bothon displacement and velocity elds, on a set of synthetic 3D US images with di erent noise levels. TDFFDshowed increased robustness to noise compared to these two state-of-the-art algorithms. TDFFD also proved to be more resistant to a reduced temporal resolution when decimating this synthetic sequence. Finally, this synthetic dataset was used to determine optimal settings of the TDFFD algorithm. Subsequently, TDFFDwas applied to a database of cardiac 3D US images of the left ventricle acquired from 9 healthy volunteers and 13 patients treated by Cardiac Resynchronization Therapy (CRT). On healthy cases, uniform strain patterns were observed over all myocardial segments, as physiologically expected. On all CRT patients, theimprovement in synchrony of regional longitudinal strain correlated with CRT clinical outcome as quanti ed by the reduction of end-systolic left ventricular volume at follow-up (6 and 12 months), showing the potential of the proposed algorithm for the assessment of CRT.
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The well-known lack of power of unit root tests has often been attributed to the shortlength of macroeconomic variables and also to DGP s that depart from the I(1)-I(0)alternatives. This paper shows that by using long spans of annual real GNP and GNPper capita (133 years) high power can be achieved, leading to the rejection of both theunit root and the trend-stationary hypothesis. This suggests that possibly neither modelprovides a good characterization of these data. Next, more flexible representations areconsidered, namely, processes containing structural breaks (SB) and fractional ordersof integration (FI). Economic justification for the presence of these features in GNP isprovided. It is shown that the latter models (FI and SB) are in general preferred to theARIMA (I(1) or I(0)) ones. As a novelty in this literature, new techniques are appliedto discriminate between FI and SB models. It turns out that the FI specification ispreferred, implying that GNP and GNP per capita are non-stationary, highly persistentbut mean-reverting series. Finally, it is shown that the results are robust when breaksin the deterministic component are allowed for in the FI model. Some macroeconomicimplications of these findings are also discussed.
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Although it is commonly accepted that most macroeconomic variables are nonstationary, it is often difficult to identify the source of the non-stationarity. In particular, it is well-known that integrated and short memory models containing trending components that may display sudden changes in their parameters share some statistical properties that make their identification a hard task. The goal of this paper is to extend the classical testing framework for I(1) versus I(0)+ breaks by considering a a more general class of models under the null hypothesis: non-stationary fractionally integrated (FI) processes. A similar identification problem holds in this broader setting which is shown to be a relevant issue from both a statistical and an economic perspective. The proposed test is developed in the time domain and is very simple to compute. The asymptotic properties of the new technique are derived and it is shown by simulation that it is very well-behaved in finite samples. To illustrate the usefulness of the proposed technique, an application using inflation data is also provided.
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Chloride channels represent a group of targets for major clinical indications. However, molecular screening for chloride channel modulators has proven to be difficult and time-consuming as approaches essentially rely on the use of fluorescent dyes or invasive patch-clamp techniques which do not lend themselves to the screening of large sets of compounds. To address this problem, we have developed a non-invasive optical method, based on digital holographic microcopy (DHM), allowing monitoring of ion channel activity without using any electrode or fluorescent dye. To illustrate this approach, GABA(A) mediated chloride currents have been monitored with DHM. Practically, we show that DHM can non-invasively provide the quantitative determination of transmembrane chloride fluxes mediated by the activation of chloride channels associated with GABA(A) receptors. Indeed through an original algorithm, chloride currents elicited by application of appropriate agonists of the GABA(A) receptor can be derived from the quantitative phase signal recorded with DHM. Finally, chloride currents can be determined and pharmacologically characterized non-invasively simultaneously on a large cellular sampling by DHM.