931 resultados para Spatial conditional autoregressive model


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Simulation techniques are almost indispensable in the analysis of complex systems. Materials- and related information flow processes in logistics often possess such complexity. Further problem arise as the processes change over time and pose a Big Data problem as well. To cope with these issues adaptive simulations are more and more frequently used. This paper presents a few relevant advanced simulation models and intro-duces a novel model structure, which unifies modelling of geometrical relations and time processes. This way the process structure and their geometric relations can be handled in a well understandable and transparent way. Capabilities and applicability of the model is also presented via a demonstrational example.

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In order to bridge interdisciplinary differences in Presence research and to establish connections between Presence and “older” concepts of psychology and communication, a theoretical model of the formation of Spatial Presence is proposed. It is applicable to the exposure to different media and intended to unify the existing efforts to develop a theory of Presence. The model includes assumptions about attention allocation, mental models, and involvement, and considers the role of media factors and user characteristics as well, thus incorporating much previous work. It is argued that a commonly accepted model of Spatial Presence is the only solution to secure further progress within the international, interdisciplinary and multiple-paradigm community of Presence research.

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Brain electric mechanisms of temporary, functional binding between brain regions are studied using computation of scalp EEG coherence and phase locking, sensitive to time differences of few milliseconds. However, such results if computed from scalp data are ambiguous since electric sources are spatially oriented. Non-ambiguous results can be obtained using calculated time series of strength of intracerebral model sources. This is illustrated applying LORETA modeling to EEG during resting and meditation. During meditation, time series of LORETA model sources revealed a tendency to decreased left-right intracerebral coherence in the delta band, and to increased anterior-posterior intracerebral coherence in the theta band. An alternate conceptualization of functional binding is based on the observation that brain electric activity is discontinuous, i.e., that it occurs in chunks of up to about 100 ms duration that are detectable as quasi-stable scalp field configurations of brain electric activity, called microstates. Their functional significance is illustrated in spontaneous and event-related paradigms, where microstates associated with imagery- versus abstract-type mentation, or while reading positive versus negative emotion words showed clearly different regions of cortical activation in LORETA tomography. These data support the concept that complete brain functions of higher order such as a momentary thought might be incorporated in temporal chunks of processing in the range of tens to about 100 ms as quasi-stable brain states; during these time windows, subprocesses would be accepted as members of the ongoing chunk of processing.

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The copepod Calanus finmarchicus is the dominant species of the meso-zooplankton in the Norwegian Sea, and constitutes an important link between the phytoplankton and the higher trophic levels in the Norwegian Sea food chain. An individualbased model for C. finmarchicus, based on super-individuals and evolving traits for behaviour, stages, etc., is two-way coupled to the NORWegian ECOlogical Model system (NORWECOM). One year of modelled C. finmarchicus spatial distribution, production and biomass are found to represent observations reasonably well. High C. finmarchicus abundance is found along the Norwegian shelf-break in the early summer, while the overwintering population is found along the slope and in the deeper Norwegian Sea basins. The timing of the spring bloom is generally later than in the observations. Annual Norwegian Sea production is found to be 29 million tonnes of carbon and a production to biomass (P/B) ratio of 4.3 emerges. Sensitivity tests show that the modelling system is robust to initial values of behavioural traits and with regards to the number of super-individuals simulated given that this is above about 50,000 individuals. Experiments with the model system indicate that it provides a valuable tool for studies of ecosystem responses to causative forces such as prey density or overwintering population size. For example, introducing C. finmarchicus food limitations reduces the stock dramatically, but on the other hand, a reduced stock may rebuild in one year under normal conditions. The NetCDF file contains model grid coordinates and bottom topography.

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Source routes and Spatial Diffusion of capuchin monkeys over the past 6 million years, rebuilt in the SPREAD 1.0.6 from the MCC tree. The map shows the 10 different regions to which distinctive samples were associated. The different transmission routes have been calculated from the average rate over time. Only rates with Bayes factor> 3 were considered as significantly different from zero. Significant diffusion pathways are highlighted with color varying from dark brown to red, being the dark brown less significant rates and deep red the most significant rates.

