890 resultados para Nelson and Siegel model


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This paper presents an unmanned aircraft system (UAS) that uses a probabilistic model for autonomous front-on environmental sensing or photography of a target. The system is based on low-cost and readily-available sensor systems in dynamic environments and with the general intent of improving the capabilities of dynamic waypoint-based navigation systems for a low-cost UAS. The behavioural dynamics of target movement for the design of a Kalman filter and Markov model-based prediction algorithm are included. Geometrical concepts and the Haversine formula are applied to the maximum likelihood case in order to make a prediction regarding a future state of a target, thus delivering a new waypoint for autonomous navigation. The results of the application to aerial filming with low-cost UAS are presented, achieving the desired goal of maintained front-on perspective without significant constraint to the route or pace of target movement.

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Robotics is taught in many Australian ICT classrooms, in both primary and secondary schools. Robotics activities, including those developed using the LEGO Mindstorms NXT technology, are mathematics-rich and provide a fertile round for learners to develop and extend their mathematical thinking. However, this context for learning mathematics is often under-exploited. In this paper a variant of the model construction sequence (Lesh, Cramer, Doerr, Post, & Zawojewski, 2003) is proposed, with the purpose of explicitly integrating robotics and mathematics teaching and learning. Lesh et al.’s model construction sequence and the model eliciting activities it embeds were initially researched in primary mathematics classrooms and more recently in university engineering courses. The model construction sequence involves learners working collaboratively upon product-focussed tasks, through which they develop and expose their conceptual understanding. The integrating model proposed in this paper has been used to design and analyse a sequence of activities in an Australian Year 4 classroom. In that sequence more traditional classroom learning was complemented by the programming of LEGO-based robots to ‘act out’ the addition and subtraction of simple fractions (tenths) on a number-line. The framework was found to be useful for planning the sequence of learning and, more importantly, provided the participating teacher with the ability to critically reflect upon robotics technology as a tool to scaffold the learning of mathematics.

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The rupture of a cerebral artery aneurysm causes a devastating subarachnoid hemorrhage (SAH), with a mortality of almost 50% during the first month. Each year, 8-11/100 000 people suffer from aneurysmal SAH in Western countries, but the number is twice as high in Finland and Japan. The disease is most common among those of working age, the mean age at rupture being 50-55 years. Unruptured cerebral aneurysms are found in 2-6% of the population, but knowledge about the true risk of rupture is limited. The vast majority of aneurysms should be considered rupture-prone, and treatment for these patients is warranted. Both unruptured and ruptured aneurysms can be treated by either microsurgical clipping or endovascular embolization. In a standard microsurgical procedure, the neck of the aneurysm is closed by a metal clip, sealing off the aneurysm from the circulation. Endovascular embolization is performed by packing the aneurysm from the inside of the vessel lumen with detachable platinum coils. Coiling is associated with slightly lower morbidity and mortality than microsurgery, but the long-term results of microsurgically treated aneurysms are better. Endovascular treatment methods are constantly being developed further in order to achieve better long-term results. New coils and novel embolic agents need to be tested in a variety of animal models before they can be used in humans. In this study, we developed an experimental rat aneurysm model and showed its suitability for testing endovascular devices. We optimized noninvasive MRI sequences at 4.7 Tesla for follow-up of coiled experimental aneurysms and for volumetric measurement of aneurysm neck remnants. We used this model to compare platinum coils with polyglycolic-polylactic acid (PGLA) -coated coils, and showed the benefits of the latter in this model. The experimental aneurysm model and the imaging methods also gave insight into the mechanisms involved in aneurysm formation, and the model can be used in the development of novel imaging techniques. This model is affordable, easily reproducible, reliable, and suitable for MRI follow-up. It is also suitable for endovascular treatment, and it evades spontaneous occlusion.

