919 resultados para Markov Switching


Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper presents a comparison between three switching techniques that can be used in three-phase four-wire Shunt Active Power Filters (SAPFs). The implemented switching techniques are: Periodic-Sampling (PS), Triangular Carrier Pulse-Width Modulation (TC-PWM) and Space Vector PWM (SVPWM). The comparison between them is made in terms of the compensated currents THD%, implementation complexity, necessary CPU time and SAPF efficiency. To perform this comparison are presented and analyzed several experimental results, obtained with a 20 kVA Shunt Active Power Filter prototype, specially developed for this purpose. The control system of the developed SAPF is based in the p-q Theory with a grid synchronization algorithm p-PLL.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Os fatores que envolvem os processos da dinâmica da floresta influenciam a sua biodiversidade e, portanto, a qualidade da floresta. A definição de estratégias que envolve a proteção e o uso adequado da floresta manejada e a recuperação de áreas já degradadas tornam-se possível com o estudo da estrutura e dinâmica da floresta primária por meio de informações como a mortalidade, o recrutamento e a permanência das árvores no sistema florestal. Este trabalho teve como objetivo avaliar a dinâmica de uma floresta não perturbada e fazer projeções da dinâmica florestal usando a matriz de transição probabilística (Cadeia de Markov). As taxas de recrutamento, mortalidade e incremento foram determinadas a partir de inventários florestais realizados em dois transectos, nos sentidos Norte-Sul e Leste-Oeste (20 x 2500 m cada, totalizando 10 ha), localizados no km 50 da BR 174, na estrada vicinal ZF-2, Manaus/AM, nos anos de 2000 e 2004. A floresta acumulou 8,34 t.ha-1.ano-1 de biomassa fresca acima do solo. De acordo com projeção para 2008, o número total de árvores diminuirá em 2,67% (de 5987 indivíduos (2004) para 5827 (2008)) e a mortalidade será 15% maior (de 264 (2004) para 311 (2008)). O teste Qui-quadrado mostrou que não há diferença significativa (1% de probabilidade) entre as informações coletadas e projetadas. Esses resultados permitem concluir que a Cadeia de Markov é um eficiente instrumento para projetar a dinâmica da floresta natural, contribuindo para o planejamento em curto prazo das atividades que utilizam os recursos florestais.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In this study, Ag:SiC nanocermets were prepared via rapid thermal annealing (RTA) of pulsed laser-deposited SiC/Ag/SiC trilayers grown on Si substrate. Atomic force microscope images show that silver nanoparticles (Ag NPs) are formed after RTA, and the size of NPs increases with increasing Ag deposition time (t Ag). Sharp dip observed in the reflectance spectra confirmed the existence of Ag surface plasmons (SPs). The infrared transmission spectra showed an intense and broad absorption band around 780–800 cm−1 that can be assigned to Si-C stretching vibration mode. Influence of t Ag on the spectral characteristics of SP-enhanced photoluminescence (PL) and electrical properties of silicon carbide (SiC) films has been investigated. The maximum PL enhancement by 5.5 times for Ag:SiC nanocermets is achieved when t Ag ≈ 50 s. This enhancement is due to the strong resonant coupling between SiC and the SP oscillations of the Ag NPs. Presence of Ag NPs in SiC also induces a forming-free resistive switching with switching ratio of 2 × 10−2. The analysis of I–V curves demonstrates that the trap-controlled space-charge-limited conduction with filamentary model is the governing mechanism for the resistive switching in nanocerment thin films.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This work demonstrates the role of defects generated during rapid thermal annealing of pulsed laser deposited ZnO/Al2O3 multilayer nanostructures in presence of vacuum at different temperatures (Ta) (500–900 C) on their electrical conductance and optical characteristics. Photoluminescence (PL) emissions show the stronger green emission at Ta 600 C and violet–blue emission at TaP800 C, and are attributed to oxygen vacancies and zinc related defects (zinc vacancies and interstitials) respectively. Current–voltage (I–V) characteristics of nanostructures with rich oxygen vacancies and zinc related defects display the electroforming free resistive switching (RS) characteristics. Nanostructures with rich oxygen vacancies exhibit conventional and stable RS behavior with high and low resistance states (HRS/LRS) ratio 104 during the retention test. Besides, the dominant conduction mechanism of HRS and LRS is explained by trap-controlled-space-charge limited conduction mechanism, where the oxygen vacancies act as traps. On the other hand, nanostructures with rich zinc related defects show a diode-like RS behavior. The rectifying ratio is found to be sensitive on the zinc interstitials concentration. It is assumed that the rectifying behavior is due to the electrically formed interface layer ZnAl2O4 at the Zn defects rich ZnO crystals – Al2O3 x interface and the switching behavior is attributed to the electron trapping/de-trapping process at zinc vacancies.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In this work, Ba0.8Sr0.2TiO3 (BST)/ITO structures were grown on glass substrate and laser assisted annealing (LAA) was performed to promote the crystallization of BST. Atomic force microscopy and X-ray diffraction studies confirm the crack free and polycrystalline perovskite phase of BST. White light controlled resistive switching (RS) effect in Au/BST/ITO device is investigated. The device displays the electroforming-free bipolar RS characteristics and are explained by the modulationof the width and height of barrier at the BST/ITO interface via ferroelectric polarization. Moreover, the RS effect is signifi- cantly improved under white light illumination compared to that in the dark. The enhanced RS and photovoltaic effects are explained by considering depolarization field and charge distribution at the interface. The devices exhibit stable retention characteristics with low currents (mA), which make them attractive for non volatile memory devices.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In this work, hafnium aluminum oxide (HfAlO) thin films were deposited by ion beam sputtering deposition technique on Si substrate. The presence of oxygen vacancies in the HfAlOx layer deposited in oxygen deficient environment is evidenced from the photoluminescence spectra. Furthermore, HfAlO(oxygen rich)/HfAlOx(oxygen poor) bilayer structures exhibit multilevel resistive switching (RS), and the switching ratio becomes more prominent with increasing the HfAlO layer thickness. The bilayer structure with HfAlO/HfAlOx thickness of 30/40 nm displays the enhanced multilevel resistive switching characteristics, where the high resistance state/ intermediate resistance state (IRS) and IRS/low resistance state resistance ratios are 102 and 5 105 , respectively. The switching mechanisms in the bilayer structures were investigated by the temperature dependence of the three resistance states. This study revealed that the multilevel RS is attributed to the coupling of ionic conduction and the metallic conduction, being the first associated to the formation and rupture of conductive filaments related to oxygen vacancies and the second with the formation of a metallic filament. Moreover, the bilayer structures exhibit good endurance and stability in time.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

