272 resultados para Cointegração de Johansen
Resumo:
By using an alternative setup for photorefractive parametric oscillation in which wave mixing between the recording beams is avoided it has become possible to make more detailed comparisons with the space-charge wave theory. In the present paper we compare the experimental features of longitudinal parametric oscillation observed in a crystal of Bi12SiO20 with the theoretical predictions.
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The influence of beam coupling on photorefractive parametric oscillation generated in a Bi12SiO20 crystal is investigated experimentally by comparing two configurations with and without the presence of beam coupling. It is shown that beam coupling has a great influence; for example, the transversal split of the K/2 subharmonic grating is seen only in the beam-coupling geometry. A case that resembles K/4 subharmonic generation can, however, still be found in the absence of beam coupling.
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We investigate experimentally the fundamental characteristics of space-charge waves excited in a photorefractive crystal of Bi12SiO20. Features such as their transient rise and decay as well as their steady-state frequency response are investigated. Based on this, we find the dependence of the space-charge waves' quality factor on spatial frequency and electric-field biasing. The experimental findings are compared with the linear space-charge wave theory developed previously by Sturman et al. [J. Opt. Sec. Am. B 10, 1919 (1993)].
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Using the so-called ac field technique, we investigate experimentally the influence of optical beam coupling on the generation of subharmonic gratings in a photorefractive sillenite crystal. By the use of two different recording configurations, we are able to distinguish between effects caused by material nonlinearities and effects caused by optical beam coupling.
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We analyze the nonlinear excitation of holographic gratings in a photorefractive crystal being subject to an alternating electric field and a stationary light interference pattern. The influence of the higher harmonics on the fundamental grating is illustrated for the case where a crystal of Bi12SiO20 is the recording medium. We analyze both the steady state and the transient consequences of the higher harmonic excitation.
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Many papers claim that a Log Periodic Power Law (LPPL) model fitted to financial market bubbles that precede large market falls or 'crashes', contains parameters that are confined within certain ranges. Further, it is claimed that the underlying model is based on influence percolation and a martingale condition. This paper examines these claims and their validity for capturing large price falls in the Hang Seng stock market index over the period 1970 to 2008. The fitted LPPLs have parameter values within the ranges specified post hoc by Johansen and Sornette (2001) for only seven of these 11 crashes. Interestingly, the LPPL fit could have predicted the substantial fall in the Hang Seng index during the recent global downturn. Overall, the mechanism posited as underlying the LPPL model does not do so, and the data used to support the fit of the LPPL model to bubbles does so only partially. © 2013.
Resumo:
We analyze the nonlinear excitation of holographic gratings in a photorefractive crystal being subject to an alternating electric field and a stationary light interference pattern. The influence of the higher harmonics on the fundamental grating is illustrated for the case where a crystal of Bi12SiO20 is the recording medium. We analyze both the steady state and the transient consequences of the higher harmonic excitation.
Resumo:
By using an alternative setup for photorefractive parametric oscillation in which wave mixing between the recording beams is avoided it has become possible to make more detailed comparisons with the space-charge wave theory. In the present paper we compare the experimental features of longitudinal parametric oscillation observed in a crystal of Bi12SiO20 with the theoretical predictions.
Resumo:
The influence of beam coupling on photorefractive parametric oscillation generated in a Bi12SiO20 crystal is investigated experimentally by comparing two configurations with and without the presence of beam coupling. It is shown that beam coupling has a great influence; for example, the transversal split of the K/2 subharmonic grating is seen only in the beam-coupling geometry. A case that resembles K/4 subharmonic generation can, however, still be found in the absence of beam coupling.
Resumo:
This research explores Bayesian updating as a tool for estimating parameters probabilistically by dynamic analysis of data sequences. Two distinct Bayesian updating methodologies are assessed. The first approach focuses on Bayesian updating of failure rates for primary events in fault trees. A Poisson Exponentially Moving Average (PEWMA) model is implemnented to carry out Bayesian updating of failure rates for individual primary events in the fault tree. To provide a basis for testing of the PEWMA model, a fault tree is developed based on the Texas City Refinery incident which occurred in 2005. A qualitative fault tree analysis is then carried out to obtain a logical expression for the top event. A dynamic Fault Tree analysis is carried out by evaluating the top event probability at each Bayesian updating step by Monte Carlo sampling from posterior failure rate distributions. It is demonstrated that PEWMA modeling is advantageous over conventional conjugate Poisson-Gamma updating techniques when failure data is collected over long time spans. The second approach focuses on Bayesian updating of parameters in non-linear forward models. Specifically, the technique is applied to the hydrocarbon material balance equation. In order to test the accuracy of the implemented Bayesian updating models, a synthetic data set is developed using the Eclipse reservoir simulator. Both structured grid and MCMC sampling based solution techniques are implemented and are shown to model the synthetic data set with good accuracy. Furthermore, a graphical analysis shows that the implemented MCMC model displays good convergence properties. A case study demonstrates that Likelihood variance affects the rate at which the posterior assimilates information from the measured data sequence. Error in the measured data significantly affects the accuracy of the posterior parameter distributions. Increasing the likelihood variance mitigates random measurement errors, but casuses the overall variance of the posterior to increase. Bayesian updating is shown to be advantageous over deterministic regression techniques as it allows for incorporation of prior belief and full modeling uncertainty over the parameter ranges. As such, the Bayesian approach to estimation of parameters in the material balance equation shows utility for incorporation into reservoir engineering workflows.
