932 resultados para Random field model


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Dissertação de Mestrado, Gestão de Empresa (MBA), 16 de Julho de 2013, Universidade dos Açores.

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The Schwinger proper-time method is an effective calculation method, explicitly gauge-invariant and nonperturbative. We make use of this method to investigate the radiatively induced Lorentz- and CPT-violating effects in quantum electrodynamics when an axial-vector interaction term is introduced in the fermionic sector. The induced Lorentz- and CPT-violating Chern-Simons term coincides with the one obtained using a covariant derivative expansion but differs from the result usually obtained in other regularization schemes. A possible ambiguity in the approach is also discussed. (C) 2001 Published by Elsevier Science B.V.

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Theory building is one of the most crucial challenges faced by basic, clinical and population research, which form the scientific foundations of health practices in contemporary societies. The objective of the study is to propose a Unified Theory of Health-Disease as a conceptual tool for modeling health-disease-care in the light of complexity approaches. With this aim, the epistemological basis of theoretical work in the health field and concepts related to complexity theory as concerned to health problems are discussed. Secondly, the concepts of model-object, multi-planes of occurrence, modes of health and disease-illness-sickness complex are introduced and integrated into a unified theoretical framework. Finally, in the light of recent epistemological developments, the concept of Health-Disease-Care Integrals is updated as a complex reference object fit for modeling health-related processes and phenomena.

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Não existe uma definição única de processo de memória de longo prazo. Esse processo é geralmente definido como uma série que possui um correlograma decaindo lentamente ou um espectro infinito de frequência zero. Também se refere que uma série com tal propriedade é caracterizada pela dependência a longo prazo e por não periódicos ciclos longos, ou que essa característica descreve a estrutura de correlação de uma série de longos desfasamentos ou que é convencionalmente expressa em termos do declínio da lei-potência da função auto-covariância. O interesse crescente da investigação internacional no aprofundamento do tema é justificado pela procura de um melhor entendimento da natureza dinâmica das séries temporais dos preços dos ativos financeiros. Em primeiro lugar, a falta de consistência entre os resultados reclama novos estudos e a utilização de várias metodologias complementares. Em segundo lugar, a confirmação de processos de memória longa tem implicações relevantes ao nível da (1) modelação teórica e econométrica (i.e., dos modelos martingale de preços e das regras técnicas de negociação), (2) dos testes estatísticos aos modelos de equilíbrio e avaliação, (3) das decisões ótimas de consumo / poupança e de portefólio e (4) da medição de eficiência e racionalidade. Em terceiro lugar, ainda permanecem questões científicas empíricas sobre a identificação do modelo geral teórico de mercado mais adequado para modelar a difusão das séries. Em quarto lugar, aos reguladores e gestores de risco importa saber se existem mercados persistentes e, por isso, ineficientes, que, portanto, possam produzir retornos anormais. O objetivo do trabalho de investigação da dissertação é duplo. Por um lado, pretende proporcionar conhecimento adicional para o debate da memória de longo prazo, debruçando-se sobre o comportamento das séries diárias de retornos dos principais índices acionistas da EURONEXT. Por outro lado, pretende contribuir para o aperfeiçoamento do capital asset pricing model CAPM, considerando uma medida de risco alternativa capaz de ultrapassar os constrangimentos da hipótese de mercado eficiente EMH na presença de séries financeiras com processos sem incrementos independentes e identicamente distribuídos (i.i.d.). O estudo empírico indica a possibilidade de utilização alternativa das obrigações do tesouro (OT’s) com maturidade de longo prazo no cálculo dos retornos do mercado, dado que o seu comportamento nos mercados de dívida soberana reflete a confiança dos investidores nas condições financeiras dos Estados e mede a forma como avaliam as respetiva economias com base no desempenho da generalidade dos seus ativos. Embora o modelo de difusão de preços definido pelo movimento Browniano geométrico gBm alegue proporcionar um bom ajustamento das séries temporais financeiras, os seus pressupostos de normalidade, estacionariedade e independência das inovações residuais são adulterados pelos dados empíricos analisados. Por isso, na procura de evidências sobre a propriedade de memória longa nos mercados recorre-se à rescaled-range analysis R/S e à detrended fluctuation analysis DFA, sob abordagem do movimento Browniano fracionário fBm, para estimar o expoente Hurst H em relação às séries de dados completas e para calcular o expoente Hurst “local” H t em janelas móveis. Complementarmente, são realizados testes estatísticos de hipóteses através do rescaled-range tests R/S , do modified rescaled-range test M - R/S e do fractional differencing test GPH. Em termos de uma conclusão única a partir de todos os métodos sobre a natureza da dependência para o mercado acionista em geral, os resultados empíricos são inconclusivos. Isso quer dizer que o grau de memória de longo prazo e, assim, qualquer classificação, depende de cada mercado particular. No entanto, os resultados gerais maioritariamente positivos suportam a presença de memória longa, sob a forma de persistência, nos retornos acionistas da Bélgica, Holanda e Portugal. Isto sugere que estes mercados estão mais sujeitos a maior previsibilidade (“efeito José”), mas também a tendências que podem ser inesperadamente interrompidas por descontinuidades (“efeito Noé”), e, por isso, tendem a ser mais arriscados para negociar. Apesar da evidência de dinâmica fractal ter suporte estatístico fraco, em sintonia com a maior parte dos estudos internacionais, refuta a hipótese de passeio aleatório com incrementos i.i.d., que é a base da EMH na sua forma fraca. Atendendo a isso, propõem-se contributos para aperfeiçoamento do CAPM, através da proposta de uma nova fractal capital market line FCML e de uma nova fractal security market line FSML. A nova proposta sugere que o elemento de risco (para o mercado e para um ativo) seja dado pelo expoente H de Hurst para desfasamentos de longo prazo dos retornos acionistas. O expoente H mede o grau de memória de longo prazo nos índices acionistas, quer quando as séries de retornos seguem um processo i.i.d. não correlacionado, descrito pelo gBm(em que H = 0,5 , confirmando- se a EMH e adequando-se o CAPM), quer quando seguem um processo com dependência estatística, descrito pelo fBm(em que H é diferente de 0,5, rejeitando-se a EMH e desadequando-se o CAPM). A vantagem da FCML e da FSML é que a medida de memória de longo prazo, definida por H, é a referência adequada para traduzir o risco em modelos que possam ser aplicados a séries de dados que sigam processos i.i.d. e processos com dependência não linear. Então, estas formulações contemplam a EMH como um caso particular possível.

