795 resultados para time-varying AR models


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This study examined the short-term effects of temperature on cardiovascular hospital admissions (CHA) in the largest tropical city in Southern Vietnam. We applied Poisson time-series regression models with Distributed Lag Non-Linear Model (DLNM) to examine the temperature-CHA association while adjusting for seasonal and long-term trends, day of the week, holidays, and humidity. The threshold temperature and added effects of heat waves were also evaluated. The exposure-response curve of temperature-CHA reveals a J-shape relationship with a threshold temperature of 29.6 °C. The delayed effects temperature-CHA lasted for a week (0–5 days). The overall risk of CHA increased 12.9% (RR, 1.129; 95%CI, 0.972–1.311) during heatwave events, which were defined as temperature ≥ the 99th percentile for ≥2 consecutive days. The modification roles of gender and age were inconsistent and non-significant in this study. An additional prevention program that reduces the risk of cardiovascular disease in relation to high temperatures should be developed.

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In this paper, we present a decentralized dynamic load scheduling/balancing algorithm called ELISA (Estimated Load Information Scheduling Algorithm) for general purpose distributed computing systems. ELISA uses estimated state information based upon periodic exchange of exact state information between neighbouring nodes to perform load scheduling. The primary objective of the algorithm is to cut down on the communication and load transfer overheads by minimizing the frequency of status exchange and by restricting the load transfer and status exchange within the buddy set of a processor. It is shown that the resulting algorithm performs almost as well as a perfect information algorithm and is superior to other load balancing schemes based on the random sharing and Ni-Hwang algorithms. A sensitivity analysis to study the effect of various design parameters on the effectiveness of load balancing is also carried out. Finally, the algorithm's performance is tested on large dimensional hypercubes in the presence of time-varying load arrival process and is shown to perform well in comparison to other algorithms. This makes ELISA a viable and implementable load balancing algorithm for use in general purpose distributed computing systems.

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In this article, a non-autonomous (time-varying) semilinear system is considered and its approximate controllability is investigated. The notion of 'bounded integral contractor', introduced by Altman, has been exploited to obtain sufficient conditions for approximate controllability. This condition is weaker than Lipschitz condition. The main theorems of Naito [11, 12] are obtained as corollaries of our main results. An example is also given to show how our results weaken the conditions assumed by Sukavanam[17].

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We propose a dynamic mathematical model of tissue oxygen transport by a preexisting three-dimensional microvascular network which provides nutrients for an in situ cancer at the very early stage of primary microtumour growth. The expanding tumour consumes oxygen during its invasion to the surrounding tissues and cooption of host vessels. The preexisting vessel cooption, remodelling and collapse are modelled by the changes of haemodynamic conditions due to the growing tumour. A detailed computational model of oxygen transport in tumour tissue is developed by considering (a) the time-varying oxygen advection diffusion equation within the microvessel segments, (b) the oxygen flux across the vessel walls, and (c) the oxygen diffusion and consumption with in the tumour and surrounding healthy tissue. The results show the oxygen concentration distribution at different time points of early tumour growth. In addition, the influence of preexisting vessel density on the oxygen transport has been discussed. The proposed model not only provides a quantitative approach for investigating the interactions between tumour growth and oxygen delivery, but also is extendable to model other molecules or chemotherapeutic drug transport in the future study.

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Water temperature measurements from Wivenhoe Dam offer a unique opportunity for studying fluctuations of temperatures in a subtropical dam as a function of time and depth. Cursory examination of the data indicate a complicated structure across both time and depth. We propose simplifying the task of describing these data by breaking the time series at each depth into physically meaningful components that individually capture daily, subannual, and annual (DSA) variations. Precise definitions for each component are formulated in terms of a wavelet-based multiresolution analysis. The DSA components are approximately pairwise uncorrelated within a given depth and between different depths. They also satisfy an additive property in that their sum is exactly equal to the original time series. Each component is based upon a set of coefficients that decomposes the sample variance of each time series exactly across time and that can be used to study both time-varying variances of water temperature at each depth and time-varying correlations between temperatures at different depths. Each DSA component is amenable for studying a certain aspect of the relationship between the series at different depths. The daily component in general is weakly correlated between depths, including those that are adjacent to one another. The subannual component quantifies seasonal effects and in particular isolates phenomena associated with the thermocline, thus simplifying its study across time. The annual component can be used for a trend analysis. The descriptive analysis provided by the DSA decomposition is a useful precursor to a more formal statistical analysis.

