834 resultados para autoregressive distributed lag model


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OBJECTIVES To identify the meteorological drivers of dengue vector density and determine high- and low-risk transmission zones for dengue prevention and control in Cairns, Australia. METHODS Weekly adult female Ae. aegypti data were obtained from 79 double sticky ovitraps (SOs) located in Cairns for the period September 2007-May 2012. Maximum temperature, total rainfall and average relative humidity data were obtained from the Australian Bureau of Meteorology for the study period. Time series-distributed lag nonlinear models were used to assess the relationship between meteorological variables and vector density. Spatial autocorrelation was assessed via semivariography, and ordinary kriging was undertaken to predict vector density in Cairns. RESULTS Ae. aegypti density was associated with temperature and rainfall. However, these relationships differed between short (0-6 weeks) and long (0-30 weeks) lag periods. Semivariograms showed that vector distributions were spatially autocorrelated in September 2007-May 2008 and January 2009-May 2009, and vector density maps identified high transmission zones in the most populated parts of Cairns city, as well as Machans Beach. CONCLUSION Spatiotemporal patterns of Ae. aegypti in Cairns are complex, showing spatial autocorrelation and associations with temperature and rainfall. Sticky ovitraps should be placed no more than 1.2 km apart to ensure entomological coverage and efficient use of resources. Vector density maps provide evidence for the targeting of prevention and control activities. Further research is needed to explore the possibility of developing an early warning system of dengue based on meteorological and environmental factors.

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The relationship between temperature and mortality is non-linear and the effect estimates depend on the threshold temperatures selected. However, little is known about whether threshold temperatures differ with age or cause of deaths in the Southern Hemisphere. We conducted polynomial distributed lag non-linear models to assess the threshold temperatures for mortality from all ages (Dall), aged from 15 to 64 (D15-64), 65- 84(D65-84), ≥85 years (D85+), respiratory (RD) and cardiovascular diseases (CVD) in Brisbane, Australia, 1996–2004. We examined both hot and cold thresholds, and the lags of up to 15 days for cold effects and 3 days for hot effects. Results show that for the current day, the cold threshold was 20°C and the hot threshold was 28°C for the groups of Dall, D15-64 and D85+. The cold threshold was higher (23°C) for the group of D65-84 and lower (21°C) for the group of CVD. The hot threshold was higher (29°C) for the group of D65-84 and lower (27°C) for the group of RD. Compared to the current day, for the cold effects of up to 15-day lags, the threshold was lower for the group of D15-64, and the thresholds were higher for the groups of D65-84, D85+, RD and CVD; while for the hot effects of 3-day lags, the threshold was higher for the group of D15-64 and the thresholds were lower for the groups of D65-84 and RD. Temperature thresholds appeared to differ with age and death categories. The elderly and deaths from RD and CVD were more sensitive to temperature stress than the adult group. These findings may have implications in the assessment of temperature-related mortality and development of weather/health warning systems.

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The objective of this study is to examine the association between ambient temperature and children’s lung function in Baotou, China. We recruited 315 children (8–12 years) from Baotou, China in the spring of 2004, 2005, and 2006. They performed three successive forced expiratory measurements three times daily (morning, noon, and evening) for about 5 weeks. The highest peak expiratory flow (PEF) was recorded for each session. Daily data on ambient temperature, relative humidity, and air pollution were monitored during the same period. Mixed models with a distributed lag structure were used to examine the effects of temperature on lung function while adjusting for individual characteristics and environmental factors. Low temperatures were significantly associated with decreases in PEF. The effects lasted for lag 0–2 days. For all participants, the cumulative effect estimates (lag 0–2 days) were −1.44 (−1.93, −0.94) L/min, −1.39 (−1.92, −0.86) L/min, −1.40 (−1.97, −0.82) L/min, and −1.28 (−1.69, −0.88) L/min for morning, noon, evening, and daily mean PEF, respectively, associated with 1 °C decrease in daily mean temperature. Generally, the effects of temperature were slightly stronger in boys than in girls for noon, evening, and daily mean PEF, while the effects were stronger in girls for morning PEF. PM2.5 had joint effects with temperature on children’s PEF. Higher PM2.5 increased the impacts of low temperature. Low ambient temperatures are associated with lower lung function in children in Baotou, China. Preventive health policies will be required for protecting children from the cold weather.

