882 resultados para Simulation and prediction


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Inosine 5' monophosphate dehydrogenase (IMPDH II) is a key enzyme involved in the de novo biosynthesis pathway of purine nucleotides and is also considered to be an excellent target for cancer inhibitor design. The conserve R 322 residue (in human) is thought to play some role in the recognition of inhibitor and cofactor through the catalytic D 364 and N 303. The 15 ns simulation and the water dynamics of the three different PDB structures (1B3O, 1NF7, and 1NFB) of human IMPDH by CHARMM force field have clearly indicated the involvement of three conserved water molecules (W-L, W-M, and W-C) in the recognition of catalytic residues (R 322, D 364, and N 303) to inhibitor and cofactor. Both the guanidine nitrogen atoms (NH1 and NH 2) of the R 322 have anchored the di- and mono-nucleotide (cofactor and inhibitor) binding domains via the conserved W-C and W-L water molecules. Another conserved water molecule W-M seems to bridge the two domains including the R 322 and also the W-C and W-L through seven centers H-bonding coordination. The conserved water molecular triad (W-C - W-M - W-L) in the protein complex may thought to play some important role in the recognition of inhibitor and cofactor to the protein through R 322 residue.

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IgA nephropathy (IgAN) is the most common primary glomerulonephritis. In one third of the patients the disease progresses, and they eventually need renal replacement therapy. IgAN is in most cases a slowly progressing disease, and the prediction of progression has been difficult, and the results of studies have been conflicting. Henoch-Schönlein nephritis (HSN) is rare in adults, and prediction of the outcome is even more difficult than in IgAN. This study was conducted to evaluate the clinical and histopathological features and predictors of the outcome of IgAN and HSN diagnosed in one centre (313 IgAN patients and 38 HSN patients), and especially in patients with normal renal function at the time of renal biopsy. The study also aimed to evaluate whether there is a difference in the progression rates in four countries (259 patients from Finland, 112 from UK, 121 from Australia and 274 from Canada), and if so, can this be explained by differences in renal biopsy policy. The third aim was to measure urinary excretions of cytokines interleukin 1ß (IL-1ß) and interleukin 1 receptor antagonist (IL-1ra) in patients with IgAN and HSN and the correlations of excretion of these substances with histopathological damage and clinical factors. A large proportion of the patients diagnosed in Helsinki as having IgAN had normal renal function (161/313 patients). Four factors, (hypertension, higher amounts of urinary erythrocytes, severe arteriolosclerosis and a higher glomerular score) which independently predicted progression (logistic regression analysis), were identified in mild disease. There was geographic variability in renal survival in patients with IgAN. When age, levels of renal function, proteinuria and blood pressure were taken into account, it showed that the variability related mostly to lead-time bias and renal biopsy indications. Amount of proteinuria more than 0.4g/24h was the only factor that was significantly related to the progression of HSN. the Hypertension and the level of renal function were found to be factors predicting outcome in patients with normal renal function at the time of diagnosis. In IgAN patients, IL-1ra excretion into urine was found to be decreased as compared with HSN patients and healthy controls. Patients with a high IL-1ra/IL-1ß ratio had milder histopathological changes in renal biopsy than patients with a low/normal IL-1ra/IL-1ß ratio. It was also found that the excretion of IL-1ß and especially IL-1ra were significantly higher in women. In conclusion, it was shown that factors associated with outcome can reliably be identified even in mild cases of IgAN. Predicting outcome in adult HSN, however, remains difficult.

