985 resultados para FORECAST COMBINATION


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This paper makes use of the idea of prediction intervals (PIs) to capture the uncertainty associated with wind power generation in power systems. Since the forecasting errors cannot be appropriately modeled using distribution probability functions, here we employ a powerful nonparametric approach called lower upper bound estimation (LUBE) method to construct the PIs. The proposed LUBE method uses a new framework based on a combination of PIs to overcome the performance instability of neural networks (NNs) used in the LUBE method. Also, a new fuzzy-based cost function is proposed with the purpose of having more freedom and flexibility in adjusting NN parameters used for construction of PIs. In comparison with the other cost functions in the literature, this new formulation allows the decision-makers to apply their preferences for satisfying the PI coverage probability and PI normalized average width individually. As the optimization tool, bat algorithm with a new modification is introduced to solve the problem. The feasibility and satisfying performance of the proposed method are examined using datasets taken from different wind farms in Australia.

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With the change of the water environment in accordance with climate change, the loss of lives and properties has increased due to urban flood. Although the importance of urban floods has been highlighted quickly, the construction of advancement technology of an urban drainage system combined with inland-river water and its relevant research has not been emphasized in Korea. In addition, without operation in consideration of combined inland-river water, it is difficult to prevent urban flooding effectively. This study, therefore, develops the uncertainty quantification technology of the risk-based water level and the assessment technology of a flood-risk region through a flooding analysis of the combination of inland-river. The study is also conducted to develop forecast technology of change in the water level of an urban region through the construction of very short-term/short-term flood forecast systems. This study is expected to be able to build an urban flood forecast system which makes it possible to support decision making for systematic disaster prevention which can cope actively with climate change.

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Climate model projections show that climate change will further increase the risk of flooding in many regions of the world. There is a need for climate adaptation, but building new infrastructure or additional retention basins has its limits, especially in densely populated areas where open spaces are limited. Another solution is the more efficient use of the existing infrastructure. This research investigates a method for real-time flood control by means of existing gated weirs and retention basins. The method was tested for the specific study area of the Demer basin in Belgium but is generally applicable. Today, retention basins along the Demer River are controlled by means of adjustable gated weirs based on fixed logic rules. However, because of the high complexity of the system, only suboptimal results are achieved by these rules. By making use of precipitation forecasts and combined hydrological-hydraulic river models, the state of the river network can be predicted. To fasten the calculation speed, a conceptual river model was used. The conceptual model was combined with a Model Predictive Control (MPC) algorithm and a Genetic Algorithm (GA). The MPC algorithm predicts the state of the river network depending on the positions of the adjustable weirs in the basin. The GA generates these positions in a semi-random way. Cost functions, based on water levels, were introduced to evaluate the efficiency of each generation, based on flood damage minimization. In the final phase of this research the influence of the most important MPC and GA parameters was investigated by means of a sensitivity study. The results show that the MPC-GA algorithm manages to reduce the total flood volume during the historical event of September 1998 by 46% in comparison with the current regulation. Based on the MPC-GA results, some recommendations could be formulated to improve the logic rules.

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O objetivo dessa dissertação é analisar as variáveis importantes da inflação para a decisão de política econômica do Banco Central. Considerando a importância de reações forward looking das autoridades monetárias num regime de metas de inflação, estudam-se alguns modelos de projeção de inflação de curto prazo para verificar qual modelo possui maior capacidade de previsão. Com o objetivo de entender a dinâmica inflacionária brasileira ao longo desses anos desde a implementação do sistema de metas de inflação, procura-se analisar a dinâmica da inércia inflacionária e do repasse cambial.

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This work aims to compare the forecast efficiency of different types of methodologies applied to Brazilian Consumer inflation (IPCA). We will compare forecasting models using disaggregated and aggregated data over twelve months ahead. The disaggregated models were estimated by SARIMA and will have different levels of disaggregation. Aggregated models will be estimated by time series techniques such as SARIMA, state-space structural models and Markov-switching. The forecasting accuracy comparison will be made by the selection model procedure known as Model Confidence Set and by Diebold-Mariano procedure. We were able to find evidence of forecast accuracy gains in models using more disaggregated data

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Este trabalho avalia as previsões de três métodos não lineares — Markov Switching Autoregressive Model, Logistic Smooth Transition Autoregressive Model e Autometrics com Dummy Saturation — para a produção industrial mensal brasileira e testa se elas são mais precisas que aquelas de preditores naive, como o modelo autorregressivo de ordem p e o mecanismo de double differencing. Os resultados mostram que a saturação com dummies de degrau e o Logistic Smooth Transition Autoregressive Model podem ser superiores ao mecanismo de double differencing, mas o modelo linear autoregressivo é mais preciso que todos os outros métodos analisados.

