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Добірка наукової літератури з теми "Moments Models"

Автор: Grafiati
Опубліковано: 25 січня 2025

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Статті в журналах з теми "Moments Models"

1

Hunana, P., T. Passot, E. Khomenko, D. Martínez-Gómez, M. Collados, A. Tenerani, G. P. Zank, Y. Maneva, M. L. Goldstein, and G. M. Webb. "Generalized Fluid Models of the Braginskii Type." Astrophysical Journal Supplement Series 260, no. 2 (June 1, 2022): 26. http://dx.doi.org/10.3847/1538-4365/ac5044.

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Abstract Several generalizations of the well-known fluid model of Braginskii (1965) are considered. We use the Landau collisional operator and the moment method of Grad. We focus on the 21-moment model that is analogous to the Braginskii model, and we also consider a 22-moment model. Both models are formulated for general multispecies plasmas with arbitrary masses and temperatures, where all of the fluid moments are described by their evolution equations. The 21-moment model contains two “heat flux vectors” (third- and fifth-order moments) and two “viscosity tensors” (second- and fourth-order moments). The Braginskii model is then obtained as a particular case of a one ion–electron plasma with similar temperatures, with decoupled heat fluxes and viscosity tensors expressed in a quasistatic approximation. We provide all of the numerical values of the Braginskii model in a fully analytic form (together with the fourth- and fifth-order moments). For multispecies plasmas, the model makes the calculation of the transport coefficients straightforward. Formulation in fluid moments (instead of Hermite moments) is also suitable for implementation into existing numerical codes. It is emphasized that it is the quasistatic approximation that makes some Braginskii coefficients divergent in a weakly collisional regime. Importantly, we show that the heat fluxes and viscosity tensors are coupled even in the linear approximation, and that the fully contracted (scalar) perturbations of the fourth-order moment, which are accounted for in the 22-moment model, modify the energy exchange rates. We also provide several appendices, which can be useful as a guide for deriving the Braginskii model with the moment method of Grad.
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2

Hu, Zhicheng, Ruo Li, and Zhonghua Qiao. "Extended Hydrodynamic Models and Multigrid Solver of a Silicon Diode Simulation." Communications in Computational Physics 20, no. 3 (August 31, 2016): 551–82. http://dx.doi.org/10.4208/cicp.290615.020316a.

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AbstractExtended hydrodynamic models for carrier transport are derived from the semiconductor Boltzmann equation with relaxation time approximation of the scattering term, by using the globally hyperbolic moment method and the moment-dependent relaxation time. Incorporating the microscopic relaxation time and the applied voltage bias, a formula is proposed to determine the relaxation time for each moment equation, which sets different relaxation rates for different moments such that higher moments damp faster. The resulting models would give more satisfactory results of macroscopic quantities of interest with a high-order convergence to those of the underlying Boltzmann equation as the involved moments increase, in comparison to the corresponding moment models using a single relaxation time. In order to simulate the steady states efficiently, a multigrid solver is developed for the derived moment models. Numerical simulations of an n+-n-n+ silicon diode are carried out to demonstrate the validation of the presented moment models, and the robustness and efficiency of the designed multigrid solver.
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3

Xiao, Zhiguo. "The weighted method of moments approach for moment condition models." Economics Letters 107, no. 2 (May 2010): 183–86. http://dx.doi.org/10.1016/j.econlet.2010.01.019.

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4

Hu, Yi, Xiaohua Xia, Ying Deng, and Dongmei Guo. "Higher Order Mean Squared Error of Generalized Method of Moments Estimators for Nonlinear Models." Discrete Dynamics in Nature and Society 2014 (2014): 1–8. http://dx.doi.org/10.1155/2014/324904.

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Generalized method of moments (GMM) has been widely applied for estimation of nonlinear models in economics and finance. Although generalized method of moments has good asymptotic properties under fairly moderate regularity conditions, its finite sample performance is not very well. In order to improve the finite sample performance of generalized method of moments estimators, this paper studies higher-order mean squared error of two-step efficient generalized method of moments estimators for nonlinear models. Specially, we consider a general nonlinear regression model with endogeneity and derive the higher-order asymptotic mean square error for two-step efficient generalized method of moments estimator for this model using iterative techniques and higher-order asymptotic theories. Our theoretical results allow the number of moments to grow with sample size, and are suitable for general moment restriction models, which contains conditional moment restriction models as special cases. The higher-order mean square error can be used to compare different estimators and to construct the selection criteria for improving estimator’s finite sample performance.
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5

Petričková, Anna. "Moments of Markov-Switching Models." Tatra Mountains Mathematical Publications 61, no. 1 (December 1, 2014): 131–40. http://dx.doi.org/10.2478/tmmp-2014-0032.

