942 resultados para Regression To The Mean
Resumo:
Long-term monitoring data collected from wild smolts of Atlantic salmon (Salmo salar) in the Simojoki river, northern Finland, were used in studying the relationships between the smolt size and age, smolt and postsmolt migration, environmental conditions and postsmolt survival. The onset of the smolt run was significantly dependent on the rising water temperature and decreasing discharge of the river in the spring. The mean length of smolts migrating early in the season was commonly higher and the mean age always older than among smolts migrating later. Many of the smolts migrating early in the season and almost all smolts migrating later had started their new growth in spring in the river before their sea entry. Among postsmolts, the time required for emigration from the estuary was dependent on the sea surface temperature (SST) off the river, being significantly shorter in years with warm than cold sea temperatures. After leaving the estuary, the postsmolts migrated southwards along the eastern coast of the northern Gulf of Bothnia, the geographical distribution of the tag recoveries coinciding with the warm thermal zone in spring in the coastal area. After arriving in the southern Gulf of Bothnia in late summer the postsmolts mostly migrated near the western coast, reaching the Baltic Main Basin in late autumn. Until the early 1990s there was only a weak positive association between smolt length and postsmolt survival. However, following a subsequent decrease in the mean smolt size, a significant positive dependence was observed between smolt size and the reported recapture rate of tagged salmon. The differences in recapture rates between smolts tagged during the first and second half of the annual migration season were insignificant, indicating that the seasonal variation in smolt size and age seem to be too small to affect survival. Among the climatic factors examined, the summer SST in the Gulf of Bothnia was most clearly related to the survival of the wild postsmolts. Postsmolt survival appeared to be highest in years when the SST in June in the Bothnian Bay varied between 9 and 12 ºC. In addition, the survival of wild postsmolts showed a significant positive dependence on the SST in July in the Bothnian Sea, but not on the abundance of the prey fish (0+ herring, Clupea harengus and sprat, Sprattus sprattus) in the Bothnian Sea and in the Baltic Main Basin. The results suggest, that if the incidence of extreme weather conditions were to increase due to climatic changes, it would probably reduce the postsmolt survival of wild salmon populations. For improving the performance of hatchery-reared smolts, it could be useful to examine opportunities to produce smolts that are in their smolt traits and abilities more similar to the wild smolts described in this thesis.
Resumo:
The low predictive power of implied volatility in forecasting the subsequently realized volatility is a well-documented empirical puzzle. As suggested by e.g. Feinstein (1989), Jackwerth and Rubinstein (1996), and Bates (1997), we test whether unrealized expectations of jumps in volatility could explain this phenomenon. Our findings show that expectations of infrequently occurring jumps in volatility are indeed priced in implied volatility. This has two important consequences. First, implied volatility is actually expected to exceed realized volatility over long periods of time only to be greatly less than realized volatility during infrequently occurring periods of very high volatility. Second, the slope coefficient in the classic forecasting regression of realized volatility on implied volatility is very sensitive to the discrepancy between ex ante expected and ex post realized jump frequencies. If the in-sample frequency of positive volatility jumps is lower than ex ante assessed by the market, the classic regression test tends to reject the hypothesis of informational efficiency even if markets are informationally effective.
Resumo:
The article presents a generalized analytical expression for description of the integral excess Gibbs free energy of mixing of a ternary system. Twelve constants of the equation are assessed by the least mean squares regressional analysis of the experimental integral excess data of the constituent binaries; three ternary parameters are evaluated by a regressional analysis based on the partial experimental data of a component of the ternary system. The assessed values of the ternary parameters describe the nature of the ternary interaction in the system. Activities and isoactivities of the components in the Ag-Au-Cu system at 1350 K are calculated and found to be in good agreement with the experimental data. This analytical treatment is particularly useful to ternary systems where the thermodynamic data are available from different sources.
Resumo:
An attempt has been made here to study the sensitivity of the mean and the turbulence structure of the monsoon trough boundary layer to the choice of the constants in the dissipation equation for two stations Delhi and Calcutta, using one-dimensional atmospheric boundary layer model with e-epsilon turbulence closure. An analytical discussion of the problems associated with the constants of the dissipation equation is presented. It is shown here that the choice of the constants in the dissipation equation is quite crucial and the turbulence structure is very sensitive to these constants. The modification of the dissipation equation adopted by earlier studies, that is, approximating the Tke generation (due to shear and buoyancy production) in the epsilon-equation by max (shear production, shear + buoyancy production), can be avoided by a suitable choice of the constants suggested here. The observed turbulence structure is better simulated with these constants. The turbulence structure simulation with the constants recommended by Aupoix et al (1989) (which are interactive in time) for the monsoon region is shown to be qualitatively similar to the simulation obtained with the constants suggested here, thus implying that no universal constants exist to regulate dissipation rate. Simulations of the mean structure show little sensitivity to the type of the closure parameterization between e-l and e-epsilon closures. However the turbulence structure simulation with e-epsilon closure is far better compared to the e-l model simulations. The model simulations of temperature profiles compare quite well with the observations whenever the boundary layer is well mixed (neutral) or unstable. However the models are not able to simulate the nocturnal boundary layer (stable) temperature profiles. Moisture profiles are simulated reasonably better. With one-dimensional models, capturing observed wind variations is not up to the mark.
