18 resultados para Generalized ARMA model

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo


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A rigorous asymptotic theory for Wald residuals in generalized linear models is not yet available. The authors provide matrix formulae of order O(n(-1)), where n is the sample size, for the first two moments of these residuals. The formulae can be applied to many regression models widely used in practice. The authors suggest adjusted Wald residuals to these models with approximately zero mean and unit variance. The expressions were used to analyze a real dataset. Some simulation results indicate that the adjusted Wald residuals are better approximated by the standard normal distribution than the Wald residuals.

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Abstract Background The success of HPV vaccination programs will require awareness regarding HPV associated diseases and the benefits of HPV vaccination for the general population. The aim of this study was to assess the level of awareness and knowledge of human papillomavirus (HPV) infection, cervical cancer prevention, vaccines, and factors associated with HPV awareness among young women after birth of the first child. Methods This analysis is part of a cross-sectional study carried out at Hospital Maternidade Leonor Mendes de Barros, a large public maternity hospital in Sao Paulo. Primiparous women (15-24 years) who gave birth in that maternity hospital were included. A questionnaire that included questions concerning knowledge of HPV, cervical cancer, and vaccines was applied. To estimate the association of HPV awareness with selected factors, prevalence ratios (PR) were estimated using a generalized linear model (GLM). Results Three hundred and one primiparous women were included; 37% of them reported that they "had ever heard about HPV", but only 19% and 7%, respectively, knew that HPV is a sexually transmitted infection (STI) and that it can cause cervical cancer. Seventy-four percent of interviewees mentioned the preventive character of vaccines and all participants affirmed that they would accept HPV vaccination after delivery. In the multivariate analysis, only increasing age (P for trend = 0.021) and previous STI (P < 0.001) were factors independently associated with HPV awareness ("had ever heard about HPV"). Conclusions This survey indicated that knowledge about the association between HPV and cervical cancer among primiparous young women is low. Therefore, these young low-income primiparous women could benefit greatly from educational interventions to encourage primary and secondary cervical cancer prevention programs.

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Dasyatis guttata has been target of artisanal fisheries in the coast of Bahia (Northeast Brazil) mainly by “arraieira” (gillnet) and “grozeira” (bottom long-line), but until now there is no stock assessment study. One of the important data for this knowledge is reliable indices of abundance. The aims of the present work are to: (1) estimate the best predictor for relative abundance (catch-per-unit-of-effort, CPUE), examining whether catch (production – kg) was related to: soak time of the gear, size of the gillnet or number of hooks, applying generalized linear model (GLM); (2) estimate the annual CPUE (kg/hooks and kg/m) averaged by gear; and (3) assess the temporal CPUE variance. Based on monthly sampling between January 2012 and January 2013, 222 landings by grozeira and 76 by arraiaiera were recorded in the two landing sites in Todos os Santos Bay, Bahia. A total of 14,550 kg (average = 44 kg/month) of D. guttata was captured. Models for both gears were highly significant (P < 0.0001). The analysis indicated that the most appropriate variable for CPUE analysis was the size of the gillnet (P < 0.001) and the number of hooks (P < 0.0001). Soak time of the gear was not significant for both gears (P = 0.4). High residual deviance expresses the complexity of the relations between ecosystem factors and other fisheries factors affecting relative abundance, which were not considered in this study. The average CPUE by grozeira was 6.39 kg/100 hooks ± 8.89 and by arraieira, 1.47 kg/100 m ± 1.66 over the year. Kruskal-Wallis test showed effect of the month on the mean grozeira CPUE (P = <0.001), but no effect (P = 0.096) on the mean arraieira CPUE. Grozeira CPUE values were highest in December and March, and lowest between May to August

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In this work we present the idea of how generalized ensembles can be used to simplify the operational study of non-additive physical systems. As alternative of the usual methods of direct integration or mean-field theory, we show how the solution of the Ising model with infinite-range interactions is obtained by using a generalized canonical ensemble. We describe how the thermodynamical properties of this model in the presence of an external magnetic field are founded by simple parametric equations. Without impairing the usual interpretation, we obtain an identical critical behaviour as observed in traditional approaches.

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For the first time, we introduce a generalized form of the exponentiated generalized gamma distribution [Cordeiro et al. The exponentiated generalized gamma distribution with application to lifetime data, J. Statist. Comput. Simul. 81 (2011), pp. 827-842.] that is the baseline for the log-exponentiated generalized gamma regression model. The new distribution can accommodate increasing, decreasing, bathtub- and unimodal-shaped hazard functions. A second advantage is that it includes classical distributions reported in the lifetime literature as special cases. We obtain explicit expressions for the moments of the baseline distribution of the new regression model. The proposed model can be applied to censored data since it includes as sub-models several widely known regression models. It therefore can be used more effectively in the analysis of survival data. We obtain maximum likelihood estimates for the model parameters by considering censored data. We show that our extended regression model is very useful by means of two applications to real data.

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In this paper we propose a hybrid hazard regression model with threshold stress which includes the proportional hazards and the accelerated failure time models as particular cases. To express the behavior of lifetimes the generalized-gamma distribution is assumed and an inverse power law model with a threshold stress is considered. For parameter estimation we develop a sampling-based posterior inference procedure based on Markov Chain Monte Carlo techniques. We assume proper but vague priors for the parameters of interest. A simulation study investigates the frequentist properties of the proposed estimators obtained under the assumption of vague priors. Further, some discussions on model selection criteria are given. The methodology is illustrated on simulated and real lifetime data set.

