1,721,028 research outputs found

    Temperature Forecasting in the Concept of Weather Derivatives: A Comparison between Wavelet Networks and Genetic Programing

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    The purpose of this study is to develop a model that accurately describes the dynamics of the daily average temperature in the context of weather derivatives pricing. More precisely we compare two state of the art algorithms, namely wavelet networks and genetic programming against the classic linear approaches widely using in the contexts of temperature derivative pricing. The accuracy of the valuation process depends on the accuracy of the temperature forecasts. Our proposed models were evaluated and compared in-sample and out-of-sample in various locations. Our findings suggest that the proposed nonlinear methods significantly outperform the alternative linear models and can be used for accurate weather derivative pricing

    Semi-tacit Adaptation of Intelligent Environments

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    This paper presents a semi-tacit adaptation system for implementing and configuring a new generation of intelligent environments referred to as adaptive ambient ecologies. These are highly distributed systems, which require new ways of communication and collaboration to support the realization of people's tasks. Semi-tacit adaptation is based on a mixed initiative approach in human-system dialogue management and is supported by three types of intelligent agents: Fuzzy Task Agent, Planning Agent and Interaction Agent. These agents use an ontology as a common repository of knowledge and information about the services and state of the ambient ecology. © 2009 International Federation for Information Processing

    Going Beyond Counting First Authors in Author Co-citation Analysis

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    The present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed

    Wildland fire spread modelling using cellular automata: Evolution in large-scale spatially heterogeneous environments under fire suppression tactics

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    We show how microscopic modelling techniques such as Cellular Automata linked with detailed geographical information systems (GIS) and meteorological data can be used to efficiently predict the evolution of fire fronts on mountainous and heterogeneous wild forest landscapes. In particular, we present a lattice-based dynamic model that includes various factors, ranging from landscape and earth statistics, attributes of vegetation and wind field data to the humidity of the fuel and the spotting transfer mechanism. We also attempt to model specific fire suppression tactics based on air tanker attacks utilising technical specifications as well as operational capabilities of the aircrafts. We use the detailed model to approximate the dynamics of a large-scale fire that broke out in a region on the west flank of the Greek National Park of Parnitha Mountain in June of 2007. The comparison between the simulation and the actual results showed that the proposed model predicts the fire-spread characteristics in an adequate manner. Finally, we discuss how such a detailed model can be exploited in order to design and develop, in a systematic way, fire risk management policies.</jats:p
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