991 resultados para time-consistency
Resumo:
In this paper, we present an on-line estimation algorithm for an uncertain time delay in a continuous system based on the observational input-output data, subject to observational noise. The first order Pade approximation is used to approximate the time delay. At each time step, the algorithm combines the well known Kalman filter algorithm and the recursive instrumental variable least squares (RIVLS) algorithm in cascade form. The instrumental variable least squares algorithm is used in order to achieve the consistency of the delay parameter estimate, since an error-in-the-variable model is involved. An illustrative example is utilized to demonstrate the efficacy of the proposed approach.
Resumo:
This study considers the consistency of the role of both the private and public real estate markets within a mixed-asset context. While a vast literature has developed that has examined the potential role of both the private and public real estate markets, most studies have largely relied on both single time horizons and single sample periods. This paper builds upon the analysis of Lee and Stevenson (2005) who examined the consistency of REITs in a US capital market portfolio. The current paper extends that by also analyzing the role of the private market. To address the question, the allocation of both the private and traded markets is evaluated over different holding periods varying from 5- to 20-years. In general the results show that optimum mixed-asset portfolios already containing private real estate have little place for public real estate securities, especially in low risk portfolios and for longer investment horizons. Additionally, mixed-asset portfolios with public real estate either see the allocations to REITs diminished or eliminated if private real estate is also considered. The results demonstrate that there is a still a strong case for private real estate in the mixed-asset portfolio on the basis of an increase in risk-adjusted performance, even if the investor is already holding REITs, but that the reverse is not always the case.
Resumo:
Sampling strategies for monitoring the status and trends in wildlife populations are often determined before the first survey is undertaken. However, there may be little information about the distribution of the population and so the sample design may be inefficient. Through time, as data are collected, more information about the distribution of animals in the survey region is obtained but it can be difficult to incorporate this information in the survey design. This paper introduces a framework for monitoring motile wildlife populations within which the design of future surveys can be adapted using data from past surveys whilst ensuring consistency in design-based estimates of status and trends through time. In each survey, part of the sample is selected from the previous survey sample using simple random sampling. The rest is selected with inclusion probability proportional to predicted abundance. Abundance is predicted using a model constructed from previous survey data and covariates for the whole survey region. Unbiased design-based estimators of status and trends and their variances are derived from two-phase sampling theory. Simulations over the short and long-term indicate that in general more precise estimates of status and trends are obtained using this mixed strategy than a strategy in which all of the sample is retained or all selected with probability proportional to predicted abundance. Furthermore the mixed strategy is robust to poor predictions of abundance. Estimates of status are more precise than those obtained from a rotating panel design.
Resumo:
The nuclear time-dependent Hartree-Fock model formulated in three-dimensional space, based on the full standard Skyrme energy density functional complemented with the tensor force, is presented. Full self-consistency is achieved by the model. The application to the isovector giant dipole resonance is discussed in the linear limit, ranging from spherical nuclei (16O and 120Sn) to systems displaying axial or triaxial deformation (24Mg, 28Si, 178Os, 190W and 238U). Particular attention is paid to the spin-dependent terms from the central sector of the functional, recently included together with the tensor. They turn out to be capable of producing a qualitative change on the strength distribution in this channel. The effect on the deformation properties is also discussed. The quantitative effects on the linear response are small and, overall, the giant dipole energy remains unaffected. Calculations are compared to predictions from the (quasi)-particle random-phase approximation and experimental data where available, finding good agreement
Resumo:
Non-linear methods for estimating variability in time-series are currently of widespread use. Among such methods are approximate entropy (ApEn) and sample approximate entropy (SampEn). The applicability of ApEn and SampEn in analyzing data is evident and their use is increasing. However, consistency is a point of concern in these tools, i.e., the classification of the temporal organization of a data set might indicate a relative less ordered series in relation to another when the opposite is true. As highlighted by their proponents themselves, ApEn and SampEn might present incorrect results due to this lack of consistency. In this study, we present a method which gains consistency by using ApEn repeatedly in a wide range of combinations of window lengths and matching error tolerance. The tool is called volumetric approximate entropy, vApEn. We analyze nine artificially generated prototypical time-series with different degrees of temporal order (combinations of sine waves, logistic maps with different control parameter values, random noises). While ApEn/SampEn clearly fail to consistently identify the temporal order of the sequences, vApEn correctly do. In order to validate the tool we performed shuffled and surrogate data analysis. Statistical analysis confirmed the consistency of the method. (C) 2008 Elsevier Ltd. All rights reserved.