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This work assesses the forecasts of three nonlinear methods | Markov Switching Autoregressive Model, Logistic Smooth Transition Auto-regressive Model, and Auto-metrics with Dummy Saturation | for the Brazilian monthly industrial production and tests if they are more accurate than those of naive predictors such as the autoregressive model of order p and the double di erencing device. The results show that the step dummy saturation and the logistic smooth transition autoregressive can be superior to the double di erencing device, but the linear autoregressive model is more accurate than all the other methods analyzed.

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BACKGROUND: Non-invasive diagnostic strategies aimed at identifying biomarkers of cancer are of great interest for early cancer detection. Urine is potentially a rich source of volatile organic metabolites (VOMs) that can be used as potential cancer biomarkers. Our aim was to develop a generally reliable, rapid, sensitive, and robust analytical method for screening large numbers of urine samples, resulting in a broad spectrum of native VOMs, as a tool to evaluate the potential of these metabolites in the early diagnosis of cancer. METHODS: To investigate urinary volatile metabolites as potential cancer biomarkers, urine samples from 33 cancer patients (oncological group: 14 leukaemia, 12 colorectal and 7 lymphoma) and 21 healthy (control group, cancer-free) individuals were qualitatively and quantitatively analysed. Dynamic solid-phase microextraction in headspace mode (dHS-SPME) using a carboxenpolydimethylsiloxane (CAR/PDMS) sorbent in combination with GC-qMS-based metabolomics was applied to isolate and identify the volatile metabolites. This method provides a potential non-invasive method for early cancer diagnosis as a first approach. To fulfil this objective, three important dHS-SPME experimental parameters that influence extraction efficiency (fibre coating, extraction time and temperature of sampling) were optimised using a univariate optimisation design. The highest extraction efficiency was obtained when sampling was performed at 501C for 60min using samples with high ionic strengths (17% sodium chloride, wv 1) and under agitation. RESULTS: A total of 82 volatile metabolites belonging to distinct chemical classes were identified in the control and oncological groups. Benzene derivatives, terpenoids and phenols were the most common classes for the oncological group, whereas ketones and sulphur compounds were the main classes that were isolated from the urine headspace of healthy subjects. The results demonstrate that compound concentrations were dramatically different between cancer patients and healthy volunteers. The positive rates of 16 patients among the 82 identified were found to be statistically different (Po0.05). A significant increase in the peak area of 2-methyl3-phenyl-2-propenal, p-cymene, anisole, 4-methyl-phenol and 1,2-dihydro-1,1,6-trimethyl-naphthalene in cancer patients was observed. On average, statistically significant lower abundances of dimethyl disulphide were found in cancer patients. CONCLUSIONS: Gas chromatographic peak areas were submitted to multivariate analysis (principal component analysis and supervised linear discriminant analysis) to visualise clusters within cases and to detect the volatile metabolites that are able to differentiate cancer patients from healthy individuals. Very good discrimination within cancer groups and between cancer and control groups was achieved.

