982 resultados para GARCH Models
Resumo:
We consider the asymptotics of the invariant measure for the process of spatial distribution of N coupled Markov chains in the limit of a large number of chains. Each chain reflects the stochastic evolution of one particle. The chains are coupled through the dependence of transition rates on the spatial distribution of particles in the various states. Our model is a caricature for medium access interactions in wireless local area networks. Our model is also applicable in the study of spread of epidemics in a network. The limiting process satisfies a deterministic ordinary differential equation called the McKean-Vlasov equation. When this differential equation has a unique globally asymptotically stable equilibrium, the spatial distribution converges weakly to this equilibrium. Using a control-theoretic approach, we examine the question of a large deviation from this equilibrium.
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The SUSY Les Houches Accord (SLHA) 2 extended the first SLHA to include various generalisations of the Minimal Supersymmetric Standard Model (MSSM) as well as its simplest next-to-minimal version. Here, we propose further extensions to it, to include the most general and well-established see-saw descriptions (types I/II/III, inverse, and linear) in both an effective and a simple gauged extension of the MSSM framework. In addition, we generalise the PDG numbering scheme to reflect the properties of the particles. (c) 2012 Elsevier B.V. All rights reserved.
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We present a novel approach to represent transients using spectral-domain amplitude-modulated/frequency -modulated (AM-FM) functions. The model is applied to the real and imaginary parts of the Fourier transform (FT) of the transient. The suitability of the model lies in the observation that since transients are well-localized in time, the real and imaginary parts of the Fourier spectrum have a modulation structure. The spectral AM is the envelope and the spectral FM is the group delay function. The group delay is estimated using spectral zero-crossings and the spectral envelope is estimated using a coherent demodulator. We show that the proposed technique is robust to additive noise. We present applications of the proposed technique to castanets and stop-consonants in speech.
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Parabolized stability equation (PSE) models are being deve loped to predict the evolu-tion of low-frequency, large-scale wavepacket structures and their radiated sound in high-speed turbulent round jets. Linear PSE wavepacket models were previously shown to be in reasonably good agreement with the amplitude envelope and phase measured using a microphone array placed just outside the jet shear layer. 1,2 Here we show they also in very good agreement with hot-wire measurements at the jet center line in the potential core,for a different set of experiments. 3 When used as a model source for acoustic analogy, the predicted far field noise radiation is in reasonably good agreement with microphone measurements for aft angles where contributions from large -scale structures dominate the acoustic field. Nonlinear PSE is then employed in order to determine the relative impor-tance of the mode interactions on the wavepackets. A series of nonlinear computations with randomized initial conditions are use in order to obtain bounds for the evolution of the modes in the natural turbulent jet flow. It was found that n onlinearity has a very limited impact on the evolution of the wavepackets for St≥0. 3. Finally, the nonlinear mechanism for the generation of a low-frequency mode as the difference-frequency mode 4,5 of two forced frequencies is investigated in the scope of the high Reynolds number jets considered in this paper.
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N-gram language models and lexicon-based word-recognition are popular methods in the literature to improve recognition accuracies of online and offline handwritten data. However, there are very few works that deal with application of these techniques on online Tamil handwritten data. In this paper, we explore methods of developing symbol-level language models and a lexicon from a large Tamil text corpus and their application to improving symbol and word recognition accuracies. On a test database of around 2000 words, we find that bigram language models improve symbol (3%) and word recognition (8%) accuracies and while lexicon methods offer much greater improvements (30%) in terms of word recognition, there is a large dependency on choosing the right lexicon. For comparison to lexicon and language model based methods, we have also explored re-evaluation techniques which involve the use of expert classifiers to improve symbol and word recognition accuracies.
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There are many popular models available for classification of documents like Naïve Bayes Classifier, k-Nearest Neighbors and Support Vector Machine. In all these cases, the representation is based on the “Bag of words” model. This model doesn't capture the actual semantic meaning of a word in a particular document. Semantics are better captured by proximity of words and their occurrence in the document. We propose a new “Bag of Phrases” model to capture this discriminative power of phrases for text classification. We present a novel algorithm to extract phrases from the corpus using the well known topic model, Latent Dirichlet Allocation(LDA), and to integrate them in vector space model for classification. Experiments show a better performance of classifiers with the new Bag of Phrases model against related representation models.
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Using continuous and near-real time measurements of the mass concentrations of black carbon (BC) aerosols near the surface, for a period of 1 year (from January to December 2006) from a network of eight observatories spread over different environments of India, a space-time synthesis is generated. The strong seasonal variations observed, with a winter high and summer low, are attributed to the combined effects of changes in synoptic air mass types, modulated strongly by the atmospheric boundary layer dynamics. Spatial distribution shows much higher BC concentration over the Indo-Gangetic Plain (IGP) than the peninsular Indian stations. These were examined against the simulations using two chemical transport models, GOCART (Goddard Global Ozone Chemistry Aerosol Radiation and Transport) and CHIMERE for the first time over Indian region. Both the model simulations significantly deviated from the measurements at all the stations; more so during the winter and pre-monsoon seasons and over mega cities. However, the CHIMERE model simulations show better agreement compared with the measurements. Notwithstanding this, both the models captured the temporal variations; at seasonal and subseasonal timescales and the natural variabilities (intra-seasonal oscillations) fairly well, especially at the off-equatorial stations. It is hypothesized that an improvement in the atmospheric boundary layer (ABL) parameterization scheme for tropical environment might lead to better results with GOCART.
