Dissertations / Theses on the topic 'Time-Varying Effects'

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1

Nwoko, Onyekachi Esther. "Approaches for Handling Time-Varying Covariates in Survival Models." Master's thesis, Faculty of Science, 2019. http://hdl.handle.net/11427/31187.

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Survival models are used in analysing time-to-event data. This type of data is very common in medical research. The Cox proportional hazard model is commonly used in analysing time-to-event data. However, this model is based on the proportional hazard (PH) assumption. Violation of this assumption often leads to biased results and inferences. Once non-proportionality is established, there is a need to consider time-varying effects of the covariates. Several models have been developed that relax the proportionality assumption making it possible to analyse data with time-varying effects of both baseline and time-updated covariates. I present various approaches for handling time-varying covariates and time-varying effects in time-to-event models. They include the extended Cox model which handles exogenous time-dependent covariates using the counting process formulation introduced by cite{andersen1982cox}. Andersen and Gill accounts for time varying covariates by each individual having multiple observations with the total-at-risk follow up for each individual being further divided into smaller time intervals. The joint models for the longitudinal and time-to-event processes and its extensions (parametrization and multivariate joint models) were used as it handles endogenous time-varying covariates appropriately. Another is the Aalen model, an additive model which accounts for time-varying effects. However, there are situations where all the covariates of interest do not have time-varying effects. Hence, the semi-parametric additive model can be used. In conclusion, comparisons are made on the results of all the fitted models and it shows that choice of a particular model to fit is influenced by the aim and objectives of fitting the model. In 2002, an AntiRetroviral Treatment (ART) service was established in the Cape Town township of Gugulethu, South Africa. These models will be applied to an HIV/AIDS observational dataset obtained from all patients who initiated ART within the programme between September 2002 and June 2007.
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2

Kita, Hajime. "STUDIES ON ECONOMIC EFFECTS OF TIME-VARYING PRICING IN ENERGY SUPPLY SYSTEMS." Kyoto University, 1991. http://hdl.handle.net/2433/154649.

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本文データは平成22年度国立国会図書館の学位論文(博士)のデジタル化実施により作成された画像ファイルを基にpdf変換したものである
Kyoto University (京都大学)
0048
新制・論文博士
工学博士
乙第7405号
論工博第2432号
新制||工||829(附属図書館)
UT51-91-C138
(主査)教授 西川 禕一, 教授 若林 二郎, 教授 荒木 光彦
学位規則第5条第2項該当
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3

Salinas, Manuel. "Heart Valve Tissue Engineering: A Study of Time Varying Effects and Sample Geometry." FIU Digital Commons, 2011. http://digitalcommons.fiu.edu/etd/522.

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Mechanical conditioning has been shown to promote tissue formation in a wide variety of tissue engineering efforts. However the underlying mechanisms by which external mechanical stimuli regulate cells and tissues are not known. This is particularly relevant in the area of heart valve tissue engineering owing to the intense hemodynamic environments that surround native valves. Some studies suggest that oscillatory shear stress (OSS) caused by time-varying flow environments, play a critical role in engineered tissue formation derived from bone marrow derived stem cells (BMSCs). There is strong evidence to support this hypothesis in tissue engineering studies of bone. From observing native heart valve dynamics, OSS can be created by means of pulsatility or by cyclic specimen geometry changes. However, quantification of the individual or combined effects of these variables for the maximization of OSS environments in vitro is to date, not known. Accordingly, in this study we examined and quantified the role that i) physiologically relevant scales of pulsatility and ii) changes in geometry as a function of specimen flexure, have in creating OSS conditions for dynamic culture of tissue. A u-shaped custom made bioreactor capable of producing flow stretch and flexure was used. Computational Fluid Dynamic (CFD) simulations were performed through Ansys CFX (Ansys, Pittsburgh, PA) for both steady and pulsatile flow. We have shown that OSS can be maximized by inducing pulsatile flow over straight scaffolds. We believe that OSS promotes BMSCs tissue formation.
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4

Frühwirth-Schnatter, Sylvia, Stefan Pittner, Andrea Weber, and Rudolf Winter-Ebmer. "Analysing plant closure effects using time-varying mixture-of-experts Markov chain clustering." Institute of Mathematical Statistics, 2018. http://dx.doi.org/10.1214/17-AOAS1132.

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In this paper we study data on discrete labor market transitions from Austria. In particular, we follow the careers of workers who experience a job displacement due to plant closure and observe - over a period of 40 quarters - whether these workers manage to return to a steady career path. To analyse these discrete-valued panel data, we apply a new method of Bayesian Markov chain clustering analysis based on inhomogeneous first order Markov transition processes with time-varying transition matrices. In addition, a mixtureof- experts approach allows us to model the probability of belonging to a certain cluster as depending on a set of covariates via a multinomial logit model. Our cluster analysis identifies five career patterns after plant closure and reveals that some workers cope quite easily with a job loss whereas others suffer large losses over extended periods of time.
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5

Sylvestre, Marie-Pierre. "Flexible modelling for the cumulative effects of time-varying exposure, weighted by recency, on the hazard." Thesis, McGill University, 2008. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=111917.

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Many epidemiological studies assess the effects of time-dependent exposures, where both the exposure status and its intensity vary over time. The analysis of such studies poses the challenge of modelling the association between complex time-dependent drug exposure and the risk, especially given the uncertainty about the etiological relevance of doses taken in different time periods.
To address this challenge, I developed a flexible method for modelling cumulative effects of time-varying exposures, weighted by recency, represented by time-dependent covariates in the Cox proportional hazards model. The function that assigns weights to doses taken in the past is estimated using cubic regression splines. Models with different number of knots and constraints are estimated. Bootstrap techniques are used to obtain pointwise confidence bands around the weight functions, accounting for both the sampling variation of the regression coefficients, and the uncertainty at the model selection stage, i.e. the additional variance due to a posteriori selection of the number of knots.
To assess the method in simulations, I had to develop and validate a novel algorithm to generate event times conditional on time-dependent covariates and compared it with the algorithms available in the literature. The proposed algorithm extends a previously proposed permutational algorithm to include a rejection sampler. While all the algorithms generated data sets that, once analyzed, provided virtually unbiased estimates with comparable variances, the algorithm that I proposed reduced the computational time by more than 50 per cent relative to alternative methods. I used simulations to systematically investigate the properties of the weighted cumulative dose method. Six different weight functions were considered. Simulations showed that in most situations, the proposed method was able to capture the shape of the true weight functions and to produce estimates of the magnitude of the exposure effect on the risk that were close to those used to generate the data. I finally illustrated the use of the weighted cumulative dose modelling by reassessing the association between the use of selected benzodiazepines and fall-related injuries, using administrative data on a cohort of elderly who initiated their use of benzodiazepines between 1990 and 2004.
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6

Hori, Kazuki. "Disaggregating Within-Person and Between-Person Effects in the Presence of Linear Time Trends in Time-Varying Predictors: Structural Equation Modeling Approach." Diss., Virginia Tech, 2021. http://hdl.handle.net/10919/103624.

