69 resultados para First order autoregressive model AR (1)
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We introduce in this paper the class of linear models with first-order autoregressive elliptical errors. The score functions and the Fisher information matrices are derived for the parameters of interest and an iterative process is proposed for the parameter estimation. Some robustness aspects of the maximum likelihood estimates are discussed. The normal curvatures of local influence are also derived for some usual perturbation schemes whereas diagnostic graphics to assess the sensitivity of the maximum likelihood estimates are proposed. The methodology is applied to analyse the daily log excess return on the Microsoft whose empirical distributions appear to have AR(1) and heavy-tailed errors. (C) 2008 Elsevier B.V. All rights reserved.
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Films of isotropic nanocrystalline Pd(80)Co(20) alloys were obtained by electrodeposition onto brass substrate in plating baths maintained at different pH values. Increasing the pH of the plating bath led to an increase in mean grain size without inducing significant changes in the composition of the alloy. The magnetocrystalline anisotropy constant was estimated and the value was of the same order of magnitude as that reported for samples with perpendicular magnetic anisotropy. First order reversal curve (FORC) analysis revealed the presence of an important component of reversible magnetization. Also, FORC diagrams obtained at different sweep rate of the applied magnetic field, revealed that this reversible component is strongly affected by kinetic effect. The slight bias observed in the irreversible part of the FORC distribution suggested the dominance of magnetizing intergrain exchange coupling over demagnetizing dipolar interactions and microstructural disorder. (c) 2009 Elsevier B.V. All rights reserved.
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The purpose of this work was to determine the safe shelf life of single-base propellants. The kinetic parameters relative to the consumption of the stabilizer diphenylamine (DPA) added to the propellant were determined as a function of the storage and ageing time. High Performance Liquid Chromatography (HPLC) with spectrophotometric detection was used to determine the DPA percentage before and after the artificial ageing at 60, 70 and 80 ºC. The experimental data were very well adjusted to a pseudo-first order kinetic model and the respective kinetic constants are 8.0-10-3 day-1 (60 ºC); 1.9-10-2 day-1 (70 ºC); 1.2-10-1 day-1 (80 ºC). The activation energy was calculated as 130 kJ mol-1 and the half-time for depletion of the DPA at the hypothetical temperature of 40 ºC of storage was estimated as being 6 years.
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This paper presents some improvements in the model proposed by Machado et al. [Machado SL, Carvalho MF, Vilar OM. Constitutive model for municipal solid waste. J Geotech Geoenviron Eng ASCE 2002; 128(11):940-51] now considering the influence of biodegradation of organic matter in the mechanical behavior of municipal solid waste. The original framework considers waste as composed of two component groups; fibers and organic paste. The particular laws of behavior are assessed for each component group and then coupled to represent waste behavior. The improvements introduced in this paper take into account the changes in the properties of fibers and mass loss due to organic matter depletion over time. Mass loss is indirectly calculated considering the MSW gas generation potential through a first order decay model. It is shown that as the biodegradation process occurs the proportion of fibers increases, however, they also undergo a degradation process which tends to reduce their ultimate tensile stress and Young modulus. The way these changes influence the behavior of MSW is incorporated in the final framework which captures the main features of the MSW stress-strain behavior under different loading conditions. (C) 2007 Elsevier Ltd. All rights reserved.
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The effect of flow type and rotor speed was investigated in a round-bottom reactor with 5 L useful volume containing 2.0 L of granular biomass. The reactor treated 2.0 L of synthetic wastewater with a concentration of 800 mgCOD/L in 8-h cycles at 30 degrees C. Five impellers, commonly used in biological processes, have been employed to this end, namely: a turbine and a paddle impeller with six-vertical-flat-blades, a turbine and a paddle impeller with six-45 degrees-inclined-flat-blades and a three-blade-helix impeller. Results showed that altering impeller type and rotor speed did not significantly affect system stability and performance. Average organic matter removal efficiency was about 84% for filtered samples, total volatile acids concentration was below 20 mgHAc/L and bicarbonate alkalinity a little less than 400 mgCaCO(3)/L for most of the investigated conditions. However, analysis of the first-order kinetic model constants showed that alteration in rotor speed resulted in an increase in the values of the kinetic constants (for instance, from 0.57 h(-1) at 50 rpm to 0.84 h(-1) at 75 rpm when the paddle impeller with six-45 degrees-inclined-flat-blades was used) and that axial flow in mechanically stirred reactors is preferable over radial-flow when the vertical-flat-blade impeller is compared to the inclined-flat-blade impeller (for instance at 75 rpm, from 0.52 h(-1) with the six-flat-blade-paddle impeller to 0.84 h(-1) with the six-45 degrees-inclined-flat-blade-paddle impeller), demonstrating that there is a rotor speed and an impeller type that maximize solid-liquid mass transfer in the reaction medium. Furthermore, power consumption studies in this reduced reactor volume showed that no high power transfer is required to improve mass transfer (less than 0.6 kW/10(3) m(3)). (C) 2008 Elsevier Ltd. All rights reserved.
