906 resultados para Autoregressive-Moving Average model
Resumo:
In a heterogeneous cellular networks environment, users behaviour and network deployment configuration parameters have an impact on the overall Quality of Service. This paper proposes a new and simple model that, on the one hand, explores the users behaviour impact on the network by having mobility, multi-service usage and traffic generation profiles as inputs, and on the other, enables the network setup configuration evaluation impact on the Joint Radio Resource Management (JRRM), assessing some basic JRRM performance indicators, like Vertical Handover (VHO) probabilities, average bit rates, and number of active users, among others. VHO plays an important role in fulfilling seamless users sessions transfer when mobile terminals cross different Radio Access Technologies (RATs) boundaries. Results show that high bit rate RATs suffer and generate more influence from/on other RATs, by producing additional signalling traffic to a JRRM entity. Results also show that the VHOs probability can range from 5 up to 65%, depending on RATs cluster radius and users mobility profile.
Resumo:
Liver steatosis is mainly a textural abnormality of the hepatic parenchyma due to fat accumulation on the hepatic vesicles. Today, the assessment is subjectively performed by visual inspection. Here a classifier based on features extracted from ultrasound (US) images is described for the automatic diagnostic of this phatology. The proposed algorithm estimates the original ultrasound radio-frequency (RF) envelope signal from which the noiseless anatomic information and the textural information encoded in the speckle noise is extracted. The features characterizing the textural information are the coefficients of the first order autoregressive model that describes the speckle field. A binary Bayesian classifier was implemented and the Bayes factor was calculated. The classification has revealed an overall accuracy of 100%. The Bayes factor could be helpful in the graphical display of the quantitative results for diagnosis purposes.
Resumo:
Moving towards autonomous operation and management of increasingly complex open distributed real-time systems poses very significant challenges. This is particularly true when reaction to events must be done in a timely and predictable manner while guaranteeing Quality of Service (QoS) constraints imposed by users, the environment, or applications. In these scenarios, the system should be able to maintain a global feasible QoS level while allowing individual nodes to autonomously adapt under different constraints of resource availability and input quality. This paper shows how decentralised coordination of a group of autonomous interdependent nodes can emerge with little communication, based on the robust self-organising principles of feedback. Positive feedback is used to reinforce the selection of the new desired global service solution, while negative feedback discourages nodes to act in a greedy fashion as this adversely impacts on the provided service levels at neighbouring nodes. The proposed protocol is general enough to be used in a wide range of scenarios characterised by a high degree of openness and dynamism where coordination tasks need to be time dependent. As the reported results demonstrate, it requires less messages to be exchanged and it is faster to achieve a globally acceptable near-optimal solution than other available approaches.
Resumo:
Não existe uma definição única de processo de memória de longo prazo. Esse processo é geralmente definido como uma série que possui um correlograma decaindo lentamente ou um espectro infinito de frequência zero. Também se refere que uma série com tal propriedade é caracterizada pela dependência a longo prazo e por não periódicos ciclos longos, ou que essa característica descreve a estrutura de correlação de uma série de longos desfasamentos ou que é convencionalmente expressa em termos do declínio da lei-potência da função auto-covariância. O interesse crescente da investigação internacional no aprofundamento do tema é justificado pela procura de um melhor entendimento da natureza dinâmica das séries temporais dos preços dos ativos financeiros. Em primeiro lugar, a falta de consistência entre os resultados reclama novos estudos e a utilização de várias metodologias complementares. Em segundo lugar, a confirmação de processos de memória longa tem implicações relevantes ao nível da (1) modelação teórica e econométrica (i.e., dos modelos martingale de preços e das regras técnicas de negociação), (2) dos testes estatísticos aos modelos de equilíbrio e avaliação, (3) das decisões ótimas de consumo / poupança e de portefólio e (4) da medição de eficiência e racionalidade. Em terceiro lugar, ainda permanecem questões científicas empíricas sobre a identificação do modelo geral teórico de mercado mais adequado para modelar a difusão das séries. Em quarto lugar, aos reguladores e gestores de risco importa saber se existem mercados persistentes e, por isso, ineficientes, que, portanto, possam produzir retornos anormais. O objetivo do trabalho de investigação da dissertação