Resumo:
An investigation has been made of the structure of the motion above a heated plate inclined at a small angle (about 10°) to the horizontal. The turbulence is considered in terms of the similarities to and differences from the motion above an exactly horizontal surface. One effect of inclination is, of course, that there is also a mean motion. Accurate data on the mean temperature field and the intensity of the temperature fluctuations have been obtained with platinum resistance thermometers, the signals being processed electronically. More approximate information on the velocity field has been obtained with quartz fibre anemometers. These results have been supplemented qualitatively by simultaneous observations of the temperature and velocity fluctuations and also by smoke experiments. The principal features of the flow inferred from these observations are as follows. The heat transfer and the mean temperature field are not much altered by the inclination, though small, not very systematic, variations may result from the complexities of the velocity field. This supports the view that the mean temperature field is largely governed by the large-scale motions. The temperature fluctuations show a systematic variation with distance from the lower edge and resemble those above a horizontal plate when this distance is large. The largescale motions of the turbulence start close to the lower edge, but the smaller eddies do not attain full intensity until the air has moved some distance up the plate. The mean velocity receives a sizable contribution from a ‘through-flow’ between the side-walls. Superimposed on this are developments that show that the momentum transfer processes are complex and certainly not capable of representation by any simple theory such as an eddy viscosity. On the lower part of the plate there is surprisingly large acceleration, but further up the mixing action of the small eddies has a decelerating effect.
Resumo:
This paper is focused on the development of a model for predicting the mean drop size in effervescent sprays. A combinatorial approach is followed in this modeling scheme, which is based on energy and entropy principles. The model is implemented in cascade in order to take primary breakup (due to exploding gas bubbles) and secondary breakup (due to shearing action of surrounding medium) into account. The approach in this methodology is to obtain the most probable drop size distribution by maximizing the entropy while satisfying the constraints of mass and energy balance. The comparison of the model predictions with the past experimental data is presented for validation. A careful experimental study is conducted over a wide range of gas-to-liquid ratios, which shows a good agreement with the model predictions: It is observed that the model gives accurate results in bubbly and annular flow regimes. However, discrepancies are observed in the transitional slug flow regime of the atomizer.
Resumo:
The repeated or closely spaced eigenvalues and corresponding eigenvectors of a matrix are usually very sensitive to a perturbation of the matrix, which makes capturing the behavior of these eigenpairs very difficult. Similar difficulty is encountered in solving the random eigenvalue problem when a matrix with random elements has a set of clustered eigenvalues in its mean. In addition, the methods to solve the random eigenvalue problem often differ in characterizing the problem, which leads to different interpretations of the solution. Thus, the solutions obtained from different methods become mathematically incomparable. These two issues, the difficulty of solving and the non-unique characterization, are addressed here. A different approach is used where instead of tracking a few individual eigenpairs, the corresponding invariant subspace is tracked. The spectral stochastic finite element method is used for analysis, where the polynomial chaos expansion is used to represent the random eigenvalues and eigenvectors. However, the main concept of tracking the invariant subspace remains mostly independent of any such representation. The approach is successfully implemented in response prediction of a system with repeated natural frequencies. It is found that tracking only an invariant subspace could be sufficient to build a modal-based reduced-order model of the system. Copyright (C) 2012 John Wiley & Sons, Ltd.
Resumo:
This paper discusses the use of Jason-2 radar altimeter measurements to estimate the Ganga-Brahmaputra surface freshwater flux into the Bay of Bengal for the period mid-2008 to December 2011. A previous estimate was generated for 1993-2008 using TOPEX-Poseidon, ERS-2 and ENVISAT, and is now extended using Jason-2. To take full advantages of the new availability of in situ rating curves, the processing scheme is adapted and the adjustments of the methodology are discussed here. First, using a large sample of in situ river height measurements, we estimate the standard error of Jason-2-derived water levels over the Ganga and the Brahmaputra to be respectively of 0.28 m and 0.19 m, or less than similar to 4% of the annual peak-to-peak variations of these two rivers. Using the in situ rating curves between water levels and river discharges, we show that Jason-2 accurately infers Ganga and Brahmaputra instantaneous discharges for 2008-2011 with mean errors ranging from similar to 2180 m(3)/s (6.5%) over the Brahmaputra to similar to 1458 m(3)/s (13%) over the Ganga. The combined Ganga-Brahmaputra monthly discharges meet the requirements of acceptable accuracy (15-20%) with a mean error of similar to 16% for 2009-2011 and similar to 17% for 1993-2011. The Ganga-Brahmaputra monthly discharge at the river mouths is then presented, showing a marked interannual variability with a standard deviation of similar to 12500 m(3)/s, much larger than the data set uncertainty. Finally, using in situ sea surface salinity observations, we illustrate the possible impact of extreme continental freshwater discharge event on the northern Bay of Bengal as observed in 2008.