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Abstract In this paper we have focused on the class of regime-switching time series models with regimes determined by unobservable variables, concretely Markov-switching models. We have derived 2nd central moment of the MSW models for two cases-state-independent and state-dependent model
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6

Peck, Jamie, Nik Theodore, and Neil Brenner. "Neoliberal Urbanism: Models, Moments, Mutations." SAIS Review of International Affairs 29, no. 1 (2009): 49–66. http://dx.doi.org/10.1353/sais.0.0028.

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7

Amendola, Alessandra, Marcella Niglio, and Cosimo Vitale. "The moments of SETARMA models." Statistics & Probability Letters 76, no. 6 (March 2006): 625–33. http://dx.doi.org/10.1016/j.spl.2005.09.016.

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8

Timmermann, Allan. "Moments of Markov switching models." Journal of Econometrics 96, no. 1 (May 2000): 75–111. http://dx.doi.org/10.1016/s0304-4076(99)00051-2.

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9

Brekke, L. "Baryon Magnetic Moments in Quark Models with Anomalous Quark Moments." Annals of Physics 240, no. 2 (June 1995): 400–431. http://dx.doi.org/10.1006/aphy.1995.1050.

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10

Gasparutto, Xavier, Eric Jacquelin, and Raphael Dumas. "Contribution of passive actions to the lower limb joint moments and powers during gait: A comparison of models." Proceedings of the Institution of Mechanical Engineers, Part H: Journal of Engineering in Medicine 232, no. 8 (July 13, 2018): 768–78. http://dx.doi.org/10.1177/0954411918785661.

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The lower limb passive actions representing the actions of all the passive periarticular structures have been shown to have a significant contribution to the power generation and absorption during gait. However, the respective magnitude of its different components was not established, although models of ligament moment were implemented in some musculoskeletal models. These ligament moments have shown to have an influence on the musculo-tendon forces and contact forces but the models used were never specifically evaluated, that is, compared to the passive and net joint moments. Two models of passive joint moments and three models of ligament moments were selected from the literature. Ten subjects (23–29 years old, 79.8 ± 9.5 kg, 1.85 ± 0.06 m) participated in the study. Each subject performed three gait cycles in a gait laboratory to acquire the kinematics and ground reaction forces and to compute the ligament, passive and net moments of the right lower limb joints. The contributions of the passive joint moments to the net joint moments were in accordance with the literature, although time shifts appeared for peaks in the hip and knee powers. Two of the models of ligament moments seemed, in fact, to represent the passive joint moments as their contributions were very similar while the third model of ligament moments seemed to represent only penalty-based joint limits. As a conclusion, this study showed that the models of ligament moments existing in the literature do not seem reliable. This study also demonstrated that the use of non-subject-specific models of the passive joint moments could be a valid approach for healthy subjects.
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Дисертації з теми "Moments Models"

1

Ragusa, Giuseppe. "Essays on moment conditions models econometrics /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2005. http://wwwlib.umi.com/cr/ucsd/fullcit?p3170252.

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2

Benigni, Lucas. "Dynamics of eigenvectors of random matrices and eigenvalues of nonlinear models of matrices." Thesis, Sorbonne Paris Cité, 2019. http://www.theses.fr/2019USPCC003/document.

