Search results for "Exponent"
showing 10 items of 896 documents
Bayesian forecasting with the Holt–Winters model
2010
Exponential smoothing methods are widely used as forecasting techniques in inventory systems and business planning, where reliable prediction intervals are also required for a large number of series. This paper describes a Bayesian forecasting approach based on the Holt–Winters model, which allows obtaining accurate prediction intervals. We show how to build them incorporating the uncertainty due to the smoothing unknowns using a linear heteroscedastic model. That linear formulation simplifies obtaining the posterior distribution on the unknowns; a random sample from such posterior, which is not analytical, is provided using an acceptance sampling procedure and a Monte Carlo approach gives …
Improving demand forecasting accuracy using nonlinear programming software
2006
We address the problem of forecasting real time series with a proportion of zero values and a great variability among the nonzero values. In order to calculate forecasts for a time series, the model coefficients must be estimated. The appropriate choice of values for the smoothing parameters in exponential smoothing methods relies on the minimization of the fitting errors of historical data. We adapt the generalized Holt–Winters formulation so that it can consider the starting values of the local components of level, trend and seasonality as decision variables of the nonlinear programming problem associated with this forecasting procedure. A spreadsheet model is used to solve the problems o…
Model reduction techniques for the computation of extended Markov parameterizations for generalized Langevin equations
2021
Abstract The generalized Langevin equation is a model for the motion of coarse-grained particles where dissipative forces are represented by a memory term. The numerical realization of such a model requires the implementation of a stochastic delay-differential equation and the estimation of a corresponding memory kernel. Here we develop a new approach for computing a data-driven Markov model for the motion of the particles, given equidistant samples of their velocity autocorrelation function. Our method bypasses the determination of the underlying memory kernel by representing it via up to about twenty auxiliary variables. The algorithm is based on a sophisticated variant of the Prony metho…
Non-reversible Monte Carlo simulations of spin models
2011
Abstract Monte Carlo simulations are used to study simple systems where the underlying Markov chain satisfies the necessary condition of global balance but does not obey the more restrictive condition of detailed balance. Here, we show that non-reversible Markov chains can be set up that generate correct stationary distributions, but reduce or eliminate the diffusive motion in phase space typical of the usual Monte Carlo dynamics. Our approach is based on splitting the dynamics into a set of replicas with each replica representing a biased movement in reaction-coordinate space. This introduction of an additional bias in a given replica is compensated for by choosing an appropriate dynamics …
Irreversible Multilayer Adsorption
1993
Random sequential adsorption (RSA) models have been studied due to their relevance to deposition processes on surfaces. The depositing particles are represented by hard-core extended objects; they are not allowed to overlap. Numerical Monte Carlo studies and analytical considerations are reported for 1D and 2D models of multilayer adsorption processes. Deposition without screening is investigated, in certain models the density may actually increase away from the substrate. Analytical studies of the late stage coverage behavior show the crossover from exponential time dependence for the lattice case to the power law behavior in the continuum deposition. 2D lattice and continuum simulations r…
Time evolution of size and polydispersity of an ensemble of nanoparticles growing in the confined space of AOT reversed micelles by computer simulati…
2005
The time dependence of size and polydispersity of an ensemble of nanoparticles growing in the confined space of water-containing AOT reversed micelles has been investigated by computer simulations. It has been found that, in a wide time range, the mean nanoparticle size can be described by power laws whose exponent is critically dependent on the efficiency of the intermicellar material exchange process while the nanoparticle polydispersity increases with time. From the analysis of all the disentangled effects arising from the variation of internal and external parameters provided by simulations, useful suggestions for a better and rationale control of the nanoparticle synthetic procedure ar…
Time-Resolved Luminescence Characteristics of Cerium Doped YAG Nanocrystals
2007
Time-resolved luminescence characteristics have been studied for cerium doped YAG nanopowders (NP) and nanostructured ceramics (NC). The results obtained have been compared to the luminescence characteristics for the well studied YAG:Ce3+ single crystal (SC). It was detected that the luminescence decay kinetics of Ce3+ related emission in nanocrystals can be closely approximated by two exponents, whereas a single exponential decay was observed in the single crystal. It was also found that the luminescence decay time and light yield of Ce3+ emission are strongly dependent on the cerium concentration and an unusual concentration quenching of Ce3+ emission was observed in YAG nanocrystals. The…
Local Reinforcement Effect of a Strain Gauge Installation on Low Modulus Materials
2005
The reinforcement effect of electrical resistance strain gauges is well documented in the technical literature. In this paper the local reinforcement effect in tension is studied by using a simple theoretical model by considering a strain gauge mounted on a semi-infinite plate having the same width of the strain gauge and subjected to a uniaxial tension load. Neglecting the effect of the adhesive layer and considering the interface shear stress as an exponential distribution, the proposed model gives a closed-form solution. In detail, this model permits a simple formula to be obtained which allows the user to correct the local reinforcement effect provided that a proper calibration is perfo…
Simultaneous detection of tissue autofluorescence decay distribution and time-gated photo-bleaching rates
2015
ABSTRACT Experimental methodology for parallel measurements of in-vivo skin autofluorescence (AF) lifetimes and photo-bleaching dynamic has been developed and tested. The AF lifetime decay distributio ns were periodically collected from fixed tissue area with subsequent detection of the fluorescence intensity decrease dynamic at different time gates after the pulse excitation. Temporal distributions of human in-vivo skin AF lifetimes and bleaching kinetics were collected and analyzed by means of commercial time-corr elated single photon counting system. Keywords: TCSPC, skin autofluoresc ence, and photo-bleaching. 1. INTRODUCTION Laser induced time-resolved autofluorescence (AF) spectroscop…
Depth profiles of hardening in lithium fluoride irradiated with swift58Ni ions
2004
The changes of hardness and dislocation formation in LiF crystals irradiated with 630-MeV 58Ni ions up to a dose of 20 MGy were studied by microindentation and dislocation etching techniques. Above the threshold fluence of 2 × 1010 ions/cm2, a marked effect of hardening, which is related mainly to damage processes in the track core, has been observed. Its magnitude depends on ion fluence and energy loss. To investigate the depth distribution of hardening, indentation tests on crystal cross sections cleaved parallel to ion flux were performed. It has been found that the hardness change along the ion path correlates with the ion energy loss and reaches the highest value at the Bragg maximum. …