28 resultados para ARCH and GARCH Models

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo


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In this paper we use Markov chain Monte Carlo (MCMC) methods in order to estimate and compare GARCH models from a Bayesian perspective. We allow for possibly heavy tailed and asymmetric distributions in the error term. We use a general method proposed in the literature to introduce skewness into a continuous unimodal and symmetric distribution. For each model we compute an approximation to the marginal likelihood, based on the MCMC output. From these approximations we compute Bayes factors and posterior model probabilities. (C) 2012 IMACS. Published by Elsevier B.V. All rights reserved.

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The objective of this work was to evaluate extreme water table depths in a watershed, using methods for geographical spatial data analysis. Groundwater spatio-temporal dynamics was evaluated in an outcrop of the Guarani Aquifer System. Water table depths were estimated from monitoring of water levels in 23 piezometers and time series modeling available from April 2004 to April 2011. For generation of spatial scenarios, geostatistical techniques were used, which incorporated into the prediction ancillary information related to the geomorphological patterns of the watershed, using a digital elevation model. This procedure improved estimates, due to the high correlation between water levels and elevation, and aggregated physical sense to predictions. The scenarios showed differences regarding the extreme levels - too deep or too shallow ones - and can subsidize water planning, efficient water use, and sustainable water management in the watershed.

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We investigate the influence of sub-Ohmic dissipation on randomly diluted quantum Ising and rotor models. The dissipation causes the quantum dynamics of sufficiently large percolation clusters to freeze completely. As a result, the zero-temperature quantum phase transition across the lattice percolation threshold separates an unusual super-paramagnetic cluster phase from an inhomogeneous ferromagnetic phase. We determine the low-temperature thermodynamic behavior in both phases, which is dominated by large frozen and slowly fluctuating percolation clusters. We relate our results to the smeared transition scenario for disordered quantum phase transitions, and we compare the cases of sub-Ohmic, Ohmic, and super-Ohmic dissipation.

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We use the stacked gravitational lensingmass profile of four high-mass (M 1015M ) galaxy clusters around z≈0.3 from Umetsu et al. to fit density profiles of phenomenological [Navarro– Frenk–White (NFW), Einasto, S´ersic, Stadel, Baltz–Marshall–Oguri (BMO) and Hernquist] and theoretical (non-singular Isothermal Sphere, DARKexp and Kang & He) models of the dark matter distribution. We account for large-scale structure effects, including a two-halo term in the analysis.We find that the BMO model provides the best fit to the data as measured by the reduced χ2. It is followed by the Stadel profile, the generalized NFW profile with a free inner slope and by the Einasto profile. The NFW model provides the best fit if we neglect the two-halo term, in agreement with results from Umetsu et al. Among the theoretical profiles, the DARKexp model with a single form parameter has the best performance, very close to that of the BMO profile. This may indicate a connection between this theoretical model and the phenomenology of dark matter haloes, shedding light on the dynamical basis of empirical profiles which emerge from numerical simulations.

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The aim of this study was to evaluate the correlation between the morphology of the mandibular dental arch and the maxillary central incisor crown. Cast models from 51 Caucasian individuals, older than 15 years, with optimal occlusion, no previous orthodontic treatment, featuring 4 of the 6 keys to normal occlusion by Andrews (the first being mandatory) were observed. The models were digitalized using a 3D scanner, and images of the maxillary central incisor and mandibular dental arch were obtained. These were printed and placed in an album below pre-set models of arches and dental crowns, and distributed to 12 dental surgeons, who were asked to choose which shape was most in accordance with the models and crown presented. The Kappa test was performed to evaluate the concordance among evaluators while the chi-square test was used to verify the association between the dental arch and central incisor morphology, at a 5% significance level. The Kappa test showed moderate agreement among evaluators for both variables of this study, and the chi-square test showed no significant association between tooth shape and mandibular dental arch morphology. It may be concluded that the use of arch morphology as a diagnostic method to determine the shape of the maxillary central incisor is not appropriate. Further research is necessary to assess tooth shape using a stricter scientific basis.

