957 resultados para linearity
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This paper introduces the smooth transition logit (STL) model that is designed to detect and model situations in which there is structural change in the behaviour underlying the latent index from which the binary dependent variable is constructed. The maximum likelihood estimators of the parameters of the model are derived along with their asymptotic properties, together with a Lagrange multiplier test of the null hypothesis of linearity in the underlying latent index. The development of the STL model is motivated by the desire to assess the impact of deregulation in the Queensland electricity market and ascertain whether increased competition has resulted in significant changes in the behaviour of the spot price of electricity, specifically with respect to the occurrence of periodic abnormally high prices. The model allows the timing of any change to be endogenously determined and also market participants' behaviour to change gradually over time. The main results provide clear evidence in support of a structural change in the nature of price events, and the endogenously determined timing of the change is consistent with the process of deregulation in Queensland.
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In this study, a non-linear excitation controller using inverse filtering is proposed to damp inter-area oscillations. The proposed controller is based on determining generator flux value for the next sampling time which is obtained by maximising reduction rate of kinetic energy of the system after the fault. The desired flux for the next time interval is obtained using wide-area measurements and the equivalent area rotor angles and velocities are predicted using a non-linear Kalman filter. A supplementary control input for the excitation system, using inverse filtering approach, to track the desired flux is implemented. The inverse filtering approach ensures that the non-linearity introduced because of saturation is well compensated. The efficacy of the proposed controller with and without communication time delay is evaluated on different IEEE benchmark systems including Kundur's two area, Western System Coordinating Council three-area and 16-machine, 68-bus test systems.
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This work examined a new method of detecting small water filled cracks in underground insulation ('water trees') using data from commecially available non-destructive testing equipment. A testing facility was constructed and a computer simulation of the insulation designed in order to test the proposed ageing factor - the degree of non-linearity. This was a large industry-backed project involving an ARC linkage grant, Ergon Energy and the University of Queensland, as well as the Queensland University of Technology.
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In the past two decades, complexity thinking has emerged as an important theoretical response to the limitations of orthodox ways of understanding educational phenomena. Complexity provides ways of understanding that embrace uncertainty, non-linearity and the inevitable ‘messiness’ that is inherent in educational settings, paying attention to the ways in which the whole is greater than the sum of its parts. This is the first book to focus on complexity thinking in the context of physical education, enabling fresh ways of thinking about research, teaching, curriculum and learning. Written by a team of leading international physical education scholars, the book highlights how the considerable theoretical promise of complexity can be reflected in the actual policies, pedagogies and practices of physical education (PE). It encourages teachers, educators and researchers to embrace notions of learning that are more organic and emergent, to allow the inherent complexity of pedagogical work in PE to be examined more broadly and inclusively. In doing so, Complexity Thinking in Physical Education makes a major contribution to our understanding of pedagogy, curriculum design and development, human movement and educational practice.
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Index tracking is an investment approach where the primary objective is to keep portfolio return as close as possible to a target index without purchasing all index components. The main purpose is to minimize the tracking error between the returns of the selected portfolio and a benchmark. In this paper, quadratic as well as linear models are presented for minimizing the tracking error. The uncertainty is considered in the input data using a tractable robust framework that controls the level of conservatism while maintaining linearity. The linearity of the proposed robust optimization models allows a simple implementation of an ordinary optimization software package to find the optimal robust solution. The proposed model of this paper employs Morgan Stanley Capital International Index as the target index and the results are reported for six national indices including Japan, the USA, the UK, Germany, Switzerland and France. The performance of the proposed models is evaluated using several financial criteria e.g. information ratio, market ratio, Sharpe ratio and Treynor ratio. The preliminary results demonstrate that the proposed model lowers the amount of tracking error while raising values of portfolio performance measures.
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A method for determination of tricyclazole in water using solid phase extraction and high performance liquid chromatography (HPLC) with UV detection at 230nm and a mobile phase of acetonitrile:water (20:80, v/v) was developed. A performance comparison between two types of solid phase sorbents, the C18 sorbent of Supelclean ENVI-18 cartridge and the styrene-divinyl benzene copolymer sorbent of Sep-Pak PS2-Plus cartridge was conducted. The Sep-Pak PS2-Plus cartridges were found more suitable for extracting tricyclazole from water samples than the Supelclean ENVI-18 cartridges. For this cartridge, both methanol and ethyl acetate produced good results. The method was validated with good linearity and with a limit of detection of 0.008gL-1 for a 500-fold concentration through the SPE procedure. The recoveries of the method were stable at 80% and the precision was from 1.1-6.0% within the range of fortified concentrations. The validated method was also applied to measure the concentrations of tricyclazole in real paddy water.
