969 resultados para Semi-parametric models
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This paper arises from a doctoral thesis comparing the impact of alternative installer business models on the rate at which microgeneration is taken up in homes and installation standards across the UK. The paper presents the results of the first large-scale academic survey of businesses certified to install residential microgeneration. The aim is to systematically capture those characteristics which define the business model of each surveyed company, and relate these to the number, location and type of technologies that they install, and the quality of these installations. The methodology comprised a pilot web survey of 235 certified installer businesses, which was carried out in June last year and achieved a response rate of 30%. Following optimisation of the design, the main web survey was emailed to over 2000 businesses between October and December 2011, with 317 valid responses received. The survey is being complemented during summer 2012 by semi-structured interviews with a representative sample of installers who completed the main survey. The survey results are currently being analysed. The early results indicate an emerging and volatile market where solar PV, solar hot water and air source heat pumps are the dominant technologies. Three quarters of respondents are founders of their installer business, while only 22 businesses are owned by another company. Over half of the 317 businesses have five employees or less, while 166 businesses are no more than four years old. In addition, half of the businesses stated that 100% of their employees work on microgeneration-related activities. 85% of the surveyed companies have only one business location in the UK. A third of the businesses are based either in the South West or South East regions of England. This paper outlines the interim results of the survey combined with the outcomes from additional interviews with installers to date. The research identifies some of the business models underpinning microgeneration installers and some of the ways in which installer business models impact on the rate and standards of microgeneration uptake. A tentative conclusion is that installer business models are profoundly dependent on the levels and timing of support from the UK Feed-in Tariffs and Renewable Heat Incentive.
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The ability to create accurate geometric models of neuronal morphology is important for understanding the role of shape in information processing. Despite a significant amount of research on automating neuron reconstructions from image stacks obtained via microscopy, in practice most data are still collected manually. This paper describes Neuromantic, an open source system for three dimensional digital tracing of neurites. Neuromantic reconstructions are comparable in quality to those of existing commercial and freeware systems while balancing speed and accuracy of manual reconstruction. The combination of semi-automatic tracing, intuitive editing, and ability of visualizing large image stacks on standard computing platforms provides a versatile tool that can help address the reconstructions availability bottleneck. Practical considerations for reducing the computational time and space requirements of the extended algorithm are also discussed.
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This paper represents the second part of a study of semi-geostrophic (SG) geophysical fluid dynamics. SG dynamics shares certain attractive properties with the better known and more widely used quasi-geostrophic (QG) model, but is also a good prototype for balanced models that are more accurate than QG dynamics. The development of such balanced models is an area of great current interest. The goal of the present work is to extend a central body of QG theory, concerning the evolution of disturbances to prescribed basic states, to SG dynamics. Part 1 was based on the pseudomomentum; Part 2 is based on the pseudoenergy. A pseudoenergy invariant is a conserved quantity, of second order in disturbance amplitude relative to a prescribed steady basic state, which is related to the time symmetry of the system. We derive such an invariant for the semi-geostrophic equations, and use it to obtain: (i) a linear stability theorem analogous to Arnol'd's ‘first theorem’; and (ii) a small-amplitude local conservation law for the invariant, obeying the group-velocity property in the WKB limit. The results are analogous to their quasi-geostrophic forms, and reduce to those forms in the limit of small Rossby number. The results are derived for both the f-plane Boussinesq form of semi-geostrophic dynamics, and its extension to β-plane compressible flow by Magnusdottir & Schubert. Novel features particular to semi-geostrophic dynamics include apparently unnoticed lateral boundary stability criteria. Unlike the boundary stability criteria found in the first part of this study, however, these boundary criteria do not necessarily preclude the construction of provably stable basic states. The interior semi-geostrophic dynamics has an underlying Hamiltonian structure, which guarantees that symmetries in the system correspond naturally to the system's invariants. This is an important motivation for the theoretical approach used in this study. The connection between symmetries and conservation laws is made explicit using Noether's theorem applied to the Eulerian form of the Hamiltonian description of the interior dynamics.
