942 resultados para Auto-Regressive and Moving-Average Model with exogenous inputs


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Previous assessments of the impacts of climate change on heat-related mortality use the "delta method" to create temperature projection time series that are applied to temperature-mortality models to estimate future mortality impacts. The delta method means that climate model bias in the modelled present does not influence the temperature projection time series and impacts. However, the delta method assumes that climate change will result only in a change in the mean temperature but there is evidence that there will also be changes in the variability of temperature with climate change. The aim of this paper is to demonstrate the importance of considering changes in temperature variability with climate change in impacts assessments of future heat-related mortality. We investigate future heatrelated mortality impacts in six cities (Boston, Budapest, Dallas, Lisbon, London and Sydney) by applying temperature projections from the UK Meteorological Office HadCM3 climate model to the temperature-mortality models constructed and validated in Part 1. We investigate the impacts for four cases based on various combinations of mean and variability changes in temperature with climate change. The results demonstrate that higher mortality is attributed to increases in the mean and variability of temperature with climate change rather than with the change in mean temperature alone. This has implications for interpreting existing impacts estimates that have used the delta method. We present a novel method for the creation of temperature projection time series that includes changes in the mean and variability of temperature with climate change and is not influenced by climate model bias in the modelled present. The method should be useful for future impacts assessments. Few studies consider the implications that the limitations of the climate model may have on the heatrelated mortality impacts. Here, we demonstrate the importance of considering this by conducting an evaluation of the daily and extreme temperatures from HadCM3, which demonstrates that the estimates of future heat-related mortality for Dallas and Lisbon may be overestimated due to positive climate model bias. Likewise, estimates for Boston and London may be underestimated due to negative climate model bias. Finally, we briefly consider uncertainties in the impacts associated with greenhouse gas emissions and acclimatisation. The uncertainties in the mortality impacts due to different emissions scenarios of greenhouse gases in the future varied considerably by location. Allowing for acclimatisation to an extra 2°C in mean temperatures reduced future heat-related mortality by approximately half that of no acclimatisation in each city.

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Measurements of anthropogenic tracers such as chlorofluorocarbons and tritium must be quantitatively combined with ocean general circulation models as a component of systematic model development. The authors have developed and tested an inverse method, using a Green's function, to constrain general circulation models with transient tracer data. Using this method chlorofluorocarbon-11 and -12 (CFC-11 and -12) observations are combined with a North Atlantic configuration of the Miami Isopycnic Coordinate Ocean Model with 4/3 degrees resolution. Systematic differences can be seen between the observed CFC concentrations and prior CFC fields simulated by the model. These differences are reduced by the inversion, which determines the optimal gas transfer across the air-sea interface, accounting for uncertainties in the tracer observations. After including the effects of unresolved variability in the CFC fields, the model is found to be inconsistent with the observations because the model/data misfit slightly exceeds the error estimates. By excluding observations in waters ventilated north of the Greenland-Scotland ridge (sigma (0) < 27.82 kg m(-3); shallower than about 2000 m), the fit is improved, indicating that the Nordic overflows are poorly represented in the model. Some systematic differences in the model/data residuals remain and are related, in part, to excessively deep model ventilation near Rockall and deficient ventilation in the main thermocline of the eastern subtropical gyre. Nevertheless, there do not appear to be gross errors in the basin-scale model circulation. Analysis of the CFC inventory using the constrained model suggests that the North Atlantic Ocean shallower than about 2000 m was near 20% saturated in the mid-1990s. Overall, this basin is a sink to 22% of the total atmosphere-to-ocean CFC-11 flux-twice the global average value. The average water mass formation rates over the CFC transient are 7.0 and 6.0 Sv (Sv = 10(6) m(3) s(-1)) for subtropical mode water and subpolar mode water, respectively.