L'Anàlisi de la supervivència s'utilitza en diferents camps per analitzar el temps transcorregut entre dos esdeveniments. El que distingeix l'anàlisi de la supervivència d'altres àrees de l'estadística és que les dades normalment estan censurades. La censura en un interval apareix quan l'esdeveniment final d'interès no és directament observable i només se sap que el temps de fallada està en un interval concret. Un esquema de censura més complex encara apareix quan tant el temps inicial com el temps final estan censurats en un interval. Aquesta situació s'anomena doble censura. En aquest article donem una descripció formal d'un mètode bayesà paramètric per a l'anàlisi de dades censurades en un interval i dades doblement censurades així com unes indicacions clares de la seva utilització o pràctica. La metodologia proposada s'ilustra amb dades d'una cohort de pacients hemofílics que es varen infectar amb el virus VIH a principis dels anys 1980's.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Among the largest resources for biological sequence data is the large amount of expressed sequence tags (ESTs) available in public and proprietary databases. ESTs provide information on transcripts but for technical reasons they often contain sequencing errors. Therefore, when analyzing EST sequences computationally, such errors must be taken into account. Earlier attempts to model error prone coding regions have shown good performance in detecting and predicting these while correcting sequencing errors using codon usage frequencies. In the research presented here, we improve the detection of translation start and stop sites by integrating a more complex mRNA model with codon usage bias based error correction into one hidden Markov model (HMM), thus generalizing this error correction approach to more complex HMMs. We show that our method maintains the performance in detecting coding sequences.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

