809 resultados para Multi-dimensional Numbered Information Spaces


Relevância:

100.00% 100.00%

Publicador:

Resumo:

Synthetic Aperture Radar (SAR) images a target region reflectivity function in the multi-dimensional spatial domain of range and cross-range with a finer azimuth resolution than the one provided by any on-board real antenna. Conventional SAR techniques assume a single reflection of transmitted waveforms from targets. Nevertheless, new uses of Unmanned Aerial Vehicles (UAVs) for civilian-security applications force SAR systems to work in much more complex scenes such as urban environments. Consequently, multiple-bounce returns are additionally superposed to direct-scatter echoes. They are known as ghost images, since they obscure true target image and lead to poor resolution. All this may involve a significant problem in applications related to surveillance and security. In this work, an innovative multipath mitigation technique is presented in which Time Reversal (TR) concept is applied to SAR images when the target is concealed in clutter, leading to TR-SAR technique. This way, the effect of multipath is considerably reduced ?or even removed?, recovering the lost resolution due to multipath propagation. Furthermore, some focusing indicators such as entropy (E), contrast (C) and Rényi entropy (RE) provide us with a good focusing criterion when using TR-SAR.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The understanding of the embryogenesis in living systems requires reliable quantitative analysis of the cell migration throughout all the stages of development. This is a major challenge of the "in-toto" reconstruction based on different modalities of "in-vivo" imaging techniques -spatio-temporal resolution and image artifacts and noise. Several methods for cell tracking are available, but expensive manual interaction -time and human resources- is always required to enforce coherence. Because of this limitation it is necessary to restrict the experiments or assume an uncontrolled error rate. Is it possible to obtain automated reliable measurements of migration? can we provide a seed for biologists to complete cell lineages efficiently? We propose a filtering technique that considers trajectories as spatio-temporal connected structures that prunes out those that might introduce noise and false positives by using multi-dimensional morphological operators.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Disruptions in tokamaks devices are unavoidable, and they can have a significant impact on machine integrity. So it is very important have mechanisms to predict this phenomenon. Disruption prediction is a very complex task, not only because it is a multi-dimensional problem, but also because in order to be effective, it has to detect well in advance the actual disruptive event, in order to be able to use successful mitigation strategies. With these constraints in mind a real-time disruption predictor has been developed to be used in JET tokamak. The predictor has been designed to run in the Multithreaded Application Real-Time executor (MARTe) framework. The predictor ?Advanced Predictor Of DISruptions? (APODIS) is based on Support Vector Machine (SVM).

