929 resultados para C51 - Model Construction and Estimation


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Neurofuzzy modelling systems combine fuzzy logic with quantitative artificial neural networks via a concept of fuzzification by using a fuzzy membership function usually based on B-splines and algebraic operators for inference, etc. The paper introduces a neurofuzzy model construction algorithm using Bezier-Bernstein polynomial functions as basis functions. The new network maintains most of the properties of the B-spline expansion based neurofuzzy system, such as the non-negativity of the basis functions, and unity of support but with the additional advantages of structural parsimony and Delaunay input space partitioning, avoiding the inherent computational problems of lattice networks. This new modelling network is based on the idea that an input vector can be mapped into barycentric co-ordinates with respect to a set of predetermined knots as vertices of a polygon (a set of tiled Delaunay triangles) over the input space. The network is expressed as the Bezier-Bernstein polynomial function of barycentric co-ordinates of the input vector. An inverse de Casteljau procedure using backpropagation is developed to obtain the input vector's barycentric co-ordinates that form the basis functions. Extension of the Bezier-Bernstein neurofuzzy algorithm to n-dimensional inputs is discussed followed by numerical examples to demonstrate the effectiveness of this new data based modelling approach.

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Factor forecasting models are shown to deliver real-time gains over autoregressive models for US real activity variables during the recent period, but are less successful for nominal variables. The gains are largely due to the Financial Crisis period, and are primarily at the shortest (one quarter ahead) horizon. Excluding the pre-Great Moderation years from the factor forecasting model estimation period (but not from the data used to extract factors) results in a marked fillip in factor model forecast accuracy, but does the same for the AR model forecasts. The relative performance of the factor models compared to the AR models is largely unaffected by whether the exercise is in real time or is pseudo out-of-sample.

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In this paper, we proposed a new two-parameter lifetime distribution with increasing failure rate, the complementary exponential geometric distribution, which is complementary to the exponential geometric model proposed by Adamidis and Loukas (1998). The new distribution arises on a latent complementary risks scenario, in which the lifetime associated with a particular risk is not observable; rather, we observe only the maximum lifetime value among all risks. The properties of the proposed distribution are discussed, including a formal proof of its probability density function and explicit algebraic formulas for its reliability and failure rate functions, moments, including the mean and variance, variation coefficient, and modal value. The parameter estimation is based on the usual maximum likelihood approach. We report the results of a misspecification simulation study performed in order to assess the extent of misspecification errors when testing the exponential geometric distribution against our complementary one in the presence of different sample size and censoring percentage. The methodology is illustrated on four real datasets; we also make a comparison between both modeling approaches. (C) 2011 Elsevier B.V. All rights reserved.

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Using vector autoregressive (VAR) models and Monte-Carlo simulation methods we investigate the potential gains for forecasting accuracy and estimation uncertainty of two commonly used restrictions arising from economic relationships. The Örst reduces parameter space by imposing long-term restrictions on the behavior of economic variables as discussed by the literature on cointegration, and the second reduces parameter space by imposing short-term restrictions as discussed by the literature on serial-correlation common features (SCCF). Our simulations cover three important issues on model building, estimation, and forecasting. First, we examine the performance of standard and modiÖed information criteria in choosing lag length for cointegrated VARs with SCCF restrictions. Second, we provide a comparison of forecasting accuracy of Ötted VARs when only cointegration restrictions are imposed and when cointegration and SCCF restrictions are jointly imposed. Third, we propose a new estimation algorithm where short- and long-term restrictions interact to estimate the cointegrating and the cofeature spaces respectively. We have three basic results. First, ignoring SCCF restrictions has a high cost in terms of model selection, because standard information criteria chooses too frequently inconsistent models, with too small a lag length. Criteria selecting lag and rank simultaneously have a superior performance in this case. Second, this translates into a superior forecasting performance of the restricted VECM over the VECM, with important improvements in forecasting accuracy ñreaching more than 100% in extreme cases. Third, the new algorithm proposed here fares very well in terms of parameter estimation, even when we consider the estimation of long-term parameters, opening up the discussion of joint estimation of short- and long-term parameters in VAR models.

