969 resultados para Consistent term structure models


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We give a list of all possible schemes for performing amino acid and codon assignments in algebraic models for the genetic code, which are consistent with a few simple symmetry principles, in accordance with the spirit of the algebraic approach to the evolution of the genetic code proposed by Hornos and Hornos. Our results are complete in the sense of covering all the algebraic models that arise within this approach, whether based on Lie groups/Lie algebras, on Lie superalgebras or on finite groups.

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Two hybrid materials based on dodecatungstophosphoric acid (HPW) dispersed in ormosils modified with 3-aminopropiltrietoxysilane (APTS) or with N-(3-(trimethoxysilyl)-propyl)-ethylene-diamine (TSPEN) show reversible photochromic response induced by irradiation in the 200-390 nm UV range. A set of solid-state nuclear magnetic resonance (NMR) techniques was used to analyze the structural properties of the main components of these hybrids (the HPW polyanion, the inorganic matrix, and the organic functionalities). For the ormosils, the use of (29)Si NMR, {(1)H}-(29)Si cross-polarization, and {(1)H}-(29)Si HETCOR revealed a homogeneous distribution of silicon species Q ``, T(2), and T(3) for the APTS hybrid, contrasting with the separation of T(3) species in the TSPEN hybrid. The combination of (31)P NMR, {(1)H}-(31)P cross-polarization and (31)P-{(1)H} spin-echo double resonance (SEDOR) revealed the dispersion of the HPW ions in the ormosil, occupying sites with a high number of close protons (>50). Differences in the molecular dynamics at room temperature, inferred from SEDOR experiments, indicate a state of restricted mobility of the HPW ion and the surrounding molecular groups in the TSPEN hybrid. This behavior is consistent with the presence of more amino groups in the TSPEN, acting as chelating groups to the HPW ion. This hybrid, with the strong chelate interaction of the diamine group, shows the most intense photochromic response, in agreement with the charge transfer models proposed to explain the photochromic effect. Electronic reflectance spectroscopy in irradiated samples revealed the presence of one-electron and two-electron reduced polyanions. The one-electron reduced species could be detected also by (31)P NMR spectroscopy immediately after UV irradiation.

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The Short-term Water Information and Forecasting Tools (SWIFT) is a suite of tools for flood and short-term streamflow forecasting, consisting of a collection of hydrologic model components and utilities. Catchments are modeled using conceptual subareas and a node-link structure for channel routing. The tools comprise modules for calibration, model state updating, output error correction, ensemble runs and data assimilation. Given the combinatorial nature of the modelling experiments and the sub-daily time steps typically used for simulations, the volume of model configurations and time series data is substantial and its management is not trivial. SWIFT is currently used mostly for research purposes but has also been used operationally, with intersecting but significantly different requirements. Early versions of SWIFT used mostly ad-hoc text files handled via Fortran code, with limited use of netCDF for time series data. The configuration and data handling modules have since been redesigned. The model configuration now follows a design where the data model is decoupled from the on-disk persistence mechanism. For research purposes the preferred on-disk format is JSON, to leverage numerous software libraries in a variety of languages, while retaining the legacy option of custom tab-separated text formats when it is a preferred access arrangement for the researcher. By decoupling data model and data persistence, it is much easier to interchangeably use for instance relational databases to provide stricter provenance and audit trail capabilities in an operational flood forecasting context. For the time series data, given the volume and required throughput, text based formats are usually inadequate. A schema derived from CF conventions has been designed to efficiently handle time series for SWIFT.

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Using vector autoregressive (VAR) models and Monte-Carlo simulation methods we investigate the potential gains for forecasting accuracy and estimation uncertainty of two commonly used restrictions arising from economic relationships. The Örst reduces parameter space by imposing long-term restrictions on the behavior of economic variables as discussed by the literature on cointegration, and the second reduces parameter space by imposing short-term restrictions as discussed by the literature on serial-correlation common features (SCCF). Our simulations cover three important issues on model building, estimation, and forecasting. First, we examine the performance of standard and modiÖed information criteria in choosing lag length for cointegrated VARs with SCCF restrictions. Second, we provide a comparison of forecasting accuracy of Ötted VARs when only cointegration restrictions are imposed and when cointegration and SCCF restrictions are jointly imposed. Third, we propose a new estimation algorithm where short- and long-term restrictions interact to estimate the cointegrating and the cofeature spaces respectively. We have three basic results. First, ignoring SCCF restrictions has a high cost in terms of model selection, because standard information criteria chooses too frequently inconsistent models, with too small a lag length. Criteria selecting lag and rank simultaneously have a superior performance in this case. Second, this translates into a superior forecasting performance of the restricted VECM over the VECM, with important improvements in forecasting accuracy ñreaching more than 100% in extreme cases. Third, the new algorithm proposed here fares very well in terms of parameter estimation, even when we consider the estimation of long-term parameters, opening up the discussion of joint estimation of short- and long-term parameters in VAR models.

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

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

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Some years ago, it was shown how fermion self-interacting terms of the Thirring-type impact the usual structure of massless two-dimensional gauge theories [1]. In that work only the cases of pure vector and pure chiral gauge couplings have been considered and the corresponding Thirring term was also pure vector and pure chiral respectively, such that the vector ( or chiral) Schwinger model should not lose its chirality structure due to the addition of the quartic interaction term. Here we extend this analysis to a generalized vector and axial coupling both for the gauge interaction and the quartic fermionic interactions. The idea is to perform quantization without losing the original structure of the gauge coupling. In order to do that we make use of an arbitrariness in the definition of the Thirring-like interaction.