Resumo:
Rheological studies were carried out in the fermentation broth of a polysaccharide-producing microorganism free of soil. This microorganism was designated 4B. The bacteria 4B was inoculated in the fermentation broth, which consisted of a carbon source and mineral salts, and it was incubated in a rotating agitator at 30 degreesC for 72 h at 210 rpm. A rheometer of concentric cylinders equipped with a thermostatic bath was used and the readings were taken at 25 degreesC. A study was made of the influence of the fermentation time and the readings were made after 24, 48 and 72 h of incubation, using, separately, sucrose and glucose as carbon sources. The influence of the salt concentrations was determined in each carbon source; the salts used were NaCl, KCl and CaCl2 in the concentrations of 0.4%, 1.0%, 2.0% and 3.0%. It was observed that the fermentation broth behaves as a non-Newtonian fluid and it presents pseudoplastic behaviour. Calculations were made of the flow behaviour index (n) and the consistency index (k) of the samples after 24, 48 and 72 h of fermentation, and it was observed that the 72 h sample presented higher k and consequently higher apparent viscosity. of the carbon sources used, the sucrose presented higher viscous broths after 24 and 48 h, and the glucose after 72 h of fermentation. With relation to the effect of the addition of salts, the CaCl2 presented a higher influence on the viscosity of the fermentation broths. (C) 2001 Elsevier B.V. Ltd. All rights reserved.
Resumo:
A randomized double blind and placebo controlled design was used to investigate the hemostatic, biochemical, gastrointestinal and behavioral effects of pre- and postoperative administration of vedaprofen 0.5 mg/kg PO (V), tramadol 2 mg/kg SC (T), their association (VT) or placebo (P) in 40 adult female cats (3.0 +/- 0.32 kg; 1.8 +/- 0.7 years) distributed in groups of 10. Platelet aggregation and bleeding time were measured before and 52 11 after ovariohysterectomy. Serum urea, creatinine, alanine aminotransferase, alkaline phosphatase and gamma-glutamyl transferase concentrations were measured before and 7 days postoperatively. The occurrence of vomiting, frequency and consistency of feces, and behavior were observed for 7 days postoperatively. Morphine (0.5 mg/kg, IM) was used as rescue analgesic. Laboratory variables did not change. Vomiting was observed only after morphine administration. Mild euphoria was observed in T and VT. The perioperative use of vedaprofen and/or tramadol did not modify the hemostatic, biochemical and gastrointestinal function in cats. (C) 2009 ESFM and AAFP. published by Elsevier Ltd. All rights reserved.
Resumo:
Dairy cows often have to choose which of two sides to enter in the milking parlour. Some cows are very consistent in this choicė, and it is common to assume that when these cows are more disturbed are being milked in their non-preferred side. Such disturbance might involve significantly poor welfare. In order to assess this assumption, we decided to study the behaviour and milk yield of dairy cows and their relationships with side preference in the milking parlour. The study was carried out at Cambridge University Farm, in a two-sided tandem milking parlour. The data collection followed the daily management routine. We recorded the side chosen by each cow (left or right) during 40 milking sessions. Data from 70 cows, which were present in at least 25 milking sessions (mode = 36), were included in the statistical analysis. Cows' reactivity (CR) during premilking udder preparation, time spent fitting the milking cluster (FT), milk yield (MY) and duration of milking (DM) were measured. There was evident individual variation in the consistency of side choice. Individual differences (ANOVA, P < 0.001) were also found in CR, FT, MY and DM; although these variables were not significantly affected by the side or the interaction animal × side (ANOVA, P < 0.05). The comparison between left and right side means (paired t-test) of these variables did not show significant differences (P < 0.05). We concluded that there is no evidence that the cows were discomforted or stressed when milked in the non-preferred side of the milking parlour. © 2001 Elsevier Science B.V.
