947 resultados para parameter driven model


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El objetivo de este trabajo consiste en proponer un proceso de decisión secuencial y jerárquico que siguen los turistas vacacionales en cuatro etapas: 1) salir (o no) de vacaciones; 2) elección de un viaje nacional vs. internacional; 3) elección de determinadas áreas geográficas; y 4) elección de la modalidad del viaje -multidestino o de destino fijo- en estas áreas. Este análisis permite examinar las distintas fases que sigue un turista hasta seleccionar una determinada modalidad de viaje en un zona geográfica concreta, así como observar los factores que influyen en cada etapa. La aplicación empírica se realiza sobre una muestra de 3.781 individuos, y estima, mediante procedimientos bayesianos, un Modelo Logit de Coeficientes Aleatorios. Los resultados obtenidos revelan el carácter anidado y no independiente de las decisiones anteriores, lo que confirma el proceso secuencial y jerárquico propuesto.

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Traditionally, literature estimates the equity of a brand or its extension but it pays little attention to collective brand equity even though collective branding is increasingly used to differentiate the homogenous products of different firms or organizations. We propose an approach that estimates the incremental effect of individual brands (or the contribution of individual brands) on collective brand equity through the various stages of a consumer hierarchical buying choice process in which decisions are nested: “whether to buy”, “what collective brand to buy” and “what individual brand to buy”. This proposal follows the approach of the Random Utility Theory, and it is theoretically argued through the Associative Networks Theory and the cybernetic model of decision making. The empirical analysis carried out in the area of collective brands in Spanish tourism finds a three-stage hierarchical sequence, and estimates the contribution of individual brands to the equity of the collective brands of “Sun, Sea and Sand” and of “World Heritage Cities”.

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El objetivo de este trabajo consiste en proponer y testar un proceso de decisión anidado y jerárquico que siguen los turistas vacacionales en cuatro etapas: 1) salir (o no) de vacaciones; 2) elección de un viaje nacional vs. internacional; 3) elección de determinadas áreas geográficas; y 4) elección de la modalidad del viaje –multidestino o de destino fijo– en estas áreas. Este análisis permite examinar las distintas fases que sigue un turista hasta seleccionar una determinada modalidad de viaje en un zona geográfica concreta, así como observar los factores que influyen en cada etapa. La aplicación empírica se realiza sobre una muestra de 3.781 individuos, y estima, mediante procedimientos bayesianos, un Modelo Logit de Coeficientes Aleatorios. Los resultados obtenidos revelan el carácter anidado y no independiente de las decisiones anteriores, lo que confirma el proceso anidado y jerárquico propuesto.

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Context: Today’s project managers have a myriad of methods to choose from for the development of software applications. However, they lack empirical data about the character of these methods in terms of usefulness, ease of use or compatibility, all of these being relevant variables to assess the developer’s intention to use them. Objective: To compare three methods, each following a different paradigm (Model-Driven, Model-Based and Code-Centric) with respect to their adoption potential by junior software developers engaged in the development of the business layer of a Web 2.0 application. Method: We have conducted a quasi-experiment with 26 graduate students of the University of Alicante. The application developed was a Social Network, which was organized around a fixed set of modules. Three of them, similar in complexity, were used for the experiment. Subjects were asked to use a different method for each module, and then to answer a questionnaire that gathered their perceptions during such use. Results: The results show that the Model-Driven method is regarded as the most useful, although it is also considered the least compatible with previous developers’ experiences. They also show that junior software developers feel comfortable with the use of models, and that they are likely to use them if the models are accompanied by a Model-Driven development environment. Conclusions: Despite their relatively low level of compatibility, Model-Driven development methods seem to show a great potential for adoption. That said, however, further experimentation is needed to make it possible to generalize the results to a different population, different methods, other languages and tools, different domains or different application sizes.

