Search results for "uncertainty."
showing 10 items of 972 documents
A segmented regression model for event history data: an application to the fertility patterns in Italy
2009
We propose a segmented discrete-time model for the analysis of event history data in demographic research. Through a unified regression framework, the model provides estimates of the effects of explanatory variables and jointly accommodates flexibly non-proportional differences via segmented relationships. The main appeal relies on ready availability of parameters, changepoints, and slopes, which may provide meaningful and intuitive information on the topic. Furthermore, specific linear constraints on the slopes may also be set to investigate particular patterns. We investigate the intervals between cohabitation and first childbirth and from first to second childbirth using individual data …
A multi-scale approach for testing and detecting peaks in time series
2020
An approach is presented that combines a statistical test for peak detection with the estimation of peak positions in time series. Motivated by empirical observations in neuronal recordings, we aim at investigating peaks of different heights and widths. We use a moving window approach to compare the differences of estimated slope coefficients of local regression models. We combine multiple windows and use the global maximum of all different processes as a test statistic. After rejection, a multiple filter algorithm combines peak positions estimated from multiple windows. Analysing neuronal activity recorded in anaesthetized mice, the procedure could identify significant differences between …
Flexible latent trait aggregation to analyze employability after the Ph.D. in Italy
2015
The analysis of satisfaction, employability and economic perspectives after the Ph.D. in Italy has not received adequate attention in the past, especially in terms of comparison among universities. To analyze these aspects, in this paper we consider data from the survey ‘Statistica in TEma di Laureati e LAvoro’ on doctors who achieved the title on 2007, 2008 and 2009 [CILEA, Laureati STELLA, indagine occupazionale post-dottorato, dottori di ricerca 2007–2008, Tech. Rep., CILEA, Segrate, 2010; CILEA,Laureati STELLA, indagine occupazionale post-dottorato, dottori di ricerca 2008–2009, Tech. Rep., CILEA, Segrate, 2011]. To deal with the complex, multidimensional nature of the concept, we propo…
Spectral characteristics of steady-state Lévy flights in confinement potential profiles
2016
The steady-state correlation characteristics of superdiffusion in the form of Levy flights in one-dimensional confinement potential profiles are investigated both theoretically and numerically. Specifically, for Cauchy stable noise we calculate the steady-state probability density function for an infinitely deep rectangular potential well and for a symmetric steep potential well of the type U(x)∞x2m. For these potential profiles and arbitrary Levy index α, we obtain the asymptotic expression of the spectral power density.
Juggler's exclusion process
2012
Juggler's exclusion process describes a system of particles on the positive integers where particles drift down to zero at unit speed. After a particle hits zero, it jumps into a randomly chosen unoccupied site. We model the system as a set-valued Markov process and show that the process is ergodic if the family of jump height distributions is uniformly integrable. In a special case where the particles jump according to a set-avoiding memoryless distribution, the process reaches its equilibrium in finite nonrandom time, and the equilibrium distribution can be represented as a Gibbs measure conforming to a linear gravitational potential.
Recent applications of point process methods in forestry statistics
2000
Forestry statistics is an important field of applied statistics with a long tradition. Many forestry problems can be solved by means of point processes or marked point processes. There, the "points" are tree locations and the "marks" are tree characteristics such as diameter at breast height or degree of damage by environmental factors. Point pro- cess characteristics are valuable tools for exploratory data analysis in forestry, for describing the variability of forest stands and for under- standing and quantifying ecological relationships. Models of point pro- cesses are also an important basis of modern single-tree modeling, that gives simulation tools for the investigation of forest stru…
Tests for real and complex unit roots in vector autoregressive models
2014
The article proposes new tests for the number of real and complex unit roots in vector autoregressive models. The tests are based on the eigenvalues of the sample companion matrix. The limiting distributions of the eigenvalues converging to the unit eigenvalues turn out to be of a non-standard form and expressible in terms of Brownian motions. The tests are defined such that the null distributions related to eigenvalues +/-1 are the same. The tests for the unit eigenvalues with nonzero imaginary part are defined independently of the angular frequency. When the tests are adjusted for deterministic terms, the null distributions usually change. Critical values are tabulated via simulations. Al…
Stochastic acceleration in generalized squared Bessel processes
2015
We analyze the time behavior of generalized squared Bessel processes, which are useful for modeling the relevant scales of stochastic acceleration problems. These nonstationary stochastic processes obey a Langevin equation with a non-Gaussian multiplicative noise. We obtain the long-time asymptotic behavior of the probability density function for non-Gaussian white and colored noise sources. We find that the functional form of the probability density functions is independent of the statistics of the noise source considered. Theoretical results are in good agreement with those obtained by numerical simulations of the Langevin equation with pulse noise sources.
Stochastic Scheduling of Production Orders Under Uncertainty
2018
This paper attempts to solve the problem of searching minimum production order completion time variants by means of stochastic logical structures with all cost curve descent points and corresponding minimum-cost schedules. The analysis presented in this paper considers scheduling of unique and small batch production, predominantly to order, which accounts for changing requirements of the customer, the complexity and long production process makespan including its technical preparation. Scheduling of production order was performed by means of GAN networks and employed the concept of soft relations. The cost/time relation analysis is based on two-node network models using the cost curve. A new…
The impact of economic and policy uncertainty shocks in Spain
2020
The purpose of this research is to quantify the impact of economic uncertainty shocks in Spain by using a structural vector autoregression (SVAR) approach with data from the first quarter of 2001 u...