984 resultados para Continuous Utility Functions


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Studies on water retention and availability are scarce for subtropical or humid temperate climate regions of the southern hemisphere. The aims of this study were to evaluate the relations of the soil physical, chemical, and mineralogical properties with water retention and availability for the generation and validation of continuous point pedotransfer functions (PTFs) for soils of the State of Santa Catarina (SC) in the South of Brazil. Horizons of 44 profiles were sampled in areas under different cover crops and regions of SC, to determine: field capacity (FC, 10 kPa), permanent wilting point (PWP, 1,500 kPa), available water content (AW, by difference), saturated hydraulic conductivity, bulk density, aggregate stability, particle size distribution (seven classes), organic matter content, and particle density. Chemical and mineralogical properties were obtained from the literature. Spearman's rank correlation analysis and path analysis were used in the statistical analyses. The point PTFs for estimation of FC, PWP and AW were generated for the soil surface and subsurface through multiple regression analysis, followed by robust regression analysis, using two sets of predictive variables. Soils with finer texture and/or greater organic matter content retain more moisture, and organic matter is the property that mainly controls the water availability to plants in soil surface horizons. Path analysis was useful in understanding the relationships between soil properties for FC, PWP and AW. The predictive power of the generated PTFs to estimate FC and PWP was good for all horizons, while AW was best estimated by more complex models with better prediction for the surface horizons of soils in Santa Catarina.

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Over the past three decades, pedotransfer functions (PTFs) have been widely used by soil scientists to estimate soils properties in temperate regions in response to the lack of soil data for these regions. Several authors indicated that little effort has been dedicated to the prediction of soil properties in the humid tropics, where the need for soil property information is of even greater priority. The aim of this paper is to provide an up-to-date repository of past and recently published articles as well as papers from proceedings of events dealing with water-retention PTFs for soils of the humid tropics. Of the 35 publications found in the literature on PTFs for prediction of water retention of soils of the humid tropics, 91 % of the PTFs are based on an empirical approach, and only 9 % are based on a semi-physical approach. Of the empirical PTFs, 97 % are continuous, and 3 % (one) is a class PTF; of the empirical PTFs, 97 % are based on multiple linear and polynomial regression of n th order techniques, and 3 % (one) is based on the k-Nearest Neighbor approach; 84 % of the continuous PTFs are point-based, and 16 % are parameter-based; 97 % of the continuous PTFs are equation-based PTFs, and 3 % (one) is based on pattern recognition. Additionally, it was found that 26 % of the tropical water-retention PTFs were developed for soils in Brazil, 26 % for soils in India, 11 % for soils in other countries in America, and 11 % for soils in other countries in Africa.

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Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.