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Actualmente, la escasez de agua constituye un importante problema en muchos lugares del mundo. El crecimiento de la población, la creciente necesidad de alimentos, el desarrollo socio-económico y el cambio climático ejercen una importante y cada vez mayor presión sobre los recursos hídricos, a la que muchos países van a tener que enfrentarse en los próximos anos. La región Mediterránea es una de las regiones del mundo de mayor escasez de recursos hídricos, y es además una de las zonas más vulnerables al cambio climático. La mayoría de estudios sobre cambio climático prevén mayores temperaturas y una disminución de las precipitaciones, y una creciente escasez de agua debida a la disminución de recursos disponibles y al aumento de las demandas de riego. En el contexto actual de desarrollo de políticas se demanda cada vez más una mayor consideración del cambio climático en el marco de las políticas sectoriales. Sin embargo, los estudios enfocados a un solo sector no reflejan las múltiples dimensiones del los efectos del cambio climático. Numerosos estudios científicos han demostrado que el cambio climático es un fenómeno de naturaleza multi-dimensional y cuyos efectos se transmiten a múltiples escalas. Por tanto, es necesaria la producción de estudios y herramientas de análisis capaces de reflejar todas estas dimensiones y que contribuyan a la elaboración de políticas robustas en un contexto de cambio climático. Esta investigación pretende aportar una visión global de la problemática de la escasez de agua y los impactos, la vulnerabilidad y la adaptación al cambio climático en el contexto de la región mediterránea. La investigación presenta un marco integrado de modelización que se va ampliando progresivamente en un proceso secuencial y multi-escalar en el que en cada etapa se incorpora una nueva dimensión. La investigación consta de cuatro etapas que se abordan a lo largo de cuatro capítulos. En primer lugar, se estudia la vulnerabilidad económica de las explotaciones de regadío del Medio Guadiana, en España. Para ello, se utiliza un modelo de programación matemática en combinación con un modelo econométrico. A continuación, en la segunda etapa, se utiliza un modelo hidro-económico que incluye un modelo de cultivo para analizar los procesos que tienen lugar a escala de cultivo, explotación y cuenca teniendo en cuenta distintas escalas geográficas y de toma de decisiones. Esta herramienta permite el análisis de escenarios de cambio climático y la evaluación de posibles medidas de adaptación. La tercera fase consiste en el análisis de las barreras que dificultan la aplicación de procesos de adaptación para lo cual se analizan las redes socio-institucionales en la cuenca. Finalmente, la cuarta etapa aporta una visión sobre la escasez de agua y el cambio climático a escala nacional y regional mediante el estudio de distintos escenarios de futuro plausibles y los posibles efectos de las políticas en la escasez de agua. Para este análisis se utiliza un modelo econométrico de datos de panel para la región mediterránea y un modelo hidro-económico que se aplica a los casos de estudio de España y Jordania. Los resultados del estudio ponen de relieve la importancia de considerar múltiples escalas y múltiples dimensiones en el estudio de la gestión de los recursos hídricos y la adaptación al cambio climático en los contextos mediterráneos de escasez de agua estudiados. Los resultados muestran que los impactos del cambio climático en la cuenca del Guadiana y en el conjunto de España pueden comprometer la sostenibilidad del regadío y de los ecosistemas. El análisis a escala de cuenca hidrográfica resalta la importancia de las interacciones entre los distintos usuarios del agua y en concreto entre distintas comunidades de regantes, así como la necesidad de fortalecer el papel de las instituciones y de fomentar la creación de una visión común en la cuenca para facilitar la aplicación de los procesos de adaptación. Asimismo, los resultados de este trabajo evidencian también la capacidad y el papel fundamental de las políticas para lograr un desarrollo sostenible y la adaptación al cambio climático es regiones de escasez de agua tales como la región mediterránea. Especialmente, este trabajo pone de manifiesto el potencial de la Directiva Marco del Agua de la Unión Europea para lograr una efectiva adaptación al cambio climático. Sin embargo, en Jordania, además de la adaptación al cambio climático, es preciso diseñar estrategias de desarrollo sostenible más ambiciosas que contribuyan a reducir el riesgo futuro de escasez de agua. ABSTRACT Water scarcity is becoming a major concern in many parts of the world. Population growth, increasing needs for food production, socio-economic development and climate change represent pressures on water resources that many countries around the world will have to deal in the coming years. The