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Coexistence of sympatric species is mediated by resource partitioning. Pumas occur sympatrically with jaguars throughout most of the jaguar's range but few studies have investigated space partitioning between both species. Here, camera trapping and occupancy models accounting for imperfect detection were employed in a Bayesian framework to investigate space partitioning between the jaguar and puma in Emas National Park (ENP), central Brazil. Jaguars were estimated to occupy 54.1% and pumas 39.3% of the sample sites. Jaguar occupancy was negatively correlated with distance to water and positively correlated with the amount of dense habitat surrounding the camera trap. Puma occupancy only showed a weak negative correlation with distance to water and with jaguar presence. Both species were less often present at the same site than expected under independent distributions. Jaguars had a significantly higher detection probability at cameras on roads than at off-road locations. For pumas, detection was similar on and off-road. Results indicate that both differences in habitat use and active avoidance shape space partitioning between jaguars and pumas in ENP. Considering its size, the jaguar is likely the competitively dominant of the two species. Owing to its habitat preferences, suitable jaguar habitat outside the park is probably sparse. Consequently, the jaguar population is likely largely confined to the park, while the puma population is known to extend into ENP's surroundings. (C) 2011 Deutsche Gesellschaft fur Saugetierkunde. Published by Elsevier GmbH. All rights reserved.

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The use of geoid models to estimate the Mean Dynamic Topography was stimulated with the launching of the GRACE satellite system, since its models present unprecedented precision and space-time resolution. In the present study, besides the DNSC08 mean sea level model, the following geoid models were used with the objective of computing the MDTs: EGM96, EIGEN-5C and EGM2008. In the method adopted, geostrophic currents for the South Atlantic were computed based on the MDTs. In this study it was found that the degree and order of the geoid models affect the determination of TDM and currents directly. The presence of noise in the MDT requires the use of efficient filtering techniques, such as the filter based on Singular Spectrum Analysis, which presents significant advantages in relation to conventional filters. Geostrophic currents resulting from geoid models were compared with the HYCOM hydrodynamic numerical model. In conclusion, results show that MDTs and respective geostrophic currents calculated with EIGEN-5C and EGM2008 models are similar to the results of the numerical model, especially regarding the main large scale features such as boundary currents and the retroflection at the Brazil-Malvinas Confluence.

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Background: In addition to the oncogenic human papillomavirus (HPV), several cofactors are needed in cervical carcinogenesis, but whether the HPV covariates associated with incident i) CIN1 are different from those of incident ii) CIN2 and iii) CIN3 needs further assessment. Objectives: To gain further insights into the true biological differences between CIN1, CIN2 and CIN3, we assessed HPV covariates associated with incident CIN1, CIN2, and CIN3. Study Design and Methods: HPV covariates associated with progression to CIN1, CIN2 and CIN3 were analysed in the combined cohort of the NIS (n = 3,187) and LAMS study (n = 12,114), using competing-risks regression models (in panel data) for baseline HR-HPV-positive women (n = 1,105), who represent a sub-cohort of all 1,865 women prospectively followed-up in these two studies. Results: Altogether, 90 (4.8%), 39 (2.1%) and 14 (1.4%) cases progressed to CIN1, CIN2, and CIN3, respectively. Among these baseline HR-HPV-positive women, the risk profiles of incident GIN I, CIN2 and CIN3 were unique in that completely different HPV covariates were associated with progression to CIN1, CIN2 and CIN3, irrespective which categories (non-progression, CIN1, CIN2, CIN3 or all) were used as competing-risks events in univariate and multivariate models. Conclusions: These data confirm our previous analysis based on multinomial regression models implicating that distinct covariates of HR-HPV are associated with progression to CIN1, CIN2 and CIN3. This emphasises true biological differences between the three grades of GIN, which revisits the concept of combining CIN2 with CIN3 or with CIN1 in histological classification or used as a common end-point, e.g., in HPV vaccine trials.

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The use of geoid models to estimate the Mean Dynamic Topography was stimulated with the launching of the GRACE satellite system, since its models present unprecedented precision and space-time resolution. In the present study, besides the DNSC08 mean sea level model, the following geoid models were used with the objective of computing the MDTs: EGM96, EIGEN-5C and EGM2008. In the method adopted, geostrophic currents for the South Atlantic were computed based on the MDTs. In this study it was found that the degree and order of the geoid models affect the determination of TDM and currents directly. The presence of noise in the MDT requires the use of efficient filtering techniques, such as the filter based on Singular Spectrum Analysis, which presents significant advantages in relation to conventional filters. Geostrophic currents resulting from geoid models were compared with the HYCOM hydrodynamic numerical model. In conclusion, results show that MDTs and respective geostrophic currents calculated with EIGEN-5C and EGM2008 models are similar to the results of the numerical model, especially regarding the main large scale features such as boundary currents and the retroflection at the Brazil-Malvinas Confluence.