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This study aims to investigate the relationship between terms of trade and the long-term growth of Brazilian economy, from the perspective of external constraint, between the period 1994 to 2014. For this purpose, it is based on Thirlwall's (1979) original contribution, in order to empirically test the terms of trade contribution for determining the Brazilian growth potential product equivalent with Balance of Payments equilibriun. Using cointegration method, which seeks to analyze the long-term relationship between the variables, and subdividing the period into two sub-periods, 1994-2004 and 2004-2014, we estimate and compare real and hypothetical income elasticities and predicted and observed growth rates, with and without the terms of trade, for each period. The obteined results show that the inclusion of terms of trade in the empirical procedure to test the validity of Thirlwall's Law lead to higher growth rates obtained by the model (hypothetical), for the entire period 1994-2014 and for the sub-period 2004 -2014. This "theoretical" relaxation of the external constraint, caused by the inclusion of the terms of trade in traditional Thirlwall's rule, overestimated the average real growth rate for these periods, while the traditional Thirlwall's Law - without terms of trade - has adapted better to the real behavior of Brazilian economy. Thus, despite having contributed potentially for the relaxation of external constraint on Brazilian growth, the effect of terms of trade may have been offset by the negative performance of other Balance of Payments components, as capital flows and interest, profits and dividends payments abroad.
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Peer reviewed
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Peer reviewed
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The MAREDAT atlas covers 11 types of plankton, ranging in size from bacteria to jellyfish. Together, these plankton groups determine the health and productivity of the global ocean and play a vital role in the global carbon cycle. Working within a uniform and consistent spatial and depth grid (map) of the global ocean, the researchers compiled thousands and tens of thousands of data points to identify regions of plankton abundance and scarcity as well as areas of data abundance and scarcity. At many of the grid points, the MAREDAT team accomplished the difficult conversion from abundance (numbers of organisms) to biomass (carbon mass of organisms). The MAREDAT atlas provides an unprecedented global data set for ecological and biochemical analysis and modeling as well as a clear mandate for compiling additional existing data and for focusing future data gathering efforts on key groups in key areas of the ocean. The present data set presents depth integrated values of diazotrophs abundance and biomass, computed from a collection of source data sets.
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Oceans are experiencing increasing acidification in parallel to a distinct warming trend in consequence of ongoing climate change. Rising seawater temperatures are mediating a northward shift in distribution of Atlantic cod (Gadus morhua), into the habitat of polar cod (Boreogadus saida), that is associated with retreating cold water masses. This study investigates the competitive strength of the co-occurring gadoids under ocean acidification and warming (OAW) scenarios. Therefore, we incubated specimens of both species in individual tanks for 4 months, under different control and projected temperatures (polar cod: 0, 3, 6, 8 °C, Atlantic cod: 3, 8, 12, 16 °C) and PCO2 conditions (390 and 1170 µatm) and monitored growth, feed consumption and standard metabolic rate. Our results revealed distinct temperature effects on both species. While hypercapnia by itself had no effect, combined drivers caused nonsignificant trends. The feed conversion efficiency of normocapnic polar cod was highest at 0 °C, while optimum growth performance was attained at 6 °C; the long-term upper thermal tolerance limit was reached at 8 °C. OAW caused only slight impairments in growth performance. Under normocapnic conditions, Atlantic cod consumed progressively increasing amounts of feed than individuals under hypercapnia despite maintaining similar growth rates during warming. The low feed conversion efficiency at 3 °C may relate to the lower thermal limit of Atlantic cod. In conclusion, Atlantic cod displayed increased performance in the warming Arctic such that the competitive strength of polar cod is expected to decrease under future OAW conditions.