Mediterranean region is one of the most water scarce regions of the world and is considered a climate change hotspot. Most projections of climate change envisage an increase in temperatures and a decrease in precipitation and a resulting reduction in water resources availability as a consequence of both reduced water availability and increased irrigation demands. Current policy development processes require the integration of climate change concerns into sectoral policies. However, sector-oriented studies often fail to address all the dimensions of climate change implications. Climate change research in the last years has evidenced the need for more integrated studies and methodologies that are capable of addressing the multi-scale and multi-dimensional nature of climate change. This research attempts to provide a comprehensive view of water scarcity and climate change impacts, vulnerability and adaptation in Mediterranean contexts. It presents an integrated modelling framework that is progressively enlarged in a sequential multi-scale process in which a new dimension of climate change and water resources is addressed at every stage. It is comprised of four stages, each one explained in a different chapter. The first stage explores farm-level economic vulnerability in the Spanish Guadiana basin using a mathematical programming model in combination with an econometric model. Then, in a second stage, the use of a hydro-economic modelling framework that includes a crop growth model allows for the analysis of crop, farm and basin level processes taking into account different geographical and decision-making scales. This integrated tool is used for the analysis of climate change scenarios and for the assessment of potential adaptation options. The third stage includes the analysis of barriers to the effective implementation of adaptation processes based on socioinstitutional network analysis. Finally, a regional and country level perspective of water scarcity and climate change is provided focusing on different possible socio-economic development pathways and the effect of policies on future water scarcity. For this analysis, a panel-data econometric model and a hydro-economic model are applied for the analysis of the Mediterranean region and country level case studies in Spain and Jordan. The overall results of the study demonstrate the value of considering multiple scales and multiple dimensions in water management and climate change adaptation in the Mediterranean water scarce contexts analysed. Results show that climate change impacts in the Guadiana basin and in Spain may compromise the sustainability of irrigation systems and ecosystems. The analysis at the basin level highlights the prominent role of interactions between different water users and irrigation districts and the need to strengthen institutional capacity and common understanding in the basin to enhance the implementation of adaptation processes. The results of this research also illustrate the relevance of water policies in achieving sustainable development and climate change adaptation in water scarce areas such as the Mediterranean region. Specifically, the EU Water Framework Directive emerges as a powerful trigger for climate change adaptation. However, in Jordan, outreaching sustainable development strategies are required in addition to climate change adaptation to reduce future risk of water scarcity.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Esta tesis constituye un gran avance en el conocimiento del estudio y análisis de inestabilidades hidrodinámicas desde un punto de vista físico y teórico, como consecuencia de haber desarrollado innovadoras técnicas para la resolución computacional eficiente y precisa de la parte principal del espectro correspondiente a los problemas de autovalores (EVP) multidimensionales que gobiernan la inestabilidad de flujos con dos o tres direcciones espaciales inhomogéneas, denominados problemas de estabilidad global lineal. En el contexto del trabajo de desarrollo de herramientas computacionales presentado en la tesis, la discretización mediante métodos de diferencias finitas estables de alto orden de los EVP bidimensionales y tridimensionales que se derivan de las ecuaciones de Navier-Stokes linealizadas sobre flujos con dos o tres direcciones espaciales inhomogéneas, ha permitido una aceleración de cuatro órdenes de magnitud en su resolución. Esta mejora de eficiencia numérica se ha conseguido gracias al hecho de que usando estos esquemas de diferencias finitas, técnicas eficientes de resolución de problemas lineales son utilizables, explotando el alto nivel de dispersión o alto número de elementos nulos en las matrices involucradas en los problemas tratados. Como más notable consecuencia cabe destacar que la resolución de EVPs multidimensionales de inestabilidad global, que hasta la fecha necesitaban de superordenadores, se ha podido