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Modelling and forecasting economic time series with single hidden-layer feedforward autoregressive artificial neural networksRech, Gianluigi January 2001 (has links)
This dissertation consists of 3 essays In the first essay, A Simple Variable Selection Technique for Nonlinear Models, written in cooperation with Timo Teräsvirta and Rolf Tschernig, I propose a variable selection method based on a polynomial expansion of the unknown regression function and an appropriate model selection criterion. The hypothesis of linearity is tested by a Lagrange multiplier test based on this polynomial expansion. If rejected, a kth order general polynomial is used as a base for estimating all submodels by ordinary least squares. The combination of regressors leading to the lowest value of the model selection criterion is selected. The second essay, Modelling and Forecasting Economic Time Series with Single Hidden-layer Feedforward Autoregressive Artificial Neural Networks, proposes an unified framework for artificial neural network modelling. Linearity is tested and the selection of regressors performed by the methodology developed in essay I. The number of hidden units is detected by a procedure based on a sequence of Lagrange multiplier (LM) tests. Serial correlation of errors and parameter constancy are checked by LM tests as well. A Monte-Carlo study, the two classical series of the lynx and the sunspots, and an application on the monthly S&P 500 index return series are used to demonstrate the performance of the overall procedure. In the third essay, Forecasting with Artificial Neural Network Models (in cooperation with Marcelo Medeiros), the methodology developed in essay II, the most popular methods for artificial neural network estimation, and the linear autoregressive model are compared by forecasting performance on 30 time series from different subject areas. Early stopping, pruning, information criterion pruning, cross-validation pruning, weight decay, and Bayesian regularization are considered. The findings are that 1) the linear models very often outperform the neural network ones and 2) the modelling approach to neural networks developed in this thesis stands up well with in comparison when compared to the other neural network modelling methods considered here. / <p>Diss. Stockholm : Handelshögskolan, 2002. Spikblad saknas</p>
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Kriminalitetens geografi : vardagsbrottslighetens spatiala fördelning i BorlängeAxelsson, Henrik January 2008 (has links)
The aim of this thesis is to describe and analyze the geographical distribution of everyday criminality in the town of Borlänge during the year 2002 and to analyze which measures to be taken in the physical social planning to decrease this everyday criminality there. The term everyday criminality is here to be understood as those categories of crime that appear most frequently in the records of reports to the police every year. Here two kinds of crime have been in focus, thefts from cars and office burglary.In fulfilling this aim two main questions have been answered. The first one is how the everyday criminality was distributed geographically in the town of Borlänge during the year 2002. The second one is which measures to be taken in the physical social planning to decrease this everyday criminality in the town of Borlänge.In order to answer the first question a spatial autocorrelation analysis, Local Moran LISA has been used. This method is based on the measurement Moran´s I and shows the spatial autocorrelation for every single location. To answer the second question three different theories of crime prevention through environmental design have been studied and applied in the analysis. These are Jane Jacobs’ ideas about ”the living city”, Oscar Newman´s ideas about ”defensible space” and Ronald V. Clarke´s theories about crime prevention.The major conclusions that can be drawn from this thesis are that the risk of being exposed to thefts from cars, during the analyzed time period, was highest in Centrum and Hagalund and their surroundings. The lowest risk of being exposed to this type of crime was found in Domnarvet and Islingby, during the year 2002. The highest risk of being a victim of the crime office burglary was found in Hagalund and its surroundings and in the single area of Kvarnsveden. The corresponding lowest risk was found in Lergärdet and its surroundings and in Norra Backa and Kupolen. The measures that should be taken in order to decrease these types of criminality can be divided into overall changes and place-specific changes. When it comes to the crime thefts from cars a more attractive central business district, a better view of parking lots from nearby buildings, dividing of larger parking lot zones into smaller ones, migration of hidden parking lots and stronger access control to parking lots where problems with this kind of crime have occurred have been suggested as overall changes. The corresponding place-specific changes are to remove vegetation that is blocking the view, better lighting and to put up signs with information about increased risk of exposure to crime at parking lots with the most problems. To decrease the amount of office burglaries overall changes as to create a better view of the area from nearby surroundings, move bigger office compartments or divide them into smaller units, rebuild characteristic buildings and increase security by strengthening the access control to offices with these kinds of problems could be useful. Finally there are possibilities to decrease office burglary by using place-specific measures as surveillance cameras combined with signs containing information about these, high fences and better lighting around the buildings where a higher risk of being exposed to this kind of criminality is present.
