9,483 research outputs found
Bayesian Analysis of the Box-Cox Transformation in Stochastic Volatility Models
No full textIn the paper, we consider the Box-Cox transformation of financial time series in Stochastic Volatility models. Bayesian approach is applied to make inference about the Box-Cox transformation parameter (l). Using daily data (quotations of stock indices), we show that in the Stochastic Volatility models with fat tails and correlated errors (FCSV), the posterior distribution of parameter l strongly depends on the prior assumption about this parameter. In the majority of cases the values of l close to 0 are more probable a posteriori than the ones close to 1.Box-Cox transformation, SV model, Bayesian inference.
Bounded model checking of multi-threaded c programs via lazy sequentialization
No full textBounded model checking (BMC) has successfully been used for many practical program verification problems, but concurrency still poses a challenge. Here we describe a new approach to BMC of sequentially consistent C programs using POSIX threads. Our approach first translates a multi-threaded C program into a nondeterministic sequential C program that preserves reachability for all round-robin schedules with a given bound on the number of rounds. It then re-uses existing high-performance BMC tools as backends for the sequential verification problem. Our translation is carefully designed to introduce very small memory overheads and very few sources of nondeterminism, so that it produces tight SAT/SMT formulae, and is thus very effective in practice: our prototype won the concurrency category of SV-COMP14. It solved all verification tasks successfully and was 30x faster than the best tool with native concurrency handling.<br/
Scattering of harmonic P1 and SV waves by a shallow lined circular tunnel in a poroelastic half-plane
No full textAn analytical solution for the scattering of harmonic P1 and SV waves in a poroelastic half-plane with a shallow lined tunnel is obtained using the plane complex theory in elastodynamics. In light of the wave function expansions, the wave fields of the poroelastic medium and the liner with unknown coefficients are obtained based on Biot's theory and Helmholtz decomposition. Complex-valued expressions of the effective stresses, the fluid stress, and the displacements of the poroelastic medium and the liner are expressed by the complex variable function method and the conformal transformation technique. With the boundary conditions and the continuity of the medium-liner interface, the boundary value problem results in a series of algebraic equations. The unknown coefficients in the infinite set of algebraic equations can be solved numerically by truncating the series number. A parametric study for the incident SV waves is performed to investigate dynamic stress concentrations and fluid stress of the medium and the liner. Numerical results show that the embedment depth of the tunnel, the incident angle of the excitations, and the porosity of the medium have considerable influence on the dynamic responses of the medium and the liner. The shielding effect of the tunnel on the incident SV waves is obvious. For the big embedment depth of the tunnel, the scattered waves contribute little to the displacements and dynamic stress concentration of the medium and the liner. For a high porosity close to the critical value, the response of the medium-liner system to the incident waves is great.Green Open Access added to TU Delft Institutional Repository 'You share, we take care!' - Taverne project https://www.openaccess.nl/en/you-share-we-take-care Otherwise as indicated in the copyright section: the publisher is the copyright holder of this work and the author uses the Dutch legislation to make this work public.Dynamics of Structure
Addressing COVID-19 outliers in BVARs with stochastic volatility
No full textThe COVID-19 pandemic has led to enormous data movements that strongly affect parameters and forecasts from standard Bayesian vector autoregressions (BVARs). To address these issues, we propose BVAR models with outlier-augmented stochastic volatility (SV) that combine transitory and persistent changes in volatility. The resulting density forecasts are much less sensitive to outliers in the data than standard BVARs. Predictive Bayes factors indicate that our outlier-augmented SV model provides the best fit for the pandemic period, as well as for earlier subsamples of high volatility. In historical forecasting, outlier-augmented SV schemes fare at least as well as a conventional SV model
Seismic Responses of a Hemispherical Alluvial Valley to SV Waves: A Three-Dimensional Analytical Approximation
No full textAn analytical solution to the three-dimensional scattering and diffraction of plane SV-waves by a saturated hemispherical alluvial valley in elastic half-space is obtained by using Fourier-Bessel series expansion technique. The hemispherical alluvial valley with saturated soil deposits is simulated with Biot's dynamic theory for saturated porous media. The following conclusions based on numerical results can be drawn: (1) there are a significant differences in the seismic response simulation between the previous single-phase models and the present two-phase model; (2) the normalized displacements on the free surface of the alluvial valley depend mainly on the incident wave angles, the dimensionless frequency of the incident SV waves and the porosity of sediments; (3) with the increase of the incident angle, the displacement distributions become more complicated; and the displacements on the free surface of the alluvial valley increase as the porosity of sediments increases
SV-Pop: population-based structural variant analysis and visualization.
