967 resultados para Minimum Variance Model


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There is an alternative model of the 1-way ANOVA called the 'random effects' model or ‘nested’ design in which the objective is not to test specific effects but to estimate the degree of variation of a particular measurement and to compare different sources of variation that influence the measurement in space and/or time. The most important statistics from a random effects model are the components of variance which estimate the variance associated with each of the sources of variation influencing a measurement. The nested design is particularly useful in preliminary experiments designed to estimate different sources of variation and in the planning of appropriate sampling strategies.

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In Statnote 9, we described a one-way analysis of variance (ANOVA) ‘random effects’ model in which the objective was to estimate the degree of variation of a particular measurement and to compare different sources of variation in space and time. The illustrative scenario involved the role of computer keyboards in a University communal computer laboratory as a possible source of microbial contamination of the hands. The study estimated the aerobic colony count of ten selected keyboards with samples taken from two keys per keyboard determined at 9am and 5pm. This type of design is often referred to as a ‘nested’ or ‘hierarchical’ design and the ANOVA estimated the degree of variation: (1) between keyboards, (2) between keys within a keyboard, and (3) between sample times within a key. An alternative to this design is a 'fixed effects' model in which the objective is not to measure sources of variation per se but to estimate differences between specific groups or treatments, which are regarded as 'fixed' or discrete effects. This statnote describes two scenarios utilizing this type of analysis: (1) measuring the degree of bacterial contamination on 2p coins collected from three types of business property, viz., a butcher’s shop, a sandwich shop, and a newsagent and (2) the effectiveness of drugs in the treatment of a fungal eye infection.

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This paper presents a novel approach to the computation of primitive geometrical structures, where no prior knowledge about the visual scene is available and a high level of noise is expected. We based our work on the grouping principles of proximity and similarity, of points and preliminary models. The former was realized using Minimum Spanning Trees (MST), on which we apply a stable alignment and goodness of fit criteria. As for the latter, we used spectral clustering of preliminary models. The algorithm can be generalized to various model fitting settings, without tuning of run parameters. Experiments demonstrate the significant improvement in the localization accuracy of models in plane, homography and motion segmentation examples. The efficiency of the algorithm is not dependent on fine tuning of run parameters like most others in the field.

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Stable isotope and faunal records from the central Red Sea show high-amplitude oscillations for the past 380,000 years. Positive delta18O anomalies indicate periods of significant salt buildup during periods of lowered sea level when water mass exchange with the Arabian Sea was reduced due to a reduced geometry of the Bab el Mandeb Strait. Salinities as high as 53 per mil and 55 per mil are inferred from pteropod and benthic foraminifera delta18O, respectively, for the last glacial maximum. During this period all planktonic foraminifera vanished from this part of the Red Sea. Environmental conditions improved rapidly after 13 ka as salinities decreased due to rising sea level. The foraminiferal fauna started to reappear and was fully reestablished between 9 ka and 8 ka. Spectral analysis of the planktonic delta18O record documents highest variance in the orbital eccentricity, obliquity, and precession bands, indicating a dominant influence of climatically - driven sea level change on environmental conditions in the Red Sea. Variance in the precession band is enhanced compared to the global mean marine climate record (SPECMAP), suggesting an additional influence of the Indian monsoon system on Red Sea climates.