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This paper has two original contributions. First, we show that the present value model (PVM hereafter), which has a wide application in macroeconomics and fi nance, entails common cyclical feature restrictions in the dynamics of the vector error-correction representation (Vahid and Engle, 1993); something that has been already investigated in that VECM context by Johansen and Swensen (1999, 2011) but has not been discussed before with this new emphasis. We also provide the present value reduced rank constraints to be tested within the log-linear model. Our second contribution relates to forecasting time series that are subject to those long and short-run reduced rank restrictions. The reason why appropriate common cyclical feature restrictions might improve forecasting is because it finds natural exclusion restrictions preventing the estimation of useless parameters, which would otherwise contribute to the increase of forecast variance with no expected reduction in bias. We applied the techniques discussed in this paper to data known to be subject to present value restrictions, i.e. the online series maintained and up-dated by Shiller. We focus on three different data sets. The fi rst includes the levels of interest rates with long and short maturities, the second includes the level of real price and dividend for the S&P composite index, and the third includes the logarithmic transformation of prices and dividends. Our exhaustive investigation of several different multivariate models reveals that better forecasts can be achieved when restrictions are applied to them. Moreover, imposing short-run restrictions produce forecast winners 70% of the time for target variables of PVMs and 63.33% of the time when all variables in the system are considered.

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Additive and nonadditive genetic effects on preweaning weight gain (PWG) of a commercial crossbred population were estimated using different genetic models and estimation methods. The data set consisted of 103,445 records on purebred and crossbred Nelore-Hereford calves raised under pasture conditions on farms located in south, southeast, and middle west Brazilian regions. In addition to breed additive and dominance effects, the models including different epistasis covariables were tested. Models considering joint additive and environment (latitude) by genetic effects interactions were also applied. In a first step, analyses were carried out under animal models. In a second step, preadjusted records were analyzed using ordinary least squares (OLS) and ridge regression (RR). The results reinforced evidence that breed additive and dominance effects are not sufficient to explain the observed variability in preweaning traits of Bos taurus x Bos indicus calves, and that genotype x environment interaction plays an important role in the evaluation of crossbred calves. Data were ill-conditioned to estimate the effects of genotype x environment interactions. Models including these effects presented multicolinearity problems. In this case, RR seemed to be a powerful tool for obtaining more plausible and stable estimates. Estimated prediction error variances and variance inflation factors were drastically reduced, and many effects that were not significant under ordinary least squares became significant under RR. Predictions of PWG based on RR estimates were more acceptable from a biological perspective. In temperate and subtropical regions, calves with intermediate genetic compositions (close to 1/2 Nelore) exhibited greater predicted PWG. In the tropics, predicted PWG increased linearly as genotype got closer to Nelore. ©2006 American Society of Animal Science. All rights reserved.

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Evaluations of measurement invariance provide essential construct validity evidence. However, the quality of such evidence is partly dependent upon the validity of the resulting statistical conclusions. The presence of Type I or Type II errors can render measurement invariance conclusions meaningless. The purpose of this study was to determine the effects of categorization and censoring on the behavior of the chi-square/likelihood ratio test statistic and two alternative fit indices (CFI and RMSEA) under the context of evaluating measurement invariance. Monte Carlo simulation was used to examine Type I error and power rates for the (a) overall test statistic/fit indices, and (b) change in test statistic/fit indices. Data were generated according to a multiple-group single-factor CFA model across 40 conditions that varied by sample size, strength of item factor loadings, and categorization thresholds. Seven different combinations of model estimators (ML, Yuan-Bentler scaled ML, and WLSMV) and specified measurement scales (continuous, censored, and categorical) were used to analyze each of the simulation conditions. As hypothesized, non-normality increased Type I error rates for the continuous scale of measurement and did not affect error rates for the categorical scale of measurement. Maximum likelihood estimation combined with a categorical scale of measurement resulted in more correct statistical conclusions than the other analysis combinations. For the continuous and censored scales of measurement, the Yuan-Bentler scaled ML resulted in more correct conclusions than normal-theory ML. The censored measurement scale did not offer any advantages over the continuous measurement scale. Comparing across fit statistics and indices, the chi-square-based test statistics were preferred over the alternative fit indices, and ΔRMSEA was preferred over ΔCFI. Results from this study should be used to inform the modeling decisions of applied researchers. However, no single analysis combination can be recommended for all situations. Therefore, it is essential that researchers consider the context and purpose of their analyses.

