928 resultados para Price dynamics model with memory


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The role of renewable energy in power systems is becoming more significant due to the increasing cost of fossil fuels and climate change concerns. However, the inclusion of Renewable Energy Generators (REG), such as wind power, has created additional problems for power system operators due to the variability and lower predictability of output of most REGs, with the Economic Dispatch (ED) problem being particularly difficult to resolve. In previous papers we had reported on the inclusion of wind power in the ED calculations. The simulation had been performed using a system model with wind power as an intermittent source, and the results of the simulation have been compared to that of the Direct Search Method (DSM) for similar cases. In this paper we report on our continuing investigations into using Genetic Algorithms (GA) for ED for an independent power system with a significant amount of wind energy in its generator portfolio. The results demonstrate, in line with previous reports in the literature, the effectiveness of GA when measured against a benchmark technique such as DSM.

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This article describes a neural network model that addresses the acquisition of speaking skills by infants and subsequent motor equivalent production of speech sounds. The model learns two mappings during a babbling phase. A phonetic-to-orosensory mapping specifies a vocal tract target for each speech sound; these targets take the form of convex regions in orosensory coordinates defining the shape of the vocal tract. The babbling process wherein these convex region targets are formed explains how an infant can learn phoneme-specific and language-specific limits on acceptable variability of articulator movements. The model also learns an orosensory-to-articulatory mapping wherein cells coding desired movement directions in orosensory space learn articulator movements that achieve these orosensory movement directions. The resulting mapping provides a natural explanation for the formation of coordinative structures. This mapping also makes efficient use of redundancy in the articulator system, thereby providing the model with motor equivalent capabilities. Simulations verify the model's ability to compensate for constraints or perturbations applied to the articulators automatically and without new learning and to explain contextual variability seen in human speech production.

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The last 30 years have seen Fuzzy Logic (FL) emerging as a method either complementing or challenging stochastic methods as the traditional method of modelling uncertainty. But the circumstances under which FL or stochastic methods should be used are shrouded in disagreement, because the areas of application of statistical and FL methods are overlapping with differences in opinion as to when which method should be used. Lacking are practically relevant case studies comparing these two methods. This work compares stochastic and FL methods for the assessment of spare capacity on the example of pharmaceutical high purity water (HPW) utility systems. The goal of this study was to find the most appropriate method modelling uncertainty in industrial scale HPW systems. The results provide evidence which suggests that stochastic methods are superior to the methods of FL in simulating uncertainty in chemical plant utilities including HPW systems in typical cases whereby extreme events, for example peaks in demand, or day-to-day variation rather than average values are of interest. The average production output or other statistical measures may, for instance, be of interest in the assessment of workshops. Furthermore the results indicate that the stochastic model should be used only if found necessary by a deterministic simulation. Consequently, this thesis concludes that either deterministic or stochastic methods should be used to simulate uncertainty in chemical plant utility systems and by extension some process system because extreme events or the modelling of day-to-day variation are important in capacity extension projects. Other reasons supporting the suggestion that stochastic HPW models are preferred to FL HPW models include: 1. The computer code for stochastic models is typically less complex than a FL models, thus reducing code maintenance and validation issues. 2. In many respects FL models are similar to deterministic models. Thus the need for a FL model over a deterministic model is questionable in the case of industrial scale HPW systems as presented here (as well as other similar systems) since the latter requires simpler models. 3. A FL model may be difficult to "sell" to an end-user as its results represent "approximate reasoning" a definition of which is, however, lacking. 4. Stochastic models may be applied with some relatively minor modifications on other systems, whereas FL models may not. For instance, the stochastic HPW system could be used to model municipal drinking water systems, whereas the FL HPW model should or could not be used on such systems. This is because the FL and stochastic model philosophies of a HPW system are fundamentally different. The stochastic model sees schedule and volume uncertainties as random phenomena described by statistical distributions based on either estimated or historical data. The FL model, on the other hand, simulates schedule uncertainties based on estimated operator behaviour e.g. tiredness of the operators and their working schedule. But in a municipal drinking water distribution system the notion of "operator" breaks down. 5. Stochastic methods can account for uncertainties that are difficult to model with FL. The FL HPW system model does not account for dispensed volume uncertainty, as there appears to be no reasonable method to account for it with FL whereas the stochastic model includes volume uncertainty.