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Aim: Models project that climate warming will cause the tree line to move to higher elevations in alpine areas and more northerly latitudes in Arctic environments. We aimed to document changes or stability of the tree line in a sub-Arctic model area at different temporal and spatial scales, and particularly to clarify the ambiguity that currently exists about tree line dynamics and their causes. Location: The study was conducted in the Tornetrask area in northern Sweden where climate warmed by 2.5 °C between 1913 and 2006. Mountain birch (Betula pubescens ssp. czerepanovii) sets the alpine tree line. Methods: We used repeat photography, dendrochronological analysis, field observations along elevational transects and historical documents to study tree line dynamics. Results: Since 1912, only four out of eight tree line sites had advanced: on average the tree line had shifted 24 m upslope (+0.2 m/year assuming linear shifts). Maximum tree line advance was +145 m (+1.5 m/year in elevation and +2.7 m/year in actual distance), whereas maximum retreat was 120 m downslope. Counter-intuitively, tree line advance was most pronounced during the cooler late 1960s and 1970s. Tree establishment and tree line advance were significantly correlated with periods of low reindeer (Rangifer tarandus) population numbers. A decreased anthropozoogenic impact since the early 20th century was found to be the main factor shaping the current tree line ecotone and its dynamics. In addition, episodic disturbances by moth outbreaks and geomorphological processes resulted in descent and long-term stability of the tree line position, respectively. Main conclusions: In contrast to what is generally stated in the literature, this study shows that in a period of climate warming, disturbance may not only determine when tree line advance will occur but if tree line advance will occur at all. In the case of non-climatic climax tree lines, such as those in our study area, both climate-driven model projections of future tree line positions and the use of the tree line position for bioclimatic monitoring should be used with caution.

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The development of a strong, active granular sludge bed is necessary for optimal operation of upflow anaerobic sludge blanket reactors. The microbial and mechanical structure of the granules may have a strong influence on desirable properties such as growth rate, settling velocity and shear strength. Theories have been proposed for granule microbial structure based on the relative kinetics of substrate degradation, but contradict some observations from both modelling and microscopic studies. In this paper, the structures of four granule types were examined from full-scale UASB reactors, treating wastewater from a cannery, a slaughterhouse, and two breweries. Microbial structure was determined using fluorescence in situ hybridisation probing with 16S rRNA-directed oligonucleotide probes, and superficial structure and microbial density (volume occupied by cells and microbial debris) assessed using scanning electron microscopy (SEM), and transmission electron microscopy (TEM). The granules were also modelled using a distributed parameter biofilm model, with a previously published biochemical model structure, biofilm modelling approach, and model parameters. The model results reflected the trophic structures observed, indicating that the structures were possibly determined by kinetics. Of particular interest were results from simulations of the protein grown granules, which were predicted to have slow growth rates, low microbial density, and no trophic layers, the last two of which were reflected by microscopic observations. The primary cause of this structure, as assessed by modelling, was the particulate nature of the wastewater, and the slow rate of particulate hydrolysis, rather than the presence of proteins in the wastewater. Because solids hydrolysis was rate limiting, soluble substrate concentrations were very low (below Monod half saturation concentration), which caused low growth rates. (C) 2003 Elsevier Ltd. All rights reserved.

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In this thesis work we develop a new generative model of social networks belonging to the family of Time Varying Networks. The importance of correctly modelling the mechanisms shaping the growth of a network and the dynamics of the edges activation and inactivation are of central importance in network science. Indeed, by means of generative models that mimic the real-world dynamics of contacts in social networks it is possible to forecast the outcome of an epidemic process, optimize the immunization campaign or optimally spread an information among individuals. This task can now be tackled taking advantage of the recent availability of large-scale, high-quality and time-resolved datasets. This wealth of digital data has allowed to deepen our understanding of the structure and properties of many real-world networks. Moreover, the empirical evidence of a temporal dimension in networks prompted the switch of paradigm from a static representation of graphs to a time varying one. In this work we exploit the Activity-Driven paradigm (a modeling tool belonging to the family of Time-Varying-Networks) to develop a general dynamical model that encodes fundamental mechanism shaping the social networks' topology and its temporal structure: social capital allocation and burstiness. The former accounts for the fact that individuals does not randomly invest their time and social interactions but they rather allocate it toward already known nodes of the network. The latter accounts for the heavy-tailed distributions of the inter-event time in social networks. We then empirically measure the properties of these two mechanisms from seven real-world datasets and develop a data-driven model, analytically solving it. We then check the results against numerical simulations and test our predictions with real-world datasets, finding a good agreement between the two. Moreover, we find and characterize a non-trivial interplay between burstiness and social capital allocation in the parameters phase space. Finally, we present a novel approach to the development of a complete generative model of Time-Varying-Networks. This model is inspired by the Kaufman's adjacent possible theory and is based on a generalized version of the Polya's urn. Remarkably, most of the complex and heterogeneous feature of real-world social networks are naturally reproduced by this dynamical model, together with many high-order topological properties (clustering coefficient, community structure etc.).

