Estimating the number of ozone peaks in Mexico City using a non-homogeneous Poisson model

In this paper, we consider the problem of estimating the number of times an air quality standard is exceeded in a given period of time. A non-homogeneous Poisson model is proposed to analyse this issue. The rate at which the Poisson events occur is given by a rate function lambda(t), t >= 0. This rate function also depends on some parameters that need to be estimated. Two forms of lambda(t), t >= 0 are considered. One of them is of the Weibull form and the other is of the exponentiated-Weibull form. The parameters estimation is made using a Bayesian formulation based on the Gibbs sampling algorithm. The assignation of the prior distributions for the parameters is made in two stages. In the first stage, non-informative prior distributions are considered. Using the information provided by the first stage, more informative prior distributions are used in the second one. The theoretical development is applied to data provided by the monitoring network of Mexico City. The rate function that best fit the data varies according to the region of the city and/or threshold that is considered. In some cases the best fit is the Weibull form and in other cases the best option is the exponentiated-Weibull. Copyright (C) 2007 John Wiley & Sons, Ltd.

A non-homogeneous poisson model with spatial anisotropy applied to ozone data from Mexico City

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Using non-homogeneous Poisson models with multiple change-points to estimate the number of ozone exceedances in Mexico City

In this paper, we consider some non-homogeneous Poisson models to estimate the probability that an air quality standard is exceeded a given number of times in a time interval of interest. We assume that the number of exceedances occurs according to a non-homogeneous Poisson process (NHPP). This Poisson process has rate function lambda(t), t >= 0, which depends on some parameters that must be estimated. We take into account two cases of rate functions: the Weibull and the Goel-Okumoto. We consider models with and without change-points. When the presence of change-points is assumed, we may have the presence of either one, two or three change-points, depending of the data set. The parameters of the rate functions are estimated using a Gibbs sampling algorithm. Results are applied to ozone data provided by the Mexico City monitoring network. In a first instance, we assume that there are no change-points present. Depending on the adjustment of the model, we assume the presence of either one, two or three change-points. Copyright (C) 2009 John Wiley & Sons, Ltd.

Lp Microlocal Supercritical Markov Branching Processes with Non-Homogeneous Poisson Immigration

2010 Mathematics Subject Classification: 60J80.

A Model for Bundled Conductors considering a Non-Homogeneous Distribution of the Current through Subconductors

This paper describes an alternative procedure to obtain an equivalent conductor from a bundled conductor, taking into account the distribution of the current in subcondutors of the bundle. Firstly, it is introduced a brief background about the concept of Geometric Mean Radius (GMR) and how this methodology is applied to define an equivalent conductor and its electric parameters. Emphasizing that the classical procedure, using GMR, is limited to premise which the current is equally distributed through subconductors. Afterwards, it is described the development of proposed method and applications for an equivalent conductor obtained from a conventional transmission line bundled conductor and from an equivalent conductor based on a bundle with compressed SF(6) insulation system, where the current is unequally distributed through subconductors.

Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance

In this paper, we present a stochastic model for disability insurance contracts. The model is based on a discrete time non-homogeneous semi-Markov process (DTNHSMP) to which the backward recurrence time process is introduced. This permits a more exhaustive study of disability evolution and a more efficient approach to the duration problem. The use of semi-Markov reward processes facilitates the possibility of deriving equations of the prospective and retrospective mathematical reserves. The model is applied to a sample of contracts drawn at random from a mutual insurance company.

A novel repair model for imperfect maintenance

Commonly used repair rate models for repairable systems in the reliability literature are renewal processes, generalised renewal processes or non-homogeneous Poisson processes. In addition to these models, geometric processes (GP) are studied occasionally. The GP, however, can only model systems with monotonously changing (increasing, decreasing or constant) failure intensities. This paper deals with the reliability modelling of failure processes for repairable systems where the failure intensity shows a bathtub-type non-monotonic behaviour. A new stochastic process, i.e. an extended Poisson process, is introduced in this paper. Reliability indices are presented, and the parameters of the new process are estimated. Experimental results on a data set demonstrate the validity of the new process.

Long-run growth effects of taxation in a non-scale growth model with innovation

In previous studies, taxing income or consumption hinders long-run growth. Incorporating saving and leisure into the non-scale Schumpeterian model of [Journal of Political Economy 107 (1999) 715-730], we show that the usual growth effects of taxing consumption and labor income do not exist. (C) 2002 Elsevier Science B.V. All rights reserved.

