910 resultados para conditional least squares


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To obtain data on phytoplankton dynamics with improved spatial and temporal resolution, and at reduced cost, traditional phytoplankton monitoring methods have been supplemented with optical approaches. In this thesis, I have explored various fluorescence-based techniques for detection of phytoplankton abundance, taxonomy and physiology in the Baltic Sea. In algal cultures used in this thesis, the availability of nitrogen and light conditions caused changes in pigmentation, and consequently in light absorption and fluorescence properties of cells. In the Baltic Sea, physical environmental factors (e.g. mixing depth, irradiance and temperature) and related seasonal succession in the phytoplankton community explained a large part of the seasonal variability in the magnitude and shape of Chlorophyll a (Chla)-specific absorption. The variability in Chla-specific fluorescence was related to the abundance of cyanobacteria, the size structure of the phytoplankton community, and absorption characteristics of phytoplankton. Cyanobacteria show very low Chla-specific fluorescence. In the presence of eukaryotic species, Chla fluorescence describes poorly cyanobacteria. During cyanobacterial bloom in the Baltic Sea, phycocyanin fluorescence explained large part of the variability in Chla concentrations. Thus, both Chla and phycocyanin fluorescence were required to predict Chla concentration. Phycobilins are major light harvesting pigments for cyanobacteria. In the open Baltic Sea, small picoplanktonic cyanobacteria were the main source of phycoerythrin fluorescence and absorption signal. Large filamentous cyanobacteria, forming harmful blooms, were the main source of the phycocyanin fluorescence signal and typically their biomass and phycocyanin fluorescence were linearly related. Using phycocyanin fluorescence, dynamics of cyanobacterial blooms can be detected at high spatial and seasonal resolution not possible with other methods. Various taxonomic phytoplankton pigment groups can be separated by spectral fluorescence. I compared multivariate calibration methods for the retrieval of phytoplankton biomass in different taxonomic groups. Partial least squares regression method gave the closest predictions for all taxonomic groups, and the accuracy was adequate for phytoplankton bloom detection. Variable fluorescence has been proposed as a tool to study the physiological state of phytoplankton. My results from the Baltic Sea emphasize that variable fluorescence alone cannot be used to detect nutrient limitation of phytoplankton. However, when combined with experiments with active nutrient manipulation, and other nutrient limitation indices, variable fluorescence provided valuable information on the physiological responses of the phytoplankton community. This thesis found a severe limitation of a commercial fast repetition rate fluorometer, which couldn t detect the variable fluorescence of phycoerythrin-lacking cyanobacteria. For these species, the Photosystem II absorption of blue light is very low, and fluorometer excitation light did not saturate Photosystem II during a measurement. This thesis encourages the use of various in vivo fluorescence methods for the detection of bulk phytoplankton biomass, biomass of cyanobacteria, chemotaxonomy of phytoplankton community, and phytoplankton physiology. Fluorescence methods can support traditional phytoplankton monitoring by providing continuous measurements of phytoplankton, and thereby strengthen the understanding of the links between biological, chemical and physical processes in aquatic ecosystems.

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The quality of short-term electricity load forecasting is crucial to the operation and trading activities of market participants in an electricity market. In this paper, it is shown that a multiple equation time-series model, which is estimated by repeated application of ordinary least squares, has the potential to match or even outperform more complex nonlinear and nonparametric forecasting models. The key ingredient of the success of this simple model is the effective use of lagged information by allowing for interaction between seasonal patterns and intra-day dependencies. Although the model is built using data for the Queensland region of Australia, the method is completely generic and applicable to any load forecasting problem. The model’s forecasting ability is assessed by means of the mean absolute percentage error (MAPE). For day-ahead forecast, the MAPE returned by the model over a period of 11 years is an impressive 1.36%. The forecast accuracy of the model is compared with a number of benchmarks including three popular alternatives and one industrial standard reported by the Australia Energy Market Operator (AEMO). The performance of the model developed in this paper is superior to all benchmarks and outperforms the AEMO forecasts by about a third in terms of the MAPE criterion.