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Estimation of Emission Strength and Air Pollutant Concentrations by Lagrangian Particle ModelingManomaiphiboon, Kasemsan 30 March 2004 (has links)
A Lagrangian particle model was applied to estimating emission strength and air pollutant concentrations specifically for the short-range dispersion of an air pollutant in the atmospheric boundary layer. The model performance was evaluated with experimental data. The model was then used as the platform of parametric uncertainty analysis, in which effects of uncertainties in five parameters (Monin-Obukhov length, friction velocity, roughness height, mixing height, and the universal constant of the random component) of the model on mean ground-level concentrations were examined under slightly and moderately stable conditions. The analysis was performed under a probabilistic framework using Monte Carlo simulations with Latin hypercube sampling and linear regression modeling. In addition, four studies related to the Lagrangian particle modeling was included. They are an alternative technique of formulating joint probability density functions of velocity for atmospheric turbulence based on the Koehler-Symanowski technique, analysis of local increments in a multidimensional single-particle Lagrangian particle model using the algebra of Ito integrals and the Wagner-Platen formula, analogy between the diffusion limit of Lagrangian particle models and the classical theory of turbulent diffusion, and evaluation of some proposed forms of the Lagrangian velocity autocorrelation of turbulence.
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Lygiavertės dozės galios laukų struktūros mažoms teritorijoms nustatymas optimalios interpoliacijos metodu / Determination of structural fields of equivalent dose rate by optimal interpolation method for small territoriesLemežis, Mindaugas 01 July 2009 (has links)
Darbe nagrinėjamas lygiavertės dozės galios (LDG) laukų struktūros virš mažų teritorijų nustatymas optimalios interpoliacijos metodu, lygiavertės dozės galios laukų struktūros pokyčiai nuo meteorologinių sąlygų. Baltijos jūros priekrantėje prie Juodkrantės atlikti LDG matavimai prie žemės paviršiaus ir vieno metro aukštyje virš jos. Matavimai atlikti 2008 m. liepos 2, 7, 10 ir 12 dienomis 63 taškuose (2,00,2) km teritorijoje esant šiaurės, pietų, rytų ir vakarų vėjo kryptims. Vidutinių dydžių ekstremalios reikšmės buvo 50 nSv/h ir 130 nSv/h. LDG laukų struktūrai nustatyti ir įvertinti buvo panaudotas optimalios interpoliacijos metodas trim atvejams – kai tyrimų teritorijoje atlikta 63, 33 ir 18 matavimų. Gautos identiškos LDG laukų struktūros. Rasta, kad naudojant tik 18 matavimo rezultatų modelyje gaunamas patenkinamas eksperimentinių ir teorinių rezultatų sutapimas, t.y. skirtumas tarp išmatuotų ir sumodeliuotų rezultatų neviršija 20 paklaidos. Nustatyta, kad esant šiaurės, pietų ir vakarų vėjo kryptims, padidėjus vėjo greičiui vidutiniškai 3 kartus, LDG sumažėja apie 8 nSv/h. Esant rytų vėjui, padidėjus vėjo greičiui 3 kartus, LDG padidėja 7 nSv/h. Darbą sudaro 3 dalys: įvadas, darbo metodai ir priemonės, išvados, literatūra. Darbo apimtis – 58 p. teksto be priedų, 46 iliustr., 1 lent., 36 bibliografiniai šaltiniai. Atskirai pridedami darbo priedai ir publikacija, parengta spaudai. / In this work equivalent dose rate (EDR) field structures under small area was estimated by applying optimal interpolation method and EDR fields structure differences was depended on meteorological conditions. EDR measurements were made to the ground surface and one meter above it beside Juodkrante near Baltic seaside. Measurements carried out in 2008 July 2, 7, 10 and 12 days, in 63 points (2.0 x 0.2) km area then was the north, south, east and west wind direction. Extreme values of the average was 50 nSv/h ir 130 nSv/h. To determine EDR fields structure was used the optimal interpolation method in three cases – then in research area conducted 63, 33 and 18 measurements. Received identical EDR fields structure. Found that the use of only 18 measurements in the model obtained satisfactory experimental and theoretical results coincide, i.e., the difference between measured and model results in less than 20 errors. Found that, in the north, south and west wind direction, wind speed increased by an average of 3 times, EDR decreases about 8 nSv/h. In the east wind, the wind speed increased by 3 times, EDR increased 7 nSv/h / h. Structure: introduction, methods and tools of work, conclusions and suggestions, references. Thesis consist of: 58 p. text without appendixes, 46 pictures, 1 tables, 36 bibliographical entries. Appendixes and publication included.
