Tree-structured smooth transition models

The goal of this paper is to introduce a class of tree-structured models that combines aspects of regression trees and smooth transition regression models. The model is called the Smooth Transition Regression Tree (STR-Tree). The main idea relies on specifying a multiple-regime parametric model through a tree-growing procedure with smooth transitions among different regimes. Decisions about splits are entirely based on a sequence of Lagrange Multiplier (LM) tests of hypotheses.

A quantitative state and transition model for the Mitchell grasslands of central western Queensland

Concerns of reduced productivity and land degradation in the Mitchell grasslands of central western Queensland were addressed through a range monitoring program to interpret condition and trend. Botanical and eclaphic parameters were recorded along piosphere and grazing gradients, and across fenceline impact areas, to maximise changes resulting from grazing. The Degradation Gradient Method was used in conjunction with State and Transition Models to develop models of rangeland dynamics and condition. States were found to be ordered along a degradation gradient, indicator species developed according to rainfall trends and transitions determined from field data and available literature. Astrebla spp. abundance declined with declining range condition and increasing grazing pressure, while annual grasses and forbs increased in dominance under poor range condition. Soil erosion increased and litter decreased with decreasing range condition. An approach to quantitatively define states within a variable rainfall environment based upon a time-series ordination analysis is described. The derived model could provide the interpretive framework necessary to integrate on-ground monitoring, remote sensing and geographic information systems to trace states and transitions at the paddock scale. However, further work is needed to determine the full catalogue of states and transitions and to refine the model for application at the paddock scale.

Efficient solutions to factored MDPs with imprecise transition probabilities

When modeling real-world decision-theoretic planning problems in the Markov Decision Process (MDP) framework, it is often impossible to obtain a completely accurate estimate of transition probabilities. For example, natural uncertainty arises in the transition specification due to elicitation of MOP transition models from an expert or estimation from data, or non-stationary transition distributions arising from insufficient state knowledge. In the interest of obtaining the most robust policy under transition uncertainty, the Markov Decision Process with Imprecise Transition Probabilities (MDP-IPs) has been introduced to model such scenarios. Unfortunately, while various solution algorithms exist for MDP-IPs, they often require external calls to optimization routines and thus can be extremely time-consuming in practice. To address this deficiency, we introduce the factored MDP-IP and propose efficient dynamic programming methods to exploit its structure. Noting that the key computational bottleneck in the solution of factored MDP-IPs is the need to repeatedly solve nonlinear constrained optimization problems, we show how to target approximation techniques to drastically reduce the computational overhead of the nonlinear solver while producing bounded, approximately optimal solutions. Our results show up to two orders of magnitude speedup in comparison to traditional ""flat"" dynamic programming approaches and up to an order of magnitude speedup over the extension of factored MDP approximate value iteration techniques to MDP-IPs while producing the lowest error of any approximation algorithm evaluated. (C) 2011 Elsevier B.V. All rights reserved.

Copula-based regression models: A survey

In this review paper we collect several results about copula-based models, especially concerning regression models, by focusing on some insurance applications. (C) 2009 Elsevier B.V. All rights reserved.

Relating bisimulations with attractors in boolean network models

When studying a biological regulatory network, it is usual to use boolean network models. In these models, boolean variables represent the behavior of each component of the biological system. Taking in account that the size of these state transition models grows exponentially along with the number of components considered, it becomes important to have tools to minimize such models. In this paper, we relate bisimulations, which are relations used in the study of automata (general state transition models) with attractors, which are an important feature of biological boolean models. Hence, we support the idea that bisimulations can be important tools in the study some main features of boolean network models.We also discuss the differences between using this approach and other well-known methodologies to study this kind of systems and we illustrate it with some examples.

