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Arbitrage hedging in markets for the US lean hogs and the EU live pigsZiegelbäck, Martin, Kastner, Gregor 17 April 2013 (has links) (PDF)
The paper describes an attempt to gain insight into the relationship between cash and futures markets for US lean hogs and EU live pigs, and the opportunity of arbitrage hedging. In doing so, the authors use newer methods of threshold cointegration analysis for time series from 1999 until 2008. Besides the existence of a long-run equilibrium, asymmetric price adjustments can be demonstrated. This is especially the case for the EU live pigs, where price variations of the basis are higher and exhibit lower standard deviation. The results also perfectly show that cash prices follow the futures market more than the other way round. Furthermore, a grid search has revealed that the residual-based threshold in either market is near zero and therefore coherent with economic interpretation. Thus, at least theoretically, arbitrageurs in those markets are able to exploit the price differences between the two markets and reap no-risk monetary benefit. Hence, the results are in line with the statement that "speculating the basis" generates a better return. (authors' abstract)
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Testing Thresholds in the Integrative Theory of the Division of Domestic LaborJanuary 2011 (has links)
abstract: The division of domestic labor has far-reaching implications for "private" life (e.g. relational satisfaction and conflict) and for "public" paid labor (e.g. time and dedication in the workplace and career advancement). Although several theories have been developed and tested, they do not sufficiently explain the consistent findings that women in mixed sex households perform a majority of the domestic labor. Without understanding the causes for differences in task performance, past research encouraging communicative solutions to ameliorate conflict was ineffective in changing task allocation and performance. Therefore, it is necessary to understand theoretical explanations that drive domestic labor behavior to develop effective solutions. The recent integrative theory of the division of domestic labor attempts to explain how individuals interact with household partners to allocate domestic tasks. Recognizing the complexity of the division of domestic labor, the integrative theory considers individual, dyadic, and societal factors that influence task allocation. Because clear differences in task performance have been found in mixed sex households, this study separates sex and gender as distinct variables by considering same-sex roommate relationships, essentially removing sex differences from the living arrangement. Furthermore, this study considers individual threshold levels as described by the integrative theory in order to test the theoretical underpinnings. Specifically, this study is designed to investigate the relationships between individual cleanliness threshold levels and gender, sex, perceptions of satisfaction, equity, and frequency of conflict in same-sex roommate relationships. Results indicate support of the integrative theory of the division of domestic labor. Regarding gender differences, partial support for the theory appeared in that feminine individuals have lower threshold levels than masculine individuals. Regarding sex differences, women possess lower individual threshold levels (i.e. more bothered when a task is undone) compared to men, which likely accounts for why existing research indicates that women spend more time performing domestic tasks. What is more, individuals with higher threshold levels report greater relational satisfaction. Further, individuals whose threshold levels differ from their living partner report lower relational satisfaction and greater conflict frequency. Finally, in terms of equity, both overbenefited and underbenefited individuals experience more conflict than those who feel their relationship is equitable. These results provide theoretical support for the integrative theory of the division of labor. Furthermore, the development and testing of a threshold measure scale can be used practically for future research and for better roommate pairings by universities. In addition, communication scholars, family practitioners and counselors, and universities can apply these theoretically grounded research findings to develop and test strategies to reduce conflict and increase relational satisfaction among roommates and couples. / Dissertation/Thesis / Ph.D. Communication 2011
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Modeling and Simulation of Variations in Nano-CMOS DesignJanuary 2011 (has links)
