3 resultados para Zero-coupon yield curve

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo


Relevância:

30.00% 30.00%

Publicador:

Resumo:

Citrus Variegated Chlorosis (CVC) is currently present in approximately 40% of citrus plants in Brazil and causes an annual loss of around 120 million US dollars to the Brazilian citrus industry. Despite the fact that CVC has been present in Brazil for over 20 years, a relationship between disease intensity and yield loss has not been established. In order to achieve this, an experiment was carried out in a randomized block design in a 3 x 2 factorial scheme with 10-year-old Natal sweet orange. The following treatments were applied: irrigation with 0, 50 or 100% of the evapotranspiration of the crop, combined with natural infection or artificial inoculation with Xylella fastidiosa, the causal agent of CVC. The experiment was evaluated during three seasons. A negative exponential model was fitted to the relationships between yield versus CVC severity and yield versus Area Under Disease Progress Curve (AUDPC). In addition, the relationship between yield versus CVC severity and canopy volume was fitted by a multivariate exponential model. The use of the AUDPC variable showed practical limitations when compared with the variable CVC severity. The parameter values in the relationship of yieldCVC severity were similar for all treatments unlike in the multivariate model. Consequently, the yieldCVC intensity relationship (with 432 data points) could be described by one single model: y = 114.07 exp(-0.017 x), where y is yield (symptomless fruit weight in kg) and x is disease severity (R2 = 0.45; P < 0.01).

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Maize is one of the most important crops in the world. The products generated from this crop are largely used in the starch industry, the animal and human nutrition sector, and biomass energy production and refineries. For these reasons, there is much interest in figuring the potential grain yield of maize genotypes in relation to the environment in which they will be grown, as the productivity directly affects agribusiness or farm profitability. Questions like these can be investigated with ecophysiological crop models, which can be organized according to different philosophies and structures. The main objective of this work is to conceptualize a stochastic model for predicting maize grain yield and productivity under different conditions of water supply while considering the uncertainties of daily climate data. Therefore, one focus is to explain the model construction in detail, and the other is to present some results in light of the philosophy adopted. A deterministic model was built as the basis for the stochastic model. The former performed well in terms of the curve shape of the above-ground dry matter over time as well as the grain yield under full and moderate water deficit conditions. Through the use of a triangular distribution for the harvest index and a bivariate normal distribution of the averaged daily solar radiation and air temperature, the stochastic model satisfactorily simulated grain productivity, i.e., it was found that 10,604 kg ha(-1) is the most likely grain productivity, very similar to the productivity simulated by the deterministic model and for the real conditions based on a field experiment.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The objective of this paper is to model variations in test-day milk yields of first lactations of Holstein cows by RR using B-spline functions and Bayesian inference in order to fit adequate and parsimonious models for the estimation of genetic parameters. They used 152,145 test day milk yield records from 7317 first lactations of Holstein cows. The model established in this study was additive, permanent environmental and residual random effects. In addition, contemporary group and linear and quadratic effects of the age of cow at calving were included as fixed effects. Authors modeled the average lactation curve of the population with a fourth-order orthogonal Legendre polynomial. They concluded that a cubic B-spline with seven random regression coefficients for both the additive genetic and permanent environment effects was to be the best according to residual mean square and residual variance estimates. Moreover they urged a lower order model (quadratic B-spline with seven random regression coefficients for both random effects) could be adopted because it yielded practically the same genetic parameter estimates with parsimony. (C) 2012 Elsevier B.V. All rights reserved.