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Rapport de synthèse : Hypoglycémies nocturnes chez les patients diabétiques de type 1 : que pouvons-nous apprendre de la mesure de la glycémie en continu ? But : les hypoglycémies nocturnes sont une complication majeure du traitement des patients diabétiques de type 1; des autocontrôles de la glycémie capillaire sont donc recommandés pour les détecter. Cependant, la majorité des hypoglycémies nocturnes ne sont pas décelées par un autocontrôle glycémique durant la nuit. La mesure de la glycémie en continu (CGMS) est une alternative intéressante. Les buts de cette étude rétrospective étaient d'évaluer la véritable incidence des hypoglycémies nocturnes chez des patients diabétiques de type 1, la meilleure période pour effectuer un autocontrôle permettant de prédire une hypoglycémie nocturne, la relation entre les hyperglycémies matinales et les hypoglycémies nocturnes (phénomène de Somogyi) ainsi que l'utilité du CGMS pour réduire les hypoglycémies nocturnes. Méthode : quatre-vingt-huit patients diabétiques de type 1 qui avaient bénéficié d'un CGMS ont été inclus. Les indications au CGMS, les hypoglycémies nocturnes et diurnes ainsi que la corrélation entre les hypoglycémies nocturnes et les hyperglycémies matinales durant le CGMS ont été enregistrées. L'efficacité du CGMS pour réduire les hypoglycémies nocturnes a été évaluée six à neuf mois après. Résultats : la prévalence des hypoglycémies nocturnes était de 67% (32% non suspectées). La sensibilité d'une hypoglycémie à prédire une hypoglycémie nocturne était de 37% (OR = 2,37, P = 0,001) lorsqu'elle survient au coucher (22-24 h) et de 43% lorsqu'elle survient à 3 h (OR = 4,60, P < 0,001). Les hypoglycémies nocturnes n'étaient pas associées à des hyperglycémies matinales, mais à des hypoglycémies matinales (OR = 3.95, P < 0.001). Six à neuf mois après le CGMS, les suspicions cliniques d'hypoglycémies nocturnes ont diminué de 60% à 14% (P < 0.001). Abstract : Aim. - In type 1 diabetic patients (TIDM), nocturnal hypoglycaemias (Nlï) are a serious complication of T1DM treatment; self-monitoring of blood glucose (SMBG) is recommended to detect them. However, the majority of NH remains undetected on an occasional SMBG done during the night. An alternative strategy is the Continuous glucose monitoring (CGMS), which retrospectively shows the glycaemic profile. The aims of this retrospective study were to evaluate the true incidence of NH in TiDM, the bèst SMBG time to predict NH, the relationship between morning hyperglycaemia and N$ (Somogyi phenomenon) and the utility of CGMS to reduce NH. Methods. -Eighty-eight T1DM who underwent a CGMS exam were included. Indications for CGMS evaluarion, hypoglycaemias and correlation with morning hyperglycaemias were recorded. The efficiency of CGMS to reduce the suspected NH was evaluated after 6-9 months. Results. -The prevalence of NH was 67% (32% of them unsuspected). A measured hypoglycaemia at bedtime (22-24 h) had a sensitivity of 37% to detect NH (OR = 2.37, P = 0.001), while a single measure <_ 4 mmol/l at 3-hour had a sensitivity of 43% (OR = 4.60, P < 0.001). NH were not associated with morning hyperglycaemias but with morning hypoglycaemias (OR = 3.95, P < 0.001). After 6-9 months, suspicions of NH decreased from 60 to 14% (P < 0.001). Conclusion. - NH were highly prevalent and often undetected. SMBG at bedtime, which detected hypoglycaemia had sensitivity almost equal to that of 3-hour and should be preferred because it is easier to perform. Somogyi phenomenon was not observed. CGMS is useful to reduce the risk of NH in 75% of patients.

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Of the approximately 25,000 bridges in Iowa, 28% are classified as structurally deficient, functionally obsolete, or both. The state of Iowa thus follows the national trend of an aging infrastructure in dire need of repair or replacement with a relatively limited funding base. Therefore, there is a need to develop new materials with properties that may lead to longer life spans and reduced life-cycle costs. In addition, new methods for determining the condition of structures are needed to monitor the structures effectively and identify when the useful life of the structure has expired or other maintenance is needed. High-performance steel (HPS) has emerged as a material with enhanced weldability, weathering capabilities, and fracture toughness compared to conventional structural steels. In 2004, the Iowa Department of Transportation opened Iowa's first HPS girder bridge, the East 12th Street Bridge over I-235 in Des Moines, Iowa. The objective of this project was to evaluate HPS as a viable option for use in Iowa bridges with a continuous structural health monitoring (SHM) system. The scope of the project included documenting the construction of the East 12th Street Bridge and concurrently developing a remote, continuous SHM system using fiber-optic sensing technology to evaluate the structural performance of the bridge. The SHM system included bridge evaluation parameters, similar to design parameters used by bridge engineers, for evaluating the structure. Through the successful completion of this project, a baseline of bridge performance was established that can be used for continued long-term monitoring of the structure. In general, the structural performance of the HPS bridge exceeded the design parameters and is performing well. Although some problems were encountered with the SHM system, the system functions well and recommendations for improving the system have been made.