abstract: CMOS technology is expected to enter the 10nm regime for future integrated circuits (IC). Such aggressive scaling leads to vastly increased variability, posing a grand challenge to robust IC design. Variations in CMOS are often divided into two types: intrinsic variations and process-induced variations. Intrinsic variations are limited by fundamental physics. They are inherent to CMOS structure, considered as one of the ultimate barriers to the continual scaling of CMOS devices. In this work the three primary intrinsic variations sources are studied, including random dopant fluctuation (RDF), line-edge roughness (LER) and oxide thickness fluctuation (OTF). The research is focused on the modeling and simulation of those variations and their scaling trends. Besides the three variations, a time dependent variation source, Random Telegraph Noise (RTN) is also studied. Different from the other three variations, RTN does not contribute much to the total variation amount, but aggregate the worst case of Vth variations in CMOS. In this work a TCAD based simulation study on RTN is presented, and a new SPICE based simulation method for RTN is proposed for time domain circuit analysis. Process-induced variations arise from the imperfection in silicon fabrication, and vary from foundries to foundries. In this work the layout dependent Vth shift due to Rapid-Thermal Annealing (RTA) are investigated. In this work, we develop joint thermal/TCAD simulation and compact modeling tools to analyze performance variability under various layout pattern densities and RTA conditions. Moreover, we propose a suite of compact models that bridge the underlying RTA process with device parameter change for efficient design optimization. / Dissertation/Thesis / Ph.D. Electrical Engineering 2011
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Design of High Performance Threshold Logic GatesDara, Chandra Babu 01 December 2015 (has links)
Threshold logic gates are gaining more importance in recent years due to significant development in switching devices. This renewed the interest in high performance and low power circuits with threshold logic gates. Threshold Logic Gates can be implemented using both the traditional CMOS technologies and the emerging nanoelectronic technologies. In this dissertation, we have performed performance analysis on Monostable-Bistable Threshold Logic Element based, current mode, and memristor based threshold logic implementations. Existing analytical approaches that model the delay of a Monostable-Bistable Threshold Logic Element threshold logic gate cannot explore the enormous search space in the quest of weight assignments on the inputs and threshold in order to optimize the delay of the threshold logic gate. It is shown that this can be achieved by using a quantity that depends on the constants and Resonant Tunnel Diode weights. This quantity is used to form an integer linear program that optimizes the performance and ensure that each weight can tolerate a predetermined variation by an appropriate weight assignment in a threshold logic gate. The presented experimental results demonstrate the impact of the proposed method. The optimality of our solutions and the reported improvements ensure tolerance to potential manufacturing defects. Current mode is a popular CMOS-based implementation of threshold logic functions where the gate delay depends on the sensor size. A new implementation of current mode threshold functions for improved performance and switching energy is presented. An analytical method is also proposed in order to identify quickly the optimum sensor size. Experimental results on different gates with the optimum sensor size indicate that the proposed method outperforms consistently the existing implementations, and implements high performance and low power gates that have a very large number of inputs. A new dual clocked design that uses memristors in current mode logic implementation of threshold logic gates is also presented. Memristor based designs have high potential to improve performance and energy over purely CMOS-based combinational methods. The proposed designs are clocked, and outperform a recently proposed combinational method in performance as well as energy consumption. It is experimentally verified that both designs scale well in both energy consumption as well as delay.
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Parâmetros genéticos para a mortalidade pré e pós-natal em bovinos da raça NeloreMagalhães Silva, Lívia Carolina [UNESP] 30 August 2010 (has links) (PDF)
