938 resultados para Currency forecast errors
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This paper introduces a skewed log-Birnbaum-Saunders regression model based on the skewed sinh-normal distribution proposed by Leiva et al. [A skewed sinh-normal distribution and its properties and application to air pollution, Comm. Statist. Theory Methods 39 (2010), pp. 426-443]. Some influence methods, such as the local influence and generalized leverage, are presented. Additionally, we derived the normal curvatures of local influence under some perturbation schemes. An empirical application to a real data set is presented in order to illustrate the usefulness of the proposed model.
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Changepoint regression models have originally been developed in connection with applications in quality control, where a change from the in-control to the out-of-control state has to be detected based on the avaliable random observations. Up to now various changepoint models have been suggested for differents applications like reliability, econometrics or medicine. In many practical situations the covariate cannot be measured precisely and an alternative model are the errors in variable regression models. In this paper we study the regression model with errors in variables with changepoint from a Bayesian approach. From the simulation study we found that the proposed procedure produces estimates suitable for the changepoint and all other model parameters.
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Robust analysis of vector fields has been established as an important tool for deriving insights from the complex systems these fields model. Traditional analysis and visualization techniques rely primarily on computing streamlines through numerical integration. The inherent numerical errors of such approaches are usually ignored, leading to inconsistencies that cause unreliable visualizations and can ultimately prevent in-depth analysis. We propose a new representation for vector fields on surfaces that replaces numerical integration through triangles with maps from the triangle boundaries to themselves. This representation, called edge maps, permits a concise description of flow behaviors and is equivalent to computing all possible streamlines at a user defined error threshold. Independent of this error streamlines computed using edge maps are guaranteed to be consistent up to floating point precision, enabling the stable extraction of features such as the topological skeleton. Furthermore, our representation explicitly stores spatial and temporal errors which we use to produce more informative visualizations. This work describes the construction of edge maps, the error quantification, and a refinement procedure to adhere to a user defined error bound. Finally, we introduce new visualizations using the additional information provided by edge maps to indicate the uncertainty involved in computing streamlines and topological structures.
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The quality of temperature and humidity retrievals from the infrared SEVIRI sensors on the geostationary Meteosat Second Generation (MSG) satellites is assessed by means of a one dimensional variational algorithm. The study is performed with the aim of improving the spatial and temporal resolution of available observations to feed analysis systems designed for high resolution regional scale numerical weather prediction (NWP) models. The non-hydrostatic forecast model COSMO (COnsortium for Small scale MOdelling) in the ARPA-SIM operational configuration is used to provide background fields. Only clear sky observations over sea are processed. An optimised 1D–VAR set-up comprising of the two water vapour and the three window channels is selected. It maximises the reduction of errors in the model backgrounds while ensuring ease of operational implementation through accurate bias correction procedures and correct radiative transfer simulations. The 1D–VAR retrieval quality is firstly quantified in relative terms employing statistics to estimate the reduction in the background model errors. Additionally the absolute retrieval accuracy is assessed comparing the analysis with independent radiosonde and satellite observations. The inclusion of satellite data brings a substantial reduction in the warm and dry biases present in the forecast model. Moreover it is shown that the retrieval profiles generated by the 1D–VAR are well correlated with the radiosonde measurements. Subsequently the 1D–VAR technique is applied to two three–dimensional case–studies: a false alarm case–study occurred in Friuli–Venezia–Giulia on the 8th of July 2004 and a heavy precipitation case occurred in Emilia–Romagna region between 9th and 12th of April 2005. The impact of satellite data for these two events is evaluated in terms of increments in the integrated water vapour and saturation water vapour over the column, in the 2 meters temperature and specific humidity and in the surface temperature. To improve the 1D–VAR technique a method to calculate flow–dependent model error covariance matrices is also assessed. The approach employs members from an ensemble forecast system generated by perturbing physical parameterisation schemes inside the model. The improved set–up applied to the case of 8th of July 2004 shows a substantial neutral impact.
