Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series

In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior distribution, respectively. We also considered a reparameterization of those models in order to map the space of the parameters into real space. This procedure permits choosing prior normal distributions for the transformed parameters. The posterior summaries were obtained using Monte Carlo Markov chain methods (MCMC). The methodology was evaluated by considering the Telebras series from the Brazilian financial market. The results show that the two methods are able to adjust ARCH models with different numbers of parameters. The empirical Bayesian method provided a more parsimonious model to the data and better adjustment than the complete Bayesian method.

Analysis of the Dielectric Behavior of Distribution Insulators Under Non-Standard Lightning Impulses Voltages

Overhead distribution lines are often exposed to lightning overvoltages, whose waveforms vary widely and can differ substantially from the standard impulse voltage waveform (1,2 - 50). Different models have been proposed for predicting the strength of insulation subjected to impulses of non-standard waveforms. One of the most commonly used is the disruptive effect model, for which there are different methods for the estimation of the parameters required for its application. This paper aims at evaluating the dielectric behavior of medium voltage insulators subjected to impulses of non-standard waveforms, as well as at evaluating two methods for predicting their dielectric strength against such impulses. The test results relative to the critical lightning impulse flashover voltage (U50) and the volt-time characteristics obtained for the positive and negative polarities of different voltage waveforms are presented and discussed.

Residence Time Distribution Models Derived from Non-Ideal Laminar Velocity Profiles in Tubes

The theoretical E-curve for the laminar flow of non-Newtonian fluids in circular tubes may not be accurate for real tubular systems with diffusion, mechanical vibration, wall roughness, pipe fittings, curves, coils, or corrugated walls. Deviations from the idealized laminar flow reactor (LFR) cannot be well represented using the axial dispersion or the tanks-in-series models of residence time distribution (RTD). In this work, four RTD models derived from non-ideal velocity profiles in segregated tube flow are proposed. They were used to represent the RTD of three tubular systems working with Newtonian and pseudoplastic fluids. Other RTD models were considered for comparison. The proposed models provided good adjustments, and it was possible to determine the active volumes. It is expected that these models can be useful for the analysis of LFR or for the evaluation of continuous thermal processing of viscous foods.

The antioxidant response of the liver of male Swiss mice raised on a AIN 93 or commercial diet

Background: Reactive oxygen species (ROS) are formed under natural physiological conditions and are thought to play an important role in many human diseases. A wide range of antioxidants are involved in cellular defense mechanisms against ROS, which can be generated in excess during stressful conditions, these include enzymes and non-enzymatic antioxidants. The aim of this study was to evaluate the antioxidant responses of mice to two diets control, commercial and the purified AIN 93 diet, commonly used in experiments with rodents. Results: Malondialdehyde (MDA) and hydrogen peroxide (H2O2) concentrations and superoxide dismutase (SOD) and glutathione reductase (GR) activities determined in the liver were lower in the group of mice fed with the AIN 93 diet, while catalase (CAT) activity was higher in the same group, when compared to the group fed on the commercial diet. Liver glutathione peroxidase (GSH-Px) activity was similar in the groups fed on either AIN 93 or the commercial diets. Two SOD isoforms, Mn-SODII and a Cu/Zn-SODV, were specifically reduced in the liver of the AIN 93 diet fed animals. Conclusions: The clear differences in antioxidant responses observed in the livers of mice fed on the two diets suggest that the macro- and micro-nutrient components with antioxidant properties, including vitamin E, can promote changes in the activity of enzymes involved in the removal of the ROS generated by cell metabolism.