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In the emergent field of creative practice higher degrees by research, first generation supervisors have developed new models of supervision for an unprecedented form of research that combines creative practice and written thesis. In a national research project, entitled 'Effective supervision of creative practice higher research degrees', we set out to capture and share early supervisors' insights, strategies and approaches to supporting their creative practice PhD students. From the insights we gained during the early interview process, we expanded our research methods in line with a distributed leadership model and developed a dialogic framework. This led us to unanticipated conclusions and unexpected recommendations. In this study, we primarily draw on philosopher and literary theorist Mikhail Bakhtin's dialogics to explain how giving precedence to the voices of supervisors not only facilitated the articulation of dispersed tacit knowledge, but also led to other 20 discoveries. These include the nature of supervisors' resistance to prescribed models, policies and central academic development programmes; the importance of polyvocality and responsive dialogue in enabling continued innovation in the field; the benefits to supervisors of reflecting, discussing and sharing practices with colleagues; and the value of distributed leadership and dialogue to academic development and supervision capacity building in research education.

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This thesis addresses modeling of financial time series, especially stock market returns and daily price ranges. Modeling data of this kind can be approached with so-called multiplicative error models (MEM). These models nest several well known time series models such as GARCH, ACD and CARR models. They are able to capture many well established features of financial time series including volatility clustering and leptokurtosis. In contrast to these phenomena, different kinds of asymmetries have received relatively little attention in the existing literature. In this thesis asymmetries arise from various sources. They are observed in both conditional and unconditional distributions, for variables with non-negative values and for variables that have values on the real line. In the multivariate context asymmetries can be observed in the marginal distributions as well as in the relationships of the variables modeled. New methods for all these cases are proposed. Chapter 2 considers GARCH models and modeling of returns of two stock market indices. The chapter introduces the so-called generalized hyperbolic (GH) GARCH model to account for asymmetries in both conditional and unconditional distribution. In particular, two special cases of the GARCH-GH model which describe the data most accurately are proposed. They are found to improve the fit of the model when compared to symmetric GARCH models. The advantages of accounting for asymmetries are also observed through Value-at-Risk applications. Both theoretical and empirical contributions are provided in Chapter 3 of the thesis. In this chapter the so-called mixture conditional autoregressive range (MCARR) model is introduced, examined and applied to daily price ranges of the Hang Seng Index. The conditions for the strict and weak stationarity of the model as well as an expression for the autocorrelation function are obtained by writing the MCARR model as a first order autoregressive process with random coefficients. The chapter also introduces inverse gamma (IG) distribution to CARR models. The advantages of CARR-IG and MCARR-IG specifications over conventional CARR models are found in the empirical application both in- and out-of-sample. Chapter 4 discusses the simultaneous modeling of absolute returns and daily price ranges. In this part of the thesis a vector multiplicative error model (VMEM) with asymmetric Gumbel copula is found to provide substantial benefits over the existing VMEM models based on elliptical copulas. The proposed specification is able to capture the highly asymmetric dependence of the modeled variables thereby improving the performance of the model considerably. The economic significance of the results obtained is established when the information content of the volatility forecasts derived is examined.

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We present robust joint nonlinear transceiver designs for multiuser multiple-input multiple-output (MIMO) downlink in the presence of imperfections in the channel state information at the transmitter (CSIT). The base station (BS) is equipped with multiple transmit antennas, and each user terminal is equipped with one or more receive antennas. The BS employs Tomlinson-Harashima precoding (THP) for interuser interference precancellation at the transmitter. We consider robust transceiver designs that jointly optimize the transmit THP filters and receive filter for two models of CSIT errors. The first model is a stochastic error (SE) model, where the CSIT error is Gaussian-distributed. This model is applicable when the CSIT error is dominated by channel estimation error. In this case, the proposed robust transceiver design seeks to minimize a stochastic function of the sum mean square error (SMSE) under a constraint on the total BS transmit power. We propose an iterative algorithm to solve this problem. The other model we consider is a norm-bounded error (NBE) model, where the CSIT error can be specified by an uncertainty set. This model is applicable when the CSIT error is dominated by quantization errors. In this case, we consider a worst-case design. For this model, we consider robust (i) minimum SMSE, (ii) MSE-constrained, and (iii) MSE-balancing transceiver designs. We propose iterative algorithms to solve these problems, wherein each iteration involves a pair of semidefinite programs (SDPs). Further, we consider an extension of the proposed algorithm to the case with per-antenna power constraints. We evaluate the robustness of the proposed algorithms to imperfections in CSIT through simulation, and show that the proposed robust designs outperform nonrobust designs as well as robust linear transceiver designs reported in the recent literature.