Sustentabilidade no setor bancário brasileiro : a participação do banco Santander na elaboração do TEEB

Esta dissertação enfoca o tema do desenvolvimento sustentável no setor bancário, destacando-se a elaboração e implementação do The Economics of Ecosystems and Biodiversity (TEEB) em sua aplicação no setor bancário brasileiro. Sistematiza o referencial teórico-conceitual sobre desenvolvimento sustentável realçando as distinções entre a economia tradicional e a Economia Ecológica. Sistematiza, ainda, o embasamento teórico-conceitual sobre regulação ambiental, enfatizando sua transição dos modelos de regulação direta, para as abordagens de policy mix, com destaque para os pagamentos por serviços ambientais (PSA) e o TEEB. Assim, aborda iniciativas de sustentabilidade no setor bancário no Brasil, destacando-se a participação do banco Santander na elaboração do TEEB Brasil. Ressalta como considerações finais que apesar da progressiva multiplicação de iniciativas de sustentabilidade no setor bancário, tais processos ainda são incipientes e persistem indefinições de formatação de regulação específica para o setor bancário no que tange à sustentabilidade.

Sustentabilidade no setor bancário brasileiro : a participação do banco Santander na elaboração do TEEB

Esta dissertação enfoca o tema do desenvolvimento sustentável no setor bancário, destacando-se a elaboração e implementação do The Economics of Ecosystems and Biodiversity (TEEB) em sua aplicação no setor bancário brasileiro. Sistematiza o referencial teórico-conceitual sobre desenvolvimento sustentável realçando as distinções entre a economia tradicional e a Economia Ecológica. Sistematiza, ainda, o embasamento teórico-conceitual sobre regulação ambiental, enfatizando sua transição dos modelos de regulação direta, para as abordagens de policy mix, com destaque para os pagamentos por serviços ambientais (PSA) e o TEEB. Assim, aborda iniciativas de sustentabilidade no setor bancário no Brasil, destacando-se a participação do banco Santander na elaboração do TEEB Brasil. Ressalta como considerações finais que apesar da progressiva multiplicação de iniciativas de sustentabilidade no setor bancário, tais processos ainda são incipientes e persistem indefinições de formatação de regulação específica para o setor bancário no que tange à sustentabilidade.

Synchronous versus asynchronous modeling of gene regulatory networks.

MOTIVATION: In silico modeling of gene regulatory networks has gained some momentum recently due to increased interest in analyzing the dynamics of biological systems. This has been further facilitated by the increasing availability of experimental data on gene-gene, protein-protein and gene-protein interactions. The two dynamical properties that are often experimentally testable are perturbations and stable steady states. Although a lot of work has been done on the identification of steady states, not much work has been reported on in silico modeling of cellular differentiation processes. RESULTS: In this manuscript, we provide algorithms based on reduced ordered binary decision diagrams (ROBDDs) for Boolean modeling of gene regulatory networks. Algorithms for synchronous and asynchronous transition models have been proposed and their corresponding computational properties have been analyzed. These algorithms allow users to compute cyclic attractors of large networks that are currently not feasible using existing software. Hereby we provide a framework to analyze the effect of multiple gene perturbation protocols, and their effect on cell differentiation processes. These algorithms were validated on the T-helper model showing the correct steady state identification and Th1-Th2 cellular differentiation process. AVAILABILITY: The software binaries for Windows and Linux platforms can be downloaded from http://si2.epfl.ch/~garg/genysis.html.

Development of a PC Tool for Estimating Pressure Drops in Forced-convection Boiler Tubes

Kaksifaasivirtauksen kuvaamiseen käytettävät mallit, ja menetelmät kaksifaasivirtauksen painehäviön määrittämiseksi kehittyvät yhä monimutkaisimmiksi. Höyrystinputkissa tapahtuvien painehäviöiden arvioinnin vaatiman laskennan suorittamiseksi tietokoneohjelman kehittäminen on välttämätöntä. Tässä työssä on kehitetty itsenäinen PC-ohjelma painehäviöiden arvioimiseksi pakotetulle konvektiovirtaukselle pystysuorissa höyrykattilan höyrystinputkissa. Veden ja vesihöyryn aineominaisuuksien laskentaan käytetään IAPWS-IF97 –yhtälökokoelmaa sekä muita tarvittavia IAPWS:n suosittelemia yhtälöitä. Höyrystinputkessa kulloinkin vallitsevan virtausmuodon määrittämiseen käytetään sovelluskelpoisia virtausmuotojen välisiä rajoja kuvaavia yhtälöitä. Ohjelmassa käytetään painehäviön määritykseen kirjallisuudessa julkaistuja yhtälöitä, virtausmuodosta riippuen, alijäähtyneelle virtaukselle, kupla-, tulppa- ja rengasvirtaukselle sekä tulistetun höyryn virtaukselle. Ohjelman laskemia painehäviöarvioita verrattiin kirjallisuudesta valittuihin mittaustuloksiin. Laskettujen painehäviöiden virhe vaihteli välillä –19.5 ja +23.9 %. Virheiden itseisarvojen keskiarvo oli 12.8 %.

