Statistical Analysis of an SEIR Epidemic Model

This thesis was focussed on statistical analysis methods and proposes the use of Bayesian inference to extract information contained in experimental data by estimating Ebola model parameters. The model is a system of differential equations expressing the behavior and dynamics of Ebola. Two sets of data (onset and death data) were both used to estimate parameters, which has not been done by previous researchers in (Chowell, 2004). To be able to use both data, a new version of the model has been built. Model parameters have been estimated and then used to calculate the basic reproduction number and to study the disease-free equilibrium. Estimates of the parameters were useful to determine how well the model fits the data and how good estimates were, in terms of the information they provided about the possible relationship between variables. The solution showed that Ebola model fits the observed onset data at 98.95% and the observed death data at 93.6%. Since Bayesian inference can not be performed analytically, the Markov chain Monte Carlo approach has been used to generate samples from the posterior distribution over parameters. Samples have been used to check the accuracy of the model and other characteristics of the target posteriors.

Generalized three-sided assignment markets: consistency and the core

A class of three-sided markets (and games) is considered, where value is generated by pairs or triplets of agents belonging to different sectors, as well as by individuals. For these markets we analyze the situation that arises when some agents leave the market with some payoff To this end, we introduce the derived market (and game) and relate it to the Davis and Maschler (1965) reduced game. Consistency with respect to the derived market, together with singleness best and individual anti-monotonicity axiomatically characterize the core for these generalized three-sided assignment markets. These markets may have an empty core, but we define a balanced subclass, where the worth of each triplet is defined as the addition of the worths of the pairs it contains. Keywords: Multi-sided assignment market, Consistency, Core, Nucleolus. JEL Classification: C71, C78

Parallel characterizations of a generalized shapley value and a generalized banzhaf value for cooperative games with level structure of cooperation

We present parallel characterizations of two different values in the framework of restricted cooperation games. The restrictions are introduced as a finite sequence of partitions defined on the player set, each of them being coarser than the previous one, hence forming a structure of different levels of a priori unions. On the one hand, we consider a value first introduced in Ref. [18], which extends the Shapley value to games with different levels of a priori unions. On the other hand, we introduce another solution for the same type of games, which extends the Banzhaf value in the same manner. We characterize these two values using logically comparable properties.

Estimating the effects of fiscal policy under the budget constraint

I reconsider the short-term effects of fiscal policy when both government spending and taxes are allowed to respond to the level of public debt. I embed the long-term government budget constraint in a VAR, and apply this common trends model to US quarterly data. The results overturn some widely held beliefs on fiscal policy effects. The main finding is that expansionary fiscal policy has contractionary effects on output and inflation. Ricardian effects may dominate when fiscal expansions are expected to be adjusted by future tax rises or spending cuts. The evidence supports RBC models with distortionary taxation. We can discard some alternative interpretations that are based on monetary policy reactions or supply-side effects.

Random walk radiosity with generalized absorption probabilities

The author studies random walk estimators for radiosity with generalized absorption probabilities. That is, a path will either die or survive on a patch according to an arbitrary probability. The estimators studied so far, the infinite path length estimator and finite path length one, can be considered as particular cases. Practical applications of the random walks with generalized probabilities are given. A necessary and sufficient condition for the existence of the variance is given, together with heuristics to be used in practical cases. The optimal probabilities are also found for the case when one is interested in the whole scene, and are equal to the reflectivities

Prognosis of after spot volumes at the Scandinavian electricity market

The Thesis is dedicated to development of an operative tool to support decision making in after spot trading on the Nordic electricity market. The basics of the Nordic electricity market, trading mechanisms on the spot and after spot markets are presented in the Thesis. Mathematical equations that describe electricity balance condition in the power system are offered. The main driving factors that impact deviation of actual electricity balance from the scheduled one (object) in the power system have been explored and mathematically defined. The behavioral model of the object and principal trends in change of state of the object under an impact of the driving factors are determined with the help of regression analysis made in Microsoft Office Excel. The behavioral model gives an indication for the total regulation volume (Elbas trades volume, volume of regulation market, balance power) for a certain hour that serves as the base input in estimating prices on the after spot markets. Proposals for development of methodologies of forecasting the after spot electricity prices are offered.

On the structure of cooperative and competitive solutions for a generalized assignment game

We study cooperative and competitive solutions for a many- to-many generalization of Shapley and Shubik (1972)'s assignment game. We consider the Core, three other notions of group stability and two al- ternative definitions of competitive equilibrium. We show that (i) each group stable set is closely related with the Core of certain games defined using a proper notion of blocking and (ii) each group stable set contains the set of payoff vectors associated to the two definitions of competitive equilibrium. We also show that all six solutions maintain a strictly nested structure. Moreover, each solution can be identified with a set of ma- trices of (discriminated) prices which indicate how gains from trade are distributed among buyers and sellers. In all cases such matrices arise as solutions of a system of linear inequalities. Hence, all six solutions have the same properties from a structural and computational point of view.