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A new methodology is being devised for ensemble ocean forecasting using distributions of the surface wind field derived from a Bayesian Hierarchical Model (BHM). The ocean members are forced with samples from the posterior distribution of the wind during the assimilation of satellite and in-situ ocean data. The initial condition perturbations are then consistent with the best available knowledge of the ocean state at the beginning of the forecast and amplify the ocean response to uncertainty only in the forcing. The ECMWF Ensemble Prediction System (EPS) surface winds are also used to generate a reference ocean ensemble to evaluate the performance of the BHM method that proves to be eective in concentrating the forecast uncertainty at the ocean meso-scale. An height month experiment of weekly BHM ensemble forecasts was performed in the framework of the operational Mediterranean Forecasting System. The statistical properties of the ensemble are compared with model errors throughout the seasonal cycle proving the existence of a strong relationship between forecast uncertainties due to atmospheric forcing and the seasonal cycle.
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The first part of my thesis presents an overview of the different approaches used in the past two decades in the attempt to forecast epileptic seizure on the basis of intracranial and scalp EEG. Past research could reveal some value of linear and nonlinear algorithms to detect EEG features changing over different phases of the epileptic cycle. However, their exact value for seizure prediction, in terms of sensitivity and specificity, is still discussed and has to be evaluated. In particular, the monitored EEG features may fluctuate with the vigilance state and lead to false alarms. Recently, such a dependency on vigilance states has been reported for some seizure prediction methods, suggesting a reduced reliability. An additional factor limiting application and validation of most seizure-prediction techniques is their computational load. For the first time, the reliability of permutation entropy [PE] was verified in seizure prediction on scalp EEG data, contemporarily controlling for its dependency on different vigilance states. PE was recently introduced as an extremely fast and robust complexity measure for chaotic time series and thus suitable for online application even in portable systems. The capability of PE to distinguish between preictal and interictal state has been demonstrated using Receiver Operating Characteristics (ROC) analysis. Correlation analysis was used to assess dependency of PE on vigilance states. Scalp EEG-Data from two right temporal epileptic lobe (RTLE) patients and from one patient with right frontal lobe epilepsy were analysed. The last patient was included only in the correlation analysis, since no datasets including seizures have been available for him. The ROC analysis showed a good separability of interictal and preictal phases for both RTLE patients, suggesting that PE could be sensitive to EEG modifications, not visible on visual inspection, that might occur well in advance respect to the EEG and clinical onset of seizures. However, the simultaneous assessment of the changes in vigilance showed that: a) all seizures occurred in association with the transition of vigilance states; b) PE was sensitive in detecting different vigilance states, independently of seizure occurrences. Due to the limitations of the datasets, these results cannot rule out the capability of PE to detect preictal states. However, the good separability between pre- and interictal phases might depend exclusively on the coincidence of epileptic seizure onset with a transition from a state of low vigilance to a state of increased vigilance. The finding of a dependency of PE on vigilance state is an original finding, not reported in literature, and suggesting the possibility to classify vigilance states by means of PE in an authomatic and objectic way. The second part of my thesis provides the description of a novel behavioral task based on motor imagery skills, firstly introduced (Bruzzo et al. 2007), in order to study mental simulation of biological and non-biological movement in paranoid schizophrenics (PS). Immediately after the presentation of a real movement, participants had to imagine or re-enact the very same movement. By key release and key press respectively, participants had to indicate when they started and ended the mental simulation or the re-enactment, making it feasible to measure the duration of the simulated or re-enacted movements. The proportional error between duration of the re-enacted/simulated movement and the template movement were compared between different conditions, as well as between PS and healthy subjects. Results revealed a double dissociation between the mechanisms of mental simulation involved in biological and non-biologial movement simulation. While for PS were found large errors for simulation of biological movements, while being more acurate than healthy subjects during simulation of non-biological movements. Healthy subjects showed the opposite relationship, making errors during simulation of non-biological movements, but being most accurate during simulation of non-biological movements. However, the good timing precision during re-enactment of the movements in all conditions and in both groups of participants suggests that perception, memory and attention, as well as motor control processes were not affected. Based upon a long history of literature reporting the existence of psychotic episodes in epileptic patients, a longitudinal study, using a slightly modified behavioral paradigm, was carried out with two RTLE patients, one patient with idiopathic generalized epilepsy and one patient with extratemporal lobe epilepsy. Results provide strong evidence for a possibility to predict upcoming seizures in RTLE patients behaviorally. In the last part of the thesis it has been validated a behavioural strategy based on neurobiofeedback training, to voluntarily control seizures and to reduce there frequency. Three epileptic patients were included in this study. The biofeedback was based on monitoring of slow cortical potentials (SCPs) extracted online from scalp EEG. Patients were trained to produce positive shifts of SCPs. After a training phase patients were monitored for 6 months in order to validate the ability of the learned strategy to reduce seizure frequency. Two of the three refractory epileptic patients recruited for this study showed improvements in self-management and reduction of ictal episodes, even six months after the last training session.