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Context. The enigmatic object HD 45166 is a qWR star in a binary system with an orbital period of 1.596 day, and presents a rich emission-line spectrum in addition to absorption lines from the companion star (B7 V). As the system inclination is very small (i = 0.77 degrees +/- 0.09 degrees), HD 45166 is an ideal laboratory for wind-structure studies. Aims. The goal of the present paper is to determine the fundamental stellar and wind parameters of the qWR star. Methods. A radiative transfer model for the wind and photosphere of the qWR star was calculated using the non-LTE code CMFGEN. The wind asymmetry was also analyzed using a recently-developed version of CMFGEN to compute the emerging spectrum in two-dimensional geometry. The temporal-variance spectrum (TVS) was calculated to study the line-profile variations. Results. Abundances and stellar and wind parameters of the qWR star were obtained. The qWR star has an effective temperature of T(eff) = 50 000 +/- 2000 K, a luminosity of log(L/L(circle dot)) = 3.75 +/- 0.08, and a corresponding photospheric radius of R(phot) = 1.00 R(circle dot). The star is helium-rich (N(H)/N(He) = 2.0), while the CNO abundances are anomalous when compared either to solar values, to planetary nebulae, or to WR stars. The mass-loss rate is. M = 2.2 x 10(-7) M(circle dot) yr(-1), and the wind terminal velocity is v(infinity) = 425 km s(-1). The comparison between the observed line profiles and models computed under different latitude-dependent wind densities strongly suggests the presence of an oblate wind density enhancement, with a density contrast of at least 8: 1 from equator to pole. If a high velocity polar wind is present (similar to 1200 km s(-1)), the minimum density contrast is reduced to 4:1. Conclusions. The wind parameters determined are unusual when compared to O-type stars or to typical WR stars. While for WR stars v(infinity)/v(esc) > 1.5, in the case of HD 45166 it is much smaller (v(infinity)/v(esc) = 0.32). In addition, the efficiency of momentum transfer is eta = 0.74, which is at least 4 times smaller than in a typical WR. We find evidence for the presence of a wind compression zone, since the equatorial wind density is significantly higher than the polar wind. The TVS supports the presence of such a latitude-dependent wind and a variable absorption/scattering gas near the equator.

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An analysis of the experimental conditions under which low-frequency (70-150 kHz) Alfven eigertmodes (AE) are excited during the monster sawtooth in Joint European Torus [F Romanelli et al, Proceedings of the 22nd IAEA Fusion Energy Conference, Geneva, Switzerland, 2008] is presented for the specific case of a discharge with ion cyclotron heating (5 MW) Using a simplified AE model for modes excited at the Alfven wave continuum maximum with geodesic corrections taken into account, the temporal evolution of the value of the safety factor q(0) at the magnetic axis is determined We describe a new scheme to determine the time variation of q(0) that works under conditions in which other standard diagnostics, such as the motional Stark effect do not give reliable results such as during a monster sawtooth [doi 10 1063/1 3494212]

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In a 4D chiral Thirring model we analyze the possibility that radiative corrections may produce spontaneous breaking of Lorentz and CPT symmetry. By studying the effective potential, we verified that the chiral current (psi) over bar gamma(mu)gamma(5)psi may assume a nonzero vacuum expectation value which triggers Lorentz and CPT violations. Furthermore, by making fluctuations on the minimum of the potential we dynamically induce a bumblebee-like model containing a Chem-Simons term.

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We present a class of solutions of the CP(N) model in (3 + 1) dimensions. We suggest that they represent vortexlike configurations. We also discuss some of their properties. We show that some configurations of vortices have a divergent energy per unit length while for the others such an energy has a minimum for a very special orientation of vortices. We also discuss the Noether charge densities of these vortices.

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Here, we study the stable integration of real time optimization (RTO) with model predictive control (MPC) in a three layer structure. The intermediate layer is a quadratic programming whose objective is to compute reachable targets to the MPC layer that lie at the minimum distance to the optimum set points that are produced by the RTO layer. The lower layer is an infinite horizon MPC with guaranteed stability with additional constraints that force the feasibility and convergence of the target calculation layer. It is also considered the case in which there is polytopic uncertainty in the steady state model considered in the target calculation. The dynamic part of the MPC model is also considered unknown but it is assumed to be represented by one of the models of a discrete set of models. The efficiency of the methods presented here is illustrated with the simulation of a low order system. (C) 2010 Elsevier Ltd. All rights reserved.

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In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

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In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.