927 resultados para Poisson model with common shocks
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Thunderstorm, resulting from vigorous convective activity, is one of the most spectacular weather phenomena in the atmosphere. A common feature of the weather during the pre-monsoon season over the Indo-Gangetic Plain and northeast India is the outburst of severe local convective storms, commonly known as ‘Nor’westers’(as they move from northwest to southeast). The severe thunderstorms associated with thunder, squall lines, lightning and hail cause extensive losses in agricultural, damage to structure and also loss of life. In this paper, sensitivity experiments have been conducted with the Non-hydrostatic Mesoscale Model (NMM) to test the impact of three microphysical schemes in capturing the severe thunderstorm event occurred over Kolkata on 15 May 2009. The results show that the WRF-NMM model with Ferrier microphysical scheme appears to reproduce the cloud and precipitation processes more realistically than other schemes. Also, we have made an attempt to diagnose four severe thunderstorms that occurred during pre-monsoon seasons of 2006, 2007 and 2008 through the simulated radar reflectivity fields from NMM model with Ferrier microphysics scheme and validated the model results with Kolkata Doppler Weather Radar (DWR) observations. Composite radar reflectivity simulated by WRF-NMM model clearly shows the severe thunderstorm movement as observed by DWR imageries, but failed to capture the intensity as in observations. The results of these analyses demonstrated the capability of high resolution WRF-NMM model in the simulation of severe thunderstorm events and determined that the 3 km model improve upon current abilities when it comes to simulating severe thunderstorms over east Indian region
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This paper presents a nonlinear model with individual representation of plants for the centralized long-term hydrothermal scheduling problem over multiple areas. In addition to common aspects of long-term scheduling, this model takes transmission constraints into account. The ability to optimize hydropower exchange among multiple areas is important because it enables further minimization of complementary thermal generation costs. Also, by considering transmission constraints for long-term scheduling, a more precise coupling with shorter horizon schedules can be expected. This is an important characteristic from both operational and economic viewpoints. The proposed model is solved by a sequential quadratic programming approach in the form of a prototype system for different case studies. An analysis of the benefits provided by the model is also presented. ©2009 IEEE.
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We consider a polling model with multiple stations, each with Poisson arrivals and a queue of infinite capacity. The service regime is exhaustive and there is Jacksonian feedback of served customers. What is new here is that when the server comes to a station it chooses the service rate and the feedback parameters at random; these remain valid during the whole stay of the server at that station. We give criteria for recurrence, transience and existence of the sth moment of the return time to the empty state for this model. This paper generalizes the model, when only two stations accept arriving jobs, which was considered in [Ann. Appl. Probab. 17 (2007) 1447-1473]. Our results are stated in terms of Lyapunov exponents for random matrices. From the recurrence criteria it can be seen that the polling model with parameter regeneration can exhibit the unusual phenomenon of null recurrence over a thick region of parameter space.
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Experimental results obtained from a greenhouse trial with common bean (Phaseolus vulgaris L) plants performed to test model hypotheses regarding the onset of limiting hydraulic conditions and the shape of the transpiration reduction curve in the falling rate phase are presented. According to these hypotheses based on simulations with an upscaled single-root model, the matric flux potential at the onset of limiting hydraulic conditions is as a function of root length density and potential transpiration rate, while the relative transpiration in the falling rate phase equals the relative matric flux potential. Transpiration of bean plants in water stressed pots with four different soils was determined daily by weighing and compared to values obtained from non-stressed pots. This procedure allowed determining the onset of the falling rate phase and corresponding soil hydraulic conditions. At the onset of the falling rate phase, the value of matric flux potential M(I) showed to differ in order of magnitude from the model predicted value for three out of four soils. This difference between model and experiment can be explained by the heterogeneity of the root distribution which is not considered by the model. An empirical factor to deal with this heterogeneity should be included in the model to improve predictions. Comparing the predictions of relative transpiration in the falling rate phase using a linear shape with water content, pressure head or matric flux potential, the matric flux potential based reduction function, in agreement with the hypothesis, showed the best performance, while the pressure head based equation resulted in the highest deviations between observed and predicted values of relative transpiration rates. (C) 2010 Elsevier B.V. All rights reserved.
