Prediction of the economic activity from the short and long-term interest rate differential: new evidences in Chile and the United States of America cases

The purpose of this work is to verify the stability of the relationship between real activity and interest rate spread. The test is based on Chen (1988) and Osorio and Galea (2006). The analysis is applied to Chile and the United States, from 1980 to 1999. In general, in both cases the relationship was statistically significant in early 80s, but a break point is found in both countries during that decades, suggesting that the relationship depends on the monetary rule follow by the Central Bank.

A New Approach to the Prediction of Partition Coefficients in Water/Organic Interfaces

In the present work, a new approach for the determination of the partition coefficient in different interfaces based on the density function theory is proposed. Our results for log P(ow) considering a n-octanol/water interface for a large super cell for acetone -0.30 (-0.24) and methane 0.95 (0.78) are comparable with the experimental data given in parenthesis. We believe that these differences are mainly related to the absence of van der Walls interactions and the limited number of molecules considered in the super cell. The numerical deviations are smaller than that observed for interpolation based tools. As the proposed model is parameter free, it is not limited to the n-octanol/water interface.

PREDICTION OF METAL CATION TOXICITY TO THE BIOLUMINESCENT FUNGUS GERRONEMA VIRIDILUCENS

A correlation between the physicochemical properties of mono- [Li(I), K(I), Na(I)] and divalent [Cd(II), Cu(II), Mn(II), Ni(II), Co(II), Zn(II), Mg(II), Ca(II)] metal cations and their toxicity (evaluated by the free ion median effective concentration. EC50(F)) to the naturally bioluminescent fungus Gerronema viridilucens has been studied using the quantitative ion character activity relationship (QICAR) approach. Among the 11 ionic parameters used in the current study, a univariate model based on the covalent index (X(m)(2)r) proved to be the most adequate for prediction of fungal metal toxicity evaluated by the logarithm of free ion median effective concentration (log EC50(F)): log EC50(F) = 4.243 (+/-0.243) -1.268 (+/-0.125).X(m)(2)r (adj-R(2) = 0.9113, Alkaike information criterion [AIC] = 60.42). Additional two- and three-variable models were also tested and proved less suitable to fit the experimental data. These results indicate that covalent bonding is a good indicator of metal inherent toxicity to bioluminescent fungi. Furthermore, the toxicity of additional metal ions [Ag(I), Cs(I), Sr(II), Ba(II), Fe(II), Hg(II), and Pb(II)] to G. viridilucens was predicted, and Pb was found to be the most toxic metal to this bioluminescent fungus (EC50(F)): Pb(II) > Ag(I) > Hg(I) > Cd(II) > Cu(II) > Co(II) Ni(II) > Mn(II) > Fe(II) approximate to Zn(II) > Mg(II) approximate to Ba(II) approximate to Cs(I) > Li(I) > K(I) approximate to Na(I) approximate to Sr(II)> Ca(II). Environ. Toxicol. Chem. 2010;29:2177-2181. (C) 2010 SETAC

Improved Prediction of Hydrocarbon Flash Points from Boiling Point Data

Flash points (T(FP)) of hydrocarbons are calculated from their flash point numbers, N(FP), with the relationship T(FP) (K) = 23.369N(FP)(2/3) + 20.010N(FP)(1/3) + 31.901 In turn, the N(FP) values can be predicted from experimental boiling point numbers (Y(BP)) and molecular structure with the equation N(FP) = 0.987 Y(BP) + 0.176D + 0.687T + 0.712B - 0.176 where D is the number of olefinic double bonds in the structure, T is the number of triple bonds, and B is the number of aromatic rings. For a data set consisting of 300 diverse hydrocarbons, the average absolute deviation between the literature and predicted flash points was 2.9 K.

The low-lying electronic states of BeP: a reliable and accurate quantum mechanical prediction

A very high level of theoretical treatment (complete active space self-consistent field CASSCF/MRCI/aug-cc-pV5Z) was used to characterize the spectroscopic properties of a manifold of quartet and doublet states of the species BeP, as yet experimentally unknown. Potential energy curves for 11 electronic states were obtained, as well as the associated vibrational energy levels, and a whole set of spectroscopic constants. Dipole moment functions and vibrationally averaged dipole moments were also evaluated. Similarities and differences between BeN and BeP were analysed along with the isovalent SiB species. The molecule BeP has a X (4)Sigma(-) ground state, with an equilibrium bond distance of 2.073 angstrom, and a harmonic frequency of 516.2 cm(-1); it is followed closely by the states (2)Pi (R(e) = 2.081 angstrom, omega(e) = 639.6 cm(-1)) and (2)Sigma(-) (R(e) = 2.074 angstrom, omega(e) = 536.5 cm(-1)), at 502 and 1976 cm(-1), respectively. The other quartets investigated, A (4)Pi (R(e) = 1.991 angstrom, omega(e) = 555.3 cm(-1)) and B (4)Sigma(-) (R(e) = 2.758 angstrom, omega(e) = 292.2 cm(-1)) lie at 13 291 and 24 394 cm(-1), respectively. The remaining doublets ((2)Delta, (2)Sigma(+)(2) and (2)Pi(3)) all fall below 28 000 cm(-1). Avoided crossings between the (2)Sigma(+) states and between the (2)Pi states add an extra complexity to this manifold of states.

