Search results for "EDAS"
showing 10 items of 90 documents
Salix breviserrata Flod., novedad para la flora palentina
2016
Hemos encontrado una pequeña población del sauce rastrero Salix breviserrata Flod., novedad para la provincia de Palencia. Esta localización representa el emplazamiento más meridional de la corología global de este taxon alpino, que alcanza el norte de la Península Ibérica. S. breviserrata está catalogado como Vulnerable en la Lista Roja de la flora vascular española, lo que afianza el ya conocido valor florístico del entorno del macizo de Valdecebollas (Palencia, España). We found a small formation of brushes and low scrubs willow dominated by Salix breviserrata Flod., new taxon for the province of Palencia. This location represents the southernmost of the global chorology of this alpine s…
Signal-to-noise ratio in reproducing kernel Hilbert spaces
2018
This paper introduces the kernel signal-to-noise ratio (kSNR) for different machine learning and signal processing applications}. The kSNR seeks to maximize the signal variance while minimizing the estimated noise variance explicitly in a reproducing kernel Hilbert space (rkHs). The kSNR gives rise to considering complex signal-to-noise relations beyond additive noise models, and can be seen as a useful signal-to-noise regularizer for feature extraction and dimensionality reduction. We show that the kSNR generalizes kernel PCA (and other spectral dimensionality reduction methods), least squares SVM, and kernel ridge regression to deal with cases where signal and noise cannot be assumed inde…
Permutation Tests in Linear Regression
2015
Exact permutation tests are available only in rather simple linear models. The problem is that, although standard assumptions allow permuting the errors of the model, we cannot permute them in practice, because they are unobservable. Nevertheless, the residuals of the model can be permuted. A proof is given here which shows that it is possible to approximate the unobservable permutation distribution where the true errors are permuted by permuting the residuals. It is shown that approximation holds asymptotically and almost surely for certain quadratic statistics as well as for statistics which are expressible as the maximum of appropriate linear functions. The result is applied to testing t…
Una llamativa pieza reacuñada de la ceca Carissa (Cortijo de Carija, Cádiz)
2014
Se documenta un curioso ejemplar pesado cuya noved ad, además de la pieza en sí, la representan los dos glóbulos observables detrás de la cabeza galeada y que encontramos en el anverso. Estos glóbulos, concebidos como marca de v alor, pudieron ser del cuño original del anverso o, en su caso, de una pieza anterior a una reacuñación; aunque, finalmente, cabría otra posibilidad y que descartamos en este artículo: un nuevo valor a añadir, como un “As” o una “Unidad”, para la entonces ceca gaditana de Carissa . We present a curious heavy specimen whose novelty resides, besides the piece itself, in the two noticeable pellets behind the galley pro w on obverse. These pellets, conceived as a mark o…
The Valencia Eustress-Distress Appraisal Scale (VEDAS): Validation of the Italian Version
2018
© 2018 by the authors. The aim of this study is to validate the Italian version of the Valencia Eustress-Distress Appraisal Scale (VEDAS). Two hundred and thirty-two Italian workers were involved in the study. Dimensionality, reliability, and concurrent validity were analyzed. Confirmatory factor analysis supported a four-dimensional structure. In addition, the Italian version of the scale showed good internal consistency and validity. The results indicate that the Italian version of the VEDAS is a valid instrument for measuring eustress and distress appraisal in the Italian context. ispartof: SUSTAINABILITY vol:10 issue:11 status: published
Volatility Transmission Models: A Survey
2005
This study reviews the literature on volatility transmission in order to determine what we have learnt about the different methodologies applied. In particular, GARCH, regime switching and stochastic volatility models are analysed. In addition, this study covers several concrete aspects such as their scope of application, the overlapping problem, the concept of efficiency and asymmetry modelling. Finally, emerging topics and unanswered questions are identified, serving as an agenda for future research.
A raíz de un divisor argénteo de probable atribución a Malaka aparecido junto a un tartemorion gaditano en Cástulo
2015
Este artículo documenta el hallazgo fortuito de un divisor de plata posiblemente atribuible a Malaka que apareció junto a un tartemo rion de Gadir en las inmediaciones de la ciudad ibero-romana de Cástulo, en el Cortijo de Ca zlona (Linares, Jaén). El hallazgo de estas dos piezas juntas, nos indica que ambas fueron cont emporáneas tanto en su circulación como, muy quizás, en su acuñación. Asimismo, el artículo recoge todos los ejemplares de divisores de plata y asignados a Malaka conocidos hasta el momen to. Finalmente, se acomete una primera aproximación de la seriación y de los cuños utiliza dos para dichas monedas. This paper documents the fortuitous discovery of a silver fraction, possi…
On the modern use of the bòvedas tabicadas
2009
The paper concerns the study of the so-called “bòvedas tabicadas” (i.e. thin vaults constituted by layers of “rasillas” suitably superimposed) based on the results obtained by specific experimental investigations effected on the material of which they are constituted as well as on a vault that is still working. In particular, aim of the present research is the implementation of a first analysis of the structure in its present configuration (often unusable), with the purpose to evaluate the real structure serviceability related to the prescribed intensity of the acting loads, and moreover the execution of a new second analysis of the same structure but suitably reinforced by placing further …
Prevalenza dell'infezione tubercolare latente e fattori di rischio associati in studenti di area sanitaria. Risultati preliminari di uno studio multi…
2017
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Volatility co-movements: a time scale decomposition analysis
2014
In this paper we are interested in detecting contagion from US to European stock market volatilities in the period immediately after the Lehman Brothers’ collapse. The analysis, based on a factor decomposition of the covariance matrix of implied and realized volatilities, is carried for different sub-samples (identified as normal and crisis periods) and across different (high) frequency bands. In particular, the analysis is split in two stages. In the first stage, we retrieve the time series of wavelet coefficients for each volatility series for high frequency scales, using the Maximal Overlapping Discrete Wavelet transform and, in a second stage, we apply Maximum Likelihood for a factor de…