realizar en ordenadores de sobremesa. Además de la solución de problemas de estabilidad global lineal, el mencionado desarrollo numérico facilitó la extensión de las ecuaciones de estabilidad parabolizadas (PSE) lineales y no lineales para analizar la inestabilidad de flujos que dependen fuertemente en dos direcciones espaciales y suavemente en la tercera con las ecuaciones de estabilidad parabolizadas tridimensionales (PSE-3D). Precisamente la capacidad de extensión del novedoso algoritmo PSE-3D para el estudio de interacciones no lineales de los modos de estabilidad, desarrollado íntegramente en esta tesis, permite la predicción de transición en flujos complejos de gran interés industrial y por lo tanto extiende el concepto clásico de PSE, el cuál ha sido empleado exitosamente durante las pasadas tres décadas en el mismo contexto para problemas de capa límite bidimensional. Típicos ejemplos de flujos incompresibles se han analizado en este trabajo sin la necesidad de recurrir a restrictivas presuposiciones usadas en el pasado. Se han estudiado problemas vorticales como es el caso de un vórtice aislado o sistemas de vórtices simulando la estela de alas, en los que la homogeneidad axial no se impone y así se puede considerar la difusión viscosa del flujo. Además, se ha estudiado el chorro giratorio turbulento, cuya inestabilidad se utiliza para mejorar las características de funcionamiento de combustores. En la tesis se abarcan adicionalmente problemas de flujos compresibles. Se presenta el estudio de inestabilidad de flujos de borde de ataque a diferentes velocidades de vuelo. También se analiza la estela formada por un elemento rugoso aislado en capa límite supersónica e hipersónica, mostrando excelentes comparaciones con resultados obtenidos mediante simulación numérica directa. Finalmente, nuevas inestabilidades se han identificado en el flujo hipersónico a Mach 7 alrededor de un cono elíptico que modela el vehículo de pruebas en vuelo HIFiRE-5. Los resultados comparan favorablemente con experimentos en vuelo, lo que subraya aún más el potencial de las metodologías de análisis de estabilidad desarrolladas en esta tesis. ABSTRACT The present thesis constitutes a step forward in advancing the frontiers of knowledge of fluid flow instability from a physical point of view, as a consequence of having been successful in developing groundbreaking methodologies for the efficient and accurate computation of the leading part of the spectrum pertinent to multi-dimensional eigenvalue problems (EVP) governing instability of flows with two or three inhomogeneous spatial directions. In the context of the numerical work presented in this thesis, the discretization of the spatial operator resulting from linearization of the Navier-Stokes equations around flows with two or three inhomogeneous spatial directions by variable-high-order stable finite-difference methods has permitted a speedup of four orders of magnitude in the solution of the corresponding two- and three-dimensional EVPs. This improvement of numerical performance has been achieved thanks to the high-sparsity level offered by the high-order finite-difference schemes employed for the discretization of the operators. This permitted use of efficient sparse linear algebra techniques without sacrificing accuracy and, consequently, solutions being obtained on typical workstations, as opposed to the previously employed supercomputers. Besides solution of the two- and three-dimensional EVPs of global linear instability, this development paved the way for the extension of the (linear and nonlinear) Parabolized Stability Equations (PSE) to analyze instability of flows which depend in a strongly-coupled inhomogeneous manner on two spatial directions and weakly on the third. Precisely the extensibility of the novel PSE-3D algorithm developed in the framework of the present thesis to study nonlinear flow instability permits transition prediction in flows of industrial interest, thus extending the classic PSE concept which has been successfully employed in the same context to boundary-layer type of flows over the last three decades. Typical examples of incompressible flows, the instability of which was analyzed in the present thesis without the need to resort to the restrictive assumptions used in the past, range from isolated vortices, and systems thereof, in which axial homogeneity is relaxed to consider viscous diffusion, as well as turbulent swirling jets, the instability of which is exploited in order to improve flame-holding properties of combustors. The instability of compressible subsonic and supersonic leading edge flows has been solved, and the wake of an isolated roughness element in a supersonic and hypersonic boundary-layer has also been analyzed with respect to its instability: excellent agreement with direct numerical simulation results has been obtained in all cases. Finally, instability analysis of Mach number 7 ow around an elliptic cone modeling the HIFiRE-5 flight test vehicle has unraveled flow instabilities near the minor-axis centerline, results comparing favorably with flight test predictions.