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Background: Lynch syndrome (LS) is the most common form of inherited predisposition to colorectal cancer (CRC), accounting for 2-5% of all CRC. LS is an autosomal dominant disease characterized by mutations in the mismatch repair genes mutL homolog 1 (MLH1), mutS homolog 2 (MSH2), postmeiotic segregation increased 1 (PMS1), post-meiotic segregation increased 2 (PMS2) and mutS homolog 6 (MSH6). Mutation risk prediction models can be incorporated into clinical practice, facilitating the decision-making process and identifying individuals for molecular investigation. This is extremely important in countries with limited economic resources. This study aims to evaluate sensitivity and specificity of five predictive models for germline mutations in repair genes in a sample of individuals with suspected Lynch syndrome. Methods: Blood samples from 88 patients were analyzed through sequencing MLH1, MSH2 and MSH6 genes. The probability of detecting a mutation was calculated using the PREMM, Barnetson, MMRpro, Wijnen and Myriad models. To evaluate the sensitivity and specificity of the models, receiver operating characteristic curves were constructed. Results: Of the 88 patients included in this analysis, 31 mutations were identified: 16 were found in the MSH2 gene, 15 in the MLH1 gene and no pathogenic mutations were identified in the MSH6 gene. It was observed that the AUC for the PREMM (0.846), Barnetson (0.850), MMRpro (0.821) and Wijnen (0.807) models did not present significant statistical difference. The Myriad model presented lower AUC (0.704) than the four other models evaluated. Considering thresholds of >= 5%, the models sensitivity varied between 1 (Myriad) and 0.87 (Wijnen) and specificity ranged from 0 (Myriad) to 0.38 (Barnetson). Conclusions: The Barnetson, PREMM, MMRpro and Wijnen models present similar AUC. The AUC of the Myriad model is statistically inferior to the four other models.

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We present two-dimensional (2D) two-particle angular correlations measured with the STAR detector on relative pseudorapidity eta and azimuth phi for charged particles from Au-Au collisions at root s(NN) = 62 and 200 GeV with transverse momentum p(t) >= 0.15 GeV/c, vertical bar eta vertical bar <= 1, and 2 pi in azimuth. Observed correlations include a same-side (relative azimuth <pi/2) 2D peak, a closely related away-side azimuth dipole, and an azimuth quadrupole conventionally associated with elliptic flow. The same-side 2D peak and away-side dipole are explained by semihard parton scattering and fragmentation (minijets) in proton-proton and peripheral nucleus-nucleus collisions. Those structures follow N-N binary-collision scaling in Au-Au collisions until midcentrality, where a transition to a qualitatively different centrality trend occurs within one 10% centrality bin. Above the transition point the number of same-side and away-side correlated pairs increases rapidly relative to binary-collision scaling, the eta width of the same-side 2D peak also increases rapidly (eta elongation), and the phi width actually decreases significantly. Those centrality trends are in marked contrast with conventional expectations for jet quenching in a dense medium. The observed centrality trends are compared to perturbative QCD predictions computed in HIJING, which serve as a theoretical baseline, and to the expected trends for semihard parton scattering and fragmentation in a thermalized opaque medium predicted by theoretical calculations and phenomenological models. We are unable to reconcile a semihard parton scattering and fragmentation origin for the observed correlation structure and centrality trends with heavy-ion collision scenarios that invoke rapid parton thermalization. If the collision system turns out to be effectively opaque to few-GeV partons the present observations would be inconsistent with the minijet picture discussed here. DOI: 10.1103/PhysRevC.86.064902

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Effects of roads on wildlife and its habitat have been measured using metrics, such as the nearest road distance, road density, and effective mesh size. In this work we introduce two new indices: (1) Integral Road Effect (IRE), which measured the sum effects of points in a road at a fixed point in the forest; and (2) Average Value of the Infinitesimal Road Effect (AVIRE), which measured the average of the effects of roads at this point. IRE is formally defined as the line integral of a special function (the infinitesimal road effect) along the curves that model the roads, whereas AVIRE is the quotient of IRE by the length of the roads. Combining tools of ArcGIS software with a numerical algorithm, we calculated these and other road and habitat cover indices in a sample of points in a human-modified landscape in the Brazilian Atlantic Forest, where data on the abundance of two groups of small mammals (forest specialists and habitat generalists) were collected in the field. We then compared through the Akaike Information Criterion (AIC) a set of candidate regression models to explain the variation in small mammal abundance, including models with our two new road indices (AVIRE and IRE) or models with other road effect indices (nearest road distance, mesh size, and road density), and reference models (containing only habitat indices, or only the intercept without the effect of any variable). Compared to other road effect indices, AVIRE showed the best performance to explain abundance of forest specialist species, whereas the nearest road distance obtained the best performance to generalist species. AVIRE and habitat together were included in the best model for both small mammal groups, that is, higher abundance of specialist and generalist small mammals occurred where there is lower average road effect (less AVIRE) and more habitat. Moreover, AVIRE was not significantly correlated with habitat cover of specialists and generalists differing from the other road effect indices, except mesh size, which allows for separating the effect of roads from the effect of habitat on small mammal communities. We suggest that the proposed indices and GIS procedures could also be useful to describe other spatial ecological phenomena, such as edge effect in habitat fragments. (C) 2012 Elsevier B.V. All rights reserved.

