940 resultados para Lattice-binary parameter


Relevância:

20.00% 20.00%

Publicador:

Resumo:

Magdeburg, Univ., Fak. für Mathematik, Habil.-Schr., 2006

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Heterogeneous catalysis, homogeneous catalysis, adsorption equilibrium, reaction kinetics, impulse method, hydrolysis of methyl formate, production of formic acid

Relevância:

20.00% 20.00%

Publicador:

Resumo:

CGRP amygdala thalamus fear blood pressure heart rate body temperature telemetry tracing projections

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Magdeburg, Univ., Fak. für Mathematik, Diss., 2012

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Die Bachelorarbeit behandelt die Schätzung der Parameter von Fluoreszenzlebensdauerfunktionen mit Hilfe des EM-Algorithmus. Dabei wird der Algorithmus sowohl auf simulierte als auch auf gemessene Daten angewandt. Die Schätzung der Parameter erfolgt zunächst global für die gesamte Probe mit Hilfe eines Simplex-Verfahrens, um dann das Verhältnis der Komponenten der Fluoreszenzlebensdauer, also die Wahrscheinlichkeit, mit der ein Photon von einer Komponente stammt, für jedes Pixel eines Bildes durch den EM-Algorithmus zu bestimmen. Die Messungen liegen als Anzahl der gemessenen Photonen in diskreten Zeitintervallen vor, dabei fehlt jedoch die Information, wie viele der Photonen in einem der Intervalle zu einer Komponente gehören. Durch die Nutzung bedingter Erwartungswerte ist der EM-Algorithmus in der Lage, ohne Verzerrung mit diesen unbekannten Daten umzugehen. Weiterhin wird die Schätzung dadurch erschwert, dass die Daten durch Faltung der Fluoreszenzlebensdauerfunktion mit einer so genannten Apparatefunktion zustandekommen und das Modell somit sehr komplex wird. Auch für dieses Problem wird im Laufe der Arbeit eine Lösung vorgestellt.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Magdeburg, Univ., Fak. für Elektrotechnik und Informationstechnik, Diss., 2014

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper deals with a generalization of square lattice designs, with k² treatments in blocks of k + 1 plots, the extra plot in each block receiving a standard treatment, the same for all blocks. The new design leads to lower variances for contrasts between adjusted treatment means

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This study has aims to determine the age and to estimate the growth parameters using scales of the species. Individuals of Piaractus mesopotamicus (Holmberg, 1887) used in this study were captured in the commercial fishery conducted in the region, along the year 2006. The model selected to express the growth of the species was the von Bertalanffy Sl= Sl∞*[1-exp-k(t-to)]. To determine if scales are suitable for studying the growth of pacu, we analyzed the relation between standard length (Sl) and the radius of the scales through linear regression. The period of annuli formation was determined analyzing the variations in the marginal increment and evaluating the consistency of the readings through the analysis of the coefficient of variations (CVs) for the average standard lengths of each age (number of rings) observed in the scales. The relationship between Ls of the fish and the radius of the scales showed that scales can be used to study the age and growth of P. mesopotamicus (R= 0.79). CVs were always below 20%, demonstrating the consistency of the readings. Annuli formation occurred in February, probably related to trophic migration that occurs in this month in the region. Equations that represents the growth in length obtained for P. mesopotamicus are Sl=50.00*[1-exp-0.18(t-(-3.00)] for males and Sl=59.23*[1-exp-0.14(t-(-3.36)] for females. The growth parameters obtained in this study were lower compared to other studies previously conducted for the same species and can related to overexploitation that species is submitted by fishing in the region. These values show also that females of pacu attain greater asymptotic length than males that growth faster.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We consider a two dimensional lattice coupled with nearest neighbor interaction potential of power type. The existence of infinite many periodic solutions is shown by using minimax methods.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In this paper we develop methods for estimation and forecasting in large timevarying parameter vector autoregressive models (TVP-VARs). To overcome computational constraints with likelihood-based estimation of large systems, we rely on Kalman filter estimation with forgetting factors. We also draw on ideas from the dynamic model averaging literature and extend the TVP-VAR so that its dimension can change over time. A final extension lies in the development of a new method for estimating, in a time-varying manner, the parameter(s) of the shrinkage priors commonly-used with large VARs. These extensions are operationalized through the use of forgetting factor methods and are, thus, computationally simple. An empirical application involving forecasting inflation, real output, and interest rates demonstrates the feasibility and usefulness of our approach.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper investigates the usefulness of switching Gaussian state space models as a tool for implementing dynamic model selecting (DMS) or averaging (DMA) in time-varying parameter regression models. DMS methods allow for model switching, where a different model can be chosen at each point in time. Thus, they allow for the explanatory variables in the time-varying parameter regression model to change over time. DMA will carry out model averaging in a time-varying manner. We compare our exact approach to DMA/DMS to a popular existing procedure which relies on the use of forgetting factor approximations. In an application, we use DMS to select different predictors in an in ation forecasting application. We also compare different ways of implementing DMA/DMS and investigate whether they lead to similar results.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In this paper, we forecast EU-area inflation with many predictors using time-varying parameter models. The facts that time-varying parameter models are parameter-rich and the time span of our data is relatively short motivate a desire for shrinkage. In constant coefficient regression models, the Bayesian Lasso is gaining increasing popularity as an effective tool for achieving such shrinkage. In this paper, we develop econometric methods for using the Bayesian Lasso with time-varying parameter models. Our approach allows for the coefficient on each predictor to be: i) time varying, ii) constant over time or iii) shrunk to zero. The econometric methodology decides automatically which category each coefficient belongs in. Our empirical results indicate the benefits of such an approach.