Search results for "weibull"

showing 10 items of 57 documents

The Legacy and the Tyranny of Time: Exit and Re-Entry of Sovereigns to International Capital Markets

2018

We use a novel continuous-time Weibull model (without and) with a change-point in the duration dependence parameter to investigate the duration of the exit and re-entry of sovereigns to international capital markets. Relying on annual data for a large panel of countries over the period 1970-2011, we find that, as the reputation of debtor countries as good (bad) borrowers solidifies over time, those episodes are more likely to end - i.e. the "legacy of time". Debtor countries can take advantage of the "benefit of doubt" of creditors during short exit spells. However, when exits are long and the reputation as a bad borrower emerges, no more "complacency" makes it more difficult for them to bo…

Economics and EconometricsGovernment050208 financeHaircutCreditormedia_common.quotation_subject05 social sciencesSettore SECS-P/02 Politica EconomicaDuration dependenceDebtorMonetary economicsInternational capital marketMarket economyAccounting0502 economics and businessEconomicsinternational capital markets re-entry and exit continuous-time Weibull model duration dependence change-point.050207 economicsDuration (project management)FinanceReputationmedia_commonJournal of Money, Credit and Banking
researchProduct

Generalized feed-forward based method for wind energy prediction

2013

Abstract Even though a number of new mathematical functions have been proposed for modeling wind speed probability density distributions, still the Weibull function continues to be the most commonly used model in the literature. Therefore, the parameters of this function are still widely used to obtain typical wind probability density distributions for finding the wind energy potential by researchers, engineers and designers. Once long-term average of Weibull function’s parameters are known, then the probability density distributions can easily be obtained. Artificial neural network (ANN) can be used as alternative to analytical approach as ANN offers advantages such as no required knowledg…

EngineeringWind powerArtificial neural networkbusiness.industryMechanical EngineeringProbability density functionBuilding and ConstructionFunction (mathematics)Management Monitoring Policy and LawTurbineWind speedGeneral EnergyStatisticsApplied mathematicsbusinessPhysics::Atmospheric and Oceanic PhysicsEnergy (signal processing)Weibull distributionApplied Energy
researchProduct

Real-time parameter estimation of Zika outbreaks using model averaging

2017

SUMMARYEarly prediction of the final size of any epidemic and in particular for Zika disease outbreaks can be useful for health authorities in order to plan the response to the outbreak. The Richards model is often been used to estimate epidemiological parameters for arboviral diseases based on the reported cumulative cases in single- and multi-wave outbreaks. However, other non-linear models can also fit the data as well. Typically, one follows the so called post selection estimation procedure, i.e., selects the best fitting model out of the set of candidate models and ignores the model uncertainty in both estimation and inference since these procedures are based on a single model. In this…

EpidemiologyComputer science030231 tropical medicineEPIDEMICSInferenceZika virusDisease OutbreaksSet (abstract data type)03 medical and health sciences0302 clinical medicineZIKA VIRUS MODEL AVERAGING REAL-TIME PREDICTIONS EPIDEMICS COLOMBIAStatisticsHumans030212 general & internal medicineCitiesSelection (genetic algorithm)Weibull distributionEstimationMODEL AVERAGINGTime parameterbiologyZika Virus InfectionIncidenceOutbreakModels Theoreticalbiology.organism_classificationOriginal PapersREAL-TIME PREDICTIONSInfectious DiseasesNonlinear DynamicsZIKA VIRUSCOLOMBIA
researchProduct

Reduced reference 3D mesh quality assessment based on statistical models

2015

International audience; During their geometry processing and transmission 3D meshes are subject to various visual processing operations like compression, watermarking, remeshing, noise addition and so forth. In this context it is indispensable to evaluate the quality of the distorted mesh, we talk here about the mesh visual quality (MVQ) assessment. Several works have tried to evaluate the MVQ using simple geometric measures, However this metrics do not correlate well with the subjective score since they fail to reflect the perceived quality. In this paper we propose a new objective metric to evaluate the visual quality between a mesh with a perfect quality called reference mesh and its dis…

Gamma distribution[ INFO ] Computer Science [cs]Kullback–Leibler divergenceKullback-Leibler divergencestatistical modelingContext (language use)02 engineering and technologyhuman visual systemDatabases[SPI]Engineering Sciences [physics][ SPI ] Engineering Sciences [physics]0202 electrical engineering electronic engineering information engineeringcomputational geometryPolygon mesh[INFO]Computer Science [cs]Divergence (statistics)MathematicsComputingMethodologies_COMPUTERGRAPHICSVisualizationbusiness.industry020207 software engineeringStatistical modelPattern recognitionstatistical distributionsDistortionGeometry processing3D triangle mesh[ SPI.TRON ] Engineering Sciences [physics]/Electronicsimage processing[SPI.TRON]Engineering Sciences [physics]/ElectronicsHuman visual system modelMetric (mathematics)Solid modelingThree-dimensional displays020201 artificial intelligence & image processingDistortion measurementWeibull distributionArtificial intelligencebusinessobjective metricQuality assessment
researchProduct

Rainfall erosivity over the Calabrian region

1997

Abstract Following the results of a study carried out for the neighbouring Sicilian region, this paper reports a study of the applicability of the annual value, Faj, of the Arnouldus index to represent the erosion risk in Calabrian region. Firstly, By using 214 values of the mean annual value of the erosivity index, FF, and a Kriging interpolation method, an isoerosivity map is plotted. Then, in order to predict the erosion risk for an event of any return period, the probability distribution of the Faj index is studied. An in situ statistical analysis, carried out by using candidate distributions with two parameters (Gauss, LN2, EV1 and Weibull distribution), showed that the EV1 and LN2 law…