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magalhaessilva_lc_me_jabo.pdf: 1240622 bytes, checksum: 43e0525da56c6c05bc0304559d7a5c2f (MD5) / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / Esta pesquisa teve como objetivo geral ampliar os estudos sobre a variabilidade genética para mortalidade pré (Mpre) e pós-natal (Mpos) em bovinos da raça Nelore, estimando parâmetros genéticos dessas características. Os dados analisados foram provenientes de fêmeas nascidas entre 1984 e 1995, pertencentes à Agropecuária Jacarezinho Ltda, localizada no município de Valparaíso. As variáveis Mpre e Mpos se caracterizam por expressão binária, considerando-se duas condições, para Mpre: 1= sucesso, para os bezerros que conseguiram nascer e 0= falha, para bezerros que não conseguiram chegar ao final da gestação; e para Mpos: 1= sucesso, para bezerros que estavam presentes na desmama e 0= falha, para os que apresentaram peso ao nascer (PN), mas não conseguiram sobreviver até a desmama. O grupo contemporâneo (GC) foi considerado como efeito aleatório no modelo. Para Mpre o GC foi definido como: ano e fazenda no inicio da estação de monta, ano e fazenda de nascimento da vaca e estação de monta. Como efeito fixo foi considerado a idade da fêmea ao inicio da estação de monta em classes (variando de 1 a 13 anos). Para Mpos o GC foi definido como: bezerros do mesmo sexo, fêmeas nascidas e paridas na mesma fazenda e ano e grupo de manejo ao nascimento das fêmeas, foram considerados como efeitos fixos a idade da vaca ao parto em classes (variando de 2 a 9 anos), e como covariável o PN do bezerro (efeito linear e quadrático). Os componentes de variância foram estimados em análise unicaracterística utilizando-se a inferência Bayesiana pelo programa THRGIBBS1F90. Os intervalos de amostragem foram pelo pacote estatístico “BOA” (“Bayesian Output Analysis”), do programa R (R DEVELOPMENT CORE TEAM). A taxa de Mpre, encontrada no conjunto de dados foi de 2,0% e a estimativa de herdabilidade direta para Mpre, com base na característica da fêmea foi de magnitude moderada... / The aims of this research were to increase the knowledge about genetic variability of stillbirth (Mpre) and postnatal mortality (Mpos) in Nellore cattle through estimates of the genetic parameters for these traits. Mpre and Mpos were assessed as a cow and calf traits, and sire and animal model were compared. Datasets were obtained from females born between 1984 and 1995 on the Agropecuaria Jacarezinho Ltda. Mpre and Mpos are characteristics of binary expression, considering, for Mpre: 1= success, for calves that could be born, and failure (0), for those failed to reach in the end of pregnancy. For Mpos: success (1) for calves those were present at weaning, and failure (0): for those who had birth weight (PN), but did not survive weaning. The contemporary group (CG) was considered as the random effect in the model. For Mpre the GC was defined by year and farm at start of the breeding season of the cow, year and farm of birth of the cow and breeding season; the fixed effect was the age of the cow at beginning of breeding season (in classes, ranging from 1-13 years). For Mpos the GC was defined by calves of the same sex, cows that were born and calved on the same farm, year and handling group at calving; the fixed effects was age of calving (in classes, ranging 2-9 years) and, as covariable, the PN of calf (linear and quadratic). Variance components were estimated in univariate analysis using the Bayesian inference by the program THRGIBBS1F90. The sampling intervals were defined by statistical package “BOA” (Bayesian Output Analysis) included in program R (R Development Core Team, 2008). The rate of Mpre found in the dataset was 2.0%. The estimate of direct heritability for Mpre, based on the female´s traits was moderate (0.22), indicating moderate genetic gain in the population and good prospects for selection response. Estimates of direct heritability (0.01) and maternal total... (Complete abstract click electronic access below)
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Three Worries about Moderate DeontologyJanuary 2017 (has links)
abstract: Perhaps the most common and forceful criticism directed at absolutist deontological theories is that they allow for the occurrence of morally catastrophic events whenever such events could only and certainly be prevented by the violation of a deontological constraint. Some deontologists simply bite the bullet, accept this implication of their theory, and give their best arguments as to why it does not undermine absolutism. Others, I think more plausibly, opt for an alternative deontological theory known as ‘moderate deontology’ and are thereby able to evade the criticism since moderate deontology permits violations of constraints under certain extreme circumstances. The goal of this thesis is to provide a defense of moderate deontology against three worries about the view, namely, that it is more accurately interpreted as a kind of pluralism than as a deontology, that there is no non-arbitrary way of setting thresholds for deontological constraints, and that the positing of thresholds for constraints would lead to some problematic results in practice. I will respond to each of these worries in turn. In particular, I will argue that moderate deontology is properly understood as a deontological theory despite its partial concern for consequentialist considerations, that thresholds for deontological constraints can be successfully located without arbitrariness by democratic appeal to people’s commonsense moral intuitions, and that the alleged problematic results of positing thresholds for constraints can be effectively explained away by the moderate deontologist. / Dissertation/Thesis / Masters Thesis Philosophy 2017