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In the last few years the resolution of numerical weather prediction (nwp) became higher and higher with the progresses of technology and knowledge. As a consequence, a great number of initial data became fundamental for a correct initialization of the models. The potential of radar observations has long been recognized for improving the initial conditions of high-resolution nwp models, while operational application becomes more frequent. The fact that many nwp centres have recently taken into operations convection-permitting forecast models, many of which assimilate radar data, emphasizes the need for an approach to providing quality information which is needed in order to avoid that radar errors degrade the model's initial conditions and, therefore, its forecasts. Environmental risks can can be related with various causes: meteorological, seismical, hydrological/hydraulic. Flash floods have horizontal dimension of 1-20 Km and can be inserted in mesoscale gamma subscale, this scale can be modeled only with nwp model with the highest resolution as the COSMO-2 model. One of the problems of modeling extreme convective events is related with the atmospheric initial conditions, in fact the scale dimension for the assimilation of atmospheric condition in an high resolution model is about 10 Km, a value too high for a correct representation of convection initial conditions. Assimilation of radar data with his resolution of about of Km every 5 or 10 minutes can be a solution for this problem. In this contribution a pragmatic and empirical approach to deriving a radar data quality description is proposed to be used in radar data assimilation and more specifically for the latent heat nudging (lhn) scheme. Later the the nvective capabilities of the cosmo-2 model are investigated through some case studies. Finally, this work shows some preliminary experiments of coupling of a high resolution meteorological model with an Hydrological one.
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Die Verifikation bewertet die Güte von quantitativen Niederschlagsvorhersagen(QNV) gegenüber Beobachtungen und liefert Hinweise auf systematische Modellfehler. Mit Hilfe der merkmals-bezogenen Technik SAL werden simulierte Niederschlagsverteilungen hinsichtlich (S)truktur, (A)mplitude und (L)ocation analysiert. Seit einigen Jahren werden numerische Wettervorhersagemodelle benutzt, mit Gitterpunktabständen, die es erlauben, hochreichende Konvektion ohne Parametrisierung zu simulieren. Es stellt sich jetzt die Frage, ob diese Modelle bessere Vorhersagen liefern. Der hoch aufgelöste stündliche Beobachtungsdatensatz, der in dieser Arbeit verwendet wird, ist eine Kombination von Radar- und Stationsmessungen. Zum einem wird damit am Beispiel der deutschen COSMO-Modelle gezeigt, dass die Modelle der neuesten Generation eine bessere Simulation des mittleren Tagesgangs aufweisen, wenn auch mit zu geringen Maximum und etwas zu spätem Auftreten. Im Gegensatz dazu liefern die Modelle der alten Generation ein zu starkes Maximum, welches erheblich zu früh auftritt. Zum anderen wird mit dem neuartigen Modell eine bessere