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A defect-selective photothermal imaging system for the diagnostics of optical coatings is demonstrated. The instrument has been optimized for pump and probe parameters, detector performance, and signal processing algorithm. The imager is capable of mapping purely optical or thermal defects efficiently in coatings of low damage threshold and low absorbance. Detailed mapping of minor inhomogeneities at low pump power has been achieved through the simultaneous action of a low-noise fiber optic photothermal beam defection sensor and a common-mode-rejection demodulation (CMRD) technique. The linearity and sensitivity of the sensor have been examined theoretically and experimentally, and the signal to noise ratio improvement factor is found to be about 110 compared to a conventional bicell photodiode. The scanner is so designed that mapping of static or shock sensitive samples is possible. In the case of a sample with absolute absorptance of 3.8 x 10(-4), a change in absorptance of about 0.005 x 10(-4) has been detected without ambiguity, ensuring a contrast parameter of 760. This is about 1085% improvement over the conventional approach containing a bicell photodiode, at the same pump power. The merits of the system have been demonstrated by mapping two intentionally created damage sites in a MgF2 coating on fused silica at different excitation powers. Amplitude and phase maps were recorded for thermally thin and thick cases, and the results are compared to demonstrate a case which, in conventional imaging, would lead to a deceptive conclusion regarding the type and location of the damage. Also, a residual damage profile created by long term irradiation with high pump power density has been depicted.
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Background: A genetic network can be represented as a directed graph in which a node corresponds to a gene and a directed edge specifies the direction of influence of one gene on another. The reconstruction of such networks from transcript profiling data remains an important yet challenging endeavor. A transcript profile specifies the abundances of many genes in a biological sample of interest. Prevailing strategies for learning the structure of a genetic network from high-dimensional transcript profiling data assume sparsity and linearity. Many methods consider relatively small directed graphs, inferring graphs with up to a few hundred nodes. This work examines large undirected graphs representations of genetic networks, graphs with many thousands of nodes where an undirected edge between two nodes does not indicate the direction of influence, and the problem of estimating the structure of such a sparse linear genetic network (SLGN) from transcript profiling data. Results: The structure learning task is cast as a sparse linear regression problem which is then posed as a LASSO (l1-constrained fitting) problem and solved finally by formulating a Linear Program (LP). A bound on the Generalization Error of this approach is given in terms of the Leave-One-Out Error. The accuracy and utility of LP-SLGNs is assessed quantitatively and qualitatively using simulated and real data. The Dialogue for Reverse Engineering Assessments and Methods (DREAM) initiative provides gold standard data sets and evaluation metrics that enable and facilitate the comparison of algorithms for deducing the structure of networks. The structures of LP-SLGNs estimated from the INSILICO1, INSILICO2 and INSILICO3 simulated DREAM2 data sets are comparable to those proposed by the first and/or second ranked teams in the DREAM2 competition. The structures of LP-SLGNs estimated from two published Saccharomyces cerevisae cell cycle transcript profiling data sets capture known regulatory associations. In each S. cerevisiae LP-SLGN, the number of nodes with a particular degree follows an approximate power law suggesting that its degree distributions is similar to that observed in real-world networks. Inspection of these LP-SLGNs suggests biological hypotheses amenable to experimental verification. Conclusion: A statistically robust and computationally efficient LP-based method for estimating the topology of a large sparse undirected graph from high-dimensional data yields representations of genetic networks that are biologically plausible and useful abstractions of the structures of real genetic networks. Analysis of the statistical and topological properties of learned LP-SLGNs may have practical value; for example, genes with high random walk betweenness, a measure of the centrality of a node in a graph, are good candidates for intervention studies and hence integrated computational – experimental investigations designed to infer more realistic and sophisticated probabilistic directed graphical model representations of genetic networks. The LP-based solutions of the sparse linear regression problem described here may provide a method for learning the structure of transcription factor networks from transcript profiling and transcription factor binding motif data.
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The effects of tangential friction at pin—hole interfaces are appropriately modelled for the analysis of fasteners in large composite (orthotropic) plate loaded along its edges. The pin—hole contact could be of interference, clearance or neat fit. When the plate load is monotonically increased, interference fits give rise to receding contact, whereas clearance fits result in advancing contact. In either case, the changing contact situations lead to non-linear moving boundary value problems. The neat fit comes out as a special case in which the contact and separation regions are invariant with the applied load level and so the problem remains linear. The description of boundary conditions in the presence of tangential friction, will depend on whether the problem is one of advancing or receding contact, advancing contact presenting a special problem. A model is developed for the limiting case of a rigid pin and an ideally rough interface (infinitely large friction coefficient). The non-linearity resulting from the continuously varying proportions of contact and separation at the interface, is handled by an “Inverse Formulation” which was successfully applied earlier by the authors for smooth (zero friction) interfacial conditions. The additional difficulty introduced by advancing contact is handled by adopting a “Marching Solution”. The modelling and the procedure are illustrated in respect of symmetric plate load cases. Numerical results are presented bringing out the effects of interfacial friction and plate orthotropy on load-contact relations and plate stresses.
