918 resultados para least squares method
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Dissertação de mestrado em Economia Industrial e da Empresa
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The author proves that equation, Σy n ΣZx | ΣxyZx ΣxZx ΣxZ2x | = 0, Σy ΣZx Σy2x | where Z = 10-cq and q is a numerical constant, used by Pimentel Gomes and Malavolta in several articles for the interpolation of Mitscherlih's equation y = A [ 1 - 10 - c (x + b) ] by the least squares method, always has a zero of order three for Z = 1. Therefore, equation A Zm + A1Zm -1 + ........... + Am = 0 obtained from that determinant can be divided by (Z-1)³. This property provides a good test for the correctness of the computations and facilitates the solution of the equation.
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The Republic of Haiti is the prime international remittances recipient country in the Latin American and Caribbean (LAC) region relative to its gross domestic product (GDP). The downside of this observation may be that this country is also the first exporter of skilled workers in the world by population size. The present research uses a zero-altered negative binomial (with logit inflation) to model households' international migration decision process, and endogenous regressors' Amemiya Generalized Least Squares method (instrumental variable Tobit, IV-Tobit) to account for selectivity and endogeneity issues in assessing the impact of remittances on labor market outcomes. Results are in line with what has been found so far in this literature in terms of a decline of labor supply in the presence of remittances. However, the impact of international remittances does not seem to be important in determining recipient households' labor participation behavior, particularly for women.
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The factor structure of a back translated Spanish version (Lega, Caballo and Ellis, 2002) of the Attitudes and Beliefs Inventory (ABI) (Burgess, 1990) is analyzed in a sample of 250 university students.The Spanish version of the ABI is a 48-items self-report inventory using a 5-point Likert scale that assesses rational and irrational attitudes and beliefs. 24-items cover two dimensions of irrationality: a) areas of content (3 subscales), and b) styles of thinking (4 subscales).An Exploratory Factor Analysis (Parallel Analysis with Unweighted Least Squares method and Promin rotation) was performed with the FACTOR 9.20 software (Lorenzo-Seva and Ferrando, 2013).The results reproduced the main four styles of irrational thinking in relation with the three specific contents of irrational beliefs. However, two factors showed a complex configuration with important cross-loadings of different items in content and style. More analyses are needed to review the specific content and style of such items.
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The factor structure of a back translated Spanish version (Lega, Caballo and Ellis, 2002) of the Attitudes and Beliefs Inventory (ABI) (Burgess, 1990) is analyzed in a sample of 250 university students.The Spanish version of the ABI is a 48-items self-report inventory using a 5-point Likert scale that assesses rational and irrational attitudes and beliefs. 24-items cover two dimensions of irrationality: a) areas of content (3 subscales), and b) styles of thinking (4 subscales).An Exploratory Factor Analysis (Parallel Analysis with Unweighted Least Squares method and Promin rotation) was performed with the FACTOR 9.20 software (Lorenzo-Seva and Ferrando, 2013).The results reproduced the main four styles of irrational thinking in relation with the three specific contents of irrational beliefs. However, two factors showed a complex configuration with important cross-loadings of different items in content and style. More analyses are needed to review the specific content and style of such items.
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Osakemarkkinoilta on jo useiden vuosien ajan julkaistu lukuisia tutkimuksia, joissa on esitetty havaintoja ajallisesta säännönmukaisuudesta osakkeiden hinnoissa, joita ei pystytä selittämään markkinakohtaisilla fundamenteilla. Nämä niin kutsutut kalenterianomaliat esiintyvät tyypillisesti ajallisissa käännepisteissä, kuten vuoden, kuukauden tai viikon vaihtuessa seuraavaksi. Myös erilaisten katkosten, kuten juhlapyhien, kaupankäyntirutiineissa on havaittu aiheuttavan anomalioita. Tutkimuksen tavoitteena oli tutkia osakemarkkinoilla havaittujen kalenterianomalioiden esiintymistä pohjoismaisilla sähkömarkkinoilla. Tutkitut anomaliat olivat viikonpäivä- kuukausi-, kuunvaihde- ja juhlapyhäanomalia. Näiden lisäksi tutkittiin tuottojen käyttäytymistä optioiden erääntymispäivien läheisyydessä. Yksittäisten tuotteiden sijasta tarkastelut suoritettiin sesonki- ja kvartaalituotteista muodostetuilla vuosituotteilla. Testauksessa käytettiin pienimmän neliösumman menetelmää, huomioidenheteroskedastisuuden, autokorrelaation ja multikollineaarisuuden vaikutukset. Pelkkien kalenterimuuttujien lisäksi testit suoritettiin regressiomalleilla, joissa lisäselittäjinä käytettiin spot-hintaa, päästöoikeuden hintaa ja/tai sade-ennusteita. Tarkastelujakso koostui vuosista 1998-2006.