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THE ASSOCIATION BETWEEN POLYPLOIDY AND CLONALITY IN THE HERBACEOUS PLANT, CHAMERION ANGUSTIFOLIUM (ONAGRACEAE)Baldwin, Sarah J 14 May 2012 (has links)
The co-occurrence of polyploidy and clonal reproduction among plant species has long been recognized, but the evolutionary mechanisms underlying the association are unknown. Here, I investigate whether polyploidy increases the magnitude of clonality, either directly or indirectly, by comparing the extent and spatial structure of clones between diploid and tetraploid Chamerion angustifolium in a greenhouse environment and natural populations. In the greenhouse, tetraploid plants allocated 90.4% more dry mass to root buds, the primary mechanism of clonal reproduction, than diploids. Per unit root mass, tetraploids produced 44% fewer root buds and the average position of the root buds along the root was 47% closer to the stem than in diploids. In natural populations, the magnitude of clonality in tetraploid C. angustifolium was similar or less than in diploids. However, clones were spatially aggregated in all diploid populations but only in two of five tetraploid populations. Average clone patch diameter, however, was not significantly different between diploids (3.9 m) and tetraploids (2.5 m). These data do not support the hypothesis that clonality increases as a result of genome duplication. Rather, it is possible that clonality is linked to genome duplication because clonal diploids are predisposed for polyploid formation and establishment. / National Science and Engineering Research Council, Canada Research Chair Program, Canadian Foundation for Innovation
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Réalisation expérimentale d'une source de photons uniques par fluorescence de centres colorés individuels dans le diamant ; application à la cryptographie quantiqueBeveratos, Alexios 20 December 2002 (has links) (PDF)
L'échange sécurisé d'une clé secrète entre deux interlocuteurs est une tâche compliquée. Dans un monde " classique ", il n'est pas possible de garantir qu'un espion n'a pas effectué une copie de cette clé lors de son échange. En 1984, un protocole basé sur les propriétés de la mécanique quantique a démontré la possibilité d'un échange inconditionnellement sûr d'une clé secrète entre deux interlocuteurs. Idéalement, le protocole utilise une source de photons uniques. L'information est alors codée, par exemple sur la polarisation des photons. La sécurité est garantie par un choix aléatoire de la base de polarisation (Linéaire, Circulaire). Dans ce contexte, cette étude porte sur la réalisation d'une source de photons uniques et son application à la cryptographie quantique. Une source de photons uniques est obtenue par l'excitation impulsionnelle d'un dipôle unique. Le dipôle étudié dans ce travail est le centre NV dans le cristal de diamant. Il est constitué d'un atome d'azote (N) et d'une lacune (V) en substitution dans la maille cristalline du diamant. L'étude sous excitation continue de ce dipôle, à l'aide d'un microscope confocal et d'un montage d'autocorrélation d'intensité, montre que de par sa simplicité d'utilisation et de sa photostabilité intrinsèque, il est un candidat de choix pour une source de photons uniques. En excitation impulsionnelle, on démontre que la source de photons uniques ainsi produite présente une grande efficacité de production de photons, et un très faible taux d'impulsions contenant deux photons. Finalement, cette source été utilisée dans un montage de cryptographie quantique. Après une description des dispositifs expérimentaux de l'émetteur et du récepteur, nous décrivons en détail l'échange de clé quantique. Les résultats obtenus montrent un avantage quantitatif dans le taux de pertes admissibles en ligne en comparaison avec des prototypes basés sur une source cohérente atténuée.