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A new two-parameter integrable model with quantum superalgebra U-q[gl(3/1)] symmetry is proposed, which is an eight-state fermions model with correlated single-particle and pair hoppings as well as uncorrelated triple-particle hopping. The model is solved and the Bethe ansatz equations are obtained.
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We present an anisotropic correlated electron model on a periodic lattice, constructed from an R-matrix associated with the Temperley-Lieb algebra. By modification of the coupling of the first and last sites we obtain a model with quantum algebra invariance.
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To develop an experimental model in rabbits to analyse the efficiency of extracorporeal shock wave therapy (ESWT) for Peyronie`s disease. We used 15 adult male rabbits divided into three equal groups. In group 1 (no penile ESWT) rabbits had three sessions of ESWT with 2000 shocks each (15 kV), but a rubber mat was placed between the shock head and rabbit to protect the penis; the rabbits were killed at 7 days after the last session of ESWT. In group 2 the rabbits had three sessions of ESWT using the same parameters, and were killed immediately after the last session to analyse the penis. In group 3 the rabbits had three sessions of ESWT as before but were killed at 7 days after the last session, and the penile tissue analysed macroscopically and histologically. The results showed clearly that the model was efficient, creating a similar situation to that when applying ESWT in the human penis. All of the rabbits in groups 2 and 3 had haematomas and diffuse petechiae after ESWT, and only four had urethral and penile bleeding. Almost all macroscopic changes disappeared after 48 h and only one rabbit in group 3 after 7 days had a haematoma on the dorsal penile surface. The histology (assessed using haematoxylin and eosin staining) of the cavernous body of the penis showed: unchanged histology in group 1; in group 2 there was a dilated and congested vascular space in the cavernous body, with interstitial extensive bleeding in the dermis; and in group 3 there was an increase in interstitial fibrous tissue in the cavernous septum, with deposition of collagen fibres and thickening of the tunica albuginea. The present model was efficient in producing tissue injury in the normal penis when treated with ESWT, suggesting that this promising model should be considered for use future studies of Peyronie`s disease.
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It is common to find in experimental data persistent oscillations in the aggregate outcomes and high levels of heterogeneity in individual behavior. Furthermore, it is not unusual to find significant deviations from aggregate Nash equilibrium predictions. In this paper, we employ an evolutionary model with boundedly rational agents to explain these findings. We use data from common property resource experiments (Casari and Plott, 2003). Instead of positing individual-specific utility functions, we model decision makers as selfish and identical. Agent interaction is simulated using an individual learning genetic algorithm, where agents have constraints in their working memory, a limited ability to maximize, and experiment with new strategies. We show that the model replicates most of the patterns that can be found in common property resource experiments.
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This paper shows that introducing weak property rights in the standard real business cycle (RBC) model can help to explain economic fluctuations. This is motivated by the empirical observation that changes in institutions in emerging markets are related to the evolution of the main macroeconomic variables. In particular, in Mexico, the movements in productivity in the data are associated with changes in institutions, so that we can explain productivity shocks to a large extent as shocks to the quality of institutions. We find that the model with shocks to the degree of protection of property rights only - without technology shocks - can match the second moments in the data for Mexico well. In particular, the fit is better than that of the standard neoclassical model with full protection of property rights regarding the auto-correlations and cross-correlations in the data, especially those related to labor. Viewing productivity shocks as shocks to institutions is also consistent with the stylized fact of falling productivity and non-decreasing labor hours in Mexico over 1980-1994, which is a feature that the neoclassical model cannot match.
