1000 resultados para forecast modelling
Resumo:
This analysis was stimulated by the real data analysis problem of householdexpenditure data. The full dataset contains expenditure data for a sample of 1224 households. The expenditure is broken down at 2 hierarchical levels: 9 major levels (e.g. housing, food, utilities etc.) and 92 minor levels. There are also 5 factors and 5 covariates at the household level. Not surprisingly, there are a small number of zeros at the major level, but many zeros at the minor level. The question is how best to model the zeros. Clearly, models that tryto add a small amount to the zero terms are not appropriate in general as at least some of the zeros are clearly structural, e.g. alcohol/tobacco for households that are teetotal. The key question then is how to build suitable conditional models. For example, is the sub-composition of spendingexcluding alcohol/tobacco similar for teetotal and non-teetotal households?In other words, we are looking for sub-compositional independence. Also, what determines whether a household is teetotal? Can we assume that it is independent of the composition? In general, whether teetotal will clearly depend on the household level variables, so we need to be able to model this dependence. The other tricky question is that with zeros on more than onecomponent, we need to be able to model dependence and independence of zeros on the different components. Lastly, while some zeros are structural, others may not be, for example, for expenditure on durables, it may be chance as to whether a particular household spends money on durableswithin the sample period. This would clearly be distinguishable if we had longitudinal data, but may still be distinguishable by looking at the distribution, on the assumption that random zeros will usually be for situations where any non-zero expenditure is not small.While this analysis is based on around economic data, the ideas carry over tomany other situations, including geological data, where minerals may be missing for structural reasons (similar to alcohol), or missing because they occur only in random regions which may be missed in a sample (similar to the durables)
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Animal dispersal in a fragmented landscape depends on the complex interaction between landscape structure and animal behavior. To better understand how individuals disperse, it is important to explicitly represent the properties of organisms and the landscape in which they move. A common approach to modelling dispersal includes representing the landscape as a grid of equal sized cells and then simulating individual movement as a correlated random walk. This approach uses a priori scale of resolution, which limits the representation of all landscape features and how different dispersal abilities are modelled. We develop a vector-based landscape model coupled with an object-oriented model for animal dispersal. In this spatially explicit dispersal model, landscape features are defined based on their geographic and thematic properties and dispersal is modelled through consideration of an organism's behavior, movement rules and searching strategies (such as visual cues). We present the model's underlying concepts, its ability to adequately represent landscape features and provide simulation of dispersal according to different dispersal abilities. We demonstrate the potential of the model by simulating two virtual species in a real Swiss landscape. This illustrates the model's ability to simulate complex dispersal processes and provides information about dispersal such as colonization probability and spatial distribution of the organism's path.
Resumo:
The resistance of mosquitoes to chemical insecticides is threatening vector control programmes worldwide. Cytochrome P450 monooxygenases (CYPs) are known to play a major role in insecticide resistance, allowing resistant insects to metabolize insecticides at a higher rate. Among them, members of the mosquito CYP6Z subfamily, like Aedes aegypti CYP6Z8 and its Anopheles gambiae orthologue CYP6Z2, have been frequently associated with pyrethroid resistance. However, their role in the pyrethroid degradation pathway remains unclear. In the present study, we created a genetically modified yeast strain overexpressing Ae. aegypti cytochrome P450 reductase and CYP6Z8, thereby producing the first mosquito P450-CPR (NADPH-cytochrome P450-reductase) complex in a yeast recombinant system. The results of the present study show that: (i) CYP6Z8 metabolizes PBAlc (3-phenoxybenzoic alcohol) and PBAld (3-phenoxybenzaldehyde), common pyrethroid metabolites produced by carboxylesterases, producing PBA (3-phenoxybenzoic acid); (ii) CYP6Z8 transcription is induced by PBAlc, PBAld and PBA; (iii) An. gambiae CYP6Z2 metabolizes PBAlc and PBAld in the same way; (iv) PBA is the major metabolite produced in vivo and is excreted without further modification; and (v) in silico modelling of substrate-enzyme interactions supports a similar role of other mosquito CYP6Zs in pyrethroid degradation. By playing a pivotal role in the degradation of pyrethroid insecticides, mosquito CYP6Zs thus represent good targets for mosquito-resistance management strategies.