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Medidas de seccoes de choque medias no espectro de fissao do U-235 para algumas reacoes de limiarMAIDANA, NORA L. 09 October 2014 (has links)
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04784.pdf: 1414862 bytes, checksum: dd92e9abc5bb1044dcef6e7b745b4846 (MD5) / Dissertacao (Mestrado) / IPEN/D / Instituto de Pesquisas Energeticas e Nucleares - IPEN/CNEN-SP
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tÃtulo âIntegraÃÃo Espacial dos Mercados Brasileiros Exportadores de Mel Natural no Brasil: abordagem utilizando cointegraÃÃo com threshold / Spatial Market Integration of Exporting Natural Honey in Brazil: with threshold approach using cointegrationManoel Pedro da Costa JÃnior 16 March 2012 (has links)
FundaÃÃo de Amparo à Pesquisa do Estado do Cearà / A pesquisa objetivou investigar o processo de cointegraÃÃo espacial entre os principais mercados brasileiros exportadores de mel natural: Rio Grande do Sul, Santa Catarina, PiauÃ, Cearà e SÃo Paulo. Foram utilizados dados secundÃrios obtidos diretamente da base de dados do MinistÃrio de Desenvolvimento, IndÃstria e ComÃrcio Exterior, compreendendo a sÃrie de tempo entre janeiro de 2002 a julho de 2011. Para investigar as relaÃÃes entre os mercados supracitados, fez-se uso de metodologia baseada nas premissas da Lei do PreÃo Ãnico â LPU e modelagem que considera a presenÃa de custos de transaÃÃo. Os resultados indicam que, apesar da confirmaÃÃo da existÃncia de cointegraÃÃo entre os mercados brasileiros exportadores de mel natural, a LPU nÃo foi totalmente confirmada, uma vez que se rejeitou a hipÃtese nula de perfeita integraÃÃo espacial entre os mercados. O teste de exogeneidade fraca indica que o mercado de mel natural do Rio Grande do Sul atua como mercado central na formaÃÃo de preÃos. Hà a presenÃa de custos de transaÃÃo entre quase todos os mercados espacialmente separados, pois, segundo os resultados oriundos da modelagem threshold, rejeitou-se a hipÃtese nula de ajuste linear e simÃtrico entre os mercados investigados. / This study investigated the process of cointegration space between the main markets Brazilian exporters of natural honey Rio Grande do Sul, Santa Catarina, PiauÃ, Cearà and SÃo Paulo. Secondary data obtained directly from the database of the MinistÃrio de Desenvolvimento, IndÃstria e ComÃrcio Exterior, comprising the time series between January 2002 and July 2011. To investigate the relationship between the markets mentioned above, was made use of a methodology based on the premises of the Law of One Price- LPU and modeling that considers the presence of transaction costs. The results indicate that despite the confirmation of the existence of markets cointegration Brazilian exporting natural honey, the LPU has not been fully confirmed, since it is rejecting the null hypothesis of perfect integration space between the markets. The weak exogeneity test indicates that the market for natural honey of Rio Grande do Sul acts asthe central market pricing. There is the presence of transaction costs between almost allspatially separated markets, because, according to the results from the modelingthreshold, rejected the null hypothesis of linear and symmetric adjustment between markets investigated.
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Medidas de seccoes de choque medias no espectro de fissao do U-235 para algumas reacoes de limiarMAIDANA, NORA L. 09 October 2014 (has links)
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04784.pdf: 1414862 bytes, checksum: dd92e9abc5bb1044dcef6e7b745b4846 (MD5) / Dissertacao (Mestrado) / IPEN/D / Instituto de Pesquisas Energeticas e Nucleares - IPEN/CNEN-SP
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Proposta e verificação da validade de testes de limiar anaerobico para natação do nado crawl / Proposal and verification of the validity of anaerobic threshold tests for swimming in crawl swinMoraes, Rafael Carvalho de, 1982- 02 January 2008 (has links)
Orientador: Orival Andries Junior / Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Educação Fisica / Made available in DSpace on 2018-08-10T17:19:17Z (GMT). No. of bitstreams: 1