HydrologyReturn periodIndex (economics)Distribution (mathematics)KrigingStatisticsProbability distributionEmpirical distribution functionWater Science and TechnologyWeibull distributionMathematicsEvent (probability theory)Hydrological Sciences Journal
researchProduct

Global factors, uncertainty, weather conditions and energy prices: On the drivers of the duration of commodity price cycle phases

2020

We investigate the role of global factors in explaining the length of commodity price cycle phases, using a continuous-time Weibull duration model and data for a panel of 33 countries over the period 1980Q1-2015Q4. We find evidence of increasing (constant) positive duration dependence for commodity price booms and busts (normal time spells). Global macroeconomic conditions - in particular, inflation, economic policy uncertainty and monetary policy actions - significantly affect the duration of all commodity price cycle phases. Global environmental conditions also impact the duration of commodity price booms, with a rise in average temperature (rainfall) increasing (reducing) their length. A…

InflationEconomics and Econometrics020209 energymedia_common.quotation_subjectCommodity price cycles Continuous-time Weibull model Global factors05 social sciencesMonetary policySettore SECS-P/02 Politica EconomicaDuration dependence02 engineering and technologyMonetary economicsBoomGeneral Energy13. Climate action8. Economic growth0502 economics and business0202 electrical engineering electronic engineering information engineeringEconomics050207 economicsDuration (project management)Commodity (Marxism)media_commonEnergy Economics
researchProduct

ECONOMIC ACTIVITY, CREDIT MARKET CONDITIONS, AND THE HOUSING MARKET

2017

In this paper, we assess the characteristics of the housing market and its main determinants. Using data for 20 industrial countries over the period 1970Q1–2012Q2 and a discrete-time Weibull duration model, we find that the likelihood of the end of a housing boom or a housing bust increases over time. Additionally, we show that the different phases of the housing market cycle are strongly dependent on the economic activity, but credit market conditions are particularly important in the case of housing booms. The empirical findings also indicate that although housing booms have similar lengths in European and non-European countries, housing busts are typically shorter in European countries. …

MacroeconomicsEconomics and Econometrics050208 finance05 social sciencesMonetary policyDuration dependenceSettore SECS-P/02 Politica EconomicaHousing Booms and BustBoomHazardDuration DependenceCubic SplineBust0502 economics and businessEconomicsWeibull ModelBond market050207 economicsDuration (project management)Duration Analysi
researchProduct

Microstructure Design for Fast Lifetime Measurements of Magnetic Tunneling Junctions

2019

The estimation of the reliability of magnetic field sensors against failure is a critical point concerning their application for industrial purposes. Due to the physical stochastic nature of the failure events, this can only be done by means of a statistical approach which is extremely time consuming and prevents a continuous observation of the production. Here, we present a novel microstructure design for a parallel measurement of the lifetime characteristics of a sensor population. By making use of two alternative designs and the Weibull statistical distribution function, we are able to measure the lifetime characteristics of a CoFeB/MgO/CoFeB tunneling junction population. The main param…

Materials science530 PhysicsPopulationMgO02 engineering and technologylcsh:Chemical technology01 natural sciencesBiochemistryArticleAnalytical Chemistrytunneling barrierstressCritical point (thermodynamics)sensor0103 physical sciencesElectronic engineeringlcsh:TP1-1185Electrical and Electronic EngineeringeducationInstrumentationWeibull distribution010302 applied physicseducation.field_of_studyreliabilityTime evolutionFailure rate021001 nanoscience & nanotechnologyMicrostructure530 PhysikAtomic and Molecular Physics and OpticsMagnetic fieldfailureDistribution functionTMRWeibull0210 nano-technologyMTJSensors (Basel, Switzerland)
researchProduct

White Etching Crack Root Cause Investigations

2014

White etching crack (WEC) failure is distinct to classical fatigue and driven by the composition of lubricants under special loading conditions; for example, slippage and electricity. The white etching area (WEA) within WEC contains carbon supersaturated ferrite (bcc-iron) and carbides, with a size of a few nanometers. This article presents investigations supporting the hypothesis that WEC processes start within a failure-free period by successive accumulation of a structural distortion. This can be measured by acoustic emission. Failure statistics show a steep ascent in the Weibull diagram (s values beyond 1) leading to the assumption that WEC processes start unsuspicious, as one would see…

Materials scienceMechanical EngineeringMetallurgychemistry.chemical_elementSurfaces and InterfacesSurfaces Coatings and FilmsCarbideAcoustic emissionchemistryMechanics of MaterialsEtching (microfabrication)DistortionFerrite (iron)SlippageComposite materialCarbonWeibull distributionTribology Transactions
researchProduct

The Effect of Damage and Geometrical Variability on the Tensile Strength Distribution of Flax Fibers

2010

Natural fibers of plant origin are finding non-traditional applications as reinforcement of composite materials. The mechanical properties of fibers exhibit considerable scatter, being affected by the natural variability in plant as well as the damage accumulated during processing. For bast fibers, the primary damage mode is kink bands – zones of misaligned cellulose microfibrils extending across the fiber and oriented roughly perpendicularly to its axis. Another feature typical for natural fibers and contributing to the scatter of fiber strength is the variability of diameter along a fiber length and among the fibers. An analytical expression for the distribution of the longitudinal tensil…

Materials scienceMechanical EngineeringPhysics::Opticslaw.inventionDistribution functionOptical microscopeMechanics of MaterialslawUltimate tensile strengthBast fibrePerpendicularGeneral Materials ScienceFiberComposite materialDistribution (differential geometry)Weibull distributionKey Engineering Materials
researchProduct