Extended truncated Tweedie-Poisson model

It has been argued that by truncating the sample space of the negative binomial and of the inverse Gaussian-Poisson mixture models at zero, one is allowed to extend the parameter space of the model. Here that is proved to be the case for the more general three parameter Tweedie-Poisson mixture model. It is also proved that the distributions in the extended part of the parameter space are not the zero truncation of mixed poisson distributions and that, other than for the negative binomial, they are not mixtures of zero truncated Poisson distributions either. By extending the parameter space one can improve the fit when the frequency of one is larger and the right tail is heavier than is allowed by the unextended model. Considering the extended model also allows one to use the basic maximum likelihood based inference tools when parameter estimates fall in the extended part of the parameter space, and hence when the m.l.e. does not exist under the unextended model. This extended truncated Tweedie-Poisson model is proved to be useful in the analysis of words and species frequency count data.

The non-absoluteness of model existence in uncountable cardinals for Lw1,w

"Vegeu el resum a l'inici del document del fitxer adjunt"

A comment on the cost of capital for investments with non-homogeneous components

In this paper, the expression for the cost of capital is derived when net and replacement investments exhibit differences in their effective prices due to a different fiscal treatment. It is shown that, contrary to previous results in the literature, the cost of capital should be constructed under an opportunity cost criterion rather than a historical one. This result has some important economic consequences, since the optimizing firm will take into account not only the effective price for the new investments but also consider the opportunity cost of replacing them.

A comment on the cost of capital for investments with non-homogeneous components

In this paper, the expression for the cost of capital is derived when net and replacement investments exhibit differences in their effective prices due to a different fiscal treatment. It is shown that, contrary to previous results in the literature, the cost of capital should be constructed under an opportunity cost criterion rather than a historical one. This result has some important economic consequences, since the optimizing firm will take into account not only the effective price for the new investments but also consider the opportunity cost of replacing them.

Application of a non isotropic turbulence model to stable atmospheric flows and dispersion over 3D topography

A non isotropic turbulence model is extended and applied to three dimensional stably stratified flows and dispersion calculations. The model is derived from the algebraic stress model (including wall proximity effects), but it retains the simplicity of the "eddy viscosity" concept of first order models. The "modified k-epsilon" is implemented in a three dimensional numerical code. Once the flow is resolved, the predicted velocity and turbulence fields are interpolated into a second grid and used to solve the concentration equation. To evaluate the model, various steady state numerical solutions are compared with small scale dispersion experiments which were conducted at the wind tunnel of Mitsubishi Heavy Industries, in Japan. Stably stratified flows and plume dispersion over three distinct idealized complex topographies (flat and hilly terrain) are studied. Vertical profiles of velocity and pollutant concentration are shown and discussed. Also, comparisons are made against the results obtained with the standard k-epsilon model.

Sleep deprivation reduces the lymphocyte count in a non-obese mouse model of type 1 diabetes mellitus

The objective of the present study was to determine whether sleep deprivation (SD) would promote changes in lymphocyte numbers in a type 1 diabetes model (non-obese diabetic, NOD, mouse strain) and to determine whether SD would affect female and male NOD compared to Swiss mice. The number of lymphocytes in peripheral blood after 24 and 96 h of SD (by multiple platform method) or equivalent period of time in home-cage controls was examined prior to the onset of diabetes. SD for 96 h significantly reduced lymphocytes in male Swiss mice compared to control (8.6 ± 2.1 vs 4.1 ± 0.7 10³/µL; P < 0.02). In male NOD animals, 24- and 96-h SD caused a significant decrease of lymphocytes compared to control (4.4 ± 0.3 vs 1.6 ± 0.5; P < 0.001 and 4.4 ± 0.3 vs 0.9 ± 0.1 10³/µL; P < 0.00001, respectively). Both 24- and 96-h SD induced a reduction in the number of lymphocytes in female Swiss (7.5 ± 0.5 vs 4.5 ± 0.5, 4.4 ± 0.6 10³/µL; P < 0.001, respectively) and NOD mice (4 ± 0.6 vs 1.8 ± 0.2, 1.2 ± 0.4 10³/µL; P < 0.01, respectively) compared to the respective controls. Loss of sleep induced lymphopenia in peripheral blood in both genders and strains used. Since many cases of autoimmunity present reduced numbers of lymphocytes and, in this study, it was more evident in the NOD strain, our results suggest that SD should be considered a risk factor in the onset of autoimmune disorders.