No full textBACKGROUND: Genetic structural variation underpins a multitude of phenotypes, with significant implications for a range of biological outcomes. Despite their crucial role, structural variants (SVs) are often neglected and overshadowed by single nucleotide polymorphisms (SNPs), which are used in large-scale analysis such as genome-wide association and population genetic studies. RESULTS: To facilitate the high-throughput analysis of structural variation we have developed an analytical pipeline and visualisation tool, called SV-Pop. The utility of this pipeline was then demonstrated through application with a large, multi-population P. falciparum dataset. CONCLUSIONS: Designed to facilitate downstream analysis and visualisation post-discovery, SV-Pop allows for straightforward integration of multi-population analysis, method and sample-based concordance metrics, and signals of selection
Analysis of 2D homogeneous space solutions of the seismoelectric P-SV-TM mode for interferometric purposes
No full textSeismic and electromagnetic imaging methods both provide the geophysicist with different types of medium parameters. Seismic methods are sensitive to the elastic properties of the medium, while electromagnetic methods are sensitive to the electric properties. In porous-saturated media, these two wave fields occur as a coupled system, which is known as 'seismoelectrics'. This coupling is caused by physical interactions at the grain surface boundary and is a function of several medium parameters, such as dynamic permeability. This medium parameter is valuable to the oil and gas industry, as well to the field of hydrology. By conducting a seismoelectric survey it would theoretically be possible to provide an extra control on this medium parameter. However, both practice and theory have shown that this coupling mechanism also results in a low signal-to-noise ratio. A possible solution to this problem would be to apply interferometric Green's retrieval, which is a technique based on stacking of cross-correlated data. This approach has been proved successful for the SH-TE mode in 1D. The SH-TE mode forms together with the P-SV-TM mode, the total seismoelectric system. In this thesis the first steps are taken towards the proof that this technique could also work for the P-SV-TM mode of the system. This is supported by a modelling experiment of 2D homogeneous space solutions of the seismoelectric P-SV-TM mode for different configurations. This analysis turned out that the unwanted artefacts observed in the interferometric retrieval are generated by cross-correlations between P-waves and SV-waves.IDEA League Joint Master's in Applied GeophysicsGeoscience & EngineeringCivil Engineering and Geoscience
Weakening and warming of the European Slope Current since the late 1990s attributed to basin-scale density changes
No full textOceanic influences on shelf seas are mediated by flow along and across continental slopes, with consequences for regional hydrography and ecosystems. Here we present evidence for the variable North Atlantic influence on European shelf seas over the last four decades, using ocean analysis and reanalysis products, and an eddy-resolving ocean model hindcast. To first order, flows oriented along isobaths at the continental slope are related to the poleward increase of density in the adjacent deep ocean that supports a geostrophic inflow towards the slope. In the North Atlantic, this density gradient and associated inflow has undergone substantial, sometimes abrupt, changes in recent decades. Inflow in the range 10–15 Sv is identified with eastward transport in temperature classes at 30° W, in the latitude range 45–60° N. Associated with major subpolar warming around 1997, a cool and fresh branch of the Atlantic inflow was substantially reduced, while a warm and more saline inflow branch strengthened, with respective changes of the order 5 Sv. Total inflow fell from ~ 15 Sv pre-1997 to ~ 10 Sv post-1997. In the model hindcast, particle tracking is used to trace the origins of poleward flows along the continental slope to the west of Ireland and Scotland, before and after 1997. Backtracking particles up to 4 years, a range of subtropical and subpolar pathways is identified from a statistical perspective. In broad terms, cold, fresh waters of subpolar provenance were replaced by warm, saline waters, of subtropical provenance. These changes have major implications for the downstream shelf regions that are strongly influenced by Atlantic inflow, the northern North Sea in particular, where “subtropicalization” of ecosystems has already been observed since the late 1990s
The response of SV-HFO cells to Ti6Al7Nb surfaces modified by Plasma Electrolytic Oxidation
No full textThe aim of this study was to assess the response of preosteoblasts (SV-HFO), from adhesion to matrix mineralization, on Ti6Al7Nb surfaces modified by plasma electrolytic oxidation (PEO). Two different surfaces have been generated by changing the oxidation duration from 1 to 5 minutes. The resultant (PEO1 and PEO5) surfaces showed uniform porous topographies with pores mostly in the submicron range and a mixture of anatase and rutile TiO2 phases. However, the average surface roughness, maximum peak-to-valley height, pore size and Ca/P ratio increased with oxidation time whereas pore density and surface porosity decreased. On the PEO1 surface SV-HFO cells attached and spread easily using the pores as anchoring sites for their extensions and showing cell-cell contact after 48 hours. The larger pores protruding from the PEO5 surface suppressed cell adhesion. Deposition of extracellular matrix started earlier on the PEO1 surface and after 21 incubation days a net-like structure well integrated with the porous surface was visible. Matrix mineralization was evidenced on both surfaces after 21 days. However, more uniform mineralized areas were observed on the PEO1 surface whereas an accelerated mineralization was noticed after 14 days on the PEO5 surface. In conclusion, by varying only one PEO process condition, significant changes occurred on the surface of Ti6Al7Nb alloy, which influenced both the early and late response of SV-HFO cells. The observed surface-induced effects indicated that surfaces produced at shorter oxidation time may be more beneficial for early osteogenesis.BMEBioMechanical EngineeringMechanical, Maritime and Materials Engineerin
Pysim-sv: a package for simulating structural variation data with GC-biases
No full textBackground: Structural variations (SVs) are wide-spread in human genomes and may have important implications in disease-related and evolutionary studies. High-throughput sequencing (HTS) has become a major platform for SV detection and simulation serves as a powerful and cost-effective approach for benchmarking SV detection algorithms. Accurate performance assessment by simulation requires the simulator capable of generating simulation data with all important features of real data, such GC biases in HTS data and various complexities in tumor data. However, no available package has systematically addressed all issues in data simulation for SV benchmarking. Results: Pysim-sv is a package for simulating HTS data to evaluate performance of SV detection algorithms. Pysim-sv can introduce a wide spectrum of germline and somatic genomic variations. The package contains functionalities to simulate tumor data with aneuploidy and heterogeneous subclones, which is very useful in assessing algorithm performance in tumor studies. Furthermore, Pysim-sv can introduce GC-bias, the most important and prevalent bias in HTS data, in the simulated HTS data. Conclusions: Pysim-sv provides an unbiased toolkit for evaluating HTS-based SV detection algorithms.National Key Basic Research Project of China [2015CB856000]; National Natural Science Foundation of China [11471022, 71532001]; Recruitment Program of Global Youth Experts of ChinaSCI(E)ARTICLE1
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