938 resultados para non-separable time space correlation model
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This study covers a period when society changed from a pre-industrial agricultural society to a post-industrial service-producing society. Parallel with this social transformation, major population changes took place. In this study, we analyse how local population changes are affected by neighbouring populations. To do so we use the last 200 years of local population change that redistributed population in Sweden. We use literature to identify several different processes and spatial dependencies in the redistribution between a parish and its surrounding parishes. The analysis is based on a unique unchanged historical parish division, and we use an index of local spatial correlation to describe different kinds of spatial dependencies that have influenced the redistribution of the population. To control inherent time dependencies, we introduce a non-separable spatial temporal correlation model into the analysis of population redistribution. Hereby, several different spatial dependencies can be observed simultaneously over time. The main conclusions are that while local population changes have been highly dependent on the neighbouring populations in the 19th century, this spatial dependence have become insignificant already when two parishes is separated by 5 kilometres in the late 20th century. Another conclusion is that the time dependency in the population change is higher when the population redistribution is weak, as it currently is and as it was during the 19th century until the start of industrial revolution.
The Mixture Transition Distribution Model for High-Order Markov Chains and Non-Gaussian Time Series.
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In the context of expensive numerical experiments, a promising solution for alleviating the computational costs consists of using partially converged simulations instead of exact solutions. The gain in computational time is at the price of precision in the response. This work addresses the issue of fitting a Gaussian process model to partially converged simulation data for further use in prediction. The main challenge consists of the adequate approximation of the error due to partial convergence, which is correlated in both design variables and time directions. Here, we propose fitting a Gaussian process in the joint space of design parameters and computational time. The model is constructed by building a nonstationary covariance kernel that reflects accurately the actual structure of the error. Practical solutions are proposed for solving parameter estimation issues associated with the proposed model. The method is applied to a computational fluid dynamics test case and shows significant improvement in prediction compared to a classical kriging model.
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In the MPC literature, stability is usually assured under the assumption that the state is measured. Since the closed-loop system may be nonlinear because of the constraints, it is not possible to apply the separation principle to prove global stability for the Output feedback case. It is well known that, a nonlinear closed-loop system with the state estimated via an exponentially converging observer combined with a state feedback controller can be unstable even when the controller is stable. One alternative to overcome the state estimation problem is to adopt a non-minimal state space model, in which the states are represented by measured past inputs and outputs [P.C. Young, M.A. Behzadi, C.L. Wang, A. Chotai, Direct digital and adaptative control by input-output, state variable feedback pole assignment, International journal of Control 46 (1987) 1867-1881; C. Wang, P.C. Young, Direct digital control by input-output, state variable feedback: theoretical background, International journal of Control 47 (1988) 97-109]. In this case, no observer is needed since the state variables can be directly measured. However, an important disadvantage of this approach is that the realigned model is not of minimal order, which makes the infinite horizon approach to obtain nominal stability difficult to apply. Here, we propose a method to properly formulate an infinite horizon MPC based on the output-realigned model, which avoids the use of an observer and guarantees the closed loop stability. The simulation results show that, besides providing closed-loop stability for systems with integrating and stable modes, the proposed controller may have a better performance than those MPC controllers that make use of an observer to estimate the current states. (C) 2008 Elsevier Ltd. All rights reserved.
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There are both theoretical and empirical reasons for believing that the parameters of macroeconomic models may vary over time. However, work with time-varying parameter models has largely involved Vector autoregressions (VARs), ignoring cointegration. This is despite the fact that cointegration plays an important role in informing macroeconomists on a range of issues. In this paper we develop time varying parameter models which permit cointegration. Time-varying parameter VARs (TVP-VARs) typically use state space representations to model the evolution of parameters. In this paper, we show that it is not sensible to use straightforward extensions of TVP-VARs when allowing for cointegration. Instead we develop a specification which allows for the cointegrating space to evolve over time in a manner comparable to the random walk variation used with TVP-VARs. The properties of our approach are investigated before developing a method of posterior simulation. We use our methods in an empirical investigation involving a permanent/transitory variance decomposition for inflation.