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There exists a well-developed body of theory based on quasi-geostrophic (QG) dynamics that is central to our present understanding of large-scale atmospheric and oceanic dynamics. An important question is the extent to which this body of theory may generalize to more accurate dynamical models. As a first step in this process, we here generalize a set of theoretical results, concerning the evolution of disturbances to prescribed basic states, to semi-geostrophic (SG) dynamics. SG dynamics, like QG dynamics, is a Hamiltonian balanced model whose evolution is described by the material conservation of potential vorticity, together with an invertibility principle relating the potential vorticity to the advecting fields. SG dynamics has features that make it a good prototype for balanced models that are more accurate than QG dynamics. In the first part of this two-part study, we derive a pseudomomentum invariant for the SG equations, and use it to obtain: (i) linear and nonlinear generalized Charney–Stern theorems for disturbances to parallel flows; (ii) a finite-amplitude local conservation law for the invariant, obeying the group-velocity property in the WKB limit; and (iii) a wave-mean-flow interaction theorem consisting of generalized Eliassen–Palm flux diagnostics, an elliptic equation for the stream-function tendency, and a non-acceleration theorem. All these results are analogous to their QG forms. The pseudomomentum invariant – a conserved second-order disturbance quantity that is associated with zonal symmetry – is constructed using a variational principle in a similar manner to the QG calculations. Such an approach is possible when the equations of motion under the geostrophic momentum approximation are transformed to isentropic and geostrophic coordinates, in which the ageostrophic advection terms are no longer explicit. Symmetry-related wave-activity invariants such as the pseudomomentum then arise naturally from the Hamiltonian structure of the SG equations. We avoid use of the so-called ‘massless layer’ approach to the modelling of isentropic gradients at the lower boundary, preferring instead to incorporate explicitly those boundary contributions into the wave-activity and stability results. This makes the analogy with QG dynamics most transparent. This paper treats the f-plane Boussinesq form of SG dynamics, and its recent extension to β-plane, compressible flow by Magnusdottir & Schubert. In the limit of small Rossby number, the results reduce to their respective QG forms. Novel features particular to SG dynamics include apparently unnoticed lateral boundary stability criteria in (i), and the necessity of including additional zonal-mean eddy correlation terms besides the zonal-mean potential vorticity fluxes in the wave-mean-flow balance in (iii). In the companion paper, wave-activity conservation laws and stability theorems based on the SG form of the pseudoenergy are presented.
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Many modern statistical applications involve inference for complex stochastic models, where it is easy to simulate from the models, but impossible to calculate likelihoods. Approximate Bayesian computation (ABC) is a method of inference for such models. It replaces calculation of the likelihood by a step which involves simulating artificial data for different parameter values, and comparing summary statistics of the simulated data with summary statistics of the observed data. Here we show how to construct appropriate summary statistics for ABC in a semi-automatic manner. We aim for summary statistics which will enable inference about certain parameters of interest to be as accurate as possible. Theoretical results show that optimal summary statistics are the posterior means of the parameters. Although these cannot be calculated analytically, we use an extra stage of simulation to estimate how the posterior means vary as a function of the data; and we then use these estimates of our summary statistics within ABC. Empirical results show that our approach is a robust method for choosing summary statistics that can result in substantially more accurate ABC analyses than the ad hoc choices of summary statistics that have been proposed in the literature. We also demonstrate advantages over two alternative methods of simulation-based inference.
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Semi-open street roofs protect pedestrians from intense sunshine and rains. Their effects on natural ventilation of urban canopy layers (UCL) are less understood. This paper investigates two idealized urban models consisting of 4(2×2) or 16(4×4) buildings under a neutral atmospheric condition with parallel (0°) or non-parallel (15°,30°,45°) approaching wind. The aspect ratio (building height (H) / street width (W)) is 1 and building width is B=3H. Computational fluid dynamic (CFD) simulations were first validated by experimental data, confirming that standard k-ε model predicted airflow velocity better than RNG k-ε model, realizable k–ε model and Reynolds stress model. Three ventilation indices were numerically analyzed for ventilation assessment, including flow rates across street roofs and openings to show the mechanisms of air exchange, age of air to display how long external air reaches a place after entering UCL, and purging flow rate to quantify the net UCL ventilation capacity induced by mean flows and turbulence. Five semi-open roof types are studied: Walls being hung above street roofs (coverage ratio λa=100%) at z=1.5H, 1.2H, 1.1H ('Hung1.5H', 'Hung1.2H', 'Hung1.1H' types); Walls partly covering street roofs (λa=80%) at z=H ('Partly-covered' type); Walls fully covering street roofs (λa=100%) at z=H ('Fully-covered' type).They basically obtain worse UCL ventilation than open street roof type due to the decreased roof ventilation. 'Hung1.1H', 'Hung1.2H', 'Hung1.5H' types are better designs than 'Fully-covered' and 'Partly-covered' types. Greater urban size contains larger UCL volume and requires longer time to ventilate. The methodologies and ventilation indices are confirmed effective to quantify UCL ventilation.