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Previous issue date: 2008 / Resumo: No esporte de rendimento a elaboração de testes coerentes para controle do treinamento é fundamental. O objetivo deste trabalho foi propor e validar testes de Limiar Anaeróbio (LAn) para o nado crawl. Para isso 14 nadadores competitivos em nível estadual (7 Homens e 7 Mulheres) foram selecionados para o estudo. Cada atleta realizou 5 testes de LAn com dois dias de recuperação entre testes, sendo 4 deles consolidados na literatura: testes de 30, 12, 10 minutos (T30¿, T12¿e T10¿respectivamente), um teste de Lactato Mínimo (LACmin) adaptado de Tegtbur et al. (1993), e um teste elaborado e proposto que consistia em oito minutos nadando (T8¿) a uma velocidade máxima e constante. Foram coletadas amostras de sangue para medida da concentração de lactato sanguíneo ([LAC]), freqüência cardíaca (FC), velocidade (Vel) e variação de ritmo durante os percursos. As amostras de sangue foram coletadas antes e em momentos pós testes para verificação da cinética do lactato sanguíneo. A partir dos dados obtidos verificou-se para todos os testes de tempo que não houve variação de ritmo durante o percurso nadado. Para ambos os grupos a velocidade do T30¿ (1,27 m/s ± 0,046 para o Grupo Homens (GH) e 1,10 m/s ± 0,07 para o Grupo Mulheres (GM)) não apresentou diferenças significativas em relação à velocidade do LACmin (1,29 m/s ± 0,035 para GH e 1,14 m/s ± 0,048 para GM) . Para o GH os testes T8¿ (1,37 m/s ± 0,030), T10¿ (1.35 m/s ± 0,043) e T12¿ (1,34 m/s ± 0,031) não mostraram diferenças entre suas velocidades, mas superestimaram as velocidades do T30¿ e LACmin. O mesmo ocorreu para o GM, para os testes T8¿ (1,18 m/s ± 0,050) e T12¿ (1,16 m/s ± 0,059), com exceção para o T10¿ (1,16 m/s ± 0,050) que não apresentou diferenças em relação ao T30¿ e LACmin. Em relação à [LAC] (mmol/L), não houve diferenças significativas entre T8¿ (12.62 ± 1.02) e T12¿ (12.51 ± 2.37) e entre T30¿ (8.02 ± 1.95) e LACmín (7.84 ± 1.80) para o GH sendo que o T10¿ foi o teste que alcançou maior [LAC] (15.66 ± 2.18). Já para o GM houve diferenças entre T8¿ (11.68 ± 1.47) e T30¿ (6.43 ± 2.29), T10¿ (11.82 ± 1.96) e T30¿ e T12¿ (12.06 ± 2.50) e T30¿, mas não houve diferenças entre T30¿ e LACmín (8.43 ± 3.22). A FC não teve correlação com nenhum dos testes realizados tanto em relação à [LAC] sanguíneo quanto em relação à velocidade. Com isso, adotar valores fixos de FC e [LAC] pode sub ou superestimar o desempenho aeróbio de atletas. Desta forma testes incrementais ou mais longos como o T30¿ parecem ser mais adequados para determinação do LAn individual / Abstract: It is essential to set up coherent measurement tests for training control in high performance sports. This study aims to propose and evaluate tests of Anaerobic Threshold (AT) for crawl swimming style. This study involves 14 competitive swimmers at state level: a group of 7 men (Men) and another group of 7 women (Women). Each athlete has performed 5 tests of AT, with two days of recovery among the tests, 4 of which are proposed and consolidated in the literature: tests of 30, 12, 10 minutes (T30¿, T12¿and T10¿, respectively) and one test of Minimum Lactate adapted from Tegtbur et al. (1993). The last test, proposed by the researcher, consists of 8- minute (T8') swimming at maximal and constant speed. All tests measured athletes¿ blood lactate concentration ([LAC]), heart rating (HR), speed (Vel), and test rhythm variation. The blood samples for the verification of blood lactate concentration were collected before and after the test, in order to verify the kinetic of the blood lactate referring to each test. Based on the analysis of the speed and rhythm, it was possible to verify that, in all the time tests, there was no variation of rhythm during the distance athletes swam. Moreover, the speed in T30¿ (1,27 m/s ± 0,046 in the group of men (GH) e 1,10 m/s ± 0,07 for women¿s group (GM)) does not register significant difference for either group when compared to the speed in the Minimum Lactate test (1,29 m/s ± 0,035 for GH e 1,14 m/s ± 0,048 for GM). In the group of men, the T8¿ (1,37 m/s ± 0,030), T10¿ (1.35 m/s ± 0,043) and T12¿ (1,34 m/s ± 0,031) tests do not show differences regarding speed, but overestimate the speed in T30¿ and Minimum Lactate tests. The same is valid for the women¿s group for T8¿ (1,18 m/s ± 0,050) and T12¿ (1,16 m/s ± 0,059), in which the only difference is that the T10¿ showed equivalent readings when compared to the T30¿ and the Minimum Lactate test. About [LAC] the GH do not show differences between T8¿ (12.62 ± 1.02) and T12¿ (12.51 ± 2.37) neither T30¿ (8.02 ± 1.95) and LACmín (7.84 ± 1.80) and the T10¿was the test of higher [LAC] (15.66 ± 2.18). For GM [LAC] show differences between T8¿ (11.68 ± 1.47) and T30¿ (6.43 ± 2.29), T10¿ (11.82 ± 1.96) and T30¿ and T12¿(12.06 ± 2.50) and T30¿, but there was no difference among T30¿ and LACmín (8.43 ± 3.22). The HR did not relate to any tests and can be compared to neither the blood lactate concentration [LAC], with very individualized readings, nor to each test speed. Therefore, the HR should not be seen as a herald of athlete¿s performance. It is possible to conclude that fixing values for HR and blood lactate concentration [LAC] may distort a swimmer¿s performance capacity by either underestimating or overestimating it. So, incremental tests or longer tests, such as T30¿, seem to be more reliable for determining AT on an individual basis / Mestrado / Ciencia do Desporto / Mestre em Educação Física
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