938 resultados para Price dynamics model with memory
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The successful implementation of just-in-time (JIT) purchasing policy in many industries has prompted many companies that still use the economic order quantity (EOQ) purchasing policy to ponder if they should switch to the JIT purchasing policy. Despite existing studies that directly compare the costs between the EOQ and JIT purchasing systems, this decision is, however, still difficult to be made, especially when price discount has to be considered. JIT purchasing may not always be successful even though plants that adopted JIT operations have experienced or can take advantage of physical space reduction. Hence, the objective of this study is to expand on a classical EOQ with a price discount model to derive the EOQ–JIT cost indifference point. The objective was tested and achieved through a survey and case study conducted in the ready-mixed concrete industry in Singapore.
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The basic repair rate models for repairable systems may be homogeneous Poisson processes, renewal processes or nonhomogeneous Poisson processes. In addition to these models, geometric processes are studied occasionally. Geometric processes, however, can only model systems with monotonously changing (increasing, decreasing or constant) failure intensity. This paper deals with the reliability modelling of the failure process of repairable systems when the failure intensity shows a bathtub type non-monotonic behaviour. A new stochastic process, an extended Poisson process, is introduced. Reliability indices and parameter estimation are presented. A comparison of this model with other repair models based on a dataset is made.
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The emergent requirements for effective e-learning calls for a paradigm shift for instructional design. Constructivist theory and semiotics offer a sound underpinning to enable such revolutionary change by employing the concepts of Learning Objects. E-learning guidelines adopted by the industry have led successfully to the development of training materials. Inadequacy and deficiency of those methods for Higher Education have been identified in this paper. Based on the best practice in industry and our empirical research, we present an instructional design model with practical templates for constructivist learning.
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This paper introduces a new neurofuzzy model construction and parameter estimation algorithm from observed finite data sets, based on a Takagi and Sugeno (T-S) inference mechanism and a new extended Gram-Schmidt orthogonal decomposition algorithm, for the modeling of a priori unknown dynamical systems in the form of a set of fuzzy rules. The first contribution of the paper is the introduction of a one to one mapping between a fuzzy rule-base and a model matrix feature subspace using the T-S inference mechanism. This link enables the numerical properties associated with a rule-based matrix subspace, the relationships amongst these matrix subspaces, and the correlation between the output vector and a rule-base matrix subspace, to be investigated and extracted as rule-based knowledge to enhance model transparency. The matrix subspace spanned by a fuzzy rule is initially derived as the input regression matrix multiplied by a weighting matrix that consists of the corresponding fuzzy membership functions over the training data set. Model transparency is explored by the derivation of an equivalence between an A-optimality experimental design criterion of the weighting matrix and the average model output sensitivity to the fuzzy rule, so that rule-bases can be effectively measured by their identifiability via the A-optimality experimental design criterion. The A-optimality experimental design criterion of the weighting matrices of fuzzy rules is used to construct an initial model rule-base. An extended Gram-Schmidt algorithm is then developed to estimate the parameter vector for each rule. This new algorithm decomposes the model rule-bases via an orthogonal subspace decomposition approach, so as to enhance model transparency with the capability of interpreting the derived rule-base energy level. This new approach is computationally simpler than the conventional Gram-Schmidt algorithm for resolving high dimensional regression problems, whereby it is computationally desirable to decompose complex models into a few submodels rather than a single model with large number of input variables and the associated curse of dimensionality problem. Numerical examples are included to demonstrate the effectiveness of the proposed new algorithm.
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The identification of non-linear systems using only observed finite datasets has become a mature research area over the last two decades. A class of linear-in-the-parameter models with universal approximation capabilities have been intensively studied and widely used due to the availability of many linear-learning algorithms and their inherent convergence conditions. This article presents a systematic overview of basic research on model selection approaches for linear-in-the-parameter models. One of the fundamental problems in non-linear system identification is to find the minimal model with the best model generalisation performance from observational data only. The important concepts in achieving good model generalisation used in various non-linear system-identification algorithms are first reviewed, including Bayesian parameter regularisation and models selective criteria based on the cross validation and experimental design. A significant advance in machine learning has been the development of the support vector machine as a means for identifying kernel models based on the structural risk minimisation principle. The developments on the convex optimisation-based model construction algorithms including the support vector regression algorithms are outlined. Input selection algorithms and on-line system identification algorithms are also included in this review. Finally, some industrial applications of non-linear models are discussed.
