922 resultados para model with default Vasicek model and Cir model for the short rate


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Trials in a temporal two-interval forced-choice discrimination experiment consist of two sequential intervals presenting stimuli that differ from one another as to magnitude along some continuum. The observer must report in which interval the stimulus had a larger magnitude. The standard difference model from signal detection theory analyses poses that order of presentation should not affect the results of the comparison, something known as the balance condition (J.-C. Falmagne, 1985, in Elements of Psychophysical Theory). But empirical data prove otherwise and consistently reveal what Fechner (1860/1966, in Elements of Psychophysics) called time-order errors, whereby the magnitude of the stimulus presented in one of the intervals is systematically underestimated relative to the other. Here we discuss sensory factors (temporary desensitization) and procedural glitches (short interstimulus or intertrial intervals and response bias) that might explain the time-order error, and we derive a formal model indicating how these factors make observed performance vary with presentation order despite a single underlying mechanism. Experimental results are also presented illustrating the conventional failure of the balance condition and testing the hypothesis that time-order errors result from contamination by the factors included in the model.

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The semantic model developed in this research was in response to the difficulty a group of mathematics learners had with conventional mathematical language and their interpretation of mathematical constructs. In order to develop the model ideas from linguistics, psycholinguistics, cognitive psychology, formal languages and natural language processing were investigated. This investigation led to the identification of four main processes: the parsing process, syntactic processing, semantic processing and conceptual processing. The model showed the complex interdependency between these four processes and provided a theoretical framework in which the behaviour of the mathematics learner could be analysed. The model was then extended to include the use of technological artefacts into the learning process. To facilitate this aspect of the research, the theory of instrumentation was incorporated into the semantic model. The conclusion of this research was that although the cognitive processes were interdependent, they could develop at different rates until mastery of a topic was achieved. It also found that the introduction of a technological artefact into the learning environment introduced another layer of complexity, both in terms of the learning process and the underlying relationship between the four cognitive processes.

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A main unsolved problem in the RNA world scenario for the origin of life is how a template-dependent RNA polymerase ribozyme emerged from short RNA oligomers generated by random polymerization of ribonucleotides (Joyce and Orgel 2006). Current estimates establish a minimum size about 165 nt long for such a ribozyme (Johnston et al. 2001), a length three to four times that of the longest RNA oligomers obtained by random polymerization on clay mineral surfaces (Huang and Ferris 2003, 2006). To overcome this gap, we have developed a stepwise model of ligation-based, modular evolution of RNA (Briones et al. 2009) whose main conceptual steps are summarized in Figure 1. This scenario has two main advantages with respect to previous hypotheses put forward for the origin of the RNA world: i) short RNA....

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Perceived discrimination is associated with increased engagement in unhealthy behaviors. We propose an identity-based pathway to explain this link. Drawing on an identity-based motivation model of health behaviors (Oyserman, Fryberg, & Yoder, 2007), we propose that erceptions of discrimination lead individuals to engage in ingroup-prototypical behaviors in the service of validating their identity and creating a sense of ingroup belonging. To the extent that people perceive unhealthy behaviors as ingroup-prototypical, perceived discrimination may thus increase motivation to engage in unhealthy behaviors. We describe our theoretical model and two studies that demonstrate initial support for some paths in this model. In Study 1, African American participants who reflected on racial discrimination were more likely to endorse unhealthy ingroup-prototypical behavior as self-characteristic than those who reflected on a neutral event. In Study 2, among African American participants who perceived unhealthy behaviors to be ingroup-prototypical, discrimination predicted greater endorsement of unhealthy behaviors as self-characteristic as compared to a control condition. These effects held both with and without controlling for body mass index (BMI) and income. Broader implications of this model for how discrimination adversely affects health-related decisions are discussed.

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Sea ice models contain many different parameterizations of which one of the most commonly used is a subgrid-scale ice thickness distribution (ITD). The effect of this model component and the associated ice strength formulation on the reproduction of observed Arctic sea ice is assessed. To this end the model's performance in reproducing satellite observations of sea ice concentration, thickness and drift is evaluated. For an unbiased comparison, different model configurations with and without an ITD are tuned with an automated parameter optimization. The original combination of ITD and ice strength parameterization does not lead to better results than a simple single category model. Yet changing to a simpler ice strength formulation, which depends linearly on the mean ice thickness across all thickness categories, allows to clearly improve the model-data misfit when using an ITD. In the original formulation, the ice strength depends strongly on the number of thickness categories, so that introducing more categories can lead to thicker albeit weaker ice on average.

