Search results for "Threshold model"
showing 3 items of 3 documents
A critical empirical study of three electricity spot price models
2012
We conduct an empirical analysis of three recently proposed and widely used models for electricity spot price process. The first model, called the jump-diffusion model, was proposed by Cartea and Figueroa (2005), and is a one-factor mean-reversion jump-diffusion model, adjusted to incorporate the most important characteristics of electricity prices. The second model, called the threshold model, was proposed by Roncoroni (2002) and further developed by Geman and Roncoroni (2006), and is an exponential Ornstein–Uhlenbeck process driven by a Brownian motion and a state-dependent compound Poisson process. It is designed to capture both statistical and pathwise properties of electricity spot pri…
Estimation of genetic and phenotypic parameters for bacteriological status of the udder,somatic cell score,and milk yield in dairy sheep using a thre…
2013
Abstract The objective of this study was to estimate the genetic parameters for infection status (INF), as indicator of mastitis, SCS (i.e., log-transformed SCC), and milk yield (MY), by using a Gibbs sampling algorithm. The data comprised 17,843 test-day records of 2040 ewes. The pedigree file included 2948 animals. A bivariate variance component analysis was performed using the TM software. Fixed effects considered in the analysis were litter size, parity, flock by test-day interaction, year by season of lambing interaction, and stage of lactation; whereas the animal, and the permanent environmental effect within and across lactations were considered as random as well as the error. Flat p…
Evidence of stochastic resonance in the mating behavior of Nezara viridula (L.)
2008
We investigate the role of the noise in the mating behavior between individuals of Nezara viridula (L.), by analyzing the temporal and spectral features of the non-pulsed type female calling song emitted by single individuals. We have measured the threshold level for the signal detection, by performing experiments with the calling signal at different intensities and analyzing the insect response by directionality tests performed on a group of male individuals. By using a sub-threshold signal and an acoustic Gaussian noise source, we have investigated the insect response for different levels of noise, finding behavioral activation for suitable noise intensities. In particular, the percentage…