Étude exploratoire du soutien social dans le processus menant à l'hébergement des aînés en perte d'autonomie

Contexte : Au Québec, la très grande majorité des personnes âgées vivent dans un logement conventionnel. Pour celles qui sont en plus grande perte d’autonomie et qui ont besoin d’un environnement adapté à leurs besoins, soit environ 12 % de la population âgée de 65 ans ou plus en 2006, les options sont relativement limitées. Au 1er rang, on retrouve les résidences privées, pour ceux et celles qui en ont les moyens. Pour les autres, il y a les centres de soins de longue durée publics ou privés. Viennent ensuite les organismes sans but lucratif qui opèrent des projets résidentiels pour aînés, les communautés religieuses qui accueillent des personnes âgées dans leurs résidences, les ressources intermédiaires, les ressources de type familial, les habitations à loyer modique pour personnes âgées et les coopératives d’habitation. Les ressources alternatives du type projets novateurs arrivent en dernière position, ce qui explique que l’on en sait encore très peu sur la transition vers ce type d’hébergement. Problème et objet de recherche : La transition vers un milieu de vie substitut est un processus qui peut être potentiellement stressant dans la vie d’une personne âgée. Son réseau de soutien peut être appelé à jouer un rôle important pour l’aider à vivre cette transition avec plus de facilité. Si la littérature sur le soutien social est abondante, elle est plus limitée en ce qui concerne la relation entre le soutien social et la transition en milieu d’hébergement. La plupart des travaux recensés étudient les conséquences de l’hébergement durant les mois qui suivent le relogement. Quelques études analysent le processus décisionnel mais rares sont celles qui s’intéressent à toutes les étapes du processus qui précèdent le relogement. La plupart des recherches analysent surtout le point de vue des aidants et parfois celui des professionnels. Celui des personnes âgées est moins connu. But et objectifs : Le but de cette étude consiste à mieux comprendre comment opèrent les différentes formes de soutien social auprès des personnes âgées durant les diverses étapes du processus de transition en milieu d’hébergement. Plus précisément, elle vise à mieux comprendre comment ces personnes perçoivent les différents types de soutien apporté par leur réseau de soutien durant la transition, la signification que prend pour elles l’aide reçue, les besoins auxquels répond le soutien reçu et pourquoi elles apprécient ou non le soutien reçu. Cadre conceptuel : Cette recherche de type exploratoire et rétrospective se situe dans une approche des parcours de vie. La transition en milieu d’hébergement est étudiée comme un processus faisant partie de la trajectoire résidentielle de la personne. On privilégie une approche interactionnelle et constructiviste du soutien social qui accorde une attention plus grande aux interprétations subjectives des personnes faisant partie des réseaux de soutien. Méthodologie : On a interviewé huit (8) résidents (6 femmes et 2 hommes) de 64 ans ou plus, vivant dans un milieu d’hébergement alternatif de type projet novateur : les Habitations St-Christophe, une ressource alternative située dans la ville de Laval au Québec. Les perceptions des sujets du soutien social reçu durant la transition sont analysées à l’aide de la théorisation ancrée, la plus appropriée pour comprendre de l’intérieur le point de vue des participants. Résultats : L’analyse des perceptions des résidents interviewés du processus qui les a conduits aux Habitations St-Christophe a permis de mieux comprendre l’influence de leurs trajectoires résidentielles, les transitions ayant mené à leur hébergement, leurs perceptions du processus décisionnel et du rôle joué par des tiers dans les décisions prises, ainsi que les motifs de ces décisions, de même que le rôle joué par le soutien social durant la transition. Trois modèles de réseaux ont été identifiés, en tenant compte de la fréquence des contacts, de l’intensité des liens et de la disponibilité du soutien. Les formes les plus importantes de soutien reçu ont été identifiées à partir des perceptions des sujets de l’aide émotionnelle, instrumentale et cognitive fournie pendant la transition et de leur appréciation du soutien reçu. L’analyse a permis d’identifier deux modèles de transition (transition réfléchie, préparée et anticipée versus transition précipitée) et deux modèles de soutien (soutien valorisé versus soutien peu valorisé). Conclusions : Outre les éléments de convergence et les points de divergence observés entre nos résultats et la littérature, un certain nombre d’enseignements ont été retenus au niveau de l’intervention. Ceux-ci concernent les conditions gagnantes à mettre en place par les gestionnaires des services publics, certains principes à respecter dans les interventions, les mesures à prendre pour améliorer les interventions des professionnels et les interventions à mettre en place à l’intention des personnes âgées et de leurs proches aidants.

