964 resultados para variance component models


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Creation of cold dark matter (CCDM) can macroscopically be described by a negative pressure, and, therefore, the mechanism is capable to accelerate the Universe, without the need of an additional dark energy component. In this framework, we discuss the evolution of perturbations by considering a Neo-Newtonian approach where, unlike in the standard Newtonian cosmology, the fluid pressure is taken into account even in the homogeneous and isotropic background equations (Lima, Zanchin, and Brandenberger, MNRAS 291, L1, 1997). The evolution of the density contrast is calculated in the linear approximation and compared to the one predicted by the Lambda CDM model. The difference between the CCDM and Lambda CDM predictions at the perturbative level is quantified by using three different statistical methods, namely: a simple chi(2)-analysis in the relevant space parameter, a Bayesian statistical inference, and, finally, a Kolmogorov-Smirnov test. We find that under certain circumstances, the CCDM scenario analyzed here predicts an overall dynamics (including Hubble flow and matter fluctuation field) which fully recovers that of the traditional cosmic concordance model. Our basic conclusion is that such a reduction of the dark sector provides a viable alternative description to the accelerating Lambda CDM cosmology.

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Three-dimensional spectroscopy techniques are becoming more and more popular, producing an increasing number of large data cubes. The challenge of extracting information from these cubes requires the development of new techniques for data processing and analysis. We apply the recently developed technique of principal component analysis (PCA) tomography to a data cube from the center of the elliptical galaxy NGC 7097 and show that this technique is effective in decomposing the data into physically interpretable information. We find that the first five principal components of our data are associated with distinct physical characteristics. In particular, we detect a low-ionization nuclear-emitting region (LINER) with a weak broad component in the Balmer lines. Two images of the LINER are present in our data, one seen through a disk of gas and dust, and the other after scattering by free electrons and/or dust particles in the ionization cone. Furthermore, we extract the spectrum of the LINER, decontaminated from stellar and extended nebular emission, using only the technique of PCA tomography. We anticipate that the scattered image has polarized light due to its scattered nature.

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Context. Tight binaries discovered in young, nearby associations are ideal targets for providing dynamical mass measurements to test the physics of evolutionary models at young ages and very low masses. Aims. We report the binarity of TWA22 for the first time. We aim at monitoring the orbit of this young and tight system to determine its total dynamical mass using an accurate distance determination. We also intend to characterize the physical properties (luminosity, effective temperature, and surface gravity) of each component based on near-infrared photometric and spectroscopic observations. Methods. We used the adaptive-optics assisted imager NACO to resolve the components, to monitor the complete orbit and to obtain the relative near-infrared photometry of TWA22 AB. The adaptive-optics assisted integral field spectrometer SINFONI was also used to obtain medium-resolution (R(lambda) = 1500-2000) spectra in JHK bands. Comparison with empirical and synthetic librairies were necessary for deriving the spectral type, the effective temperature, and the surface gravity for each component of the system. Results. Based on an accurate trigonometric distance (17.5 +/- 0.2 pc) determination, we infer a total dynamical mass of 220 +/- 21 M(Jup) for the system. From the complete set of spectra, we find an effective temperature T(eff) = 2900(-200)(+200) K for TWA22A and T(eff) = 2900(-100)(+200) for TWA22 B and surface gravities between 4.0 and 5.5 dex. From our photometry and an M6 +/- 1 spectral type for both components, we find luminosities of log(L/L(circle dot)) = -2.11 +/- 0.13 dex and log(L/L(circle dot)) = -2.30 +/- 0.16 dex for TWA22 A and B, respectively. By comparing these parameters with evolutionary models, we question the age and the multiplicity of this system. We also discuss a possible underestimation of the mass predicted by evolutionary models for young stars close to the substellar boundary.

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Today several different unsupervised classification algorithms are commonly used to cluster similar patterns in a data set based only on its statistical properties. Specially in image data applications, self-organizing methods for unsupervised classification have been successfully applied for clustering pixels or group of pixels in order to perform segmentation tasks. The first important contribution of this paper refers to the development of a self-organizing method for data classification, named Enhanced Independent Component Analysis Mixture Model (EICAMM), which was built by proposing some modifications in the Independent Component Analysis Mixture Model (ICAMM). Such improvements were proposed by considering some of the model limitations as well as by analyzing how it should be improved in order to become more efficient. Moreover, a pre-processing methodology was also proposed, which is based on combining the Sparse Code Shrinkage (SCS) for image denoising and the Sobel edge detector. In the experiments of this work, the EICAMM and other self-organizing models were applied for segmenting images in their original and pre-processed versions. A comparative analysis showed satisfactory and competitive image segmentation results obtained by the proposals presented herein. (C) 2008 Published by Elsevier B.V.