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An investigation was performed on the effect of temperature and organic load on the stability and efficiency of a 1.8-L fluidized-bed anaerobic sequencing batch reactor (ASBR), containing granulated biomass. Assays were carried out employing superficial up How velocity of 7 m/h, total cycle length of 6 h and synthetic wastewater volume of 1.3 L per cycle. The fluidized-bed ASH was operated at 15, 20, 25 and 30 degrees C with influent organic matter concentrations of 500 and 1000 mgCOD/L The system showed stability under all conditions and presented filtered samples removal efficiency ranging from 79 to 86%. A first-order kinetic model could be fitted to the experimental values of the organic matter concentration profiles. The specific kinetic parameter values of this model ranged from 0.0435 to 0.2360 L/(gTVS h) at the implemented operation conditions. in addition, from the slope of an Arrhenius plot, the activation energy values were calculated to be 16,729 and 12,673 cal/mol for operation with 500 and 1000 mgCOD/L, respectively. These results show that treatment of synthetic wastewater. with concentration of 500 mgCOD/L, was more sensitive to temperature variations than treatment of the same residue with concentration of 1000 mgCOD/L. Comparing the activation energy value for operation at 500 mgCOD/L with the value obtained by Agibert et al. (S.A. Agibert, M.B. Moreira, S.M. Ratusznei, J.A.D. Rodrigues, M. Zaiat, E. Foresti. Influence of temperature on performance of an ASBBR with circulation applied to treatment of low-strength wastewater. journal of Applied Biochemistry and Biotechnology, 136 (2007) 193-206) in an ASBBR treating the same wastewater at the same concentration, the value obtained in the fluidized-bed ASBR showed to be superior, indicating that treatment of synthetic wastewater in a reactor containing granulated biomass was more sensitive to temperature variations than the treatment using immobilized biomass. (c) 2008 Elsevier B.V. All rights reserved.
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The objective of this study was to determine the best performance of an anaerobic sequencing batch biofilm reactor (AnSBBR) based on the use of four different bed materials as support for biomass immobilization. The bed materials utilized were Polyurethane foam (PU), vegetal carbon (VC), synthetic pumice (SP), and recycled low-density polyethylene (PE). The AnSBBR. with I total volume Of 7.2 L, was operated in 8-h batch cycles over 10 months, and fed with domestic sewage with an average influent chemical oxygen demand (COD) of 358 +/- 110 mg/L. The average effluent COD values were 121 +/- 31, 208 +/- 54, 233 +/- 52, and 227 +/- 51 mg/L. for PU, VC, SP, and PE, respectively. A modified first-order kinetic model was adjusted to temporal profiles of COD during a batch cycle, and the apparent kinetic constants were 0.52 +/- 0.05, 0.37 +/- 0.05, 0.80 +/- 0.04, and 0.30 +/- 0.021h(-1) for PU, VC, SP, and PE, respectively. Specific substrate utilization rates of 1.08, 0.11, and 0.86 mg COD/mg VS day were obtained for PU, VC, and PE, respectively. Although SP yielded the highest kinetic coefficient, PU was considered the best support, since SP presented loss of chemical constituents during the reactor`s operational phase. In addition, findings oil the microbial community were associated with the reactor`s performance data. Although PE did not show a satisfactory performance, an interesting microbial diversity was found oil its surface. Based oil the morphology and denaturing gradient gel electrophoresis (DGGE) results, PE showed the best capacity for promoting the attachment of methanogenic organisms, and is therefore a material that merits further analysis. PU was considered the Most suitable material showing the best performance in terms of efficiency of solids and COD removal. (C) 2007 Elsevier Ltd. All rights reserved.