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An analytical method for the measurement of five naturally occurring bromophenols of sensory relevance in seafood (barramundi and prawns) is presented. The method combines simultaneous distillation−extraction followed by alkaline back extraction of a hexane extract and subsequent acetylation of the bromophenols. Analysis of the bromophenol acetates was accomplished by headspace solid phase microextraction and gas chromatography−mass spectrometry using selected ion monitoring. The addition of 13C6 bromophenol stable isotope internal standards for each of the five congeners studied permitted the accurate quantitation of 2-bromophenol, 4-bromophenol, 2,6-dibromophenol, 2,4-dibromophenol, and 2,4,6-tribromophenol down to a limit of quantification of 0.05 ng/g of fish flesh. The method indicated acceptable precision and repeatability and excellent linearity over the typical concentration range of these compounds in seafood (0.5−50 ng/g). The analytical method was applied to determine the concentration of bromophenols in a range of farmed and wild barramundi and prawns and was also used to monitor bromophenol uptake in a pilot feeding trial.
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The Gaussian probability closure technique is applied to study the random response of multidegree of freedom stochastically time varying systems under non-Gaussian excitations. Under the assumption that the response, the coefficient and the excitation processes are jointly Gaussian, deterministic equations are derived for the first two response moments. It is further shown that this technique leads to the best Gaussian estimate in a minimum mean square error sense. An example problem is solved which demonstrates the capability of this technique for handling non-linearity, stochastic system parameters and amplitude limited responses in a unified manner. Numerical results obtained through the Gaussian closure technique compare well with the exact solutions.
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The solubility of ibuprofen was measured in water (W) - ethanol (E) mixtures from 0 to 50% w/w ethanol at 10, 25 and 40 °C by the dissolution method using UV spectrophotometry to determine the ibuprofen concentrations. The UV calibration for ibuprofen in different water - ethanol mixtures showed Beer - Lambert linearity, however the slopes differed, which indicated the structure of the drug is influenced by the solvent system i.e. the water - ethanol ratio. The ibuprofen solubility in water (zero ethanol) is low (~ 50 ppm) but increases near exponentially with increasing ethanol content. At 40 °C, there is phase separation between 34% and 63% w/w E/(E+W). The solubility data will be used to select precipitation crystallizer conditions to directly produce free flowing ibuprofen particles (<5 m) for developing a dry powder inhaler (DPI) formulation for lung delivery.
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Non-linear natural vibration characteristics and the dynamic response of hingeless and fully articulated rotors of rectangular cross-section are studied by using the finite element method. In the formulation of response problems, the global variables are augmented with appropriate additional variables, facilitating direct determination of sub-harmonic response. Numerical results are given showing the effect of the geometric non-linearity on the first three natural frequencies. Response analysis of typical rotors indicates a possibility of substantial sub-harmonic response especially in the fully articulated rotors widely adopted in helicopters.
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A 10 MHz pulsed NMR spectrometer, built using mostly solid state devices, is described. The pulse programmer provides 2-pulse, 3-pulse, saturation burst and Carr-Purcell sequences both in repetitive and manual modes of operation. The transmitter has a maximum power output of ∼ 2 kW with a 75 Ω output impedance termination. The total gain of the receiver system is around 120 dB with a minimum band width of 2 MHz. The recovery time of the receiver is ∼ 7 µsec. A two-channel boxcar integrator capable of working in the single channel, differential and double boxcar modes provides signal to noise ratio improvement. The sensitivity and the linearity of the boxcar integrator are ∼ 2 mV and ∼ 0.1% respectively.
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Optically clear glasses of various compositions in the system (100-x) TeO2-x(1.5K(2)O-Li2O-2.5Nb(2)O(5)) (2 <= x <= 12, in molar ratio) were prepared by the melt-quenching technique. The glassy nature of the as-quenched samples was established via differential scanning calorimetry (DSC). The amorphous and the crystalline nature of the as-quenched and heat-treated samples were confirmed by the X-ray powder diffraction and transmission electron microscopic (TEM) studies. Transparent glasses comprising potassium lithium niobate (K3Li2Nb5O15) microcrystallites on the surface and nanocrystallites within the glass were obtained by controlled heat-treatment of the as-quenched glasses just above the glass transition temperature (T-g). The optical transmission spectra of these glasses and glass-crystal composites of various compositions were recorded in the 200-2500 nm wavelength range. Various optical parameters such as optical band gap, Urbach energy, refractive index were determined. Second order optical non-linearity was established in the heat-treated samples by employing the Maker-Fringe method.