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Cette thèse est constituée de deux parties indépendantes. La première partie concerne l'étude des vecteurs propres de matrices aléatoires de type Wigner. Dans un premier temps, nous étudions la distribution des vecteurs propres de matrices de Wigner déformées, elles consistent en une perturbation d'une matrice de Wigner par une matrice diagonale déterministe. Si les deux matrices sont du même ordre de grandeur, il a été prouvé que les vecteurs propres se délocalisent complètement et les valeurs propres rentrent dans la classe d'universalité de Wigner-Dyson-Mehta. Nous étudions ici une phase intermédiaire où la perturbation déterministe domine l'aléa: les vecteurs propres ne sont pas totalement délocalisés alors que les valeurs propres restent universelles. Les entrées des vecteurs propres sont asymptotiquement gaussiennes avec une variance qui les localise dans une partie explicite du spectre. De plus, leur masse est concentrée autour de cette variance dans le sens d'une unique ergodicité quantique. Ensuite, nous étudions des corrélations de différents vecteur propres. Pour se faire, une nouvelle observable sur les moments de vecteurs propres du mouvement brownien de Dyson est étudiée. Elle suit une équation parabolique close qui est un pendant fermionique du flot des moments de vecteurs propres de Bourgade-Yau. En combinant l'étude de ces deux observables, il est possible d'analyser certaines corrélations.La deuxième partie concerne l'étude de la distribution des valeurs propres de modèles non-linéaires de matrices aléatoires. Ces modèles apparaissent dans l'étude de réseaux de neurones aléatoires et correspondent à une version non-linéaire de matrice de covariance dans le sens où une fonction non-linéaire, appelée fonction d'activation, est appliquée entrée par entrée sur la matrice. La distribution des valeurs propres convergent vers une distribution déterministe caractérisée par une équation auto-consistante de degré 4 sur sa transformée de Stieltjes. La distribution ne dépend de la fonction que sur deux paramètres explicites et pour certains choix de paramètres nous retrouvons la distribution de Marchenko-Pastur qui reste stable après passage sous plusieurs couches du réseau de neurones
This thesis consists in two independent parts. The first part pertains to the study of eigenvectors of random matrices of Wigner-type. Firstly, we analyze the distribution of eigenvectors of deformed Wigner matrices which consist in a perturbation of a Wigner matrix by a deterministic diagonal matrix. If the two matrices are of the same order of magnitude, it was proved that eigenvectors are completely delocalized and eigenvalues belongs to the Wigner-Dyson-Mehta universality class. We study here an intermediary phase where the deterministic perturbation dominates the randomness of the Wigner matrix : eigenvectors are not completely delocalized but eigenvalues are still universal. The eigenvector entries are asymptotically Gaussian with a variance which localize them onto an explicit part of the spectrum. Moreover, their mass is concentrated around their variance in a sense of a quantum unique ergodicity property. Then, we consider correlations of different eigenvectors. To do so, we exhibit a new observable on eigenvector moments of the Dyson Brownian motion. It follows a closed parabolic equation which is a fermionic counterpart of the Bourgade-Yau eigenvector moment flow. By combining the study of these two observables, it becomes possible to study some eigenvector correlations.The second part concerns the study of eigenvalue distribution of nonlinear models of random matrices. These models appear in the study of random neural networks and correspond to a nonlinear version of sample covariance matrices in the sense that a nonlinear function, called the activation function, is applied entrywise to the matrix. The empirical eigenvalue distribution converges to a deterministic distribution characterized by a self-consistent equation of degree 4 followed by its Stieltjes transform. The distribution depends on the function only through two explicit parameters. For a specific choice of these parameters, we recover the Marchenko-Pastur distribution which stays stable after going through several layers of the network
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3

Gabriel, Christian [Verfasser], Jörg [Akademischer Betreuer] Laitenberger, and Claudia [Akademischer Betreuer] Becker. "Bond yields : models and moments / Christian Gabriel. Betreuer: Jörg Laitenberger ; Claudia Becker." Halle, Saale : Universitäts- und Landesbibliothek Sachsen-Anhalt, 2015. http://d-nb.info/1072072807/34.

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Gabriel, Christian Verfasser], Jörg [Akademischer Betreuer] [Laitenberger, and Claudia [Akademischer Betreuer] Becker. "Bond yields : models and moments / Christian Gabriel. Betreuer: Jörg Laitenberger ; Claudia Becker." Halle, Saale : Universitäts- und Landesbibliothek Sachsen-Anhalt, 2015. http://nbn-resolving.de/urn:nbn:de:gbv:3:4-14548.

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5

Podosinnikova, Anastasia. "Sur la méthode des moments pour l'estimation des modèles à variables latentes." Thesis, Paris Sciences et Lettres (ComUE), 2016. http://www.theses.fr/2016PSLEE050/document.