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Educational researchers are often interested in phenomena that unfold over time within a person and at the same time, relationships between their characteristics that are stable over time. Since variables in a longitudinal study reflect both within- and between-person effects, researchers need to disaggregate them to understand the phenomenon of interest correctly. Although the person-mean centering technique has been believed as the gold standard of the disaggregation method, recent studies found that the centering did not work when there was a trend in the predictor. Hence, they proposed some detrending techniques to remove the systematic change; however, they were only applicable to multilevel models. Therefore, this dissertation develops novel detrending methods based on structural equation modeling (SEM). It also establishes the links between centering and detrending by reviewing a broad range of literature. The proposed SEM-based detrending methods are compared to the existing centering and detrending methods through a series of Monte Carlo simulations. The results indicate that (a) model misspecification for the time-varying predictors or outcomes leads to large bias of and standard error, (b) statistical properties of estimates of the within- and between-person effects are mostly determined by the type of between-person predictors (i.e., observed or latent), and (c) for unbiased estimation of the effects, models with latent between-person predictors require nonzero growth factor variances, while those with observed predictors at the between level need either nonzero or zero variance, depending on the parameter. As concluding remarks, some practical recommendations are provided based on the findings of the present study.
Doctor of Philosophy
Educational researchers are often interested in longitudinal phenomena within a person and relations between the person's characteristics. Since repeatedly measured variables reflect their within- and between-person aspects, researchers need to disaggregate them statistically to understand the phenomenon of interest. Recent studies found that the traditional centering method, where the individual's average of a predictor was subtracted from the original predictor value, could not correctly disentangle the within- and between-person effects when the predictor showed a systematic change over time (i.e., trend). They proposed some techniques to remove the trend; however, the detrending methods were only applicable to multilevel models. Therefore, the present study develops novel detrending methods using structural equation modeling. The proposed models are compared to the existing methods through a series of Monte Carlo simulations, where we can manipulate a data-generating model and its parameter values. The results indicate that (a) model misspecification for the time-varying predictor or outcome leads to systematic deviation of the estimates from their true values, (b) statistical properties of estimates of the effects are mostly determined by the type of between-person predictors (i.e., observed or latent), and (c) the latent predictor models require nonzero growth factor variances for unbiased estimation, while the observed predictor models need either nonzero or zero variance, depending on the parameter. As concluding remarks, some recommendations for the practitioners are provided.
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7

Pereira, Manuel Bernardo Videira Coutinho Rodrigues. "Effects of fiscal policy: measurement issues and structural change." Doctoral thesis, Instituto Superior de Economia e Gestão, 2011. http://hdl.handle.net/10400.5/3431.

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Doutoramento em Economia
Considerable uncertainty surrounds the macroeconomic effects of fiscal policy. The re-search presented in this dissertation firstly aims at improving on the methods used to measure such effects - which feature vector autoregressions (VARs) as the basic tool. The investigation is partly carried out using structural VARs. The methodological innova¬tions in that part concern the joint identification of fiscal shocks vis-a-vis monetary policy shocks and the estimation of a model with time-varying parameters using a non-recursive identification scheme. I also use reduced-form VARs to assess the effects of a novel shock measure, derived from budget forecasts, that is arguably free of anticipatory movements. The second aim of the dissertation is to present empirical results for the US, focusing on the way the impacts of the government budget on the economy have changed over time. The thesis is divided into three essays. In the first one, I present evidence that taxes and transfers were the most important force attenuating the severity of recessions up to the eighties, surpassing the role of monetary policy. Fiscal policy has, however, become less effective in stimulating output in the course of the last decades. The findings in the second and the third essays corroborate this conclusion. Such a change in effectiveness is particularly marked for the shock measure that is relatively unaffected by anticipation, which features multipliers with non-conventional signs in the recent period. In general, these findings call for more research on the factors that intervene in the transmission mechanism of fiscal policy and can bring about important variation in its impacts.
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8

Hwang, Mark I. (Mark Ing-Hwa). "An investigation of the effects of presentation format and time pressure on decision makers performing tasks of varying complexitites." Thesis, University of North Texas, 1990. https://digital.library.unt.edu/ark:/67531/metadc332854/.

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The primary objective of this study was to determine which presentation format leads to better decision performance when the decision maker solving a problem of certain complexity is experiencing a certain level of time pressure.
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9

Schricker, Ezra. "The Indirect Effects of Mediation: A Dynamic Model of Mediation and Conflict." The Ohio State University, 2016. http://rave.ohiolink.edu/etdc/view?acc_num=osu1468844108.

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10

Bohnert, Julia [Verfasser], and O. [Akademischer Betreuer] Dössel. "Effects of Time-Varying Magnetic Fields in the Frequency Range 1 kHz to 100 kHz upon the Human Body : Numerical Studies and Stimulation Experiment / Julia Bohnert ; Betreuer: O. Dössel." Karlsruhe : KIT Scientific Publishing, 2012. http://d-nb.info/1184494185/34.

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11

Noman, Abdullah M. "Two Essays in Empirical Asset Pricing." ScholarWorks@UNO, 2013. http://scholarworks.uno.edu/td/1755.

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The dissertation consists of two essays. The first essay investigates the ability of prior returns, relative to some aggregate market returns, to predict future returns on industry style portfolios. By pooling time series of returns across industries for the period between July 1969 and June 2012, we find that prior returns differential predicts one month ahead returns negatively, even in the presence of a set of popular state variables. The predictability remains significant and negative for up to 5 month ahead returns. The predictability is shown to be robust to alternative specifications, estimation methodology and industry classifications. A possible explanation of this finding is based on time–varying (dynamic) loss aversion among investors. More specifically, when combined with house money effects, prior performance has inverse relationship with degree of loss aversion leading to predictability in the next period returns. The second essay examines the nature of time variation in the risk exposure of country mutual funds to the US market movement and to the benchmark foreign market movement. It uses weekly data on 15 closed end funds and 19 exchange traded funds for the sample period between January, 2001 and December, 2012. Conditional factor models are employed to uncover the time variation in the estimated betas through short horizon regressions. The findings of the paper indicate considerable time variation in risk exposure of country mutual funds to the US market and foreign market risk factors. Additional investigation reveals the following observations. First, the US market betas suffer greater variation over the sample period than the target foreign market betas. Second, the overall fluctuation in betas for the closed end funds is found to be higher than that for the exchange traded funds. Third, emerging market funds experience more oscillation in the risk exposure than their developed market counterparts. It is found that a combination of the US macroeconomic state variables and investors’ sentiment can predict future betas significantly. The findings of the paper have important implication for US investors seeking diversification benefits from country mutual funds.
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12

Yan, Kai. "Opinion Dynamics and the Effect of Time-varying Opinions: A Simulation Study." Thesis, Université d'Ottawa / University of Ottawa, 2015. http://hdl.handle.net/10393/32959.

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Opinion dynamics is extensively used in studying large-scale social, economical, political and natural phenomena that involve many interacting agents. It also can be used to model the evolution of teams of autonomous vehicles operating in a coordinated fashion with civilian and military applications, when arbitration among individual goals needs to be negotiated. Recently, research was conducted on how opinion dynamics can be the core of collective decision-making mechanisms for swarm robotics. Opinion dynamics with a time varying opinion space, which is the set of all possible opinions an agent may have, is a relatively recent research topic. In this work, the Deffuant-Weisbuch model (DW model), which allows to model opinion dynamics in shrinking opinion spaces, was applied. In simulating this class of systems and in extracting information from them it is crucial to establish reliable algorithms and criteria for counting the numbers of clusters, as this ultimately affects the determination of the steady state of the system. A method was applied to combine Fuzzy c-means clustering and subtractive clustering to check convergence of the system and avoid negative influence of outliers. Different scenarios are simulated to study the influence of characteristic parameters on the formation of opinions, which is quantified by the formation of clusters in the opinion space. Additionally, we simulate the scenario of a two dimensional opinion space in which one side shrinks, and evaluate how the rate of shrinking influences the steady state opinion space. This is a simplified model to gain some insight on the effect of extreme changes of opinions in multi-dimensional opinion space.
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13

Neri, Breno de Andrade Pinheiro. "A study on time-varying quantile and its applications." reponame:Repositório Institucional do FGV, 2006. http://hdl.handle.net/10438/256.

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Made available in DSpace on 2008-05-13T13:17:11Z (GMT). No. of bitstreams: 0 Previous issue date: 2006-06-12
This Thesis is the result of my Master Degree studies at the Graduate School of Economics, Getúlio Vargas Foundation, from January 2004 to August 2006. am indebted to my Thesis Advisor, Professor Luiz Renato Lima, who introduced me to the Econometrics' world. In this Thesis, we study time-varying quantile process and we develop two applications, which are presented here as Part and Part II. Each of these parts was transformed in paper. Both papers were submitted. Part shows that asymmetric persistence induces ARCH effects, but the LMARCH test has power against it. On the other hand, the test for asymmetric dynamics proposed by Koenker and Xiao (2004) has correct size under the presence of ARCH errors. These results suggest that the LM-ARCH and the Koenker-Xiao tests may be used in applied research as complementary tools. In the Part II, we compare four different Value-at-Risk (VaR) methodologies through Monte Cario experiments. Our results indicate that the method based on quantile regression with ARCH effect dominates other methods that require distributional assumption. In particular, we show that the non-robust method ologies have higher probability to predict VaRs with too many violations. We illustrate our findings with an empirical exercise in which we estimate VaR for returns of São Paulo stock exchange index, IBOVESPA, during periods of market turmoil. Our results indicate that the robust method based on quantile regression presents the least number of violations.
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14

Bilayi-Biakana, Clémonell Lord Baronat. "Regularly Varying Time Series with Long Memory: Probabilistic Properties and Estimation." Thesis, Université d'Ottawa / University of Ottawa, 2020. http://hdl.handle.net/10393/40083.