Simultaneous prediction of symptom severity and cause in data from a test battery for Parkinson patients, using machine learning methods

The main purpose of this thesis project is to prediction of symptom severity and cause in data from test battery of the Parkinson’s disease patient, which is based on data mining. The collection of the data is from test battery on a hand in computer. We use the Chi-Square method and check which variables are important and which are not important. Then we apply different data mining techniques on our normalize data and check which technique or method gives good results.The implementation of this thesis is in WEKA. We normalize our data and then apply different methods on this data. The methods which we used are Naïve Bayes, CART and KNN. We draw the Bland Altman and Spearman’s Correlation for checking the final results and prediction of data. The Bland Altman tells how the percentage of our confident level in this data is correct and Spearman’s Correlation tells us our relationship is strong. On the basis of results and analysis we see all three methods give nearly same results. But if we see our CART (J48 Decision Tree) it gives good result of under predicted and over predicted values that’s lies between -2 to +2. The correlation between the Actual and Predicted values is 0,794in CART. Cause gives the better percentage classification result then disability because it can use two classes.

Likelihood prediction for generalized linear mixed models under covariate uncertainty

This paper presents the techniques of likelihood prediction for the generalized linear mixed models. Methods of likelihood prediction is explained through a series of examples; from a classical one to more complicated ones. The examples show, in simple cases, that the likelihood prediction (LP) coincides with already known best frequentist practice such as the best linear unbiased predictor. The paper outlines a way to deal with the covariate uncertainty while producing predictive inference. Using a Poisson error-in-variable generalized linear model, it has been shown that in complicated cases LP produces better results than already know methods.

Speed prediction for triggering vehicle activated signs

Accurate speed prediction is a crucial step in the development of a dynamic vehcile activated sign (VAS). A previous study showed that the optimal trigger speed of such signs will need to be pre-determined according to the nature of the site and to the traffic conditions. The objective of this paper is to find an accurate predictive model based on historical traffic speed data to derive the optimal trigger speed for such signs. Adaptive neuro fuzzy (ANFIS), classification and regression tree (CART) and random forest (RF) were developed to predict one step ahead speed during all times of the day. The developed models were evaluated and compared to the results obtained from artificial neural network (ANN), multiple linear regression (MLR) and naïve prediction using traffic speed data collected at four sites located in Sweden. The data were aggregated into two periods, a short term period (5-min) and a long term period (1-hour). The results of this study showed that using RF is a promising method for predicting mean speed in the two proposed periods.. It is concluded that in terms of performance and computational complexity, a simplistic input features to the predicitive model gave a marked increase in the response time of the model whilse still delivering a low prediction error.

Prediction Of Hydrological Models’ Uncertainty By A Committee Of Machine Learning-Models

This study presents an approach to combine uncertainties of the hydrological model outputs predicted from a number of machine learning models. The machine learning based uncertainty prediction approach is very useful for estimation of hydrological models' uncertainty in particular hydro-metrological situation in real-time application [1]. In this approach the hydrological model realizations from Monte Carlo simulations are used to build different machine learning uncertainty models to predict uncertainty (quantiles of pdf) of the a deterministic output from hydrological model . Uncertainty models are trained using antecedent precipitation and streamflows as inputs. The trained models are then employed to predict the model output uncertainty which is specific for the new input data. We used three machine learning models namely artificial neural networks, model tree, locally weighted regression to predict output uncertainties. These three models produce similar verification results, which can be improved by merging their outputs dynamically. We propose an approach to form a committee of the three models to combine their outputs. The approach is applied to estimate uncertainty of streamflows simulation from a conceptual hydrological model in the Brue catchment in UK and the Bagmati catchment in Nepal. The verification results show that merged output is better than an individual model output. [1] D. L. Shrestha, N. Kayastha, and D. P. Solomatine, and R. Price. Encapsulation of parameteric uncertainty statistics by various predictive machine learning models: MLUE method, Journal of Hydroinformatic, in press, 2013.

Model Prediction Control For Water Management Using Adaptive Prediction Accuracy

In the field of operational water management, Model Predictive Control (MPC) has gained popularity owing to its versatility and flexibility. The MPC controller, which takes predictions, time delay and uncertainties into account, can be designed for multi-objective management problems and for large-scale systems. Nonetheless, a critical obstacle, which needs to be overcome in MPC, is the large computational burden when a large-scale system is considered or a long prediction horizon is involved. In order to solve this problem, we use an adaptive prediction accuracy (APA) approach that can reduce the computational burden almost by half. The proposed MPC scheme with this scheme is tested on the northern Dutch water system, which comprises Lake IJssel, Lake Marker, the River IJssel and the North Sea Canal. The simulation results show that by using the MPC-APA scheme, the computational time can be reduced to a large extent and a flood protection problem over longer prediction horizons can be well solved.