Resumo:
Changes in bioavailability of phosphorus (P) during pedogenesis and ecosystem development have been shown for geogenic calcium phosphate (Ca-P). However, very little is known about long-term changes of biogenic Ca-P in soil. Long-term transformation characteristics of biogenic Ca-P were examined using anthropogenic soils along a chronosequence from centennial to millennial time scales. Phosphorus fractionation of Anthrosols resulted in overall consistency with the Walker and Syers model of geogenic Ca-P transformation during pedogenesis. The biogenic Ca-P (e.g., animal and fish bones) disappeared to 3% of total P within the first ca. 2,000 years of soil development. This change concurred with increases in P adsorbed on metal-oxides surfaces, organic P, and occluded P at different pedogenic time. Phosphorus K-edge X-ray absorption near-edge structure (XANES) spectroscopy revealed that the crystalline and therefore thermodynamically most stable biogenic Ca-P was transformed into more soluble forms of Ca-P over time. While crystalline hydroxyapatite (34% of total P) dominated Ca-P species after about 600-1,000 years, beta-tricalcium phosphate increased to 16% of total P after 900-1,100 years, after which both Ca-P species disappeared. Iron-associated P was observable concurrently with Ca-P disappearance. Soluble P and organic P determined by XANES maintained relatively constant (58-65%) across the time scale studied. Disappearance of crystalline biogenic Ca-P on a time scale of a few thousand years appears to be ten times faster than that of geogenic Ca-P.
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Since there was no Portuguese questionnaire to evaluate cutaneous allodynia, which has been pointed out as a risk factor of migraine, we aimed to perform the cross-cultural adaptation of the 12 item Allodynia Symptom Checklist for the Brazilian population and to test its measurement properties. It consisted in six stages: translation, synthesis, back translation, revision by a specialist committee, pretest and submission the documents to the committee. In the pretest stage, the questionnaire was applied to 30 migraineurs of both sexes, who had some difficulty in understanding it. Thus, a second version was applied to 30 additional subjects, with no difficulties being reported. The mean filling out time was 3'36", and the internal consistency was 0.76. To test reproducibility, 15 other subjects filled out the questionnaire at two different times, it was classified as moderate (weighted kappa=0.58). We made available to Brazilian population an easy, quick and reliable questionnaire.
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We address the spherical accretion of generic fluids onto black holes. We show that, if the black hole metric satisfies certain conditions, in the presence of a test fluid it is possible to derive a fully relativistic prescription for the black hole mass variation. Although the resulting equation may seem obvious due to a form of it appearing as a step in the derivation of the Schwarzschild metric, this geometrical argument is necessary to fix the added degree of freedom one gets for allowing the mass to vary with time. This result has applications on cosmological accretion models and provides a derivation from first principles to serve as a basis to the accretion equations already in use in the literature.
Resumo:
Motion control is a sub-field of automation, in which the position and/or velocity of machines are controlled using some type of device. In motion control the position, velocity, force, pressure, etc., profiles are designed in such a way that the different mechanical parts work as an harmonious whole in which a perfect synchronization must be achieved. The real-time exchange of information in the distributed system that is nowadays an industrial plant plays an important role in order to achieve always better performance, better effectiveness and better safety. The network for connecting field devices such as sensors, actuators, field controllers such as PLCs, regulators, drive controller etc., and man-machine interfaces is commonly called fieldbus. Since the motion transmission is now task of the communication system, and not more of kinematic chains as in the past, the communication protocol must assure that the desired profiles, and their properties, are correctly transmitted to the axes then reproduced or else the synchronization among the different parts is lost with all the resulting consequences. In this thesis, the problem of trajectory reconstruction in the case of an event-triggered communication system is faced. The most important feature that a real-time communication system must have is the preservation of the following temporal and spatial properties: absolute temporal consistency, relative temporal consistency, spatial consistency. Starting from the basic system composed by one master and one slave and passing through systems made up by many slaves and one master or many masters and one slave, the problems in the profile reconstruction and temporal properties preservation, and subsequently the synchronization of different profiles in network adopting an event-triggered communication system, have been shown. These networks are characterized by the fact that a common knowledge of the global time is not available. Therefore they are non-deterministic networks. Each topology is analyzed and the proposed solution based on phase-locked loops adopted for the basic master-slave case has been improved to face with the other configurations.
