897 resultados para estimation of dynamic structural models


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Accurate measurement of intervertebral kinematics of the cervical spine can support the diagnosis of widespread diseases related to neck pain, such as chronic whiplash dysfunction, arthritis, and segmental degeneration. The natural inaccessibility of the spine, its complex anatomy, and the small range of motion only permit concise measurement in vivo. Low dose X-ray fluoroscopy allows time-continuous screening of cervical spine during patient's spontaneous motion. To obtain accurate motion measurements, each vertebra was tracked by means of image processing along a sequence of radiographic images. To obtain a time-continuous representation of motion and to reduce noise in the experimental data, smoothing spline interpolation was used. Estimation of intervertebral motion for cervical segments was obtained by processing patient's fluoroscopic sequence; intervertebral angle and displacement and the instantaneous centre of rotation were computed. The RMS value of fitting errors resulted in about 0.2 degree for rotation and 0.2 mm for displacements. © 2013 Paolo Bifulco et al.

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AMS subject classification: 49N35,49N55,65Lxx.

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A computer code system for simulation and estimation of branching processes is proposed. Using the system, samples for some models with or without migration are generated. Over these samples we compare some properties of various estimators.

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2000 Mathematics Subject Classification: 60J80, 60J85, 62P10, 92D25.

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Technology changes rapidly over years providing continuously more options for computer alternatives and making life easier for economic, intra-relation or any other transactions. However, the introduction of new technology “pushes” old Information and Communication Technology (ICT) products to non-use. E-waste is defined as the quantities of ICT products which are not in use and is bivariate function of the sold quantities, and the probability that specific computers quantity will be regarded as obsolete. In this paper, an e-waste generation model is presented, which is applied to the following regions: Western and Eastern Europe, Asia/Pacific, Japan/Australia/New Zealand, North and South America. Furthermore, cumulative computer sales were retrieved for selected countries of the regions so as to compute obsolete computer quantities. In order to provide robust results for the forecasted quantities, a selection of forecasting models, namely (i) Bass, (ii) Gompertz, (iii) Logistic, (iv) Trend model, (v) Level model, (vi) AutoRegressive Moving Average (ARMA), and (vii) Exponential Smoothing were applied, depicting for each country that model which would provide better results in terms of minimum error indices (Mean Absolute Error and Mean Square Error) for the in-sample estimation. As new technology does not diffuse in all the regions of the world with the same speed due to different socio-economic factors, the lifespan distribution, which provides the probability of a certain quantity of computers to be considered as obsolete, is not adequately modeled in the literature. The time horizon for the forecasted quantities is 2014-2030, while the results show a very sharp increase in the USA and United Kingdom, due to the fact of decreasing computer lifespan and increasing sales.

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Cikkünkben a magyar monetáris politikát vizsgáljuk olyan szempontból, hogy kamatdöntései meghozatalakor figyelembe vette-e az országkockázatot, és ha igen, hogyan. A kérdés megválaszolásához a monetáris politika elemzésének leggyakoribb eszközét használjuk: az ország monetáris politikáját leíró Taylor-szabályokat becslünk. A becslést több kockázati mérőszámmal is elvégeztük több, különféle Taylor-szabályt használva. Az érzékenységvizsgálatban az inflációhoz és a kibocsátási réshez is alkalmaztunk más, az alapspecifikációban szereplőtől eltérő mérőszámokat. Eredményeink szerint a Magyar Nemzeti Bank kamatdöntései jól leírhatók egy rugalmas, inflációs célkövető rezsimmel: a Taylor-szabályban szignifikáns szerepe van az inflációs céltól való eltérésének és - a szabályok egy része esetén - a kibocsátási résnek. Emellett a döntéshozók figyelembe vették az országkockázatot is, annak növekedésére a kamat emelésével válaszoltak. Az országkockázat Taylor-szabályba történő beillesztése a megfelelő kockázati mérőszám kiválasztása esetén jelentős mértékben képes javítani a Taylor-szabály illeszkedését. _____ The paper investigates the degree to which Hungarian monetary policy has considered country risk in its decisions and if so, how. The answer was sought through the commonest method of analysing a countrys monetary policy: Taylor rules for describing it. The estimation of the rule was prepared using several risk indicators and applying various types of Taylor rules. As a sensitivity analysis, other indicators of inflation and output gap were employed than in the base rule. This showed that the interest-rate decisions of the National Bank of Hungary can be well described by a flexible inflation targeting regime: in the Taylor rules, deviation of inflation from its target has a significant role and the output gap is also significant in one part of the rules. The decision-makers also considered country risk and responded to an increase in it by raising interest rates. Insertion of country risk into the Taylor rule could improve the models fit to an important degree when choosing an appropriate risk measure.