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The knowledge of hydrological variables (e. g. soil moisture, evapotranspiration) are of pronounced importance in various applications including flood control, agricultural production and effective water resources management. These applications require the accurate prediction of hydrological variables spatially and temporally in watershed/basin. Though hydrological models can simulate these variables at desired resolution (spatial and temporal), often they are validated against the variables, which are either sparse in resolution (e. g. soil moisture) or averaged over large regions (e. g. runoff). A combination of the distributed hydrological model (DHM) and remote sensing (RS) has the potential to improve resolution. Data assimilation schemes can optimally combine DHM and RS. Retrieval of hydrological variables (e. g. soil moisture) from remote sensing and assimilating it in hydrological model requires validation of algorithms using field studies. Here we present a review of methodologies developed to assimilate RS in DHM and demonstrate the application for soil moisture in a small experimental watershed in south India.

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Higher education is faced with the challenge of strengthening students competencies for the constantly evolving technology-mediated practices of knowledge work. The knowledge creation approach to learning (Paavola et al., 2004; Hakkarainen et al., 2004) provides a theoretical tool to address learning and teaching organized around complex problems and the development of shared knowledge objects, such as reports, products, and new practices. As in professional work practices, it appears necessary to design sufficient open-endedness and complexity for students teamwork in order to generate unpredictable and both practically and epistemologically challenging situations. The studies of the thesis examine what kinds of practices are observed when student teams engage in knowledge creating inquiry processes, how the students themselves perceive the process, and how to facilitate inquiry with technology-mediation, tutoring, and pedagogical models. Overall, 20 student teams collaboration processes and productions were investigated in detail. This collaboration took place in teams or small groups of 3-6 students from multiple domain backgrounds. Two pedagogical models were employed to provide heuristic guidance for the inquiry processes: the progressive inquiry model and the distributed project model. Design-based research methodology was employed in combination with case study as the research design. Database materials from the courses virtual learning environment constituted the main body of data, with additional data from students self-reflections and student and teacher interviews. Study I examined the role of technology mediation and tutoring in directing students knowledge production in a progressive inquiry process. The research investigated how the scale of scaffolding related to the nature of knowledge produced and the deepening of the question explanation process. In Study II, the metaskills of knowledge-creating inquiry were explored as a challenge for higher education: metaskills refers to the individual, collective, and object-centered aspects of monitoring collaborative inquiry. Study III examined the design of two courses and how the elaboration of shared objects unfolded based on the two pedagogical models. Study IV examined how the arranged concept-development project for external customers promoted practices of distributed, partially virtual, project work, and how the students coped with the knowledge creation challenge. Overall, important indicators of knowledge creating inquiry were the following: new versions of knowledge objects and artifacts demonstrated a deepening inquiry process; and the various productions were co-created through iterations of negotiations, drafting, and versioning by the team members. Students faced challenges of establishing a collective commitment, devising practices to co-author and advance their reports, dealing with confusion, and managing culturally diverse teams. The progressive inquiry model, together with tutoring and technology, facilitated asking questions, generating explanations, and refocusing lines of inquiry. The involvement of the customers was observed to provide a strong motivation for the teams. On the evidence, providing team-specific guidance, exposing students to models of scientific argumentation and expert work practices, and furnishing templates for the intended products appear to be fruitful ways to enhance inquiry processes. At the institutional level, educators do well to explore ways of developing collaboration with external customers, public organizations or companies, and between educational units in order to enhance educational practices of knowledge creating inquiry.

