870 resultados para Time varying coefficients
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This work investigates the performance of cardiorespiratory analysis detecting periodic breathing (PB) in chest wall recordings in mountaineers climbing to extreme altitude. The breathing patterns of 34 mountaineers were monitored unobtrusively by inductance plethysmography, ECG and pulse oximetry using a portable recorder during climbs at altitudes between 4497 and 7546 m on Mt. Muztagh Ata. The minute ventilation (VE) and heart rate (HR) signals were studied, to identify visually scored PB, applying time-varying spectral, coherence and entropy analysis. In 411 climbing periods, 30-120 min in duration, high values of mean power (MP(VE)) and slope (MSlope(VE)) of the modulation frequency band of VE, accurately identified PB, with an area under the ROC curve of 88 and 89%, respectively. Prolonged stay at altitude was associated with an increase in PB. During PB episodes, higher peak power of ventilatory (MP(VE)) and cardiac (MP(LF)(HR) ) oscillations and cardiorespiratory coherence (MP(LF)(Coher)), but reduced ventilation entropy (SampEn(VE)), was observed. Therefore, the characterization of cardiorespiratory dynamics by the analysis of VE and HR signals accurately identifies PB and effects of altitude acclimatization, providing promising tools for investigating physiologic effects of environmental exposures and diseases.
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After the collapse of the Soviet Union and Yugoslavia, a number of actors started to engage in the power struggle for the opportunities to shape the new order in successive nation-states. In Serbia and Georgia historically hegemonic Orthodox Christian churches were among the firsts in the frontlines for political and economic power. More than a decade has passed since the so-called Coloured Revolutions in Georgia and Serbia, and the Orthodox churches still remain participants of an ongoing socio-political transition of these states. The revival of public role of religion appeared temporary in Serbia followed by a gradual decline of an influence of the Orthodox Church over political life and legal process. However, in Georgia the public and political role of religion increased rather than declined albeit changed shape. Examining the degree to which the two Orthodox churches can influence the political agenda in Serbia and Georgia, the paper attempts to understand how church-State relations work in practice. By bringing rich empirical data from the field (70 interviews with (arch)bishops, priests and religious clerics in Georgia and Serbia added to field observations), the paper reflects on the themes under which the two Orthodox churches mobilize public protest in Serbia and Georgia. The paper further looks at varying State responses and their broader implication for church-state problematique.
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In this paper we introduce technical efficiency via the intercept that evolve over time as a AR(1) process in a stochastic frontier (SF) framework in a panel data framework. Following are the distinguishing features of the model. First, the model is dynamic in nature. Second, it can separate technical inefficiency from fixed firm-specific effects which are not part of inefficiency. Third, the model allows one to estimate technical change separate from change in technical efficiency. We propose the ML method to estimate the parameters of the model. Finally, we derive expressions to calculate/predict technical inefficiency (efficiency).
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Large-scale studies of ocean biogeochemistry and carbon cycling have often partitioned the ocean into regions along lines of latitude and longitude despite the fact that spatially more complex boundaries would be closer to the true biogeography of the ocean. Herein, we define 17 open-ocean biomes classified from four observational data sets: sea surface temperature (SST), spring/summer chlorophyll a concentrations (Chl a), ice fraction, and maximum mixed layer depth (maxMLD) on a 1° × 1° grid. By considering interannual variability for each input, we create dynamic ocean biome boundaries that shift annually between 1998 and 2010. Additionally we create a core biome map, which includes only the grid cells that do not change biome assignment across the 13 years of the time-varying biomes. These biomes can be used in future studies to distinguish large-scale ocean regions based on biogeochemical function.
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"SFOSR 748."
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We consider a problem of robust performance analysis of linear discrete time varying systems on a bounded time interval. The system is represented in the state-space form. It is driven by a random input disturbance with imprecisely known probability distribution; this distributional uncertainty is described in terms of entropy. The worst-case performance of the system is quantified by its a-anisotropic norm. Computing the anisotropic norm is reduced to solving a set of difference Riccati and Lyapunov equations and a special form equation.