Simulation der räumlichen Verteilung des Niederschlags, durch eine deutliche Minimierung der Luv-/Lee Proble-matik, erreicht. Um diese subjektiven Bewertungen zu quantifizieren, wurden tägliche QNVs von vier Modellen für Deutschland in einem Achtjahreszeitraum durch SAL sowie klassischen Maßen untersucht. Die höher aufgelösten Modelle simulieren realistischere Niederschlagsverteilungen(besser in S), aber bei den anderen Komponenten tritt kaum ein Unterschied auf. Ein weiterer Aspekt ist, dass das Modell mit der gröbsten Auf-lösung(ECMWF) durch den RMSE deutlich am besten bewertet wird. Darin zeigt sich das Problem des ‚Double Penalty’. Die Zusammenfassung der drei Komponenten von SAL liefert das Resultat, dass vor allem im Sommer das am feinsten aufgelöste Modell (COSMO-DE) am besten abschneidet. Hauptsächlich kommt das durch eine realistischere Struktur zustande, so dass SAL hilfreiche Informationen liefert und die subjektive Bewertung bestätigt. rnIm Jahr 2007 fanden die Projekte COPS und MAP D-PHASE statt und boten die Möglich-keit, 19 Modelle aus drei Modellkategorien hinsichtlich ihrer Vorhersageleistung in Südwestdeutschland für Akkumulationszeiträume von 6 und 12 Stunden miteinander zu vergleichen. Als Ergebnisse besonders hervorzuheben sind, dass (i) je kleiner der Gitter-punktabstand der Modelle ist, desto realistischer sind die simulierten Niederschlags-verteilungen; (ii) bei der Niederschlagsmenge wird in den hoch aufgelösten Modellen weniger Niederschlag, d.h. meist zu wenig, simuliert und (iii) die Ortskomponente wird von allen Modellen am schlechtesten simuliert. Die Analyse der Vorhersageleistung dieser Modelltypen für konvektive Situationen zeigt deutliche Unterschiede. Bei Hochdrucklagen sind die Modelle ohne Konvektionsparametrisierung nicht in der Lage diese zu simulieren, wohingegen die Modelle mit Konvektionsparametrisierung die richtige Menge, aber zu flächige Strukturen realisieren. Für konvektive Ereignisse im Zusammenhang mit Fronten sind beide Modelltypen in der Lage die Niederschlagsverteilung zu simulieren, wobei die hoch aufgelösten Modelle realistischere Felder liefern. Diese wetterlagenbezogene Unter-suchung wird noch systematischer unter Verwendung der konvektiven Zeitskala durchge-führt. Eine erstmalig für Deutschland erstellte Klimatologie zeigt einen einer Potenzfunktion folgenden Abfall der Häufigkeit dieser Zeitskala zu größeren Werten hin auf. Die SAL Ergebnisse sind für beide Bereiche dramatisch unterschiedlich. Für kleine Werte der konvektiven Zeitskala sind sie gut, dagegen werden bei großen Werten die Struktur sowie die Amplitude deutlich überschätzt. rnFür zeitlich sehr hoch aufgelöste Niederschlagsvorhersagen gewinnt der Einfluss der zeitlichen Fehler immer mehr an Bedeutung. Durch die Optimierung/Minimierung der L Komponente von SAL innerhalb eines Zeitfensters(+/-3h) mit dem Beobachtungszeit-punkt im Zentrum ist es möglich diese zu bestimmen. Es wird gezeigt, dass bei optimalem Zeitversatz die Struktur und Amplitude der QNVs für das COSMO-DE besser werden und damit die grundsätzliche Fähigkeit des Modells die Niederschlagsverteilung realistischer zu simulieren, besser gezeigt werden kann.