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Spatio-Temporal Analyses of Cenozoic Normal Faulting, Graben Basin Sedimentation, and Volcanism around the Snake River Plain, SE Idaho and SW MontanaDavarpanah, Armita 10 May 2014 (has links)
This dissertation analyzes the spatial distribution and kinematics of the Late Cenozoic Basin and Range (BR) and cross normal fault (CF) systems and their related graben basins around the Snake River Plain (SRP), and investigates the spatio-temporal patterns of lavas that were erupted by the migrating Yellowstone hotspot along the SRP, applying a diverse set of GIS-based spatial statistical techniques. The spatial distribution patterns of the normal fault systems, revealed by the Ripley's K-function, display clustered patterns that correlate with a high linear density, maximum azimuthal variation, and high box-counting fractal dimensions of the fault traces. The extension direction for normal faulting is determined along the major axis of the fractal dimension anisotropy ellipse measured by the modified Cantor dust method and the minor axis of the autocorrelation anisotropy ellipse measured by Ordinary Kriging, and across the linear directional mean (LDM) of the fault traces. Trajectories of the LDMs for the cross faults around each caldera define asymmetric sub-parabolic patterns similar to the reported parabolic distribution of the epicenters, and indicate sub-elliptical extension about each caldera that may mark the shape of hotspot’s thermal doming that formed each generation of cross faults. The decrease in the spatial density of the CFs as a function of distance from the axis of the track of the hotspot (SRP) also suggests the role of the hotspot for the formation of the cross faults. The parallelism of the trend of the exposures of the graben filling Sixmile Creek Formation with the LDM of their bounding cross faults indicates that the grabens were filled during or after the CF event. The global and local Moran’s I analyses of Neogene lava in each caldera along the SRP reveal a higher spatial autocorrelation and clustering of rhyolitic lava than the coeval basaltic lava in the same caldera. The alignment of the major axis of the standard deviational ellipses of lavas with the trend of the eastern SRP, and the successive spatial overlap of older lavas by progressively younger mafic lava, indicate the migration of the centers of eruption as the hotspot moved to the northeast.
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大眾捷運系統對房價影響效果之再檢視 / The reexamination of the impact of metro system on residential housing values in Taipei metropolitan戴國正 Unknown Date (has links)
大眾捷運系統帶來之快捷與便利,使其成為許多都會區民眾依賴之交通工具。捷運系統對鄰近不動產交通可及性提升,所伴隨之便利性將透過資本化效果反映於其價格之上,帶動周邊不動產價格上漲,過去不論國內外關於捷運對周邊房價影響之研究,實證結果亦多支持捷運對於房價有正面影響,且該影響隨著與捷運車站距離增加而遞減。捷運房價效果的區位差異與類型差異過去雖已有研究論及,但對捷運房價效果差異與其變化趨勢未能有明確細緻描述。此外,該等研究均忽略空間相關因素,將影響其估計結果。
本文使用國內某金融機構2007、2008年間台北都會區內台北捷運初期路網沿線車站周邊住宅為實證對象,應用空間迴歸模型檢視捷運系統對鄰近住宅價格之影響效果。實證結果顯示,就整體樣本而言捷運對房價確有正向影響但並不如想像之大,且該影響隨區位與類型之不同確有差異。 / Many previous studies have showed that metro system has a positive impact on the property values due to its accessibility benefits and the effect should decline as distance increases. While the pattern of the change and its difference between stations located in different locations has yet not been fully discussed, most of the studies failed to allow for spatial autocorrelation over space.