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We consider tail empirical processes for long memory stochastic volatility models with heavy tails and leverage. We show a dichotomous behaviour for the tail empirical process with fixed levels, according to the interplay between the long memory parameter and the tail index; leverage does not play a role. On the other hand, the tail empirical process with random levels is not affected by either long memory or leverage. The tail empirical process with random levels is used to construct a family of estimators of the tail index, including the famous Hill estimator and harmonic moment estimators. The limiting behaviour of these estimators is not affected by either long memory or leverage. Furthermore, we consider estimators of risk measures such as Value-at-Risk and Expected Shortfall. In these cases, the limiting behaviour is affected by long memory, but it is not affected by leverage. The theoretical results are illustrated by simulation studies.
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15

Aurell, Johanna. "Effects of Varying Combustion Conditions on PCDD/F Formation." Doctoral thesis, Umeå universitet, Kemi, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-1795.

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Polychlorinated dibenzo-p-dioxins (PCDDs) and polychlorinated dibenzofurans (PCDFs) are by-products emitted from combustion sources such as municipal solid waste (MSW) incineration plants. These organic compounds are recognized as toxic, bioaccumulative and persistent in the environment. PCDD/Fs are removed from flue gases before released from MSW incineration. However, the PCDD/Fs are not destroyed but retained in the residues, thus in the environment. Understanding the pathways that lead to their formation is important in order to develop ways to suppress their formation and prevent their release into the environment. Suppressing the formation can also allow less expensive air pollution control system to be used, and/or the costs of thermally treating the residues to be reduced. The main objective of the studies underlying this thesis was to elucidate process, combustion and fuel parameters that substantially affect the emission levels and formation of PCDD/Fs in flue gases from MSW incineration. The experiments were conducted under controllable, realistic combustion conditions using a laboratory-scale reactor combusting artificial MSW. The parameter found to most strongly reduce the PCDD/F emissions, was prolonging the flue gas residence time at a relatively high temperature (460°C). Increasing the sulfur dioxide (SO2) to hydrogen chloride (HCl) ratio to 1.6 in the flue gas was also found to reduce the PCDF levels, but not the PCDD levels. Fluctuations in the combustion process (carbon monoxide peaks), high chlorine levels in the waste (1.7%) and low temperatures in the secondary combustion zone (660°C) all tended to increase the emission levels. The PCDD/PCDF ratio in the flue gas was found to depend on the chlorine level in the waste, fluctuations in the combustion process and the SO2:HCl ratio in the flue gas. The formation pathways were found to be affected by the quench time profiles in the post-combustion zone, fluctuations in the combustion process and addition of sulfur. In addition, increased levels of chlorine in the waste increased the chlorination degrees of both PCDDs and PCDFs. A tendency for increased SO2 levels in the flue gas to increase levels of polychlorinated dibenzothiophenes (sulfur analogues of PCDFs) was also detected, however the increases were much less significant than the reduction in PCDF levels.
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16

Rocchio, Patricia Mary. "Physiological Responses of Myriophyllum spicatum to Time Varying Exposures of Diquat, 2,4-D and Copper." Thesis, North Texas State University, 1988. https://digital.library.unt.edu/ark:/67531/metadc331163/.

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The physiological responses of Myriophyllum spicatum to 2,4-D, diquat and copper were quantified using a plant tissue viability assay, and daily measures of dissolved oxygen and pH. Correlations of herbicide tissue residues to physiological response measures were determined and the relationship was used to develop exposure-response models. Diquat and copper had a greater effect on plant tissue viability than was observed for 2,4-D. Diquat produced greater reductions in dissolved oxygen concentrations and pH values than 2,4-D or copper. Copper exposure had the least effect on these parameters. Exposure-response models developed for 2,4-D predicted effective control at plant tissue residues ranging from 4000 to 4700 mg/kg. Aqueous exposure concentrations necessary to produce effective control plant tissue residues ranged from 0.20 to 0.40 mg/L. Exposure-response models developed for diquat predicted effective control at plant tissue residues ranging from 225 to 280 mg/kg. Aqueous exposure concentrations necessary to produce effective control plant tissue residues ranged from 0.113 to 0.169 mg/L. Exposure-response models developed for copper predicted effective control at plant tissue residues ranging from 680 to 790 mg/kg. Aqueous exposure concentrations necessary to produce effective control plant tissue residues ranged from 0.32 to 0.64 mg/L. Model predictions for 2,4-D, diquat and copper were within 0.5 mg/L of the manufacturers' label recommendations for these herbicides. The use of laboratory microcosms in development of exposure-response models for diquat and copper produced results comparable to those using the larger-scale greenhouse systems. Diquat effectively controlled M. spicatum at lower tissue residues than 2,4-D or copper. In addition, initial aqueous exposure concentrations were also lower for diquat. Use of these models in field situations should be coupled with considerations of quantity of biomass present and environmental conditions, such as turbidity, in order to accurately calculate exposure concentrations necessary for effective tissue residues. Thus, the use of these models can be used to optimize the impact on the target species while minimizing exposure for nontarget species.
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17

Chen, Chen. "Evaluating Time-varying Effect in Single-type and Multi-type Semi-parametric Recurrent Event Models." Diss., Virginia Tech, 2015. http://hdl.handle.net/10919/64371.

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This dissertation aims to develop statistical methodologies for estimating the effects of time-fixed and time-varying factors in recurrent events modeling context. The research is motivated by the traffic safety research question of evaluating the influence of crash on driving risk and driver behavior. The methodologies developed, however, are general and can be applied to other fields. Four alternative approaches based on various data settings are elaborated and applied to 100-Car Naturalistic Driving Study in the following Chapters. Chapter 1 provides a general introduction and background of each method, with a sketch of 100-Car Naturalistic Driving Study. In Chapter 2, I assessed the impact of crash on driving behavior by comparing the frequency of distraction events in per-defined windows. A count-based approach based on mixed-effect binomial regression models was used. In Chapter 3, I introduced intensity-based recurrent event models by treating number of Safety Critical Incidents and Near Crash over time as a counting process. Recurrent event models fit the natural generation scheme of the data in this study. Four semi-parametric models are explored: Andersen-Gill model, Andersen-Gill model with stratified baseline functions, frailty model, and frailty model with stratified baseline functions. I derived model estimation procedure and and conducted model comparison via simulation and application. The recurrent event models in Chapter 3 are all based on proportional assumption, where effects are constant. However, the change of effects over time is often of primary interest. In Chapter 4, I developed time-varying coefficient model using penalized B-spline function to approximate varying coefficients. Shared frailty terms was used to incorporate correlation within subjects. Inference and statistical test are also provided. Frailty representation was proposed to link time-varying coefficient model with regular frailty model. In Chapter 5, I further extended framework to accommodate multi-type recurrent events with time-varying coefficient. Two types of recurrent-event models were developed. These models incorporate correlation among intensity functions from different type of events by correlated frailty terms. Chapter 6 gives a general review on the contributions of this dissertation and discussion of future research directions.
Ph. D.
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Bane, Maria H. "Vocal Function Exercises for Normal Voice: The Effects of Varying Dosage." UKnowledge, 2016. http://uknowledge.uky.edu/commdisorders_etds/8.

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The primary purpose of this investigation was to explore the effects of variable doses of home practice Vocal Function Exercises (VFEs) on attainment of pre-established maximum phonation time (MPT) goals in individuals between the ages of 18 and 25 with normal voice. A secondary purpose was to monitor for potentially toxic effects of high doses of VFEs. Three experimental groups completed a six-week VFE protocol and practiced twice daily. The low dose group performed each exercise once, the traditional group twice, and the high dose group four times. Results indicated significant change in VFE MPT for all three groups and higher goal attainment in the high dose group. Low doses appear insufficient to produce substantial change in voice production. Acoustic MPT improved most in the traditional dosage group, which also exhibited best maintenance and best overall outcomes. No toxic effects in vocal fold condition or phonation were observed or measured secondary to high VFE exposure.
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Cheng, Danling. "Integrated System Model Reliability Evaluation and Prediction for Electrical Power Systems: Graph Trace Analysis Based Solutions." Diss., Virginia Tech, 2009. http://hdl.handle.net/10919/28944.

