993 resultados para Anderson models


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Regime shifts have been reported in many marine ecosystems, and are often expressed as an abrupt change occurring in multiple physical and biological components of the system. In the Gulf of Alaska, a regime shift in the late 1970s was observed, indicated by an abrupt increase in sea surface temperature and major shifts in the catch of many fish species. This late 1970s regime shift in the Gulf of Alaska was followed by another shift in the late 1980s, not as pervasive as the 1977 shift, but which nevertheless did not return to the prior state. A thorough understanding of the extent and mechanisms leading to such regime shifts is challenged by data paucity in time and space. We investigate the ability of a suite of ocean biogeochemistry models of varying complexity to simulate regime shifts in the Gulf of Alaska by examining the presence of abrupt changes in time series of physical variables (sea surface temperature and mixed layer depth), nutrients and biological variables (chlorophyll, primary productivity and plankton biomass) using change-point analysis. Our study demonstrates that ocean biogeochemical models are capable of simulating the late 1970s shift, indicating an abrupt increase in sea surface temperature forcing followed by an abrupt decrease in nutrients and biological productivity. This predicted shift is consistent among all the models, although some of them exhibit an abrupt transition (i.e. a significant shift from one year to the next), whereas others simulate a smoother transition. Some models further suggest that the late 1980s shift was constrained by changes in mixed layer depth. Our study demonstrates that ocean biogeochemical can successfully simulate regime shifts in the Gulf of Alaska region, thereby providing better understanding of how changes in physical conditions are propagated from lower to upper trophic levels through bottom-up controls.

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We propose finite sample tests and confidence sets for models with unobserved and generated regressors as well as various models estimated by instrumental variables methods. The validity of the procedures is unaffected by the presence of identification problems or \"weak instruments\", so no detection of such problems is required. We study two distinct approaches for various models considered by Pagan (1984). The first one is an instrument substitution method which generalizes an approach proposed by Anderson and Rubin (1949) and Fuller (1987) for different (although related) problems, while the second one is based on splitting the sample. The instrument substitution method uses the instruments directly, instead of generated regressors, in order to test hypotheses about the \"structural parameters\" of interest and build confidence sets. The second approach relies on \"generated regressors\", which allows a gain in degrees of freedom, and a sample split technique. For inference about general possibly nonlinear transformations of model parameters, projection techniques are proposed. A distributional theory is obtained under the assumptions of Gaussian errors and strictly exogenous regressors. We show that the various tests and confidence sets proposed are (locally) \"asymptotically valid\" under much weaker assumptions. The properties of the tests proposed are examined in simulation experiments. In general, they outperform the usual asymptotic inference methods in terms of both reliability and power. Finally, the techniques suggested are applied to a model of Tobin’s q and to a model of academic performance.

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It is well known that standard asymptotic theory is not valid or is extremely unreliable in models with identification problems or weak instruments [Dufour (1997, Econometrica), Staiger and Stock (1997, Econometrica), Wang and Zivot (1998, Econometrica), Stock and Wright (2000, Econometrica), Dufour and Jasiak (2001, International Economic Review)]. One possible way out consists here in using a variant of the Anderson-Rubin (1949, Ann. Math. Stat.) procedure. The latter, however, allows one to build exact tests and confidence sets only for the full vector of the coefficients of the endogenous explanatory variables in a structural equation, which in general does not allow for individual coefficients. This problem may in principle be overcome by using projection techniques [Dufour (1997, Econometrica), Dufour and Jasiak (2001, International Economic Review)]. AR-types are emphasized because they are robust to both weak instruments and instrument exclusion. However, these techniques can be implemented only by using costly numerical techniques. In this paper, we provide a complete analytic solution to the problem of building projection-based confidence sets from Anderson-Rubin-type confidence sets. The latter involves the geometric properties of “quadrics” and can be viewed as an extension of usual confidence intervals and ellipsoids. Only least squares techniques are required for building the confidence intervals. We also study by simulation how “conservative” projection-based confidence sets are. Finally, we illustrate the methods proposed by applying them to three different examples: the relationship between trade and growth in a cross-section of countries, returns to education, and a study of production functions in the U.S. economy.

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The MarQUEST (Marine Biogeochemistry and Ecosystem Modelling Initiative in QUEST) project was established to develop improved descriptions of marine biogeochemistry, suited for the next generation of Earth system models. We review progress in these areas providing insight on the advances that have been made as well as identifying remaining key outstanding gaps for the development of the marine component of next generation Earth system models. The following issues are discussed and where appropriate results are presented; the choice of model structure, scaling processes from physiology to functional types, the ecosystem model sensitivity to changes in the physical environment, the role of the coastal ocean and new methods for the evaluation and comparison of ecosystem and biogeochemistry models. We make recommendations as to where future investment in marine ecosystem modelling should be focused, highlighting a generic software framework for model development, improved hydrodynamic models, and better parameterisation of new and existing models, reanalysis tools and ensemble simulations. The final challenge is to ensure that experimental/observational scientists are stakeholders in the models and vice versa.