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In this work we develop a viscoelastic bar element that can handle multiple rheo- logical laws with non-linear elastic and non-linear viscous material models. The bar element is built by joining in series an elastic and viscous bar, constraining the middle node position to the bar axis with a reduction method, and stati- cally condensing the internal degrees of freedom. We apply the methodology to the modelling of reversible softening with sti ness recovery both in 2D and 3D, a phenomenology also experimentally observed during stretching cycles on epithelial lung cell monolayers.
Resumo:
In this paper we propose a parsimonious regime-switching approach to model the correlations between assets, the threshold conditional correlation (TCC) model. This method allows the dynamics of the correlations to change from one state (or regime) to another as a function of observable transition variables. Our model is similar in spirit to Silvennoinen and Teräsvirta (2009) and Pelletier (2006) but with the appealing feature that it does not suffer from the course of dimensionality. In particular, estimation of the parameters of the TCC involves a simple grid search procedure. In addition, it is easy to guarantee a positive definite correlation matrix because the TCC estimator is given by the sample correlation matrix, which is positive definite by construction. The methodology is illustrated by evaluating the behaviour of international equities, govenrment bonds and major exchange rates, first separately and then jointly. We also test and allow for different parts in the correlation matrix to be governed by different transition variables. For this, we estimate a multi-threshold TCC specification. Further, we evaluate the economic performance of the TCC model against a constant conditional correlation (CCC) estimator using a Diebold-Mariano type test. We conclude that threshold correlation modelling gives rise to a significant reduction in portfolio´s variance.
Resumo:
It can be assumed that the composition of Mercury’s thin gas envelope (exosphere) is related to thecomposition of the planets crustal materials. If this relationship is true, then inferences regarding the bulkchemistry of the planet might be made from a thorough exospheric study. The most vexing of allunsolved problems is the uncertainty in the source of each component. Historically, it has been believedthat H and He come primarily from the solar wind, while Na and K originate from volatilized materialspartitioned between Mercury’s crust and meteoritic impactors. The processes that eject atoms andmolecules into the exosphere of Mercury are generally considered to be thermal vaporization, photonstimulateddesorption (PSD), impact vaporization, and ion sputtering. Each of these processes has its owntemporal and spatial dependence. The exosphere is strongly influenced by Mercury’s highly ellipticalorbit and rapid orbital speed. As a consequence the surface undergoes large fluctuations in temperatureand experiences differences of insolation with longitude. We will discuss these processes but focus moreon the expected surface composition and solar wind particle sputtering which releases material like Caand other elements from the surface minerals and discuss the relevance of composition modelling
Resumo:
The main objective of this paper aims at developing a methodology that takes into account the human factor extracted from the data base used by the recommender systems, and which allow to resolve the specific problems of prediction and recommendation. In this work, we propose to extract the user's human values scale from the data base of the users, to improve their suitability in open environments, such as the recommender systems. For this purpose, the methodology is applied with the data of the user after interacting with the system. The methodology is exemplified with a case study
Resumo:
Meniere's disease is an episodic vestibular syndrome associated with sensorineural hearing loss (SNHL) and tinnitus. Patients with MD have an elevated prevalence of several autoimmune diseases (rheumatoid arthritis, systemic lupus erythematosus, ankylosing spondylitis and psoriasis), which suggests a shared autoimmune background. Functional variants of several genes involved in the NF-κB pathway, such as REL, TNFAIP3, NFKB1 and TNIP1, have been associated with two or more immune-mediated diseases and allelic variations in the TLR10 gene may influence bilateral affectation and clinical course in MD. We have genotyped 716 cases of MD and 1628 controls by using the ImmunoChip, a high-density genotyping array containing 186 autoimmune loci, to explore the association of immune system related-loci with sporadic MD. Although no single nucleotide polymorphism (SNP) reached a genome-wide significant association (p<10(-8)), we selected allelic variants in the NF-kB pathway for further analyses to evaluate the impact of these SNPs in the clinical outcome of MD in our cohort. None of the selected SNPs increased susceptibility for MD in patients with uni or bilateral SNHL. However, two potential regulatory variants in the NFKB1 gene (rs3774937 and rs4648011) were associated with a faster hearing loss progression in patients with unilateral SNHL. So, individuals with unilateral MD carrying the C allele in rs3774937 or G allele in rs4648011 had a shorter mean time to reach hearing stage 3 (>40 dB HL) (log-rank test, corrected p values were p = 0.009 for rs3774937 and p = 0.003 for rs4648011, respectively). No variants influenced hearing in bilateral MD. Our data support that the allelic variants rs3774937 and rs4648011 can modify hearing outcome in patients with MD and unilateral SNHL.