Resumo:
Conservation strategies for long-lived vertebrates require accurate estimates of parameters relative to the populations' size, numbers of non-breeding individuals (the “cryptic” fraction of the population) and the age structure. Frequently, visual survey techniques are used to make these estimates but the accuracy of these approaches is questionable, mainly because of the existence of numerous potential biases. Here we compare data on population trends and age structure in a bearded vulture (Gypaetus barbatus) population from visual surveys performed at supplementary feeding stations with data derived from population matrix-modelling approximations. Our results suggest that visual surveys overestimate the number of immature (<2 years old) birds, whereas subadults (3–5 y.o.) and adults (>6 y.o.) were underestimated in comparison with the predictions of a population model using a stable-age distribution. In addition, we found that visual surveys did not provide conclusive information on true variations in the size of the focal population. Our results suggest that although long-term studies (i.e. population matrix modelling based on capture-recapture procedures) are a more time-consuming method, they provide more reliable and robust estimates of population parameters needed in designing and applying conservation strategies. The findings shown here are likely transferable to the management and conservation of other long-lived vertebrate populations that share similar life-history traits and ecological requirements.
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The reliable quantification of gene copy number variations is a precondition for future investigations regarding their functional relevance. To date, there is no generally accepted gold standard method for copy number quantification, and methods in current use have given inconsistent results in selected cohorts. In this study, we compare two methods for copy number quantification. beta-defensin gene copy numbers were determined in parallel in 80 genomic DNA samples by real-time PCR and multiplex ligation-dependent probe amplification (MLPA). The pyrosequencing-based paralog ratio test (PPRT) was used as a standard of comparison in 79 out of 80 samples. Realtime PCR and MPLA results confirmed concordant DEFB4, DEFB103A, and DEFB104A copy numbers within samples. These two methods showed identical results in 32 out of 80 samples; 29 of these 32 samples comprised four or fewer copies. The coefficient of variation of MLPA is lower compared with PCR. In addition, the consistency between MLPA and PPRT is higher than either PCR/MLPA or PCR/PPRT consistency. In summary, these results suggest that MLPA is superior to real-time PCR in beta-defensin copy number quantification.
Resumo:
Displacements of the Earth’s surface caused by tidal and non-tidal loading forces are relevant in high-precision space geodesy. Some of the corrections are recommended by the international scientific community to be applied at the observation level, e.g., ocean tidal loading (OTL) and atmospheric tidal loading (ATL). Non-tidal displacement corrections are in general recommended not to be applied in the products of the International Earth Rotation and Reference Systems Service, in particular atmospheric non-tidal loading (ANTL), oceanic and hydrological non-tidal corrections. We assess and compare the impact of OTL, ATL and ANTL on SLR-derived parameters by reprocessing 12 years of SLR data considering and ignoring individual corrections. We show that loading displacements have an influence not only on station long-term stability, but also on geocenter coordinates, Earth Rotation Parameters, and satellite orbits. Applying the loading corrections reduces the amplitudes of annual signals in the time series of geocenter and station coordinates. The general improvement of the SLR station 3D coordinate repeatability when applying OTL, ATL and ANTL corrections are 19.5 %, 0.2 % and 3.3 % respectively, w.r.t. the solutions without loading corrections. ANTL corrections play a crucial role in the combination of optical (SLR) and microwave (GNSS, VLBI, DORIS) space geodetic observation techniques, because of the so-called Blue-Sky effect: SLR measurements can be carried out only under cloudless sky conditions—typically during high air pressure conditions, when the Earth’s crust is deformed, whereas microwave observations are weather-independent. Thus, applying the loading corrections at the observation level improves SLR-derived products as well as the consistency with microwave-based results. We assess the Blue-Sky effect on SLR stations and the consistency improvement between GNSS and SLR solutions when ANTL corrections are included. The omission of ANTL corrections may lead to inconsistencies between SLR and GNSS solutions of up to 2.5 mm for inland stations. As a result, the estimated GNSS–SLR coordinate differences correspond better to the local ties at the co-located stations when applying ANTL corrections.