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Calibration Tools (calibration + tool)
Selected AbstractsStochastic Volatility Corrections for Interest Rate DerivativesMATHEMATICAL FINANCE, Issue 2 2004Peter Cotton We study simple models of short rates such as the Vasicek or CIR models, and compute corrections that come from the presence of fast mean-reverting stochastic volatility. We show how these small corrections can affect the shape of the term structure of interest rates giving a simple and efficient calibration tool. This is used to price other derivatives such as bond options. The analysis extends the asymptotic method developed for equity derivatives in Fouque, Papanicolaou, and Sircar (2000b). The assumptions and effectiveness of the theory are tested on yield curve data. [source] Simultaneous Quantitative Determination of Cadmium, Lead, and Copper on Carbon-Ink Screen-Printed Electrodes by Differential Pulse Anodic Stripping Voltammetry and Partial Least Squares RegressionELECTROANALYSIS, Issue 23 2008Michael Cauchi Abstract Water is a vital commodity for every living entity on the planet. However, water resources are threatened by various sources of contamination from pesticides, hydrocarbons and heavy metals. This has resulted in the development of concepts and technologies to create a basis for provision of safe and high quality drinking water. This paper focuses on the simultaneous quantitative determination of three common contaminants, the heavy metals cadmium, lead and copper. Multivariate calibration was applied to voltammograms acquired on in-house printed carbon-ink screen-printed electrodes by the highly sensitive electrochemical method of differential pulse anodic stripping voltammetry (DPASV). The statistically inspired modification of partial least squares (SIMPLS) algorithm was employed to effect the multivariate calibration. The application of data pretreatment techniques involving range-scaling, mean-centering, weighting of variables and the effects of peak realignment are also investigated. It was found that peak realignment in conjunction with weighting and SIMPLS led to the better overall root mean square error of prediction (RMSEP) value. This work represents significant progress in the development of multivariate calibration tools in conjunction with analytical techniques for water quality determination. It is the first time that multivariate calibration has been performed on DPASV voltammograms acquired on carbon-ink screen-printed electrodes. [source] On Constraining Pilot Point Calibration with Regularization in PESTGROUND WATER, Issue 6 2009Michael N. Fienen Ground water model calibration has made great advances in recent years with practical tools such as PEST being instrumental for making the latest techniques available to practitioners. As models and calibration tools get more sophisticated, however, the power of these tools can be misapplied, resulting in poor parameter estimates and/or nonoptimally calibrated models that do not suit their intended purpose. Here, we focus on an increasingly common technique for calibrating highly parameterized numerical models,pilot point parameterization with Tikhonov regularization. Pilot points are a popular method for spatially parameterizing complex hydrogeologic systems; however, additional flexibility offered by pilot points can become problematic if not constrained by Tikhonov regularization. The objective of this work is to explain and illustrate the specific roles played by control variables in the PEST software for Tikhonov regularization applied to pilot points. A recent study encountered difficulties implementing this approach, but through examination of that analysis, insight into underlying sources of potential misapplication can be gained and some guidelines for overcoming them developed. [source] Monitoring the fractionation of a whey protein isolate during dead-end membrane filtration using fluorescence and chemometric methodsBIOTECHNOLOGY PROGRESS, Issue 1 2010Rand Elshereef Abstract During membrane-based separation of proteins, changes in protein concentration of the permeate and retentate streams occurs over time. The current work proposes a new approach for monitoring the changes in concentrations of proteins in both permeate and retentate by making use of data collected using fluorescence spectroscopy and intrinsic protein fluorescence analyzed by multivariate statistical techniques. Whey protein isolate consists mainly of ,-lactalbumin (,-LA), ,-lactoglobulin (,-LG), and small proportion of bovine serum albumin (BSA) and was used as a model system in this study. A fiber optic probe (FOP) was used to acquire multiwavelength fluorescence spectra for permeate and retentate streams at different times during UF-based separation of the components from a multicomponent solution. Multivariate regression models were developed for predicting the concentrations of ,-LA, ,-LG, and BSA by establishing a calibration model between data acquired using the FOP and the corresponding protein concentration levels measured by size-exclusion chromatography. The model was validated using FOP data that were not previously used for calibration of the regression models. This comparison showed that concentrations of ,-LA, ,-LG, and BSA could be predicted directly from FOP data within reasonable accuracy by making use of multivariate calibration tools. This approach has several attractive features including that it is nondestructive, fast, and relatively simple to perform. This technique has potential practical applications as it could offer the opportunity for in situ monitoring of membrane filtration processes by tracking individual protein transmission and selectivity of fractionation. © 2009 American Institute of Chemical Engineers Biotechnol. Prog., 2010 [source] Three-dimensional CT angiography: A new technique for imaging microvascular anatomyCLINICAL ANATOMY, Issue 2 2007Ashley P. Tregaskiss Abstract To date there has been no satisfactory research method for imaging microvascular anatomy in three dimensions (3D). In this article we present a new technique that allows both qualitative and quantitative examination of the microvasculature in 3D. In 10 fresh cadavers (7 females, 3 males, mean age 68 years), selected arteries supplying the abdominal wall and back were injected with a lead oxide/gelatin contrast mixture. From these regions, 30 specimens were dissected free and imaged with a 16-slice spiral computed tomographic (CT) scanner. Using three-dimensional CT (3D-CT) angiography, reconstructions of the microvasculature of each specimen were produced and examined for their qualitative content. Two calibration tools were constructed to determine (1) the accuracy of linear measurements made with CT software tools, and (2) the smallest caliber blood vessel that is reliably represented on 3D-CT reconstructions. Three-dimensional CT angiography produced versatile, high quality angiograms of the microvasculature. Correlation between measurements made with electronic calipers and CT software tools was very high (Lin's concordance coefficient, 0.99 (95% CI 0.99,0.99)). The finest caliber of vessel reliably represented on the 3D-CT reconstructions was 0.4 mm internal diameter. In summary, 3D-CT angiography is a simple, accurate, and reproducible method that imparts a much improved perception of anatomy when compared with existing research methods. Measurement tools provide accurate quantitative data to aid vessel mapping and preoperative planning. Further work will be needed to explore the full utility of 3D-CT angiography in a clinical setting. Clin. Anat. 20:116,123, 2007. © 2006 Wiley-Liss, Inc. [source] | ||||||||||