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

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The aim of this study was to describe and quantify the effect of aquatic pollution on the fish assemblage structure of the Corumbatai River (Brazil), by comparing two sites with different water quality characteristics. The results revealed that abundance of individuals was low at the polluted site (B). However, the two sites did not differ significantly in species richness (total and average). This fact contradicts theories stating that portions where the transverse area of the channel is larger should present a higher biological richness. It was also observed that the ichthyofauna of site B had higher evenness, and, consequently, a tendency to a higher diversity than that at site A. This demonstrates that diversity estimates should be used cautiously in environmental impact studies, as they do not necessarily indicate better conditions of communities living in more preserved environments.

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

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The addition of a topologically massive term to an admittedly nonunitary three-dimensional massive model, be it an electromagnetic system or a gravitational one, does not cure its nonunitarity. What about the enlargement of avowedly unitary massive models by way of a topologically massive term? the electromagnetic models remain unitary after the topological augmentation but, surprisingly enough, the gravitational ones have their unitarity spoiled. Here we analyze these issues and present the explanation why unitary massive gravitational models, unlike unitary massive electromagnetic ones, cannot coexist from the viewpoint of unitarity with topologically massive terms. We also discuss the novel features of the three-term effective field models that are gauge-invariant.

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This paper proposes a methodology to incorporate voltage/reactive representation to Short Term Generation Scheduling (STGS) models, which is based on active/reactive decoupling characteristics of power systems. In such approach STGS is decoupled in both Active (AGS) and Reactive (RGS) Generation Scheduling models. AGS model establishes an initial active generation scheduling through a traditional dispatch model. The scheduling proposed by AGS model is evaluated from the voltage/reactive points of view, through the proposed RGS model. RGS is formulated as a sequence of T nonlinear OPF problems, solved separately but taking into account load tracking between consecutive time intervals. This approach considerably reduces computational effort to perform the reactive analysis of the RGS problem as a whole. When necessary, RGS model is capable to propose active generation redispatches, such that critical reactive problems (in which all reactive variables have been insufficient to control the reactive problems) can be overcome. The formulation and solution methodology proposed are evaluated in the IEEE30 system in two case studies. These studies show that the methodology is robust enough to incorporate reactive aspects to STGS problem.

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Structural health monitoring (SHM) is related to the ability of monitoring the state and deciding the level of damage or deterioration within aerospace, civil and mechanical systems. In this sense, this paper deals with the application of a two-step auto-regressive and auto-regressive with exogenous inputs (AR-ARX) model for linear prediction of damage diagnosis in structural systems. This damage detection algorithm is based on the. monitoring of residual error as damage-sensitive indexes, obtained through vibration response measurements. In complex structures there are. many positions under observation and a large amount of data to be handed, making difficult the visualization of the signals. This paper also investigates data compression by using principal component analysis. In order to establish a threshold value, a fuzzy c-means clustering is taken to quantify the damage-sensitive index in an unsupervised learning mode. Tests are made in a benchmark problem, as proposed by IASC-ASCE with different damage patterns. The diagnosis that was obtained showed high correlation with the actual integrity state of the structure. Copyright © 2007 by ABCM.

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We consider some existing relativistic models for the nucleon structure functions, relying on statistical approaches instead of perturbative ones. These models are based on the Fermi-Dirac distribution for the confined quarks, where a density of energy levels is obtained from an effective confining potential. In this context, it is presented some results obtained with a recent statistical quark model for the sea-quark asymmetry in the nucleon. It is shown, within this model, that experimental available observables, such as the ratio and difference between proton and neutron structure functions, are quite well reproduced with just three parameters: two chemical potentials used to reproduce the valence up and down quark numbers in the nucleon, and a temperature that is being used to reproduce the Gottfried sum rule violation. © 2010 American Institute of Physics.

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Numerical modeling of the interaction among waves and coastal structures is a challenge due to the many nonlinear phenomena involved, such as, wave propagation, wave transformation with water depth, interaction among incident and reflected waves, run-up / run-down and wave overtopping. Numerical models based on Lagrangian formulation, like SPH (Smoothed Particle Hydrodynamics), allow simulating complex free surface flows. The validation of these numerical models is essential, but comparing numerical results with experimental data is not an easy task. In the present paper, two SPH numerical models, SPHysics LNEC and SPH UNESP, are validated comparing the numerical results of waves interacting with a vertical breakwater, with data obtained in physical model tests made in one of the LNEC's flume. To achieve this validation, the experimental set-up is determined to be compatible with the Characteristics of the numerical models. Therefore, the flume dimensions are exactly the same for numerical and physical model and incident wave characteristics are identical, which allows determining the accuracy of the numerical models, particularly regarding two complex phenomena: wave-breaking and impact loads on the breakwater. It is shown that partial renormalization, i.e. renormalization applied only for particles near the structure, seems to be a promising compromise and an original method that allows simultaneously propagating waves, without diffusion, and modeling accurately the pressure field near the structure.