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Recent advances in coherent optical receivers is reviewed. Digital-Signal-Processing (DSP) based phase and polarization management techniques make coherent detection robust and feasible. With coherent detection, the complex field of the received optical signal is fully recovered, allowing compensation of linear and nonlinear optical impairments including chromatic dispersion (CD) and polarization-mode dispersion (PMD) using digital filters. Coherent detection and advanced optical modulation formats have become a key ingredient to the design of modern dense wavelength-division multiplexed (DWDM) optical broadband networks. In this paper, firstly we present the different subsystems of a digital coherent optical receiver, and secondly, we will compare the performance of some multi-level and multi-dimensional modulation formats in some physical impairments and in high spectral-efficiency (SE) and high-capacity DWDM transmissions, simulating the DSP with Matlab and the optical network performance with OptiSystem software.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Mixtures of polynomials (MoPs) are a non-parametric density estimation technique especially designed for hybrid Bayesian networks with continuous and discrete variables. Algorithms to learn one- and multi-dimensional (marginal) MoPs from data have recently been proposed. In this paper we introduce two methods for learning MoP approximations of conditional densities from data. Both approaches are based on learning MoP approximations of the joint density and the marginal density of the conditioning variables, but they differ as to how the MoP approximation of the quotient of the two densities is found. We illustrate and study the methods using data sampled from known parametric distributions, and we demonstrate their applicability by learning models based on real neuroscience data. Finally, we compare the performance of the proposed methods with an approach for learning mixtures of truncated basis functions (MoTBFs). The empirical results show that the proposed methods generally yield models that are comparable to or significantly better than those found using the MoTBF-based method.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Robert Kennedy's announcement of the assassination of Martin Luther King, Jr., in an Indianapolis urban community that did not revolt in riots on April 4, 1968, provides one significant example in which feelings, energy, and bodily risk resonate alongside the articulated message. The relentless focus on Kennedy's spoken words, in historical biographies and other critical research, presents a problem of isolated effect because the power really comes from elements outside the speech act. Thus, this project embraces the complexities of rhetorical effectivity, which involves such things as the unique situational context, all participants (both Kennedy and his audience) of the speech act, aesthetic argument, and the ethical implications. This version of the story embraces the many voices of the participants through first hand interviews and new oral history reports. Using evidence provided from actual participants in the 1968 Indianapolis event, this project reflects critically upon the world disclosure of the event as it emerges from those remembrances. Phenomenology provides one answer to the constitutive dilemma of rhetorical effectivity that stems from a lack of a framework that gets at questions of ethics, aesthetics, feelings, energy, etc. Thus, this work takes a pedagogical shift away from discourse (verbal/written) as the primary place to render judgments about the effects of communication interaction. With a turn to explore extra-sensory reasoning, by way of the physical, emotional, and numinous, a multi-dimensional look at public address is delivered. The rhetorician will be interested in new ways of assessing effects. The communication ethicist will appreciate the work as concepts like answerability, emotional-volitional tone, and care for the other, come to life via application and consideration of Kennedy's appearance. For argumentation scholars, the interest comes forth in a re-thinking of how we do argumentation. And the critical cultural scholar will find this story ripe with opportunities to uncover the politics of representation, racialized discourse, privilege, power, ideological hegemony, and reconciliation. Through an approach of multiple layers this real-life tale will expose the power of the presence among audience and speaker, emotive argument, as well as the magical turn of fate which all contributes the possibility of a dialogic rhetoric.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