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This paper introduces a new neurofuzzy model construction and parameter estimation algorithm from observed finite data sets, based on a Takagi and Sugeno (T-S) inference mechanism and a new extended Gram-Schmidt orthogonal decomposition algorithm, for the modeling of a priori unknown dynamical systems in the form of a set of fuzzy rules. The first contribution of the paper is the introduction of a one to one mapping between a fuzzy rule-base and a model matrix feature subspace using the T-S inference mechanism. This link enables the numerical properties associated with a rule-based matrix subspace, the relationships amongst these matrix subspaces, and the correlation between the output vector and a rule-base matrix subspace, to be investigated and extracted as rule-based knowledge to enhance model transparency. The matrix subspace spanned by a fuzzy rule is initially derived as the input regression matrix multiplied by a weighting matrix that consists of the corresponding fuzzy membership functions over the training data set. Model transparency is explored by the derivation of an equivalence between an A-optimality experimental design criterion of the weighting matrix and the average model output sensitivity to the fuzzy rule, so that rule-bases can be effectively measured by their identifiability via the A-optimality experimental design criterion. The A-optimality experimental design criterion of the weighting matrices of fuzzy rules is used to construct an initial model rule-base. An extended Gram-Schmidt algorithm is then developed to estimate the parameter vector for each rule. This new algorithm decomposes the model rule-bases via an orthogonal subspace decomposition approach, so as to enhance model transparency with the capability of interpreting the derived rule-base energy level. This new approach is computationally simpler than the conventional Gram-Schmidt algorithm for resolving high dimensional regression problems, whereby it is computationally desirable to decompose complex models into a few submodels rather than a single model with large number of input variables and the associated curse of dimensionality problem. Numerical examples are included to demonstrate the effectiveness of the proposed new algorithm.

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Large scale air pollution models are powerful tools, designed to meet the increasing demand in different environmental studies. The atmosphere is the most dynamic component of the environment, where the pollutants can be moved quickly on far distnce. Therefore the air pollution modeling must be done in a large computational domain. Moreover, all relevant physical, chemical and photochemical processes must be taken into account. In such complex models operator splitting is very often applied in order to achieve sufficient accuracy as well as efficiency of the numerical solution. The Danish Eulerian Model (DEM) is one of the most advanced such models. Its space domain (4800 × 4800 km) covers Europe, most of the Mediterian and neighboring parts of Asia and the Atlantic Ocean. Efficient parallelization is crucial for the performance and practical capabilities of this huge computational model. Different splitting schemes, based on the main processes mentioned above, have been implemented and tested with respect to accuracy and performance in the new version of DEM. Some numerical results of these experiments are presented in this paper.

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We determine the properties of the core-periphery model with three regions and compare our results with those of the standard 2-region model. The conditions for the stability of dispersion and concentration are established. As in the 2-region model, dispersion and concentration can be simultaneously stable. We show that the 3-region (2-region) model favours the concentration (dispersion) of economic activity. Furthermore, we provide some results for the n-region model. We show that the stability of concentration of the 2-region model implies that of any model with an even number of regions.

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Details are given of the development and application of a 2D depth-integrated, conformal boundary-fitted, curvilinear model for predicting the depth-mean velocity field and the spatial concentration distribution in estuarine and coastal waters. A numerical method for conformal mesh generation, based on a boundary integral equation formulation, has been developed. By this method a general polygonal region with curved edges can be mapped onto a regular polygonal region with the same number of horizontal and vertical straight edges and a multiply connected region can be mapped onto a regular region with the same connectivity. A stretching transformation on the conformally generated mesh has also been used to provide greater detail where it is needed close to the coast, with larger mesh sizes further offshore, thereby minimizing the computing effort whilst maximizing accuracy. The curvilinear hydrodynamic and solute model has been developed based on a robust rectilinear model. The hydrodynamic equations are approximated using the ADI finite difference scheme with a staggered grid and the solute transport equation is approximated using a modified QUICK scheme. Three numerical examples have been chosen to test the curvilinear model, with an emphasis placed on complex practical applications

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We study cartel stability in a differentiated price-setting duopoly with returns to scale. We show that a cartel may be equally stable in the presence of lower differentiation, provided that the decreasing returns parameter is high. In addition we demonstrate that for a given factor of discount, there are technologies that can have decreasing returns to scale where the cartel always is stable independent of the differentiation degree.

