Applying linear time-varying constraints to econometric models: With an application to demand systems

When linear equality constraints are invariant through time they can be incorporated into estimation by restricted least squares. If, however, the constraints are time-varying, this standard methodology cannot be applied. In this paper we show how to incorporate linear time-varying constraints into the estimation of econometric models. The method involves the augmentation of the observation equation of a state-space model prior to estimation by the Kalman filter. Numerical optimisation routines are used for the estimation. A simple example drawn from demand analysis is used to illustrate the method and its application.

Synchronization of mutually coupled chaotic systems

We report on the experimental observation of both basic frequency locking synchronization and chaos synchronization between two mutually coupled chaotic subsystems. We show that these two kinds of synchronization are two stages of interaction between coupled chaotic systems. in particular the chaos synchronization could be understood as a state of phase locking between coupled chaotic oscillations.

Embeddings of m-cycle systems and incomplete m-cycle systems: m<=14

In this paper we completely settle the embedding problem for m-cycle systems with m less than or equal to 14. We also solve the more general problem of finding m-cycle systems of K-v - K-u when m is an element of {4,6,7,8,10,12,14}.

A two-dimensional fuzzy random model of soil pore structure

A new conceptual model for soil pore-solid structure is formalized. Soil pore-solid structure is proposed to comprise spatially abutting elements each with a value which is its membership to the fuzzy set ''pore,'' termed porosity. These values have a range between zero (all solid) and unity (all pore). Images are used to represent structures in which the elements are pixels and the value of each is a porosity. Two-dimensional random fields are generated by allocating each pixel a porosity by independently sampling a statistical distribution. These random fields are reorganized into other pore-solid structural types by selecting parent points which have a specified local region of influence. Pixels of larger or smaller porosity are aggregated about the parent points and within the region of interest by controlled swapping of pixels in the image. This creates local regions of homogeneity within the random field. This is similar to the process known as simulated annealing. The resulting structures are characterized using one-and two-dimensional variograms and functions describing their connectivity. A variety of examples of structures created by the model is presented and compared. Extension to three dimensions presents no theoretical difficulties and is currently under development.

2m-cycle systems of K2m+1/C-m

For all m greater than or equal to 3 the edges of complete graph on 2m + 1 vertices can he partitioned into m 2m-cycles and an m-cycle.

Molecular characterization of the Hepatitis B virus genotypes in Colombia: A Bayesian inference on the genotype F

Hepatitis B is a worldwide health problem affecting about 2 billion people and more than 350 million are chronic carriers of the virus. Nine HBV genotypes (A to I) have been described. The geographical distribution of HBV genotypes is not completely understood due to the limited number of samples from some parts of the world. One such example is Colombia, in which few studies have described the HBV genotypes. In this study, we characterized HBV genotypes in 143 HBsAg-positive volunteer blood donors from Colombia. A fragment of 1306 bp partially comprising HBsAg and the DNA polymerase coding regions (S/POL) was amplified and sequenced. Bayesian phylogenetic analyses were conducted using the Markov Chain Monte Carlo (MCMC) approach to obtain the maximum clade credibility (MCC) tree using BEAST v.1.5.3. Of all samples, 68 were positive and 52 were successfully sequenced. Genotype F was the most prevalent in this population (77%) - subgenotypes F3 (75%) and Fib (2%). Genotype G (7.7%) and subgenotype A2 (15.3%) were also found. Genotype G sequence analysis suggests distinct introductions of this genotype in the country. Furthermore, we estimated the time of the most recent common ancestor (TMRCA) for each HBV/F subgenotype and also for Colombian F3 sequences using two different datasets: (i) 77 sequences comprising 1306 bp of S/POL region and (ii) 283 sequences comprising 681 bp of S/POL region. We also used two other previously estimated evolutionary rates: (i) 2.60 x 10(-4) s/s/y and (ii) 1.5 x 10(-5) s/s/y. Here we report the HBV genotypes circulating in Colombia and estimated the TMRCA for the four different subgenotypes of genotype F. (C) 2010 Elsevier B.V. All rights reserved.