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The viscosity of ionic liquids (ILs) has been modeled as a function of temperature and at atmospheric pressure using a new method based on the UNIFAC–VISCO method. This model extends the calculations previously reported by our group (see Zhao et al. J. Chem. Eng. Data 2016, 61, 2160–2169) which used 154 experimental viscosity data points of 25 ionic liquids for regression of a set of binary interaction parameters and ion Vogel–Fulcher–Tammann (VFT) parameters. Discrepancies in the experimental data of the same IL affect the quality of the correlation and thus the development of the predictive method. In this work, mathematical gnostics was used to analyze the experimental data from different sources and recommend one set of reliable data for each IL. These recommended data (totally 819 data points) for 70 ILs were correlated using this model to obtain an extended set of binary interaction parameters and ion VFT parameters, with a regression accuracy of 1.4%. In addition, 966 experimental viscosity data points for 11 binary mixtures of ILs were collected from literature to establish this model. All the binary data consist of 128 training data points used for the optimization of binary interaction parameters and 838 test data points used for the comparison of the pure evaluated values. The relative average absolute deviation (RAAD) for training and test is 2.9% and 3.9%, respectively.

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We study work extraction from the Dicke model achieved using simple unitary cyclic transformations keeping into account both a non optimal unitary protocol, and the energetic cost of creating the initial state. By analyzing the role of entanglement, we find that highly entangled states can be inefficient for energy storage when considering the energetic cost of creating the state. Such surprising result holds notwithstanding the fact that the criticality of the model at hand can sensibly improve the extraction of work. While showing the advantages of using a many-body system for work extraction, our results demonstrate that entanglement is not necessarily advantageous for energy storage purposes, when non optimal processes are considered. Our work shows the importance of better understanding the complex interconnections between non-equilibrium thermodynamics of quantum systems and correlations among their subparts.

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According to law number 12.715/2012, Brazilian government instituted guidelines for a program named Inovar-Auto. In this context, energy efficiency is a survival requirement for Brazilian automotive industry from September 2016. As proposed by law, energy efficiency is not going to be calculated by models only. It is going to be calculated by the whole universe of new vehicles registered. In this scenario, the composition of vehicles sold in market will be a key factor on profits of each automaker. Energy efficiency and its consequences should be taken into consideration in all of its aspects. In this scenario, emerges the following question: which is the efficiency curve of one automaker for long term, allowing them to adequate to rules, keep balancing on investment in technologies, increasing energy efficiency without affecting competitiveness of product lineup? Among several variables to be considered, one can highlight the analysis of manufacturing costs, customer value perception and market share, which characterizes this problem as a multi-criteria decision-making. To tackle the energy efficiency problem required by legislation, this paper proposes a framework of multi-criteria decision-making. The proposed framework combines Delphi group and Analytic Hierarchy Process to identify suitable alternatives for automakers to incorporate in main Brazilian vehicle segments. A forecast model based on artificial neural networks was used to estimate vehicle sales demand to validate expected results. This approach is demonstrated with a real case study using public vehicles sales data of Brazilian automakers and public energy efficiency data.

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The scalar sector of the simplest version of the 3-3-1 electroweak model is constructed with three Higgs triplets only. We show that a relation involving two of the constants of the model, two vacuum expectation values of the neutral scalars, and the mass of the doubly charged Higgs boson leads to important information concerning the signals of this scalar particle.

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A main prediction from the zoom lens model for visual attention is that performance is an inverse function of the size of the attended area. The "attention shift paradigm" developed by Sperling and Reeves (1980) was adapted here to study predictions from the zoom lens model. In two experiments two lists of items were simultaneously presented using the rapid serial visual presentation technique. Subjects were to report the first item he/she was able to identify in the series that did not include the target (the letter T) after he/she saw the target. In one condition, subjects knew in which list the target would appear, in another condition, they did not have this knowledge, having to attend to both positions in order to detect the target. The zoom lens model predicts an interaction between this variable and the distance separating the two positions where the lists are presented. In both experiments, this interaction was observed. The results are also discussed as a solution to the apparently contradictory results with regard to the analog movement model.

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We present a multiscale model bridging length and time scales from molecular to continuum levels with the objective of predicting the yield behavior of amorphous glassy polyethylene (PE). Constitutive pa- rameters are obtained from molecular dynamics (MD) simulations, decreasing the requirement for ad- hoc experiments. Consequently, we achieve: (1) the identification of multisurface yield functions; (2) the high strain rate involved in MD simulations is upscaled to continuum via quasi-static simulations. Validation demonstrates that the entire multisurface yield functions can be scaled to quasi-static rates where the yield stresses are possibly predicted by a proposed scaling law; (3) a hierarchical multiscale model is constructed to predict temperature and strain rate dependent yield strength of the PE.

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Evolution of the traditional consumer in a power system to a prosumer has posed many problems in the traditional uni-directional grid. This evolution in the grid model has made it important to study the behaviour of microgrids. This thesis deals with the laboratory microgrid setup at the Munich School of Engineering, built to assist researchers in studying microgrids. The model is built in Dymola which is a tool for the OpenModelica language. Models for the different components were derived, suiting the purpose of this study. The equivalent parameters were derived from data sheets and other simulation programs such as PSCAD. The parameters were entered into the model grid and tested at steady state, firstly. This yielded satisfactory results that were similar to the reference results from MATPOWER power flow. Furthermore, fault conditions at several buses were simulated to observe the behaviour of the grid under these conditions. Recommendations for further developing this model to include more detailed models for components, such as power electronic converters, were made at the end of the thesis.