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Considering that recent european high-speed railway system has a traction power system of kV 50 Hz, which causes electromagnetic emission for the outside world, it is important to dimension the railway system emissions, using a frequency/distance dependent propagation model. This paper presents an enhanced theoretical model for VLF to UHF propagation, railway system oriented. It introduces the near field approach (crucial in low frequency propagation) and also considers the source characteristics and type of measuring antenna. Simulations are presented, and comparisons are set with earlier far field models. Using the developed model, a real case study was performed in partnership with Refer Telecom (portuguese telecom operator for railways). The new propagation model was used in order to predict the future high-speed railway electromagnetic emissions in the Lisbon north track. The results show the model's prediction capabilities and also its applicability to realistic scenarios.

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The erosion depth profile of planar targets in balanced and unbalanced magnetron cathodes with cylindrical symmetry is measured along the target radius. The magnetic fields have rotational symmetry. The horizontal and vertical components of the magnetic field B are measured at points above the cathode target with z = 2 x 10(-3) m. The experimental data reveal that the target erosion depth profile is a function of the angle. made by B with a horizontal line defined by z = 2 x 10(-3) m. To explain this dependence a simplified model of the discharge is developed. In the scope of the model, the pathway lengths of the secondary electrons in the pre-sheath region are calculated by analytical integration of the Lorentz differential equations. Weighting these lengths by using the distribution law of the mean free path of the secondary electrons, we estimate the densities of the ionizing events over the cathode and the relative flux of the sputtered atoms. The expression so deduced correlates for the first time the erosion depth profile of the target with the angle theta. The model shows reasonably good fittings to the experimental target erosion depth profiles confirming that ionization occurs mainly in the pre-sheath zone.

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This paper is about a design of an urban area Darrieus VAWT, having self-start ability due to an innovative profile design named EN0005, avoiding the need of extra components or external electricity feed-in. An approach is presented to study the ability of a blade profile to offer self-start ability. Methodologies applied for the blade body and for profile development are reported. Field tests and main conclusions are presented to persuade for the arrangement of this design. (C) 2015 Elsevier Ltd. All rights reserved.