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The significance of treating rainfall as a chaotic system instead of a stochastic system for a better understanding of the underlying dynamics has been taken up by various studies recently. However, an important limitation of all these approaches is the dependence on a single method for identifying the chaotic nature and the parameters involved. Many of these approaches aim at only analyzing the chaotic nature and not its prediction. In the present study, an attempt is made to identify chaos using various techniques and prediction is also done by generating ensembles in order to quantify the uncertainty involved. Daily rainfall data of three regions with contrasting characteristics (mainly in the spatial area covered), Malaprabha, Mahanadi and All-India for the period 1955-2000 are used for the study. Auto-correlation and mutual information methods are used to determine the delay time for the phase space reconstruction. Optimum embedding dimension is determined using correlation dimension, false nearest neighbour algorithm and also nonlinear prediction methods. The low embedding dimensions obtained from these methods indicate the existence of low dimensional chaos in the three rainfall series. Correlation dimension method is done on th phase randomized and first derivative of the data series to check whether the saturation of the dimension is due to the inherent linear correlation structure or due to low dimensional dynamics. Positive Lyapunov exponents obtained prove the exponential divergence of the trajectories and hence the unpredictability. Surrogate data test is also done to further confirm the nonlinear structure of the rainfall series. A range of plausible parameters is used for generating an ensemble of predictions of rainfall for each year separately for the period 1996-2000 using the data till the preceding year. For analyzing the sensitiveness to initial conditions, predictions are done from two different months in a year viz., from the beginning of January and June. The reasonably good predictions obtained indicate the efficiency of the nonlinear prediction method for predicting the rainfall series. Also, the rank probability skill score and the rank histograms show that the ensembles generated are reliable with a good spread and skill. A comparison of results of the three regions indicates that although they are chaotic in nature, the spatial averaging over a large area can increase the dimension and improve the predictability, thus destroying the chaotic nature. (C) 2010 Elsevier Ltd. All rights reserved.

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A simple, low-cost, constant frequency, analog controller is proposed for the front-end half-bridge rectifier of a single-phase transformerless UPS system to maintain near unity power factor at the input and zero dc-offset voltage at the output. The controller generates the required gating pulses by comparing the input current with a periodic, bipolar, linear carrier without sensing the input voltage. Two voltage controllers and a single integrator with reset are used to generate the required carrier. All the necessary control operations can be performed without using any PLL, multiplier and/or divider. The controller can be fabricated as a single integrated circuit. The control concept is validated through simulation and also experimentally on an 800W half-bridge rectifier. Experimental results are presented for ac-dc application, and also for ac-dc-ac UPS application with both sinusoidal and nonlinear loads. The simulation and experimental results agree well.

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We extend current research in the area of 'sensorless' control of induction motors by presenting two observers based on first- and second-order sliding mode control theories for the simultaneous estimation of flux and speed. We base the observers on the stator-flux model of the motor instead of the usual rotor-flux model mainly because of the uncertain rotor resistance that plays a significant role in the latter. By designing the observers as if they are sliding mode controllers, we lend the properties of parameter insensitive closed-loop dynamics and finite time convergence to the stator flux and speed estimation schemes. We also present simulation and experimental results to validate the operation of the observers.

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Modeling and forecasting of implied volatility (IV) is important to both practitioners and academics, especially in trading, pricing, hedging, and risk management activities, all of which require an accurate volatility. However, it has become challenging since the 1987 stock market crash, as implied volatilities (IVs) recovered from stock index options present two patterns: volatility smirk(skew) and volatility term-structure, if the two are examined at the same time, presents a rich implied volatility surface (IVS). This implies that the assumptions behind the Black-Scholes (1973) model do not hold empirically, as asset prices are mostly influenced by many underlying risk factors. This thesis, consists of four essays, is modeling and forecasting implied volatility in the presence of options markets’ empirical regularities. The first essay is modeling the dynamics IVS, it extends the Dumas, Fleming and Whaley (DFW) (1998) framework; for instance, using moneyness in the implied forward price and OTM put-call options on the FTSE100 index, a nonlinear optimization is used to estimate different models and thereby produce rich, smooth IVSs. Here, the constant-volatility model fails to explain the variations in the rich IVS. Next, it is found that three factors can explain about 69-88% of the variance in the IVS. Of this, on average, 56% is explained by the level factor, 15% by the term-structure factor, and the additional 7% by the jump-fear factor. The second essay proposes a quantile regression model for modeling contemporaneous asymmetric return-volatility relationship, which is the generalization of Hibbert et al. (2008) model. The results show strong negative asymmetric return-volatility relationship at various quantiles of IV distributions, it is monotonically increasing when moving from the median quantile to the uppermost quantile (i.e., 95%); therefore, OLS underestimates this relationship at upper quantiles. Additionally, the asymmetric relationship is more pronounced with the smirk (skew) adjusted volatility index measure in comparison to the old volatility index measure. Nonetheless, the volatility indices are ranked in terms of asymmetric volatility as follows: VIX, VSTOXX, VDAX, and VXN. The third essay examines the information content of the new-VDAX volatility index to forecast daily Value-at-Risk (VaR) estimates and compares its VaR forecasts with the forecasts of the Filtered Historical Simulation and RiskMetrics. All daily VaR models are then backtested from 1992-2009 using unconditional, independence, conditional coverage, and quadratic-score tests. It is found that the VDAX subsumes almost all information required for the volatility of daily VaR forecasts for a portfolio of the DAX30 index; implied-VaR models outperform all other VaR models. The fourth essay models the risk factors driving the swaption IVs. It is found that three factors can explain 94-97% of the variation in each of the EUR, USD, and GBP swaption IVs. There are significant linkages across factors, and bi-directional causality is at work between the factors implied by EUR and USD swaption IVs. Furthermore, the factors implied by EUR and USD IVs respond to each others’ shocks; however, surprisingly, GBP does not affect them. Second, the string market model calibration results show it can efficiently reproduce (or forecast) the volatility surface for each of the swaptions markets.