INTRODUCTION: Hip fractures are responsible for excessive mortality, decreasing the 5-year survival rate by about 20%. From an economic perspective, they represent a major source of expense, with direct costs in hospitalization, rehabilitation, and institutionalization. The incidence rate sharply increases after the age of 70, but it can be reduced in women aged 70-80 years by therapeutic interventions. Recent analyses suggest that the most efficient strategy is to implement such interventions in women at the age of 70 years. As several guidelines recommend bone mineral density (BMD) screening of postmenopausal women with clinical risk factors, our objective was to assess the cost-effectiveness of two screening strategies applied to elderly women aged 70 years and older. METHODS: A cost-effectiveness analysis was performed using decision-tree analysis and a Markov model. Two alternative strategies, one measuring BMD of all women, and one measuring BMD only of those having at least one risk factor, were compared with the reference strategy "no screening". Cost-effectiveness ratios were measured as cost per year gained without hip fracture. Most probabilities were based on data observed in EPIDOS, SEMOF and OFELY cohorts. RESULTS: In this model, which is mostly based on observed data, the strategy "screen all" was more cost effective than "screen women at risk." For one woman screened at the age of 70 and followed for 10 years, the incremental (additional) cost-effectiveness ratio of these two strategies compared with the reference was 4,235 euros and 8,290 euros, respectively. CONCLUSION: The results of this model, under the assumptions described in the paper, suggest that in women aged 70-80 years, screening all women with dual-energy X-ray absorptiometry (DXA) would be more effective than no screening or screening only women with at least one risk factor. Cost-effectiveness studies based on decision-analysis trees maybe useful tools for helping decision makers, and further models based on different assumptions should be performed to improve the level of evidence on cost-effectiveness ratios of the usual screening strategies for osteoporosis.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

In this article, we analyze a multilingual interaction in a students' working group and hypothesize a correlation between management of languages in interaction and leadership. We consider Codeswitching as one of the most relevant observables in multilingual interaction and attempt to analyze how it is used by speakers. After a brief presentation of three theoretical and analytical conceptions of Code-switching in interaction (Auer, Mondada & Myers Scotton), we define Code-switching as an interactional, strategical, multilingual resource exploited by speakers to achieve various interactionaland non interactional goals. We then show in two CA-like analysis how multilingual strategical resources occur in the interactional practices of the analyzed working group, and how they are exploited by speakers in order to organize interaction, work, tasks, and to construct one's leadership.We also consider the metadiscourses of the students about their own practices and multilingualism in general, in order to confront them to their actual multilingual practices. We draw the hypothesis that discrepancies observed between metadiscourses and practices can be explained through the development of (meta)discourses showing a unilingual conception in describing multilingual practices.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We propose a non-equidistant Q rate matrix formula and an adaptive numerical algorithm for a continuous time Markov chain to approximate jump-diffusions with affine or non-affine functional specifications. Our approach also accommodates state-dependent jump intensity and jump distribution, a flexibility that is very hard to achieve with other numerical methods. The Kolmogorov-Smirnov test shows that the proposed Markov chain transition density converges to the one given by the likelihood expansion formula as in Ait-Sahalia (2008). We provide numerical examples for European stock option pricing in Black and Scholes (1973), Merton (1976) and Kou (2002).