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Due to the several kinds of services that use the Internet and data networks infra-structures, the present networks are characterized by the diversity of types of traffic that have statistical properties as complex temporal correlation and non-gaussian distribution. The networks complex temporal correlation may be characterized by the Short Range Dependence (SRD) and the Long Range Dependence - (LRD). Models as the fGN (Fractional Gaussian Noise) may capture the LRD but not the SRD. This work presents two methods for traffic generation that synthesize approximate realizations of the self-similar fGN with SRD random process. The first one employs the IDWT (Inverse Discrete Wavelet Transform) and the second the IDWPT (Inverse Discrete Wavelet Packet Transform). It has been developed the variance map concept that allows to associate the LRD and SRD behaviors directly to the wavelet transform coefficients. The developed methods are extremely flexible and allow the generation of Gaussian time series with complex statistical behaviors.

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In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

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In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

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Mixed models have become important in analyzing the results of experiments, particularly those that require more complicated models (e.g., those that involve longitudinal data). This article describes a method for deriving the terms in a mixed model. Our approach extends an earlier method by Brien and Bailey to explicitly identify terms for which autocorrelation and smooth trend arising from longitudinal observations need to be incorporated in the model. At the same time we retain the principle that the model used should include, at least, all the terms that are justified by the randomization. This is done by dividing the factors into sets, called tiers, based on the randomization and determining the crossing and nesting relationships between factors. The method is applied to formulate mixed models for a wide range of examples. We also describe the mixed model analysis of data from a three-phase experiment to investigate the effect of time of refinement on Eucalyptus pulp from four different sources. Cubic smoothing splines are used to describe differences in the trend over time and unstructured covariance matrices between times are found to be necessary.

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The objective of the present study was to estimate milk yield genetic parameters applying random regression models and parametric correlation functions combined with a variance function to model animal permanent environmental effects. A total of 152,145 test-day milk yields from 7,317 first lactations of Holstein cows belonging to herds located in the southeastern region of Brazil were analyzed. Test-day milk yields were divided into 44 weekly classes of days in milk. Contemporary groups were defined by herd-test-day comprising a total of 2,539 classes. The model included direct additive genetic, permanent environmental, and residual random effects. The following fixed effects were considered: contemporary group, age of cow at calving (linear and quadratic regressions), and the population average lactation curve modeled by fourth-order orthogonal Legendre polynomial. Additive genetic effects were modeled by random regression on orthogonal Legendre polynomials of days in milk, whereas permanent environmental effects were estimated using a stationary or nonstationary parametric correlation function combined with a variance function of different orders. The structure of residual variances was modeled using a step function containing 6 variance classes. The genetic parameter estimates obtained with the model using a stationary correlation function associated with a variance function to model permanent environmental effects were similar to those obtained with models employing orthogonal Legendre polynomials for the same effect. A model using a sixth-order polynomial for additive effects and a stationary parametric correlation function associated with a seventh-order variance function to model permanent environmental effects would be sufficient for data fitting.

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A total of 152,145 weekly test-day milk yield records from 7317 first lactations of Holstein cows distributed in 93 herds in southeastern Brazil were analyzed. Test-day milk yields were classified into 44 weekly classes of DIM. The contemporary groups were defined as herd-year-week of test-day. The model included direct additive genetic, permanent environmental and residual effects as random and fixed effects of contemporary group and age of cow at calving as covariable, linear and quadratic effects. Mean trends were modeled by a cubic regression on orthogonal polynomials of DIM. Additive genetic and permanent environmental random effects were estimated by random regression on orthogonal Legendre polynomials. Residual variances were modeled using third to seventh-order variance functions or a step function with 1, 6,13,17 and 44 variance classes. Results from Akaike`s and Schwarz`s Bayesian information criterion suggested that a model considering a 7th-order Legendre polynomial for additive effect, a 12th-order polynomial for permanent environment effect and a step function with 6 classes for residual variances, fitted best. However, a parsimonious model, with a 6th-order Legendre polynomial for additive effects and a 7th-order polynomial for permanent environmental effects, yielded very similar genetic parameter estimates. (C) 2008 Elsevier B.V. All rights reserved.

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The relative importance of factors that may promote genetic differentiation in marine organisms is largely unknown. Here, contributions to population structure from biogeography, habitat distribution, and isolation by distance were investigated in Axoclinus nigricaudus, a small subtidal rock reef fish, throughout its range in the Gulf of California. A 408 basepair fragment of the mitochondrial control region was sequenced from 105 individuals. Variation was significantly partitioned between many pairs of populations. Phylogenetic analyses, hierarchical analyses of variance, and general linear models substantiated a major break between two putative biogeographic regions. This genetic discontinuity coincides with an abrupt change in ecological characteristics (including temperature and salinity) but does not coincide with known oceanographic circulation patterns. Geographic distance and the nature of habitat separating populations (continuous habitat along a shoreline, discontinuous habitat along a shoreline, and open water) also contributed to population structure in general linear model analyses. To verify that local populations are genetically stable over time, one population was resampled on four occasions over eighteen months; it showed no evidence of a temporal component to diversity. These results indicate that having a planktonic life stage does not preclude geographically partitioned genetic variation over relatively small geographic distances in marine environments. Moreover, levels of genetic differentiation among populations of Axoclinus nigricaudus cannot be explained by a single factor, but are due to the combined influences of a biogeographic boundary, habitat, and geographic distance.