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Les modèles linéaires latents sont des modèles statistique puissants pour extraire la structure latente utile à partir de données non structurées par ailleurs. Ces modèles sont utiles dans de nombreuses applications telles que le traitement automatique du langage naturel et la vision artificielle. Pourtant, l'estimation et l'inférence sont souvent impossibles en temps polynomial pour de nombreux modèles linéaires latents et on doit utiliser des méthodes approximatives pour lesquelles il est difficile de récupérer les paramètres. Plusieurs approches, introduites récemment, utilisent la méthode des moments. Elles permettent de retrouver les paramètres dans le cadre idéalisé d'un échantillon de données infini tiré selon certains modèles, mais ils viennent souvent avec des garanties théoriques dans les cas où ce n'est pas exactement satisfait. Dans cette thèse, nous nous concentrons sur les méthodes d'estimation fondées sur l'appariement de moment pour différents modèles linéaires latents. L'utilisation d'un lien étroit avec l'analyse en composantes indépendantes, qui est un outil bien étudié par la communauté du traitement du signal, nous présentons plusieurs modèles semiparamétriques pour la modélisation thématique et dans un contexte multi-vues. Nous présentons des méthodes à base de moment ainsi que des algorithmes pour l'estimation dans ces modèles, et nous prouvons pour ces méthodes des résultats de complexité améliorée par rapport aux méthodes existantes. Nous donnons également des garanties d'identifiabilité, contrairement à d'autres modèles actuels. C'est une propriété importante pour assurer leur interprétabilité
Latent linear models are powerful probabilistic tools for extracting useful latent structure from otherwise unstructured data and have proved useful in numerous applications such as natural language processing and computer vision. However, the estimation and inference are often intractable for many latent linear models and one has to make use of approximate methods often with no recovery guarantees. An alternative approach, which has been popular lately, are methods based on the method of moments. These methods often have guarantees of exact recovery in the idealized setting of an infinite data sample and well specified models, but they also often come with theoretical guarantees in cases where this is not exactly satisfied. In this thesis, we focus on moment matchingbased estimation methods for different latent linear models. Using a close connection with independent component analysis, which is a well studied tool from the signal processing literature, we introduce several semiparametric models in the topic modeling context and for multi-view models and develop moment matching-based methods for the estimation in these models. These methods come with improved sample complexity results compared to the previously proposed methods. The models are supplemented with the identifiability guarantees, which is a necessary property to ensure their interpretability. This is opposed to some other widely used models, which are unidentifiable
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6

Augustine-Ohwo, Odaro. "Estimating break points in linear models : a GMM approach." Thesis, University of Manchester, 2016. https://www.research.manchester.ac.uk/portal/en/theses/estimating-break-points-in-linear-models-a-gmm-approach(804d83e3-dad8-4cda-b1e1-fbfce7ef41b8).html.

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In estimating econometric time series models, it is assumed that the parameters remain constant over the period examined. This assumption may not always be valid when using data which span an extended period, as the underlying relationships between the variables in these models are exposed to various exogenous shifts. It is therefore imperative to examine the stability of models as failure to identify any changes could result in wrong predictions or inappropriate policy recommendations. This research proposes a method of estimating the location of break points in linear econometric models with endogenous regressors, estimated using Generalised Method of Moments (GMM). The proposed estimation method is based on Wald, Lagrange Multiplier and Difference type test statistics of parameter variation. In this study, the equation which sets out the relationship between the endogenous regressor and the instruments is referred to as the Jacobian Equation (JE). The thesis is presented along two main categories: Stable JE and Unstable JE. Under the Stable JE, models with a single and multiple breaks in the Structural Equation (SE) are examined. The break fraction estimators obtained are shown to be consistent for the true break fraction in the model. Additionally, using the fixed break approach, their $T$-convergence rates are established. Monte Carlo simulations which support the asymptotic properties are presented. Two main types of Unstable JE models are considered: a model with a single break only in the JE and another with a break in both the JE and SE. The asymptotic properties of the estimators obtained from these models are intractable under the fixed break approach, hence the thesis provides essential steps towards establishing the properties using the shrinking breaks approach. Nonetheless, a series of Monte Carlo simulations conducted provide strong support for the consistency of the break fraction estimators under the Unstable JE. A combined procedure for testing and estimating significant break points is detailed in the thesis. This method yields a consistent estimator of the true number of breaks in the model, as well as their locations. Lastly, an empirical application of the proposed methodology is presented using the New Keynesian Phillips Curve (NKPC) model for U.S. data. A previous study has found this NKPC model is unstable, having two endogenous regressors with Unstable JE. Using the combined testing and estimation approach, similar break points were estimated at 1975:2 and 1981:1. Therefore, using the GMM estimation approach proposed in this study, the presence of a Stable or Unstable JE does not affect estimations of breaks in the SE. A researcher can focus directly on estimating potential break points in the SE without having to pre-estimate the breaks in the JE, as is currently performed using Two Stage Least Squares.
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7

Peterson, Kevin G. "Rolling moments and aerodynamic time scales for a model with a moving nose stagnation point." Thesis, Georgia Institute of Technology, 1996. http://hdl.handle.net/1853/12048.