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More and more often, universities make the decision to implement integrated learning management systems. Nevertheless, these technological developments are not realized without any trouble, and are achieved with more or less success and user satisfaction (Valenduc, 2000). It is why the presented study aims at identifying the factors influencing learning management system satisfaction and acceptance among students. The Technology Acceptance model created by Wixom and Todd (2005) studies information system acceptance through user satisfaction, and has the benefit of incorporating several ergonomic factors. More precisely, the survey, based on this model, investigates behavioral attitudes towards the system, perceived ease of use, perceived usefulness, as well as system satisfaction, information satisfaction and also incorporates two groups of factors affecting separately the two types of satisfaction. The study was conducted on a representative sample of 593 students from a Brussels university which had recently implemented an integrated learning management system. The results show on one hand, the impact of system reliability, accessibility, flexibility, lay-out and functionalities offered on system satisfaction. And on the other hand, the impact of information accuracy, intelligibility, relevance, exhaustiveness and actualization on information satisfaction. In conclusion, the results indicate the applicability of the theoretical model with learning management systems, and also highlight the importance of each aforementioned factor for a successful implantation of such a system in universities.

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This paper considers forecasting the conditional mean and variance from a single-equation dynamic model with autocorrelated disturbances following an ARMA process, and innovations with time-dependent conditional heteroskedasticity as represented by a linear GARCH process. Expressions for the minimum MSE predictor and the conditional MSE are presented. We also derive the formula for all the theoretical moments of the prediction error distribution from a general dynamic model with GARCH(1, 1) innovations. These results are then used in the construction of ex ante prediction confidence intervals by means of the Cornish-Fisher asymptotic expansion. An empirical example relating to the uncertainty of the expected depreciation of foreign exchange rates illustrates the usefulness of the results. © 1992.

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The design of the New York City (NYC) high school match involved trade-offs among efficiency, stability, and strategy-proofness that raise new theoretical questions. We analyze a model with indifferences-ties-in school preferences. Simulations with field data and the theory favor breaking indifferences the same way at every school-single tiebreaking-in a student-proposing deferred acceptance mechanism. Any inefficiency associated with a realized tiebreaking cannot be removed without harming student incentives. Finally, we empirically document the extent of potential efficiency loss associated with strategy-proofness and stability, and direct attention to some open questions. (JEL C78, D82, I21).

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In the presence of a chemical potential, the physics of level crossings leads to singularities at zero temperature, even when the spatial volume is finite. These singularities are smoothed out at a finite temperature but leave behind nontrivial finite size effects which must be understood in order to extract thermodynamic quantities using Monte Carlo methods, particularly close to critical points. We illustrate some of these issues using the classical nonlinear O(2) sigma model with a coupling β and chemical potential μ on a 2+1-dimensional Euclidean lattice. In the conventional formulation this model suffers from a sign problem at nonzero chemical potential and hence cannot be studied with the Wolff cluster algorithm. However, when formulated in terms of the worldline of particles, the sign problem is absent, and the model can be studied efficiently with the "worm algorithm." Using this method we study the finite size effects that arise due to the chemical potential and develop an effective quantum mechanical approach to capture the effects. As a side result we obtain energy levels of up to four particles as a function of the box size and uncover a part of the phase diagram in the (β,μ) plane. © 2010 The American Physical Society.