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This article analyses the impact that innovation expenditure and intrasectoral and intersectoral externalities have on productivity in Spanish firms. While there is an extensive literature analysing the relationship between innovation and productivity, in this particular area there are far fewer studies that examine the importance of sectoral externalities, especially with the focus on Spain. One novelty of the study, which covers the industrial and service sectors, is that we also consider jointly the technology level of the sector in which the firm operates and the firm size. The database used is the Technological Innovation Panel, PITEC, which includes 12,813 firms for the year 2008 and has been little used in this type of study. The estimation method used is Iteratively Reweighted Least Squares method, IRLS, which is very useful for obtaining robust estimations in the presence of outliers. The results confirm that innovation has a positive effect on productivity, especially in high-tech and large firms. The impact of externalities is more heterogeneous because, while intrasectoral externalities have a poitive and significant effect, especially in low-tech firms independently of size, intersectoral externalities have a more ambiguous effect, being clearly significant for advanced industries in which size has a positive effect.
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EPR users often face the problem of extracting information from frequently low-resolution and complex EPR spectra. Simulation programs that provide a series of parameters, characteristic of the investigated system, have been used to achieve this goal. This work describes the general aspects of one of those programs, the NLSL program, used to fit EPR spectra applying a nonlinear least squares method. Several motion regimes of the probes are included in this computational tool, covering a broad range of spectral changes. The meanings of the different parameters and rotational diffusion models are discussed. The anisotropic case is also treated by including an orienting potential and order parameters. Some examples are presented in order to show its applicability in different systems.
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This study aims to present an alternative calculation methodology based on the Least Squares Method for determining the modulus of elasticity in bending wooden beams of structural dimensions. The equations developed require knowledge of three or five points measured in displacements along the piece, allowing greater reliability on the response variable, using the statistical bending test at three points and non-destructively, resulting from imposition of measures from small displacements L/300 and L/200, the largest being stipulated by the Brazilian norm NBR 7190:1997. The woods tested were Angico, Cumaru, Garapa and Jatoba. Besides obtaining the modulus of elasticity through the alternative methodology proposed, these were also obtained employing the Brazilian norm NBR 7190:1997, adapted to the condition of non-destructive testing (small displacements) and for pieces of structural dimensions. The results of the modulus of elasticity of the four species of wood according to both calculation approaches used proved to be equivalent, implying the good approximation provided by the methodology of calculation adapted from the Brazilian norm.
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A comparative analysis of the theoretical-experimental study, developed by Hsu on the hydration of Amsoy 71 soybean grain, was performed through several soaking experiments using CD 202 soybean at 10, 20, 30, 40, and 50 °C, measuring moisture content over time. The results showed that CD 202 soybean equilibrium moisture content, Xeq, does not depend on temperature and is 21% higher than that found by Hsu, suggesting that soybean cultivar exerts great influence on Xeq. The Hsu model was numerically solved and its parameters were adjusted by the least squares method, with maximum deviations of +/- 10% relative to the experimental values. The limiting step in the mass transfer process during hydration corresponds to water diffusion inside the grain, leading to radial moisture gradients that decrease over time and with an increase in temperature. Regardless of the soybean cultivar, diffusivity increases as temperature or moisture content increases. However, the values of this transport property for Amsoy 71 were superior to those of CD 202, very close at the beginning of hydration at 20 °C and almost three times higher at the end of hydration at 50 °C.
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A simple, low-cost concentric capillary nebulizer (CCN) was developed and evaluated for ICP spectrometry. The CCN could be operated at sample uptake rates of 0.050-1.00 ml min'^ and under oscillating and non-oscillating conditions. Aerosol characteristics for the CCN were studied using a laser Fraunhofter diffraction analyzer. Solvent transport efficiencies and transport rates, detection limits, and short- and long-term stabilities were evaluated for the CCN with a modified cyclonic spray chamber at different sample uptake rates. The Mg II (280.2nm)/l\/lg 1(285.2nm) ratio was used for matrix effect studies. Results were compared to those with conventional nebulizers, a cross-flow nebulizer with a Scott-type spray chamber, a GemCone nebulizer with a cyclonic spray chamber, and a Meinhard TR-30-K3 concentric nebulizer with a cyclonic spray chamber. Transport efficiencies of up to 57% were obtained for the CCN. For the elements tested, short- and long-term precisions and detection limits obtained with the CCN at 0.050-0.500 ml min'^ are similar to, or better than, those obtained on the same instrument using the conventional nebulizers (at 1.0 ml min'^). The depressive and enhancement effects of easily ionizable element Na, sulfuric acid, and dodecylamine surfactant on analyte signals with the CCN are similar to, or better than, those obtained with the conventional nebulizers. However, capillary clog was observed when the sample solution with high dissolved solids was nebulized for more than 40 min. The effects of data acquisition and data processing on detection limits were studied using inductively coupled plasma-atomic emission spectrometry. The study examined the effects of different detection limit approaches, the effects of data integration modes, the effects of regression modes, the effects of the standard concentration range and the number of standards, the effects of sample uptake rate, and the effect of Integration time. All the experiments followed the same protocols. Three detection limit approaches were examined, lUPAC method, the residual standard deviation (RSD), and the signal-to-background ratio and relative standard deviation of the background (SBR-RSDB). The study demonstrated that the different approaches, the integration modes, the regression methods, and the sample uptake rates can have an effect on detection limits. The study also showed that the different approaches give different detection limits and some methods (for example, RSD) are susceptible to the quality of calibration curves. Multicomponents spectral fitting (MSF) gave the best results among these three integration modes, peak height, peak area, and MSF. Weighted least squares method showed the ability to obtain better quality calibration curves. Although an effect of the number of standards on detection limits was not observed, multiple standards are recommended because they provide more reliable calibration curves. An increase of sample uptake rate and integration time could improve detection limits. However, an improvement with increased integration time on detection limits was not observed because the auto integration mode was used.