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Purpose - The purpose of this paper is to develop a novel unstructured simulation approach for injection molding processes described by the Hele-Shaw model. Design/methodology/approach - The scheme involves dual dynamic meshes with active and inactive cells determined from an initial background pointset. The quasi-static pressure solution in each timestep for this evolving unstructured mesh system is approximated using a control volume finite element method formulation coupled to a corresponding modified volume of fluid method. The flow is considered to be isothermal and non-Newtonian. Findings - Supporting numerical tests and performance studies for polystyrene described by Carreau, Cross, Ellis and Power-law fluid models are conducted. Results for the present method are shown to be comparable to those from other methods for both Newtonian fluid and polystyrene fluid injected in different mold geometries. Research limitations/implications - With respect to the methodology, the background pointset infers a mesh that is dynamically reconstructed here, and there are a number of efficiency issues and improvements that would be relevant to industrial applications. For instance, one can use the pointset to construct special bases and invoke a so-called ""meshless"" scheme using the basis. This would require some interesting strategies to deal with the dynamic point enrichment of the moving front that could benefit from the present front treatment strategy. There are also issues related to mass conservation and fill-time errors that might be addressed by introducing suitable projections. The general question of ""rate of convergence"" of these schemes requires analysis. Numerical results here suggest first-order accuracy and are consistent with the approximations made, but theoretical results are not available yet for these methods. Originality/value - This novel unstructured simulation approach involves dual meshes with active and inactive cells determined from an initial background pointset: local active dual patches are constructed ""on-the-fly"" for each ""active point"" to form a dynamic virtual mesh of active elements that evolves with the moving interface.

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We consider the raise and peel model of a one-dimensional fluctuating interface in the presence of an attractive wall. The model can also describe a pair annihilation process in disordered unquenched media with a source at one end of the system. For the stationary states, several density profiles are studied using Monte Carlo simulations. We point out a deep connection between some profiles seen in the presence of the wall and in its absence. Our results are discussed in the context of conformal invariance ( c = 0 theory). We discover some unexpected values for the critical exponents, which are obtained using combinatorial methods. We have solved known ( Pascal`s hexagon) and new (split-hexagon) bilinear recurrence relations. The solutions of these equations are interesting in their own right since they give information on certain classes of alternating sign matrices.

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During the latest decade Somali-born women with experiences of long-lasting war followed by migration have increasingly encountered Swedish maternity care, where antenatal care midwives are assigned to ask questions about exposure to violence. The overall aim in this thesis was to gain deeper understanding of Somali-born women’s wellbeing and needs during the parallel transitions of migration to Sweden and childbearing, focusing on maternity healthcare encounters and violence. Data were obtained from medical records (paper I), qualitative interviews with Somali-born women (II, III) and Swedish antenatal care midwives (IV). Descriptive statistics and thematic analysis were used. Compared to pregnancies of Swedish-born women, Somali-born women’s pregnancies demonstrated later booking and less visits to antenatal care, more maternal morbidity but less psychiatric treatment, less medical pain relief during delivery and more emergency caesarean sections and small-for-gestational-age infants (I). Political violence with broken societal structures before migration contributed to up-rootedness, limited healthcare and absent state-based support to women subjected to violence, which reinforced reliance on social networks, own endurance and faith in Somalia (II). After migration, sources of wellbeing were a pragmatic “moving-on” approach including faith and motherhood, combined with social coherence. Lawful rights for women were appreciated but could concurrently risk creating power tensions in partner relationships. Generally, the Somali-born women associated the midwife more with providing medical care than with overall wellbeing or concerns about violence, but new societal resources were parallel incorporated with known resources (III). Midwives strived for woman-centered approaches beyond ethnicity and culture in care encounters, with language, social gaps and divergent views on violence as potential barriers in violence inquiry. Somali-born women’s strength and contentment were highlighted, and ongoing violence seldom encountered according to the midwives experiences (IV). Pragmatism including “moving on” combined with support from family and social networks, indicate capability to cope with violence and migration-related stress. However, this must be balanced against potential unspoken needs at individual level in care encounters.With trustful relationships, optimized interaction and networking with local Somali communities and across professions, the antenatal midwife can have a “bridging-function” in balancing between dual societies and contribute to healthy transitions in the new society.