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A new approach to the evaluation of the reliability of electrical systems is presented. In this approach a Graph Trace Analysis based approach is applied to integrated system models and reliability analysis. The analysis zones are extended from the traditional power system functional zones. The systems are modeled using containers with iterators, where the iterators manage graph edges and are used to process through the topology of the graph. The analysis provides a means of computationally handling dependent outages and cascading failures. The effects of adverse weather, time-varying loads, equipment age, installation environment, operation conditions are considered. Sequential Monte Carlo simulation is used to evaluate the reliability changes for different system configurations, including distributed generation and transmission lines. Historical weather records and loading are used to update the component failure rates on-the-fly. Simulation results are compared against historical reliability field measurements. Given a large and complex plant to operate, a real-time understanding of the networks and their situational reliability is important to operational decision support. This dissertation also introduces using an Integrated System Model in helping operators to minimize real-time problems. A real-time simulation architecture is described, which predicts where problems may occur, how serious they may be, and what is the possible root cause.
Ph. D.
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North, Travis. "Experimental and analytical study of time varying electrical fields and their effect on convective boiling heat transfer /." free to MU campus, to others for purchase, 2004. http://wwwlib.umi.com/cr/mo/fullcit?p1426090.

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21

Lukmanova, Elizaveta, and Katrin Rabitsch. "New VAR evidence on monetary transmission channels: temporary interest rate versus inflation target shocks." WU Vienna University of Economics and Business, 2018. http://epub.wu.ac.at/6681/1/wp274.pdf.

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We augment a standard monetary VAR on output growth, inflation and the nominal interest rate with the central bank's inflation target, which we estimate from a New Keynesian DSGE model. Inflation target shocks give rise to a simultaneous increase in inflation and the nominal interest rate in the short run, at no output expense, which stands at the center of an active current debate on the Neo-Fisher effect. In addition, accounting for persistent monetary policy changes reflected in inflation target changes improves identification of a standard temporary nominal interest rate shock in that it strongly alleviates the price puzzle.
Series: Department of Economics Working Paper Series
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Vosilov, Rustam, and Nicklas Bergström. "Cross-Section of Stock Returns: : Conditional vs. Unconditional and Single Factor vs. Multifactor Models." Thesis, Umeå University, Umeå School of Business, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-34898.

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The cross-sectional variation of stock returns used to be described by the Capital Asset Pricing Model until the early 90‟s. Anomalies, such as, book-to-market effect and small firm effect undermined CAPM‟s ability to explain stock returns and Fama & French (1992) have shown that simple firm attributes, like, firm size and book-to-market value can explain the returns far better than Beta. Following Fama & French many other researchers examine the explanatory powers of CAPM and other asset pricing models. However, most of those studies use US data. There are some researches done in different countries than US, however more out-of-sample studies need to be conducted.

To our knowledge there are very few studies using the Swedish data and this thesis contributes to that small pool of studies. Moreover, the studies testing the CAPM use the unconditional version of the model. There are some papers suggesting the use of a conditional CAPM that would exhibit better explanatory powers than the unconditional CAPM. Different ways of conditioning the CAPM have been proposed, but one that we think is the least complex and possible to make use of in the business world is the dual-beta model. This conditional CAPM assumes a different relationship between beta and stock returns during the up markets and down markets. Furthermore, the model has not thoroughly been tested outside the US. Our study is the first to use the dual-beta model in Sweden. In addition, the momentum effect has lately been given some attention and Fama & French‟s (1993) three factor model has not been able to explain the abnormal returns related to that anomaly. We test the Fama & French three factor model, CAPM and Carhart‟s four factor model‟s explanatory abilities of the momentum effect using Swedish stock returns. Ultimately, our aim is to find the best model that describes stock return cross-section on the Stockholm Stock Exchange.

We use returns of all the non-financial firms listed on Stockholm Stock Exchange between September, 1997 and April, 2010. The number of companies included in our time sample is 366. The results of our tests indicate that the small firm effect, book-to-market effect and the momentum effect are not present on the Stockholm Stock Exchange. Consequently, the CAPM emerges as the one model that explains stock return cross-section better than the other models suggesting that Beta is still a proper measure of risk. Furthermore, the conditional version of CAPM describes the stock return variation far better than the unconditional CAPM. This implies using different Betas to estimate risk during up market conditions and down market conditions.

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23

Johansson, Martin. "Hårdgörning av Asp." Thesis, Växjö University, School of Technology and Design, 2008. http://urn.kb.se/resolve?urn=urn:nbn:se:vxu:diva-2291.

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Hårdgörning av trä syftar till att göra materialet hårdare. Detta går att åstadkomma genom komprimering, det komprimerade materialet tenderar dock att återgå mot sin ursprungsform då materialet utsätts för fukt om ingen låsning sker. Låsningen kan ske mekaniskt i en treskiktskonstruktion som motverkar träets fuktrörelser. Dessa skivor har dock visat sig vara instabila och tidigare försök har uppvisat deformationer i form av kupning. Denna undersökning syftar till att utreda förutsättningarna för att använda komprimerad asp samt att ta fram underlag för framtagning av en kommersiell produkt.

Praktiska tester har genomförts för att studera hårdhet, återfjädring och densitet hos det komprimerade virket. Vidare har treskiktsskivor tagits fram för att testa om det går att få en stabil konstruktion genom att variera tjockleken på spärrskiktet. Även skillnader i acklimatiseringstid och fuktkvotens inverkan för virkets återfjädring har studerats.

Resultaten visar på att aspens hårdhet efter komprimering blir i samma nivå som bok och ask, en låg fuktkkvot vid komprimering av materialet ger en låg återfjädring, komprimerat material har en längre acklimatiseringstid till jämviktsfuktkvot och materialet går att låsa tvärs fiberriktningen i en treskiktskonstruktion.


To make wood harder it can be densified. This can be achieved by compression, the compressed material tends to return to the original shape when it is exposed to moisture fluxations and if no form of fixation occurs. The fixation can be done mechanically in a three-layer panel construction which reduce movements in the timber. These panels have been found to be unstable and previous attempts have shown deformations in form of cupping. This study aims to evaluate the conditions for using compressed aspen wood, and to provide a basis for development of a commercial product.

Practical tests have been conducted to study hardness, springback and density of the compressed wood. In addition, three-layer panels have been developed to test whether it is possible to have a stable construction by varying the thickness of the buttom layer. Differences in acclimatisation time and the moisture contents effect on the springback has aslo been studied.

The results show that the hardness of aspen wood after compression is in equal levels with beech and ashes, a low moisture contet provides a low springback, compressed timber have a longer time for acclimatisation and it is possible to fixate the material in the direction across the grain in a three-layer panel construction.

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24

Chang, Yi-Tsuo, and 張漪錞. "Time-Varying Risk Premia for Size Effects on Equity REITs." Thesis, 2007. http://ndltd.ncl.edu.tw/handle/czr3ma.

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碩士
國立臺灣科技大學
財務金融研究所
95
This study is to examine if the risk premia of size effect on equity REITs (EREITs) are time-varying by using GARCH family models and to investigate how macroeconomic factors affect the size premia. We reexamine the size effect by using Fama-French three-factor model to demonstrate that there indeed exists the size effect in EREITs market. We investigate the time-varying volatility for size effect by using a sample of publicly traded EREITs with GARCH family models. To extend our research, we analyze the relationship of conditional volatility between macroeconomic variables and size premia with vector autoregressive (VAR) method. Our main findings are as follows: (1) there is a reverse size effect, and size premia is not stable during the period of July 1995 to December 2006; (2) size premia may be affected by its conditional variance; (3) we find no leverage effect in size premia on EREITs returns; (4) the variation of size premia is partially resulted from the volatility of term spread in the bond market and the volatility of short-term interest rates, the proxy for monetary policy; (5) the unexpected shock from the fluctuation of term spread in bond market lowers the volatility of size premia on EREITs returns; (6) the big size EREITs are a good investment when default risk premium fluctuates dramatically.
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25

Ju-Ching, Lin. "Price-Volume Relation-A Time Varying Model with Censored and Camouflage Effects." 2004. http://www.cetd.com.tw/ec/thesisdetail.aspx?etdun=U0001-0806200418371200.