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Emerging markets have received wide attention from investors around the globe because of their return potential and risk diversification. This research examines the selection and timing performance of Canadian mutual funds which invest in fixed-income and equity securities in emerging markets. We use (un)conditional two- and five-factor benchmark models that accommodate the dynamics of returns in emerging markets. We also adopt the cross-sectional bootstrap methodology to distinguish between ‘skill’ and ‘luck’ for individual funds. All the tests are conducted using a comprehensive data set of bond and equity emerging funds over the period of 1989-2011. The risk-adjusted measures of performance are estimated using the least squares method with the Newey-West adjustment for standard errors that are robust to conditional heteroskedasticity and autocorrelation. The performance statistics of the emerging funds before (after) management-related costs are insignificantly positive (significantly negative). They are sensitive to the chosen benchmark model and conditional information improves selection performance. The timing statistics are largely insignificant throughout the sample period and are not sensitive to the benchmark model. Evidence of timing and selecting abilities is obtained in a small number of funds which is not sensitive to the fees structure. We also find evidence that a majority of individual funds provide zero (very few provide positive) abnormal return before fees and a significantly negative return after fees. At the negative end of the tail of performance distribution, our resampling tests fail to reject the role of bad luck in the poor performance of funds and we conclude that most of them are merely ‘unlucky’.
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La modélisation géométrique est importante autant en infographie qu'en ingénierie. Notre capacité à représenter l'information géométrique fixe les limites et la facilité avec laquelle on manipule les objets 3D. Une de ces représentations géométriques est le maillage volumique, formé de polyèdres assemblés de sorte à approcher une forme désirée. Certaines applications, tels que le placage de textures et le remaillage, ont avantage à déformer le maillage vers un domaine plus régulier pour faciliter le traitement. On dit qu'une déformation est \emph{quasi-conforme} si elle borne la distorsion. Cette thèse porte sur l’étude et le développement d'algorithmes de déformation quasi-conforme de maillages volumiques. Nous étudions ces types de déformations parce qu’elles offrent de bonnes propriétés de préservation de l’aspect local d’un solide et qu’elles ont été peu étudiées dans le contexte de l’informatique graphique, contrairement à leurs pendants 2D. Cette recherche tente de généraliser aux volumes des concepts bien maitrisés pour la déformation de surfaces. Premièrement, nous présentons une approche linéaire de la quasi-conformité. Nous développons une méthode déformant l’objet vers son domaine paramétrique par une méthode des moindres carrés linéaires. Cette méthode est simple d'implémentation et rapide d'exécution, mais n'est qu'une approximation de la quasi-conformité car elle ne borne pas la distorsion. Deuxièmement, nous remédions à ce problème par une approche non linéaire basée sur les positions des sommets. Nous développons une technique déformant le domaine paramétrique vers le solide par une méthode des moindres carrés non linéaires. La non-linéarité permet l’inclusion de contraintes garantissant l’injectivité de la déformation. De plus, la déformation du domaine paramétrique au lieu de l’objet lui-même permet l’utilisation de domaines plus généraux. Troisièmement, nous présentons une approche non linéaire basée sur les angles dièdres. Cette méthode définit la déformation du solide par les angles dièdres au lieu des positions des sommets du maillage. Ce changement de variables permet une expression naturelle des bornes de distorsion de la déformation. Nous présentons quelques applications de cette nouvelle approche dont la paramétrisation, l'interpolation, l'optimisation et la compression de maillages tétraédriques.
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This paper presents a unique two-stage image restoration framework especially for further application of a novel rectangular poor-pixels detector, which, with properties of miniature size, light weight and low power consumption, has great value in the micro vision system. To meet the demand of fast processing, only a few measured images shifted up to subpixel level are needed to join the fusion operation, fewer than those required in traditional approaches. By maximum likelihood estimation with a least squares method, a preliminary restored image is linearly interpolated. After noise removal via Canny operator based level set evolution, the final high-quality restored image is achieved. Experimental results demonstrate effectiveness of the proposed framework. It is a sensible step towards subsequent image understanding and object identification.
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Details are given of a boundary-fitted mesh generation method for use in modelling free surface flow and water quality. A numerical method has been developed for generating conformal meshes for curvilinear polygonal and multiply-connected regions. The method is based on the Cauchy-Riemann conditions for the analytic function and is able to map a curvilinear polygonal region directly onto a regular polygonal region, with horizontal and vertical sides. A set of equations have been derived for determining the lengths of these sides and the least-squares method has been used in solving the equations. Several numerical examples are presented to illustrate the method.