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In this thesis work we develop a new generative model of social networks belonging to the family of Time Varying Networks. The importance of correctly modelling the mechanisms shaping the growth of a network and the dynamics of the edges activation and inactivation are of central importance in network science. Indeed, by means of generative models that mimic the real-world dynamics of contacts in social networks it is possible to forecast the outcome of an epidemic process, optimize the immunization campaign or optimally spread an information among individuals. This task can now be tackled taking advantage of the recent availability of large-scale, high-quality and time-resolved datasets. This wealth of digital data has allowed to deepen our understanding of the structure and properties of many real-world networks. Moreover, the empirical evidence of a temporal dimension in networks prompted the switch of paradigm from a static representation of graphs to a time varying one. In this work we exploit the Activity-Driven paradigm (a modeling tool belonging to the family of Time-Varying-Networks) to develop a general dynamical model that encodes fundamental mechanism shaping the social networks' topology and its temporal structure: social capital allocation and burstiness. The former accounts for the fact that individuals does not randomly invest their time and social interactions but they rather allocate it toward already known nodes of the network. The latter accounts for the heavy-tailed distributions of the inter-event time in social networks. We then empirically measure the properties of these two mechanisms from seven real-world datasets and develop a data-driven model, analytically solving it. We then check the results against numerical simulations and test our predictions with real-world datasets, finding a good agreement between the two. Moreover, we find and characterize a non-trivial interplay between burstiness and social capital allocation in the parameters phase space. Finally, we present a novel approach to the development of a complete generative model of Time-Varying-Networks. This model is inspired by the Kaufman's adjacent possible theory and is based on a generalized version of the Polya's urn. Remarkably, most of the complex and heterogeneous feature of real-world social networks are naturally reproduced by this dynamical model, together with many high-order topological properties (clustering coefficient, community structure etc.).
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This paper reviews some basic issues and methods involved in using neural networks to respond in a desired fashion to a temporally-varying environment. Some popular network models and training methods are introduced. A speech recognition example is then used to illustrate the central difficulty of temporal data processing: learning to notice and remember relevant contextual information. Feedforward network methods are applicable to cases where this problem is not severe. The application of these methods are explained and applications are discussed in the areas of pure mathematics, chemical and physical systems, and economic systems. A more powerful but less practical algorithm for temporal problems, the moving targets algorithm, is sketched and discussed. For completeness, a few remarks are made on reinforcement learning.
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Simple models of time-varying risk premia are used to measure the risk premia in long-term UK government bonds. The parameters of the models can be estimated using nonlinear seemingly unrelated regression (NL-SUR), which permits efficient use of information across the entire yield curve and facilitates the testing of various cross-sectional restrictions. The estimated time-varying premia are found to be substantially different to those estimated using models that assume constant risk premia. © 2004 Taylor and Francis Ltd.
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Are persistent marketing effects most likely to appear right after the introduction of a product? The authors give an affirmative answer to this question by developing a model that explicitly reports how persistent and transient marketing effects evolve over time. The proposed model provides managers with a valuable tool to evaluate their allocation of marketing expenditures over time. An application of the model to many pharmaceutical products, estimated through (exact initial) Kalman filtering, indicates that both persistent and transient effects occur predominantly immediately after a brand's introduction. Subsequently, the size of the effects declines. The authors theoretically and empirically compare their methodology with methodology based on unit root testing and demonstrate that the need for unit root tests creates difficulties in applying conventional persistence modeling. The authors recommend that marketing models should either accommodate persistent effects that change over time or be applied to mature brands or limited time windows only.
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This paper aims to help supply chain managers to determine the value of retailer-supplier partnership initiatives beyond information sharing (IS) according to their specific business environment under time-varying demand conditions. For this purpose, we use integer linear programming models to quantify the benefits that can be accrued by a retailer, a supplier and system as a whole from shift in inventory ownership and shift in decision-making power with that of IS. The results of a detailed numerical study pertaining to static time horizon reveal that the shift in inventory ownership provides system-wide cost benefits in specific settings. Particularly, when it induces the retailer to order larger quantities and the supplier also prefers such orders due to significantly high setup and shipment costs. We observe that the relative benefits of shift in decision-making power are always higher than the shift in inventory ownership under all the conditions. The value of the shift in decision-making power is greater than IS particularly when the variability of underlying demand is low and time-dependent variation in production cost is high. However, when the shipment cost is negligible and order issuing efficiency of the supplier is low, the cost benefits of shift in decision-making power beyond IS are not significant. © 2012 Taylor & Francis.