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In this paper, we address the problem of stabilisation of robots subject to nonholonommic constraints and external disturbances using port-Hamiltonian theory and smooth time-invariant control laws. This should be contrasted with the commonly used switched or time-varying laws. We propose a control design that provides asymptotic stability of an manifold (also called relative equilibria)-due to the Brockett condition this is the only type of stabilisation possible using smooth time-invariant control laws. The equilibrium manifold can be shaped to certain extent to satisfy specific control objectives. The proposed control law also incorporates integral action, and thus the closed-loop system is robust to unknown constant disturbances. A key step in the proposed design is a change of coordinates not only in the momentum, but also in the position vector, which differs from coordinate transformations previously proposed in the literature for the control of nonholonomic systems. The theoretical properties of the control law are verified via numerical simulation based on a robotic ground vehicle model with differential traction wheels and non co-axial centre of mass and point of contact.

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Non-stationary signal modeling is a well addressed problem in the literature. Many methods have been proposed to model non-stationary signals such as time varying linear prediction and AM-FM modeling, the later being more popular. Estimation techniques to determine the AM-FM components of narrow-band signal, such as Hilbert transform, DESA1, DESA2, auditory processing approach, ZC approach, etc., are prevalent but their robustness to noise is not clearly addressed in the literature. This is critical for most practical applications, such as in communications. We explore the robustness of different AM-FM estimators in the presence of white Gaussian noise. Also, we have proposed three new methods for IF estimation based on non-uniform samples of the signal and multi-resolution analysis. Experimental results show that ZC based methods give better results than the popular methods such as DESA in clean condition as well as noisy condition.

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This paper presents an approach for dynamic state estimation of aggregated generators by introducing a new correction factor for equivalent inter-area power flows. The spread of generators from the center of inertia of each area is summarized by the correction term α on the equivalent power flow between the areas and is applied to the identification and estimation process. A nonlinear time varying Kalman filter is applied to estimate the equivalent angles and velocities of coherent areas by reducing the effect of local modes on the estimated states. The approach is simulated on two test systems and the results show the effect of the correction factor and the performance of the state estimation by estimating the inter-area dynamics of the system.

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We study small vibrations of cantilever beams contacting a rigid surface. We study two cases: the first is a beam that sags onto the ground due to gravity, and the second is a beam that sticks to the ground through reversible adhesion. In both cases, the noncontacting length varies dynamically. We first obtain the governing equations and boundary conditions, including a transversality condition involving an end moment, using Hamilton's principle. Rescaling the variable length to a constant value, we obtain partial differential equations with time varying coefficients, which, upon linearization, give the natural frequencies of vibration. The natural frequencies for the first case (gravity without adhesion) match that of a clamped-clamped beam of the same nominal length; frequencies for the second case, however, show no such match. We develop simple, if atypical, single degree of freedom approximations for the first modes of these two systems, which provide insights into the role of the static deflection profile, as well as the end moment condition, in determining the first natural frequencies of these systems. Finally, we consider small transverse sinusoidal forcing of the first case and find that the governing equation contains both parametric and external forcing terms. For forcing at resonance, w find that either the internal or the external forcing may dominate.

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A frequency-domain positivity condition is derived for linear time-varying operators in2and is used to develop2stability criteria for linear and nonlinear feedback systems. These criteria permit the use of a very general class of operators in2with nonstationary kernels, as multipliers. More specific results are obtained by using a first-order differential operator with a time-varying coefficient as multiplier. Finally, by employing periodic multipliers, improved stability criteria are derived for the nonlinear damped Mathieu equation with a forcing function.

