978 resultados para multivariate null intercepts model
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A method involving bubbling of air through a fibrous filter immersed in water has recently been investigated (Agranovski et al. [1]). Experimental results showed that the removal efficiency for ultra-fine aerosols by such filters was greatly increased compared to dry filters. Nuclear Magnetic Resonance (NMR) imaging was used to examine the wet filter and to determine the nature of the gas flow inside the filter (Agranovski et al. [2]). It was found that tortuous preferential pathways (or flow tubes) develop within the filter through which the air flows and the distribution of air and water inside the porous medium has been investigated. The aim of this paper is to investigate the geometry of the pathways and to make estimates of the flow velocities and particle removal efficiency in such pathways. A mathematical model of the flow of air along the preferred pathways has been developed and verified experimentally. Even for the highest realistic gas velocity the flow field was essentially laminar (Re approximate to 250). We solved Laplace's equation for stream function to map trajectories of particles and gas molecules to investigate the possibility of their removal from the carrier.
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The Jordan-Wigner fermionization for the one-dimensional Bariev model of three coupled XY chains is formulated. The L-matrix in terms of fermion operators and the R-matrix are presented explicitly. Furthermore, the graded reflection equations and their solutions are discussed.
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The q-deformed supersymmetric t-J model on a semi-infinite lattice is diagonalized by using the level-one vertex operators of the quantum affine superalgebra U-q[sl(2\1)]. We. give the bosonization of the boundary states. We give an integral expression for the correlation functions of the boundary model, and derive the difference equations which they satisfy.
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We develop a test of evolutionary change that incorporates a null hypothesis of homogeneity, which encompasses time invariance in the variance and autocovariance structure of residuals from estimated econometric relationships. The test framework is based on examining whether shifts in spectral decomposition between two frames of data are significant. Rejection of the null hypothesis will point not only to weak nonstationarity but to shifts in the structure of the second-order moments of the limiting distribution of the random process. This would indicate that the second-order properties of any underlying attractor set has changed in a statistically significant way, pointing to the presence of evolutionary change. A demonstration of the test's applicability to a real-world macroeconomic problem is accomplished by applying the test to the Australian Building Society Deposits (ABSD) model.
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The paper presents a theory for modeling flow in anisotropic, viscous rock. This theory has originally been developed for the simulation of large deformation processes including the folding and kinking of multi-layered visco-elastic rock (Muhlhaus et al. [1,2]). The orientation of slip planes in the context of crystallographic slip is determined by the normal vector - the director - of these surfaces. The model is applied to simulate anisotropic mantle convection. We compare the evolution of flow patterns, Nusselt number and director orientations for isotropic and anisotropic rheologies. In the simulations we utilize two different finite element methodologies: The Lagrangian Integration Point Method Moresi et al [8] and an Eulerian formulation, which we implemented into the finite element based pde solver Fastflo (www.cmis.csiro.au/Fastflo/). The reason for utilizing two different finite element codes was firstly to study the influence of an anisotropic power law rheology which currently is not implemented into the Lagrangian Integration point scheme [8] and secondly to study the numerical performance of Eulerian (Fastflo)- and Lagrangian integration schemes [8]. It turned out that whereas in the Lagrangian method the Nusselt number vs time plot reached only a quasi steady state where the Nusselt number oscillates around a steady state value the Eulerian scheme reaches exact steady states and produces a high degree of alignment (director orientation locally orthogonal to velocity vector almost everywhere in the computational domain). In the simulations emergent anisotropy was strongest in terms of modulus contrast in the up and down-welling plumes. Mechanisms for anisotropic material behavior in the mantle dynamics context are discussed by Christensen [3]. The dominant mineral phases in the mantle generally do not exhibit strong elastic anisotropy but they still may be oriented by the convective flow. Thus viscous anisotropy (the main focus of this paper) may or may not correlate with elastic or seismic anisotropy.
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Simulations provide a powerful means to help gain the understanding of crustal fault system physics required to progress towards the goal of earthquake forecasting. Cellular Automata are efficient enough to probe system dynamics but their simplifications render interpretations questionable. In contrast, sophisticated elasto-dynamic models yield more convincing results but are too computationally demanding to explore phase space. To help bridge this gap, we develop a simple 2D elastodynamic model of parallel fault systems. The model is discretised onto a triangular lattice and faults are specified as split nodes along horizontal rows in the lattice. A simple numerical approach is presented for calculating the forces at medium and split nodes such that general nonlinear frictional constitutive relations can be modeled along faults. Single and multi-fault simulation examples are presented using a nonlinear frictional relation that is slip and slip-rate dependent in order to illustrate the model.