Resumo:
Reverse transcriptase (RT) is a multifunctional enzyme in the human immunodeficiency virus (HIV)-1 life cycle and represents a primary target for drug discovery efforts against HIV-1 infection. Two classes of RT inhibitors, the nucleoside RT inhibitors (NRTIs) and the nonnucleoside transcriptase inhibitors are prominently used in the highly active antiretroviral therapy in combination with other anti-HIV drugs. However, the rapid emergence of drug-resistant viral strains has limited the successful rate of the anti-HIV agents. Computational methods are a significant part of the drug design process and indispensable to study drug resistance. In this review, recent advances in computer-aided drug design for the rational design of new compounds against HIV-1 RT using methods such as molecular docking, molecular dynamics, free energy calculations, quantitative structure-activity relationships, pharmacophore modelling and absorption, distribution, metabolism, excretion and toxicity prediction are discussed. Successful applications of these methodologies are also highlighted.
Resumo:
This paper investigates the effects of government spending on the real exchange rate and the trade balance in the US using a new VAR identification procedure based on spending forecast revisions. I find that the real exchange rate appreciates and the trade balance deteriorates after a government spending shock, although the effects are quantitatively small. The findings broadly match the theoretical predictions of the standard Mundell-Fleming model and differ substantially from those existing in literature. Differences are attributable to the fact that, because of fiscal foresight, the government spending is non-fundamental for the variables typically used in open economy VARs. Here, on the contrary, the estimated shock is fundamental.
Resumo:
En aquest article es resumeixen els resultats publicats en un informe de l' ISS (Istituto Superiore di Sanità) del desembre de 2006, sobre un model matemàtic desenvolupat per un grup de treball que inclou a investigadors de les Universitats de Trento, Pisa i Roma, i els Instituts Nacionals de Salut (Istituto Superiore di Sanità, ISS), per avaluar i mesurar l'impacte de la transmissió i el control de la pandèmia de grip
Resumo:
Rare species have restricted geographic ranges, habitat specialization, and/or small population sizes. Datasets on rare species distribution usually have few observations, limited spatial accuracy and lack of valid absences; conversely they provide comprehensive views of species distributions allowing to realistically capture most of their realized environmental niche. Rare species are the most in need of predictive distribution modelling but also the most difficult to model. We refer to this contrast as the "rare species modelling paradox" and propose as a solution developing modelling approaches that deal with a sufficiently large set of predictors, ensuring that statistical models aren't overfitted. Our novel approach fulfils this condition by fitting a large number of bivariate models and averaging them with a weighted ensemble approach. We further propose that this ensemble forecasting is conducted within a hierarchic multi-scale framework. We present two ensemble models for a test species, one at regional and one at local scale, each based on the combination of 630 models. In both cases, we obtained excellent spatial projections, unusual when modelling rare species. Model results highlight, from a statistically sound approach, the effects of multiple drivers in a same modelling framework and at two distinct scales. From this added information, regional models can support accurate forecasts of range dynamics under climate change scenarios, whereas local models allow the assessment of isolated or synergistic impacts of changes in multiple predictors. This novel framework provides a baseline for adaptive conservation, management and monitoring of rare species at distinct spatial and temporal scales.
Resumo:
The identification of compositional changes in fumarolic gases of active and quiescent volcanoes is one of the mostimportant targets in monitoring programs. From a general point of view, many systematic (often cyclic) and randomprocesses control the chemistry of gas discharges, making difficult to produce a convincing mathematical-statisticalmodelling.Changes in the chemical composition of volcanic gases sampled at Vulcano Island (Aeolian Arc, Sicily, Italy) fromeight different fumaroles located in the northern sector of the summit crater (La Fossa) have been analysed byconsidering their dependence from time in the period 2000-2007. Each intermediate chemical composition has beenconsidered as potentially derived from the contribution of the two temporal extremes represented by the 2000 and 2007samples, respectively, by using inverse modelling methodologies for compositional data. Data pertaining to fumarolesF5 and F27, located on the rim and in the inner part of La Fossa crater, respectively, have been used to achieve theproposed aim. The statistical approach has allowed us to highlight the presence of random and not random fluctuations,features useful to understand how the volcanic system works, opening new perspectives in sampling strategies and inthe evaluation of the natural risk related to a quiescent volcano