é duplo. Por um lado, pretende proporcionar conhecimento adicional para o debate da memória de longo prazo, debruçando-se sobre o comportamento das séries diárias de retornos dos principais índices acionistas da EURONEXT. Por outro lado, pretende contribuir para o aperfeiçoamento do capital asset pricing model CAPM, considerando uma medida de risco alternativa capaz de ultrapassar os constrangimentos da hipótese de mercado eficiente EMH na presença de séries financeiras com processos sem incrementos independentes e identicamente distribuídos (i.i.d.). O estudo empírico indica a possibilidade de utilização alternativa das obrigações do tesouro (OT’s) com maturidade de longo prazo no cálculo dos retornos do mercado, dado que o seu comportamento nos mercados de dívida soberana reflete a confiança dos investidores nas condições financeiras dos Estados e mede a forma como avaliam as respetiva economias com base no desempenho da generalidade dos seus ativos. Embora o modelo de difusão de preços definido pelo movimento Browniano geométrico gBm alegue proporcionar um bom ajustamento das séries temporais financeiras, os seus pressupostos de normalidade, estacionariedade e independência das inovações residuais são adulterados pelos dados empíricos analisados. Por isso, na procura de evidências sobre a propriedade de memória longa nos mercados recorre-se à rescaled-range analysis R/S e à detrended fluctuation analysis DFA, sob abordagem do movimento Browniano fracionário fBm, para estimar o expoente Hurst H em relação às séries de dados completas e para calcular o expoente Hurst “local” H t em janelas móveis. Complementarmente, são realizados testes estatísticos de hipóteses através do rescaled-range tests R/S , do modified rescaled-range test M - R/S e do fractional differencing test GPH. Em termos de uma conclusão única a partir de todos os métodos sobre a natureza da dependência para o mercado acionista em geral, os resultados empíricos são inconclusivos. Isso quer dizer que o grau de memória de longo prazo e, assim, qualquer classificação, depende de cada mercado particular. No entanto, os resultados gerais maioritariamente positivos suportam a presença de memória longa, sob a forma de persistência, nos retornos acionistas da Bélgica, Holanda e Portugal. Isto sugere que estes mercados estão mais sujeitos a maior previsibilidade (“efeito José”), mas também a tendências que podem ser inesperadamente interrompidas por descontinuidades (“efeito Noé”), e, por isso, tendem a ser mais arriscados para negociar. Apesar da evidência de dinâmica fractal ter suporte estatístico fraco, em sintonia com a maior parte dos estudos internacionais, refuta a hipótese de passeio aleatório com incrementos i.i.d., que é a base da EMH na sua forma fraca. Atendendo a isso, propõem-se contributos para aperfeiçoamento do CAPM, através da proposta de uma nova fractal capital market line FCML e de uma nova fractal security market line FSML. A nova proposta sugere que o elemento de risco (para o mercado e para um ativo) seja dado pelo expoente H de Hurst para desfasamentos de longo prazo dos retornos acionistas. O expoente H mede o grau de memória de longo prazo nos índices acionistas, quer quando as séries de retornos seguem um processo i.i.d. não correlacionado, descrito pelo gBm(em que H = 0,5 , confirmando- se a EMH e adequando-se o CAPM), quer quando seguem um processo com dependência estatística, descrito pelo fBm(em que H é diferente de 0,5, rejeitando-se a EMH e desadequando-se o CAPM). A vantagem da FCML e da FSML é que a medida de memória de longo prazo, definida por H, é a referência adequada para traduzir o risco em modelos que possam ser aplicados a séries de dados que sigam processos i.i.d. e processos com dependência não linear. Então, estas formulações contemplam a EMH como um caso particular possível.
Resumo:
This paper presents a novel approach to WLAN propagation models for use in indoor localization. The major goal of this work is to eliminate the need for in situ data collection to generate the Fingerprinting map, instead, it is generated by using analytical propagation models such as: COST Multi-Wall, COST 231 average wall and Motley- Keenan. As Location Estimation Algorithms kNN (K-Nearest Neighbour) and WkNN (Weighted K-Nearest Neighbour) were used to determine the accuracy of the proposed technique. This work is based on analytical and measurement tools to determine which path loss propagation models are better for location estimation applications, based on Receive Signal Strength Indicator (RSSI).This study presents different proposals for choosing the most appropriate values for the models parameters, like obstacles attenuation and coefficients. Some adjustments to these models, particularly to Motley-Keenan, considering the thickness of walls, are proposed. The best found solution is based on the adjusted Motley-Keenan and COST models that allows to obtain the propagation loss estimation for several environments.Results obtained from two testing scenarios showed the reliability of the adjustments, providing smaller errors in the measured values values in comparison with the predicted values.