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BACKGROUND: With the global expansion of clinical trials and the expectations of the rise of the emerging economies known as BRICs (Brazil, Russia, India and China), the understanding of factors that affect the willingness to participate in clinical trials of patients from those countries assumes a central role in the future of health research. METHODS: We conducted a systematic review and meta-analysis (SRMA) of willingness to participate in clinical trials among Brazilian patients and then we compared it with Indian patients (with results of another SRMA previously conducted by our group) through a system dynamics model. RESULTS: Five studies were included in the SRMA of Brazilian patients. Our main findings are 1) the major motivation for Brazilian patients to participate in clinical trials is altruism, 2) monetary reimbursement is the least important factor motivating Brazilian patients, 3) the major barrier for Brazilian patients to not participate in clinical trials is the fear of side effects, and 4) Brazilian patients are more likely willing to participate in clinical trials than Indians. CONCLUSION: Our study provides important insights for investigators and sponsors for planning trials in Brazil (and India) in the future. Ignoring these results may lead to unnecessary fund/time spending. More studies are needed to validate our results and for better understanding of this poorly studied theme.

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How do separate neural networks interact to support complex cognitive processes such as remembrance of the personal past? Autobiographical memory (AM) retrieval recruits a consistent pattern of activation that potentially comprises multiple neural networks. However, it is unclear how such large-scale neural networks interact and are modulated by properties of the memory retrieval process. In the present functional MRI (fMRI) study, we combined independent component analysis (ICA) and dynamic causal modeling (DCM) to understand the neural networks supporting AM retrieval. ICA revealed four task-related components consistent with the previous literature: 1) medial prefrontal cortex (PFC) network, associated with self-referential processes, 2) medial temporal lobe (MTL) network, associated with memory, 3) frontoparietal network, associated with strategic search, and 4) cingulooperculum network, associated with goal maintenance. DCM analysis revealed that the medial PFC network drove activation within the system, consistent with the importance of this network to AM retrieval. Additionally, memory accessibility and recollection uniquely altered connectivity between these neural networks. Recollection modulated the influence of the medial PFC on the MTL network during elaboration, suggesting that greater connectivity among subsystems of the default network supports greater re-experience. In contrast, memory accessibility modulated the influence of frontoparietal and MTL networks on the medial PFC network, suggesting that ease of retrieval involves greater fluency among the multiple networks contributing to AM. These results show the integration between neural networks supporting AM retrieval and the modulation of network connectivity by behavior.

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The authors address the 4 main points in S. M. Monroe and S. Mineka's (2008) comment. First, the authors show that the Diagnostic and Statistical Manual of Mental Disorders (4th ed., text rev.; American Psychiatric Association, 2000) posttraumatic stress disorder (PTSD) diagnosis includes an etiology and that it is based on a theoretical model with a distinguished history in psychology and psychiatry. Two tenets of this theoretical model are that voluntary (strategic) recollections of the trauma are fragmented and incomplete while involuntary (spontaneous) recollections are vivid and persistent and yield privileged access to traumatic material. Second, the authors describe differences between their model and other cognitive models of PTSD. They argue that these other models share the same 2 tenets as the diagnosis and show that these 2 tenets are largely unsupported by empirical evidence. Third, the authors counter arguments about the strength of the evidence favoring the mnemonic model. Fourth, they show that concerns about the causal role of memory in PTSD are based on views of causality that are generally inappropriate for the explanation of PTSD in the social and biological sciences. © 2008 American Psychological Association.

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BACKGROUND: Singapore's population, as that of many other countries, is aging; this is likely to lead to an increase in eye diseases and the demand for eye care. Since ophthalmologist training is long and expensive, early planning is essential. This paper forecasts workforce and training requirements for Singapore up to the year 2040 under several plausible future scenarios. METHODS: The Singapore Eye Care Workforce Model was created as a continuous time compartment model with explicit workforce stocks using system dynamics. The model has three modules: prevalence of eye disease, demand, and workforce requirements. The model is used to simulate the prevalence of eye diseases, patient visits, and workforce requirements for the public sector under different scenarios in order to determine training requirements. RESULTS: Four scenarios were constructed. Under the baseline business-as-usual scenario, the required number of ophthalmologists is projected to increase by 117% from 2015 to 2040. Under the current policy scenario (assuming an increase of service uptake due to increased awareness, availability, and accessibility of eye care services), the increase will be 175%, while under the new model of care scenario (considering the additional effect of providing some services by non-ophthalmologists) the increase will only be 150%. The moderated workload scenario (assuming in addition a reduction of the clinical workload) projects an increase in the required number of ophthalmologists of 192% by 2040. Considering the uncertainties in the projected demand for eye care services, under the business-as-usual scenario, a residency intake of 8-22 residents per year is required, 17-21 under the current policy scenario, 14-18 under the new model of care scenario, and, under the moderated workload scenario, an intake of 18-23 residents per year is required. CONCLUSIONS: The results show that under all scenarios considered, Singapore's aging and growing population will result in an almost doubling of the number of Singaporeans with eye conditions, a significant increase in public sector eye care demand and, consequently, a greater requirement for ophthalmologists.