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An approximate dynamic programming (ADP)-based suboptimal neurocontroller to obtain desired temperature for a high-speed aerospace vehicle is synthesized in this paper. A I-D distributed parameter model of a fin is developed from basic thermal physics principles. "Snapshot" solutions of the dynamics are generated with a simple dynamic inversion-based feedback controller. Empirical basis functions are designed using the "proper orthogonal decomposition" (POD) technique and the snapshot solutions. A low-order nonlinear lumped parameter system to characterize the infinite dimensional system is obtained by carrying out a Galerkin projection. An ADP-based neurocontroller with a dual heuristic programming (DHP) formulation is obtained with a single-network-adaptive-critic (SNAC) controller for this approximate nonlinear model. Actual control in the original domain is calculated with the same POD basis functions through a reverse mapping. Further contribution of this paper includes development of an online robust neurocontroller to account for unmodeled dynamics and parametric uncertainties inherent in such a complex dynamic system. A neural network (NN) weight update rule that guarantees boundedness of the weights and relaxes the need for persistence of excitation (PE) condition is presented. Simulation studies show that in a fairly extensive but compact domain, any desired temperature profile can be achieved starting from any initial temperature profile. Therefore, the ADP and NN-based controllers appear to have the potential to become controller synthesis tools for nonlinear distributed parameter systems.

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This paper presents comparative evaluation of the distance relay characteristics for UHV and EHV transmission lines. Distance protection relay characteristics for the EHV and UHV systems are developed using Electromagnetic Transients (EMT) program. The variation of ideal trip boundaries for both the systems are presented. Unlike the conventional distance protection relay which uses a lumped parameter model, this paper uses the distributed parameter model. The effect of larger shunt susceptance on the trip boundaries is highlighted. Performance of distance relay with ideal trip boundaries for EHV and UHV lines have been tested for various fault locations and fault resistances. Electromagnetic Transients (EMT) program has been developed considering distributed parameter line model for simulating the test systems. The voltage and current phasors are computed from the signals using an improved full cycle DFT algorithm taking 20 samples per cycle. Two practical transmission systems of Indian power grid, namely 765 kV UHV transmission line and SREB 24-bus 400kV EHV system are used to test the performance of the proposed approach.

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Climate change impact on a groundwater-dependent small urban town has been investigated in the semiarid hard rock aquifer in southern India. A distributed groundwater model was used to simulate the groundwater levels in the study region for the projected future rainfall (2012-32) obtained from a general circulation model (GCM) to estimate the impacts of climate change and management practices on groundwater system. Management practices were based on the human-induced changes on the urban infrastructure such as reduced recharge from the lakes, reduced recharge from water and wastewater utility due to an operational and functioning underground drainage system, and additional water extracted by the water utility for domestic purposes. An assessment of impacts on the groundwater levels was carried out by calibrating a groundwater model using comprehensive data gathered during the period 2008-11 and then simulating the future groundwater level changes using rainfall from six GCMs Institute of Numerical Mathematics Coupled Model, version 3.0 (INM-CM. 3.0); L'Institut Pierre-Simon Laplace Coupled Model, version 4 (IPSL-CM4); Model for Interdisciplinary Research on Climate, version 3.2 (MIROC3.2); ECHAM and the global Hamburg Ocean Primitive Equation (ECHO-G); Hadley Centre Coupled Model, version 3 (HadCM3); and Hadley Centre Global Environment Model, version 1 (HadGEM1)] that were found to show good correlation to the historical rainfall in the study area. The model results for the present condition indicate that the annual average discharge (sum of pumping and natural groundwater outflow) was marginally or moderately higher at various locations than the recharge and further the recharge is aided from the recharge from the lakes. Model simulations showed that groundwater levels were vulnerable to the GCM rainfall and a scenario of moderate reduction in recharge from lakes. Hence, it is important to sustain the induced recharge from lakes by ensuring that sufficient runoff water flows to these lakes.