Resumo:
OBJECTIVE To analyze the effect of air pollution and temperature on mortality due to cardiovascular and respiratory diseases. METHODS We evaluated the isolated and synergistic effects of temperature and particulate matter with aerodynamic diameter < 10 µm (PM10) on the mortality of individuals > 40 years old due to cardiovascular disease and that of individuals > 60 years old due to respiratory diseases in Sao Paulo, SP, Southeastern Brazil, between 1998 and 2008. Three methodologies were used to evaluate the isolated association: time-series analysis using Poisson regression model, bidirectional case-crossover analysis matched by period, and case-crossover analysis matched by the confounding factor, i.e., average temperature or pollutant concentration. The graphical representation of the response surface, generated by the interaction term between these factors added to the Poisson regression model, was interpreted to evaluate the synergistic effect of the risk factors. RESULTS No differences were observed between the results of the case-crossover and time-series analyses. The percentage change in the relative risk of cardiovascular and respiratory mortality was 0.85% (0.45;1.25) and 1.60% (0.74;2.46), respectively, due to an increase of 10 μg/m3 in the PM10 concentration. The pattern of correlation of the temperature with cardiovascular mortality was U-shaped and that with respiratory mortality was J-shaped, indicating an increased relative risk at high temperatures. The values for the interaction term indicated a higher relative risk for cardiovascular and respiratory mortalities at low temperatures and high temperatures, respectively, when the pollution levels reached approximately 60 μg/m3. CONCLUSIONS The positive association standardized in the Poisson regression model for pollutant concentration is not confounded by temperature, and the effect of temperature is not confounded by the pollutant levels in the time-series analysis. The simultaneous exposure to different levels of environmental factors can create synergistic effects that are as disturbing as those caused by extreme concentrations.
Resumo:
In this paper, we study an international market model in which the home government imposes a tariff on the imported goods. The model has two stages. In the first stage, the home government chooses an import tariff to maximize a function that cares about the home firm’s profit and the total revenue. Then, the firms engage in a Cournot or in a Stackelberg competition. We compare the results obtained in the three different ways of moving on the decision make of the firms.
Resumo:
This paper analyses the effects of tariffs on an international economy with a monopolistic sector with two firms, located in two countries, each one producing a homogeneous good for both home consumption and export to the other identical country. We consider a game among governments and firms. First, the government imposes a tariff on imports and then we consider the two types of moving: simultaneous (Cournot-type model) and sequential (Stackelberg-type model) decisions by the firms. We also compare the results obtained in each model.
Resumo:
Three calves experimentally infected with Schistosoma mansoni, and passing viable eggs in feces, as well as 5 normal calves (coming from a non-endemic area for schistosomiasis) kept as controls, were maintained in an enclosure (850 m² in area). In this enclosure, a tank with water received 500 laboratory reared Biomphalaria glabrata. All the control calves were infected for a period ranging from 79 to 202 days after the beginning of the experiment, and afterwards presented viable S. mansoni eggs in feces. The mean worm recovery was 555. The snail population increased throughout the experimental period, showing a high number of B. glabrata infected with S. mansoni (42% on average). According to the present study, bovine has been suggested as having potentially a role in the maintenance of the life cycle of S. mansoni
Resumo:
33rd IAHR Congress: Water Engineering for a Sustainable Environment
Resumo:
Background: Little is known about the risk of progression to hazardous alcohol use in people currently drinking at safe limits. We aimed to develop a prediction model (predictAL) for the development of hazardous drinking in safe drinkers. Methods: A prospective cohort study of adult general practice attendees in six European countries and Chile followed up over 6 months. We recruited 10,045 attendees between April 2003 to February 2005. 6193 European and 2462 Chilean attendees recorded AUDIT scores below 8 in men and 5 in women at recruitment and were used in modelling risk. 38 risk factors were measured to construct a risk model for the development of hazardous drinking using stepwise logistic regression. The model was corrected for over fitting and tested in an external population. The main outcome was hazardous drinking defined by an AUDIT score >= 8 in men and >= 5 in women. Results: 69.0% of attendees were recruited, of whom 89.5% participated again after six months. The risk factors in the final predictAL model were sex, age, country, baseline AUDIT score, panic syndrome and lifetime alcohol problem. The predictAL model's average c-index across all six European countries was 0.839 (95% CI 0.805, 0.873). The Hedge's g effect size for the difference in log odds of predicted probability between safe drinkers in Europe who subsequently developed hazardous alcohol use and those who did not was 1.38 (95% CI 1.25, 1.51). External validation of the algorithm in Chilean safe drinkers resulted in a c-index of 0.781 (95% CI 0.717, 0.846) and Hedge's g of 0.68 (95% CI 0.57, 0.78). Conclusions: The predictAL risk model for development of hazardous consumption in safe drinkers compares favourably with risk algorithms for disorders in other medical settings and can be a useful first step in prevention of alcohol misuse.