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The effects of meson fluctuations are studied in a nonlocal generalization of the Nambu–Jona-Lasinio model, by including terms of next-to-leading order (NLO) in 1/Nc. In the model with only scalar and pseudoscalar interactions NLO contributions to the quark condensate are found to be very small. This is a result of cancellation between virtual mesons and Fock terms, which occurs for the parameter sets of most interest. In the quark self-energy, similar cancellations arise in the tadpole diagrams, although not in other NLO pieces which contribute at the 25% level. The effects on pion properties are also found to be small. NLO contributions from real pi-pi intermediate states increase the sigma meson mass by 30%. In an extended model with vector and axial interactions, there are indications that NLO effects could be larger.
A refined LEED analysis of water on Ru{0001}: an experimental test of the partial dissociation model
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Despite a number of earlier studies which seemed to confirm molecular adsorption of water on close-packed surfaces of late transition metals, new controversy has arisen over a recent theoretical work by Feibelman, according to which partial dissociation occurs on the Ru{0001} surface leading to a mixed (H2O + OH + H) superstructure. Here, we present a refined LEED-IV analysis of the (root3 x root3)R30degrees-D2O-Ru{0001} structure, testing explicitly this new model by Feibelman. Our results favour the model proposed earlier by Held and Menzel assuming intact water molecules with almost coplanar oxygen atoms and out-of-plane hydrogen atoms atop the slightly higher oxygen atoms. The partially dissociated model with an almost identical arrangement of oxygen atoms can, however, not unambiguously be excluded, especially when the single hydrogen atoms are not present in the surface unit cell. In contrast to the earlier LEED-IV analysis, we can, however, clearly exclude a buckled geometry of oxygen atoms.
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An improved stratospheric representation has been included in simulations with the Hadley Centre HadGEM1 coupled ocean atmosphere model with natural and anthropogenic forcings for the period 1979–2003. An improved stratospheric ozone dataset is employed that includes natural variations in ozone as well as the usual anthropogenic trends. In addition, in a second set of simulations the quasi biennial oscillation (QBO) of stratospheric equatorial zonal wind is also imposed using a relaxation towards ERA-40 zonal wind values. The resulting impact on tropospheric variability and trends is described. We show that the modelled cooling rate at the tropopause is enhanced by the improved ozone dataset and this improvement is even more marked when the QBO is also included. The same applies to warming trends in the upper tropical troposphere which are slightly reduced. Our stratospheric improvements produce a significant increase of internal variability but no change in the positive trend of annual mean global mean near-surface temperature. Warming rates are increased significantly over a large portion of the Arctic Ocean. The improved stratospheric representation, especially the QBO relaxation, causes a substantial reduction in near-surface temperature and precipitation response to the El Chichón eruption, especially in the tropical region. The winter increase in the phase of the northern annular mode observed in the aftermath of the two major recent volcanic eruptions is partly captured, especially after the El Chichón eruption. The positive trend in the southern annular mode (SAM) is increased and becomes statistically significant which demonstrates that the observed increase in the SAM is largely subject to internal variability in the stratosphere. The possible inclusion in simulations for future assessments of full ozone chemistry and a gravity wave scheme to internally generate a QBO is discussed.
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This article presents a case study of a comparison of an Eulerian chemical transport model (CTM) and Lagrangian chemical model with measurements taken by aircraft. High-resolution Eulerian integrations produce improved point-by-point comparisons between model results and measurements compared to low resolution. The Lagrangian model requires mixing to be introduced in order to model the measurements.
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The major component of skeletal muscle is the myofibre. Genetic intervention inducing over-enlargement of myofibres beyond a certain threshold through acellular growth causes a reduction in the specific tension generating capacity of the muscle. However the physiological parameters of a genetic model that harbours reduced skeletal muscle mass have yet to be analysed. Genetic deletion of Meox2 in mice leads to reduced limb muscle size and causes some patterning defects. The loss of Meox2 is not embryonically lethal and a small percentage of animals survive to adulthood making it an excellent model with which to investigate how skeletal muscle responds to reductions in mass. In this study we have performed a detailed analysis of both late foetal and adult muscle development in the absence of Meox2. In the adult, we show that the loss of Meox2 results in smaller limb muscles that harbour reduced numbers of myofibres. However, these fibres are enlarged. These myofibres display a molecular and metabolic fibre type switch towards a more oxidative phenotype that is induced through abnormalities in foetal fibre formation. In spite of these changes, the muscle from Meox2 mutant mice is able to generate increased levels of specific tension compared to that of the wild type.