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Defining pharmacokinetic parameters and depletion intervals for antimicrobials used in fish represents important guidelines for future regulation by Brazilian agencies of the use of these substances in fish farming. This article presents a depletion study for oxytetracycline (OTC) in tilapias (Orechromis niloticus) farmed under tropical conditions during the winter season. High performance liquid chromatography, with fluorescence detection for the quantitation of OTC in tilapia fillets and medicated feed, was developed and validated. The depletion study with fish was carried out under monitored environmental conditions. OTC was administered in the feed for five consecutive days at daily dosages of 80 mg/kg body weight. Groups of ten fish were slaughtered at 1, 2, 3, 4, 5, 8, 10, 15, 20, and 25 days after medication. After the 8th day posttreatment, OTC concentrations in the tilapia fillets were below the limit of quantitation (13 ng/g) of the method. Linear regression of the mathematical model of data analysis presented a coefficient of 0.9962. The elimination half- life for OTC in tilapia fillet and the withdrawal period were 1.65 and 6 days, respectively, considering a percentile of 99% with 95% of confidence and a maximum residue limit of 100 ng/g. Even though the study was carried out in the winter under practical conditions where water temperature varied, the results obtained are similar to others from studies conducted under controlled temperature.

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Collinear laser spectroscopy has been used as a tool for nuclear physics for more than 30 years. The unique possibility to extract nuclear properties like spins, radii and nuclear moments in a model-independent manner leads to important physics results to test the predictive power of existing nuclear models. rnThis work presents the construction and the commissioning of a new collinear laser spectroscopy experiment TRIGA-LASER as a part of the TRIGA-SPEC facility at the TRIGA research reactor at the University of Mainz. The goal of the experiment is to study the nuclear structure of radioactive isotopes which will be produced by neutron-induced fission near the reactor core and transported to an ion source by a gas jet system. rnThe versatility of the collinear laser spectroscopy technique will be exploited in the second part of this thesis. The nuclear spin and the magnetic moment of the neutron-deficient isotope Mg-21 will be presented, which were measured by the detection of the beta-decay asymmetry induced by nuclear polarization after optical pumping. A combination of this detection method with the classical fluorescence detection is then used to determine the isotope shifts of the neutron-rich magnesium isotopes from Mg-24 through Mg-32 to study the transition to the ''island of inversion''.

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China is a large country characterized by remarkable growth and distinct regional diversity. Spatial disparity has always been a hot issue since China has been struggling to follow a balanced growth path but still confronting with unprecedented pressures and challenges. To better understand the inequality level benchmarking spatial distributions of Chinese provinces and municipalities and estimate dynamic trajectory of sustainable development in China, I constructed the Composite Index of Regional Development (CIRD) with five sub pillars/dimensions involving Macroeconomic Index (MEI), Science and Innovation Index (SCI), Environmental Sustainability Index (ESI), Human Capital Index (HCI) and Public Facilities Index (PFI), endeavoring to cover various fields of regional socioeconomic development. Ranking reports on the five sub dimensions and aggregated CIRD were provided in order to better measure the developmental degrees of 31 or 30 Chinese provinces and municipalities over 13 years from 1998 to 2010 as the time interval of three “Five-year Plans”. Further empirical applications of this CIRD focused on clustering and convergence estimation, attempting to fill up the gap in quantifying the developmental levels of regional comprehensive socioeconomics and estimating the dynamic convergence trajectory of regional sustainable development in a long run. Four clusters were benchmarked geographically-oriented in the map on the basis of cluster analysis, and club-convergence was observed in the Chinese provinces and municipalities based on stochastic kernel density estimation.

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This thesis focuses on the energy efficiency in wireless networks under the transmission and information diffusion points of view. In particular, on one hand, the communication efficiency is investigated, attempting to reduce the consumption during transmissions, while on the other hand the energy efficiency of the procedures required to distribute the information among wireless nodes in complex networks is taken into account. For what concerns energy efficient communications, an innovative transmission scheme reusing source of opportunity signals is introduced. This kind of signals has never been previously studied in literature for communication purposes. The scope is to provide a way for transmitting information with energy consumption close to zero. On the theoretical side, starting from a general communication channel model subject to a limited input amplitude, the theme of low power transmission signals is tackled under the perspective of stating sufficient conditions for the capacity achieving input distribution to be discrete. Finally, the focus is shifted towards the design of energy efficient algorithms for the diffusion of information. In particular, the endeavours are aimed at solving an estimation problem distributed over a wireless sensor network. The proposed solutions are deeply analyzed both to ensure their energy efficiency and to guarantee their robustness against losses during the diffusion of information (against information diffusion truncation more in general).