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In the present research, microstructure of a kind of limnetic shell (Hyriopsis cumingii) is observed and measured by using the scanning electron microscopy, and mechanical behavior experiments of the shell nacre are carried out by using bending and tensile tests. The dependence of mechanical properties of the shell nacre on its microstructure is analyzed by using a modified shear-lag model, and the overall stress-strain relation is obtained. The experimental results reveal that the mechanical properties of shell nacre strongly depend on the water contents of the limnetic shell. Dry nacre shows a brittle behavior, whereas wetting nacre displays a strong ductility. Compared to the tensile test, the bending test overestimates the strength and underestimates the Young's modulus. The modified shear-lag model can characterize the deformation features of nacre effectively.

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A shear-lag model is used to study the mechanical properties of bone-like hierarchical materials. The relationship between the overall effective modulus and the number of hierarchy level is obtained. The result is compared with that based on the tension-shear chain model and finite element simulation, respectively. It is shown that all three models can be used to describe the mechanical behavior of the hierarchical material when the number of hierarchy levels is small. By increasing the number of hierarchy level, the shear-lag result is consistent with the finite element result. However the tension-shear chain model leads to an opposite trend. The transition point position depends on the fraction of hard phase, aspect ratio and modulus ratio of hard phase to soft phase. Further discussion is performed on the flaw tolerance size and strength of hierarchical materials based on the shear-lag analysis.

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This dissertation is concerned with the problem of determining the dynamic characteristics of complicated engineering systems and structures from the measurements made during dynamic tests or natural excitations. Particular attention is given to the identification and modeling of the behavior of structural dynamic systems in the nonlinear hysteretic response regime. Once a model for the system has been identified, it is intended to use this model to assess the condition of the system and to predict the response to future excitations.

A new identification methodology based upon a generalization of the method of modal identification for multi-degree-of-freedom dynaimcal systems subjected to base motion is developed. The situation considered herein is that in which only the base input and the response of a small number of degrees-of-freedom of the system are measured. In this method, called the generalized modal identification method, the response is separated into "modes" which are analogous to those of a linear system. Both parametric and nonparametric models can be employed to extract the unknown nature, hysteretic or nonhysteretic, of the generalized restoring force for each mode.

In this study, a simple four-term nonparametric model is used first to provide a nonhysteretic estimate of the nonlinear stiffness and energy dissipation behavior. To extract the hysteretic nature of nonlinear systems, a two-parameter distributed element model is then employed. This model exploits the results of the nonparametric identification as an initial estimate for the model parameters. This approach greatly improves the convergence of the subsequent optimization process.

The capability of the new method is verified using simulated response data from a three-degree-of-freedom system. The new method is also applied to the analysis of response data obtained from the U.S.-Japan cooperative pseudo-dynamic test of a full-scale six-story steel-frame structure.

The new system identification method described has been found to be both accurate and computationally efficient. It is believed that it will provide a useful tool for the analysis of structural response data.

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For damaging response, the force-displacement relationship of a structure is highly nonlinear and history-dependent. For satisfactory analysis of such behavior, it is important to be able to characterize and to model the phenomenon of hysteresis accurately. A number of models have been proposed for response studies of hysteretic structures, some of which are examined in detail in this thesis. There are two popular classes of models used in the analysis of curvilinear hysteretic systems. The first is of the distributed element or assemblage type, which models the physical behavior of the system by using well-known building blocks. The second class of models is of the differential equation type, which is based on the introduction of an extra variable to describe the history dependence of the system.

Owing to their mathematical simplicity, the latter models have been used extensively for various applications in structural dynamics, most notably in the estimation of the response statistics of hysteretic systems subjected to stochastic excitation. But the fundamental characteristics of these models are still not clearly understood. A response analysis of systems using both the Distributed Element model and the differential equation model when subjected to a variety of quasi-static and dynamic loading conditions leads to the following conclusion: Caution must be exercised when employing the models belonging to the second class in structural response studies as they can produce misleading results.

The Massing's hypothesis, originally proposed for steady-state loading, can be extended to general transient loading as well, leading to considerable simplification in the analysis of the Distributed Element models. A simple, nonparametric identification technique is also outlined, by means of which an optimal model representation involving one additional state variable is determined for hysteretic systems.