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Employing the financial accelerator (FA) model of Bernanke, Gertler and Gilchrist (1999) enhanced to include a shock to the FA mechanism, we construct and study shocks to the efficiency of the financial sector in post-war US business cycles. We find that financial shocks are very tightly linked with the onset of recessions, more so than TFP or monetary shocks. The financial shock invariably remains contractionary for sometime after recessions have ended. The shock accounts for a large part of the variance of GDP and is strongly negatively correlated with the external finance premium. Second-moments comparisons across variants of the model with and without a (stochastic) FA mechanism suggests the stochastic FA model helps us understand the data.
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This paper examines the rise in European unemployment since the 1970s by introducing endogenous growth into an otherwise standard New Keynesian model with capital accumulation and unemployment. We subject the model to an uncorrelated cost push shock, in order to mimic a scenario akin to the one faced by central banks at the end of the 1970s. Monetary policy implements a disinfl ation by following an interest feedback rule calibrated to an estimate of a Bundesbank reaction function. 40 quarters after the shock has vanished, unemployment is still about 1.8 percentage points above its steady state. Our model also broadly reproduces cross country differences in unemployment by drawing on cross country differences in the size of cost push shock and the associated disinfl ation, the monetary policy reaction function and the wage setting structure.
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This paper studies the aggregate and distributional implications of Markov-perfect tax-spending policy in a neoclassical growth model with capitalists and workers. Focusing on the long run, our main fi ndings are: (i) it is optimal for a benevolent government, which cares equally about its citizens, to tax capital heavily and to subsidise labour; (ii) a Pareto improving means to reduce ine¢ ciently high capital taxation under discretion is for the government to place greater weight on the welfare of capitalists; (iii) capitalists and workers preferences, regarding the optimal amount of "capitalist bias", are not aligned implying a conflict of interests.
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An important disconnect in the news driven view of the business cycle formalized by Beaudry and Portier (2004), is the lack of agreement between different—VAR and DSGE—methodologies over the empirical plausibility of this view. We argue that this disconnect can be largely resolved once we augment a standard DSGE model with a financial channel that provides amplification to news shocks. Both methodologies suggest news shocks to the future growth prospects of the economy to be significant drivers of U.S. business cycles in the post-Greenspan era (1990-2011), explaining as much as 50% of the forecast error variance in hours worked in cyclical frequencies
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It has been recently emphasized that, if individuals have heterogeneous dynamics, estimates of shock persistence based on aggregate data are significatively higher than those derived from its disaggregate counterpart. However, a careful examination of the implications of this statement on the various tools routinely employed to measure persistence is missing in the literature. This paper formally examines this issue. We consider a disaggregate linear model with heterogeneous dynamics and compare the values of several measures of persistence across aggregation levels. Interestingly, we show that the average persistence of aggregate shocks, as measured by the impulse response function (IRF) of the aggregate model or by the average of the individual IRFs, is identical on all horizons. This result remains true even in situations where the units are (short-memory) stationary but the aggregate process is long-memory or even nonstationary. In contrast, other popular persistence measures, such as the sum of the autoregressive coefficients or the largest autoregressive root, tend to be higher the higher the aggregation level. We argue, however, that this should be seen more as an undesirable property of these measures than as evidence of different average persistence across aggregation levels. The results are illustrated in an application using U.S. inflation data.
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We examine the impact of real oil price shocks on labor market flows in the U.S. We first use smooth transition regression (STR) models to investigate to what extent oil prices can be considered as a driving force of labor market fluctuations. Then we develop and calibrate a modified version of Pissarides' (2000) model with energy costs, which we simulate in response to shocks mimicking the behavior of the actual oil price shocks. We find that (i) these shocks are an important driving force of job market flows; (ii) the job finding probability is the main transmission mechanism of such shocks; and (iii) they bring a new amplification mechanism for the volatility and should thus be seen as complementary of labor productivity shocks. Overall we conclude that shocks in oil prices cannot be neglected in explaining cyclical labor adjustments in the U.S.