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26

You, Shi-Zheng, and 游士正. "The effects of varying viewing time on coincidence of table-tennis pushing." Thesis, 1987. http://ndltd.ncl.edu.tw/handle/36515286716319141712.

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27

Lin, Ju-Ching, and 林茹靖. "Price-Volume Relation—A Time Varying Model with Censored and Camouflage Effects." Thesis, 2004. http://ndltd.ncl.edu.tw/handle/35118936312338226025.

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碩士
國立臺灣大學
財務金融學研究所
92
In this article, we investigate contemporaneous and lag-one return-order imbalance relation for large trading of individual NASDAQ-100 stocks in bull, bear, and consolidation markets. We use 90 seconds order imbalances as our explanatory variable in GARCH (1, 1) model. The sample period is from Dec 2, 2002 to Jan 6, 2003. We only focus on medium to large size order imbalances in order to minimize noise of small trades. We sum those medium trades within 4.5 minutes, and the summands and other small trades are thus censored. By summing these medium orders, we can recover information that camouflaged by informed traders. The major findings in this study are as follows. There is a contemporaneous significant positive relation between stock returns and order imbalances of each individual stock no matter what market it is. While in lag-one period, more than 86% of the coefficients are negative; the positive relation continuation occurs more possibly in bull market, which means there might exists a return reversal in the next period. We also find that the relation of contemporaneous coefficients and market capitalization is significantly negative. It implies that order imbalances have substantial impact on stock returns of smaller firms due to their severe information asymmetry.
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28

Kalendra, Eric James. "Space-time modeling of health effects while controlling for spatially varying exposure surfaces." 2010. http://www.lib.ncsu.edu/resolver/1840.16/6027.

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29

Tran, Quan Thieu. "The effects of varying time under tension and volume load on acute neuromuscular reponses ." 2004. http://hdl.handle.net/1828/407.

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30

Tseng, Hsueh-Ching, and 曾雪靜. "The effects of varying compression time constants in a hearing aid on Mandarin word and tone intelligibilityThe effects of varying compression time constants in a hearing aid on Mandarin word and tone intelligibility." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/45489060830887214099.

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碩士
國立台北護理學院
聽語障礙科學研究所
95
Objectives: The purpose of this study is to evaluate the effects of varying compression time constants in a hearing aid on Mandarin word and tone intelligibility. Materials and methods: Fourteen subjects with moderate or moderate-to-severe sensorineural hearing loss participated in this study. The age of subjects ranged from 20 to 60 years old. They are all native Chinese speakers. A master digital hearing aid with four different combinations of attack-release time were given to each subject. They were tested with word discrimination in noise, tone discrimination in noise and sentence discrimination in noise under these four time constants. Furthermore, subjective preference to these four conditions was also assessed by using questionnaires. Results: Among the three objective discrimination tests, only sentence intelligibility revealed significant difference under different time constants. This result indicated that fast-acting compression is superior to slow-acting compression. Varying compression time constants failed to show any differences on monosyllable word discrimination and tone discrimination in noise. Also, no significant difference was found on the preference of users. Conclusion: For the subjects with moderate or moderate-to-severe sensorineural hearing loss, varying compression time constants failed to show effects on Mandarin word and tone intelligibility. Also, there is no significant effect on subjective preference. However, fast-acting compression is better than slow-acting compression on sentence intelligibility.
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31

Wu, Ling-Chu, and 吳鈴珠. "The effects of pregnant woman’s health status on time-varying fetal weight and birth weight." Thesis, 2008. http://ndltd.ncl.edu.tw/handle/71189362426206547301.

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碩士
輔仁大學
應用統計學研究所
96
The objectives of this study were to analyze the effects of predictive factors on the marginal mean of time-varying fetal weight after 24 week pregnancy, to predict the mean of newborn’s birth weight, and to plot the predicted quantiles of time-varying fetal weight after 24 week pregnancy. The statistical methodologies applied in this study included the correction of the estimation bias due to the measurement errors of some covariates in linear regression model and the application of the generalized instrumental variables (GIV) estimation method to adjust the estimation bias caused by the endogeneity of some covariates. The main findings are listed below: 1. The predictive factors that affected the marginal mean of time-varying fetal weight after 24 week pregnancy:   When fitting random effects model, we obtained the parameter estimated intercept and slope of a simple linear regression model for modeling the mean of each baby’s fetal weight by time after 24 week pregnancy, and then found that the predictive factors affecting the marginal mean of time-varying fetal weight after 24 week pregnancy included the examining times, prior history of cesarean section, maternal age ≤ 24 years, pre-pregnancy weight, pregnancy weight gain, 30 ≤ pre-pregnancy BMI < 35 (moderate obesity), pregnancy-induced hypertension, gestational diabetes mellitus, and eclampsia. 2. The predictive factors that affected the mean of newborn’s birth weight:   After correcting the estimation bias due to measurement errors, the predictive factors that affected the mean of newborn’s birth weight included the fetal weight’s intercept, fetal weight’s slope, male infant, parity (number of live born infants), mother’s height, mother’s pre-pregnancy weight, mother’s pregnancy weight gain, gestation weeks, gestation ≥37 weeks, 24 ≤ pre-pregnancy BMI < 27(overweight), fetal distress, and asthma.   After further adjusting for the estimation bias caused by the endogenous cova-riates, the predictive factors that affected the mean of newborn’s birth weight in-cluded the abnormality of fetal weight’s slope (i.e., fetal weight’s slope ≤ 150g/week), male infant, parity (number of live born infants), mother’s height, mother’s pre-pregnancy weight, mother’s pregnancy weight gain, mother’s weight gain ≤ 5 kg, gestation weeks, 30 ≤ pre-pregnancy BMI< 35 (moderate obesity), gestational diabetes mellitus, and eclampsia. 3. Plot of the predicted quantiles of time-varying fetal weight after 24 week pregnancy:   After plotting the predicted 5th, 25th, 50th, 75th, and 95th percentiles of the fetal weight over 24 weeks obtained from the fitted quantile regression models, we found that the pregnant woman after 38 gestation weeks, the fetal weight growth speed gradually slow down gently, at which the predicted 50th and 95th percentiles of the fetal weight were 3000 and 3500 grams respectively.
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32

Buchholz, Anika [Verfasser]. "Assessment of time-varying long-term effects of therapies and prognostic factors / by Anika Buchholz." 2010. http://d-nb.info/1008218782/34.

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33

Huang, Weicheng, and 黃偉誠. "Kalman Filter Implementations for Power System Time-Varying Harmonic Estimation under Finite-Word-Length Effects." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/14266926240826161037.

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碩士
亞洲大學
光電與通訊學系碩士班
100
The effective harmonic estimation for power signals is always an important task in the field of power quality assessment. Due to the development of advanced metering infrastructure (AMI), monitoring of power quality has attracted much attention in recent years. Even though the technology of instrumentation has grown up, the advanced analysis algorithms are still not widely adopted. This is because these approaches usually suffer from the computational consumptions. To reduce the cost and to promote the implementations of power quality monitoring devices in AMI, the finite-word-length (FWL) effects of Kalman filter are taken into account. With the considered effects and related analysis of robustness, the optimal implementations of Kalman filter can be determined and redesigned for the required hardware.
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34

Chen, Yi-Ting, and 陳怡婷. "Time-Varying Pass-through effects of Money Supply and International Commodity Prices on Inflation in Taiwan." Thesis, 2013. http://ndltd.ncl.edu.tw/handle/53944292513840446787.

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碩士
國立臺北大學
經濟學系
101
In the middle of 2000s, international commodity prices reach their 40-year high. To explore the impacts of rising commodity prices on inflation in Taiwan during this period, this study employs the framework of new Keynesian Phillips curve to investigate pass-through effects of money supply as well as international energy, metals and minerals, and agricultural material prices on inflation in Taiwan from 2001 to 2012. Rolling estimation is also used to examine trends of these pass-through effects. The results show that international commodity prices basically have no big influence on our domestic prices of many consumer goods. In contrast, the impact of money supply on our domestic prices is stronger. Moreover, pass-through effects of international commodity prices on different categories of consumer goods are dissimilar. The pass-through effects of energy prices are not as important as expected. Finally, the pass-through effects of money supply on our consumer prices exhibit downward trends.
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35

"A Time-Varying Premium for Idiosyncratic Risk: Its Effects on the Cross-Section of Stock Returns." Doctoral diss., 2015. http://hdl.handle.net/2286/R.I.29715.