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Predicted area under curve (AUC), mean transit time (MTT) and normalized variance (CV2) data have been compared for parent compound and generated metabolite following an impulse input into the liver, Models studied were the well-stirred (tank) model, tube model, a distributed tube model, dispersion model (Danckwerts and mixed boundary conditions) and tanks-in-series model. It is well known that discrimination between models for a parent solute is greatest when the parent solute is highly extracted by the liver. With the metabolite, greatest model differences for MTT and CV2 occur when parent solute is poorly extracted. In all cases the predictions of the distributed tube, dispersion, and tasks-in-series models are between the predictions of the rank and tube models. The dispersion model with mixed boundary conditions yields identical predictions to those for the distributed tube model (assuming an inverse gaussian distribution of tube transit times). The dispersion model with Danckwerts boundary conditions and the tanks-in series models give similar predictions to the dispersion (mixed boundary conditions) and the distributed tube. The normalized variance for parent compound is dependent upon hepatocyte permeability only within a distinct range of permeability values. This range is similar for each model but the order of magnitude predicted for normalized variance is model dependent. Only for a one-compartment system is the MIT for generated metabolite equal to the sum of MTTs for the parent compound and preformed metabolite administered as parent.

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The majority of past and current individual-tree growth modelling methodologies have failed to characterise and incorporate structured stochastic components. Rather, they have relied on deterministic predictions or have added an unstructured random component to predictions. In particular, spatial stochastic structure has been neglected, despite being present in most applications of individual-tree growth models. Spatial stochastic structure (also called spatial dependence or spatial autocorrelation) eventuates when spatial influences such as competition and micro-site effects are not fully captured in models. Temporal stochastic structure (also called temporal dependence or temporal autocorrelation) eventuates when a sequence of measurements is taken on an individual-tree over time, and variables explaining temporal variation in these measurements are not included in the model. Nested stochastic structure eventuates when measurements are combined across sampling units and differences among the sampling units are not fully captured in the model. This review examines spatial, temporal, and nested stochastic structure and instances where each has been characterised in the forest biometry and statistical literature. Methodologies for incorporating stochastic structure in growth model estimation and prediction are described. Benefits from incorporation of stochastic structure include valid statistical inference, improved estimation efficiency, and more realistic and theoretically sound predictions. It is proposed in this review that individual-tree modelling methodologies need to characterise and include structured stochasticity. Possibilities for future research are discussed. (C) 2001 Elsevier Science B.V. All rights reserved.

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To reconstruct oceanographic variations in the subtropical South Pacific, 271-year long subseasonal time series of Sr/Ca and delta(18)O were generated from a coral growing at Rarotonga (21.5degreesS, 159.5degreesW). In this case, coral Sr/Ca appears to be an excellent proxy for sea surface temperature (SST) and coral delta(18)O is a function of both SST and seawater delta(18)O composition (delta(18)O(sw)). Here, we focus on extracting the delta(18)O(sw) signal from these proxy records. A method is presented assuming that coral Sr/Ca is solely a function of SST and that coral delta(18)O is a function of both SST and delta(18)O(sw). This method separates the effects of delta(18)O(sw) from SST by breaking the instantaneous changes of coral delta(18)O into separate contributions by instantaneous SST and delta(18)O(sw) changes, respectively. The results show that on average delta(18)O(sw) at Rarotonga explains similar to39% of the variance in delta(18)O and that variations in SST explains the remaining similar to61% of delta(18)O variance. Reconstructed delta(18)O(sw) shows systematic increases in summer months (December-February) consistent with the regional pattern of variations in precipitation and evaporation. The delta(18)O(sw) also shows a positive linear correlation with satellite-derived estimated salinity for the period 1980 to 1997 (r = 0.72). This linear correlation between reconstructed delta(18)O(sw) and salinity makes it possible to use the reconstructed delta(18)O(sw) to estimate the past interannual and decadal salinity changes in this region. Comparisons of coral delta(18)O and delta(18)O(sw) at Rarotonga with the Pacific decadal oscillation index suggest that the decadal and interdecadal salinity and SST variability at Rarotonga appears to be related to basin-scale decadal variability in the Pacific. Copyright (C) 2002 Elsevier Science Ltd.

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A two-component survival mixture model is proposed to analyse a set of ischaemic stroke-specific mortality data. The survival experience of stroke patients after index stroke may be described by a subpopulation of patients in the acute condition and another subpopulation of patients in the chronic phase. To adjust for the inherent correlation of observations due to random hospital effects, a mixture model of two survival functions with random effects is formulated. Assuming a Weibull hazard in both components, an EM algorithm is developed for the estimation of fixed effect parameters and variance components. A simulation study is conducted to assess the performance of the two-component survival mixture model estimators. Simulation results confirm the applicability of the proposed model in a small sample setting. Copyright (C) 2004 John Wiley Sons, Ltd.