978 resultados para Rational Polynomial Coefficient Model
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The beta-decay of free neutrons is a strongly over-determined process in the Standard Model (SM) of Particle Physics and is described by a multitude of observables. Some of those observables are sensitive to physics beyond the SM. For example, the correlation coefficients of the involved particles belong to them. The spectrometer aSPECT was designed to measure precisely the shape of the proton energy spectrum and to extract from it the electron anti-neutrino angular correlation coefficient "a". A first test period (2005/ 2006) showed the “proof-of-principles”. The limiting influence of uncontrollable background conditions in the spectrometer made it impossible to extract a reliable value for the coefficient "a" (publication: Baessler et al., 2008, Europhys. Journ. A, 38, p.17-26). A second measurement cycle (2007/ 2008) aimed to under-run the relative accuracy of previous experiments (Stratowa et al. (1978), Byrne et al. (2002)) da/a =5%. I performed the analysis of the data taken there which is the emphasis of this doctoral thesis. A central point are background studies. The systematic impact of background on a was reduced to da/a(syst.)=0.61 %. The statistical accuracy of the analyzed measurements is da/a(stat.)=1.4 %. Besides, saturation effects of the detector electronics were investigated which were initially observed. These turned out not to be correctable on a sufficient level. An applicable idea how to avoid the saturation effects will be discussed in the last chapter.
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A simplified CFD wake model based on the actuator-disk concept is used to simulate the wind turbine, represented by an actuator disk upon which a distribution of forces, defined as axial momentum sources, are applied on the incoming flow. The rotor is supposed to be uniformly loaded, with the exerted forces as a function of the incident wind speed, the thrust coefficient and the rotor diameter. The model is validated through experimental measurements downwind of a wind turbine in terms of wind speed deficit. Validation on turbulence intensity will also be made in the near future.
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This paper proposes a semiparametric smooth-coefficient stochastic production frontier model where all the coefficients are expressed as some unknown functions of environmental factors. The inefficiency term is multiplicatively decomposed into a scaling function of the environmental factors and a standard truncated normal random variable. A testing procedure is suggested for the relevance of the environmental factors. Monte Carlo study shows plausible ¯nite sample behavior of our proposed estimation and inference procedure. An empirical example is given, where both the semiparametric and standard parametric models are estimated and results are compared.
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This paper proposes a semiparametric smooth-coefficient (SPSC) stochastic production frontier model where regression coefficients are unknown smooth functions of environmental factors (ZZ). Technical inefficiency is specified in the form of a parametric scaling function which also depends on the ZZ variables. Thus, in our SPSC model the ZZ variables affect productivity directly via the technology parameters as well as through inefficiency. A residual-based bootstrap test of the relevance of the environmental factors in the SPSC model is suggested. An empirical application is also used to illustrate the technique.
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2000 Mathematics Subject Classification: 62J12, 62K15, 91B42, 62H99.
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We develop a new autoregressive conditional process to capture both the changes and the persistency of the intraday seasonal (U-shape) pattern of volatility in essay 1. Unlike other procedures, this approach allows for the intraday volatility pattern to change over time without the filtering process injecting a spurious pattern of noise into the filtered series. We show that prior deterministic filtering procedures are special cases of the autoregressive conditional filtering process presented here. Lagrange multiplier tests prove that the stochastic seasonal variance component is statistically significant. Specification tests using the correlogram and cross-spectral analyses prove the reliability of the autoregressive conditional filtering process. In essay 2 we develop a new methodology to decompose return variance in order to examine the informativeness embedded in the return series. The variance is decomposed into the information arrival component and the noise factor component. This decomposition methodology differs from previous studies in that both the informational variance and the noise variance are time-varying. Furthermore, the covariance of the informational component and the noisy component is no longer restricted to be zero. The resultant measure of price informativeness is defined as the informational variance divided by the total variance of the returns. The noisy rational expectations model predicts that uninformed traders react to price changes more than informed traders, since uninformed traders cannot distinguish between price changes caused by information arrivals and price changes caused by noise. This hypothesis is tested in essay 3 using intraday data with the intraday seasonal volatility component removed, as based on the procedure in the first essay. The resultant seasonally adjusted variance series is decomposed into components caused by unexpected information arrivals and by noise in order to examine informativeness.
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We develop a new autoregressive conditional process to capture both the changes and the persistency of the intraday seasonal (U-shape) pattern of volatility in essay 1. Unlike other procedures, this approach allows for the intraday volatility pattern to change over time without the filtering process injecting a spurious pattern of noise into the filtered series. We show that prior deterministic filtering procedures are special cases of the autoregressive conditional filtering process presented here. Lagrange multiplier tests prove that the stochastic seasonal variance component is statistically significant. Specification tests using the correlogram and cross-spectral analyses prove the reliability of the autoregressive conditional filtering process. In essay 2 we develop a new methodology to decompose return variance in order to examine the informativeness embedded in the return series. The variance is decomposed into the information arrival component and the noise factor component. This decomposition methodology differs from previous studies in that both the informational variance and the noise variance are time-varying. Furthermore, the covariance of the informational component and the noisy component is no longer restricted to be zero. The resultant measure of price informativeness is defined as the informational variance divided by the total variance of the returns. The noisy rational expectations model predicts that uninformed traders react to price changes more than informed traders, since uninformed traders cannot distinguish between price changes caused by information arrivals and price changes caused by noise. This hypothesis is tested in essay 3 using intraday data with the intraday seasonal volatility component removed, as based on the procedure in the first essay. The resultant seasonally adjusted variance series is decomposed into components caused by unexpected information arrivals and by noise in order to examine informativeness.
