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Nonlinear Relation (nonlinear + relation)
Selected AbstractsThreshold Dynamics of Short-term Interest Rates: Empirical Evidence and Implications for the Term StructureECONOMIC NOTES, Issue 1 2008Theofanis Archontakis This paper studies a nonlinear one-factor term structure model in discrete time. The short-term interest rate follows a self-exciting threshold autoregressive (SETAR) process that allows for shifts in the intercept and the variance. In comparison with a linear model, we find empirical evidence in favour of the threshold model for Germany and the US. Based on the estimated short-rate dynamics we derive the implied arbitrage-free term structure of interest rates. Since analytical solutions are not feasible, bond prices are computed by means of Monte Carlo integration. The resulting term structure captures stylized facts of the data. In particular, it implies a nonlinear relation between long rates and the short rate. [source] Optimizing the tuning parameters of least squares support vector machines regression for NIR spectraJOURNAL OF CHEMOMETRICS, Issue 5 2006T. Coen Abstract Partial least squares (PLS) is one of the most used tools in chemometrics. Other data analysis techniques such as artificial neural networks and least squares support vector machines (LS-SVMs) have however made their entry in the field of chemometrics. These techniques can also model nonlinear relations, but the presence of tuning parameters is a serious drawback. These parameters balance the risk of overfitting with the possibility to model the underlying nonlinear relation. In this work a methodology is proposed to initialize and optimize those tuning parameters for LS-SVMs with radial basis function (RBF)-kernel based on a statistical interpretation. In this way, these methods become much more appealing for new users. The presented methods are applied on manure spectra. Although this dataset is only slightly nonlinear, good results were obtained. Copyright © 2007 John Wiley & Sons, Ltd. [source] Mechanistic studies of the transdermal iontophoretic delivery of 5-OH-DPAT in vitroJOURNAL OF PHARMACEUTICAL SCIENCES, Issue 1 2010Oliver W. Ackaert Abstract A characterization and optimization of the in vitro transdermal iontophoretic transport of 5-hydroxy-2-(N,N,-di-n-propylamino)tetralin (5-OH-DPAT) is presented. The utility of acetaminophen as a marker of electroosmotic flow was studied as well. The following parameters of iontophoretic transport of 5-OH-DPAT were examined: drug donor concentration, electroosmotic contribution, influence of co-ions, current density, and composition of the acceptor phase. The steady-state flux (Fluxss) of acetaminophen was linearly correlated with the donor concentration and co-iontophoresis of acetaminophen did not influence the iontophoretic flux of 5-OH-DPAT, indicating that acetaminophen is an excellent marker of electroosmotic flow. Lowering the Na+ concentration from 78 to 10,mM in the donor phase, resulted in a 2.5-fold enhancement of the Fluxss. The Fluxss showed a nonlinear relation with the drug donor concentration and an excellent linear correlation with the current density. Reducing the pH of the acceptor phase from 7.4 to 6.2 resulted in a dramatic decrease of the Fluxss of 5-OH-DPAT, explained by a reduced electroosmotic flow and an increased counter-ion flow. Optimization of the conditions resulted in a maximum Fluxss of 5-OH-DPAT of 1.0,µmol,·,cm,2,h,1 demonstrating the potential of the iontophoretic delivery of this dopamine agonist for the symptomatic treatment of Parkinson's disease. © 2009 Wiley-Liss, Inc. and the American Pharmacists Association J Pharm Sci 99:275,285, 2010 [source] Polyester composites reinforced with noncrimp stitched glass fabrics: Experimental characterization of composites and investigation on the interaction between glass fiber and polyester matrixPOLYMER COMPOSITES, Issue 3 2008Volkan Cecen The primary purpose of the study was to investigate the anisotropic behavior of different noncrimp stitched fabric reinforced polyester composites. The effects of geometric variables on composite structural integrity and strength are illustrated. Hence, tensile, three-point bending flexural and short beam shear tests were conducted up to failure on specimens strengthened with different layouts of fibrous plies in noncrimp stitched fabric. The remark, based on the observations while tensile testing, is that the stress,strain curves of polyester based composites were linear in the direction of fibers. However, in the matrix dominated orientations nonlinear relation between the stress and the strain was observed. Another aim of the present work was to investigate the interaction between glass fiber and polyester matrix. The experiments, in conjunction with scanning electron photomicrographs of fractured surfaces of composites, were interpreted in an attempt to explain the interaction between glass fiber and polyester and were interpreted in an attempt to explain the instability of polyester resin,glass fiber interfaces. It was concluded that the polymer was either deposited between adjacent fibers or as widely separated islands on the fiber surface. Infrared spectra of the cured polyester and its glass fiber composite were obtained by Fourier transform infrared spectroscopy. POLYM. COMPOS., 2008. © 2007 Society of Plastics Engineers [source] Optimizing the tuning parameters of least squares support vector machines regression for NIR spectraJOURNAL OF CHEMOMETRICS, Issue 5 2006T. Coen Abstract Partial least squares (PLS) is one of the most used tools in chemometrics. Other data analysis techniques such as artificial neural networks and least squares support vector machines (LS-SVMs) have however made their entry in the field of chemometrics. These techniques can also model nonlinear relations, but the presence of tuning parameters is a serious drawback. These parameters balance the risk of overfitting with the possibility to model the underlying nonlinear relation. In this work a methodology is proposed to initialize and optimize those tuning parameters for LS-SVMs with radial basis function (RBF)-kernel based on a statistical interpretation. In this way, these methods become much more appealing for new users. The presented methods are applied on manure spectra. Although this dataset is only slightly nonlinear, good results were obtained. Copyright © 2007 John Wiley & Sons, Ltd. [source] Crystallization study of amorphous Pd43Ni10Cu27P20 alloy by internal friction measurementPHYSICA STATUS SOLIDI (A) APPLICATIONS AND MATERIALS SCIENCE, Issue 10 2007K. W. Yang Abstract We have successfully measured the internal friction and electrical resistivity of Pd43Ni10Cu27P20 bulk metallic glass during a constant heating process. The results of electrical resistivity suggest that the position of the internal friction peak is the onset temperature of crystallization. The dependence of internal friction on frequencies show both linear and nonlinear relations. The internal friction at 623 K in the supercooled liquid region decreases monotonously with the increase of annealing time, indicating structural relaxation and subsequent crystallization occurs during isothermal annealing near the crystallization temperature. (© 2007 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim) [source] | ||||||||||