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The market model is the most frequently estimated model in financial economics and has proven extremely useful in the estimation of systematic risk. In this era of rapid globalization of financial markets there has been a substantial increase in cross listings of stocks in foreign and regional capital markets. As many as a third to a half of the stocks in some major exchanges are foreign listed. The multiple listings of stocks has major implications for the estimation of systematic risk. The traditiona1 method of estimating the market model by using data from only one market will lead to misleading estimates of beta. This study demonstrates that the estimator for systematic risk and the methodology itself changes when stocks are listed in multiple markets. General expressions are developed to obtain the estimator of global beta under a variety of assumptions about the error terms of the market models for different capital markets. The assumptions pertain both to the volatilities of the abnormal returns in each market, and to the relationship between the markets. ^ Explicit expressions are derived for the estimation of global systematic risk beta when the returns are homoscedastic and also under different heteroscedastic conditions both within and/or between markets. These results for the estimation of global beta are further extended when return generating process follows an autoregressive scheme.^

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Annual average daily traffic (AADT) is important information for many transportation planning, design, operation, and maintenance activities, as well as for the allocation of highway funds. Many studies have attempted AADT estimation using factor approach, regression analysis, time series, and artificial neural networks. However, these methods are unable to account for spatially variable influence of independent variables on the dependent variable even though it is well known that to many transportation problems, including AADT estimation, spatial context is important. ^ In this study, applications of geographically weighted regression (GWR) methods to estimating AADT were investigated. The GWR based methods considered the influence of correlations among the variables over space and the spatially non-stationarity of the variables. A GWR model allows different relationships between the dependent and independent variables to exist at different points in space. In other words, model parameters vary from location to location and the locally linear regression parameters at a point are affected more by observations near that point than observations further away. ^ The study area was Broward County, Florida. Broward County lies on the Atlantic coast between Palm Beach and Miami-Dade counties. In this study, a total of 67 variables were considered as potential AADT predictors, and six variables (lanes, speed, regional accessibility, direct access, density of roadway length, and density of seasonal household) were selected to develop the models. ^ To investigate the predictive powers of various AADT predictors over the space, the statistics including local r-square, local parameter estimates, and local errors were examined and mapped. The local variations in relationships among parameters were investigated, measured, and mapped to assess the usefulness of GWR methods. ^ The results indicated that the GWR models were able to better explain the variation in the data and to predict AADT with smaller errors than the ordinary linear regression models for the same dataset. Additionally, GWR was able to model the spatial non-stationarity in the data, i.e., the spatially varying relationship between AADT and predictors, which cannot be modeled in ordinary linear regression. ^

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Crash reduction factors (CRFs) are used to estimate the potential number of traffic crashes expected to be prevented from investment in safety improvement projects. The method used to develop CRFs in Florida has been based on the commonly used before-and-after approach. This approach suffers from a widely recognized problem known as regression-to-the-mean (RTM). The Empirical Bayes (EB) method has been introduced as a means to addressing the RTM problem. This method requires the information from both the treatment and reference sites in order to predict the expected number of crashes had the safety improvement projects at the treatment sites not been implemented. The information from the reference sites is estimated from a safety performance function (SPF), which is a mathematical relationship that links crashes to traffic exposure. The objective of this dissertation was to develop the SPFs for different functional classes of the Florida State Highway System. Crash data from years 2001 through 2003 along with traffic and geometric data were used in the SPF model development. SPFs for both rural and urban roadway categories were developed. The modeling data used were based on one-mile segments that contain homogeneous traffic and geometric conditions within each segment. Segments involving intersections were excluded. The scatter plots of data show that the relationships between crashes and traffic exposure are nonlinear, that crashes increase with traffic exposure in an increasing rate. Four regression models, namely, Poisson (PRM), Negative Binomial (NBRM), zero-inflated Poisson (ZIP), and zero-inflated Negative Binomial (ZINB), were fitted to the one-mile segment records for individual roadway categories. The best model was selected for each category based on a combination of the Likelihood Ratio test, the Vuong statistical test, and the Akaike's Information Criterion (AIC). The NBRM model was found to be appropriate for only one category and the ZINB model was found to be more appropriate for six other categories. The overall results show that the Negative Binomial distribution model generally provides a better fit for the data than the Poisson distribution model. In addition, the ZINB model was found to give the best fit when the count data exhibit excess zeros and over-dispersion for most of the roadway categories. While model validation shows that most data points fall within the 95% prediction intervals of the models developed, the Pearson goodness-of-fit measure does not show statistical significance. This is expected as traffic volume is only one of the many factors contributing to the overall crash experience, and that the SPFs are to be applied in conjunction with Accident Modification Factors (AMFs) to further account for the safety impacts of major geometric features before arriving at the final crash prediction. However, with improved traffic and crash data quality, the crash prediction power of SPF models may be further improved.