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Transient signals such as plosives in speech or Castanets in audio do not have a specific modulation or periodic structure in time domain. However, in the spectral domain they exhibit a prominent modulation structure, which is a direct consequence of their narrow time localization. Based on this observation, a spectral-domain AM-FM model for transients is proposed. The spectral AM-FM model is built starting from real spectral zero-crossings. The AM and FM correspond to the spectral envelope (SE) and group delay (GD), respectively. Taking into account the modulation structure and spectral continuity, a local polynomial regression technique is proposed to estimate the GD function from the real spectral zeros. The SE is estimated based on the phase function computed from the estimated GD. Since the GD estimation is parametric, the degree of smoothness can be controlled directly. Simulation results based on synthetic transient signals generated using a beta density function are presented to analyze the noise-robustness of the SEGD model. Three specific applications are considered: (1) SEGD based modeling of Castanet sounds; (2) appropriateness of the model for transient compression; and (3) determining glottal closure instants in speech using a short-time SEGD model of the linear prediction residue.
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An analysis of the retrospective predictions by seven coupled ocean atmosphere models from major forecasting centres of Europe and USA, aimed at assessing their ability in predicting the interannual variation of the Indian summer monsoon rainfall (ISMR), particularly the extremes (i.e. droughts and excess rainfall seasons) is presented in this article. On the whole, the skill in prediction of extremes is not bad since most of the models are able to predict the sign of the ISMR anomaly for a majority of the extremes. There is a remarkable coherence between the models in successes and failures of the predictions, with all the models generating loud false alarms for the normal monsoon season of 1997 and the excess monsoon season of 1983. It is well known that the El Nino and Southern Oscillation (ENSO) and the Equatorial Indian Ocean Oscillation (EQUINOO) play an important role in the interannual variation of ISMR and particularly the extremes. The prediction of the phases of these modes and their link with the monsoon has also been assessed. It is found that models are able to simulate ENSO-monsoon link realistically, whereas the EQUINOO-ISMR link is simulated realistically by only one model the ECMWF model. Furthermore, it is found that in most models this link is opposite to the observed, with the predicted ISMR being negatively (instead of positively) correlated with the rainfall over the western equatorial Indian Ocean and positively (instead of negatively) correlated with the rainfall over the eastern equatorial Indian Ocean. Analysis of the seasons for which the predictions of almost all the models have large errors has suggested the facets of ENSO and EQUINOO and the links with the monsoon that need to be improved for improving monsoon predictions by these models.
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Protein structure space is believed to consist of a finite set of discrete folds, unlike the protein sequence space which is astronomically large, indicating that proteins from the available sequence space are likely to adopt one of the many folds already observed. In spite of extensive sequence-structure correlation data, protein structure prediction still remains an open question with researchers having tried different approaches (experimental as well as computational). One of the challenges of protein structure prediction is to identify the native protein structures from a milieu of decoys/models. In this work, a rigorous investigation of Protein Structure Networks (PSNs) has been performed to detect native structures from decoys/ models. Ninety four parameters obtained from network studies have been optimally combined with Support Vector Machines (SVM) to derive a general metric to distinguish decoys/models from the native protein structures with an accuracy of 94.11%. Recently, for the first time in the literature we had shown that PSN has the capability to distinguish native proteins from decoys. A major difference between the present work and the previous study is to explore the transition profiles at different strengths of non-covalent interactions and SVM has indeed identified this as an important parameter. Additionally, the SVM trained algorithm is also applied to the recent CASP10 predicted models. The novelty of the network approach is that it is based on general network properties of native protein structures and that a given model can be assessed independent of any reference structure. Thus, the approach presented in this paper can be valuable in validating the predicted structures. A web-server has been developed for this purpose and is freely available at http://vishgraph.mbu.iisc.ernet.in/GraProStr/PSN-QA.html.
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We consider the Randall-Sundrum (RS) setup to be a theory of flavor, as an alternative to Froggatt-Nielsen models instead of as a solution to the hierarchy problem. The RS framework is modified by taking the low-energy brane to be at the grand unified theory (GUT) scale. This also alleviates constraints from flavor physics. Fermion masses and mixing angles are fit at the GUT scale. The ranges of the bulk mass parameters are determined using a chi(2) fit taking into consideration the variation in O(1) parameters. In the hadronic sector, the heavy top quark requires large bulk mass parameters localizing the right-handed top quark close to the IR brane. Two cases of neutrino masses are considered: (a) Planck scale lepton number violation and (b) Dirac neutrino masses. Contrary to the case of weak scale RS models, both these cases give reasonable fits to the data, with the Planck scale lepton number violation fitting slightly better compared to the Dirac case. In the supersymmetric version, the fits are not significantly different except for the variation in tan beta. If the Higgs superfields and the supersymmetry breaking spurion are localized on the same brane, then the structure of the sfermion masses are determined by the profiles of the zero modes of the hypermultiplets in the bulk. Trilinear terms have the same structure as the Yukawa matrices. The resultant squark spectrum is around similar to 2-3 TeV required by the light Higgs mass to be around 125 GeV and to satisfy the flavor violating constraints.
