942 resultados para equilibrium asset pricing models with latent variables


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Species distribution models (SDM) are increasingly used to understand the factors that regulate variation in biodiversity patterns and to help plan conservation strategies. However, these models are rarely validated with independently collected data and it is unclear whether SDM performance is maintained across distinct habitats and for species with different functional traits. Highly mobile species, such as bees, can be particularly challenging to model. Here, we use independent sets of occurrence data collected systematically in several agricultural habitats to test how the predictive performance of SDMs for wild bee species depends on species traits, habitat type, and sampling technique. We used a species distribution modeling approach parametrized for the Netherlands, with presence records from 1990 to 2010 for 193 Dutch wild bees. For each species, we built a Maxent model based on 13 climate and landscape variables. We tested the predictive performance of the SDMs with independent datasets collected from orchards and arable fields across the Netherlands from 2010 to 2013, using transect surveys or pan traps. Model predictive performance depended on species traits and habitat type. Occurrence of bee species specialized in habitat and diet was better predicted than generalist bees. Predictions of habitat suitability were also more precise for habitats that are temporally more stable (orchards) than for habitats that suffer regular alterations (arable), particularly for small, solitary bees. As a conservation tool, SDMs are best suited to modeling rarer, specialist species than more generalist and will work best in long-term stable habitats. The variability of complex, short-term habitats is difficult to capture in such models and historical land use generally has low thematic resolution. To improve SDMs’ usefulness, models require explanatory variables and collection data that include detailed landscape characteristics, for example, variability of crops and flower availability. Additionally, testing SDMs with field surveys should involve multiple collection techniques.

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Forecasting wind power is an important part of a successful integration of wind power into the power grid. Forecasts with lead times longer than 6 h are generally made by using statistical methods to post-process forecasts from numerical weather prediction systems. Two major problems that complicate this approach are the non-linear relationship between wind speed and power production and the limited range of power production between zero and nominal power of the turbine. In practice, these problems are often tackled by using non-linear non-parametric regression models. However, such an approach ignores valuable and readily available information: the power curve of the turbine's manufacturer. Much of the non-linearity can be directly accounted for by transforming the observed power production into wind speed via the inverse power curve so that simpler linear regression models can be used. Furthermore, the fact that the transformed power production has a limited range can be taken care of by employing censored regression models. In this study, we evaluate quantile forecasts from a range of methods: (i) using parametric and non-parametric models, (ii) with and without the proposed inverse power curve transformation and (iii) with and without censoring. The results show that with our inverse (power-to-wind) transformation, simpler linear regression models with censoring perform equally or better than non-linear models with or without the frequently used wind-to-power transformation.

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Aerosol properties above clouds have been retrieved over the South East Atlantic Ocean during the fire season 2006 using satellite observations from POLDER (Polarization and Directionality of Earth Reflectances). From June to October, POLDER has observed a mean Above-Cloud Aerosol Optical Thickness (ACAOT) of 0.28 and a mean Above-Clouds Single Scattering Albedo (ACSSA) of 0.87 at 550 nm. These results have been used to evaluate the simulation of aerosols above clouds in 5 AeroCom (Aerosol Comparisons between Observations and Models) models (GOCART, HadGEM3, ECHAM5-HAM2, OsloCTM2 and SPRINTARS). Most models do not reproduce the observed large aerosol load episodes. The comparison highlights the importance of the injection height and the vertical transport parameterizations to simulate the large ACAOT observed by POLDER. Furthermore, POLDER ACSSA is best reproduced by models with a high imaginary part of black carbon refractive index, in accordance with recent recommendations.

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In this paper, we develop a novel constrained recursive least squares algorithm for adaptively combining a set of given multiple models. With data available in an online fashion, the linear combination coefficients of submodels are adapted via the proposed algorithm.We propose to minimize the mean square error with a forgetting factor, and apply the sum to one constraint to the combination parameters. Moreover an l1-norm constraint to the combination parameters is also applied with the aim to achieve sparsity of multiple models so that only a subset of models may be selected into the final model. Then a weighted l2-norm is applied as an approximation to the l1-norm term. As such at each time step, a closed solution of the model combination parameters is available. The contribution of this paper is to derive the proposed constrained recursive least squares algorithm that is computational efficient by exploiting matrix theory. The effectiveness of the approach has been demonstrated using both simulated and real time series examples.