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abstract: Merton (1987) predicts that idiosyncratic risk can be priced. I develop a simple equilibrium model of capital markets with information costs in which the idiosyncratic risk premium depends on the average level of idiosyncratic volatility. This dependence suggests that the idiosyncratic risk premium varies over time. I find that in U.S. markets, the covariance between stock-level idiosyncratic volatility and the idiosyncratic risk premium explains future stock returns. Stocks in the highest quintile of the covariance between the volatility and risk premium earn an average 3-factor alpha of 70 bps per month higher than those in the lowest quintile.
Dissertation/Thesis
Doctoral Dissertation Business Administration 2015
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36

Wang, Hui-Ching, and 王繪情. "Analyzing data in ovarian cancer study using extended Cox proportional hazards model (including time-varying coefficients) and nonlinear mixed-effects model." Thesis, 2015. http://ndltd.ncl.edu.tw/handle/2a43re.

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碩士
國立中山大學
應用數學系研究所
103
Ovarian cancer is not the most common tumor in gynecology department, but it is the most lethal gynecologic malignancy. The first part is to find the important variates between different cell types. We use Kaplan-Meier curve to analysis the survival curves with different cell types, and test whether the curves are different by log-rank test. The second part, we were interested in the correlation of the risk factors and survival. The traditional Cox proportional hazards model has been used to identify independent risk factors without considering time effect. The objective of this study was to explore whether the risk factors in ovarian cancer had time-varying effects on survival. We shared the R package on internet for download. The final section is to model patients'' CA125 by time. We can roughly classify patients into two types with the tendency of CA125. After treatment, the perform of CA125 will keep stable continuously or get rise eventually. Therefore, we use nonlinear mixed-effects model with Bayesian hierarchical framework to analysis the longitudinal data. Data used in this study was from Kaohsiung Veteran''s General Hospital from 1995 to end of 2011.
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37

Dunk, Nadine. "Time-varying changes in the lumbar spine from exposure to sedentary tasks and their potential effects on injury mechanics and pain generation." Thesis, 2009. http://hdl.handle.net/10012/4915.

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General body discomfort increases over time during prolonged sitting and it is typically accepted that no single posture can be comfortably maintained for long periods. Despite this knowledge, workplace exposure to prolonged sitting is very common. Sedentary occupations that expose workers to prolonged sitting are associated with an increased risk of developing low back pain (LBP), disc degeneration and lumbar disc herniation. Given the prevalence of occupations with a large amount of seated work and the propensity for a dose-response relationship between sitting and LBP, refining our understanding of the biomechanics of the lumbar spine during sitting is important. Sitting imposes a flexed posture that, when held for a prolonged period of time, may cause detrimental effects on the tissues of the spine. While sitting is typically viewed as a sedentary and constrained task, several researchers have identified the importance of investigating movement during prolonged sitting. The studies in this thesis were designed to address the following two global questions: (1) How do the lumbar spine and pelvis move during sitting? (2) Can lumbar spine movement and postures explain LBP and injury associated with prolonged sitting? The first study (Study 1) examined static X-ray images of the lower lumbo-sacral spine in a range of standing and seated postures to measure the intervertebral joint angles that contribute to spine flexion. The main finding was that the lower lumbo-sacral joints approach their total range of motion in seated postures. This suggests that there could be increased loading of the passive tissues surrounding the lower lumbo-sacral intervertebral joints, contributing to low back pain and/or injury from prolonged sitting. Study 2 compared external spine angles measured using accelerometers from L3 to the sacrum with corresponding angles measured from X-ray images. While the external and internal angles did not match, the accelerometers were sensitive to changes in seated lumbar posture and were consistent with measurements made using similar technology in other studies. This study also provided an in-depth analysis of the current methods for data treatment and how these methods affect the outcomes. A further study (Study 3) employed videofluoroscopy to investigate the dynamic rotational kinematics of the intervertebral joints of the lumbo-sacral spine in a seated slouching motion in order to determine a sequence of vertebral motion. The pelvis did not initiate the slouching motion and a disordered sequence of vertebral rotation was observed at the initiation of the movement. Individuals performed the slouching movement using a number of different motion strategies that influenced the IVJ angles attained during the slouching motion. From the results of Study 1, it would appear as though the lowest lumbar intervertebral joint (L5/S1) contribute the most to lumbo-sacral flexion in upright sitting, as it is at approximately 60% of its end range in this posture. However, the results from Study 3 suggest that there is no consistent sequence of intervertebral joint rotation when flexing the spine from upright to slouched sitting. When moving from standing to sitting, lumbar spine flexion primarily occurs at the lowest joint (i.e. L5/S1); however, a disordered sequence of vertebral motion the different motion patterns observed may indicate that different joints approach their end range before the completion of the slouching movement. In order to understand the biomechanical factors associated with sitting induced low back pain, Study 4 examined the postural responses and pain scores of low back pain sufferers compared with asymptomatic individuals during prolonged seated work. The distinguishing factor between these two groups was their respective time-varying seated lumbar spine movement patterns. Low back pain sufferers moved more than asymptomatic individuals did during 90 minutes of seated work and they reported increased low back pain over time. Frequent shifts in lumbar spine posture could be a mechanism for redistributing the load to different tissues of the spine, particularly if some tissues are more vulnerable than others. However, increased movement did not completely eliminate pain in individuals with pre-existing LBP. The LBP sufferers’ seated spine movements increased in frequency and amplitude as time passed. It is likely that these movements became more difficult to properly control because LBP patients may lack proper lumbar spine postural control. The results of this study highlight the fact that short duration investigations of seated postures do not accurately represent the biological responses to prolonged exposure. Individuals with sitting-induced low back pain and those without pain differ in how they move during seated work and this will have different impacts on the tissues of the lumbar spine. A tissue-based rational for the detrimental effects on the spinal joint of prolonged sitting was examined in Study 5 using an in vitro spine model and simulated spine motion patterns documented in vivo from Study 4. The static protocol simulated 2 hours of sitting in one posture. The shift protocol simulated infrequent but large changes in posture, similar to the seated movements observed in a group of LBP sufferers. The fidget protocol replicated small, frequent movements about one posture, demonstrated by a group of asymptomatic individuals. Regardless of the amount of spine movement around one posture, all specimens lost a substantial amount of disc height. Furthermore, the passive range of motion of a joint changed substantially after 2 hours of simulated sitting. Specifically, there were step-like regions of reduced stiffness throughout the passive range of motion particularly around the adopted “seated flexion” angle. However, small movements around a posture (i.e. fidgeting) may mitigate the changes in the passive stiffness in around the seated flexion angle. The load transferred through the joint during the 2-hour test was varied either by changing postures (i.e. shifting) or by a potential creep mechanism (i.e. maintaining one static posture). Fidgeting appeared to reduce the variation of load carriage through the joint and may lead to a more uniform increase in stiffness across the entire passive range of motion. These changes in passive joint mechanics could have greater consequences for a low back pain population who may be more susceptible to abnormal muscular control and clinical instability. Nevertheless, the observed disc height loss and changes in joint mechanics may help explain the increased risk of developing disc herniation and degeneration if exposure to sitting is cumulative over many days, months and years. In summary, this work has highlighted that seated postures place the joints of the lumbar spine towards their end range of motion, which is considered to be risky for pain/injury in a number of tissue sources. In-depth analyses of both internal and external measurements of spine postures identified different seated motion patterns and self-selected seated postures that may increase the risk for developing LBP. The model of seated LBP/discomfort development used in this thesis provided evidence that large lumbar spine movements do not reduce pain in individuals with pre-existing LBP. Tissue-based evidence demonstrated that 2 hours of sitting substantially affects IVJ mechanics and may help explain the increased risk of developing disc herniation and degeneration if exposure to sitting is cumulative over many days, months and years. The information obtained from this thesis will help develop and refine interventions in the workplace to help reduce low back pain during seated work.
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38

Tsai, Hsin-Jung, and 蔡欣融. "The effects of pregnant woman’s health status on time-varying fetal weight and birth weight of native and foreign brides in Taiwan." Thesis, 2009. http://ndltd.ncl.edu.tw/handle/64675530944091964115.