Resumo:
Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores
Resumo:
Tese de Doutoramento (Programa Doutoral em Engenharia Biomédica)
Resumo:
The twin objectives of the work described were to construct nutrient balance models (NBM) for a range of Irish animal production systems and to evaluate their potential as a means of estimating the nutrient composition of farm wastes. The NBM has three components. The first is the intake of nutrients in the animal's diet. The second is retention or the nutrients the animal retains for the production of milk, meat or eggs. The third is the balance or the difference between the nutrient intake and retention. Data on the intake levels and their nutrient value for dairy cows, beef cattle, pigs and poultry systems were assembled. Literature searches and interviews with National experts were the primary sources of information. NBMs were then constructed for each production system. Summary tables of the nutrient values for the common diet constituents used in Irish animal production systems, the nutrient composition of the animal products and the NBMs (nutrient intake, retention and excretion) for a range of production systems were assembled. These represent the first comprehensive data set of this type for Irish animal production systems. There was generally good agreement between the derived NBMs values and those published in the literature. The NBMs were validated on a number of farms. Data on animal numbers, fertiliser use, concentrates inputs and production output were recorded on seven farms. Using the data a nutrient input/output balance was constructed for each farm. This was compared with the NBM estimate of the farm nutrient balance. The results showed good agreement between the measured balance and the NBM estimate particularly for the pig and poultry farms. However, the validation emphasised the inherent risks associated with NBMs. The average values used for feed intake and production parameters in the NEMs may result in the under or over estimate of actual nutrient balances on individual farms where these variables are substantially different. On the grassland farms there was a poor correlation between the input/output estimate and the NBM. This possibly results from the omission of the soil's contribution to the nutrient balance. However, the results indicate that the NBMs developed are a potentially useful tool for estimating nutrient balances. They also will serve to highlight the significant fraction of the nutrient inputs into farming systems that are retained on the farm. The potential of the NBM as a means of estimating the nutrient composition of farm wastes was evaluated on two farms. Feed intake and composition, animal production, slurry production was monitored during the indoor winter feeding period. Slurry samples were taken for analysis. The appropriates NBMs were used to estimate the nutrient balance for each farm. The nutrient content of the slurry produced was calculated. There was a good agreement between the NBM estimate and the measured values. This preliminary evaluation suggests that the NBM has a potential to provide the farmer with a simple means of estimating the nutrient value of his slurry.
Resumo:
Wireless mesh networks present an attractive communication solution for various research and industrial projects. However, in many cases, the appropriate preliminary calculations which allow predicting the network behavior have to be made before the actual deployment. For such purposes, network simulation environments emulating the real network operation are often used. Within this paper, a behavior comparison of real wireless mesh network (based on 802.11s amendment) and the simulated one has been performed. The main objective of this work is to measure performance parameters of a real 802.11s wireless mesh network (average UDP throughput and average one-way delay) and compare the derived results with characteristics of a simulated wireless mesh network created with the NS-3 network simulation tool. Then, the results from both networks are compared and the corresponding conclusion is made. The corresponding results were derived from simulation model and real-worldtest-bed, showing that the behavior of both networks is similar. It confirms that the NS-3 simulation model is accurate and can be used in further research studies.