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This manuscript describes the development and validation of an ultra-fast, efficient, and high throughput analytical method based on ultra-high performance liquid chromatography (UHPLC) equipped with a photodiode array (PDA) detection system, for the simultaneous analysis of fifteen bioactive metabolites: gallic acid, protocatechuic acid, (−)-catechin, gentisic acid, (−)-epicatechin, syringic acid, p-coumaric acid, ferulic acid, m-coumaric acid, rutin, trans-resveratrol, myricetin, quercetin, cinnamic acid and kaempferol, in wines. A 50-mm column packed with 1.7-μm particles operating at elevated pressure (UHPLC strategy) was selected to attain ultra-fast analysis and highly efficient separations. In order to reduce the complexity of wine extract and improve the recovery efficiency, a reverse-phase solid-phase extraction (SPE) procedure using as sorbent a new macroporous copolymer made from a balanced ratio of two monomers, the lipophilic divinylbenzene and the hydrophilic N-vinylpyrrolidone (Oasis™ HLB), was performed prior to UHPLC–PDA analysis. The calibration curves of bioactive metabolites showed good linearity within the established range. Limits of detection (LOD) and quantification (LOQ) ranged from 0.006 μg mL−1 to 0.58 μg mL−1, and from 0.019 μg mL−1 to 1.94 μg mL−1, for gallic and gentisic acids, respectively. The average recoveries ± SD for the three levels of concentration tested (n = 9) in red and white wines were, respectively, 89 ± 3% and 90 ± 2%. The repeatability expressed as relative standard deviation (RSD) was below 10% for all the metabolites assayed. The validated method was then applied to red and white wines from different geographical origins (Azores, Canary and Madeira Islands). The most abundant component in the analysed red wines was (−)-epicatechin followed by (−)-catechin and rutin, whereas in white wines syringic and p-coumaric acids were found the major phenolic metabolites. The method was completely validated, providing a sensitive analysis for bioactive phenolic metabolites detection and showing satisfactory data for all the parameters tested. Moreover, was revealed as an ultra-fast approach allowing the separation of the fifteen bioactive metabolites investigated with high resolution power within 5 min.

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Objective-To evaluate analgesic effects of epidurally administered neostigmine alone or in combination with morphine in dogs after ovariohysterectomy.Animals-40 healthy bitches.Procedures-After acepromazine premedication, anesthesia was induced. Dogs randomly received 1 of the following 4 epidural treatments 30 minutes before ovariohysterectomy (n = 10/group): saline (0.9% NaCl) solution (control), morphine (0.1 mg/kg), neostigmine (10 pg/kg), or morphine-neostigmine (0.1 mg/kg and 10 pg/kg, respectively). Analgesia was assessed for 24 hours after surgery by use of a visual analogue.scale (VAS; scale of 0 to 10) or numeric descriptive scale (NDS; scale of 0 to 24) and by the need for supplemental analgesia (morphine [0.5 mg/kg, IM] administered when VAS was >= 4 or NDS was >= 8).Results-Significantly more control dogs (n = 8) received supplemental analgesia, compared with the number of neostigmine-treated dogs (1); no dogs in the remaining groups received supplemental analgesia. Compared with values for the control dogs, the NDS scores were lower for morphine-neostigmine-treated dogs (from 2 to 6 hours and at 12 hours) and for morphine-treated dogs (all time points). The NDS scores were lower for morphine-treated dogs at 3, 12, and 24 hours, compared with values for neostigmine-treated dogs. The VAS was less sensitive than the NDS for detecting differences among groups.Conclusions and Clinical Relevance-Epidurally administered neostigmine reduced the use of supplemental analgesia after ovariohysterectorny in dogs. However, analgesic effects were less pronounced than for epidurally administered morphine or morphine-neostigmine. Adding neostigmine to epidurally administered morphine did not potentiate opioid-induced analgesia.

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Objective To examine the anesthetic effects of a xylazine-diazepam-ketamine (XDK) combination in roosters.Study design Prospective experimental trial.Animals Six healthy white Leghorn roosters weighing 2.03 +/- 0.08 kg.Methods Each rooster was pre-medicated with xylazine (3 mg kg(-1), IM) and after 15 minutes anesthesia was induced with a diazepam (4 mg kg(-1)) and ketamine (25 mg kg(-1)) combination injected into the pectoral muscles. Heart and respiratory rates were recorded before anesthesia and every 15 minutes after induction for 165 minutes. Cloacal temperature was measured before and 15 minutes after pre-medication and every 75 minutes thereafter during anesthesia. Quality of induction and recovery were scored subjectively; duration of loss of righting reflex, abolition of response to a painful stimulus and palpebral reflex were also recorded.Results Intramuscular injection of xylazine smoothly induced loss of the righting reflex within 3-4 minutes. Loss of response to a painful stimulus occurred at 13.1 +/- 2.9 minutes (mean +/- SD) after the administration of the D-K combination, and lasted for 63.0 +/- 5.3 minutes. Roosters anesthetized with this combination had a significant decrease in heart and respiratory rates and cloacal temperature. The recovery period lasted for up to 4 hours (227.5 +/- 15.4 minutes). Quality of recovery was satisfactory for four roosters but excitation was noted in two birds.Conclusions and clinical relevance The XDK combination was a useful anesthetic technique for typhlectomy in roosters. Nevertheless this drug combination should be used with caution and cardiopulmonary parameters monitored carefully. Under the conditions of this experiment it was associated with a decreased cloacal temperature and prolonged recoveries.