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Background: During the last part of the 1990s the chance of surviving breast cancer increased. Changes in survival functions reflect a mixture of effects. Both, the introduction of adjuvant treatments and early screening with mammography played a role in the decline in mortality. Evaluating the contribution of these interventions using mathematical models requires survival functions before and after their introduction. Furthermore, required survival functions may be different by age groups and are related to disease stage at diagnosis. Sometimes detailed information is not available, as was the case for the region of Catalonia (Spain). Then one may derive the functions using information from other geographical areas. This work presents the methodology used to estimate age- and stage-specific Catalan breast cancer survival functions from scarce Catalan survival data by adapting the age- and stage-specific US functions. Methods: Cubic splines were used to smooth data and obtain continuous hazard rate functions. After, we fitted a Poisson model to derive hazard ratios. The model included time as a covariate. Then the hazard ratios were applied to US survival functions detailed by age and stage to obtain Catalan estimations. Results: We started estimating the hazard ratios for Catalonia versus the USA before and after the introduction of screening. The hazard ratios were then multiplied by the age- and stage-specific breast cancer hazard rates from the USA to obtain the Catalan hazard rates. We also compared breast cancer survival in Catalonia and the USA in two time periods, before cancer control interventions (USA 1975–79, Catalonia 1980–89) and after (USA and Catalonia 1990–2001). Survival in Catalonia in the 1980–89 period was worse than in the USA during 1975–79, but the differences disappeared in 1990–2001. Conclusion: Our results suggest that access to better treatments and quality of care contributed to large improvements in survival in Catalonia. On the other hand, we obtained detailed breast cancer survival functions that will be used for modeling the effect of screening and adjuvant treatments in Catalonia.

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Introducción. Uno de los paradigmas más utilizados en el estudio de la atención es el Continuous Performance Test (CPT). La versión de pares idénticos (CPT-IP) se ha utilizado ampliamente para evaluar los déficits de atención en los trastornos del neurodesarrollo, neurológicos y psiquiátricos. Sin embargo, la localización de la activación cerebral de las redes atencionales varía significativamente según el diseño de resonancia magnética funcional (RMf) usado. Objetivo. Diseñar una tarea para evaluar la atención sostenida y la memoria de trabajo mediante RMf para proporcionar datos de investigación relacionados con la localización y el papel de estas funciones. Sujetos y métodos. El estudio contó con la participación de 40 estudiantes, todos ellos diestros (50%, mujeres; rango: 18-25 años). La tarea de CPT-IP se diseñó como una tarea de bloques, en la que se combinaban los períodos CPT-IP con los de reposo. Resultados. La tarea de CPT-IP utilizada activa una red formada por regiones frontales, parietales y occipitales, y éstas se relacionan con funciones ejecutivas y atencionales. Conclusiones. La tarea de CPT-IP utilizada en nuestro trabajo proporciona datos normativos en adultos sanos para el estudio del sustrato neural de la atención sostenida y la memoria de trabajo. Estos datos podrían ser útiles para evaluar trastornos que cursan con déficits en memoria de trabajo y en atención sostenida.

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During the last part of the 1990s the chance of surviving breast cancer increased. Changes in survival functions reflect a mixture of effects. Both, the introduction of adjuvant treatments and early screening with mammography played a role in the decline in mortality. Evaluating the contribution of these interventions using mathematical models requires survival functions before and after their introduction. Furthermore, required survival functions may be different by age groups and are related to disease stage at diagnosis. Sometimes detailed information is not available, as was the case for the region of Catalonia (Spain). Then one may derive the functions using information from other geographical areas. This work presents the methodology used to estimate age- and stage-specific Catalan breast cancer survival functions from scarce Catalan survival data by adapting the age- and stage-specific US functions. Methods: Cubic splines were used to smooth data and obtain continuous hazard rate functions. After, we fitted a Poisson model to derive hazard ratios. The model included time as a covariate. Then the hazard ratios were applied to US survival functions detailed by age and stage to obtain Catalan estimations. Results: We started estimating the hazard ratios for Catalonia versus the USA before and after the introduction of screening. The hazard ratios were then multiplied by the age- and stage-specific breast cancer hazard rates from the USA to obtain the Catalan hazard rates. We also compared breast cancer survival in Catalonia and the USA in two time periods, before cancer control interventions (USA 1975–79, Catalonia 1980–89) and after (USA and Catalonia 1990–2001). Survival in Catalonia in the 1980–89 period was worse than in the USA during 1975–79, but the differences disappeared in 1990–2001. Conclusion: Our results suggest that access to better treatments and quality of care contributed to large improvements in survival in Catalonia. On the other hand, we obtained detailed breast cancer survival functions that will be used for modeling the effect of screening and adjuvant treatments in Catalonia