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This paper reports preliminary progress on a principled approach to modelling nonstationary phenomena using neural networks. We are concerned with both parameter and model order complexity estimation. The basic methodology assumes a Bayesian foundation. However to allow the construction of pragmatic models, successive approximations have to be made to permit computational tractibility. The lowest order corresponds to the (Extended) Kalman filter approach to parameter estimation which has already been applied to neural networks. We illustrate some of the deficiencies of the existing approaches and discuss our preliminary generalisations, by considering the application to nonstationary time series.

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AMS Subj. Classification: 92C30

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My dissertation investigates the financial linkages and transmission of economic shocks between the US and the smallest emerging markets (frontier markets). The first chapter sets up an empirical model that examines the impact of US market returns and conditional volatility on the returns and conditional volatilities of twenty-one frontier markets. The model is estimated via maximum likelihood; utilizes the GARCH model of errors, and is applied to daily country data from the MSCI Barra. We find limited, but statistically significant exposure of Frontier markets to shocks from the US. Our results suggest that it is not the lagged US market returns that have impact; rather it is the expected US market returns that influence frontier market returns The second chapter sets up an empirical time-varying parameter (TVP) model to explore the time-variation in the impact of mean US returns on mean Frontier market returns. The model utilizes the Kalman filter algorithm as well as the GARCH model of errors and is applied to daily country data from the MSCI Barra. The TVP model detects statistically significant time-variation in the impact of US returns and low, but statistically and quantitatively important impact of US market conditional volatility. The third chapter studies the risk-return relationship in twenty Frontier country stock markets by setting up an international version of the intertemporal capital asset pricing model. The systematic risk in this model comes from covariance of Frontier market stock index returns with world returns. Both the systematic risk and risk premium are time-varying in our model. We also incorporate own country variances as additional determinants of Frontier country returns. Our results suggest statistically significant impact of both world and own country risk in explaining Frontier country returns. Time-variation in the world risk premium is also found to be statistically significant for most Frontier market returns. However, own country risk is found to be quantitatively more important.

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Inverse analysis for reactive transport of chlorides through concrete in the presence of electric field is presented. The model is solved using MATLAB’s built-in solvers “pdepe.m” and “ode15s.m”. The results from the model are compared with experimental measurements from accelerated migration test and a function representing the lack of fit is formed. This function is optimised with respect to varying amount of key parameters defining the model. Levenberg-Marquardt trust-region optimisation approach is employed. The paper presents a method by which the degree of inter-dependency between parameters and sensitivity (significance) of each parameter towards model predictions can be studied on models with or without clearly defined governing equations. Eigen value analysis of the Hessian matrix was employed to investigate and avoid over-parametrisation in inverse analysis. We investigated simultaneous fitting of parameters for diffusivity, chloride binding as defined by Freundlich isotherm (thermodynamic) and binding rate (kinetic parameter). Fitting of more than 2 parameters, simultaneously, demonstrates a high degree of parameter inter-dependency. This finding is significant as mathematical models for representing chloride transport rely on several parameters for each mode of transport (i.e., diffusivity, binding, etc.), which combined may lead to unreliable simultaneous estimation of parameters.

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On-site detection of inoculum of polycyclic plant pathogens could potentially contribute to management of disease outbreaks. A 6-min, in-field competitive immunochromatographic lateral flow device (CLFD) assay was developed for detection of Alternaria brassicae (the cause of dark leaf spot in brassica crops) in air sampled above the crop canopy. Visual recording of the test result by eye provides a detection threshold of approximately 50 dark leaf spot conidia. Assessment using a portable reader improved test sensitivity. In combination with a weather-driven infection model, CLFD assays were evaluated as part of an in-field risk assessment to identify periods when brassica crops were at risk from A. brassicae infection. The weather-driven model overpredicted A. brassicae infection. An automated 7-day multivial cyclone air sampler combined with a daily in-field CLFD assay detected A. brassicae conidia air samples from above the crops. Integration of information from an in-field detection system (CLFD) with weather-driven mathematical models predicting pathogen infection have the potential for use within disease management systems.

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Cooling of the mechanical motion of a GaAs nano-membrane using the photothermal effect mediated by excitons was recently demonstrated by some of the authors (Usami et al 2012 Nature Phys. 8 168) and provides a clear example of the use of thermal forces to cool down mechanical motion. Here, we report on a single-free-parameter theoretical model to explain the results of this experiment which matches the experimental data remarkably well.

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