975 resultados para Lee-Carter model


Relevância:

30.00% 30.00%

Publicador:

Resumo:

Social Media (SM) is increasingly being integrated with business information in decision making. Unique characteristics of social media (e.g. wide accessibility, permanence, global audience, recentness, and ease of use) raise new issues with information quality (IQ); quite different from traditional considerations of IQ in information systems (IS) evaluation. This paper presents a preliminary conceptual model of information quality in social media (IQnSM) derived through directed content analysis and employing characteristics of analytic theory in the study protocol. Based in the notion of ‘fitness for use’, IQnSM is highly use and user centric and is defined as “the degree to which information is suitable for doing a specified task by a specific user, in a certain context”. IQnSM is operationalised as hierarchical, formed by the three dimensions (18 measures): intrinsic quality, contextual quality and representational quality. A research plan for empirically validating the model is proposed.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Indirect inference (II) is a methodology for estimating the parameters of an intractable (generative) model on the basis of an alternative parametric (auxiliary) model that is both analytically and computationally easier to deal with. Such an approach has been well explored in the classical literature but has received substantially less attention in the Bayesian paradigm. The purpose of this paper is to compare and contrast a collection of what we call parametric Bayesian indirect inference (pBII) methods. One class of pBII methods uses approximate Bayesian computation (referred to here as ABC II) where the summary statistic is formed on the basis of the auxiliary model, using ideas from II. Another approach proposed in the literature, referred to here as parametric Bayesian indirect likelihood (pBIL), we show to be a fundamentally different approach to ABC II. We devise new theoretical results for pBIL to give extra insights into its behaviour and also its differences with ABC II. Furthermore, we examine in more detail the assumptions required to use each pBII method. The results, insights and comparisons developed in this paper are illustrated on simple examples and two other substantive applications. The first of the substantive examples involves performing inference for complex quantile distributions based on simulated data while the second is for estimating the parameters of a trivariate stochastic process describing the evolution of macroparasites within a host based on real data. We create a novel framework called Bayesian indirect likelihood (BIL) which encompasses pBII as well as general ABC methods so that the connections between the methods can be established.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Asset service organisations often recognize asset management as a core competence to deliver benefits to their business. But how do organizations know whether their asset management processes are adequate? Asset management maturity models, which combine best practices and competencies, provide a useful approach to test the capacity of organisations to manage their assets. Asset management frameworks are required to meet the dynamic challenges of managing assets in contemporary society. Although existing models are subject to wide variations in their implementation and sophistication, they also display a distinct weakness in that they tend to focus primarily on the operational and technical level and neglect the levels of strategy, policy and governance as well as the social and human resources – the people elements. Moreover, asset management maturity models have to respond to the external environmental factors, including such as climate change and sustainability, stakeholders and community demand management. Drawing on five dimensions of effective asset management – spatial, temporal, organisational, statistical, and evaluation – as identified by Amadi Echendu et al. [1], this paper carries out a comprehensive comparative analysis of six existing maturity models to identify the gaps in key process areas. Results suggest incorporating these into an integrated approach to assess the maturity of asset-intensive organizations. It is contended that the adoption of an integrated asset management maturity model will enhance effective and efficient delivery of services.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Several significant studies have been made in recent decades toward understanding road traffic noise and its effects on residential balconies. These previous studies have used a variety of techniques such as theoretical models, scale models and measurements on real balconies. The studies have considered either road traffic noise levels within the balcony space or inside an adjacent habitable room or both. Previous theoretical models have used, for example, simplified specular reflection calculations, boundary element methods (BEM), adaptations of CoRTN or the use of Sabine Theory. This paper presents an alternative theoretical model to predict the effects of road traffic noise spatially within the balcony space. The model includes a specular reflection component by calculating up to 10 orders of source images. To account for diffusion effects, a two compartment radiosity component is utilised. The first radiosity compartment is the urban street, represented as a street with building facades on either side. The second radiosity compartment is the balcony space. The model is designed to calculate the predicted road traffic noise levels within the balcony space and is capable of establishing the effect of changing street and balcony geometries. Screening attenuation algorithms are included to determine the effects of solid balcony parapets and balcony ceiling shields.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Muscle invasive transitional cell carcinoma (TCC) of the bladder is associated with a high frequency of metastasis, resulting in poor prognosis for patients presenting with this disease. Models that capture and demonstrate step-wise enhancement of elements of the human metastatic cascade on a similar genetic background are useful research tools. We have utilized the transitional cell carcinoma cell line TSU-Pr1 to develop an in vivo experimental model of bladder TCC metastasis. TSU-Pr1 cells were inoculated into the left cardiac ventricle of SCID mice and the development of bone metastases was monitored using high resolution X-ray. Tumor tissue from a single bone lesion was excised and cultured in vitro to generate the TSU-Pr1-B1 subline. This cycle was repeated with the TSU-Pr1-B1 cells to generate the successive subline TSU-Pr1-B2. DNA profiling and karyotype analysis confirmed the genetic relationship of these three cell lines. In vitro, the growth rate of these cell lines was not significantly different. However, following intracardiac inoculation TSU-Pr1, TSU-Pr1-B1 and TSU-Pr1-B2 exhibited increasing metastatic potential with a concomitant decrease in time to the onset of radiologically detectable metastatic bone lesions. Significant elevations in the levels of mRNA expression of the matrix metalloproteases (MMPs) membrane type 1-MMP (MT1-MMP), MT2-MMP and MMP-9, and their inhibitor, tissue inhibitor of metalloprotease-2 (TIMP-2), across the progressively metastatic cell lines, were detected by quantitative PCR. Given the role of MT1-MMP and TIMP-2 in MMP-2 activation, and the upregulation of MMP-9, these data suggest an important role for matrix remodeling, particularly basement membrane, in this progression. The TSU-Pr1-B1/B2 model holds promise for further identification of important molecules.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The objective of this research is to further our understanding of how and why individuals enter and leave coresidential relationships. We develop and estimate an economic model of nonmarital cohabitation, marriage, and divorce that is consistent with current data on the formation and dissolution of relationships. Jovanovic's (Journal of Political Economy 87 (1979), 972-90) theoretical matching model is extended to help explain household formation and dissolution behavior. Implications of the model reveal what factors influence the decision to start a relationship, what form this relationship will take, and the relative stability of the various types of unions. The structural parameters of the model are estimated using longitudinal data from a sample of female high school seniors from the United States. New numerical methods are developed to reduce computational costs associated with estimation. The empirical results have interesting interpretations given the structural model. They show that a significant cause of cohabitation is the need to learn about potential partners and to hedge against future bad shocks. The estimated parameters are used to conduct several comparative dynamic experiments. For example, we show that policy experiments changing the cost of divorce have little effect on relationship choices.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