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碩士
輔仁大學
應用統計學研究所
97
With the advances in transportation and information technology, people of different nationalities have more opportunities to contact and even contribute to the transnational marriage. The purpose of this study were to use the statistical methodologies such as random effects model, the correction of the estimation bias due to the measurement errors and the endogeneity of some covariates in multiple linear regression model, the quantile regression model, and the multiple logistic regression model to compare the difference of the predictive factors that affected the rate of time-varying fetal weight after 24 week pregnancy and the predictive factors which affected the mean of newborn’s birth weight between native married women in Taiwan and foreign brides in Taiwan. The main findings are as follows:Using the method of ordinary least square to estimate the effects of pregnant mothers of newborn’s birth weight will underestimate the parameters if we omit the amendments to the method of measurement errors. After correcting the estimation bias due to measurement errors, we found that no matter what nationality the mother is, the predictive factors that affected the mean of newborn’s birth weight included the fetal weight’s intercept, fetal weight’s slope, gestation weeks, male infant, and the prior history of cesarean section. According to the predicted quantiles of time-varying fetal weight after 24 week pregnancy, we get that the pregnant woman after 38 gestation weeks, the fetal weight growth speed gradually slow down gently. And the rate of time-varying fetal weight of native women was relative higher than the foreign brides. The predictive factors that affected the abnormal rate of time-varying fetal weight of the native expectant women included the habitual abortion, and pregnancy-induced hypertension. The predictive factors that affected the abnormal rate of time-varying fetal weight of the native expectant women included the number of live born infants, the appropriateness of a prenatal examination, and mother’s weight gain ≧ 20 kg.
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39

Ye, Gang McKeague Ian W. "Inference for semiparametric time-varying covariate effect relative risk regression models." Diss., 2005. http://etd.lib.fsu.edu/theses/available/etd-03012005-181420.

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Thesis (Ph. D.)--Florida State University, 2005.
Advisor: Dr. Ian W. McKeague, Florida State University, College of Arts and Sciences, Dept. of Statistics. Title and description from dissertation home page (viewed June 16, 2005). Document formatted into pages; contains vii, 73 pages. Includes bibliographical references.
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40

Lin, Chang-Zih, and 林昶字. "Asymmetric Smooth Transition Quantile Capital Asset Pricing Model with Time-Varying Effect." Thesis, 2010. http://ndltd.ncl.edu.tw/handle/61705253078409625128.

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碩士
逢甲大學
統計與精算所
98
Capital asset pricing model (CAPM) has become a fundamental tool in finance for assessing the cost of capital, risk management, portfolio diversification and other financial assets. It is generally believed that the risks of assets should change over time or vary with the market returns. In this study, we propose a time-varying market risk (beta) for CAPM which adds a smooth transition function as a regime switching function, and fit a GARCH model in variance equation to consider the dynamic volatility. We use the quantile regression technique to investigate the change of market risk under various market conditions. We introduce a smooth transition CAPM that can capture nonlinear behavior both in the mean and volatility in all quantile levels. The parameter estimation is within the Bayesian framework. We employ three of stocks from the Dow Jones Industrial Stocks to demonstrate our proposed model. We use deviance information criterion (DIC) in a comparison of our proposed model with the previous models. Our study shows that the proposed model is more appropriate for the data. The proposed model is more general and its coefficients have greater flexibility with a smooth transition function.
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41

Müller-Bender, David. "Nonlinear Dynamics and Chaos in Systems with Time-Varying Delay." 2020. https://monarch.qucosa.de/id/qucosa%3A72483.

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Systeme mit Zeitverzögerung sind dadurch charakterisiert, dass deren zukünftige Entwicklung durch den Zustand zum aktuellen Zeitpunkt nicht eindeutig festgelegt ist. Die Historie des Zustands muss in einem Zeitraum bekannt sein, dessen Länge Totzeit genannt wird und die Gedächtnislänge festlegt. In dieser Arbeit werden fundamentale Effekte untersucht, die sich ergeben, wenn die Totzeit zeitlich variiert wird. Im ersten Teil werden zwei Klassen periodischer Totzeitvariationen eingeführt. Da diese von den dynamischen Eigenschaften einer eindimensionalen iterierten Abbildung abgeleitet werden, die über die Totzeit definiert wird, werden die Klassen entsprechend der zugehörigen Dynamik konservativ oder dissipativ genannt. Systeme mit konservativer Totzeit können in Systeme mit konstanter Totzeit transformiert werden und besitzen gleiche charakteristische Eigenschaften. Dagegen weisen Systeme mit dissipativer Totzeit fundamentale Unterschiede z.B. in der Tangentialraumdynamik auf. Im zweiten Teil werden diese Ergebnisse auf Systeme angewendet, deren Totzeit im Vergleich zur internen Relaxationszeit des Systems groß ist. Es zeigt sich, dass ein durch dissipative Totzeitvariationen induzierter Mechanismus, genannt resonanter Dopplereffekt, unter anderem zu neuen Arten chaotischer Dynamik führt. Diese sind im Vergleich zur bekannten chaotischen Dynamik in Systemen mit konstanter Totzeit sehr niedrig-dimensional. Als Spezialfall wird das so genannte laminare Chaos betrachtet, dessen Zeitreihen durch nahezu konstante Phasen periodischer Dauer gekennzeichnet sind, deren Amplitude chaotisch variiert. Im dritten Teil dieser Arbeit wird auf der Basis experimenteller Daten und durch die Analyse einer nichtlinearen retardierten Langevin-Gleichung gezeigt, dass laminares Chaos robust gegenüber Störungen wie zum Beispiel Rauschen ist und experimentell realisiert werden kann. Es werden Methoden zur Zeitreihenanalyse entwickelt, um laminares Chaos in experimentellen Daten ohne Kenntnis des erzeugenden Systems zu detektieren. Mit diesen Methoden ist selbst dann eine Detektion möglich, wenn das Rauschen so stark ist, dass laminares Chaos mit bloßem Auge nur schwer erkennbar ist.:1. Introduction 2. Dissipative and conservative delays in systems with time-varying delay 3. Laminar Chaos and the resonant Doppler effect 4. Laminar Chaos: a robust phenomenon 5. Summary and concluding remarks A. Appendix
In systems with time-delay, the evolution of a system is not uniquely determined by the state at the current time. The history of the state must be known for a time period of finite duration, where the duration is called delay and determines the memory length of the system. In this work, fundamental effects arising from a temporal variation of the time-delay are investigated. In the first part, two classes of periodically time-varying delays are introduced. They are related to a specific dynamics of a one-dimensional iterated map that is defined by the time-varying delay. Referring to the related map dynamics the classes are called conservative or dissipative. Systems with conservative delay can be transformed into systems with constant delay, and thus have the same characteristic properties as constant delay systems. In contrast, there are fundamental differences, for instance, in the tangent space dynamics, between systems with dissipative delay and systems with constant delay. In the second part, these results are applied to systems with a delay that is considered large compared to the internal relaxation time of the system. It is shown that a mechanism induced by dissipative delays leads to new kinds of regular and chaotic dynamics. The dynamics caused by the so-called resonant Doppler effect is fundamentally different from the behavior known from systems with constant delay. For instance, the chaotic attractors in systems with dissipative delay are very low-dimensional compared to typical ones arising in systems with constant delay. An example of this new kind of low-dimensional dynamics is given by the so-called Laminar Chaos. It is characterized by nearly constant laminar phases of periodic duration, where the amplitude varies chaotically. In the third part of this work, it is shown that Laminar Chaos is a robust phenomenon, which survives perturbations such as noise and can be observed experimentally. Therefore experimental data is provided and a nonlinear delayed Langevin equation is analyzed. Using the robust features that characterize Laminar Chaos, methods for time series analysis are developed, which enable us to detect Laminar Chaos without the knowledge of the specific system that has generated the time series. By these methods Laminar Chaos can be detected even for comparably large noise strengths, where the characteristic properties are nearly invisible to the eye.:1. Introduction 2. Dissipative and conservative delays in systems with time-varying delay 3. Laminar Chaos and the resonant Doppler effect 4. Laminar Chaos: a robust phenomenon 5. Summary and concluding remarks A. Appendix
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42

Hsin-Ju, Li. "Adaptive Algorithms for Compensating I/Q Imbalance and Time-Varying Channel Effect in OFDM System." 2005. http://www.cetd.com.tw/ec/thesisdetail.aspx?etdun=U0009-0112200611365608.