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Electricity distribution network operation (NO) models are challenged as they are expected to continue to undergo changes during the coming decades in the fairly developed and regulated Nordic electricity market. Network asset managers are to adapt to competitive technoeconomical business models regarding the operation of increasingly intelligent distribution networks. Factors driving the changes for new business models within network operation include: increased investments in distributed automation (DA), regulative frameworks for annual profit limits and quality through outage cost, increasing end-customer demands, climatic changes and increasing use of data system tools, such as Distribution Management System (DMS). The doctoral thesis addresses the questions a) whether there exist conditions and qualifications for competitive markets within electricity distribution network operation and b) if so, identification of limitations and required business mechanisms. This doctoral thesis aims to provide an analytical business framework, primarily for electric utilities, for evaluation and development purposes of dedicated network operation models to meet future market dynamics within network operation. In the thesis, the generic build-up of a business model has been addressed through the use of the strategicbusiness hierarchy levels of mission, vision and strategy for definition of the strategic direction of the business followed by the planning, management and process execution levels of enterprisestrategy execution. Research questions within electricity distribution network operation are addressed at the specified hierarchy levels. The results of the research represent interdisciplinary findings in the areas of electrical engineering and production economics. The main scientific contributions include further development of the extended transaction cost economics (TCE) for government decisions within electricity networks and validation of the usability of the methodology for the electricity distribution industry. Moreover, DMS benefit evaluations in the thesis based on the outage cost calculations propose theoretical maximum benefits of DMS applications equalling roughly 25% of the annual outage costs and 10% of the respective operative costs in the case electric utility. Hence, the annual measurable theoretical benefits from the use of DMS applications are considerable. The theoretical results in the thesis are generally validated by surveys and questionnaires.

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Several lines of evidence have shown that Trypanosoma cruzi interacts with host extracellular matrix (ECM) components producing breakdown products that play an important role in parasite mobilization and infectivity. Parasite-released antigens also modulate ECM expression that could participate in cell-cell and/or cell-parasite interactions. Increased expression of ECM components has been described in the cardiac tissue of chronic chagasic patients and diverse target tissues including heart, thymus, central nervous system and skeletal muscle of experimentally T. cruzi-infected mice. ECM components may adsorb parasite antigens and cytokines that could contribute to the establishment and perpetuation of inflammation. Furthermore, T. cruzi-infected mammalian cells produce cytokines and chemokines that not only participate in the control of parasitism but also contribute to the establishment of chronic inflammatory lesions in several target tissues and most frequently lead to severe myocarditis. T. cruzi-driven cytokines and chemokines may also modulate VCAM-1 and ICAM-1 adhesion molecules on endothelial cells of target tissues and play a key role in cell recruitment, especially of activated VLA-4+LFA-1+CD8+ T lymphocytes, resulting in a predominance of this cell population in the inflamed heart, central nervous system and skeletal muscle. The VLA-4+-invading cells are surrounded by a fine network of fibronectin that could contribute to cell anchorage, activation and effector functions. Since persistent "danger signals" triggered by the parasite and its antigens are required for the establishment of inflammation and ECM alterations, therapeutic interventions that control parasitism and selectively modulate cell migration improve ECM abnormalities, paving the way for the development of new therapeutic strategies improving the prognosis of T. cruzi-infected individuals.

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In this work the separation of multicomponent mixtures in counter-current columns with supercritical carbon dioxide has been investigated using a process design methodology. First the separation task must be defined, then phase equilibria experiments are carried out, and the data obtained are correlated with thermodynamic models or empirical functions. Mutual solubilities, Ki-values, and separation factors aij are determined. Based on this data possible operating conditions for further extraction experiments can be determined. Separation analysis using graphical methods are performed to optimize the process parameters. Hydrodynamic experiments are carried out to determine the flow capacity diagram. Extraction experiments in laboratory scale are planned and carried out in order to determine HETP values, to validate the simulation results, and to provide new materials for additional phase equilibria experiments, needed to determine the dependence of separation factors on concetration. Numerical simulation of the separation process and auxiliary systems is carried out to optimize the number of stages, solvent-to-feed ratio, product purity, yield, and energy consumption. Scale-up and cost analysis close the process design. The separation of palmitic acid and (oleic+linoleic) acids from PFAD-Palm Fatty Acids Distillates was used as a case study.