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Runoff generation processes and pathways vary widely between catchments. Credible simulations of solute and pollutant transport in surface waters are dependent on models which facilitate appropriate, catchment-specific representations of perceptual models of the runoff generation process. Here, we present a flexible, semi-distributed landscape-scale rainfall-runoff modelling toolkit suitable for simulating a broad range of user-specified perceptual models of runoff generation and stream flow occurring in different climatic regions and landscape types. PERSiST (the Precipitation, Evapotranspiration and Runoff Simulator for Solute Transport) is designed for simulating present-day hydrology; projecting possible future effects of climate or land use change on runoff and catchment water storage; and generating hydrologic inputs for the Integrated Catchments (INCA) family of models. PERSiST has limited data requirements and is calibrated using observed time series of precipitation, air temperature and runoff at one or more points in a river network. Here, we apply PERSiST to the river Thames in the UK and describe a Monte Carlo tool for model calibration, sensitivity and uncertainty analysis
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The time discretization in weather and climate models introduces truncation errors that limit the accuracy of the simulations. Recent work has yielded a method for reducing the amplitude errors in leapfrog integrations from first-order to fifth-order. This improvement is achieved by replacing the Robert--Asselin filter with the RAW filter and using a linear combination of the unfiltered and filtered states to compute the tendency term. The purpose of the present paper is to apply the composite-tendency RAW-filtered leapfrog scheme to semi-implicit integrations. A theoretical analysis shows that the stability and accuracy are unaffected by the introduction of the implicitly treated mode. The scheme is tested in semi-implicit numerical integrations in both a simple nonlinear stiff system and a medium-complexity atmospheric general circulation model, and yields substantial improvements in both cases. We conclude that the composite-tendency RAW-filtered leapfrog scheme is suitable for use in semi-implicit integrations.
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Abstract We present a refined parametric model for forecasting electricity demand which performed particularly well in the recent Global Energy Forecasting Competition (GEFCom 2012). We begin by motivating and presenting a simple parametric model, treating the electricity demand as a function of the temperature and day of the data. We then set out a series of refinements of the model, explaining the rationale for each, and using the competition scores to demonstrate that each successive refinement step increases the accuracy of the model’s predictions. These refinements include combining models from multiple weather stations, removing outliers from the historical data, and special treatments of public holidays.
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The performance of rank dependent preference functionals under risk is comprehensively evaluated using Bayesian model averaging. Model comparisons are made at three levels of heterogeneity plus three ways of linking deterministic and stochastic models: the differences in utilities, the differences in certainty equivalents and contextualutility. Overall, the"bestmodel", which is conditional on the form of heterogeneity is a form of Rank Dependent Utility or Prospect Theory that cap tures the majority of behaviour at both the representative agent and individual level. However, the curvature of the probability weighting function for many individuals is S-shaped, or ostensibly concave or convex rather than the inverse S-shape commonly employed. Also contextual utility is broadly supported across all levels of heterogeneity. Finally, the Priority Heuristic model, previously examined within a deterministic setting, is estimated within a stochastic framework, and allowing for endogenous thresholds does improve model performance although it does not compete well with the other specications considered.
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This paper evaluates the current status of global modeling of the organic aerosol (OA) in the troposphere and analyzes the differences between models as well as between models and observations. Thirty-one global chemistry transport models (CTMs) and general circulation models (GCMs) have participated in this intercomparison, in the framework of AeroCom phase II. The simulation of OA varies greatly between models in terms of the magnitude of primary emissions, secondary OA (SOA) formation, the number of OA species used (2 to 62), the complexity of OA parameterizations (gas-particle partitioning, chemical aging, multiphase chemistry, aerosol microphysics), and the OA physical, chemical and optical properties. The diversity of the global OA simulation results has increased since earlier AeroCom experiments, mainly due to the increasing complexity of the SOA parameterization in models, and the implementation of new, highly uncertain, OA sources. Diversity of over one order of magnitude exists in the modeled vertical distribution of OA concentrations that deserves a dedicated future study. Furthermore, although the OA / OC ratio depends on OA sources and atmospheric processing, and is important for model evaluation against OA and OC observations, it is resolved only by a few global models. The median global primary OA (POA) source strength is 56 Tg a−1 (range 34–144 Tg a−1) and the median SOA source strength (natural and anthropogenic) is 19 Tg a−1 (range 13–121 Tg a−1). Among the models that take into account the semi-volatile SOA nature, the median source is calculated to be 51 Tg a−1 (range 16–121 Tg a−1), much larger than the median value of the models that calculate SOA in a more simplistic way (19 Tg a−1; range 13–20 Tg a−1, with one model at 37 Tg a−1). The median atmospheric burden of OA is 1.4 Tg (24 models in the range of 0.6–2.0 Tg and 4 between 2.0 and 