Estudo de mecanismos de transporte em nanofios de óxido de índio dopado com estanho

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Desenvolvimento da modelagem de turbulência e interação fluido-estrutura para as vibrações induzidas por vórtices de cilindro rígido.

Esta tese apresenta o desenvolvimento e aplicação de modelos de turbulência, transição laminar-turbulenta e de interações fluido-estrutura ao escoamento externo em cilindro rígido estacionário e em vibrações induzidas por vórtices. Tais desenvolvimentos foram realizados no código ReFRESCO, baseado em técnicas de dinâmica de fluidos computacional (CFD). Realizou-se um estudo quanto ao desempenho do modelo k- SST em extensa faixa de números de Reynolds, segundo o qual se identificaram as deficiências de modelagem para este escoamento. A modelagem adaptativa das escalas (SAS) e o modelo de transição por correlações locais (LCTM), ambos combinados ao SST, melhoraram a aderência aos resultados experimentais para este escoamento, em uma contribuição original deste trabalho. A aplicação de técnicas de verificação e validação possibilitou a estimação de incertezas e erros para os modelos e números de Reynolds e também de identificada como outra contribuição deste trabalho. A combinação da modelagem em SST, SAS e LCTM com movimentos impostos de realizada para números de Reynolds moderados, diferentes frequências e amplitudes de vibração, algo que poucas publicações abordam em detalhes. Com relação aos movimentos livres, este trabalho traz contribuições com a aplicação dos modelos SST e SAS ao estudo de vibrações induzidas por vórtices em dois graus de liberdade, baixa razão de massa e números de Reynolds moderados, mais altos do que normalmente observados na literatura. Por fim, a investigação da importância relativa de efeitos da turbulência aos casos de movimentos livres e impostos, com relação ao caso de cilindro estacionário, comprovou a conjetura formulada na parte inicial deste trabalho, no que tange à escolha do modelo de turbulência em determinadas aplicações. Tal escolha mostrou-se menos decisiva no caso do cilindro em movimento imposto e ainda menos nos movimentos livres, em comparação ao caso estacionário, uma vez que a resposta em movimentos do corpo filtra grande parte dos efeitos turbulentos de ordem superior. Esta observação mostra-se relevante, uma vez que pode permitir simplificações na modelagem e aplicação de ferramentas de CFD em uma classe importante de projetos de engenharia.

Price transmission in the EU wholesale petroleum markets

This article employs nonlinear smooth transition models to analyze the relationship between upstream and midstream prices of petroleum products. We test for the presence of nonlinearities in price linkages using both weekly series constructed using official EU procedures and also daily industry series applied for the first time. Our results show that the estimated shape of the transition function and equilibrium reversion path depend on the frequency of the price dataset. Our analysis of the crude oil to wholesale price transmission provides evidence of nonlinearities when prices are observed with daily frequency. The nature of the nonlinearities provides evidence in support of the existence of menu costs or, more generally, frictions in the markets rather than supply adjustment costs. This result differs from that found for the U.S. petroleum markets. © 2012 American Statistical Association.