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We present a novel algorithm for joint state-parameter estimation using sequential three dimensional variational data assimilation (3D Var) and demonstrate its application in the context of morphodynamic modelling using an idealised two parameter 1D sediment transport model. The new scheme combines a static representation of the state background error covariances with a flow dependent approximation of the state-parameter cross-covariances. For the case presented here, this involves calculating a local finite difference approximation of the gradient of the model with respect to the parameters. The new method is easy to implement and computationally inexpensive to run. Experimental results are positive with the scheme able to recover the model parameters to a high level of accuracy. We expect that there is potential for successful application of this new methodology to larger, more realistic models with more complex parameterisations.
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In this paper, we propose a new on-line learning algorithm for the non-linear system identification: the swarm intelligence aided multi-innovation recursive least squares (SI-MRLS) algorithm. The SI-MRLS algorithm applies the particle swarm optimization (PSO) to construct a flexible radial basis function (RBF) model so that both the model structure and output weights can be adapted. By replacing an insignificant RBF node with a new one based on the increment of error variance criterion at every iteration, the model remains at a limited size. The multi-innovation RLS algorithm is used to update the RBF output weights which are known to have better accuracy than the classic RLS. The proposed method can produces a parsimonious model with good performance. Simulation result are also shown to verify the SI-MRLS algorithm.
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Subantarctic mode water (SAMW) has been shown to be a good indicator of anthropogenic climate change in coupled climate models. SAMW in a coupled climate model and the response of modeled SAMW to increasing CO2 are examined in detail. How SAMW adjusts from climatological values toward a new equilibrium in the coupled model, with different climatological temperature and salinity properties, is shown. The combined formation rate of SAMW and Antarctic intermediate water is calculated as approximately 18 Sv (Sv ≡ 106 m3 s−1) in the Indian sector of the Southern Ocean, slightly lower than climatological values would suggest. When forced with increasing CO2, SAMW is produced at a similar rate but at lower densities. This result suggests that the rate of heat uptake in this part of the ocean will be unchanged by anthropogenic forcing. The important signal in the response of SAMW is the shift to colder and fresher values on isopycnals that is believed to be related to changes in thermodynamic surface forcing. It is shown that, given uniform forcing, SAMW is expected to enhance the signal relative to other water masses. Independent increases in surface heating or freshwater forcing can produce changes similar to those observed, but the two different types of forcing are distinguishable using separate forcing experiments, hodographs, and passive anomaly tracers. The changes in SAMW forced by increasing CO2 are dominated by surface heating, but changes to freshwater fluxes are also important.
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Linear models of market performance may be misspecified if the market is subdivided into distinct regimes exhibiting different behaviour. Price movements in the US Real Estate Investment Trusts and UK Property Companies Markets are explored using a Threshold Autoregressive (TAR) model with regimes defined by the real rate of interest. In both US and UK markets, distinctive behaviour emerges, with the TAR model offering better predictive power than a more conventional linear autoregressive model. The research points to the possibility of developing trading rules to exploit the systematically different behaviour across regimes.
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We develop a complex-valued (CV) B-spline neural network approach for efficient identification and inversion of CV Wiener systems. The CV nonlinear static function in the Wiener system is represented using the tensor product of two univariate B-spline neural networks. With the aid of a least squares parameter initialisation, the Gauss-Newton algorithm effectively estimates the model parameters that include the CV linear dynamic model coefficients and B-spline neural network weights. The identification algorithm naturally incorporates the efficient De Boor algorithm with both the B-spline curve and first order derivative recursions. An accurate inverse of the CV Wiener system is then obtained, in which the inverse of the CV nonlinear static function of the Wiener system is calculated efficiently using the Gaussian-Newton algorithm based on the estimated B-spline neural network model, with the aid of the De Boor recursions. The effectiveness of our approach for identification and inversion of CV Wiener systems is demonstrated using the application of digital predistorter design for high power amplifiers with memory