942 resultados para Auto-Regressive and Moving-Average Model with exogenous inputs
Resumo:
Trust is one of the most important factors that influence the successful application of network service environments, such as e-commerce, wireless sensor networks, and online social networks. Computation models associated with trust and reputation have been paid special attention in both computer societies and service science in recent years. In this paper, a dynamical computation model of reputation for B2C e-commerce is proposed. Firstly, conceptions associated with trust and reputation are introduced, and the mathematical formula of trust for B2C e-commerce is given. Then a dynamical computation model of reputation is further proposed based on the conception of trust and the relationship between trust and reputation. In the proposed model, classical varying processes of reputation of B2C e-commerce are discussed. Furthermore, the iterative trust and reputation computation models are formulated via a set of difference equations based on the closed-loop feedback mechanism. Finally, a group of numerical simulation experiments are performed to illustrate the proposed model of trust and reputation. Experimental results show that the proposed model is effective in simulating the dynamical processes of trust and reputation for B2C e-commerce.
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Field observations of new particle formation and the subsequent particle growth are typically only possible at a fixed measurement location, and hence do not follow the temporal evolution of an air parcel in a Lagrangian sense. Standard analysis for determining formation and growth rates requires that the time-dependent formation rate and growth rate of the particles are spatially invariant; air parcel advection means that the observed temporal evolution of the particle size distribution at a fixed measurement location may not represent the true evolution if there are spatial variations in the formation and growth rates. Here we present a zero-dimensional aerosol box model coupled with one-dimensional atmospheric flow to describe the impact of advection on the evolution of simulated new particle formation events. Wind speed, particle formation rates and growth rates are input parameters that can vary as a function of time and location, using wind speed to connect location to time. The output simulates measurements at a fixed location; formation and growth rates of the particle mode can then be calculated from the simulated observations at a stationary point for different scenarios and be compared with the ‘true’ input parameters. Hence, we can investigate how spatial variations in the formation and growth rates of new particles would appear in observations of particle number size distributions at a fixed measurement site. We show that the particle size distribution and growth rate at a fixed location is dependent on the formation and growth parameters upwind, even if local conditions do not vary. We also show that different input parameters used may result in very similar simulated measurements. Erroneous interpretation of observations in terms of particle formation and growth rates, and the time span and areal extent of new particle formation, is possible if the spatial effects are not accounted for.
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In this paper we have discussed inference aspects of the skew-normal nonlinear regression models following both, a classical and Bayesian approach, extending the usual normal nonlinear regression models. The univariate skew-normal distribution that will be used in this work was introduced by Sahu et al. (Can J Stat 29:129-150, 2003), which is attractive because estimation of the skewness parameter does not present the same degree of difficulty as in the case with Azzalini (Scand J Stat 12:171-178, 1985) one and, moreover, it allows easy implementation of the EM-algorithm. As illustration of the proposed methodology, we consider a data set previously analyzed in the literature under normality.
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Aqueous dispersions of the anionic phospholipid dimyristoyl phosphatidylglycerol (DMPG) at pH above the apparent pK of DMPG and concentrations in the interval 70-300 mM have been investigated by small (SAXS) and wide-angle X-ray scattering, differential scanning calorimetry, and polarized optical microscopy. The order. disorder transition of the hydrocarbon chains occurs along an interval of about 10 degrees C (between T(m)(on) similar to 20 degrees C and T(m)(off) similar to 30 degrees C). Such melting regime was previously characterized at lower concentrations, up to 70 mM DMPG, when sample transparency was correlated with the presence of pores across the bilayer. At higher concentrations considered here, the melting regime persists but is not transparent. Defined SAXS peaks appear and a new lamellar phase L(p) with pores is proposed to exist above 70 mM DMPG, starting at similar to 23 degrees C (similar to 3 degrees C above T(m)(on)) and losing correlation after T(m)(off). A new model for describing the X-ray scattering of bilayers with pores, presented here, is able to explain the broad band attributed to in-plane correlation between pores. The majority of cell membranes have a net negative charge, and the opening of pores across the membrane tuned by ionic strength, temperature, and lipid composition is likely to have biological relevance.