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We consider supersymmetric models in which the lightest Higgs scalar can decay invisibly consistent with the constraints on the 126 GeV state discovered at the CERN LHC. We consider the invisible decay in the minimal supersymmetric standard model (MSSM), as well its extension containing an additional chiral singlet superfield, the so-called next-to-minimal or nonminimal supersymmetric standard model (NMSSM). We consider the case of MSSM with both universal as well as nonuniversal gaugino masses at the grand unified scale, and find that only an E-6 grand unified model with unnaturally large representation can give rise to sufficiently light neutralinos which can possibly lead to the invisible decay h(0) -> (chi) over tilde (0)(1)(chi) over tilde (0)(1). Following this, we consider the case of NMSSM in detail, where we also find that it is not possible to have the invisible decay of the lightest Higgs scalar with universal gaugino masses at the grand unified scale. We delineate the regions of the NMSSM parameter space where it is possible for the lightest Higgs boson to have a mass of about 126 GeV, and then concentrate on the region where this Higgs can decay into light neutralinos, with the soft gaugino masses M-1 and M-2 as two independent parameters, unconstrained by grand unification. We also consider, simultaneously, the other important invisible Higgs decay channel in the NMSSM, namely the decay into the lightest CP-odd scalars, h(1) -> a(1)a(1), which is studied in detail. With the invisible Higgs branching ratio being constrained by the present LHC results, we find that mu(eff) < 170 GeV and M-1 < 80 GeV are disfavored in NMSSM for fixed values of the other input parameters. The dependence of our results on the parameters of NMSSM is discussed in detail.
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In this paper, the authors study the structure of a novel binaural sound with a certain phase and amplitude modulation and the response to this excitation when it is applied to natural rewarding circuit of human brain through auditory neural pathways. This novel excitation, also referred to as gyrosonic excitation in this work, has been found to have interesting effects such as stabilization effects on the left and right hemispheric brain signaling as captured by Galvanic Skin Resistance (GSR) measurements, control of cardiac rhythms (observed from ECG signals), mitigation of psychosomatic syndrome, and mitigation of migraine pain. Experimental data collected from human subjects are presented, and these data are examined to categorize the extent of systems disorder and reinforcement reward due to the gyrosonic stimulus. A multi-path reduced-order model has been developed to analyze the GSR signals. The filtered results are indicative of complicated reinforcing reward patterns due to the gyrosonic stimulation when it is used as a control input for patients with psychosomatic and cardiac disorders.
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Various ecological and other complex dynamical systems may exhibit abrupt regime shifts or critical transitions, wherein they reorganize from one stable state to another over relatively short time scales. Because of potential losses to ecosystem services, forecasting such unexpected shifts would be valuable. Using mathematical models of regime shifts, ecologists have proposed various early warning signals of imminent shifts. However, their generality and applicability to real ecosystems remain unclear because these mathematical models are considered too simplistic. Here, we investigate the robustness of recently proposed early warning signals of regime shifts in two well-studied ecological models, but with the inclusion of time-delayed processes. We find that the average variance may either increase or decrease prior to a regime shift and, thus, may not be a robust leading indicator in time-delayed ecological systems. In contrast, changing average skewness, increasing autocorrelation at short time lags, and reddening power spectra of time series of the ecological state variable all show trends consistent with those of models with no time delays. Our results provide insights into the robustness of early warning signals of regime shifts in a broader class of ecological systems.
Resumo:
The experimental solubilities of the mixture of nitrophenol (m- and p-) isomers were determined at 308, 318 and 328 K over a pressure range of 10-17.55 MPa. Compared to the binary solubilities, the ternary solubilities of m-nitrophenol increased at 308, 318 and 328 K. The ternary solubilities of p-nitrophenol increased at 308 K, while the ternary solubilities decreased at lower pressures and increased at higher pressure at 318 and 328 K. The solubilities of the solid mixtures in supercritical carbon dioxide (SCCO2) were correlated with solution models by incorporating the non-idealities using activity coefficient based models. The Wilson and NRTL activity coefficient models were applied to determine the nature of the interactions between the molecules. The equation developed by using the NRTL model has three parameters and correlates mixture solubilities of solid solutes in terms of temperature and cosolute composition. The equation derived from the Wilson model contains five parameters and correlates solubilities in terms of temperature, density and cosolute composition. These two new equations developed in this work were used to correlate the solubilities of 25 binary solid mixtures including the current data. The average AARDs of the model equations derived using the NRTL and Wilson models for the solid mixtures were found to be 7% and 4%, respectively. (C) 2012 Elsevier B.V. All rights reserved.