867 resultados para conditional expected utility
Resumo:
In arthropods, most cases of morphological dimorphism within males are the result of a conditional evolutionarily stable strategy (ESS) with status-dependent tactics. In conditionally male-dimorphic species, the status` distributions of male morphs often overlap, and the environmentally cued threshold model (ET) states that the degree of overlap depends on the genetic variation in the distribution of the switchpoints that determine which morph is expressed in each value of status. Here we describe male dimorphism and alternative mating behaviors in the harvestman Serracutisoma proximum. Majors express elongated second legs and use them in territorial fights; minors possess short second legs and do not fight, but rather sneak into majors` territories and copulate with egg-guarding females. The static allometry of second legs reveals that major phenotype expression depends on body size (status), and that the switchpoint underlying the dimorphism presents a large amount of genetic variation in the population, which probably results from weak selective pressure on this trait. With a mark-recapture study, we show that major phenotype expression does not result in survival costs, which is consistent with our hypothesis that there is weak selection on the switchpoint. Finally, we demonstrate that switchpoint is independent of status distribution. In conclusion, our data support the ET model prediction that the genetic correlation between status and switchpoint is low, allowing the status distribution to evolve or to fluctuate seasonally, without any effect on the position of the mean switchpoint.
Resumo:
The utility of the female genitalia and associated sclerites (tergite and sternite VIII) in the systematics of the Curculionidae is discussed. Examples from the tribe Entimini (Entiminae) and subtribe Hylobiina (Molytinae: Hylobiini) are given. The female characters prove to be informative for establishing the phylogenetic relationships among genera of Entimini. They are essential in determining species groups within the genus Amiticus Pascoe, Hylobiina.
Resumo:
A fast, high-yielding synthesis of diaryl ethers with use of mild and metal-free conditions has been developed. The scope includes bulky ortho-substituted diaryl ethers, which are difficult to obtain by metal-catalyzed protocols. Halo-substituents, racemization-prone amino acid derivatives, and heteroaromatics are also tolerated. The methodology is expected to be of high utility in the synthesis of complex molecules and in the pharmaceutical industry.
Resumo:
The motivation for this thesis work is the need for improving reliability of equipment and quality of service to railway passengers as well as a requirement for cost-effective and efficient condition maintenance management for rail transportation. This thesis work develops a fusion of various machine vision analysis methods to achieve high performance in automation of wooden rail track inspection.The condition monitoring in rail transport is done manually by a human operator where people rely on inference systems and assumptions to develop conclusions. The use of conditional monitoring allows maintenance to be scheduled, or other actions to be taken to avoid the consequences of failure, before the failure occurs. Manual or automated condition monitoring of materials in fields of public transportation like railway, aerial navigation, traffic safety, etc, where safety is of prior importance needs non-destructive testing (NDT).In general, wooden railway sleeper inspection is done manually by a human operator, by moving along the rail sleeper and gathering information by visual and sound analysis for examining the presence of cracks. Human inspectors working on lines visually inspect wooden rails to judge the quality of rail sleeper. In this project work the machine vision system is developed based on the manual visual analysis system, which uses digital cameras and image processing software to perform similar manual inspections. As the manual inspection requires much effort and is expected to be error prone sometimes and also appears difficult to discriminate even for a human operator by the frequent changes in inspected material. The machine vision system developed classifies the condition of material by examining individual pixels of images, processing them and attempting to develop conclusions with the assistance of knowledge bases and features.A pattern recognition approach is developed based on the methodological knowledge from manual procedure. The pattern recognition approach for this thesis work was developed and achieved by a non destructive testing method to identify the flaws in manually done condition monitoring of sleepers.In this method, a test vehicle is designed to capture sleeper images similar to visual inspection by human operator and the raw data for pattern recognition approach is provided from the captured images of the wooden sleepers. The data from the NDT method were further processed and appropriate features were extracted.The collection of data by the NDT method is to achieve high accuracy in reliable classification results. A key idea is to use the non supervised classifier based on the features extracted from the method to discriminate the condition of wooden sleepers in to either good or bad. Self organising map is used as classifier for the wooden sleeper classification.In order to achieve greater integration, the data collected by the machine vision system was made to interface with one another by a strategy called fusion. Data fusion was looked in at two different levels namely sensor-level fusion, feature- level fusion. As the goal was to reduce the accuracy of the human error on the rail sleeper classification as good or bad the results obtained by the feature-level fusion compared to that of the results of actual classification were satisfactory.