These lecture notes describe the use and implementation of a framework in which mathematical as well as engineering optimisation problems can be analysed. The foundations of the framework and algorithms described -Hierarchical Asynchronous Parallel Evolutionary Algorithms (HAPEAs) - lie upon traditional evolution strategies and incorporate the concepts of a multi-objective optimisation, hierarchical topology, asynchronous evaluation of candidate solutions , parallel computing and game strategies. In a step by step approach, the numerical implementation of EAs and HAPEAs for solving multi criteria optimisation problems is conducted providing the reader with the knowledge to reproduce these hand on training in his – her- academic or industrial environment.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Analytically or computationally intractable likelihood functions can arise in complex statistical inferential problems making them inaccessible to standard Bayesian inferential methods. Approximate Bayesian computation (ABC) methods address such inferential problems by replacing direct likelihood evaluations with repeated sampling from the model. ABC methods have been predominantly applied to parameter estimation problems and less to model choice problems due to the added difficulty of handling multiple model spaces. The ABC algorithm proposed here addresses model choice problems by extending Fearnhead and Prangle (2012, Journal of the Royal Statistical Society, Series B 74, 1–28) where the posterior mean of the model parameters estimated through regression formed the summary statistics used in the discrepancy measure. An additional stepwise multinomial logistic regression is performed on the model indicator variable in the regression step and the estimated model probabilities are incorporated into the set of summary statistics for model choice purposes. A reversible jump Markov chain Monte Carlo step is also included in the algorithm to increase model diversity for thorough exploration of the model space. This algorithm was applied to a validating example to demonstrate the robustness of the algorithm across a wide range of true model probabilities. Its subsequent use in three pathogen transmission examples of varying complexity illustrates the utility of the algorithm in inferring preference of particular transmission models for the pathogens.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Many researchers in the field of civil structural health monitoring (SHM) have developed and tested their methods on simple to moderately complex laboratory structures such as beams, plates, frames, and trusses. Fieldwork has also been conducted by many researchers and practitioners on more complex operating bridges. Most laboratory structures do not adequately replicate the complexity of truss bridges. Informed by a brief review of the literature, this paper documents the design and proposed test plan of a structurally complex laboratory bridge model that has been specifically designed for the purpose of SHM research. Preliminary results have been presented in the companion paper.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