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Background: In Chile, mothers and newborns are separated after caesarean sections. The caesarean section rate in Chile is approximately 40%. Once separated, newborns will miss out on the benefits of early contact unless a suitable model of early newborn contact after caesarean section is initiated. Aim: To describe mothers experiences and perceptions of a continuous parental model of newborn care after caesarean section during mother-infant separation. Methods: A questionnaire with 4 open ended questions to gather data on the experiences and perceptions of 95 mothers in the obstetric service of Sótero Del Rio Hospital in Chile between 2009 and 2012. Data were analyzed using qualitative content analysis. Results: One theme family friendly practice after caesarean section and four categories. Mothers described the benefits of this model of caring. The fathers presence was important to mother and baby. Mothers were reassured that the baby was not left alone with staff. It was important for the mothers to see that the father could love the baby as much as the mother. This model of care helped create ties between the father and newborn during the period of mother-infant separation and later with the mother. Conclusions: Family friendly practice after caesarean section was an important health care intervention for the whole family. This model could be stratified in the Chilean context in the case of complicated births and all caesarean sections. Clinical Implications: In the Chilean context, there is the potential to increase the number of parents who get to hold their baby immediately after birth and for as long as they like. When the mother and infant are separated after birth, parents can be informed about the benefits of this caring model. Further research using randomized control trials may support biological advantages.

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This paper investigates the income inequality generated by a jobsearch process when di§erent cohorts of homogeneous workers are allowed to have di§erent degrees of impatience. Using the fact the average wage under the invariant Markovian distribution is a decreasing function of the discount factor (Cysne (2004, 2006)), I show that the Lorenz curve and the between-cohort Gini coe¢ cient of income inequality can be easily derived in this case. An example with arbitrary measures regarding the wage o§ers and the distribution of time preferences among cohorts provides some insights into how much income inequality can be generated, and into how it varies as a function of the probability of unemployment and of the probability that the worker does not Önd a job o§er each period.

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Esta dissertação concentra-se nos processos estocásticos espaciais definidos em um reticulado, os chamados modelos do tipo Cliff & Ord. Minha contribuição nesta tese consiste em utilizar aproximações de Edgeworth e saddlepoint para investigar as propriedades em amostras finitas do teste para detectar a presença de dependência espacial em modelos SAR (autoregressivo espacial), e propor uma nova classe de modelos econométricos espaciais na qual os parâmetros que afetam a estrutura da média são distintos dos parâmetros presentes na estrutura da variância do processo. Isto permite uma interpretação mais clara dos parâmetros do modelo, além de generalizar uma proposta de taxonomia feita por Anselin (2003). Eu proponho um estimador para os parâmetros do modelo e derivo a distribuição assintótica do estimador. O modelo sugerido na dissertação fornece uma interpretação interessante ao modelo SARAR, bastante comum na literatura. A investigação das propriedades em amostras finitas dos testes expande com relação a literatura permitindo que a matriz de vizinhança do processo espacial seja uma função não-linear do parâmetro de dependência espacial. A utilização de aproximações ao invés de simulações (mais comum na literatura), permite uma maneira fácil de comparar as propriedades dos testes com diferentes matrizes de vizinhança e corrigir o tamanho ao comparar a potência dos testes. Eu obtenho teste invariante ótimo que é também localmente uniformemente mais potente (LUMPI). Construo o envelope de potência para o teste LUMPI e mostro que ele é virtualmente UMP, pois a potência do teste está muito próxima ao envelope (considerando as estruturas espaciais definidas na dissertação). Eu sugiro um procedimento prático para construir um teste que tem boa potência em uma gama de situações onde talvez o teste LUMPI não tenha boas propriedades. Eu concluo que a potência do teste aumenta com o tamanho da amostra e com o parâmetro de dependência espacial (o que está de acordo com a literatura). Entretanto, disputo a visão consensual que a potência do teste diminui a medida que a matriz de vizinhança fica mais densa. Isto reflete um erro de medida comum na literatura, pois a distância estatística entre a hipótese nula e a alternativa varia muito com a estrutura da matriz. Fazendo a correção, concluo que a potência do teste aumenta com a distância da alternativa à nula, como esperado.