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We introduce a version of operational set theory, OST−, without a choice operation, which has a machinery for Δ0Δ0 separation based on truth functions and the separation operator, and a new kind of applicative set theory, so-called weak explicit set theory WEST, based on Gödel operations. We show that both the theories and Kripke–Platek set theory KPKP with infinity are pairwise Π1Π1 equivalent. We also show analogous assertions for subtheories with ∈-induction restricted in various ways and for supertheories extended by powerset, beta, limit and Mahlo operations. Whereas the upper bound is given by a refinement of inductive definition in KPKP, the lower bound is by a combination, in a specific way, of realisability, (intuitionistic) forcing and negative interpretations. Thus, despite interpretability between classical theories, we make “a detour via intuitionistic theories”. The combined interpretation, seen as a model construction in the sense of Visser's miniature model theory, is a new way of construction for classical theories and could be said the third kind of model construction ever used which is non-trivial on the logical connective level, after generic extension à la Cohen and Krivine's classical realisability model.

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We partially solve a long-standing problem in the proof theory of explicit mathematics or the proof theory in general. Namely, we give a lower bound of Feferman’s system T0 of explicit mathematics (but only when formulated on classical logic) with a concrete interpretat ion of the subsystem Σ12-AC+ (BI) of second order arithmetic inside T0. Whereas a lower bound proof in the sense of proof-theoretic reducibility or of ordinalanalysis was already given in 80s, the lower bound in the sense of interpretability we give here is new. We apply the new interpretation method developed by the author and Zumbrunnen (2015), which can be seen as the third kind of model construction method for classical theories, after Cohen’s forcing and Krivine’s classical realizability. It gives us an interpretation between classical theories, by composing interpretations between intuitionistic theories.

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The construction industry, one of the most important ones in the development of a country, generates unavoidable impacts on the environment. The social demand towards greater respect for the environment is a high and general outcry. Therefore, the construction industry needs to reduce the impact it produces. Proper waste management is not enough; we must take a further step in environmental management, where new measures need to be introduced for the prevention at source, such as good practices to promote recycling. Following the amendment of the legal frame applicable to Construction and Demolition Waste (C&D waste), important developments have been incorporated in European and International laws, aiming to promote the culture of reusing and recycling. This change of mindset, that is progressively taking place in society, is allowing for the consideration of C&D waste no longer as an unusable waste, but as a reusable material. The main objective of the work presented in this paper is to enhance C&D waste management systems through the development of preventive measures during the construction process. These measures concern all the agents intervening in the construction process as only the personal implication of all of them can ensure an efficient management of the C&D waste generated. Finally, a model based on preventive measures achieves organizational cohesion between the different stages of the construction process, as well as promoting the conservation of raw materials through the use and waste minimization. All of these in order to achieve a C&D waste management system, whose primary goal is zero waste generation

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The difficulty of dealing with construction and demolition waste (CDW) on construction sites is not new and continues to be a significant environmental problem. Currently the CDW collection system in Spain is done in a decentralized manner by each sub-contracted company, being necessary to implement effective waste management measures ensuring a correct management and minimization. During the last years several measures have been launched in order to improve and encourage the reuse and recycling of CDW. A widespread solution for CDW recovery is using them as a landscaping aggregate or for road bases and sub-bases. However, measures encouraging onsite prevention still need to be enhanced. This paper studies the major work stage generating CDW and analyses the categories of CDW produced during its execution. For this, several real building sites have been analysed in order to quantify the estimation of CDW generated. Results of this study show that a significant contributor to the CDW generation on building construction sites in Spain are the masonry works. Finally, a Best Practices Manual (BPM) is proposed containing several strategies on masonry works aimed not only at CDW prevention, but also at improving their management and minimization. The use of this BPM together with the Study and Plan of CDW management --required by law--, promotes the environmental management of the company, favouring the cohesion of the construction process organization at all stages giving rise to establishing responsibilities in the field of waste and providing a greater control over the process. Keywords: construction and demolition waste, management, masonry works, good practice measures, prevention.