Resumo:
We probe the presence of long-range correlations in phase fluctuations by analyzing the higher-order spectrum of resistance fluctuations in ultrathin NbN superconducting films. The non-Gaussian component of resistance fluctuations is found to be sensitive to film thickness close to the transition, which allows us to distinguish between mean field and Berezinskii-Kosterlitz-Thouless (BKT) type superconducting transitions. The extent of non-Gaussianity was found to be bounded by the BKT and mean field transition temperatures and depends strongly on the roughness and structural inhomogeneity of the superconducting films. Our experiment outlines a novel fluctuation-based kinetic probe in detecting the nature of superconductivity in disordered low-dimensional materials.
Resumo:
Water-tert-butyl alcohol (TBA) binary mixture exhibits a large number of thermodynamic and dynamic anomalies. These anomalies are observed at surprisingly low TBA mole fraction, with x(TBA) approximate to 0.03-0.07. We demonstrate here that the origin of the anomalies lies in the local structural changes that occur due to self-aggregation of TBA molecules. We observe a percolation transition of the TBA molecules at x(TBA) approximate to 0.05. We note that ``islands'' of TBA clusters form even below this mole fraction, while a large spanning cluster emerges above that mole fraction. At this percolation threshold, we observe a lambda-type divergence in the fluctuation of the size of the largest TBA cluster, reminiscent of a critical point. Alongside, the structure of water is also perturbed, albeit weakly, by the aggregation of TBA molecules. There is a monotonic decrease in the tetrahedral order parameter of water, while the dipole moment correlation shows a weak nonlinearity. Interestingly, water molecules themselves exhibit a reverse percolation transition at higher TBA concentration, x(TBA) approximate to 0.45, where large spanning water clusters now break-up into small clusters. This is accompanied by significant divergence of the fluctuations in the size of largest water cluster. This second transition gives rise to another set of anomalies around. Both the percolation transitions can be regarded as manifestations of Janus effect at small molecular level. (C) 2014 AIP Publishing LLC.
Resumo:
In the context of wireless sensor networks, we are motivated by the design of a tree network spanning a set of source nodes that generate packets, a set of additional relay nodes that only forward packets from the sources, and a data sink. We assume that the paths from the sources to the sink have bounded hop count, that the nodes use the IEEE 802.15.4 CSMA/CA for medium access control, and that there are no hidden terminals. In this setting, starting with a set of simple fixed point equations, we derive explicit conditions on the packet generation rates at the sources, so that the tree network approximately provides certain quality of service (QoS) such as end-to-end delivery probability and mean delay. The structures of our conditions provide insight on the dependence of the network performance on the arrival rate vector, and the topological properties of the tree network. Our numerical experiments suggest that our approximations are able to capture a significant part of the QoS aware throughput region (of a tree network), that is adequate for many sensor network applications. Furthermore, for the special case of equal arrival rates, default backoff parameters, and for a range of values of target QoS, we show that among all path-length-bounded trees (spanning a given set of sources and the data sink) that meet the conditions derived in the paper, a shortest path tree achieves the maximum throughput. (C) 2015 Elsevier B.V. All rights reserved.
Resumo:
Laminar-flow non-transferred DC plasma jets were generated by a torch with an inter-electrode insert by which the arc column was limited to a length of about 20 mm. Current–voltage characteristics, thermal efficiency and jet length, a parameter which changes greatly with the generating parameters in contrast with the almost unchangeable jet length of the turbulent plasma, were investigated systematically, by using the similarity theory combined with the corresponding experimental examination. Formulae in non-dimensional forms were derived for predicting the characteristics of the laminar plasma jet generation, within the parameter ranges where no transfer to turbulent flow occurs. Mean arc temperature in the torch channel and mean jet-flow temperature at the torch exit were obtained, and the results indicate that the thermal conductivity feature of the working gas seems to be an important factor affecting thermal efficiency of laminar plasma generation.
Resumo:
[EN] Based on an extensive theoretical review, the aim of this paper is to carry out a closer examination of the differences between exporters according to their commitment to the international market. Once the main disparities are identified by means of a non-parametric test, a logistic analysis based upon data collected from small and medium sized manufacturing firms is conducted in order to construct a classificatory model.
Resumo:
The contributions of hematological factors to the distribution and estimations of Eustrongylides africanus larvae densities in Clarias gariepinus and C. anguillaris of Bida floodplain of Nigeria were documented for the first time. The hematological factors making the most important contributions to the distributions of E. africanus larvae infections in clarias species are mean corpuscular haemoglobin concentration (MCHC), mean corpuscular haemoglobin (MCH), mean corpuscular volume (MCV) and neutrophils count, in descending order of magnitude; having the manifestations for the months of January, March, September, and December of the year being closely related. Five haematological factors (neutrophils, lymphocytes and eosinophils counts; MCH and MCV) having positive or negative correlation coefficient (r) between 0.50 and 0.85 contributed to the estimated of E.africanus larvae densities in the wild population of Clarias species