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8

Smith, Nigel Stuart Allen. "Development of the conditional moment closure method for modelling turbulent combustion." Phd thesis, Department of Mechanical and Mechatronic Engineering, 1994. http://hdl.handle.net/2123/8917.

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9

Osypenko, Volodymyr, and Gregory Ivachnenko. "Algorithm for intelligent prediction of failure moments in computer systems." Thesis, Київський національний університет технологій та дизайну, 2021. https://er.knutd.edu.ua/handle/123456789/19177.

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Marmin, Arthur. "Rational models optimized exactly for solving signal processing problems." Electronic Thesis or Diss., université Paris-Saclay, 2020. http://www.theses.fr/2020UPASG017.

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Une vaste classe de problèmes d'optimisation non convexes est celle de l'optimisation rationnelle. Cette dernière apparaît naturellement dans de nombreux domaines tels que le traitement du signal ou le génie des procédés. Toutefois, trouver les optima globaux pour ces problèmes est difficile. Une approche récente, appelée la hiérarchie de Lasserre, fournit néanmoins une suite de problèmes convexes assurée de converger vers le minimum global. Cependant, cette approche représente un défi calculatoire du fait de la très grande dimension de ses relaxations. Dans cette thèse, nous abordons ce défi pour divers problèmes de traitement du signal.Dans un premier temps, nous formulons la reconstruction de signaux parcimonieux en un problème d'optimisation rationnelle. Nous montrons alors que ce dernier possède une structure que nous exploitons afin de réduire la complexité des relaxations associées. Nous pouvons ainsi résoudre plusieurs problèmes pratiques comme la restoration de signaux de chromatographie. Nous étendons également notre méthode à la restoration de signaux dans différents contextes en proposant plusieurs modèles de bruit et de signal. Dans une deuxième partie, nous étudions les relaxations convexes générées par nos problèmes et qui se présentent sous la forme de problèmes d'optimisation semi-définie positive de très grandes dimensions. Nous considérons plusieurs algorithmes basés sur les opérateurs proximaux pour les résoudre efficacement.La dernière partie de cette thèse est consacrée au lien entre les problèmes d'optimisation polynomiaux et la décomposition de tenseurs symétriques. En effet, ces derniers peuvent être tous deux vus comme une instance du problème des moments. Nous proposons ainsi une méthode de détection de rang et de décomposition pour les tenseurs symétriques basée sur les outils connus en optimisation polynomiale. Parallèlement, nous proposons une technique d'extraction robuste des solutions d'un problème d'optimisation poylnomiale basée sur les algorithmes de décomposition de tenseurs. Ces méthodes sont illustrées sur des problèmes de traitement du signal
A wide class of nonconvex optimization problem is represented by rational optimization problems. The latter appear naturally in many areas such as signal processing or chemical engineering. However, finding the global optima of such problems is intricate. A recent approach called Lasserre's hierarchy provides a sequence of convex problems that has the theoretical guarantee to converge to the global optima. Nevertheless, this approach is computationally challenging due to the high dimensions of the convex relaxations. In this thesis, we tackle this challenge for various signal processing problems.First, we formulate the reconstruction of sparse signals as a rational optimization problem. We show that the latter has a structure that we wan exploit in order to reduce the complexity of the associated relaxations. We thus solve several practical problems such as the reconstruction of chromatography signals. We also extend our method to the reconstruction of various types of signal corrupted by different noise models.In a second part, we study the convex relaxations generated by our problems which take the form of high-dimensional semi-definite programming problems. We consider several algorithms mainly based on proximal operators to solve those high-dimensional problems efficiently.The last part of this thesis is dedicated to the link between polynomial optimization and symmetric tensor decomposition. Indeed, they both can be seen as an instance of the moment problem. We thereby propose a detection method as well as a decomposition algorithm for symmetric tensors based on the tools used in polynomial optimization. In parallel, we suggest a robust extraction method for polynomial optimization based on tensor decomposition algorithms. Those methods are illustrated on signal processing problems
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Книги з теми "Moments Models"

1

Timmermann, Allan. Moments of Markov switching models. London: London School of Economics, Financial Markets Group, 1999.