ABSTRACT This study is an account of the literacy-related human environment a Chinese girl experienced as the first person in the history of her family who was able to read prior to entry into elementary school. Temporally speaking, the study spanned more than a decade from the initial, tentative research question to the formal, primary research question. Spatially speaking, it crossed three cultures: the Chinese, Korean, and American cultures. The study was inspired by the Zero Project in China, known as the "Project of Quality Education and Implementation for Children Aged Zero (fetus) to Six." The significance of the content issue in a child's literacy curriculum was explored in an interdisciplinary way. Case study served as a holistic research approach and provided the researcher with free temporal and spatial distance to pursue the indefinably multi-dimensional intricacies of a child's early literacy acquisition among generations in the family. Interpretation of the case was based on the relevant concepts within the scope of the researcher's knowledge of Chinese culture. Major findings revealed that the child's literacy acquisition was inseparably related to her parents' background as well as their awareness of and attitudes towards literacy, and that the foundation of all this was the harmony of the family. Through the lens of generational attitudes towards literacy and especially the lens of the researcher's multicultural life experiences, this study contributes to the field of curriculum studies in general and early literacy curriculum in particular by stimulating people to reconsider what to read to children, besides how to read to them. It calls attention once again to the classic curriculum question, "What knowledge is of most worth?" as well as what is the most essential spiritual food human beings need besides physical needs. This study suggests that Chinese philosophy should be included in a child's early literacy curriculum in China and calls for dialogues on the content issue of curriculum to gain a deeper understanding of human nature so that humans might co-live peacefully with all beings in the universe.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The overarching purpose of this research program was to describe how intervening for academic deficits may be accompanied by changes in mental health. This multi-dimensional, multi-perspective, and iterative research program was developed to report on two distinct but related studies that addressed the same issue: in what ways does the mental health of students change as they transition from being struggling readers to more able readers? To describe the changes, these studies used a number of qualitative research methodologies—focus groups, individual interviews, and ethnographic case studies. Themes that emerged from the focus group and interview data in the first study were used to create a model that guided observations and interview questions in the second study. The first study described what parents, classroom teachers, and two reading instructors of nine previously struggling readers reported as the outcomes of becoming a more proficient reader. Data from this study indicated three broad domains in which change, as perceived by participants, occurred―cognitive/learning, behavioural/social, and psychological/emotional. Within these three domains, six dimensions were identified as having changed as reading improved: (a) academic achievement, (b) attitude, (c) attention, (d) behaviour, (e) mental health, and (f) empowerment. These domains, dimensions, and 15 constituent elements were used to create the model to guide the subsequent study. The purpose of the second study was to validate and refine this model by using an ethnographic case study approach to explore the ways in which the model accounted for the changes in reading and mental health seen in three boys over the months they participated in the intervention. By investigating the relationship between learning to read and mental health, this research aimed to enhance our understanding of how gains in reading may also improve the mental health of struggling readers. The model was found to be robust and a convenient conceptual framework to further our understanding of this relationship. Importantly, gains made in the cognitive/learning domain through an effective reading intervention, offered in a supportive learning environment, were shown to be accompanied by concomitant gains in both the behavioural/social and psychological/emotional domains—all of which enhance student thriving.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Why do we think more of the United States (US) than the European Union (EU) in discussing Afghani or Iraqi democratization, and EU more than US when it is East European? Should not democratization be the same? A comparative study asks what democracy has historically meant in the two regions, how democratization has been spelled out, why instruments utilized differ, and democracy within global leadership contexts. Neither treats democracy as a vital interest, but differences abound: (a) While the US shifted from relative bottom-up to top-down democracy, the EU added bottom-up to its top-down approach; (b) the US interprets democracy as the ends of other policy interests, the EU treats it as the means to other goals; and (c) flexible US instruments contrast with rigid EU counterparts. Among the implications: (a) the 4-stage US approach reaches globally wider than EU’s multi-dimensional counterpart, but EU’s regional approach sinks deeper than the US’s; (b) human rights find better EU than US anchors; (c) whereas the US approach makes intergovernmental actions the sine qua non of democratization, EU’s intergovernmental, transnational, and supranational admixture promotes quid pro quo dynamics and incremental growth; and (d) competitive democratization patterns creates lock-ins for both recipient and supplier countries.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The concept of citizenship is one of the most complicated in political and social sciences. Its long process of historical development makes dealing with it particularly complicated. Citizenship is by nature a multi-dimensional concept: there is a legal citizenship, referring first to the equal legal status of individuals, for instance the equality between men and women. Legal citizenship also refers to a political dimension, the right to start and/or join political parties, or political participation more broadly. Thirdly, it has a religious dimension relating to the right of all religious groups to equally and freely practice their religious customs and rituals. Finally, legal citizenship possesses a socio-economic dimension related to the non-marginalisation of different social categories, for instance women. All of these dimensions, far from being purely objects of legal texts and codifications, are emerging as an arena of political struggle within the Egyptian society. Citizenship as a concept has its roots in European history and, more specifically, the emergence of the nation state in Europe and the ensuing economic and social developments in these societies. These social developments and the rise of the nation state have worked in parallel, fostering the notion of an individual citizen bestowed with rights and obligations. This gradual interaction was very different from what happened in the context of the Arab world. The emerging of the nation state in Egypt was an outcome of modernisation efforts from the top-down; it coercively redesigned the social structure, by eliminating or weakening some social classes in favour of others. These efforts have had an impact on the state-society relation at least in two respects. First, on the overlapping relation between some social classes and the state, and second, on the ability of some social groups to self-organise, define and raise their demands. This study identifies how different political parties in Egypt envision the multi-dimensional concept of citizenship. We focus on the following elements: Nature of the state (identity, nature of the regime) Liberties and rights (election laws, political party laws, etc.) Right to gather and organise (syndicates, associations, etc.) Freedom of expression and speech (right to protest, sit in, strike, etc.) Public and individual liberties (freedom of belief, personal issues, etc.) Rights of marginalised groups (women, minorities, etc.)

Relevância:

100.00% 100.00%

Publicador:

Resumo:

A statistical functional, such as the mean or the median, is called elicitable if there is a scoring function or loss function such that the correct forecast of the functional is the unique minimizer of the expected score. Such scoring functions are called strictly consistent for the functional. The elicitability of a functional opens the possibility to compare competing forecasts and to rank them in terms of their realized scores. In this paper, we explore the notion of elicitability for multi-dimensional functionals and give both necessary and sufficient conditions for strictly consistent scoring functions. We cover the case of functionals with elicitable components, but we also show that one-dimensional functionals that are not elicitable can be a component of a higher order elicitable functional. In the case of the variance, this is a known result. However, an important result of this paper is that spectral risk measures with a spectral measure with finite support are jointly elicitable if one adds the “correct” quantiles. A direct consequence of applied interest is that the pair (Value at Risk, Expected Shortfall) is jointly elicitable under mild conditions that are usually fulfilled in risk management applications.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Thesis (Ph.D.)--University of Washington, 2016-06

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Thesis (Ph.D.)--University of Washington, 2016-06