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An investigation has been performed on the effect of liquid phase recirculation velocity and increasing influent concentration on the stability and efficiency of an anaerobic sequencing batch reactor (ASBR) containing granular biomass. The reactor treated 1.3 L synthetic wastewater at 30 degrees C in 6 h cycles. Initially the effect of recirculation velocity was investigated employing velocities of 5, 7 and 10 m/h and influent concentration of 500 mg COD/L. At these velocities, filtered sample organic matter removal efficiencies were 83, 85 and 84%, respectively. A first order kinetic model could also be fitted to the experimental organic matter concentration profiles. The kinetic parameter values of this model were 1.35, 2.36 and 1.00 h(-1) at the recirculation velocities of 5, 7 and 10 m/h, respectively. The recirculation velocity of 7 m/h was found to be the best operating strategy and this value was maintained while the influent concentration was altered in order to verify system efficiency and stability at increasing organic load. Influent concentration of 1000 mg COD/L resulted in filtered sample organic matter removal efficiency of 80%, and a first order kinetic parameter value of 1.14 h(-1), whereas the concentration of 1500 mg COD/L resulted in an efficiency of 82% and a kinetic parameter value of 1.31 h(-1). (C) 2007 Elsevier B.V. All rights reserved.
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The Madden-Julian oscillation (MJO) is the most prominent form of tropical intraseasonal variability. This study investigated the following questions. Do inter-annual-to-decadal variations in tropical sea surface temperature (SST) lead to substantial changes in MJO activity? Was there a change in the MJO in the 1970s? Can this change be associated to SST anomalies? What was the level of MJO activity in the pre-reanalysis era? These questions were investigated with a stochastic model of the MJO. Reanalysis data (1948-2008) were used to develop a nine-state first order Markov model capable to simulate the non-stationarity of the MJO. The model is driven by observed SST anomalies and a large ensemble of simulations was performed to infer the activity of the MJO in the instrumental period (1880-2008). The model is capable to reproduce the activity of the MJO during the reanalysis period. The simulations indicate that the MJO exhibited a regime of near normal activity in 1948-1972 (3.4 events year(-1)) and two regimes of high activity in 1973-1989 (3.9 events) and 1990-2008 (4.6 events). Stochastic simulations indicate decadal shifts with near normal levels in 1880-1895 (3.4 events), low activity in 1896 1917 (2.6 events) and a return to near normal levels during 1918-1947 (3.3 events). The results also point out to significant decadal changes in probabilities of very active years (5 or more MJO events): 0.214 (1880-1895), 0.076 (1896-1917), 0.197 (1918-1947) and 0.193 (1948-1972). After a change in behavior in the 1970s, this probability has increased to 0.329 (1973-1989) and 0.510 (1990-2008). The observational and stochastic simulations presented here call attention to the need to further understand the variability of the MJO on a wide range of time scales.
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The distributions of coercivities and magnetic interactions in a set of polycrystalline Ni(0.8)Fe(0.2)/FeMn bilayers have been determined using the first-order reversal curve (FORC) formalism. The thickness of the permalloy (Py) film was fixed at 10 nm (nominal), while that of the FeMn film varied within the range 0-20 nm. The FORC diagrams of each bilayer displayed two clearly distinguishable regions. The main region was generated by Py particles whose coercivities were enhanced in comparison with those in which the FeMn film was absent (sample O). The minor region was produced by Py particles with coercivities similar to or slightly higher than those of particles in the Py film of sample O. Each sample presented two distributions of interaction fields, one for each region, and both were centred slightly below the exchange-bias field, thus indicating a prevalence of magnetizing interactions. These results are consistent with a grain size distribution in the Py layer and the presence of uncompensated antiferromagnetic moments.
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Ribbons of nominal composition (Pr(9.5)Fe(84.5)B(6))(0.96)Cr(0.01)(TiC)(0.03) were produced by arc-melting and melt-spinning the alloys on a Cu wheel. X-ray diffraction (XRD) reveals two main phases, one based upon alpha-Fe and the other upon Pr(2)Fe(14)B. The ribbons show exchange spring behavior with H (c) = 12.5 kOe and (BH)(max) = 13.6 MGOe when these two phases are well coupled. Transmission electron microscopy revealed the coupled behavior is observed when the microstructure consists predominantly of alpha-Fe grains (diameter similar to 100 nm.) surrounded by hard material containing Pr(2)Fe(14)B. The microstructure is discussed in terms of a calculation by Skomski and Coey. A first-order-reversal-curve (FORC) analysis was performed for both a well-coupled sample and a poorly coupled sample. The FORC diagrams show two strong peaks for both the poorly coupled sample and for the well-coupled material. In both cases, the localization of the FORC probability suggests magnetizing interactions between particles. Switching field distributions were calculated and are consistent with the sample microstructure.