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SOUND OBJECTS IN TIME, SPACE AND ACTIONThe term "sound object" describes an auditory experience that is associated with an acoustic event produced by a sound source. At cortical level, sound objects are represented by temporo-spatial activity patterns within distributed neural networks. This investigation concerns temporal, spatial and action aspects as assessed in normal subjects using electrical imaging or measurement of motor activity induced by transcranial magnetic stimulation (TMS).Hearing the same sound again has been shown to facilitate behavioral responses (repetition priming) and to modulate neural activity (repetition suppression). In natural settings the same source is often heard again and again, with variations in spectro-temporal and spatial characteristics. I have investigated how such repeats influence response times in a living vs. non-living categorization task and the associated spatio-temporal patterns of brain activity in humans. Dynamic analysis of distributed source estimations revealed differential sound object representations within the auditory cortex as a function of the temporal history of exposure to these objects. Often heard sounds are coded by a modulation in a bilateral network. Recently heard sounds, independently of the number of previous exposures, are coded by a modulation of a left-sided network.With sound objects which carry spatial information, I have investigated how spatial aspects of the repeats influence neural representations. Dynamics analyses of distributed source estimations revealed an ultra rapid discrimination of sound objects which are characterized by spatial cues. This discrimination involved two temporo-spatially distinct cortical representations, one associated with position-independent and the other with position-linked representations within the auditory ventral/what stream.Action-related sounds were shown to increase the excitability of motoneurons within the primary motor cortex, possibly via an input from the mirror neuron system. The role of motor representations remains unclear. I have investigated repetition priming-induced plasticity of the motor representations of action sounds with the measurement of motor activity induced by TMS pulses applied on the hand motor cortex. TMS delivered to the hand area within the primary motor cortex yielded larger magnetic evoked potentials (MEPs) while the subject was listening to sounds associated with manual than non- manual actions. Repetition suppression was observed at motoneuron level, since during a repeated exposure to the same manual action sound the MEPs were smaller. I discuss these results in terms of specialized neural network involved in sound processing, which is characterized by repetition-induced plasticity.Thus, neural networks which underlie sound object representations are characterized by modulations which keep track of the temporal and spatial history of the sound and, in case of action related sounds, also of the way in which the sound is produced.LES OBJETS SONORES AU TRAVERS DU TEMPS, DE L'ESPACE ET DES ACTIONSLe terme "objet sonore" décrit une expérience auditive associée avec un événement acoustique produit par une source sonore. Au niveau cortical, les objets sonores sont représentés par des patterns d'activités dans des réseaux neuronaux distribués. Ce travail traite les aspects temporels, spatiaux et liés aux actions, évalués à l'aide de l'imagerie électrique ou par des mesures de l'activité motrice induite par stimulation magnétique trans-crânienne (SMT) chez des sujets sains. Entendre le même son de façon répétitive facilite la réponse comportementale (amorçage de répétition) et module l'activité neuronale (suppression liée à la répétition). Dans un cadre naturel, la même source est souvent entendue plusieurs fois, avec des variations spectro-temporelles et de ses caractéristiques spatiales. J'ai étudié la façon dont ces répétitions influencent le temps de réponse lors d'une tâche de catégorisation vivant vs. non-vivant, et les patterns d'activité cérébrale qui lui sont associés. Des analyses dynamiques d'estimations de sources ont révélé des représentations différenciées des objets sonores au niveau du cortex auditif en fonction de l'historique d'exposition à ces objets. Les sons souvent entendus sont codés par des modulations d'un réseau bilatéral. Les sons récemment entendus sont codé par des modulations d'un réseau du côté gauche, indépendamment du nombre d'expositions. Avec des objets sonores véhiculant de l'information spatiale, j'ai étudié la façon dont les aspects spatiaux des sons répétés influencent les représentations neuronales. Des analyses dynamiques d'estimations de sources ont révélé une discrimination ultra rapide des objets sonores caractérisés par des indices spatiaux. Cette discrimination implique deux représentations corticales temporellement et spatialement distinctes, l'une associée à des représentations indépendantes de la position et l'autre à des représentations liées à la position. Ces représentations sont localisées dans la voie auditive ventrale du "quoi".Des sons d'actions augmentent l'excitabilité des motoneurones dans le cortex moteur primaire, possiblement par une afférence du system des neurones miroir. Le rôle des représentations motrices des sons d'actions reste peu clair. J'ai étudié la plasticité des représentations motrices induites par l'amorçage de répétition à l'aide de mesures de potentiels moteurs évoqués (PMEs) induits par des pulsations de SMT sur le cortex moteur de la main. La SMT appliquée sur le cortex moteur primaire de la main produit de plus grands PMEs alors que les sujets écoutent des sons associée à des actions manuelles en comparaison avec des sons d'actions non manuelles. Une suppression liée à la répétition a été observée au niveau des motoneurones, étant donné que lors de l'exposition répétée au son de la même action manuelle les PMEs étaient plus petits. Ces résultats sont discuté en termes de réseaux neuronaux spécialisés impliqués dans le traitement des sons et caractérisés par de la plasticité induite par la répétition. Ainsi, les réseaux neuronaux qui sous-tendent les représentations des objets sonores sont caractérisés par des modulations qui gardent une trace de l'histoire temporelle et spatiale du son ainsi que de la manière dont le son a été produit, en cas de sons d'actions.
