Search results for "Serie"

A note on temperature effect estimate in mortality time series analysis

2004

Smooth and non-smooth traveling wave solutions of some generalized Camassa–Holm equations

2014

In this paper we employ two recent analytical approaches to investigate the possible classes of traveling wave solutions of some members of a recently-derived integrable family of generalized Camassa-Holm (GCH) equations. A recent, novel application of phase-plane analysis is employed to analyze the singular traveling wave equations of three of the GCH NLPDEs, i.e. the possible non-smooth peakon, cuspon and compacton solutions. Two of the GCH equations do not support singular traveling waves. The third equation supports four-segmented, non-smooth $M$-wave solutions, while the fourth supports both solitary (peakon) and periodic (cuspon) cusp waves in different parameter regimes. Moreover, sm…

Regular and singular pulse and front solutions and possible isochronous behavior in the short-pulse equation: Phase-plane, multi-infinite series and …

2014

In this paper we employ three recent analytical approaches to investigate the possible classes of traveling wave solutions of some members of a family of so-called short-pulse equations (SPE). A recent, novel application of phase-plane analysis is first employed to show the existence of breaking kink wave solutions in certain parameter regimes. Secondly, smooth traveling waves are derived using a recent technique to derive convergent multi-infinite series solutions for the homoclinic (heteroclinic) orbits of the traveling-wave equations for the SPE equation, as well as for its generalized version with arbitrary coefficients. These correspond to pulse (kink or shock) solutions respectively o…

The Euro-Dollar Exchange Rate: Is it Fundamental?

2002

In this paper we have applied two approaches to the study of the dollar real exchange rate in relation with the Euro-area currencies. First, using dynamic panel techniques, we estimate an error correction model for the dollar real exchange rate versus seven developed countries, four of them Euro-area members. Second, we aggregate the European variables and estimate a model for the Euro-dollar real exchange rate using time series techniques. After identification and model selection, the same specification can be adopted in the two cases, in an eclectic model including real interest rate and productivity differentials, together with relative fiscal policy and net foreign asset positions. This…

Block Bootstrap Methods and the Choice of Stocks for the Long Run

2011

Financial advisors commonly recommend that the investment horizon should be rather long in order to benefit from the "time diversification". In this case, in order to choose the optimal portfolio, it is necessary to estimate the risk and reward of several alternative portfolios over a long-run given a sample of observations over a short-run. Two interrelated obstacles in these estimations are lack of sufficient data and the uncertainty in the nature of the return generating process. To overcome these obstacles researchers rely heavily on block bootstrap methods. In this paper we demonstrate that the estimates provided by a block bootstrap method are generally biased and we propose two metho…

Exponential smoothing with covariates applied to electricity demand forecast

2013

Exponential smoothing methods are widely used as forecasting techniques in industry and business. Their usual formulation, however, does not allow covariates to be used for introducing extra information into the forecasting process. In this paper, we analyse an extension of the exponential smoothing formulation that allows the use of covariates and the joint estimation of all the unknowns in the model, which improves the forecasting results. The whole procedure is detailed with a real example on forecasting the daily demand for electricity in Spain. The time series of daily electricity demand contains two seasonal patterns: here the within-week seasonal cycle is modelled as usual in exponen…

Estimation of selected skin parameters during a series of beauty treatments in women with acne: a pilot study

2021

Background: Acne vulgaris occurs most often in young people and can significantly decrease the quality of life. Properly selected dermatological therapy and cosmetic procedures can effectively improve the skin condition of acne patients. Aim of the study: The aim of this study was to examine how various cosmetics treatments affect facial sebum levels, skin hydration, and desquamation in young women with acne vulgaris. Material and Methods: 101 women with acne aged 19–29 (M = 22.5 years, SD = 2.3 years) were included in the study. The following cosmetic treatments were used over a 12-week period: intensive pulsing light, alpha-hydroxy acids, cavitation peeling, non-needle mesotherapy, diamon…

Metabolism and fate of triazophos in rats

1976

The excretion patterns and tissue residues were determined after single and repeated oral dosing of rats with triazophos-14C Within 4 days after a single oral dose 76.3 % of the 14C was excreted in the urine and 21.0% in the faeces. After daily application for 12 days 69.5–83.4% of the label was eliminated in urine and 30.9–18.1 % in the faeces. Following prolonged application, however, elimination is distinctly slower. Distribution of radioactive residues in organs and tissue in both test series showed no appreciable or critical concentrations of radioactivity, with the exception of the gastrointestinal tract (contents and walls). Unchanged triazophos and l-phenyl-1,2,4-triazol-3-ol-3-14C …

Bayesian forecasting of demand time-series data with zero values

2013

This paper describes the development of a Bayesian procedure to analyse and forecast positive demand time-series data with a proportion of zero values and a high level of variability for the non-zero data. The resulting forecasts play decisive roles in organisational planning, budgeting, and performance monitoring. Exponential smoothing methods are widely used as forecasting techniques in industry and business. However, they can be unsuitable for the analysis of non-negative demand time-series data with the aforementioned features. In this paper, an unconstrained latent demand underlying the observed demand is introduced into the linear heteroscedastic model associated with the Holt-Winters…

David Malcolm Raup (1933-2015) at the starting point of a new paradigm for Palaeontology

2020

This is a tribute to the late David Malcolm Raup, one of the major palaeontologists of the second half of the 20 th century. In addition, it is a critical review of his outstanding contributions, mainly in the field of theoretical palaeontology: quantitative modelling, the introduction of probabilistic methods in palaeontology, as well as his great imagination to use techniques from other fields, such as insurance actuary. After a general outline of his youth, I present a general depiction of the main topics of his research as a palaeobiologist: morphology, the structure of the fossil record, evolution, and extinction. He covered areas ranging from the theoretical morphology of coiled shell…