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The fluorescence properties of a homologous series of fluorescent alkylamines are described. The binding of the probes to crythrocyte membranes increases with the length of the alkyl chain. The probes are shown to interact more strongly with membranes than with protein and lipid model systems. The binding of the probes to the membrane is sensitive to the cation concentration of the medium.

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Statistical learning algorithms provide a viable framework for geotechnical engineering modeling. This paper describes two statistical learning algorithms applied for site characterization modeling based on standard penetration test (SPT) data. More than 2700 field SPT values (N) have been collected from 766 boreholes spread over an area of 220 sqkm area in Bangalore. To get N corrected value (N,), N values have been corrected (Ne) for different parameters such as overburden stress, size of borehole, type of sampler, length of connecting rod, etc. In three-dimensional site characterization model, the function N-c=N-c (X, Y, Z), where X, Y and Z are the coordinates of a point corresponding to N, value, is to be approximated in which N, value at any half-space point in Bangalore can be determined. The first algorithm uses least-square support vector machine (LSSVM), which is related to aridge regression type of support vector machine. The second algorithm uses relevance vector machine (RVM), which combines the strengths of kernel-based methods and Bayesian theory to establish the relationships between a set of input vectors and a desired output. The paper also presents the comparative study between the developed LSSVM and RVM model for site characterization. Copyright (C) 2009 John Wiley & Sons,Ltd.

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The solubilities of various solid pollutants in supercritical carbon dioxide were investigated. The intermolecular interactions play a significant role in determining the solubilities of solids in supercritical carbon dioxide. A new model equation was derived by using the concepts of association and activity coefficient model to correlate the solubilities of solids. The model equation combines the association and Wilson activity coefficient models and includes the interaction potentials between the molecules, which are useful in understanding the behavior of the solid solutes in SCCO2. The new model equation involves five adjustable parameters to correlate the solubilities of solids by incorporating the interactions between the molecules. The equation correlated 75 solid systems with an average AARD of around 9%, which was better than the correlations obtained from standard models such as Mendez Santiago-Teja (MT) model and association model. (C) 2012 Elsevier B.V. All rights reserved.

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The influence of surfactant on the breakup of a prestretched bubble in a quiescent viscous surrounding is studied by a combination of direct numerical simulation and the solution of a long-wave asymptotic model. The direct numerical simulations describe the evolution toward breakup of an inviscid bubble, while the effects of small but non-zero interior viscosity are readily included in the long-wave model for a fluid thread in the Stokes flow limit. The direct numerical simulations use a specific but realizable and representative initial bubble shape to compare the evolution toward breakup of a clean or surfactant-free bubble and a bubble that is coated with insoluble surfactant. A distinguishing feature of the evolution in the presence of surfactant is the interruption of bubble breakup by formation of a slender quasi-steady thread of the interior fluid. This forms because the decrease in surface area causes a decrease in the surface tension and capillary pressure, until at a small but non-zero radius, equilibrium occurs between the capillary pressure and interior fluid pressure. The long-wave asymptotic model, for a thread with periodic boundary conditions, explains the principal mechanism of the slender thread's formation and confirms, for example, the relatively minor role played by the Marangoni stress. The large-time evolution of the slender thread and the precise location of its breakup are, however, influenced by effects such as the Marangoni stress and surface diffusion of surfactant. © 2008 Cambridge University Press.

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In a previous study [M. Hameed, J. Fluid Mech. 594, 307 (2008)] the authors investigated the influence of insoluble surfactant on the evolution of a stretched, inviscid bubble surrounded by a viscous fluid via direct numerical simulation of the Navier-Stokes equations, and showed that the presence of surfactant can cause the bubble to contract and form a quasisteady slender thread connecting parent bubbles, instead of proceeding directly toward pinch-off as occurs for a surfactant-free bubble. Insoluble surfactant significantly retards pinch-off and the thread is stabilized by a balance between internal pressure and reduced capillary pressure due to a high concentration of surfactant that develops during the initial stage of contraction. In the present study we investigate the influence of surfactant solubility on thread formation. The adsorption-desorption kinetics for solubility is in the diffusion controlled regime. A long-wave model for the evolution of a capillary jet is also studied in the Stokes flow limit, and shows dynamics that are similar to those of the evolving bubble. With soluble surfactant, depending on parameter values, a slender thread forms but can pinch-off later due to exchange of surfactant between the interface and exterior bulk flow. © 2009 American Institute of Physics.