Development of Color Difference Equations Matching to Human Vision System

Research on color difference evaluation has been active in recent thirty years. Several color difference formulas were developed for industrial applications. The aims of this thesis are to develop the color density which is denoted by comb g and to propose the color density based chromaticity difference formulas. Color density is derived from the discrimination ellipse parameters and color positions in the xy , xyY and CIELAB color spaces, and the color based chromaticity difference formulas are compared with the line element formulas and CIE 2000 color difference formulas. As a result of the thesis, color density represents the perceived color difference accurately, and it could be used to characterize a color by the attribute of perceived color difference from this color.

Delineamentos experimentais eficientes para estudos de cinética química

In this paper we show how to obtain efficient designs of experiments for fitting Michaelis-Menten and Hill equations useful in chemical studies. The search of exact D-optimal designs by using local and pseudo-Bayesian approaches is considered. Optimal designs were compared to those commonly used in practice using an efficiency measure and theoretical standard errors of the kinetic parameter estimates. In conclusion, the D-optimal designs based on the Hill equation proved efficient for estimating the parameters of both models. Furthermore, these are promising with respect to practical issues, allowing efficient estimation as well as goodness-of-fit tests and comparisons between some kinetic models.

Polymeeripinnoitteen aiheuttamat itseherätteiset värähtelyt nipillisessä telasysteemissä

Lukuisissa teollisuussovelluksissa materiaalien, kuten paperin ja teräslevyjen, muokkaamiseen käytettävät pyörivät nippitelat kärsivät aina erilaisten herätteiden synnyttämistä mekaanisista värähtelyistä, jotka voivat aiheuttaa virheitä valmistettaviin tuotteisiin. Tässä työssä tutkittiin viskoelastisia polymeerejä ja polymeeripinnoitteen nipilliseen telasysteemiin synnyttämiä haitallisia itseherätteisiä värähtelyjä. Työn polymeerejä käsittelevässä kirjallisuusosassa luotiin katsaus amorfisten polymeerien fysikaalisiin ominaisuuksiin. Kokeellisessa osuudessa tutkittiin tarkemmin kahden amorfisen telapinnoitepolymeerin termoreologisia ja mekaanisia ominaisuuksia suoritettujen DMTA-mittausten perusteella. Sovittamalla toisen polymeerin master-käyrään yleistetty lineaarisen standardiaineen malli saatiin selville polymeerin mekaaniset parametrit ja approksimaatio sen relaksaatiospektrille. Telapinnoitteen nipilliseen systeemiin synnyttämiä itseherätteisiä värähtelyjä ja niiden seurauksia tarkasteltiin kahdelle telalle ja polymeeripinnoitteelle kehitetyn analyyttisen mallin ja numeeristen laskujen avulla. Pinnoite mallinnettiin lineaarisen standardiaineen mukaisesti. Telasysteemin parametrit määritettiin DMTA-mittaustuloksista ja systeemiä vastaavasta koelaitteesta kokeellisella moodianalyysillä ja elementtimenetelmällä. Numeerisesta stabiilisuusanalyysistä ja liikeyhtälöiden integroinneista saadut tulokset kertovat telapinnoitteen aaltomaisista deformaatiomuodoista ja niiden synnyttämistä taajuusalueittain esiintyvistä epästabiileista värähtelyistä. Telasysteemi on epästabiili pinnoitedeformaatiokuvion systeemiin aiheuttaman herätevoiman taajuuden ollessa lähellä systeemin korkeampaa ominaistaajuutta. Numeerisista tuloksista voitiin ennustaa nopean ja hitaan barringin olemassaolo.

A generalized 1D particle transport method for convection diffusion reaction model

This work is devoted to the development of numerical method to deal with convection diffusion dominated problem with reaction term, non - stiff chemical reaction and stiff chemical reaction. The technique is based on the unifying Eulerian - Lagrangian schemes (particle transport method) under the framework of operator splitting method. In the computational domain, the particle set is assigned to solve the convection reaction subproblem along the characteristic curves created by convective velocity. At each time step, convection, diffusion and reaction terms are solved separately by assuming that, each phenomenon occurs separately in a sequential fashion. Moreover, adaptivities and projection techniques are used to add particles in the regions of high gradients (steep fronts) and discontinuities and transfer a solution from particle set onto grid point respectively. The numerical results show that, the particle transport method has improved the solutions of CDR problems. Nevertheless, the method is time consumer when compared with other classical technique e.g., method of lines. Apart from this advantage, the particle transport method can be used to simulate problems that involve movingsteep/smooth fronts such as separation of two or more elements in the system.