971 resultados para Stochastic modelling
A derivative-free explicit method with order 1.0 for solving stochastic delay differential equations
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Despite the prominent use of the pubic symphysis for age estimation in forensic anthropology, little has been documented regarding the quantitative morphological and micro-architectural changes of this surface. Specifically, utilising post-mortem computed tomography data from a large, contemporary Australian adult population, this study aimed to evaluate sexual dimorphism in the morphology and bone composition of the symphyseal surface; and temporal characterisation of the pubic symphysis in individuals of advancing age. The sample consisted of multi-slice computed tomography (MSCT) scans of the pubic symphysis(slice thickness: 0.5 mm, overlap: 0.1 mm) of 200 individuals of Caucasian ancestry aged 15–70 years, obtained in 2011. Surface rendering reconstruction of the symphyseal surface was conducted in OsiriX1 (v.4.1) and quantitative analyses in Rapidform XOSTM and OsteomeasureTM. Morphometric variables including inter-pubic distance, surface area, circumference, maximum height and width of the symphyseal surface and micro-architectural assessment of cortical and trabecular bone compositions were quantified using novel automated engineering software capabilities. The major results of this study are correlated with the macroscopic ossification and degeneration pattern of the symphyseal surface, demonstrating significant age-related changes in the morphometric and bone tissue variables between 15 and 70 years. Regardless of sex, the overall dimensions of the symphyseal surface increased with age, coupled with a decrease in bone mass in the trabecular and cortical bone compartments. Significant differences between the ventral, dorsal and medial cortical surfaces were observed, which may be correlated to bone formation activity dependent on muscle activity and ligamentous attachments. Our study demonstrates significant sexual dimorphism at this site, with males exhibiting greater surface dimensions than females. These baseline results provide a detailed insight into the changes in the structure of the pubic symphysis with ageing and sexually dimorphic features associated with the cortical and trabecular bone profiles.
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This paper examines the impact of allowing for stochastic volatility and jumps (SVJ) in a structural model on corporate credit risk prediction. The results from a simulation study verify the better performance of the SVJ model compared with the commonly used Merton model, and three sources are provided to explain the superiority. The empirical analysis on two real samples further ascertains the importance of recognizing the stochastic volatility and jumps by showing that the SVJ model decreases bias in spread prediction from the Merton model, and better explains the time variation in actual CDS spreads. The improvements are found particularly apparent in small firms or when the market is turbulent such as the recent financial crisis.
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Purpose Food refusal is part of normal toddler development due to an innate ability to self-regulate energy intake and the onset of neophobia. For parents, this ‘fussy’ stage causes great concern, prompting use of coercive feeding practices which ignore a child’s own hunger and satiety cues, promoting overeating and overweight. This analysis defines characteristics of the ‘good eater’ using latent variable structural equation modelling and the relationship with maternal perception of her child as a fussy eater. Methods Mothers in the control group of the NOURISH and South Australian Infants Dietary Intake studies (n=332) completed a self-administered questionnaire - when child was age 12-16 months - describing refusal of familiar and unfamiliar foods and maternal perception as fussy/not fussy. Weight-for-age z-score (WAZ) was derived from weight measured by study staff. Questionnaire items and WAZ were combined in AMOS to represent the latent variable the ‘good eater’. Results/findings Mean age(sd) of children was 13.8(1.3) months, mean WAZ(sd), .58(.86) and 49% were male. The ‘good eater’ was represented by higher WAZ, a child that hardly ever refuses food, hardly ever refuses familiar food, and willing to eat unfamiliar foods (x2/df=2.80, GFI=.98, RMSEA=.07(.03-.12), CFI=.96). The ‘good eater’ was inversely associated with maternal perception of her child as a fussy eater (β=-.64, p<.05). Conclusions Toddlers displaying characteristics of a ‘good eater’ are not perceived as fussy, but these characteristics, especially higher WAZ, may be undesirable in the context of obesity prevention. Clinicians can promote food refusal as normal and even desirable in healthy young children.
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The development of offshore oil and gas fields require the placement of different equipment on the sea floor. This is done by deploying the equipment from vessels operating in dynamic positioning on the surface. The deployment operation has different phases, and in higher sea states, it may require wave-load synchronization, when the load is going through the splash zone, and heave compensation when the load is close to the sea floor. In this paper, we analyse the performance of a particular type of hardware operating in a heave compensation mode. We derive a comprehensive model, analyse limits of performance and evaluate a control strategy.
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This paper addresses the issue of output feedback model predictive control for linear systems with input constraints and stochastic disturbances. We show that the optimal policy uses the Kalman filter for state estimation, but the resultant state estimates are not utilized in a certainty equivalence control law
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Demand response can be used for providing regulation services in the electricity markets. The retailers can bid in a day-ahead market and respond to real-time regulation signal by load control. This paper proposes a new stochastic ranking method to provide regulation services via demand response. A pool of thermostatically controllable appliances (TCAs) such as air conditioners and water heaters are adjusted using direct load control method. The selection of appliances is based on a probabilistic ranking technique utilizing attributes such as temperature variation and statuses of TCAs. These attributes are stochastically forecasted for the next time step using day-ahead information. System performance is analyzed with a sample regulation signal. Network capability to provide regulation services under various seasons is analyzed. The effect of network size on the regulation services is also investigated.
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Observations conducted by researchers revealed that the group interaction within crowds is a common phenomenon and has great influence on pedestrian behaviour. However, most research currently undertaken by various researchers failed to consider the group dynamics when developing pedestrian flow models. This paper presented a critical review of pedestrian models that incorporates group behaviour. Models reviewed in this paper are mainly created by microscopic modelling approaches such as social force, cellular automata, and agent-based method. The purpose of this literature review is to improve the understanding of group dynamics among pedestrians and highlight the need for considering group dynamics when developing pedestrian simulation models.
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Based on an investigation of 106 projects involving the use of building information modelling (BIM), this paper examines current BIM practices in China, and assesses how various practices alter their effectiveness. The results reveal that in current practice BIM is principally employed as a visualization tool, and how it is implemented is significantly associated with project characteristics. BIM use in the majority of the surveyed projects is seen to have positive outcomes, with the benefits of improved task effectiveness being more substantial than those related to efficiency improvement. The results also provide evidence that project characteristics significantly influence the success of BIM use; however, more substantial contributing factors to BIM effectiveness are the extent of integrated use and client/owner support. While indicating that current BIM practices involve both technological and organizational problems, the findings also provide insights into how the potential for BIM could be better exploited within the industry.
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The aim of this paper is to obtain the momentum transfer coefficient between the two phases, denoted by f and p, occupying a bi-disperse porous medium by mapping the available experimental data to the theoretical model proposed by Nield and Kuznetsov. Data pertinent to plate-fin heat exchangers, as bi-disperse porous media, were used. The measured pressure drops for such heat exchangers are then used to give the overall permeability which is linked to the porosity and permeability of each phase as well as the interfacial momentum transfer coefficient between the two phases. Accordingly, numerical values are obtained for the momentum transfer coefficient for three different fin spacing values considered in the heat exchanger experiments.