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We analyze by numerical simulations and mean-field approximations an asymmetric version of the stochastic sandpile model with height restriction in one dimension. Each site can have at most two particles. Single particles are inactive and do not move. Two particles occupying the same site are active and may hop to neighboring sites following an asymmetric rule. Jumps to the right or to the left occur with distinct probabilities. In the active state, there will be a net current of particles to the right or to the left. We have found that the critical behavior related to the transition from the active to the absorbing state is distinct from the symmetrical case, making the asymmetry a relevant field.
Resumo:
We construct static soliton solutions with non-zero Hopf topological charges to a theory which is the extended Skyrme-Faddeev model with a further quartic term in derivatives. We use an axially symmetric ansatz based on toroidal coordinates, and solve the resulting two coupled nonlinear partial differential equations in two variables by a successive over-relaxation method. We construct numerical solutions with the Hopf charge up to 4. The solutions present an interesting behavior under the changes of a special combination of the coupling constants of the quartic terms.
Resumo:
Important concentrations of tourmaline occur as gold-bearing stratiform tourmalinites and in mineralized quartz-tourmaline veins at the Tapera Grande and Quartzito gold prospects in the Mesoproterozoic Serra do Itaberaba Group, central Ribeira Belt (Sao Paulo State, SE Brazil). The main rock types in both prospects constitute the volcanic-sedimentary Morro da Pedra Preta Formation, which formed in a submarine back-arc setting. At Tapera Grande, the volcanic-sedimentary sequence is composed of metabasic and metavolcaniclastic rocks, graphitic and sulfur-rich metapelites, banded iron formation, metandesite, metarhyolite, calcsilicates, tourmalinites and metahydrothermalites derived from mafic and felsic rocks. The Mesoproterozoic rocks at Quartzito prospect are lithologically similar but they have been affected by Neoproterozoic faulting and shearing and by the emplacement of granitic rocks, resulting in the formation of tourmaline-rich quartz-carbonate veins with gold and base metal mineralization. We conducted a chemical and B-isotope study of tourmalines in order to better understand the origin of the stratiform tourmalinites in the Morro da Pedra Preta Formation and their relationship with gold mineralization. The overall range of delta(11)B values obtained for the tourmalinite and vein tourmalines is between - 15%. and -5 parts per thousand, with the tourmalinites failing at the low end of this range (-15 to -8 parts per thousand). Such values are typical for continental crust and inconsistent with a primary marine boron signature as expected from the submarine-exhalative model for the gold prospects. We conclude from this that tourmaline formed or recrystallized from crustal fluids related to the amphibolite-grade metamorphism which affected the Serra do Itaberaba Group and that gold deposition occurred syn- to post-peak metamorphism by phase immiscibility, as attested by fluid inclusions in Tapera Grande tourmalinite tourmaline and quartz. The vein-hosted tourmalines at Quartzito have isotopically variable boron signatures, with heavier delta(11)B values of -5 parts per thousand to -8 parts per thousand for acicular green tourmalines and lighter values (-15 parts per thousand to -7 parts per thousand for light blue, Ti-firee tourmaline from quartz-carbonate veins). We attribute the heavier boron to fluids derived from the volcano-sedimentary rocks of marine affinity whereas the lighter boron was contributed by crustal fluids related to the granitoids or metasediments in the continental crust. (c) 2009 Elsevier B.V. All rights reserved.
Resumo:
In many epidemiological studies it is common to resort to regression models relating incidence of a disease and its risk factors. The main goal of this paper is to consider inference on such models with error-prone observations and variances of the measurement errors changing across observations. We suppose that the observations follow a bivariate normal distribution and the measurement errors are normally distributed. Aggregate data allow the estimation of the error variances. Maximum likelihood estimates are computed numerically via the EM algorithm. Consistent estimation of the asymptotic variance of the maximum likelihood estimators is also discussed. Test statistics are proposed for testing hypotheses of interest. Further, we implement a simple graphical device that enables an assessment of the model`s goodness of fit. Results of simulations concerning the properties of the test statistics are reported. The approach is illustrated with data from the WHO MONICA Project on cardiovascular disease. Copyright (C) 2008 John Wiley & Sons, Ltd.