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Coupled hydrology and water quality models are an important tool today, used in the understanding and management of surface water and watershed areas. Such problems are generally subject to substantial uncertainty in parameters, process understanding, and data. Component models, drawing on different data, concepts, and structures, are affected differently by each of these uncertain elements. This paper proposes a framework wherein the response of component models to their respective uncertain elements can be quantified and assessed, using a hydrological model and water quality model as two exemplars. The resulting assessments can be used to identify model coupling strategies that permit more appropriate use and calibration of individual models, and a better overall coupled model response. One key finding was that an approximate balance of water quality and hydrological model responses can be obtained using both the QUAL2E and Mike11 water quality models. The balance point, however, does not support a particularly narrow surface response (or stringent calibration criteria) with respect to the water quality calibration data, at least in the case examined here. Additionally, it is clear from the results presented that the structural source of uncertainty is at least as significant as parameter-based uncertainties in areal models. © 2012 John Wiley & Sons, Ltd.

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A 1/20-scale, low speed model rig representing the fan and nacelle of a high bypass ratio jet engine has been tested under crosswind conditions. The flow conditions under which the intake flow separates and reattaches have been found to exhibit considerable hysteresis. This phenomenon has been examined by a careful test procedure in which the crosswind angle has been slowly increased and then decreased. Measurements of the hysteresis associated with separation and reattachment are presented for independent variations in stream-tube contraction ratio, ground clearance, fan operating point and Reynolds number. The results reveal that particular care must be taken to allow for any hysteresis when testing intakes under crosswind conditions. They also indicate that separation hysteresis is particularly sensitive to fan operating point and the position of the ground plane. These findings suggest that it is important for high Reynolds number intake tests and calculations to include a ground plane and a model of the downstream turbomachinery. © 2002 by the author(s).

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Balance functions have been measured for charged-particle pairs, identified charged-pion pairs, and identified charged-kaon pairs in Au + Au, d + Au, and p + p collisions at root s(NN) = 200 GeV at the Relativistic Heavy Ion Collider using the STAR detector. These balance functions are presented in terms of relative pseudorapidity, Delta eta, relative rapidity, Delta y, relative azimuthal angle, Delta phi, and invariant relative momentum, q(inv). For charged-particle pairs, the width of the balance function in terms of Delta eta scales smoothly with the number of participating nucleons, while HIJING and UrQMD model calculations show no dependence on centrality or system size. For charged-particle and charged-pion pairs, the balance functions widths in terms of Delta eta and Delta y are narrower in central Au + Au collisions than in peripheral collisions. The width for central collisions is consistent with thermal blast-wave models where the balancing charges are highly correlated in coordinate space at breakup. This strong correlation might be explained by either delayed hadronization or limited diffusion during the reaction. Furthermore, the narrowing trend is consistent with the lower kinetic temperatures inherent to more central collisions. In contrast, the width of the balance function for charged-kaon pairs in terms of Delta y shows little centrality dependence, which may signal a different production mechanism for kaons. The widths of the balance functions for charged pions and kaons in terms of q(inv) narrow in central collisions compared to peripheral collisions, which may be driven by the change in the kinetic temperature.