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43

Li, Hsin-Ju, and 李馨如. "Adaptive Algorithms for Compensating I/Q Imbalance and Time-Varying Channel Effect in OFDM System." Thesis, 2006. http://ndltd.ncl.edu.tw/handle/29947121987939621750.

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碩士
元智大學
通訊工程學系
94
The implementation of OFDM-based physical layers suffers the effect of In-phase and Quadrature-phase (I/Q) imbalances in the receiver end. The I/Q imbalances can severely limit the achievable operating SNR, the constellation sizes and data rates. In this thesis, the effect of I/Q imbalances in OFDM systems is studied and algorithms for compensating the imbalances are proposed. The algorithms include least-squares, LMS, and NLMS equalization schemes. Computer simulations show that LS and NLMS algorithms have better performance. Also, we discuss the I/Q imbalances under a time-varying channel with high Doppler shift (1000 Hz). The decision-directed equalizer and two scattered pilot tone arrangements are exploited for channel estimations Different interpolation algorithms are also discussed. For a given pilot density, we have a BER level of to . We have compared the performances for all schemes with QPSK and 16-QAM as modulation schemes. The results are given by computer simulations.
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44

IndiraKusuma, I. Putu Andhi, and 陳國欽. "Parameter Study and Analysis of Time Varying Multipath Effect in the Underwater Communication Testing Platform." Thesis, 2012. http://ndltd.ncl.edu.tw/handle/61361946106258056089.

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碩士
國立成功大學
系統及船舶機電工程學系碩博士班
100
In the underwater communication testing platform, the interactions between acoustic signals and boundaries may give the multipath effects. The wave effect and transducer motion cause the time variability which makes the frequencies dispersive or amplitude variation and arrival time lag variation (ATLV) in the channel. These two effects became a serious problem which will induce severe inter-symbol interference (ISI) in the received signal. In this paper, the channel boundary interactions were simulated using image method and random analysis was conducted to represent the time varying multipath condition in the channel impulse response (CIR). The ATLV and amplitude variation was determined by oscillations, wave height and relative velocity Doppler effects (RVD) of the transducer. Binary Phase Shift Keying (BPSK) was used to modulate and demodulate the signal. Furthermore, time reversal mirror (TRM) was proposed to focus energy thus mitigating the effects of the multipath dispersion and minimizing the Inter-symbol Interference (ISI) of time varying condition. Bit error rates (BER) were evaluated with compared the communications performances between using TRM and Non-TRM processes. The simulation results show that TRM is effective to reduce the BER from multipath effect and overcomes slow time varying multipath condition.
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45

Greene, Mallik. "Modeling the Dynamics on the Effectiveness of Marketing Mix Elements." 2014. http://scholarworks.gsu.edu/bus_admin_diss/43.

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The objective of this study is to conduct a marketing mix modeling to measure the effectiveness of past marketing activities on the product sales using a time-varying effect model (TVEM) approach. The longitudinal intensive data for this study has come from a large ice cream manufacturer in USA. Traditionally, static regression models have been used to measure the effectiveness of marketing mix variables to predict sales. And, these models used to find the time independent effect of the covariate on the dependent variable. On the other hand, a dynamic model such as time-varying effect model takes time into consideration. Researchers can model the changes in the relationship between dependent and independent variables over time using time-varying effect model. This is the first study, where a time-varying effect model approach has been used to measure the effectiveness of marketing mix elements in the ice cream industry. In addition, we have compared the predictive validity of both static and dynamic models using this data set.
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46

Dupont, Edward. "The Effect of Time-Varying Boundary Conditions on the Generation of Sum and Difference Frequency Tones in a Coaxial Loudspeaker." Thesis, 2009. http://hdl.handle.net/10012/4496.

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A coaxial loudspeaker in which the woofer and tweeter oscillate at angular frequencies ω_1 and ω_2 respectively, is known to produce sum and difference frequencies ω_± = ω_1 ± ω_2. The generation of these can be attributed to both the nonlinearity of the equations of motion and the Lagrangian boundary behaviour of the low-frequency transducer. In order to characterize the phenomena of interest a perturbation expansion of the field variables is introduced (sometimes called quasi-linear approximation). After deriving a second-order equation for pressure, from which the intermodulation frequencies are obtained, an attempt is made to justify the dominance of the boundary mechanism over that of the fluid nonlinearity. An exact integral solution is then given for the spatial factor of the ω_± pressure terms. In the special case of a farfield on-axis observer an analytic solution is obtained. Several numerical investigations are performed and compared with experiment.
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47

Su, Cheng-Yang, and 蘇政揚. "TiN thin film produced by High Power Impulse Magnetron Sputtering (HiPIMS) : Effect of varying pulse target voltage and pulse off-time." Thesis, 2011. http://ndltd.ncl.edu.tw/handle/32900257849411822642.

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碩士
國立清華大學
工程與系統科學系
99
本研究中成功的使用高功率脈衝磁控濺鍍技術 (HiPIMS) 鍍著奈米晶 氮化鈦薄膜於P型 (100) 矽基板上。本研究主要的目的為研究調控脈衝靶材 電壓及脈衝間隔時間對高功率脈衝磁控濺鍍技術鍍著之氮化鈦薄膜於成 分、結構、機械性質與導電性質上的影響。此研究可幫助我們了解高功率 脈衝磁控濺鍍應用於鍍膜製程上的特性。本研究的結果顯示,薄膜 (111) 平面的織構係數、結晶性以及晶粒大小皆隨著脈衝靶材電流由 550 V 上升 至 750 V ,或脈衝間隔時間由 800 μs 上升至 1700 μs 而增加。提昇脈衝靶 材電流能夠使得薄膜堆積因子顯著的增加直到其值接近於一,亦即塊材的 程度。在硬度方面,約介於14~25 GPa間,並與脈衝靶材電壓高度相關, 但對脈衝間隔時間的變化則不明顯。本實驗中所有試片的殘餘應力皆為壓 縮應力,且增加脈衝靶材電壓或脈衝間隔時間都會使殘餘應力增加。當脈 衝間隔時間增加時,靶材極限電流議會增加,顯示電漿氣體的補充足夠與 否可能是此情況下影響電漿密度的重要因素。在本實驗中,增加脈衝靶材 電壓與脈衝間隔時間都能使電漿密度增加,並因此能鍍著具優異機械與介 電性質的氮化鈦薄膜。
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48

Chung, Chih-Yu, and 鍾志育. "Effect of Titanium Addition and Varying Sintering Time on the Interface Structure and Thermal Properties of Diamond/Cu Composites Fabricated by Pressureless Liquid Phase Sintering." Thesis, 2014. http://ndltd.ncl.edu.tw/handle/73746787559417011655.

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博士
國立清華大學
材料科學工程學系
102
In this study, minor-addition elements such as Si, Co, Cr, W, Mo and Ti were added into matrix to improve the wettability between the diamonds and Cu matrix. The pressureless liquid phase sintering technique adopted in this study provides a low-cost method for producing diamond/Cu composites with high potential for industrial mass-production. Thermal properties of the diamond/Cu-Ti composites fabricated by pressureless liquid phase sintering at 1373 K with variations in Ti contents and in sintering times were thoroughly investigated. SEM and TEM analyses were utilized to study the growth mechanism of the TiC at the interface between diamonds and Cu matrix. A probable mechanism of the interface structure formation was proposed. The composites exhibited thermal conductivity as high as 620 W/m•K for 50 vol% diamond/Cu-0.6 at% Ti composite with diamond particle size of 300 µm. This value comes up to 85% of the thermal conductivity calculated by Hasselman and Johnson (H-J) theoretical analysis. Under these conditions a suitable coefficient of thermal expansion of 6.9 ppm/K was obtained.
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