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Acoustic emission (AE) energy, instead of amplitude, associated with each of the event is used to estimate the fracture process zone (FPZ) size. A steep increase in the cumulative AE energy of the events with respect to time is correlated with the formation of FPZ. Based on the AE energy released during these events and the locations of the events, FPZ size is obtained. The size-independent fracture energy is computed using the expressions given in the boundary effect model by least squares method since over-determined system of equations are obtained when data from several specimens are used. Instead of least squares method a different method is suggested in which the transition ligament length, measured from the plot of histograms of AE events plotted over the un-cracked ligament, is used directly to obtain size-independent fracture energy. The fracture energy thus calculated seems to be size-independent.

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A generalized technique is proposed for modeling the effects of process variations on dynamic power by directly relating the variations in process parameters to variations in dynamic power of a digital circuit. The dynamic power of a 2-input NAND gate is characterized by mixed-mode simulations, to be used as a library element for 65mn gate length technology. The proposed methodology is demonstrated with a multiplier circuit built using the NAND gate library, by characterizing its dynamic power through Monte Carlo analysis. The statistical technique of Response. Surface Methodology (RSM) using Design of Experiments (DOE) and Least Squares Method (LSM), are employed to generate a "hybrid model" for gate power to account for simultaneous variations in multiple process parameters. We demonstrate that our hybrid model based statistical design approach results in considerable savings in the power budget of low power CMOS designs with an error of less than 1%, with significant reductions in uncertainty by atleast 6X on a normalized basis, against worst case design.

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The crystal structure analysis of the cyclic biscystine peptide [Boc-Cys1-Ala2-Cys3-NHCH3]2 with two disulfide bridges confirms the antiparallel ?-sheet conformation for the molecule as proposed for the conformation in solution. The molecule has exact twofold rotation symmetry. The 22-membered ring contains two transannular NH ? OC hydrogen bonds and two additional NH ? OC bonds are formed at both ends of the molecule between the terminal (CH3)3COCO and NHCH3 groups. The antiparallel peptide strands are distorted from a regularly pleated sheet, caused mainly by the L-Ala residue in which ?=� 155° and ?= 162°. In the disulfide bridge C? (1)-C? (1)-S(1)-(3')-C?(3')-C?(3'), S�S = 2.030 Å, angles C? SS = 107° and 105°, and the torsional angles are �49, �104, +99, �81, �61°, respectively. The biscystine peptide crystallizes in space group C2 with a = 14.555(2) Ã…, b = 10.854(2) Ã…, c = 16.512(2)Ã…, and ?= 101.34(1) with one-half formula unit of C30H52N8O10S4· 2(CH3)2SO per asymmetric unit. Least-squares refinement of 1375 reflections observed with |F| > 3?(F) yielded an R factor of 7.2%.

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Approximate solutions of the B-G-K model equation are obtained for the structure of a plane shock, using various moment methods and a least squares technique. Comparison with available exact solution shows that while none of the methods is uniformly satisfactory, some of them can provide accurate values for the density slope shock thickness delta n . A detailed error analysis provides explanations for this result. An asymptotic analysis of delta n for largeMach numbers shows that it scales with theMaxwell mean free path on the hot side of the shock, and that their ratio is relatively insensitive to the viscosity law for the gas.

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The crystal and molecular structure has been determined by the heavy-atom method and refined by the least-squares procedure to R= 8"3 % for 2033 photographically observed reflexions. The compound crystallizes in the space group P]" with two molecules in a unit cell of dimensions a = 11"68 + 0-02, b = 12"91 +0"02, c= 10"43+0"02/~, e= 114"7+ 1, fl=90-2+ 1 and 7,= 118.3+ 1 °. The unit cell also contains one molecule of the solvent, benzene. The 'cage' part of the molecule exhibits a large number of elongated bonds and strained internal valency angles. The bridgehead angle in the bicyclic heptane ring system is 89 °. The acetate group at C(16) and the methyl group at C(15) are cis to each other.