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Dispersion of photoluminescent rare earth metal complexes in polymer matrices is of great interest due to the possibility of avoiding the saturation of the photoluminescent signal. The possibility of using a natural ionic conducting polymer matrix was investigated in this study. Samples of agar-based electrolytes containing europium picrate were prepared and characterized by physical and chemical analyses. The FTIR spectra indicated strong interaction of agar O-H and 3.6-anhydro-galactose C-O groups with glycerol and europium picrate. The DSC analyses revealed no glass transition temperature of the samples in the -60 to 250 degrees C range. From the thermogravimetry (TG), a thermal stability of the samples of up to 180 degrees C was stated. The membranes were subjected to ionic conductivity measurement, which provided the values of 2.6 x 10(-6) S/cm for the samples with acetic acid and 1.6 x 10(-5) S/cm for the samples without acetic acid. Moreover, the temperature-dependent ionic conductivity measurements revealed both Arrhenius and VTF models of the conductivity depending on the sample. Surface visualization through scanning electron microscopy (SEM) demonstrated good uniformity. The samples were also applied in small electrochromic devices and showed good electrochemical stability. The present work confirmed that these materials may perform as satisfactory multifunctional component layers in the field of electrochemical devices. (C) 2012 Elsevier B.V. All rights reserved.

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Objective: To validate the 2000 Bernstein Parsonnet (2000BP) and additive EuroSCORE (ES) to predict mortality in patients who underwent coronary bypass surgery and/or heart valve surgery at the Heart Institute, University of Sao Paulo (InCor/HC-FMUSP). Methods:A prospective observational design. We analyzed 3000 consecutive patients who underwent coronary bypass surgery and/or heart valve surgery, between May 2007 and July 2009 at the InCor/HC-FMUSP. Mortality was calculated with the 2000BP and ES models. The correlation between estimated mortality and observed mortality was validated by calibration and discrimination tests. Results: There were significant differences in the prevalence of risk factors between the study population, 2000BP and ES. Patients were stratified into five groups for 2000BP and three for the ES. In the validation of models, the ES showed good calibration (P = 0396), however, the 2000BP (P = 0.047) proved inadequate. In discrimination, the area under the ROC curve proved to be good for models, ES (0.79) and 2000BP (0.80). Conclusion: In the validation, 2000BP proved questionable and ES appropriate to predict mortality in patients who underwent coronary bypass surgery and/or heart valve surgery at the InCor/HC-FMUSP.

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Isoprene is emitted from many terrestrial plants at high rates, accounting for an estimated 1/3 of annual global volatile organic compound emissions from all anthropogenic and biogenic sources combined. Through rapid photooxidation reactions in the atmosphere, isoprene is converted to a variety of oxidized hydrocarbons, providing higher order reactants for the production of organic nitrates and tropospheric ozone, reducing the availability of oxidants for the breakdown of radiatively active trace gases such as methane, and potentially producing hygroscopic particles that act as effective cloud condensation nuclei. However, the functional basis for plant production of isoprene remains elusive. It has been hypothesized that in the cell isoprene mitigates oxidative damage during the stress-induced accumulation of reactive oxygen species (ROS), but the products of isoprene-ROS reactions in plants have not been detected. Using pyruvate-2-13C leaf and branch feeding and individual branch and whole mesocosm flux studies, we present evidence that isoprene (i) is oxidized to methyl vinyl ketone and methacrolein (iox) in leaves and that iox/i emission ratios increase with temperature, possibly due to an increase in ROS production under high temperature and light stress. In a primary rainforest in Amazonia, we inferred significant in plant isoprene oxidation (despite the strong masking effect of simultaneous atmospheric oxidation), from its influence on the vertical distribution of iox uptake fluxes, which were shifted to low isoprene emitting regions of the canopy. These observations suggest that carbon investment in isoprene production is larger than that inferred from emissions alone and that models of tropospheric chemistry and biotachemistryclimate interactions should incorporate isoprene oxidation within both the biosphere and the atmosphere with potential implications for better understanding both the oxidizing power of the troposphere and forest response to climate change.