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Das aSPECT Spektrometer wurde entworfen, um das Spektrum der Protonen beimrnZerfall freier Neutronen mit hoher Präzision zu messen. Aus diesem Spektrum kann dann der Elektron-Antineutrino Winkelkorrelationskoeffizient "a" mit hoher Genauigkeit bestimmt werden. Das Ziel dieses Experiments ist es, diesen Koeffizienten mit einem absoluten relativen Fehler von weniger als 0.3% zu ermitteln, d.h. deutlich unter dem aktuellen Literaturwert von 5%.rnrnErste Messungen mit dem aSPECT Spektrometer wurden an der Forschungsneutronenquelle Heinz Maier-Leibnitz in München durchgeführt. Jedoch verhinderten zeitabhängige Instabilitäten des Meßhintergrunds eine neue Bestimmung von "a".rnrnDie vorliegende Arbeit basiert hingegen auf den letzten Messungen mit dem aSPECTrnSpektrometer am Institut Laue-Langevin (ILL) in Grenoble, Frankreich. Bei diesen Messungen konnten die Instabilitäten des Meßhintergrunds bereits deutlich reduziert werden. Weiterhin wurden verschiedene Veränderungen vorgenommen, um systematische Fehler zu minimieren und um einen zuverlässigeren Betrieb des Experiments sicherzustellen. Leider konnte aber wegen zu hohen Sättigungseffekten der Empfängerelektronik kein brauchbares Ergebnis gemessen werden. Trotzdem konnten diese und weitere systematische Fehler identifiziert und verringert, bzw. sogar teilweise eliminiert werden, wovon zukünftigernStrahlzeiten an aSPECT profitieren werden.rnrnDer wesentliche Teil der vorliegenden Arbeit befasst sich mit der Analyse und Verbesserung der systematischen Fehler, die durch das elektromagnetische Feld aSPECTs hervorgerufen werden. Hieraus ergaben sich vielerlei Verbesserungen, insbesondere konnten die systematischen Fehler durch das elektrische Feld verringert werden. Die durch das Magnetfeld verursachten Fehler konnten sogar soweit minimiert werden, dass nun eine Verbesserung des aktuellen Literaturwerts von "a" möglich ist. Darüber hinaus wurde in dieser Arbeit ein für den Versuch maßgeschneidertes NMR-Magnetometer entwickelt und soweit verbessert, dass nun Unsicherheiten bei der Charakterisierung des Magnetfeldes soweit reduziert wurden, dass sie für die Bestimmung von "a" mit einer Genauigkeit von mindestens 0.3% vernachlässigbar sind.
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The aim of this dissertation is to show the power of contrastive analysis in successfully predicting the errors a language learner will make by means of a concrete case study. First, there is a description of what language transfer is and why it is important in the matter of second language acquisition. Second, a brief explanation of the history and development of contrastive analysis will be offered. Third, the focus of the thesis will move to an analysis of errors usually made by language learners. To conclude, the dissertation will focus on the concrete case study of a Russian learner of English: after an analysis of the errors the student is likely to make, a recorded conversation will be examined.
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The aim of this dissertation is to provide a translation from English into Italian of an extract from the research report “The Nature of Errors Made by Drivers”. The research was conducted by the MUARC (the Monash University Accident Research Centre) and published in June 2011 by Austroads, the association of Australasian road transport and traffic agencies. The excerpt chosen for translation is the third chapter, which provides an overview of the on-road pilot study conducted to analyse why drivers make mistakes during their everyday drive, including the methodology employed and the results obtained. This work is divided into six sections. It opens with an introduction on the topic and the formal structure of the report, followed by the first chapter, which provides an overview of the main features of the languages for special purposes and the specialised texts, an analysis of the text type and a presentation of the extract chosen for translation. In the second chapter the linguistic and extralinguistic resources available to specialised translators are presented, focussing on the ones used to translate the text. The third chapter is dedicated to the source text and its translation, while the fourth one provides an analysis of the strategies chosen to translate the text and a comment on the solutions to problematic passages. Finally, the last section – the conclusion – provides a comment on the entire work and on the professional activity of translators. The work closes with an appendix, which contains a glossary of the terms extracted from the translated text.
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Antisaccade errors are attributed to failure to inhibit the habitual prosaccade. We investigated whether the amount of information about the required response the patient has before the trial begins also contributes to error rate. Participants performed antisaccades in five conditions. The traditional design had two goals on the left and right horizontal meridians. In the second condition, stimulus-goal confusability between trials was eliminated by displacing one goal upward. In the third, hemifield uncertainty was eliminated by placing both goals in the same hemifield. In the fourth, goal uncertainty was eliminated by having only one goal, but interspersed with no-go trials. The fifth condition eliminated all uncertainty by having the same goal on every trial. Antisaccade error rate increased by 2% with each additional source of uncertainty, with the main effect being hemifield information, and a trend for stimulus-goal confusability. A control experiment for the effects of increasing angular separation between targets without changing these types of prior response information showed no effects on latency or error rate. We conclude that other factors besides prosaccade inhibition contribute to antisaccade error rates in traditional designs, possibly by modulating the strength of goal activation.
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To explore oncology nurses' perceptions and experiences with patient involvement in chemotherapy error prevention.
Propagation of atmospheric model errors to gravity potential harmonics - impact on GRACE de-aliasing