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2

Lee, Myoung-jae. Methods of moments and semiparametric econometrics for limited dependent and variable models. New York: Springer, 1996.

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3

Bourne, Phyllis. Heated moments. Don Mills, Ontario: Harlequin Enterprises Limited, 2015.

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4

Bossaerts, Peter. "Method of moments tests of contingent claims asset pricing models". Fontainbleau: INSEAD, 1986.

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5

Jagannathan, Ravi. Empirical evaluation of asset pricing models: A comparison of the SDF and beta methods. Cambridge, MA: National Bureau of Economic Research, 2001.

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6

Rubinstein, Robert. Formulation of a two-scale model of turbulence. Hampton, VA: Institute for Computer Applications in Science and Engineering, NASA Langley Research Center, 2000.

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Rubinstein, Robert. Formulation of a two-scale model of turbulence. Hampton, VA: Institute for Computer Applications in Science and Engineering, NASA Langley Research Center, 2000.

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8

Rubinstein, Robert. Formulation of a two-scale model of turbulence. Hampton, VA: Institute for Computer Applications in Science and Engineering, NASA Langley Research Center, 2000.

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9

United States. National Aeronautics and Space Administration. Scientific and Technical Information Branch., ed. The use of moments of momentum to account for crystal habits. [Washington, D.C.]: National Aeronautics and Space Administration, Scientific and Technical Information Branch, 1985.

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10

Lee, Myoung-jae. Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models. New York, NY: Springer New York, 1996. http://dx.doi.org/10.1007/978-1-4757-2550-6.

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Частини книг з теми "Moments Models"

1

Greiner, Walter, and Joachim A. Maruhn. "Electromagnetic Moments and Transitions." In Nuclear Models, 75–98. Berlin, Heidelberg: Springer Berlin Heidelberg, 1996. http://dx.doi.org/10.1007/978-3-642-60970-1_5.

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2

Doukhan, Paul. "Moments and Cumulants." In Stochastic Models for Time Series, 225–46. Cham: Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-76938-7_12.

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Wolter, Katinka. "Moments of Completion Time Under Restart." In Stochastic Models for Fault Tolerance, 51–93. Berlin, Heidelberg: Springer Berlin Heidelberg, 2010. http://dx.doi.org/10.1007/978-3-642-11257-7_4.

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Tibiletti, Luisa. "Higher-order Moments and Beyond." In Multi-moment Asset Allocation and Pricing Models, 67–78. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2015. http://dx.doi.org/10.1002/9781119201830.ch4.

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5

Pázman, Andrej. "Local approximations of probability densities and moments of estimators." In Nonlinear Statistical Models, 131–53. Dordrecht: Springer Netherlands, 1993. http://dx.doi.org/10.1007/978-94-017-2450-0_7.

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Pusz, Jerzy. "Characterization of exponential distributions by conditional moments." In Stability Problems for Stochastic Models, 159–62. Berlin, Heidelberg: Springer Berlin Heidelberg, 1993. http://dx.doi.org/10.1007/bfb0084490.

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Lee, Myoung-jae. "Nonlinear Models and Generalized Method of Moments." In Methods of Moments and Semiparametric Econometrics for Limited Dependent Variable Models, 99–121. New York, NY: Springer New York, 1996. http://dx.doi.org/10.1007/978-1-4757-2550-6_6.

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Zessin, Hans. "Moments of States over Nuclear LSF Spaces." In Stochastic Space—Time Models and Limit Theorems, 249–61. Dordrecht: Springer Netherlands, 1985. http://dx.doi.org/10.1007/978-94-009-5390-1_14.

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Lee, Myoung-jae. "Methods of Moments for Single Linear Equation Models." In Micro-Econometrics, 1–52. New York, NY: Springer New York, 2008. http://dx.doi.org/10.1007/b60971_1.

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Yamanaka, N. "Constraints on Supersymmetric Models from Electric Dipole Moments." In Springer Theses, 105–12. Tokyo: Springer Japan, 2013. http://dx.doi.org/10.1007/978-4-431-54544-6_10.