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The crystal structure of the complex La(NO3)3.4(CH3)2SO has been solved by the heavy-atom method. The complex crystallizes in the monoclinic space group C2/e with four formula units in a unit cell of dimensions a= 14.94, b= 11.04, c= 15.54 A and fl= 109 ° 10'. The parameters have been refined by threedimensional least-squares procedures with anisotropic thermal parameters for all atoms except hydrogen. The final R index for 1257 observed reflexions is 0.094. The La 3 + ion is coordinated by ten oxygen atoms with La-O distances varying from 2.47 to 2.71 A. The geometry of the coordination polyhedron is described.

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In the thesis we consider inference for cointegration in vector autoregressive (VAR) models. The thesis consists of an introduction and four papers. The first paper proposes a new test for cointegration in VAR models that is directly based on the eigenvalues of the least squares (LS) estimate of the autoregressive matrix. In the second paper we compare a small sample correction for the likelihood ratio (LR) test of cointegrating rank and the bootstrap. The simulation experiments show that the bootstrap works very well in practice and dominates the correction factor. The tests are applied to international stock prices data, and the .nite sample performance of the tests are investigated by simulating the data. The third paper studies the demand for money in Sweden 1970—2000 using the I(2) model. In the fourth paper we re-examine the evidence of cointegration between international stock prices. The paper shows that some of the previous empirical results can be explained by the small-sample bias and size distortion of Johansen’s LR tests for cointegration. In all papers we work with two data sets. The first data set is a Swedish money demand data set with observations on the money stock, the consumer price index, gross domestic product (GDP), the short-term interest rate and the long-term interest rate. The data are quarterly and the sample period is 1970(1)—2000(1). The second data set consists of month-end stock market index observations for Finland, France, Germany, Sweden, the United Kingdom and the United States from 1980(1) to 1997(2). Both data sets are typical of the sample sizes encountered in economic data, and the applications illustrate the usefulness of the models and tests discussed in the thesis.

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Perhaps the most fundamental prediction of financial theory is that the expected returns on financial assets are determined by the amount of risk contained in their payoffs. Assets with a riskier payoff pattern should provide higher expected returns than assets that are otherwise similar but provide payoffs that contain less risk. Financial theory also predicts that not all types of risks should be compensated with higher expected returns. It is well-known that the asset-specific risk can be diversified away, whereas the systematic component of risk that affects all assets remains even in large portfolios. Thus, the asset-specific risk that the investor can easily get rid of by diversification should not lead to higher expected returns, and only the shared movement of individual asset returns – the sensitivity of these assets to a set of systematic risk factors – should matter for asset pricing. It is within this framework that this thesis is situated. The first essay proposes a new systematic risk factor, hypothesized to be correlated with changes in investor risk aversion, which manages to explain a large fraction of the return variation in the cross-section of stock returns. The second and third essays investigate the pricing of asset-specific risk, uncorrelated with commonly used risk factors, in the cross-section of stock returns. The three essays mentioned above use stock market data from the U.S. The fourth essay presents a new total return stock market index for the Finnish stock market beginning from the opening of the Helsinki Stock Exchange in 1912 and ending in 1969 when other total return indices become available. Because a total return stock market index for the period prior to 1970 has not been available before, academics and stock market participants have not known the historical return that stock market investors in Finland could have achieved on their investments. The new stock market index presented in essay 4 makes it possible, for the first time, to calculate the historical average return on the Finnish stock market and to conduct further studies that require long time-series of data.

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The Upwind-Least Squares Finite Difference (LSFD-U) scheme has been successfully applied for inviscid flow computations. In the present work, we extend the procedure for computing viscous flows. Different ways of discretizing the viscous fluxes are analysed for the positivity, which determines the robustness of the solution procedure. The scheme which is found to be more positive is employed for viscous flux computation. The numerical results for validating the procedure are presented.