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The Armington Assumption in the context of multi-regional CGE models is commonly interpreted as follows: Same commodities with different origins are imperfect substitutes for each other. In this paper, a static spatial CGE model that is compatible with this assumption and explicitly considers the transport sector and regional price differentials is formulated. Trade coefficients, which are derived endogenously from the optimization behaviors of firms and households, are shown to take the form of a potential function. To investigate how the elasticity of substitutions affects equilibrium solutions, a simpler version of the model that incorporates three regions and two sectors (besides the transport sector) is introduced. Results indicate: (1) if commodities produced in different regions are perfect substitutes, regional economies will be either autarkic or completely symmetric and (2) if they are imperfect substitutes, the impact of elasticity on the price equilibrium system as well as trade coefficients will be nonlinear and sometimes very sensitive.

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This paper presents a framework for an SCGE model that is compatible with the Armington assumption and explicitly considers transport activities. In the model, the trade coefficient takes the form of a potential function,and the equilibrium market price becomes similar to the price index of varietal goods in the context of new economic geography (NEG). The features of the model are investigated by using the minimal setting, which comprises two non-transport sectors and three regions. Because transport costs are given exogenously to facilitate study of their impacts, commodity prices are also determined relative to them. The model can be described as a system of homogeneous equations, where an output in one region can arbitrarily be determined similarly as a price in the Walrasian equilibrium. The model closure is sensitive to formulation consistency so that homogeneity of the system would be lost by use of an alternative form of trade coefficients.

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The linear instability of the three-dimensional boundary-layer over the HIFiRE-5 flight test geometry, i.e. a rounded-tip 2:1 elliptic cone, at Mach 7, has been analyzed through spatial BiGlobal analysis, in a effort to understand transition and accurately predict local heat loads on next-generation ight vehicles. The results at an intermediate axial section of the cone, Re x = 8x10 5, show three different families of spatially amplied linear global modes, the attachment-line and cross- ow modes known from earlier analyses, and a new global mode, peaking in the vicinity of the minor axis of the cone, termed \center-line mode". We discover that a sequence of symmetric and anti-symmetric centerline modes exist and, for the basic ow at hand, are maximally amplied around F* = 130kHz. The wavenumbers and spatial distribution of amplitude functions of the centerline modes are documented

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We analyzed the effect of short-term water deficits at different periods of sunflower (Helianthus annuus L.) leaf development on the spatial and temporal patterns of tissue expansion and epidermal cell division. Six water-deficit periods were imposed with similar and constant values of soil water content, predawn leaf water potential and [ABA] in the xylem sap, and with negligible reduction of the rate of photosynthesis. Water deficit did not affect the duration of expansion and division. Regardless of their timing, deficits reduced relative expansion rate by 36% and relative cell division rate by 39% (cells blocked at the G0-G1 phase) in all positions within the leaf. However, reductions in final leaf area and cell number in a given zone of the leaf largely differed with the timing of deficit, with a maximum effect for earliest deficits. Individual cell area was only affected during the periods when division slowed down. These behaviors could be simulated in all leaf zones and for all timings by assuming that water deficit affects relative cell division rate and relative expansion rate independently, and that leaf development in each zone follows a stable three-phase pattern in which duration of each phase is stable if expressed in thermal time (C. Granier and F. Tardieu [1998b] Plant Cell Environ 21: 695–703).

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The number of distressed manufacturing firms increased sharply during recessionary phase 2009-13. Financial indebtness traditionally plays a key role in assessing firm solvency but contagion effects that originate from the supply chain are usually neglected in literature. Firm interconnections, captured via the trade credit channel, represent a primary vehicle of individual shocks’ propagation, especially during an economic downturn, when liquidity tensions arise. A representative sample of 11,920 Italian manufacturing firms is considered to model a two-step econometric design, where chain reactions in terms of trade credit accumulation (i.e. default of payments to suppliers) are primarily analyzed by resorting to a spatial autoregressive approach (SAR). Spatial interactions are modeled based on a unique dataset of firm-to-firm transactions registered before the outbreak of the crisis. The second step in instead a binary outcome model where trade credit chains are considered together with data on the bank-firm relationship to assess determinants of distress likelihoods in 2009-13. Results show that outstanding trade debt is affected by the liquidity position of a firm and by positive spatial effects. Trade credit chain reactions are found to exert, in turn, a positive impact on distress likelihoods during the crisis. The latter effect is comparable in magnitude to the one exerted by individual financial rigidity, and stresses the importance to include complex interactions between firms in the analysis of the solvency behavior.