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This dissertation aimed to improve travel time estimation for the purpose of transportation planning by developing a travel time estimation method that incorporates the effects of signal timing plans, which were difficult to consider in planning models. For this purpose, an analytical model has been developed. The model parameters were calibrated based on data from CORSIM microscopic simulation, with signal timing plans optimized using the TRANSYT-7F software. Independent variables in the model are link length, free-flow speed, and traffic volumes from the competing turning movements. The developed model has three advantages compared to traditional link-based or node-based models. First, the model considers the influence of signal timing plans for a variety of traffic volume combinations without requiring signal timing information as input. Second, the model describes the non-uniform spatial distribution of delay along a link, this being able to estimate the impacts of queues at different upstream locations of an intersection and attribute delays to a subject link and upstream link. Third, the model shows promise of improving the accuracy of travel time prediction. The mean absolute percentage error (MAPE) of the model is 13% for a set of field data from Minnesota Department of Transportation (MDOT); this is close to the MAPE of uniform delay in the HCM 2000 method (11%). The HCM is the industrial accepted analytical model in the existing literature, but it requires signal timing information as input for calculating delays. The developed model also outperforms the HCM 2000 method for a set of Miami-Dade County data that represent congested traffic conditions, with a MAPE of 29%, compared to 31% of the HCM 2000 method. The advantages of the proposed model make it feasible for application to a large network without the burden of signal timing input, while improving the accuracy of travel time estimation. An assignment model with the developed travel time estimation method has been implemented in a South Florida planning model, which improved assignment results.

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Taylor Slough is one of the natural freshwater contributors to Florida Bay through a network of microtidal creeks crossing the Everglades Mangrove Ecotone Region (EMER). The EMER ecological function is critical since it mediates freshwater and nutrient inputs and controls the water quality in Eastern Florida Bay. Furthermore, this region is vulnerable to changing hydrodynamics and nutrient loadings as a result of upstream freshwater management practices proposed by the Comprehensive Everglades Restoration Program (CERP), currently the largest wetland restoration project in the USA. Despite the hydrological importance of Taylor Slough in the water budget of Florida Bay, there are no fine scale (∼1 km2) hydrodynamic models of this system that can be utilized as a tool to evaluate potential changes in water flow, salinity, and water quality. Taylor River is one of the major creeks draining Taylor Slough freshwater into Florida Bay. We performed a water budget analysis for the Taylor River area, based on long-term hydrologic data (1999–2007) and supplemented by hydrodynamic modeling using a MIKE FLOOD (DHI,http://dhigroup.com/) model to evaluate groundwater and overland water discharges. The seasonal hydrologic characteristics are very distinctive (average Taylor River wet vs. dry season outflow was 6 to 1 during 1999–2006) with a pronounced interannual variability of flow. The water budget shows a net dominance of through flow in the tidal mixing zone, while local precipitation and evapotranspiration play only a secondary role, at least in the wet season. During the dry season, the tidal flood reaches the upstream boundary of the study area during approximately 80 days per year on average. The groundwater field measurements indicate a mostly upwards-oriented leakage, which possibly equals the evapotranspiration term. The model results suggest a high importance of groundwater contribution to the water salinity in the EMER. The model performance is satisfactory during the dry season where surface flow in the area is confined to the Taylor River channel. The model also provided guidance on the importance of capturing the overland flow component, which enters the area as sheet flow during the rainy season. Overall, the modeling approach is suitable to reach better understanding of the water budget in the mangrove region. However, more detailed field data is needed to ascertain model predictions by further calibrating overland flow parameters.