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Existing methods to predict the effects of climate change on the biomass and production of marine communities are predicated on modelling the interactions and dynamics of individual species, a very challenging approach when interactions and distributions are changing and little is known about the ecological mechanisms driving the responses of many species. An informative parallel approach is to develop size-based methods. These capture the properties of food webs that describe energy flux and production at a particular size, independent of species' ecology. We couple a physical-biogeochemical model with a dynamic, size-based food web model to predict the future effects of climate change on fish biomass and production in 11 large regional shelf seas, with and without fishing effects. Changes in potential fish production are shown to most strongly mirror changes in phytoplankton production. We project declines of 30-60% in potential fish production across some important areas of tropical shelf and upwelling seas, most notably in the eastern Indo-Pacific, the northern Humboldt and the North Canary Current. Conversely, in some areas of the high latitude shelf seas, the production of pelagic predators was projected to increase by 28-89%.

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A broad survey of harmonic dynamics in AB(2) clusters with up to N = 3000 atoms is performed using a simple rigid ion model, with ionic radii selected to give rutile as the ground state structure for the corresponding extended crystal. The vibrational density of states is already close to its bulk counterpart for N similar to 500, with characteristic differences due to surfaces, edges and vertices. Two methods are proposed and tested to map the cluster vibrational states onto the rutile crystal phonons. The net distinction between infrared (IR) active and Raman active modes that exists for bulk rutile becomes more and more blurred as the cluster size is reduced. It is found that, in general, the higher the IR activity of the mode, the more this is affected by the system size. IR active modes are found to spread over a wide frequency range for the finite clusters. Simple models based on either a crude confinement constraint or surface pressure arguments fail to reproduce the results of the calculations. The effects of the stoichiometry and dielectric properties of the surrounding medium on the vibrational properties of the clusters are also investigated.

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A method for investigating the dynamics of atomic magnetic moments in current-carrying magnetic point contacts under bias is presented. This combines the nonequilibrium Green's function (NEGF) method for evaluating the current and the charge density with a description of the dynamics of the magnetization in terms of quasistatic thermally activated transitions between stationary configurations. This method is then implemented in a tight-binding (TB) model with parameters chosen to simulate the main features of the electronic structures of magnetic transition metals. We investigate the domain wall (DW) migration in magnetic monoatomic chains sandwiched between magnetic leads, and for realistic parameters find that collinear arrangement of the magnetic moments of the chain is always favorable. Several stationary magnetic configurations are identified, corresponding to a different number of Bloch walls in the chain and to a different current. The relative stability of these configurations depends on the geometrical details of the junction and on the bias; however, we predict transitions between different configurations with activation barriers of the order of a few tens of meV. Since different magnetic configurations are associated with different resistances, this suggests an intrinsic random telegraph noise at microwave frequencies in the I-V curves of magnetic atomic point contacts at room temperature. Finally, we investigate whether or not current-induced torques are conservative.

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A total energy tight-binding model with a basis of just one s state per atom is introduced. It is argued that this simplest of all tight-binding models provides a surprisingly good description of the structural stability and elastic constants of noble metals. By assuming inverse power scaling laws for the hopping integrals and the repulsive pair potential, it is shown that the density matrix in a perfect primitive crystal is independent of volume, and structural energy differences and equations of state are then derived analytically. The model is most likely to be of use when one wishes to consider explicitly and self-consistently the electronic and atomic structures of a generic metallic system, with the minium of computation expense. The relationship to the free-electron jellium model is described. The applicability of the model to other metals is also considered briefly.