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1. Closed Ecological Systems (CES) are small manmade ecosystems which do not have any material exchange with the surrounding environment. Recent ecological and technological advances enable successful establishment and maintenance of CES, making them a suitable tool for detecting and measuring subtle feedbacks and mechanisms. 2. As a part of an analogue (physical) C cycle modelling experiment, we developed a non-intrusive methodology to control the internal environment and to monitor atmospheric CO2 concentration inside 16 replicated CES. Whilst maintaining an air-tight seal of all CES, this approach allowed for access to the CO2 measuring equipment for periodic re-calibration and repairs. 3. To ensure reliable cross-comparison of CO2 observations between individual CES units and to minimise the cost of the system, only one CO2 sampling unit was used. An ADC BioScientific OP-2 (open-path) analyser mounted on a swinging arm was passing over a set of 16 measuring cells. Each cell was connected to an individual CES with air continuously circulating between them. 4. Using this setup, we were able to continuously measure several environmental variables and CO2 concentration within each closed system, allowing us to study minute effects of changing temperature on C fluxes within each CES. The CES and the measuring cells showed minimal air leakage during an experimental run lasting, on average, 3 months. The CO2 analyser assembly performed reliably for over 2 years, however an early iteration of the present design proved to be sensitive to positioning errors. 5. We indicate how the methodology can be further improved and suggest possible avenues where future CES based research could be applied.

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This paper develops a general method for constructing similar tests based on the conditional distribution of nonpivotal statistics in a simultaneous equations model with normal errors and known reducedform covariance matrix. The test based on the likelihood ratio statistic is particularly simple and has good power properties. When identification is strong, the power curve of this conditional likelihood ratio test is essentially equal to the power envelope for similar tests. Monte Carlo simulations also suggest that this test dominates the Anderson- Rubin test and the score test. Dropping the restrictive assumption of disturbances normally distributed with known covariance matrix, approximate conditional tests are found that behave well in small samples even when identification is weak.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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This paper presents a new approach for damage detection in Structural Health Monitoring (SHM) systems, which is based on the Electromechanical Impedance (EMI) principle and Autoregressive (AR) models. Typical applications of EMI in SHM are based on computing the Frequency Response Function (FRF). In this work the procedure is based on the EMI principle but the results are determined through the coefficients of AR models, which are computed from the time response of PZT transducers bonded to the monitored structure, and acting as actuator and sensors at the same time. The procedure is based on exciting the PZT transducers using a wide band chirp signal and getting its time response. The AR models are obtained in both healthy and damaged conditions and used to compute statistics indexes. Practical tests were carried out in an aluminum plate and the results have demonstrated the effectiveness of the proposed method. © 2012 IEEE.

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Searches are reported for Higgs bosons in the context of either the standard model extended to include a fourth generation of fermions (SM4) with masses of up to 600 GeV or fermiophobic models. For the former, results from three decay modes (ττ, WW, and ZZ) are combined, whilst for the latter the diphoton decay is exploited. The analysed proton-proton collision data correspond to integrated luminosities of up to 5.1 fb-1 at 7 TeV and up to 5.3 fb-1 at 8 TeV. The observed results exclude the SM4 Higgs boson in the mass range 110-600 GeV at 99% confidence level (CL), and in the mass range 110-560 GeV at 99.9% CL. A fermiophobic Higgs boson is excluded in the mass range 110-147 GeV at 95% CL, and in the range 110-133 GeV at 99% CL. The recently observed boson with a mass near 125 GeV is not consistent with either an SM4 or a fermiophobic Higgs boson. © 2013 CERN.

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The results of searches for supersymmetry by the CMS experiment are interpreted in the framework of simplified models. The results are based on data corresponding to an integrated luminosity of 4.73 to 4.98 fb-1. The data were collected at the LHC in proton-proton collisions at a center-of-mass energy of 7 TeV. This paper describes the method of interpretation and provides upper limits on the product of the production cross section and branching fraction as a function of new particle masses for a number of simplified models. These limits and the corresponding experimental acceptance calculations can be used to constrain other theoretical models and to compare different supersymmetry-inspired analyses. © 2013 CERN.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Searches are presented for heavy scalar (H) and pseudoscalar (A) Higgs bosons posited in the two doublet model (2HDM) extensions of the standard model (SM). These searches are based on a data sample of pp collisions collected with the CMS experiment at the LHC at a center-of-mass energy of root s = 8 TeV and corresponding to an integrated luminosity of 19.5 fb(-1). The decays H -> hh and A -> Zh, where h denotes an SM-like Higgs boson, lead to events with three or more isolated charged leptons or with a photon pair accompanied by one or more isolated leptons. The search results are presented in terms of the H and A production cross sections times branching fractions and are further interpreted in terms of 2HDM parameters. We place 95% C.L. cross section upper limits of approximately 7 pb on sigma B for H -> hh and 2 pb for A -> Zh. Also presented are the results of a search for the rare decay of the top quark that results in a charm quark and an SM Higgs boson, t -> ch, the existence of which would indicate a nonzero flavor-changing Yukawa coupling of the top quark to the Higgs boson. We place a 95% C.L. upper limit of 0.56% on B(t -> ch).