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Este trabalho tem por objetivo analisar o potencial de desenvolvimento do contrato futuro de soja no Brasil, por meio da atração de hedgers brasileiros e argentinos. Para tanto, faz-se necessário conhecer os padrões das conexões dos preços entre as regiões analisadas. Nesse sentido, o Capítulo 2 investigou a integração espacial do mercado físico de soja no Brasil (região de Sorriso, no Mato Grosso) e na Argentina (região de Rosário, na província de Santa Fé) e comparou ao grau de integração com os Estados Unidos. Foram empregados modelos autorregressivos com threshold (TAR e M-TAR) e modelos vetoriais de correção de erros, lineares e com threshold (VECM e TVECM), visando captar os efeitos dos custos de transação sobre a integração espacial entre essas regiões. Os resultados apontaram que o mercado de soja brasileiro, argentino e norte-americano são integrados, mesmo considerando-se os efeitos dos custos de transação sobre as decisões de arbitragem espacial. Consequentemente, os preços da soja no mercado internacional tendem a refletir o comportamento dos principais países produtores. Apesar disso, o tempo de transmissão de choques de preços mostrou-se, em geral, menor entre Brasil e Argentina, refletindo a proximidade geográfica. Apontou-se também o comportamento assimétrico da transmissão desses choques, uma vez que choques positivos sobre a relação de longo prazo tendem a ser mais persistentes que os negativos. Se o contrato futuro reflete o comportamento de preços de um único mercado físico integrado, deve-se então esperar que o risco de base seja menor para este mercado e, portanto, que a eficiência do hedge seja maior. No Capítulo 3, o objetivo se constituiu em verificar se há maior eficiência no hedge realizado com os contratos com vencimento em março na CME em relação à BM&FBOVESPA, considerando-se as relações de longo prazo entre os preços à vista e futuros, bem como a dinâmica na estrutura de covariâncias condicionais, por meio de modelos de correção de erros (VECM) e modelos de heterocedasticidade condicional generalizados com correlação condicional dinâmica (DCC-GARCH). Os resultados mostraram que, em geral, a introdução da dinâmica nos segundos momentos das distribuições dos erros tende a aumentar a eficiência da estratégia de hedge. Além disso, foi observado que os produtores de Sorriso tendem a obter melhores condições de hedge na CME, embora haja redução da variância ao se operar na BM&FBOVESPA. Por outro lado, a eficiência do hedge para os produtores de Rosário foi significativamente maior na BM&FBOVESPA do que na CME, o que indica o mercado potencial de hedgers argentinos para negociar o contrato futuro de soja local no Brasil.

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Hydrographers have traditionally referred to the nearshore area as the "white ribbon" area due to the challenges associated with the collection of elevation data in this highly dynamic transitional zone between terrestrial and marine environments. Accordingly, available information in this zone is typically characterised by a range of datasets from disparate sources. In this paper we propose a framework to 'fill' the white ribbon area of a coral reef system by integrating multiple elevation and bathymetric datasets acquired by a suite of remote-sensing technologies into a seamless digital elevation model (DEM). A range of datasets are integrated, including field-collected GPS elevation points, terrestrial and bathymetric LiDAR, single and multibeam bathymetry, nautical chart depths and empirically derived bathymetry estimations from optical remote sensing imagery. The proposed framework ranks data reliability internally, thereby avoiding the requirements to quantify absolute error and results in a high resolution, seamless product. Nested within this approach is an effective spatially explicit technique for improving the accuracy of bathymetry estimates derived empirically from optical satellite imagery through modelling the spatial structure of residuals. The approach was applied to data collected on and around Lizard Island in northern Australia. Collectively, the framework holds promise for filling the white ribbon zone in coastal areas characterised by similar data availability scenarios. The seamless DEM is referenced to the horizontal coordinate system MGA Zone 55 - GDA 1994, mean sea level (MSL) vertical datum and has a spatial resolution of 20 m.