Relevância:

20.00% 20.00%

Publicador:

Resumo:

BACKGROUND: Patients with rheumatoid arthritis (RA) with an inadequate response to TNF antagonists (aTNFs) may switch to an alternative aTNF or start treatment from a different class of drugs, such as rituximab (RTX). It remains unclear in which clinical settings these therapeutic strategies offer most benefit. OBJECTIVE: To analyse the effectiveness of RTX versus alternative aTNFs on RA disease activity in different subgroups of patients. METHODS: A prospective cohort study of patients with RA who discontinued at least one aTNF and subsequently received either RTX or an alternative aTNF, nested within the Swiss RA registry (SCQM-RA) was carried out. The primary outcome, longitudinal improvement in 28-joint count Disease Activity Score (DAS28), was analysed using multivariate regression models for longitudinal data and adjusted for potential confounders. RESULTS: Of the 318 patients with RA included; 155 received RTX and 163 received an alternative aTNF. The relative benefit of RTX varied with the type of prior aTNF failure: when the motive for switching was ineffectiveness to previous aTNFs, the longitudinal improvement in DAS28 was significantly better with RTX than with an alternative aTNF (p = 0.03; at 6 months, -1.34 (95% CI -1.54 to -1.15) vs -0.93 (95% CI -1.28 to -0.59), respectively). When the motive for switching was other causes, the longitudinal improvement in DAS28 was similar for RTX and alternative aTNFs (p = 0.40). These results were not significantly modified by the number of previous aTNF failures, the type of aTNF switches, or the presence of co-treatment with a disease-modifying antirheumatic drug. CONCLUSION: This observational study suggests that in patients with RA who have stopped a previous aTNF treatment because of ineffectiveness changing to RTX is more effective than switching to an alternative aTNF.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper investigates the usefulness of switching Gaussian state space models as a tool for implementing dynamic model selecting (DMS) or averaging (DMA) in time-varying parameter regression models. DMS methods allow for model switching, where a different model can be chosen at each point in time. Thus, they allow for the explanatory variables in the time-varying parameter regression model to change over time. DMA will carry out model averaging in a time-varying manner. We compare our exact approach to DMA/DMS to a popular existing procedure which relies on the use of forgetting factor approximations. In an application, we use DMS to select different predictors in an in ation forecasting application. We also compare different ways of implementing DMA/DMS and investigate whether they lead to similar results.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We study a business cycle model in which a benevolent fiscal authority must determine the optimal provision of government services, while lacking credibility, lump-sum taxes, and the ability to bond finance deficits. Households and the fiscal authority have risk sensitive preferences. We find that outcomes are affected importantly by the household's risk sensitivity, but not by the fiscal authority's. Further, while household risk-sensitivity induces a strong precautionary saving motive, which raises capital and lowers the return on assets, its effects on fluctuations and the business cycle are generally small, although more pronounced for negative shocks. Holding the stochastic steady state constant, increases in household risk-sensitivity lower the risk-free rate and raise the return on equity, increasing the equity premium. Finally, although risk-sensitivity has little effect on the provision of government services, it does cause the fiscal authority to lower the income tax rate. An additional contribution of this paper is to present a method for computing Markov-perfect equilibria in models where private agents and the government are risk-sensitive decisionmakers.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Time-inconsistency is an essential feature of many policy problems (Kydland and Prescott, 1977). This paper presents and compares three methods for computing Markov-perfect optimal policies in stochastic nonlinear business cycle models. The methods considered include value function iteration, generalized Euler-equations, and parameterized shadow prices. In the context of a business cycle model in which a scal authority chooses government spending and income taxation optimally, while lacking the ability to commit, we show that the solutions obtained using value function iteration and generalized Euler equations are somewhat more accurate than that obtained using parameterized shadow prices. Among these three methods, we show that value function iteration can be applied easily, even to environments that include a risk-sensitive scal authority and/or inequality constraints on government spending. We show that the risk-sensitive scal authority lowers government spending and income-taxation, reducing the disincentive households face to accumulate wealth.