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This paper is concerned with the numerical solutions of time dependent two-dimensional incompressible flows. By using the primitive variables of velocity and pressure, the Navier-Stokes and mass conservation equations are solved by a semi-implicit finite difference projection method. A new bounded higher order upwind convection scheme is employed to deal with the non-linear (advective) terms. The procedure is an adaptation of the GENSMAC (J. Comput. Phys. 1994; 110: 171-186) methodology for calculating confined and free surface fluid flows at both low and high Reynolds numbers. The calculations were performed by using the 2D version of the Freeflow simulation system (J. Comp. Visual. Science 2000; 2:199-210). In order to demonstrate the capabilities of the numerical method, various test cases are presented. These are the fully developed flow in a channel, the flow over a backward facing step, the die-swell problem, the broken dam flow, and an impinging jet onto a flat plate. The numerical results compare favourably with the experimental data and the analytical solutions. Copyright (c) 2006 John Wiley & Sons, Ltd.

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Present day weather forecast models usually cannot provide realistic descriptions of local and particulary extreme weather conditions. However, for lead times of about a small number of days, they provide reliable forecast of the atmospheric circulation that encompasses the subscale processes leading to extremes. Hence, forecasts of extreme events can only be achieved through a combination of dynamical and statistical analysis methods, where a stable and significant statistical model based on prior physical reasoning establishes posterior statistical-dynamical model between the local extremes and the large scale circulation. Here we present the development and application of such a statistical model calibration on the besis of extreme value theory, in order to derive probabilistic forecast for extreme local temperature. The dowscaling applies to NCEP/NCAR re-analysis, in order to derive estimates of daily temperature at Brazilian northeastern region weather stations

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This paper presents a consistent and concise analysis of the free and forced vibration of a mass supported by a parallel combination of a spring and an elastically supported damper (a Zener model). The results are presented in a compact form and the physical behaviour of the system is emphasised. This system is very similar to the conventional single-degree-of freedom system (sdof)-(Voigt model), but the dynamics can be quite different depending on the system parameters. The usefulness of the additional spring in series with the damper is investigated, and optimum damping values for the system subject to different types of excitation are determined and compared.There are three roots to the characteristic equation for the Zener model; two are complex conjugates and the third is purely real. It is shown that it is not possible to achieve critical damping of the complex roots unless the additional stiffness is at least eight times that of the main spring. For a harmonically excited system, there are some possible advantages in using the additional spring when the transmitted force to the base is of interest, but when the displacement response of the system is of interest then the benefits are marginal. It is shown that the additional spring affords no advantages when the system is excited by white noise. (c) 2007 Elsevier Ltd. All rights reserved.

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O método de combinação de Nelson-Oppen permite que vários procedimentos de decisão, cada um projetado para uma teoria específica, possam ser combinados para inferir sobre teorias mais abrangentes, através do princípio de propagação de igualdades. Provadores de teorema baseados neste modelo são beneficiados por sua característica modular e podem evoluir mais facilmente, incrementalmente. Difference logic é uma subteoria da aritmética linear. Ela é formada por constraints do tipo x − y ≤ c, onde x e y são variáveis e c é uma constante. Difference logic é muito comum em vários problemas, como circuitos digitais, agendamento, sistemas temporais, etc. e se apresenta predominante em vários outros casos. Difference logic ainda se caracteriza por ser modelada usando teoria dos grafos. Isto permite que vários algoritmos eficientes e conhecidos da teoria de grafos possam ser utilizados. Um procedimento de decisão para difference logic é capaz de induzir sobre milhares de constraints. Um procedimento de decisão para a teoria de difference logic tem como objetivo principal informar se um conjunto de constraints de difference logic é satisfatível (as variáveis podem assumir valores que tornam o conjunto consistente) ou não. Além disso, para funcionar em um modelo de combinação baseado em Nelson-Oppen, o procedimento de decisão precisa ter outras funcionalidades, como geração de igualdade de variáveis, prova de inconsistência, premissas, etc. Este trabalho apresenta um procedimento de decisão para a teoria de difference logic dentro de uma arquitetura baseada no método de combinação de Nelson-Oppen. O trabalho foi realizado integrando-se ao provador haRVey, de onde foi possível observar o seu funcionamento. Detalhes de implementação e testes experimentais são relatados