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In this master s thesis, I have discussed the question of authenticity in postprocessual archaeology. Modern archaeology is a product of the modern world, and postprocessual archaeology in turn is strongly influenced by postmodernism. The way authenticity has been understood in processual archaeology is largely dictated by the modern condition. The understanding of authenticity in postprocessual archaeology, however, rests on notions of simulation and metaphor. It has been argued by postprocessual archaeologists that the past can be experienced by metaphor, and that the relationship between now and then is of a metaphorical kind. In postprocessual archaeology, authenticity has been said to be contextual. This view has been based on a contextualist understanding of the meanings of language and metaphor. I argue that, besides being based on metaphor, authenticity is a conventional attribute based on habits of acting, which in turn have their basis in the material world and the materiality of objects. Authenticity is material meaning, and that meaning can be found out by studying the objects as signs in a chain of signification called semiosis. Authenticity therefore is semiosis.

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This paper proposes a hybrid solar cooking system where the solar energy is transported to the kitchen. The thermal energy source is used to supplement the Liquefied Petroleum Gas (LPG) that is in common use in kitchens. Solar energy is transferred to the kitchen by means of a circulating fluid. Energy collected from sun is maximized by changing the flow rate dynamically. This paper proposes a concept of maximum power point tracking (MPPT) for the solar thermal collector. The diameter of the pipe is selected to optimize the overall energy transfer. Design and sizing of different components of the system are explained. Concept of MPPT is validated with simulation and experimental results. (C) 2010 Elsevier Ltd. All rights reserved.

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The high cost and extraordinary demands made on sophisticated air defence systems, pose hard challenges to the managers and engineers who plan the operation and maintenance of such systems. This paper presents a study aimed at developing simulation and systems analysis techniques for the effective planning and efficient operation of small fleets of aircraft, typical of the air force of a developing country. We consider an important aspect of fleet management: the problem of resource allocation for achieving prescribed operational effectiveness of the fleet. At this stage, we consider a single flying-base, where the operationally ready aircraft are stationed, and a repair-depot, where the planes are overhauled. An important measure of operational effectiveness is ‘ availability ’, which may be defined as the expected fraction of the fleet fit for use at a given instant. The tour of aircraft in a flying-base, repair-depot system through a cycle of ‘ operationally ready ’ and ‘ scheduled overhaul ’ phases is represented first by a deterministic flow process and then by a cyclic queuing process. Initially the steady-state availability at the flying-base is computed under the assumptions of Poisson arrivals, exponential service times and an equivalent singleserver repair-depot. This analysis also brings out the effect of fleet size on availability. It defines a ‘ small ’ fleet essentially in terms of the important ‘ traffic ’ parameter of service rate/maximum arrival rate.A simulation model of the system has been developed using GPSS to study sensitivity to distributional assumptions, to validate the principal assumptions of the analytical model such as the single-server assumption and to obtain confidence intervals for the statistical parameters of interest.

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Hyper-redundant robots are characterized by the presence of a large number of actuated joints, many more than the number required to perform a given task. These robots have been proposed and used for many applications involving avoiding obstacles or, in general, to provide enhanced dexterity in performing tasks. Making effective use of the extra degrees of freedom or resolution of redundancy has been an extensive topic of research and several methods have been proposed in literature. In this paper, we compare three known methods and show that an algorithm based on a classical curve called the tractrix leads to a more 'natural' motion of the hyper-redundant robot, with the displacements diminishing from the end-effector to the fixed base. In addition, since the actuators nearer the base 'see' a greater inertia due to the links farther away, smaller motion of the actuators nearer the base results in better motion of the end-effector as compared to other two approaches. We present simulation and experimental results performed on a prototype eight link planar hyper-redundant manipulator.