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The category of rational SO(2)--equivariant spectra admits an algebraic model. That is, there is an abelian category A(SO(2)) whose derived category is equivalent to the homotopy category of rational$SO(2)--equivariant spectra. An important question is: does this algebraic model capture the smash product of spectra? The category A(SO(2)) is known as Greenlees' standard model, it is an abelian category that has no projective objects and is constructed from modules over a non--Noetherian ring. As a consequence, the standard techniques for constructing a monoidal model structure cannot be applied. In this paper a monoidal model structure on A(SO(2)) is constructed and the derived tensor product on the homotopy category is shown to be compatible with the smash product of spectra. The method used is related to techniques developed by the author in earlier joint work with Roitzheim. That work constructed a monoidal model structure on Franke's exotic model for the K_(p)--local stable homotopy category. A monoidal Quillen equivalence to a simpler monoidal model category that has explicit generating sets is also given. Having monoidal model structures on the two categories removes a serious obstruction to constructing a series of monoidal Quillen equivalences between the algebraic model and rational SO(2)--equivariant spectra.
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Ionic liquids (ILs) have attracted great attention, from both industry and academia, as alternative fluids for very different types of applications. The large number of cations and anions allow a wide range of physical and chemical characteristics to be designed. However, the exhaustive measurement of all these systems is impractical, thus requiring the use of a predictive model for their study. In this work, the predictive capability of the conductor-like screening model for real solvents (COSMO-RS), a model based on unimolecular quantum chemistry calculations, was evaluated for the prediction water activity coefficient at infinite dilution, gamma(infinity)(w), in several classes of ILs. A critical evaluation of the experimental and predicted data using COSMO-RS was carried out. The global average relative deviation was found to be 27.2%, indicating that the model presents a satisfactory prediction ability to estimate gamma(infinity)(w) in a broad range of ILs. The results also showed that the basicity of the ILs anions plays an important role in their interaction with water, and it considerably determines the enthalpic behavior of the binary mixtures composed by Its and water. Concerning the cation effect, it is possible to state that generally gamma(infinity)(w) increases with the cation size, but it is shown that the cation-anion interaction strength is also important and is strongly correlated to the anion ability to interact with water. The results here reported are relevant in the understanding of ILs-water interactions and the impact of the various structural features of its on the gamma(infinity)(w) as these allow the development of guidelines for the choice of the most suitable lLs with enhanced interaction with water.
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Despite the valuable contributions of robotics and high-throughput approaches to protein crystallization, the role of an experienced crystallographer in the evaluation and rationalization of a crystallization process is still crucial to obtaining crystals suitable for X-ray diffraction measurements. In this work, the difficult task of crystallizing the flavoenzyme l-amino-acid oxidase purified from Bothrops atrox snake venom was overcome by the development of a protocol that first required the identification of a non-amorphous precipitate as a promising crystallization condition followed by the implementation of a methodology that combined crystallization in the presence of oil and seeding techniques. Crystals were obtained and a complete data set was collected to 2.3 A resolution. The crystals belonged to space group P2(1), with unit-cell parameters a = 73.64, b = 123.92, c = 105.08 A, beta = 96.03 degrees. There were four protein subunits in the asymmetric unit, which gave a Matthews coefficient V (M) of 2.12 A3 Da-1, corresponding to 42% solvent content. The structure has been solved by molecular-replacement techniques.
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Ion channels are pores formed by proteins and responsible for carrying ion fluxes through cellular membranes. The ion channels can assume conformational states thereby controlling ion flow. Physically, the conformational transitions from one state to another are associated with energy barriers between them and are dependent on stimulus, such as, electrical field, ligands, second messengers, etc. Several models have been proposed to describe the kinetics of ion channels. The classical Markovian model assumes that a future transition is independent of the time that the ion channel stayed in a previous state. Others models as the fractal and the chaotic assume that the rate of transitions between the states depend on the time that the ionic channel stayed in a previous state. For the calcium activated potassium channels of Leydig cells the R/S Hurst analysis has indicated that the channels are long-term correlated with a Hurst coefficient H around 0.7, showing a persistent memory in this kinetic. Here, we applied the R/S analysis to the opening and closing dwell time series obtained from simulated data from a chaotic model proposed by L. Liebovitch and T. Toth [J. Theor. Biol. 148, 243 (1991)] and we show that this chaotic model or any model that treats the set of channel openings and closings as independent events is inadequate to describe the long-term correlation (memory) already described for the experimental data. (C) 2008 American Institute of Physics.
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Using Monte Carlo simulations we investigate some new aspects of the phase diagram and the behavior of the diffusion coefficient in an associating lattice gas (ALG) model on different regions of the phase diagram. The ALG model combines a two dimensional lattice gas where particles interact through a soft core potential and orientational degrees of freedom. The competition between soft core potential and directional attractive forces results in a high density liquid phase, a low density liquid phase, and a gas phase. Besides anomalies in the behavior of the density with the temperature at constant pressure and of the diffusion coefficient with density at constant temperature are also found. The two liquid phases are separated by a coexistence line that ends in a bicritical point. The low density liquid phase is separated from the gas phase by a coexistence line that ends in tricritical point. The bicritical and tricritical points are linked by a critical lambda-line. The high density liquid phase and the fluid phases are separated by a second critical tau-line. We then investigate how the diffusion coefficient behaves on different regions of the chemical potential-temperature phase diagram. We find that diffusivity undergoes two types of dynamic transitions: a fragile-to-strong transition when the critical lambda-line is crossed by decreasing the temperature at a constant chemical potential; and a strong-to-strong transition when the critical tau-line is crossed by decreasing the temperature at a constant chemical potential.