3.8 Tg), with a median OA lifetime of 5.4 days (range 3.8–9.6 days). In models that reported both OA and sulfate burdens, the median value of the OA/sulfate burden ratio is calculated to be 0.77; 13 models calculate a ratio lower than 1, and 9 models higher than 1. For 26 models that reported OA deposition fluxes, the median wet removal is 70 Tg a−1 (range 28–209 Tg a−1), which is on average 85% of the total OA deposition. Fine aerosol organic carbon (OC) and OA observations from continuous monitoring networks and individual field campaigns have been used for model evaluation. At urban locations, the model–observation comparison indicates missing knowledge on anthropogenic OA sources, both strength and seasonality. The combined model–measurements analysis suggests the existence of increased OA levels during summer due to biogenic SOA formation over large areas of the USA that can be of the same order of magnitude as the POA, even at urban locations, and contribute to the measured urban seasonal pattern. Global models are able to simulate the high secondary character of OA observed in the atmosphere as a result of SOA formation and POA aging, although the amount of OA present in the atmosphere remains largely underestimated, with a mean normalized bias (MNB) equal to −0.62 (−0.51) based on the comparison against OC (OA) urban data of all models at the surface, −0.15 (+0.51) when compared with remote measurements, and −0.30 for marine locations with OC data. The mean temporal correlations across all stations are low when compared with OC (OA) measurements: 0.47 (0.52) for urban stations, 0.39 (0.37) for remote stations, and 0.25 for marine stations with OC data. The combination of high (negative) MNB and higher correlation at urban stations when compared with the low MNB and lower correlation at remote sites suggests that knowledge about the processes that govern aerosol processing, transport and removal, on top of their sources, is important at the remote stations. There is no clear change in model skill with increasing model complexity with regard to OC or OA mass concentration. However, the complexity is needed in models in order to distinguish between anthropogenic and natural OA as needed for climate mitigation, and to calculate the impact of OA on climate accurately.
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In survival analysis applications, the failure rate function may frequently present a unimodal shape. In such case, the log-normal or log-logistic distributions are used. In this paper, we shall be concerned only with parametric forms, so a location-scale regression model based on the Burr XII distribution is proposed for modeling data with a unimodal failure rate function as an alternative to the log-logistic regression model. Assuming censored data, we consider a classic analysis, a Bayesian analysis and a jackknife estimator for the parameters of the proposed model. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and compared to the performance of the log-logistic and log-Burr XII regression models. Besides, we use sensitivity analysis to detect influential or outlying observations, and residual analysis is used to check the assumptions in the model. Finally, we analyze a real data set under log-Buff XII regression models. (C) 2008 Published by Elsevier B.V.
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We present an efficient numerical methodology for the 31) computation of incompressible multi-phase flows described by conservative phase-field models We focus here on the case of density matched fluids with different viscosity (Model H) The numerical method employs adaptive mesh refinements (AMR) in concert with an efficient semi-implicit time discretization strategy and a linear, multi-level multigrid to relax high order stability constraints and to capture the flow`s disparate scales at optimal cost. Only five linear solvers are needed per time-step. Moreover, all the adaptive methodology is constructed from scratch to allow a systematic investigation of the key aspects of AMR in a conservative, phase-field setting. We validate the method and demonstrate its capabilities and efficacy with important examples of drop deformation, Kelvin-Helmholtz instability, and flow-induced drop coalescence (C) 2010 Elsevier Inc. All rights reserved
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This paper deals with the testing of autoregressive conditional duration (ACD) models by gauging the distance between the parametric density and hazard rate functions implied by the duration process and their non-parametric estimates. We derive the asymptotic justification using the functional delta method for fixed and gamma kernels, and then investigate the finite-sample properties through Monte Carlo simulations. Although our tests display some size distortion, bootstrapping suffices to correct the size without compromising their excellent power. We show the practical usefulness of such testing procedures for the estimation of intraday volatility patterns.
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Parametric term structure models have been successfully applied to innumerous problems in fixed income markets, including pricing, hedging, managing risk, as well as studying monetary policy implications. On their turn, dynamic term structure models, equipped with stronger economic structure, have been mainly adopted to price derivatives and explain empirical stylized facts. In this paper, we combine flavors of those two classes of models to test if no-arbitrage affects forecasting. We construct cross section (allowing arbitrages) and arbitrage-free versions of a parametric polynomial model to analyze how well they predict out-of-sample interest rates. Based on U.S. Treasury yield data, we find that no-arbitrage restrictions significantly improve forecasts. Arbitrage-free versions achieve overall smaller biases and Root Mean Square Errors for most maturities and forecasting horizons. Furthermore, a decomposition of forecasts into forward-rates and holding return premia indicates that the superior performance of no-arbitrage versions is due to a better identification of bond risk premium.