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This paper presents and estimates a dynamic choice model in the attribute space considering rational consumers. In light of the evidence of several state-dependence patterns, the standard attribute-based model is extended by considering a general utility function where pure inertia and pure variety-seeking behaviors can be explained in the model as particular linear cases. The dynamics of the model are fully characterized by standard dynamic programming techniques. The model presents a stationary consumption pattern that can be inertial, where the consumer only buys one product, or a variety-seeking one, where the consumer shifts among varied products.We run some simulations to analyze the consumption paths out of the steady state. Underthe hybrid utility assumption, the consumer behaves inertially among the unfamiliar brandsfor several periods, eventually switching to a variety-seeking behavior when the stationary levels are approached. An empirical analysis is run using scanner databases for three different product categories: fabric softener, saltine cracker, and catsup. Non-linear specifications provide the best fit of the data, as hybrid functional forms are found in all the product categories for most attributes and segments. These results reveal the statistical superiority of the non-linear structure and confirm the gradual trend to seek variety as the level of familiarity with the purchased items increases.
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Liver fibrosis occurring as an outcome of non-alcoholic steatohepatitis (NASH) can precede the development of cirrhosis. We investigated the effects of sorafenib in preventing liver fibrosis in a rodent model of NASH. Adult Sprague-Dawley rats were fed a choline-deficient high-fat diet and exposed to diethylnitrosamine for 6 weeks. The NASH group (n=10) received vehicle and the sorafenib group (n=10) received 2.5 mg·kg-1·day-1 by gavage. A control group (n=4) received only standard diet and vehicle. Following treatment, animals were sacrificed and liver tissue was collected for histologic examination, mRNA isolation, and analysis of mitochondrial function. Genes related to fibrosis (MMP9, TIMP1, TIMP2), oxidative stress (HSP60, HSP90, GST), and mitochondrial biogenesis (PGC1α) were evaluated by real-time quantitative polymerase chain reaction (RT-qPCR). Liver mitochondrial oxidation activity was measured by a polarographic method, and cytokines by enzyme-linked immunosorbent assay (ELISA). Sorafenib treatment restored mitochondrial function and reduced collagen deposition by nearly 63% compared to the NASH group. Sorafenib upregulated PGC1α and MMP9 and reduced TIMP1 and TIMP2 mRNA and IL-6 and IL-10 protein expression. There were no differences in HSP60, HSP90 and GST expression. Sorafenib modulated PGC1α expression, improved mitochondrial respiration and prevented collagen deposition. It may, therefore, be useful in the treatment of liver fibrosis in NASH.
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The first two articles build procedures to simulate vector of univariate states and estimate parameters in nonlinear and non Gaussian state space models. We propose state space speci fications that offer more flexibility in modeling dynamic relationship with latent variables. Our procedures are extension of the HESSIAN method of McCausland[2012]. Thus, they use approximation of the posterior density of the vector of states that allow to : simulate directly from the state vector posterior distribution, to simulate the states vector in one bloc and jointly with the vector of parameters, and to not allow data augmentation. These properties allow to build posterior simulators with very high relative numerical efficiency. Generic, they open a new path in nonlinear and non Gaussian state space analysis with limited contribution of the modeler. The third article is an essay in commodity market analysis. Private firms coexist with farmers' cooperatives in commodity markets in subsaharan african countries. The private firms have the biggest market share while some theoretical models predict they disappearance once confronted to farmers cooperatives. Elsewhere, some empirical studies and observations link cooperative incidence in a region with interpersonal trust, and thus to farmers trust toward cooperatives. We propose a model that sustain these empirical facts. A model where the cooperative reputation is a leading factor determining the market equilibrium of a price competition between a cooperative and a private firm
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In 1984 and 1985 a series of experiments was undertaken in which dayside ionospheric flows were measured by the EISCAT “Polar” experiment, while observations of the solar wind and interplanetary magnetic field (IMF) were made by the AMPTE UKS and IRM spacecraft upstream from the Earth's bow shock. As a result, 40 h of simultaneous data were acquired, which are analysed in this paper to investigate the relationship between the ionospheric flow and the North-South (Bz) component of the IMF. The ionospheric flow data have 2.5 min resolution, and cover the dayside local time sector from ∼ 09:30 to ∼ 18:30 M.L.T. and the latitude range from 70.8° to 74.3°. Using cross-correlation analysis it is shown that clear relationships do exist between the ionospheric flow and IMF Bz, but that the form of the relations depends strongly on latitude and local time. These dependencies are readily interpreted in terms of a twinvortex flow pattern in which the magnitude and latitudinal extent of the flows become successively larger as Bz becomes successively more negative. Detailed maps of the flow are derived for a range of Bz values (between ± 4 nT) which clearly demonstrate the presence of these effects in the data. The data also suggest that the morning reversal in the East-West component of flow moves to earlier local times as Bz, declines in value and becomes negative. The correlation analysis also provides information on the ionospheric response time to changes in IMF Bz, it being found that the response is very rapid indeed. The most rapid response occurs in the noon to mid-afternoon sector, where the westward flows of the dusk cell respond with a delay of 3.9 ± 2.2 min to changes in the North-South field at the subsolar magnetopause. The flows appear to evolve in form over the subsequent ~ 5 min interval, however, as indicated by the longer response times found for the northward component of flow in this sector (6.7 ±2.2 min), and in data from earlier and later local times. No evidence is found for a latitudinal gradient in response time; changes in flow take place coherently in time across the entire radar field-of-view.