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My thesis examines fine-scale habitat use and movement patterns of age 1 Greenland cod (Gadus macrocephalus ogac) tracked using acoustic telemetry. Recent advances in tracking technologies such as GPS and acoustic telemetry have led to increasingly large and detailed datasets that present new opportunities for researchers to address fine-scale ecological questions regarding animal movement and spatial distribution. There is a growing demand for home range models that will not only work with massive quantities of autocorrelated data, but that can also exploit the added detail inherent in these high-resolution datasets. Most published home range studies use radio-telemetry or satellite data from terrestrial mammals or avian species, and most studies that evaluate the relative performance of home range models use simulated data. In Chapter 2, I used actual field-collected data from age-1 Greenland cod tracked with acoustic telemetry to evaluate the accuracy and precision of six home range models: minimum convex polygons, kernel densities with plug-in bandwidth selection and the reference bandwidth, adaptive local convex hulls, Brownian bridges, and dynamic Brownian bridges. I then applied the most appropriate model to two years (2010-2012) of tracking data collected from 82 tagged Greenland cod tracked in Newman Sound, Newfoundland, Canada, to determine diel and seasonal differences in habitat use and movement patterns (Chapter 3). Little is known of juvenile cod ecology, so resolving these relationships will provide valuable insight into activity patterns, habitat use, and predator-prey dynamics, while filling a knowledge gap regarding the use of space by age 1 Greenland cod in a coastal nursery habitat. By doing so, my thesis demonstrates an appropriate technique for modelling the spatial use of fish from acoustic telemetry data that can be applied to high-resolution, high-frequency tracking datasets collected from mobile organisms in any environment.

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ODP Site 1089 is optimally located in order to monitor the occurrence of maxima in Agulhas heat and salt spillage from the Indian to the Atlantic Ocean. Radiolarian-based paleotemperature transfer functions allowed to reconstruct the climatic history for the last 450 kyr at this location. A warm sea surface temperature anomaly during Marine Isotope Stage (MIS) 10 was recognized and traced to other oceanic records along the surface branch of the global thermohaline (THC) circulation system, and is particularly marked at locations where a strong interaction between oceanic and atmospheric overturning cells and fronts occurs. This anomaly is absent in the Vostok ice core deuterium, and in oceanic records from the Antarctic Zone. However, it is present in the deuterium excess record from the Vostok ice core, interpreted as reflecting the temperature at the moisture source site for the snow precipitated at Vostok Station. As atmospheric models predict a subtropical Indian source for such moisture, this provides the necessary teleconnection between East Antarctica and ODP Site 1089, as the subtropical Indian is also the source area of the Agulhas Current, the main climate agent at our study location. The presence of the MIS 10 anomaly in the delta13C foraminiferal records from the same core supports its connection to oceanic mechanisms, linking stronger Agulhas spillover intensity to increased productivity in the study area. We suggest, in analogy to modern oceanographic observations, this to be a consequence of a shallow nutricline, induced by eddy mixing and baroclinic tide generation, which are in turn connected to the flow geometry, and intensity, of the Agulhas Current as it flows past the Agulhas Bank. We interpret the intensified inflow of Agulhas Current to the South Atlantic as responding to the switch between lower and higher amplitude in the insolation forcing in the Agulhas Current source area. This would result in higher SSTs in the Cape Basin during the glacial MIS 10, due to the release into the South Atlantic of the heat previously accumulating in the subtropical and equatorial Indian and Pacific Ocean. If our explanation for the MIS 10 anomaly in terms of an insolation variability switch is correct, we might expect that a future Agulhas SSST anomaly event will further delay the onset of next glacial age. In fact, the insolation forcing conditions for the Holocene (the current interglacial) are very similar to those present during MIS 11 (the interglacial preceding MIS 10), as both periods are characterized by a low insolation variability for the Agulhas Current source area. Natural climatic variability will force the Earth system in the same direction as the anthropogenic global warming trend, and will thus lead to even warmer than expected global temperatures in the near future.

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Date of Acceptance: 02/03/2015

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The authors would like to express their gratitude to their supporters. Drs Jim Cousins, S.R. Uma and Ken Gledhill facilitated this research by providing access to GeoNet seismic data and structural building information. Piotr Omenzetter’s work within the Lloyd’s Register Foundation Centre for Safety and Reliability Engineering at the University of Aberdeen is supported by Lloyd’s Register Foundation. The Foundation helps to protect life and property by supporting engineering-related education, public engagement and the application of research.