Improving wheat simulation capabilities in Australia from a cropping systems perspective: water and nitrogen effects on spring wheat in a semi-arid environment

Systems approaches can help to evaluate and improve the agronomic and economic viability of nitrogen application in the frequently water-limited environments. This requires a sound understanding of crop physiological processes and well tested simulation models. Thus, this experiment on spring wheat aimed to better quantify water x nitrogen effects on wheat by deriving some key crop physiological parameters that have proven useful in simulating crop growth. For spring wheat grown in Northern Australia under four levels of nitrogen (0 to 360 kg N ha(-1)) and either entirely on stored soil moisture or under full irrigation, kernel yields ranged from 343 to 719 g m(-2). Yield increases were strongly associated with increases in kernel number (9150-19950 kernels m(-2)), indicating the sensitivity of this parameter to water and N availability. Total water extraction under a rain shelter was 240 mm with a maximum extraction depth of 1.5 m. A substantial amount of mineral nitrogen available deep in the profile (below 0.9 m) was taken up by the crop. This was the source of nitrogen uptake observed after anthesis. Under dry conditions this late uptake accounted for approximately 50% of total nitrogen uptake and resulted in high (>2%) kernel nitrogen percentages even when no nitrogen was applied,Anthesis LAI values under sub-optimal water supply were reduced by 63% and under sub-optimal nitrogen supply by 50%. Radiation use efficiency (RUE) based on total incident short-wave radiation was 1.34 g MJ(-1) and did not differ among treatments. The conservative nature of RUE was the result of the crop reducing leaf area rather than leaf nitrogen content (which would have affected photosynthetic activity) under these moderate levels of nitrogen limitation. The transpiration efficiency coefficient was also conservative and averaged 4.7 Pa in the dry treatments. Kernel nitrogen percentage varied from 2.08 to 2.42%. The study provides a data set and a basis to consider ways to improve simulation capabilities of water and nitrogen effects on spring wheat. (C) 1997 Elsevier Science B.V.

A Bayesian approach to fuzzy hypotheses testing for the estimation of optimal age for vaccination against measles

Fuzzy Bayesian tests were performed to evaluate whether the mother`s seroprevalence and children`s seroconversion to measles vaccine could be considered as ""high"" or ""low"". The results of the tests were aggregated into a fuzzy rule-based model structure, which would allow an expert to influence the model results. The linguistic model was developed considering four input variables. As the model output, we obtain the recommended age-specific vaccine coverage. The inputs of the fuzzy rules are fuzzy sets and the outputs are constant functions, performing the simplest Takagi-Sugeno-Kang model. This fuzzy approach is compared to a classical one, where the classical Bayes test was performed. Although the fuzzy and classical performances were similar, the fuzzy approach was more detailed and revealed important differences. In addition to taking into account subjective information in the form of fuzzy hypotheses it can be intuitively grasped by the decision maker. Finally, we show that the Bayesian test of fuzzy hypotheses is an interesting approach from the theoretical point of view, in the sense that it combines two complementary areas of investigation, normally seen as competitive. (C) 2007 IMACS. Published by Elsevier B.V. All rights reserved.

A fuzzy Reed-Frost model for epidemic spreading

In this paper, we present a fuzzy approach to the Reed-Frost model for epidemic spreading taking into account uncertainties in the diagnostic of the infection. The heterogeneities in the infected group is based on the clinical signals of the individuals (symptoms, laboratorial exams, medical findings, etc.), which are incorporated into the dynamic of the epidemic. The infectivity level is time-varying and the classification of the individuals is performed through fuzzy relations. Simulations considering a real problem with data of the viral epidemic in a children daycare are performed and the results are compared with a stochastic Reed-Frost generalization.