An effective prognostics program will provide ample lead time for maintenance engineers to schedule a repair and to acquire replacement components before catastrophic failures occur. This paper presents a technique for accurate assessment of the remnant life of machines based on health state probability estimation technique. For comparative study of the proposed model with the proportional hazard model (PHM), experimental bearing failure data from an accelerated bearing test rig were used. The result shows that the proposed prognostic model based on health state probability estimation can provide a more accurate prediction capability than the commonly used PHM in bearing failure case study.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The motivation for this analysis is the recently developed Excellence in Research for Australia (ERA) program developed to assess the quality of research in Australia. The objective is to develop an appropriate empirical model that better represents the underlying production of higher education research. In general, past studies on university research performance have used standard DEA models with some quantifiable research outputs. However, these suffer from the twin maladies of an inappropriate production specification and a lack of consideration of the quality of output. By including the qualitative attributes of peer-reviewed journals, we develop a procedure that captures both quality and quantity, and apply it using a network DEA model. Our main finding is that standard DEA models tend to overstate the research efficiency of most Australian universities.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

We present a new algorithm to compute the voxel-wise genetic contribution to brain fiber microstructure using diffusion tensor imaging (DTI) in a dataset of 25 monozygotic (MZ) twins and 25 dizygotic (DZ) twin pairs (100 subjects total). First, the structural and DT scans were linearly co-registered. Structural MR scans were nonlinearly mapped via a 3D fluid transformation to a geometrically centered mean template, and the deformation fields were applied to the DTI volumes. After tensor re-orientation to realign them to the anatomy, we computed several scalar and multivariate DT-derived measures including the geodesic anisotropy (GA), the tensor eigenvalues and the full diffusion tensors. A covariance-weighted distance was measured between twins in the Log-Euclidean framework [2], and used as input to a maximum-likelihood based algorithm to compute the contributions from genetics (A), common environmental factors (C) and unique environmental ones (E) to fiber architecture. Quanititative genetic studies can take advantage of the full information in the diffusion tensor, using covariance weighted distances and statistics on the tensor manifold.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

An important uncertainty when estimating per capita consumption of, for example, illicit drugs by means of wastewater analysis (sometimes referred to as “sewage epidemiology”) relates to the size and variability of the de facto population in the catchment of interest. In the absence of a day-specific direct population count any indirect surrogate model to estimate population size lacks a standard to assess associated uncertainties. Therefore, the objective of this study was to collect wastewater samples at a unique opportunity, that is, on a census day, as a basis for a model to estimate the number of people contributing to a given wastewater sample. Mass loads for a wide range of pharmaceuticals and personal care products were quantified in influents of ten sewage treatment plants (STP) serving populations ranging from approximately 3500 to 500 000 people. Separate linear models for population size were estimated with the mass loads of the different chemical as the explanatory variable: 14 chemicals showed good, linear relationships, with highest correlations for acesulfame and gabapentin. De facto population was then estimated through Bayesian inference, by updating the population size provided by STP staff (prior knowledge) with measured chemical mass loads. Cross validation showed that large populations can be estimated fairly accurately with a few chemical mass loads quantified from 24-h composite samples. In contrast, the prior knowledge for small population sizes cannot be improved substantially despite the information of multiple chemical mass loads. In the future, observations other than chemical mass loads may improve this deficit, since Bayesian inference allows including any kind of information relating to population size.