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The humpback whale (Megaptera novaeangliae) population that uses Abrolhos Bank, off the east coast of Brazil as a breeding ground is increasing. To describe temporal changes in the relative abundance of humpback whales around Abrolhos, seven years (1998-2004) of whale count data were collected during July through to November. During one-hour-scans, observers determined group size within 9.3 km (5 n.m.) of a land-based observing station. A total Of 930 scans, comprising 7996 sightings of adults and 2044 calves were analysed using generalized linear models that included variables for time of day, day of the season, years and two-way interactions as possible predictors. The pattern observed was the gradual build-up and decline in whale counts within seasons. Patterns and peaks of adult and calf counts varied among years. Although fluctuation was observed, there was generally an increasing trend in adult counts among years. Calf counts increased only in 2004. These fluctuations may have been caused by some environmental conditions in humpback whales` summering grounds and also by changes in spatial-temporal concentrations in Abrolhos Bank. The general pattern observed within the study area mirrored what was observed in the whole Abrolhos Bank. Knowledge of the consistency with which humpback whales use this important nursing area should prove beneficial for designing future monitoring programmes especially related to whale watching activities around Abrolhos Archipelago.

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The neuromuscular disorders are a heterogeneous group of genetic diseases, caused by mutations in genes coding sarcolemmal, sarcomeric, and citosolic muscle proteins. Deficiencies or loss of function of these proteins leads to variable degree of progressive loss of motor ability. Several animal models, manifesting phenotypes observed in neuromuscular diseases, have been identified in nature or generated in laboratory. These models generally present physiological alterations observed in human patients and can be used as important tools for genetic, clinic, and histopathological studies. The mdx mouse is the most widely used animal model for Duchenne muscular dystrophy (DMD). Although it is a good genetic and biochemical model, presenting total deficiency of the protein dystrophin in the muscle, this mouse is not useful for clinical trials because of its very mild phenotype. The canine golden retriever MD model represents a more clinically similar model of DMD due to its larger size and significant muscle weakness. Autosomal recessive limb-girdle MD forms models include the SJL/J mice, which develop a spontaneous myopathy resulting from a mutation in the Dysferlin gene, being a model for LGMD2B. For the human sarcoglycanopahties (SG), the BIO14.6 hamster is the spontaneous animal model for delta-SG deficiency, whereas some canine models with deficiency of SG proteins have also been identified. More recently, using the homologous recombination technique in embryonic stem cell, several mouse models have been developed with null mutations in each one of the four SG genes. All sarcoglycan-null animals display a progressive muscular dystrophy of variable severity and share the property of a significant secondary reduction in the expression of the other members of the sarcoglycan subcomplex and other components of the Dystrophin-glycoprotein complex. Mouse models for congenital MD include the dy/dy (dystrophia-muscularis) mouse and the allelic mutant dy(2J)/dy(2J) mouse, both presenting significant reduction of alpha 2-laminin in the muscle and a severe phenotype. The myodystrophy mouse (Large(myd)) harbors a mutation in the glycosyltransferase Large, which leads to altered glycosylation of alpha-DG, and also a severe phenotype. Other informative models for muscle proteins include the knockout mouse for myostatin, which demonstrated that this protein is a negative regulator of muscle growth. Additionally, the stress syndrome in pigs, caused by mutations in the porcine RYR1 gene, helped to localize the gene causing malignant hypertermia and Central Core myopathy in humans. The study of animal models for genetic diseases, in spite of the existence of differences in some phenotypes, can provide important clues to the understanding of the pathogenesis of these disorders and are also very valuable for testing strategies for therapeutic approaches.

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It is known that patients may cease participating in a longitudinal study and become lost to follow-up. The objective of this article is to present a Bayesian model to estimate the malaria transition probabilities considering individuals lost to follow-up. We consider a homogeneous population, and it is assumed that the considered period of time is small enough to avoid two or more transitions from one state of health to another. The proposed model is based on a Gibbs sampling algorithm that uses information of lost to follow-up at the end of the longitudinal study. To simulate the unknown number of individuals with positive and negative states of malaria at the end of the study and lost to follow-up, two latent variables were introduced in the model. We used a real data set and a simulated data to illustrate the application of the methodology. The proposed model showed a good fit to these data sets, and the algorithm did not show problems of convergence or lack of identifiability. We conclude that the proposed model is a good alternative to estimate probabilities of transitions from one state of health to the other in studies with low adherence to follow-up.

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In this paper, we introduce a Bayesian analysis for survival multivariate data in the presence of a covariate vector and censored observations. Different ""frailties"" or latent variables are considered to capture the correlation among the survival times for the same individual. We assume Weibull or generalized Gamma distributions considering right censored lifetime data. We develop the Bayesian analysis using Markov Chain Monte Carlo (MCMC) methods.

