983 resultados para modeling implied volatility


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Latent variable methods, such as PLCA (Probabilistic Latent Component Analysis) have been successfully used for analysis of non-negative signal representations. In this paper, we formulate PLCS (Probabilistic Latent Component Segmentation), which models each time frame of a spectrogram as a spectral distribution. Given the signal spectrogram, the segmentation boundaries are estimated using a maximum-likelihood approach. For an efficient solution, the algorithm imposes a hard constraint that each segment is modelled by a single latent component. The hard constraint facilitates the solution of ML boundary estimation using dynamic programming. The PLCS framework does not impose a parametric assumption unlike earlier ML segmentation techniques. PLCS can be naturally extended to model coarticulation between successive phones. Experiments on the TIMIT corpus show that the proposed technique is promising compared to most state of the art speech segmentation algorithms.

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Climate change impact on a groundwater-dependent small urban town has been investigated in the semiarid hard rock aquifer in southern India. A distributed groundwater model was used to simulate the groundwater levels in the study region for the projected future rainfall (2012-32) obtained from a general circulation model (GCM) to estimate the impacts of climate change and management practices on groundwater system. Management practices were based on the human-induced changes on the urban infrastructure such as reduced recharge from the lakes, reduced recharge from water and wastewater utility due to an operational and functioning underground drainage system, and additional water extracted by the water utility for domestic purposes. An assessment of impacts on the groundwater levels was carried out by calibrating a groundwater model using comprehensive data gathered during the period 2008-11 and then simulating the future groundwater level changes using rainfall from six GCMs Institute of Numerical Mathematics Coupled Model, version 3.0 (INM-CM. 3.0); L'Institut Pierre-Simon Laplace Coupled Model, version 4 (IPSL-CM4); Model for Interdisciplinary Research on Climate, version 3.2 (MIROC3.2); ECHAM and the global Hamburg Ocean Primitive Equation (ECHO-G); Hadley Centre Coupled Model, version 3 (HadCM3); and Hadley Centre Global Environment Model, version 1 (HadGEM1)] that were found to show good correlation to the historical rainfall in the study area. The model results for the present condition indicate that the annual average discharge (sum of pumping and natural groundwater outflow) was marginally or moderately higher at various locations than the recharge and further the recharge is aided from the recharge from the lakes. Model simulations showed that groundwater levels were vulnerable to the GCM rainfall and a scenario of moderate reduction in recharge from lakes. Hence, it is important to sustain the induced recharge from lakes by ensuring that sufficient runoff water flows to these lakes.

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Illegal harvest rates of wildlife populations are often unknown or difficult to estimate from field data due to under-reporting or incomplete detection of carcasses. This is especially true for elephants that are killed for ivory or in conflicts with people. We describe a method to infer harvest rates from coarse field data of three population parameters, namely, adult female to male ratio, male old-adult to young-adult ratio, and proportion of adult males in the population using Jensen's (2000) 2-sex, density-dependent Leslie matrix model. The specific combination of male and female harvest rates and numbers can be determined from the history of harvest and estimate of population size. We applied this technique to two populations of elephants for which data on age structure and records of mortality were available-a forest-dwelling population of the Asian elephant (at Nagarahole, India) and an African savannah elephant population (at Samburu, Kenya) that had experienced male-biased harvest regimes over 2-3 decades. For the Nagarahole population, the recorded numbers of male and female elephants killed illegally during 1981-2000 were 64% and 88% of the values predicted by the model, respectively, implying some non-detection or incomplete reporting while for the Samburu population the recorded and modeled numbers of harvest during 1990-1999 closely matched. This technique, applicable to any animal population following logistic growth model, can be especially useful for inferring illegal harvest numbers of forest elephants in Africa and Asia.

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The motion of DNA (in the bulk solution) and the non-Newtonian effective fluid behavior are considered separately and self-consistently with the fluid motion satisfying the no-slip boundary condition on the surface of the confining geometry in the presence of channel pressure gradients. A different approach has been developed to model DNA in the micro-channel. In this study the DNA is assumed as an elastic chain with its characteristic Young's modulus, Poisson's ratio and density. The force which results from the fluid dynamic pressure, viscous forces and electromotive forces is applied to the elastic chain in a coupled manner. The velocity fields in the micro-channel are influenced by the transport properties. Simulations are carried out for the DNAs attached to the micro-fluidic wall. Numerical solutions based on a coupled multiphysics finite element scheme are presented. The modeling scheme is derived based on mass conservation including biomolecular mass, momentum balance including stress due to Coulomb force field and DNA-fluid interaction, and charge transport associated to DNA and other ionic complexes in the fluid. Variation in the velocity field for the non-Newtonian flow and the deformation of the DNA strand which results from the fluid-structure interaction are first studied considering a single DNA strand. Motion of the effective center of mass is analyzed considering various straight and coil geometries. Effects of DNA statistical parameters (geometry and spatial distribution of DNAs along the channel) on the effective flow behavior are analyzed. In particular, the dynamics of different DNA physical properties such as radius of gyration, end-to-end length etc. which are obtained from various different models (Kratky-Porod, Gaussian bead-spring etc.) are correlated to the nature of interaction and physical properties under the same background fluid environment.