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Тези доповідей конференцій з теми "Moments Models"

1

Hu, Qisheng, Geonsik Moon, and Hwee Tou Ng. "From Moments to Milestones: Incremental Timeline Summarization Leveraging Large Language Models." In Proceedings of the 62nd Annual Meeting of the Association for Computational Linguistics (Volume 1: Long Papers), 7232–46. Stroudsburg, PA, USA: Association for Computational Linguistics, 2024. http://dx.doi.org/10.18653/v1/2024.acl-long.390.

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2

Sabbah, Maxime, Raphael Dumas, Zoe Pomarat, Lucas Robinet, Mohamed Adjel, Bruno Watier, and Vincent Bonnet. "Ground Reaction Forces and Moments Estimation from Embedded Insoles using Machine Learning Regression Models." In 2024 10th IEEE RAS/EMBS International Conference for Biomedical Robotics and Biomechatronics (BioRob), 154–59. IEEE, 2024. http://dx.doi.org/10.1109/biorob60516.2024.10719958.

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3

Hoover, Christian, Hao Kang, Jinwei Shen, and Andrew Kreshock. "Proprotor Loads and Whirl-Flutter Stability of a Tiltrotor Wind Tunnel Model." In Vertical Flight Society 73rd Annual Forum & Technology Display, 1–14. The Vertical Flight Society, 2017. http://dx.doi.org/10.4050/f-0073-2017-12055.

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Анотація:
This paper studies the blade loads and whirl-flutter stability of a three bladed stiff-inplane tiltrotor wind tunnel model mounted on the Wing and Rotor Aeroelastic Test System (WRATS). Proprotor loads are predicted and compared with the WRATS model at different pylon conversion angles. The tiltrotor whirl flutter stability is predicted and tested in airplane mode. The analytical models are developed with three rotorcraft codes: RCAS, CAMRAD II, and Dymore. The Dymore and RCAS models contain the structural model of the wing/pylon fixed system whereas the CAMRAD II model for this study uses an isolated proprotor. The study indicates that the analytical models capture the overall vibratory flap and chord bending moments, however, miss the higher harmonics of the blade loads. The steady flap and chord bending moments predicted by CAMRAD II and Dymore differ in the torque tube and flexbeam region but agree along the span of the blade. RCAS shows a good prediction of the damping ratio of the chord and torsion modes of the WRATS stiff-inplane tiltrotor. Dymore captures the relative trends of these modal dampings but over-predicts the wing chord mode damping and under-predicts the wing torsion mode damping. Both analyses slightly over-predict the wing chord frequency.
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4

Winterstein, Steven R., and Cameron A. MacKenzie. "Extremes of Nonlinear Vibration: Models Based on Moments, L-Moments, and Maximum Entropy." In ASME 2011 30th International Conference on Ocean, Offshore and Arctic Engineering. ASMEDC, 2011. http://dx.doi.org/10.1115/omae2011-49867.

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Nonlinear effects beset virtually all aspects of offshore structural loading and response. These nonlinearities cause non-Gaussian statistical effects, which are often most consequential in the extreme events—e.g., 100- to 10,000-year conditions—that govern structural reliability. Thus there is engineering interest in forming accurate non-Gaussian models of time-varying loads and responses, and calibrating them from the limited data at hand. We compare here a variety of non-Gaussian models. We first survey moment-based models; in particular, the 4-moment “Hermite” model, a cubic transformation often used in wind and wave applications. We then derive an “L-Hermite” model, an alternative cubic transformation calibrated by the response “L-moments” rather than its ordinary statistical moments. These L-moments have recently found increasing use, in part because they show less sensitivity to distribution tails than ordinary moments. We find here, however, that these L-moments may not convey sufficient information to accurately estimate extreme response statistics. Finally, we show that 4-moment maximum entropy models, also applied in the literature, may be inappropriate to model broader-than-Gaussian cases (e.g., responses to wind and wave loads).
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5

Nordhausen, Klaus, Hannu Oja, and Esa Ollila. "Multivariate Models and the First Four Moments." In Nonparametric Statistics and Mixture Models - A Festschrift in Honor of Thomas P Hettmansperger. WORLD SCIENTIFIC, 2011. http://dx.doi.org/10.1142/9789814340564_0016.

