Search results for "Stochastic"

MDA: a MATLAB-based program for morphospace-disparity analysis

2003

A MATLAB® program that examines patterns of state-space occupation is described. Four subroutines are available with which to visualize morphospace patterns: (i) in terms of their features such as dispersion, aggregation and location, thereby allowing users to extract complementary quantitative information about how the state-space is structured, and (ii) in terms of changes in those patterns that can be compared with other biotic (e.g., extinction, origination rates) or abiotic (e.g., environmental proxy) information. The program incorporates many of the latest and most widely used statistical parameters for describing multivariate spaces. The parameters are estimated on the basis of boots…

Climate Data Records of Vegetation Variables from Geostationary SEVIRI/MSG Data: Products, Algorithms and Applications

2019

The scientific community requires long-term data records with well-characterized uncertainty and suitable for modeling terrestrial ecosystems and energy cycles at regional and global scales. This paper presents the methodology currently developed in EUMETSAT within its Satellite Application Facility for Land Surface Analysis (LSA SAF) to generate biophysical variables from the Spinning Enhanced Visible and InfraRed Imager (SEVIRI) on board MSG 1-4 (Meteosat 8-11) geostationary satellites. Using this methodology, the LSA SAF generates and disseminates at a time a suite of vegetation products, such as the leaf area index (LAI), the fraction of the photosynthetically active radiation absorbed …

Comparing binary logistic regression and stochastic gradient boosting techniques in debris-flows susceptibility modelling: application in North-Easte…

2013

Debt Sustainability and Fiscal Space in a Heterogeneous Monetary Union: Normal Times Vs the Zero Lower Bound

2020

In this paper we study fiscal policy effects and fiscal space for countries in a monetary union with different levels of public debt. We develop a dynamic stochastic general equilibrium (DSGE) model of a two-country monetary union, calibrated to match the characteristics of Spain and Germany, in which debt sustainability is endogenously determined a la Bi (2012) to shape the responses of the risk premium on public debt. Policy shocks change the market’s expectation about future primary surplus, producing a direct effect on the sovereign risk premium and macroeconomic responses of the economy. In normal times the costs of a government spending driven fiscal consolidation in the high-debt cou…

Multivariate Gaussian criteria in SMAA

2006

Abstract We consider stochastic multicriteria decision-making problems with multiple decision makers. In such problems, the uncertainty or inaccuracy of the criteria measurements and the partial or missing preference information can be represented through probability distributions. In many real-life problems the uncertainties of criteria measurements may be dependent. However, it is often difficult to quantify these dependencies. Also, most of the existing methods are unable to handle such dependency information. In this paper, we develop a method for handling dependent uncertainties in stochastic multicriteria group decision-making problems. We measure the criteria, their uncertainties and…

Stochastic multicriteria acceptability analysis using the data envelopment model

2006

Abstract Data envelopment analysis (DEA) and stochastic multicriteria acceptability analysis (SMAA-2) are methods for evaluating alternatives based on multiple criteria. While DEA is mainly an ex-post tool used for classifying alternatives into efficient and inefficient ones, SMAA-2 is an ex-ante tool for supporting multiple criteria decision-making. Both methods use a kind of value function where the importance of criteria is modeled using weights. Unlike many other methods, neither DEA nor SMAA-2 requires decision-makers’ weights as input. Instead, these so-called non-parametric methods explore the weight space in order to identify weights favorable for each alternative. This paper introd…

Decision support for centralizing cargo at a Moroccan airport hub using stochastic multicriteria acceptability analysis

2010

The geographical location of Morocco places it at the heart of important sea, air, rail and motorway transport routes between four continents. In this study we evaluate different alternatives to centralize multimodal cargo at a Moroccan airport hub. The choice depends on different socio-economical criteria, the geographical location, and the environmental impacts. Some of the criteria can be measured quantitatively, while for others only qualitative assessment is feasible. Furthermore, significant uncertainty is present in both the criteria measurements and the preferences. We aided this decision process using Stochastic Multicriteria Acceptability Analysis (SMAA). SMAA is a method that all…

GW170817: Implications for the Stochastic Gravitational-Wave Background from Compact Binary Coalescences

2018

The LIGO Scientific and Virgo Collaborations have announced the first detection of gravitational waves from the coalescence of two neutron stars. The merger rate of binary neutron stars estimated from this event suggests that distant, unresolvable binary neutron stars create a significant astrophysical stochastic gravitational-wave background. The binary neutron star background will add to the background from binary black holes, increasing the amplitude of the total astrophysical background relative to previous expectations. In the Advanced LIGO-Virgo frequency band most sensitive to stochastic backgrounds (near 25 Hz), we predict a total astrophysical background with amplitude $\Omega_{\rm…

Stochastic dynamics of nonlinear systems with a fractional power-law nonlinear term: The fractional calculus approach

2011

Fractional power-law nonlinear drift arises in many applications of engineering interest, as in structures with nonlinear fluid viscous–elastic dampers. The probabilistic characterization of such structures under external Gaussian white noise excitation is still an open problem. This paper addresses the solution of such a nonlinear system providing the equation governing the evolution of the characteristic function, which involves the Riesz fractional operator. An efficient numerical procedure to handle the problem is also proposed.

Gaussian and non-Gaussian stochastic sensitivity analysis of discrete structural systems

2000

Abstract The derivatives of the response of a structural system with respect to the system parameters are termed sensitivities. They play an important role in assessing the effect of uncertainties in the mathematical model of the system and in predicting changes of the response due to changes of the design parameters. In this paper, a time domain approach for evaluating the sensitivity of discrete structural systems to deterministic, as well as to Gaussian or non-Gaussian stochastic input is presented. In particular, in the latter case, the stochastic input has been assumed to be a delta-correlated process and, by using Kronecker algebra extensively, cumulant sensitivities of order higher t…