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The Sznajd model is a sociophysics model that is used to model opinion propagation and consensus formation in societies. Its main feature is that its rules favor bigger groups of agreeing people. In a previous work, we generalized the bounded confidence rule in order to model biases and prejudices in discrete opinion models. In that work, we applied this modification to the Sznajd model and presented some preliminary results. The present work extends what we did in that paper. We present results linking many of the properties of the mean-field fixed points, with only a few qualitative aspects of the confidence rule (the biases and prejudices modeled), finding an interesting connection with graph theory problems. More precisely, we link the existence of fixed points with the notion of strongly connected graphs and the stability of fixed points with the problem of finding the maximal independent sets of a graph. We state these results and present comparisons between the mean field and simulations in Barabasi-Albert networks, followed by the main mathematical ideas and appendices with the rigorous proofs of our claims and some graph theory concepts, together with examples. We also show that there is no qualitative difference in the mean-field results if we require that a group of size q > 2, instead of a pair, of agreeing agents be formed before they attempt to convince other sites (for the mean field, this would coincide with the q-voter model).

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We consider a generalized two-species population dynamic model and analytically solve it for the amensalism and commensalism ecological interactions. These two-species models can be simplified to a one-species model with a time dependent extrinsic growth factor. With a one-species model with an effective carrying capacity one is able to retrieve the steady state solutions of the previous one-species model. The equivalence obtained between the effective carrying capacity and the extrinsic growth factor is complete only for a particular case, the Gompertz model. Here we unveil important aspects of sigmoid growth curves, which are relevant to growth processes and population dynamics. (C) 2011 Elsevier B.V. All rights reserved.

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We study the spin Hall conductance fluctuations in ballistic mesoscopic systems. We obtain universal expressions for the spin and charge current fluctuations, cast in terms of current-current autocorrelation functions. We show that the latter are conveniently parametrized as deformed Lorentzian shape lines, functions of an external applied magnetic field and the Fermi energy. We find that the charge current fluctuations show quite unique statistical features at the symplectic-unitary crossover regime. Our findings are based on an evaluation of the generalized transmission coefficients correlation functions within the stub model and are amenable to experimental test. DOI: 10.1103/PhysRevB.86.235112

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In this paper, we give sufficient conditions for the uniform boundedness and uniform ultimate boundedness of solutions of a class of retarded functional differential equations with impulse effects acting on variable times. We employ the theory of generalized ordinary differential equations to obtain our results. As an example, we investigate the boundedness of the solution of a circulating fuel nuclear reactor model.

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This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator skewness parameters only control tail entropy and an additional shape parameter is needed to add entropy to the centre of the parent distribution. This parameter controls skewness without necessarily differentiating tail weights. The GBG class also has tractable properties: we present various expansions for moments, generating function and quantiles. The model parameters are estimated by maximum likelihood and the usefulness of the new class is illustrated by means of some real data sets. (c) 2011 Elsevier B.V. All rights reserved.

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This paper introduces a skewed log-Birnbaum-Saunders regression model based on the skewed sinh-normal distribution proposed by Leiva et al. [A skewed sinh-normal distribution and its properties and application to air pollution, Comm. Statist. Theory Methods 39 (2010), pp. 426-443]. Some influence methods, such as the local influence and generalized leverage, are presented. Additionally, we derived the normal curvatures of local influence under some perturbation schemes. An empirical application to a real data set is presented in order to illustrate the usefulness of the proposed model.

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The extension of Boltzmann-Gibbs thermostatistics, proposed by Tsallis, introduces an additional parameter q to the inverse temperature beta. Here, we show that a previously introduced generalized Metropolis dynamics to evolve spin models is not local and does not obey the detailed energy balance. In this dynamics, locality is only retrieved for q = 1, which corresponds to the standard Metropolis algorithm. Nonlocality implies very time-consuming computer calculations, since the energy of the whole system must be reevaluated when a single spin is flipped. To circumvent this costly calculation, we propose a generalized master equation, which gives rise to a local generalized Metropolis dynamics that obeys the detailed energy balance. To compare the different critical values obtained with other generalized dynamics, we perform Monte Carlo simulations in equilibrium for the Ising model. By using short-time nonequilibrium numerical simulations, we also calculate for this model the critical temperature and the static and dynamical critical exponents as functions of q. Even for q not equal 1, we show that suitable time-evolving power laws can be found for each initial condition. Our numerical experiments corroborate the literature results when we use nonlocal dynamics, showing that short-time parameter determination works also in this case. However, the dynamics governed by the new master equation leads to different results for critical temperatures and also the critical exponents affecting universality classes. We further propose a simple algorithm to optimize modeling the time evolution with a power law, considering in a log-log plot two successive refinements.

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We present a generalized test case generation method, called the G method. Although inspired by the W method, the G method, in contrast, allows for test case suite generation even in the absence of characterization sets for the specification models. Instead, the G method relies on knowledge about the index of certain equivalences induced at the implementation models. We show that the W method can be derived from the G method as a particular case. Moreover, we discuss some naturally occurring infinite classes of FSM models over which the G method generates test suites that are exponentially more compact than those produced by the W method.

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In this paper, we propose a random intercept Poisson model in which the random effect is assumed to follow a generalized log-gamma (GLG) distribution. This random effect accommodates (or captures) the overdispersion in the counts and induces within-cluster correlation. We derive the first two moments for the marginal distribution as well as the intraclass correlation. Even though numerical integration methods are, in general, required for deriving the marginal models, we obtain the multivariate negative binomial model from a particular parameter setting of the hierarchical model. An iterative process is derived for obtaining the maximum likelihood estimates for the parameters in the multivariate negative binomial model. Residual analysis is proposed and two applications with real data are given for illustration. (C) 2011 Elsevier B.V. All rights reserved.