This research uses spatial econometrics to estimate a residential housing model that considers spatial autocorrelation. The empirical results show the difference in the price effect of metro stations between urban and suburban areas does exist. The effect tends to get stronger in certain area, the closer the property lies within to the suburban area the greater the effect is. Also, we find price gaps between different metro station categories. Generally, underground stations and transfer stations have greater positive effect on residential property values.
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The effects of habitat fragmentation on the demography and population genetic structure of Uromys CaudimaculatusStreatfeild, Craig Anthony January 2009 (has links)
Habitat fragmentation can have an impact on a wide variety of biological processes including abundance, life history strategies, mating system, inbreeding and genetic diversity levels of individual species. Although fragmented populations have received much attention, ecological and genetic responses of species to fragmentation have still not been fully resolved. The current study investigated the ecological factors that may influence the demographic and genetic structure of the giant white-tailed rat (Uromys caudimaculatus) within fragmented tropical rainforests. It is the first study to examine relationships between food resources, vegetation attributes and Uromys demography in a quantitative manner. Giant white-tailed rat densities were strongly correlated with specific suites of food resources rather than forest structure or other factors linked to fragmentation (i.e. fragment size). Several demographic parameters including the density of resident adults and juvenile recruitment showed similar patterns. Although data were limited, high quality food resources appear to initiate breeding in female Uromys. Where data were sufficient, influx of juveniles was significantly related to the density of high quality food resources that had fallen in the previous three months. Thus, availability of high quality food resources appear to be more important than either vegetation structure or fragment size in influencing giant white-tailed rat demography. These results support the suggestion that a species’ response to fragmentation can be related to their specific habitat requirements and can vary in response to local ecological conditions. In contrast to demographic data, genetic data revealed a significant negative effect of habitat fragmentation on genetic diversity and effective population size in U. caudimaculatus. All three fragments showed lower levels of allelic richness, number of private alleles and expected heterozygosity compared with the unfragmented continuous rainforest site. Populations at all sites were significantly differentiated, suggesting restricted among population gene flow. The combined effects of reduced genetic diversity, lower effective population size and restricted gene flow suggest that long-term viability of small fragmented populations may be at risk, unless effective management is employed in the future. A diverse range of genetic reproductive behaviours and sex-biased dispersal patterns were evident within U. caudimaculatus populations. Genetic paternity analyses revealed that the major mating system in U. caudimaculatus appeared to be polygyny at sites P1, P3 and C1. Evidence of genetic monogamy, however, was also found in the three fragmented sites, and was the dominant mating system in the remaining low density, small fragment (P2). High variability in reproductive skew and reproductive success was also found but was less pronounced when only resident Uromys were considered. Male body condition predicted which males sired offspring, however, neither body condition nor heterozygosity levels were accurate predictors of the number of offspring assigned to individual males or females. Genetic spatial autocorrelation analyses provided evidence for increased philopatry among females at site P1, but increased philopatry among males at site P3. This suggests that male-biased dispersal occurs at site P1 and female-biased dispersal at site P3, implying that in addition to mating systems, Uromys may also be able to adjust their dispersal behaviour to suit local ecological conditions. This study highlights the importance of examining the mechanisms that underlie population-level responses to habitat fragmentation using a combined ecological and genetic approach. The ecological data suggested that habitat quality (i.e. high quality food resources) rather than habitat quantity (i.e. fragment size) was relatively more important in influencing giant white-tailed rat demographics, at least for the populations studied here . Conversely, genetic data showed strong evidence that Uromys populations were affected adversely by habitat fragmentation and that management of isolated populations may be required for long-term viability of populations within isolated rainforest fragments.
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Modelling and forecasting economic time series with single hidden-layer feedforward autoregressive artificial neural networks /Rech, Gianluigi, January 1900 (has links)
Diss. Stockholm : Handelshögskolan, 2002.
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