Resumo:
We analyse the finite-sample behaviour of two second-order bias-corrected alternatives to the maximum-likelihood estimator of the parameters in a multivariate normal regression model with general parametrization proposed by Patriota and Lemonte [A. G. Patriota and A. J. Lemonte, Bias correction in a multivariate regression model with genereal parameterization, Stat. Prob. Lett. 79 (2009), pp. 1655-1662]. The two finite-sample corrections we consider are the conventional second-order bias-corrected estimator and the bootstrap bias correction. We present the numerical results comparing the performance of these estimators. Our results reveal that analytical bias correction outperforms numerical bias corrections obtained from bootstrapping schemes.
Resumo:
This paper derives the second-order biases Of maximum likelihood estimates from a multivariate normal model where the mean vector and the covariance matrix have parameters in common. We show that the second order bias can always be obtained by means of ordinary weighted least-squares regressions. We conduct simulation studies which indicate that the bias correction scheme yields nearly unbiased estimators. (C) 2009 Elsevier B.V. All rights reserved.
A robust Bayesian approach to null intercept measurement error model with application to dental data
Resumo:
Measurement error models often arise in epidemiological and clinical research. Usually, in this set up it is assumed that the latent variable has a normal distribution. However, the normality assumption may not be always correct. Skew-normal/independent distribution is a class of asymmetric thick-tailed distributions which includes the Skew-normal distribution as a special case. In this paper, we explore the use of skew-normal/independent distribution as a robust alternative to null intercept measurement error model under a Bayesian paradigm. We assume that the random errors and the unobserved value of the covariate (latent variable) follows jointly a skew-normal/independent distribution, providing an appealing robust alternative to the routine use of symmetric normal distribution in this type of model. Specific distributions examined include univariate and multivariate versions of the skew-normal distribution, the skew-t distributions, the skew-slash distributions and the skew contaminated normal distributions. The methods developed is illustrated using a real data set from a dental clinical trial. (C) 2008 Elsevier B.V. All rights reserved.
Resumo:
Ghana faces a macroeconomic problem of inflation for a long period of time. The problem in somehow slows the economic growth in this country. As we all know, inflation is one of the major economic challenges facing most countries in the world especially those in African including Ghana. Therefore, forecasting inflation rates in Ghana becomes very important for its government to design economic strategies or effective monetary policies to combat any unexpected high inflation in this country. This paper studies seasonal autoregressive integrated moving average model to forecast inflation rates in Ghana. Using monthly inflation data from July 1991 to December 2009, we find that ARIMA (1,1,1)(0,0,1)12 can represent the data behavior of inflation rate in Ghana well. Based on the selected model, we forecast seven (7) months inflation rates of Ghana outside the sample period (i.e. from January 2010 to July 2010). The observed inflation rate from January to April which was published by Ghana Statistical Service Department fall within the 95% confidence interval obtained from the designed model. The forecasted results show a decreasing pattern and a turning point of Ghana inflation in the month of July.
Resumo:
Jakarta is vulnerable to flooding mainly caused by prolonged and heavy rainfall and thus a robust hydrological modeling is called for. A good quality of spatial precipitation data is therefore desired so that a good hydrological model could be achieved. Two types of rainfall sources are available: satellite and gauge station observations. At-site rainfall is considered to be a reliable and accurate source of rainfall. However, the limited number of stations makes the spatial interpolation not very much appealing. On the other hand, the gridded rainfall nowadays has high spatial resolution and improved accuracy, but still, relatively less accurate than its counterpart. To achieve a better precipitation data set, the study proposes cokriging method, a blending algorithm, to yield the blended satellite-gauge gridded rainfall at approximately 10-km resolution. The Global Satellite Mapping of Precipitation (GSMaP, 0.1⁰×0.1⁰) and daily rainfall observations from gauge stations are used. The blended product is compared with satellite data by cross-validation method. The newly-yield blended product is then utilized to re-calibrate the hydrological model. Several scenarios are simulated by the hydrological models calibrated by gauge observations alone and blended product. The performance of two calibrated hydrological models is then assessed and compared based on simulated and observed runoff.