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Recent attempts to explain the susceptibility of vertebrates to declines worldwide have largely focused on intrinsic factors such as body size, reproductive potential, ecological specialization, geographical range and phylogenetic longevity. Here, we use a database of 145 Australian marsupial species to test the effects of both intrinsic and extrinsic factors in a multivariate comparative approach. We model five intrinsic (body size, habitat specialization, diet, reproductive rate and range size) and four extrinsic (climate and range overlap with introduced foxes, sheep and rabbits) factors. We use quantitative measures of geographical range contraction as indices of decline. We also develop a new modelling approach of phylogenetically independent contrasts combined with imputation of missing values to deal simultaneously with phylogenetic structuring and missing data. One extrinsic variable-geographical range overlap with sheep-was the only consistent predictor of declines. Habitat specialization was independently but less consistently associated with declines. This suggests that extrinsic factors largely determine interspecific variation in extinction risk among Australian marsupials, and that the intrinsic factors that are consistently associated with extinction risk in other vertebrates are less important in this group. We conclude that recent anthropogenic changes have been profound enough to affect species on a continent-wide scale, regardless of their intrinsic biology.
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Background: Although there is evidence demonstrating an association between chronic obstructive pulmonary disease (COPD) and abdominal aortic aneurysm (AAA), it is not clear whether COPD predicts greater rates of expansion of established aneurysms. We sought such an association in a cohort of men with aneurysms detected in a population-based study of screening for aneurysms. Methods: In addition to regular aortic ultrasound scans, 179 men with AAA underwent full lung function testing in order to identify the presence of COPD and its subgroups, emphysema and other obstructive ventilatory defects (OVD). The rate of expansion of each aneurysm was calculated and the men were divided into 'rapid expanders' (3 mm or more per year) and 'slow expanders' (less than 3 mm per year). Any association with the presence of COPD or smoking was tested using a multivariate model. Results: Over a median follow-up period of 36 months the mean rate of aortic expansion for the cohort of 179 men was 2.1 mm/year. There was no significant difference in prevalence of COPD (68% overall) or having ever been a smoker (87% overall) between the rapid expanders and the slow expanders. Conclusions: Although there was a high prevalence of COPD among men with an AAA, there was no association between the rate of expansion of AAA and the presence of any form of this disease.
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Almost all leprosy cases reported in industrialized countries occur amongst immigrants or refugees from developing countries where leprosy continues to be an important health issue. Screening for leprosy is an important question for governments in countries with immigration and refugee programmes. A decision analysis framework is used to evaluate leprosy screening. The analysis uses a set of criteria and parameters regarding leprosy screening, and available data to estimate the number of cases which would be detected by a leprosy screening programme of immigrants from countries with different leprosy prevalences, compared with a policy of waiting for immigrants who develop symptomatic clinical diseases to present for health care. In a cohort of 100,000 immigrants from high leprosy prevalence regions (3.6/10,000), screening would detect 32 of the 42 cases which would arise in the destination country over the 14 years after migration; from medium prevalence areas (0.7/10,000) 6.3 of the total 8.1 cases would be detected, and from low prevalence regions (0.2/10,600) 1.8 of 2.3 cases. Using Australian data, the migrant mix would produce 74 leprosy cases from 10 years intake; screening would detect 54, and 19 would be diagnosed subsequently after migration. Screening would only produce significant case-yield amongst immigrants from regions or social groups with high leprosy prevalence. Since the number of immigrants to Australia from countries of higher endemnicity is not large routine leprosy screening would have a small impact on case incidence.
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We model a buyer who wishes to combine objects owned by two separate sellers in order to realize higher value. Sellers are able to avoid entering into negotiations with the buyer, so that the order in which they negotiate is endogenous. Holdout occurs if at least one of the sellers is not present in the first round of negotiations. We demonstrate that complementarity of the buyer's technology is a necessary condition for equilibrium holdout. Moreover, a rise in complementarity leads to an increased likelihood of holdout, and an increased efficiency loss. Applications include patents, the land assembly problem, and mergers.
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This paper analyzes the factors that influence the issuing price of debentures in Brazil in the period from year 2000 to 2004, applying a factor model, in which exogenous variables explain return and price behavior. The variables in this study include: rating, choice of index, maturity, country risk, basic interest rate, long-term and short-term rate spread, the stock market index, and the foreign exchange rate. Results indicate that the index variable, probability of default and bond`s maturity influence pricing and points out associations of long-term bonds with better rating issues. (C) 2008 Elsevier Inc. All rights reserved.
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Certification of an ISO 14001 Environmental Management System (EMS) is currently an important requirement for those enterprises wishing to sell their products in the context of a global market. The system`s structure is based on environmental impact evaluation (EIE). However, if an erroneous or inadequate methodology is applied, the entire process may be jeopardized. Many methodologies have been developed for making of EIEs, some of them are fairly complex and unsuitable for EMS implementation in an organizational context, principally when small and medium size enterprises (SMEs) are involved. The proposed methodology for EIE is part of a model for implementing EMS. The methodological approach used was a qualitative exploratory research method based upon sources of evidence such as document analyses, semi-structured interviews and participant observations. By adopting a cooperative implementation model based on the theory of system engineering, difficulties relating to implementation of the sub-system were overcome thus encouraging SMEs to implement EMS. (C) 2007 Elsevier Ltd. All rights reserved.