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The unprecedented absence of direct metal–nucleotide interaction has been observed in the X-ray structure of the ternary metal nucleotide system [Cu(bzim)(H2O)5]2+[IMP]2–·3H2O [IMP = inosine 5-monophosphate(2–), bzim = benzimidazole). The complex crystallizes in the space group P21 with a= 7.013(2), b= 13.179(9), c= 14.565(9)Å, = 94.82(4)°, and Z= 2. The structure was solved by the heavy-atom method and refined by full-matrix least squares on the basis of 1 761 observed (I? 3i) reflections to final R and R values of 0.034 and 0.036 respectively. The CuII has a distorted octahedral co-ordination with a nitrogen of the bzim ligand [Cu–N 1.947(5)Å] and three oxygens of water molecules in the basal plane [mean Cu–O 2.017(3)Å] and two more water oxygens at axial positions [Cu–O 2.194(6) and 2.732(5)Å]. The nucleotide base stacks with the bzim ligand at an average distance of 3.5 Å and an angle of 22°. In the lattice, N(7) of the base is linked to a lattice water through a hydrogen bond, while all the phosphate oxygens are involved in hydrogen bonds with co-ordinated as well as lattice water molecules. The co-ordination behaviour of IMP to CuII is compared in structures containing different -aromatic amines in order to assess the influence of the ternary ligand in complex formation. The present results indicate that, apart from the commonly observed phosphate binding, other modes of co-ordination are possible, these being influenced mainly by the -accepting properties of the ternary ligand.

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Infrared Earth sensors are used in spacecraft for attitude sensing. Their accuracy is limited by systematic and random errors. Dominant sources of systematic errors are analyzed for a typical scanning infrared Earth sensor used in a remote-sensing satellite in a 900-km sun-synchronous orbit. The errors considered arise from 1) seasonable variation of infrared radiation, 2) oblate shape of the Earth, 3) ambient temperature of sensors, 4) changes in spin/scan period, and 5) misalignment of the axis of the sensors. Simple relations are derived using least-squares curve fitting for onboard correction of these errors. With these, it is possible to improve the accuracy of attitude determination by eight fold and achieve performance comparable to ground-based post-facto attitude computation.

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L-Lysyl-L-glutamic acid dihydrate, C11N3O5H21·2H2O, crystallizes in the monoclinic space group P21 with a = 12.474(2), b = 5.020(1), c = 13.157(2) Å, β= 114.69(1)° and Z = 2. The crystal structure was solved by direct methods and refined to an R value of 0.037 using full matrix least-squares method. The molecule exists as a double zwitterion with both the amino and carboxyl groups ionised. The peptide has a folded conformation with its Lys residue trans and Glu residue gauche−gauche+. The side chains of the Lys and Glu residues correspond to all trans and folded (g−g−g−) conformations respectively. The terminal carboxyl group forms hydrogen bonds with the ξ-amino group of the lysine side chain. The head-to-tail interaction often seen in peptide crystals is absent in the present structure. In the extended crystal structure water molecules form channels along the b direction and are enclosed within helically arranged hydrogen bonds formed by the lysine side chain and the peptide backbone.

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A modified linear prediction (MLP) method is proposed in which the reference sensor is optimally located on the extended line of the array. The criterion of optimality is the minimization of the prediction error power, where the prediction error is defined as the difference between the reference sensor and the weighted array outputs. It is shown that the L2-norm of the least-squares array weights attains a minimum value for the optimum spacing of the reference sensor, subject to some soft constraint on signal-to-noise ratio (SNR). How this minimum norm property can be used for finding the optimum spacing of the reference sensor is described. The performance of the MLP method is studied and compared with that of the linear prediction (LP) method using resolution, detection bias, and variance as the performance measures. The study reveals that the MLP method performs much better than the LP technique.