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Compositional data analysis motivated the introduction of a complete Euclidean structure in the simplex of D parts. This was based on the early work of J. Aitchison (1986) and completed recently when Aitchinson distance in the simplex was associated with an inner product and orthonormal bases were identified (Aitchison and others, 2002; Egozcue and others, 2003). A partition of the support of a random variable generates a composition by assigning the probability of each interval to a part of the composition. One can imagine that the partition can be refined and the probability density would represent a kind of continuous composition of probabilities in a simplex of infinitely many parts. This intuitive idea would lead to a Hilbert-space of probability densities by generalizing the Aitchison geometry for compositions in the simplex into the set probability densities

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During the last part of the 1990s the chance of surviving breast cancer increased. Changes in survival functions reflect a mixture of effects. Both, the introduction of adjuvant treatments and early screening with mammography played a role in the decline in mortality. Evaluating the contribution of these interventions using mathematical models requires survival functions before and after their introduction. Furthermore, required survival functions may be different by age groups and are related to disease stage at diagnosis. Sometimes detailed information is not available, as was the case for the region of Catalonia (Spain). Then one may derive the functions using information from other geographical areas. This work presents the methodology used to estimate age- and stage-specific Catalan breast cancer survival functions from scarce Catalan survival data by adapting the age- and stage-specific US functions. Methods: Cubic splines were used to smooth data and obtain continuous hazard rate functions. After, we fitted a Poisson model to derive hazard ratios. The model included time as a covariate. Then the hazard ratios were applied to US survival functions detailed by age and stage to obtain Catalan estimations. Results: We started estimating the hazard ratios for Catalonia versus the USA before and after the introduction of screening. The hazard ratios were then multiplied by the age- and stage-specific breast cancer hazard rates from the USA to obtain the Catalan hazard rates. We also compared breast cancer survival in Catalonia and the USA in two time periods, before cancer control interventions (USA 1975–79, Catalonia 1980–89) and after (USA and Catalonia 1990–2001). Survival in Catalonia in the 1980–89 period was worse than in the USA during 1975–79, but the differences disappeared in 1990–2001. Conclusion: Our results suggest that access to better treatments and quality of care contributed to large improvements in survival in Catalonia. On the other hand, we obtained detailed breast cancer survival functions that will be used for modeling the effect of screening and adjuvant treatments in Catalonia

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Quality management Self-evaluation of the organisation Citizens/customers satisfaction Impact on society evaluation Key performance evaluation Good practices comparison (Benchmarking) Continuous improvement In professional environments, when quality assessment of museums is discussed, one immediately thinks of the honourableness of the directors and curators, the erudition and specialisation of knowledge, the diversity of the gathered material and study of the collections, the collections conservation methods and environmental control, the regularity and notoriety of the exhibitions and artists, the building’s architecture and site, the recreation of environments, the museographic equipment design. We admit that the roles and attributes listed above can contribute to the definition of a specificity of museological good practice within a hierarchised functional perspective (the museum functions) and for the classification of museums according to a scale, validated between peers, based on “installed” appreciation criteria, enforced from above downwards, according to the “prestige” of the products and of those who conceive them, but that say nothing about the effective satisfaction of the citizen/customers and the real impact on society. There is a lack of evaluation instruments that would give us a return of all that the museum is and represents in contemporary society, focused on being and on the relation with the other, in detriment of the ostentatious possession and of the doing in order to meet one’s duties. But it is only possible to evaluate something by measurement and comparison, on the basis of well defined criteria, from a common grid, implicating all of the actors in the self-evaluation, in the definition of the aims to fulfil and in the obtaining of results.

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The continuous ranked probability score (CRPS) is a frequently used scoring rule. In contrast with many other scoring rules, the CRPS evaluates cumulative distribution functions. An ensemble of forecasts can easily be converted into a piecewise constant cumulative distribution function with steps at the ensemble members. This renders the CRPS a convenient scoring rule for the evaluation of ‘raw’ ensembles, obviating the need for sophisticated ensemble model output statistics or dressing methods prior to evaluation. In this article, a relation between the CRPS score and the quantile score is established. The evaluation of ‘raw’ ensembles using the CRPS is discussed in this light. It is shown that latent in this evaluation is an interpretation of the ensemble as quantiles but with non-uniform levels. This needs to be taken into account if the ensemble is evaluated further, for example with rank histograms.