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In this paper, a wireless control strategy for parallel operation of three-phase four-wire inverters is proposed. A generalized situation is considered where the inverters are of unequal power ratings and the loads are nonlinear and unbalanced in nature. The proposed control algorithm exploits the potential of sinusoidal domain proportional+multiresonant controller ( in the inner voltage regulation loop) to make the system suitable for nonlinear and unbalanced loads with a simple and generalized structure of virtual output-impedance loop. The decentralized operation is achieved by using three-phase P/Q droop characteristics. The overall control algorithm helps to limit the harmonic contents and the degree of unbalance in the output-voltage waveform and to achieve excellent power-sharing accuracy in spite of mismatch in the inverter output impedances. Moreover, a synchronized turn on with consequent change over to the droop mode is applied for the new incoming unit in order to limit the circulating current completely. The simulation and experimental results from-1 kVA and -0.5 kVA paralleled units validate the effectiveness of the scheme.

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The effect of uncertainties on performance predictions of a helicopter is studied in this article. The aeroelastic parameters such as the air density, blade profile drag coefficient, main rotor angular velocity, main rotor radius, and blade chord are considered as uncertain variables. The propagation of these uncertainties in the performance parameters such as thrust coefficient, figure of merit, induced velocity, and power required are studied using Monte Carlo simulation and the first-order reliability method. The Rankine-Froude momentum theory is used for performance prediction in hover, axial climb, and forward flight. The propagation of uncertainty causes large deviations from the baseline deterministic predictions, which undoubtedly affect both the achievable performance and the safety of the helicopter. The numerical results in this article provide useful bounds on helicopter power requirements.

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FDDI (Fibre Distributed Data Interface) is a 100 Mbit/s token ring network with two counter rotating optical rings. In this paper various possible faults (like lost token, link failures, etc.) are considered, and fault detection and the ring recovery process in case of a failure and the reliability mechanisms provided are studied. We suggest a new method to improve the fault detection and ring recovery process. The performance improvement in terms of station queue length and the average delay is compared with the performance of the existing fault detection and ring recovery process through simulation. We also suggest a modification for the physical configuration of the FDDI networks within the guidelines set by the standard to make the network more reliable. It is shown that, unlike the existing FDDI network, full connectivity is maintained among the stations even when multiple single link failures occur. A distributed algorithm is proposed for link reconfiguration of the modified FDDI network when many successive as well as simultaneous link failures occur. The performance of the modified FDDI network under link failures is studied through simulation and compared with that of the existing FDDI network.

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The nonequilibrium dynamic phase transition, in the kinetic Ising model in the presence of an oscillating magnetic field has been studied both by Monte Carlo simulation and by solving numerically the mean-field dynamic equation of motion for the average magnetization. In both cases, the Debye ''relaxation'' behavior of the dynamic order parameter has been observed and the ''relaxation time'' is found to diverge near the dynamic transition point. The Debye relaxation of the dynamic order parameter and the power law divergence of the relaxation time have been obtained from a very approximate solution of the mean-field dynamic equation. The temperature variation of appropriately defined ''specific heat'' is studied by the Monte Carlo simulation near the transition point. The specific heat has been observed to diverge near the dynamic transition point.

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Designing and optimizing high performance microprocessors is an increasingly difficult task due to the size and complexity of the processor design space, high cost of detailed simulation and several constraints that a processor design must satisfy. In this paper, we propose the use of empirical non-linear modeling techniques to assist processor architects in making design decisions and resolving complex trade-offs. We propose a procedure for building accurate non-linear models that consists of the following steps: (i) selection of a small set of representative design points spread across processor design space using latin hypercube sampling, (ii) obtaining performance measures at the selected design points using detailed simulation, (iii) building non-linear models for performance using the function approximation capabilities of radial basis function networks, and (iv) validating the models using an independently and randomly generated set of design points. We evaluate our model building procedure by constructing non-linear performance models for programs from the SPEC CPU2000 benchmark suite with a microarchitectural design space that consists of 9 key parameters. Our results show that the models, built using a relatively small number of simulations, achieve high prediction accuracy (only 2.8% error in CPI estimates on average) across a large processor design space. Our models can potentially replace detailed simulation for common tasks such as the analysis of key microarchitectural trends or searches for optimal processor design points.