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A neural model is developed to explain how humans can approach a goal object on foot while steering around obstacles to avoid collisions in a cluttered environment. The model uses optic flow from a 3D virtual reality environment to determine the position of objects based on motion discotinuities, and computes heading direction, or the direction of self-motion, from global optic flow. The cortical representation of heading interacts with the representations of a goal and obstacles such that the goal acts as an attractor of heading, while obstacles act as repellers. In addition the model maintains fixation on the goal object by generating smooth pursuit eye movements. Eye rotations can distort the optic flow field, complicating heading perception, and the model uses extraretinal signals to correct for this distortion and accurately represent heading. The model explains how motion processing mechanisms in cortical areas MT, MST, and VIP can be used to guide steering. The model quantitatively simulates human psychophysical data about visually-guided steering, obstacle avoidance, and route selection.

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A neural model is developed to explain how humans can approach a goal object on foot while steering around obstacles to avoid collisions in a cluttered environment. The model uses optic flow from a 3D virtual reality environment to determine the position of objects based on motion discontinuities, and computes heading direction, or the direction of self-motion, from global optic flow. The cortical representation of heading interacts with the representations of a goal and obstacles such that the goal acts as an attractor of heading, while obstacles act as repellers. In addition the model maintains fixation on the goal object by generating smooth pursuit eye movements. Eye rotations can distort the optic flow field, complicating heading perception, and the model uses extraretinal signals to correct for this distortion and accurately represent heading. The model explains how motion processing mechanisms in cortical areas MT, MST, and posterior parietal cortex can be used to guide steering. The model quantitatively simulates human psychophysical data about visually-guided steering, obstacle avoidance, and route selection.

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We firstly examine the model of Hobson and Rogers for the volatility of a financial asset such as a stock or share. The main feature of this model is the specification of volatility in terms of past price returns. The volatility process and the underlying price process share the same source of randomness and so the model is said to be complete. Complete models are advantageous as they allow a unique, preference independent price for options on the underlying price process. One of the main objectives of the model is to reproduce the `smiles' and `skews' seen in the market implied volatilities and this model produces the desired effect. In the first main piece of work we numerically calibrate the model of Hobson and Rogers for comparison with existing literature. We also develop parameter estimation methods based on the calibration of a GARCH model. We examine alternative specifications of the volatility and show an improvement of model fit to market data based on these specifications. We also show how to process market data in order to take account of inter-day movements in the volatility surface. In the second piece of work, we extend the Hobson and Rogers model in a way that better reflects market structure. We extend the model to take into account both first and second order effects. We derive and numerically solve the pde which describes the price of options under this extended model. We show that this extension allows for a better fit to the market data. Finally, we analyse the parameters of this extended model in order to understand intuitively the role of these parameters in the volatility surface.

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BACKGROUND: A hierarchical taxonomy of organisms is a prerequisite for semantic integration of biodiversity data. Ideally, there would be a single, expansive, authoritative taxonomy that includes extinct and extant taxa, information on synonyms and common names, and monophyletic supraspecific taxa that reflect our current understanding of phylogenetic relationships. DESCRIPTION: As a step towards development of such a resource, and to enable large-scale integration of phenotypic data across vertebrates, we created the Vertebrate Taxonomy Ontology (VTO), a semantically defined taxonomic resource derived from the integration of existing taxonomic compilations, and freely distributed under a Creative Commons Zero (CC0) public domain waiver. The VTO includes both extant and extinct vertebrates and currently contains 106,947 taxonomic terms, 22 taxonomic ranks, 104,736 synonyms, and 162,400 cross-references to other taxonomic resources. Key challenges in constructing the VTO included (1) extracting and merging names, synonyms, and identifiers from heterogeneous sources; (2) structuring hierarchies of terms based on evolutionary relationships and the principle of monophyly; and (3) automating this process as much as possible to accommodate updates in source taxonomies. CONCLUSIONS: The VTO is the primary source of taxonomic information used by the Phenoscape Knowledgebase (http://phenoscape.org/), which integrates genetic and evolutionary phenotype data across both model and non-model vertebrates. The VTO is useful for inferring phenotypic changes on the vertebrate tree of life, which enables queries for candidate genes for various episodes in vertebrate evolution.