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6

Briggs, Michael S., Geoffrey N. Pendleton, William S. Paciesas, Jon Hakkila, Dieter Hartmann, Chryssa Kouveliotou, Charles A. Meegan, and Gerald J. Fishman. "GRB moments: HVNS models compared with BATSE observations." In High velocity neutron stars and gamma−ray bursts. AIP, 1996. http://dx.doi.org/10.1063/1.50253.

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7

Khusanbaev, Yakubjan, and Khamza Kudratov. "Inequalities for moments of branching processes in a varying environment." In INTERNATIONAL UZBEKISTAN-MALAYSIA CONFERENCE ON “COMPUTATIONAL MODELS AND TECHNOLOGIES (CMT2020)”: CMT2020. AIP Publishing, 2021. http://dx.doi.org/10.1063/5.0057838.

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Fomin, Oleksandr, and Vitaliy Pavlenko. "Construction of diagnostic features space using Volterra kernels moments." In 2015 20th International Conference on Methods and Models in Automation and Robotics (MMAR ). IEEE, 2015. http://dx.doi.org/10.1109/mmar.2015.7284019.

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9

Kuramoto, Wataru. "Nucleon Electric Dipole Moments in High Scale Supersymmetric Models." In 11th International Workshop Dark Side of the Universe 2015. Trieste, Italy: Sissa Medialab, 2016. http://dx.doi.org/10.22323/1.268.0066.

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10

Briggs, Michael S., William S. Paciesas, Geoffrey N. Pendleton, Charles A. Meegan, Gerald J. Fishman, John M. Horack, Chryssa Kouveliotou, Dieter H. Hartmann, and Jon Hakkila. "Testing the dipole and quadrupole moments of galactic models." In Gamma-ray bursts: 3rd Huntsville symposium. AIP, 1996. http://dx.doi.org/10.1063/1.51555.

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Звіти організацій з теми "Moments Models"

1

Chen, Xiaohong, and Demian Pouzo. Estimation of nonparametric conditional moment models with possibly nonsmooth moments. Institute for Fiscal Studies, April 2008. http://dx.doi.org/10.1920/wp.cem.2008.1208.

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2

Duffie, Darrell, and Kenneth Singleton. Simulated Moments Estimation of Markov Models of Asset Prices. Cambridge, MA: National Bureau of Economic Research, March 1990. http://dx.doi.org/10.3386/t0087.

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3

Abowd, John, Bruno Crepon, Francis Kramarz, and Alain Trognon. A La Recherche des Moments Perdus: Covariance Models for Unbalanced Panels with Endogenous Death. Cambridge, MA: National Bureau of Economic Research, May 1995. http://dx.doi.org/10.3386/t0180.

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4

Clarke, Paul S., Tom M. Palmer, and Frank Windmeijer. Estimating structural mean models with multiple instrumental variables using the generalised method of moments. Institute for Fiscal Studies, August 2011. http://dx.doi.org/10.1920/wp.cem.2011.2811.

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5

Neely, Christopher J. A Reconsideration of the Properties of the Generalized Method of Moments in Asset Pricing Models. Federal Reserve Bank of St. Louis, 1994. http://dx.doi.org/10.20955/wp.1994.010.

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6

Eisenhauer, Phillipp, James Heckman, and Stefano Mosso. Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments. Cambridge, MA: National Bureau of Economic Research, October 2014. http://dx.doi.org/10.3386/w20622.

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7

Robert Pincus. Accounting for Unresolved Spatial Variability in Large Scale Models: Development and Evaluation of a Statistical Cloud Parameterization with Prognostic Higher Order Moments. Office of Scientific and Technical Information (OSTI), May 2011. http://dx.doi.org/10.2172/1013591.

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Pakes, Ariel. Alternative models for moment inequalities. Institute for Fiscal Studies, July 2010. http://dx.doi.org/10.1920/wp.cem.2010.2110.

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Chernozhukov, Victor, Whitney K. Newey, and Andres Santos. Constrained conditional moment restriction models. Institute for Fiscal Studies, September 2015. http://dx.doi.org/10.1920/wp.cem.2015.5915.

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10

Parente, Paulo, and Richard Smith. Exogeneity in semiparametric moment condition models. Institute for Fiscal Studies, October 2012. http://dx.doi.org/10.1920/wp.cem.2012.3012.

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