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For tokamak models using simplified geometries and reversed shear plasma profiles, we have numerically investigated how the onset of Lagrangian chaos at the plasma edge may affect the plasma confinement in two distinct but closely related problems. Firstly, we have considered the motion of particles in drift waves in the presence of an equilibrium radial electric field with shear. We have shown that the radial particle transport caused by this motion is selective in phase space, being determined by the resonant drift waves and depending on the parameters of both the resonant waves and the electric field profile. Moreover, we have shown that an additional transport barrier may be created at the plasma edge by increasing the electric field. In the second place, we have studied escape patterns and magnetic footprints of chaotic magnetic field lines in the region near a tokamak wall, when there are resonant modes due to the action of an ergodic magnetic limiter. A non-monotonic safety factor profile has been used in the analysis of field line topology in a region of negative magnetic shear. We have observed that, if internal modes are perturbed, the distributions of field line connection lengths and magnetic footprints exhibit spatially localized escape channels. For typical physical parameters of a fusion plasma, the two Lagrangian chaotic processes considered in this work can be effective in usual conditions so as to influence plasma confinement. The reversed shear effects discussed in this work may also contribute to evaluate the transport barrier relevance in advanced confinement scenarios in future tokamak experiments.

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In this article, we discuss inferential aspects of the measurement error regression models with null intercepts when the unknown quantity x (latent variable) follows a skew normal distribution. We examine first the maximum-likelihood approach to estimation via the EM algorithm by exploring statistical properties of the model considered. Then, the marginal likelihood, the score function and the observed information matrix of the observed quantities are presented allowing direct inference implementation. In order to discuss some diagnostics techniques in this type of models, we derive the appropriate matrices to assessing the local influence on the parameter estimates under different perturbation schemes. The results and methods developed in this paper are illustrated considering part of a real data set used by Hadgu and Koch [1999, Application of generalized estimating equations to a dental randomized clinical trial. Journal of Biopharmaceutical Statistics, 9, 161-178].

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In this paper we extend partial linear models with normal errors to Student-t errors Penalized likelihood equations are applied to derive the maximum likelihood estimates which appear to be robust against outlying observations in the sense of the Mahalanobis distance In order to study the sensitivity of the penalized estimates under some usual perturbation schemes in the model or data the local influence curvatures are derived and some diagnostic graphics are proposed A motivating example preliminary analyzed under normal errors is reanalyzed under Student-t errors The local influence approach is used to compare the sensitivity of the model estimates (C) 2010 Elsevier B V All rights reserved

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We review several asymmetrical links for binary regression models and present a unified approach for two skew-probit links proposed in the literature. Moreover, under skew-probit link, conditions for the existence of the ML estimators and the posterior distribution under improper priors are established. The framework proposed here considers two sets of latent variables which are helpful to implement the Bayesian MCMC approach. A simulation study to criteria for models comparison is conducted and two applications are made. Using different Bayesian criteria we show that, for these data sets, the skew-probit links are better than alternative links proposed in the literature.

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Cdc25 phosphatases involved in cell cycle checkpoints are now active targets for the development of anti-cancer therapies. Rational drug design would certainly benefit from detailed structural information for Cdc25s. However, only apo- or sulfate-bound crystal structures of the Cdc25 catalytic domain have been described so far. Together with previously available crystalographic data, results from molecular dynamics simulations, bioinformatic analysis, and computer-generated conformational ensembles shown here indicate that the last 30-40 residues in the C-terminus of Cdc25B are partially unfolded or disordered in solution. The effect of C-terminal flexibility upon binding of two potent small molecule inhibitors to Cdc25B is then analyzed by using three structural models with variable levels of flexibility, including an equilibrium distributed ensemble of Cdc25B backbone conformations. The three Cdc25B structural models are used in combination with flexible docking, clustering, and calculation of binding free energies by the linear interaction energy approximation to construct and validate Cdc25B-inhibitor complexes. Two binding sites are identified on top and beside the Cdc25B active site. The diversity of interaction modes found increases with receptor flexibility. Backbone flexibility allows the formation of transient cavities or compact hydrophobic units on the surface of the stable, folded protein core that are unexposed or unavailable for ligand binding in rigid and densely packed crystal structures. The present results may help to speculate on the mechanisms of small molecule complexation to partially unfolded or locally disordered proteins.

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Detecting both the majors genes that control the phenotypic mean and those controlling phenotypic variance has been raised in quantitative trait loci analysis. In order to mapping both kinds of genes, we applied the idea of the classic Haley-Knott regression to double generalized linear models. We performed both kinds of quantitative trait loci detection for a Red Jungle Fowl x White Leghorn F2 intercross using double generalized linear models. It is shown that double generalized linear model is a proper and efficient approach for localizing variance-controlling genes. We compared two models with or without fixed sex effect and prefer including the sex effect in order to reduce the residual variances. We found that different genes might take effect on the body weight at different time as the chicken grows.

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Thesis is to Introduce an Intelligent cross platform architecture with Multi-agent system in order to equip the simulation Models with agents, having intelligent behavior, reactive and pro-active nature and rational in decision making.