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1st European IAHR Congress,6-4 May, Edinburg, Scotland

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OBJECTIVE: The objective of the study was to develop a model for estimating patient 28-day in-hospital mortality using 2 different statistical approaches. DESIGN: The study was designed to develop an outcome prediction model for 28-day in-hospital mortality using (a) logistic regression with random effects and (b) a multilevel Cox proportional hazards model. SETTING: The study involved 305 intensive care units (ICUs) from the basic Simplified Acute Physiology Score (SAPS) 3 cohort. PATIENTS AND PARTICIPANTS: Patients (n = 17138) were from the SAPS 3 database with follow-up data pertaining to the first 28 days in hospital after ICU admission. INTERVENTIONS: None. MEASUREMENTS AND RESULTS: The database was divided randomly into 5 roughly equal-sized parts (at the ICU level). It was thus possible to run the model-building procedure 5 times, each time taking four fifths of the sample as a development set and the remaining fifth as the validation set. At 28 days after ICU admission, 19.98% of the patients were still in the hospital. Because of the different sampling space and outcome variables, both models presented a better fit in this sample than did the SAPS 3 admission score calibrated to vital status at hospital discharge, both on the general population and in major subgroups. CONCLUSIONS: Both statistical methods can be used to model the 28-day in-hospital mortality better than the SAPS 3 admission model. However, because the logistic regression approach is specifically designed to forecast 28-day mortality, and given the high uncertainty associated with the assumption of the proportionality of risks in the Cox model, the logistic regression approach proved to be superior.

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Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau Mestre em Engenharia Biomédica

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Helicobacter pylori (H. pylori) infection triggers a sequence of gastric alterations starting with an inflammation of the gastric mucosa that, in some cases, evolves to gastric cancer. Efficient vaccination has not been achieved, thus it is essential to find alternative therapies, particularly in the nutritional field. The current study evaluated whether curcumin could attenuate inflammation of the gastric mucosa due to H. pylori infection. Twenty-eight C57BL/6 mice, were inoculated with the H. pylori SS1 strain; ten non-infected mice were used as controls. H. pylori infection in live mice was followed-up using a modified 13C-Urea Breath Test (13C-UBT) and quantitative real-time polymerase chain reaction (PCR). Histologically confirmed, gastritis was observed in 42% of infected non-treated mice at both 6 and 18 weeks post-infection. These mice showed an up-regulation of the expression of inflammatory cytokines and chemokines, as well as of toll-like receptors (TLRs) and MyD88, at both time points. Treatment with curcumin decreased the expression of all these mediators. No inflammation was observed by histology in this group. Curcumin treatment exerted a significant anti-inflammatory effect in H. pylori-infected mucosa, pointing to the promising role of a nutritional approach in the prevention of H. pylori induced deleterious inflammation while the eradication or prevention of colonization by effective vaccine is not available.

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Do information flows matter for remittance behavior? We design and implement a randomized control trial to quantitatively assess the role of communication between migrants and their contacts abroad on the extent and value of remittance flows. In the experiment, a random sample of 1,500 migrants residing in Ireland was offered the possibility of contacting their networks outside the host country for free over a varying number of months. We find a sizable, positive impact of our intervention on the value of migrant remittances sent. Our results exclude that the remittance effect we identify is a simple substitution effect. Instead, our analysis points to this effect being a likely result of improved information via factors such as better migrant control over remittance use, enhanced trust in remittance channels due to experience sharing, or increased remittance recipients’ social pressure on migrants.

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The future of health care delivery is becoming more citizen-centred, as today’s user is more active, better informed and more demanding. The European Commission is promoting online health services and, therefore, member states will need to boost deployment and use of online services. This makes e-health adoption an important field to be studied and understood. This study applied the extended unified theory of acceptance and usage technology (UTAUT2) to explain patients’ individual adoption of e-health. An online questionnaire was administrated Portugal using mostly the same instrument used in UTAUT2 adapted to e-health context. We collected 386 valid answers. Performance expectancy, effort expectancy, social influence, and habit had the most significant explanatory power over behavioural intention and habit and behavioural intention over technology use. The model explained 52% of the variance in behavioural intention and 32% of the variance in technology use. Our research helps to understand the desired technology characteristics of ehealth. By testing an information technology acceptance model, we are able to determine what is more valued by patients when it comes to deciding whether to adopt e-health systems or not.