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For a feedback system consisting of a transfer function $G(s)$ in the forward path and a time-varying gain $n(t)(0 \leqq n(t) \leqq k)$ in the feedback loop, a stability multiplier $Z(s)$ has been constructed (and used to prove stability) by Freedman [2] such that $Z(s)(G(s) + {1 / K})$ and $Z(s - \sigma )(0 < \sigma < \sigma _ * )$ are strictly positive real, where $\sigma _ * $ can be computed from a knowledge of the phase-angle characteristic of $G(i\omega ) + {1 / k}$ and the time-varying gain $n(t)$ is restricted by $\sigma _ * $ by means of an integral inequality. In this note it is shown that an improved value for $\sigma _ * $ is possible by making some modifications in his derivation. ©1973 Society for Industrial and Applied Mathematics.

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Frictions are factors that hinder trading of securities in financial markets. Typical frictions include limited market depth, transaction costs, lack of infinite divisibility of securities, and taxes. Conventional models used in mathematical finance often gloss over these issues, which affect almost all financial markets, by arguing that the impact of frictions is negligible and, consequently, the frictionless models are valid approximations. This dissertation consists of three research papers, which are related to the study of the validity of such approximations in two distinct modeling problems. Models of price dynamics that are based on diffusion processes, i.e., continuous strong Markov processes, are widely used in the frictionless scenario. The first paper establishes that diffusion models can indeed be understood as approximations of price dynamics in markets with frictions. This is achieved by introducing an agent-based model of a financial market where finitely many agents trade a financial security, the price of which evolves according to price impacts generated by trades. It is shown that, if the number of agents is large, then under certain assumptions the price process of security, which is a pure-jump process, can be approximated by a one-dimensional diffusion process. In a slightly extended model, in which agents may exhibit herd behavior, the approximating diffusion model turns out to be a stochastic volatility model. Finally, it is shown that when agents' tendency to herd is strong, logarithmic returns in the approximating stochastic volatility model are heavy-tailed. The remaining papers are related to no-arbitrage criteria and superhedging in continuous-time option pricing models under small-transaction-cost asymptotics. Guasoni, Rásonyi, and Schachermayer have recently shown that, in such a setting, any financial security admits no arbitrage opportunities and there exist no feasible superhedging strategies for European call and put options written on it, as long as its price process is continuous and has the so-called conditional full support (CFS) property. Motivated by this result, CFS is established for certain stochastic integrals and a subclass of Brownian semistationary processes in the two papers. As a consequence, a wide range of possibly non-Markovian local and stochastic volatility models have the CFS property.

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This paper presents a simple hybrid computer technique to study the transient behaviour of queueing systems. This method is superior to stand-alone analog or digital solution because the hardware requirement is excessive for analog technique whereas computation time is appreciable in the latter case. By using a hybrid computer one can share the analog hardware thus requiring fewer integrators. The digital processor can store the values, play them back at required time instants and change the coefficients of differential equations. By speeding up the integration on the analog computer it is feasible to solve a large number of these equations very fast. Hybrid simulation is even superior to the analytic technique because in the latter case it is difficult to solve time-varying differential equations.

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Improved sufficient conditions are derived for the exponential stability of a nonlinear time varying feedback system having a time invariant blockG in the forward path and a nonlinear time varying gain ϕ(.)k(t) in the feedback path. φ(.) being an odd monotone nondecreasing function. The resulting bound on is less restrictive than earlier criteria.

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Vibrational stability of a large flexible, structurally damped spacecraft subject to large rigid body rotations is analysed modelling the system as an elastic continuum. Using solution of rigid body attitude motion under torque free conditions and modal analysis, the vibrational equations are reduced to ordinary differential equations with time-varying coefficients. Stability analysis is carried out using Floquet theory and Sonin-Polya theorem. The cases of spinning and non-spinning spacecraft idealized as a flexible beam plate undergoing simple structural vibration are analysed in detail. The critical damping required for stabilization is shown to be a function of the spacecraft's inertia ratio and the level of disturbance.