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A new method of modeling partial delamination in composite beams is proposed and implemented using the finite element method. Homogenized cross-sectional stiffness of the delaminated beam is obtained by the proposed analytical technique, including extension-bending, extension-twist and torsion-bending coupling terms, and hence can be used with an existing finite element method. A two noded C1 type Timoshenko beam element with 4 degrees of freedom per node for dynamic analysis of beams is implemented. The results for different delamination scenarios and beams subjected to different boundary conditions are validated with available experimental results in the literature and/or with the 3D finite element simulation using COMSOL. Results of the first torsional mode frequency for the partially delaminated beam are validated with the COMSOL results. The key point of the proposed model is that partial delamination in beams can be analyzed using a beam model, rather than using 3D or plate models. (c) 2013 Elsevier B.V. All rights reserved.

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Effective air flow distribution through perforated tiles is required to efficiently cool servers in a raised floor data center. We present detailed computational fluid dynamics (CFD) modeling of air flow through a perforated tile and its entrance to the adjacent server rack. The realistic geometrical details of the perforated tile, as well as of the rack are included in the model. Generally, models for air flow through perforated tiles specify a step pressure loss across the tile surface, or porous jump model based on the tile porosity. An improvement to this includes a momentum source specification above the tile to simulate the acceleration of the air flow through the pores, or body force model. In both of these models, geometrical details of tile such as pore locations and shapes are not included. More details increase the grid size as well as the computational time. However, the grid refinement can be controlled to achieve balance between the accuracy and computational time. We compared the results from CFD using geometrical resolution with the porous jump and body force model solution as well as with the measured flow field using particle image velocimetry (PIV) experiments. We observe that including tile geometrical details gives better results as compared to elimination of tile geometrical details and specifying physical models across and above the tile surface. A modification to the body force model is also suggested and improved results were achieved.

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This paper, for the first time, explores the charcatersictics of MOS capacitor controlled by independent double gates by numerical simulation and analytical modeling for its possible use in RF circuit design as a varactor. By numerical simulation it is shown how the quasi-static and non-quasi-static characteristics of the first gate capacitance could be tuned by the second gate biases. Effect of body doping and energy quantization are also discussed in this regard. A semi-empirical quasi-static model is also developed by using the existing incomplete Poisson solution of independent double gate transistors. Proposed model, which is valid from accumulation to inversion, is shown to have excellent agreement with numerical simulation for practical bias conditions.

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A square ring microstrip antenna can be modified for dual-band operations by appropriately attaching an open ended stub. The input impedance of this antenna is analyzed here using multi-port network modeling (MNM) approach. The coupled feed is included by defining additional terms in the model. A prototype antenna is fabricated and tested to validate these computations.

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The Msh4-Msh5 protein complex in eukaryotes is involved in stabilizing Holliday junctions and its progenitors to facilitate crossing over during Meiosis I. These functions of the Msh4-Msh5 complex are essential for proper chromosomal segregation during the first meiotic division. The Msh4/5 proteins are homologous to the bacterial mismatch repair protein MutS and other MutS homologs (Msh2, Msh3, Msh6). Saccharomyces cerevisiae msh4/5 point mutants were identified recently that show two fold reduction in crossing over, compared to wild-type without affecting chromosome segregation. Three distinct classes of msh4/5 point mutations could be sorted based on their meiotic phenotypes. These include msh4/5 mutations that have a) crossover and viability defects similar to msh4/5 null mutants; b) intermediate defects in crossing over and viability and c) defects only in crossing over. The absence of a crystal structure for the Msh4-Msh5 complex has hindered an understanding of the structural aspects of Msh4-Msh5 function as well as molecular explanation for the meiotic defects observed in msh4/5 mutations. To address this problem, we generated a structural model of the S. cerevisiae Msh4-Msh5 complex using homology modeling. Further, structural analysis tailored with evolutionary information is used to predict sites with potentially critical roles in Msh4-Msh5 complex formation, DNA binding and to explain asymmetry within the Msh4-Msh5 complex. We also provide a structural rationale for the meiotic defects observed in the msh4/5 point mutations. The mutations are likely to affect stability of the Msh4/5 proteins and/or interactions with DNA. The Msh4-Msh5 model will facilitate the design and interpretation of new mutational data as well as structural studies of this important complex involved in meiotic chromosome segregation.

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A computationally efficient Li-ion battery model has been proposed in this paper. The battery model utilizes the features of both analytical and electrical circuit modeling techniques. The model is simple as it does not involve a look-up table technique and fast as it does not include a polynomial function during computation. The internal voltage of the battery is modeled as a linear function of the state-of-charge of the battery. The internal resistance is experimentally determined and the optimal value of resistance is considered for modeling. Experimental and simulated data are compared to validate the accuracy of the model.

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Hanuman langur is one of the widely distributed and extensively studied non-human diurnal primates in India. Until recently it was believed to be a single species - Semnopithecus entellus. Recent molecular and morphological studies suggest that the Hanuman langurs consists of at least three species S. entellus, S. hypoleucos and S. priam. Furthermore, morphological studies suggested that both S. hypoleucos and S. priam have at least three subspecies in each. We explored the use of ecological niche modeling (ENM) to confirm the validity of these seven taxa and an additional taxon S. johnii belonging to the same genus. MaxEnt modeling tool was used with 19 bioclimatic, 12 vegetation and 6 hydrological environmental layers. We reduced total environmental variables to 14 layers after testing for collinearity and an independent test for model prediction was done using ENMTools. A total of 196 non-overlapping data points from primary and secondary sources were used as inputs for ENM. Results showed eight distinct ecological boundaries, corroborating the eight taxa mentioned above thereby confirming validity of these eight taxa. The study, for the first time provided ecological variables that determined the ecological requirements and distribution of members of the Hanuman langur species complex in the Indian peninsula.