Resumo:
We present a new version (> 2.0) of the hglm package for fitting hierarchical generalized linear models (HGLMs) with spatially correlated random effects. CAR() and SAR() families for conditional and simultaneous autoregressive random effects were implemented. Eigen decomposition of the matrix describing the spatial structure (e.g., the neighborhood matrix) was used to transform the CAR/SAR random effects into an independent, but eteroscedastic, Gaussian random effect. A linear predictor is fitted for the random effect variance to estimate the parameters in the CAR and SAR models. This gives a computationally efficient algorithm for moderately sized problems.
Resumo:
Instrumentation and automation plays a vital role to managing the water industry. These systems generate vast amounts of data that must be effectively managed in order to enable intelligent decision making. Time series data management software, commonly known as data historians are used for collecting and managing real-time (time series) information. More advanced software solutions provide a data infrastructure or utility wide Operations Data Management System (ODMS) that stores, manages, calculates, displays, shares, and integrates data from multiple disparate automation and business systems that are used daily in water utilities. These ODMS solutions are proven and have the ability to manage data from smart water meters to the collaboration of data across third party corporations. This paper focuses on practical, utility successes in the water industry where utility managers are leveraging instantaneous access to data from proven, commercial off-the-shelf ODMS solutions to enable better real-time decision making. Successes include saving $650,000 / year in water loss control, safeguarding water quality, saving millions of dollars in energy management and asset management. Immediate opportunities exist to integrate the research being done in academia with these ODMS solutions in the field and to leverage these successes to utilities around the world.
Resumo:
O objetivo deste trabalho é modelar o comportamento estratégico dos indivíduos diante de um choque estocástico que desloca o preço de determinado ativo financeiro do seu equilíbrio inicial. Investiga-se o caminho do preço de mercado em direção ao novo equilíbrio, conduzido pelas sucessivas negociações dos agentes em busca de oportunidades de obter lucros imediatos. Os operadores, que por suposição possuem funções de utilidade avessas ao risco, devem escolher a quantidade ótima transacionada e quanto devem aguardar para executar as suas ordens, tendo em vista a diminuição da volatilidade do preço do ativo à medida que as transações se sucedem após o choque. Procura-se demonstrar que os operadores que aceitam incorrer em riscos mais elevados negociam com maior frequência e em volumes e velocidades maiores, usufruindo lucros esperados mais altos que os demais.
Resumo:
In this paper, we test a version of the conditional CAPM with respect to a local market portfolio, proxied by the Brazilian stock index during the period 1976-1992. We also test a conditional APT modeI by using the difference between the 3-day rate (Cdb) and the overnight rate as a second factor in addition to the market portfolio in order to capture the large inflation risk present during this period. The conditional CAPM and APT models are estimated by the Generalized Method of Moments (GMM) and tested on a set of size portfolios created from individual securities exchanged on the Brazilian markets. The inclusion of this second factor proves to be important for the appropriate pricing of the portfolios.
Resumo:
This paper deals with the testing of autoregressive conditional duration (ACD) models by gauging the distance between the parametric density and hazard rate functions implied by the duration process and their non-parametric estimates. We derive the asymptotic justification using the functional delta method for fixed and gamma kernels, and then investigate the finite-sample properties through Monte Carlo simulations. Although our tests display some size distortion, bootstrapping suffices to correct the size without compromising their excellent power. We show the practical usefulness of such testing procedures for the estimation of intraday volatility patterns.
Resumo:
Using the Pricing Equation in a panel-data framework, we construct a novel consistent estimator of the stochastic discount factor (SDF) which relies on the fact that its logarithm is the serial-correlation ìcommon featureîin every asset return of the economy. Our estimator is a simple function of asset returns, does not depend on any parametric function representing preferences, is suitable for testing di§erent preference speciÖcations or investigating intertemporal substitution puzzles, and can be a basis to construct an estimator of the risk-free rate. For post-war data, our estimator is close to unity most of the time, yielding an average annual real discount rate of 2.46%. In formal testing, we cannot reject standard preference speciÖcations used in the literature and estimates of the relative risk-aversion coe¢ cient are between 1 and 2, and statistically equal to unity. Using our SDF estimator, we found little signs of the equity-premium puzzle for the U.S.