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Attention is a critical mechanism for visual scene analysis. By means of attention, it is possible to break down the analysis of a complex scene to the analysis of its parts through a selection process. Empirical studies demonstrate that attentional selection is conducted on visual objects as a whole. We present a neurocomputational model of object-based selection in the framework of oscillatory correlation. By segmenting an input scene and integrating the segments with their conspicuity obtained from a saliency map, the model selects salient objects rather than salient locations. The proposed system is composed of three modules: a saliency map providing saliency values of image locations, image segmentation for breaking the input scene into a set of objects, and object selection which allows one of the objects of the scene to be selected at a time. This object selection system has been applied to real gray-level and color images and the simulation results show the effectiveness of the system. (C) 2010 Elsevier Ltd. All rights reserved.
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Some dynamical properties of a classical particle confined inside a closed region with an oval-shaped boundary are studied. We have considered both the static and time-dependent boundaries. For the static case, the condition that destroys the invariant spanning curves in the phase space was obtained. For the time-dependent perturbation, two situations were considered: (i) non-dissipative and (ii) dissipative. For the non-dissipative case, our results show that Fermi acceleration is observed. When dissipation, via inelastic collisions, is introduced Fermi acceleration is suppressed. The behaviour of the average velocity for both the dissipative as well as the non-dissipative dynamics is described using the scaling approach. (C) 2009 Elsevier B.V. All rights reserved.
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Some dynamical properties for a dissipative time-dependent oval-shaped billiard are studied. The system is described in terms of a four-dimensional nonlinear mapping. Dissipation is introduced via inelastic collisions of the particle with the boundary, thus implying that the particle has a fractional loss of energy upon collision. The dissipation causes profound modifications in the dynamics of the particle as well as in the phase space of the non-dissipative system. In particular, inelastic collisions can be assumed as an efficient mechanism to suppress Fermi acceleration of the particle. The dissipation also creates attractors in the system, including chaotic. We show that a slightly modification of the intensity of the damping coefficient yields a drastic and sudden destruction of the chaotic attractor, thus leading the system to experience a boundary crisis. We have characterized such a boundary crisis via a collision of the chaotic attractor with its own basin of attraction and confirmed that inelastic collisions do indeed suppress Fermi acceleration in two-dimensional time-dependent billiards. (C) 2010 Elsevier B.V. All rights reserved.
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The purpose of this work is twofold: first, to develop a process to automatically create parametric models of the aorta that can adapt to any possible intraoperative deformation of the vessel. Second, it intends to provide the tools needed to perform this deformation in real time, by means of a non-rigid registration method. This dynamically deformable model will later be used in a VR-based surgery guidance system for aortic catheterism procedures, showing the vessel changes in real time.
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In this paper, we discuss some practical implications for implementing adaptable network algorithms applied to non-stationary time series problems. Using electricity load data and training with the extended Kalman filter, we demonstrate that the dynamic model-order increment procedure of the resource allocating RBF network (RAN) is highly sensitive to the parameters of the novelty criterion. We investigate the use of system noise and forgetting factors for increasing the plasticity of the Kalman filter training algorithm, and discuss the consequences for on-line model order selection. We also find that a recently-proposed alternative novelty criterion, found to be more robust in stationary environments, does not fare so well in the non-stationary case due to the need for filter adaptability during training.