Resumo:
Ribbons of nominal composition (Pr(9.5)Fe(84.5)B(6))(0.96)Cr(0.01)(TiC)(0.03) were produced by arc-melting and melt-spinning the alloys on a Cu wheel. X-ray diffraction reveals two main phases, one based upon alpha-Fe and the other upon Pr(2)Fe(14)B. The ribbons show exchange spring behavior with H(c)=12.5 kOe and (BH)(max)= 13.6 MGOe when these two phases are well coupled. Transmission electron microscopy revealed that the coupled behavior is observed when the microstructure consists predominantly of alpha-Fe grains(diameter similar to 100 nm.) surrounded by hard material containing Pr(2)Fe(14)B. A first-order-reversal-curve (FORC) analysis was performed for both a well-coupled sample and a partially-coupled sample. The FORC diagrams show two strong peaks for both the partially-coupled sample and for the well coupled material. In both cases, the localization of the FORC probability suggests demagnetizing interactions between particles. Switching field distributions were calculated and are consistent with the sample microstructure. (C) 2009 Elsevier B.V. All rights reserved.
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The uptake of hexavalent chromium in free living floating aquatic macrophytes Eicchornia crassipes cultivated in non-toxic chromium-doped hydroponic solutions is presented. A Cr-uptake bioaccumulation experiment was carried out using healthy macrophytes grown in a temperature controlled greenhouse. Six samples of nutrient media and plants were collected during the 23 day experiment. Roots and leaves were acid digested with the addition of an internal Gallium standard, for thin film sample preparation and quantitative Cr analysis by PIXE method. The Cr(6+) mass uptake by the macrophytes reached up to 70% of the initial concentration, comparable to former results and literature data. The Cr-uptake data were described using a non-structural first order kinetic model. Due to low cost and high removal efficiency, living aquatic macrophytes E. crassipes are a viable biosorbent in an artificial wetland of a water effluent treatment plant. (c) 2009 Elsevier B.V. All rights reserved.
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The inactivation kinetics of enzymes polyphenol oxidase (PPO) and peroxidase (POD) was studied for the batch (discontinuous) microwave treatment of green coconut water. Inactivation of commercial PPO and POD added to sterile coconut water was also investigated. The complete time-temperature profiles of the experimental runs were used for determination of the kinetic parameters D-value and z-value: PPO (D(92.20 degrees C) = 52 s and z = 17.6 degrees C); POD (D(92.92 degrees C) = 16 s and z = 11.5 degrees C); PPO/sterile coconut water: (D(84.45 degrees C) = 43 s and z = 39.5 degrees C) and POD/sterile coconut water: (D(86.54 degrees C) = 20 s and z = 19.3 degrees C). All data were well fitted by a first order kinetic model. The enzymes naturally present in coconut water showed a higher resistance when compared to those added to the sterilized medium or other simulated solutions reported in the literature. The thermal inactivation of PPO and POD during microwave processing of green coconut water was significantly faster in comparison with conventional processes reported in the literature. (C) 2008 Elsevier Ltd. All rights reserved.
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This study proposes a simplified mathematical model to describe the processes occurring in an anaerobic sequencing batch biofilm reactor (ASBBR) treating lipid-rich wastewater. The reactor, subjected to rising organic loading rates, contained biomass immobilized cubic polyurethane foam matrices, and was operated at 32 degrees C +/- 2 degrees C, using 24-h batch cycles. In the adaptation period, the reactor was fed with synthetic substrate for 46 days and was operated without agitation. Whereas agitation was raised to 500 rpm, the organic loading rate (OLR) rose from 0.3 g chemical oxygen demand (COD) . L(-1) . day(-1) to 1.2 g COD . L(-1) . day(-1). The ASBBR was fed fat-rich wastewater (dairy wastewater), in an operation period lasting for 116 days, during which four operational conditions (OCs) were tested: 1.1 +/- 0.2 g COD . L(-1) . day(-1) (OC1), 4.5 +/- 0.4 g COD . L(-1) . day(-1) (OC2), 8.0 +/- 0.8 g COD . L(-1) . day(-1) (OC3), and 12.1 +/- 2.4 g COD . L(-1) . day(-1) (OC4). The bicarbonate alkalinity (BA)/COD supplementation ratio was 1:1 at OC1, 1:2 at OC2, and 1:3 at OC3 and OC4. Total COD removal efficiencies were higher than 90%, with a constant production of bicarbonate alkalinity, in all OCs tested. After the process reached stability, temporal profiles of substrate consumption were obtained. Based on these experimental data a simplified first-order model was fit, making possible the inference of kinetic parameters. A simplified mathematical model correlating soluble COD with volatile fatty acids (VFA) was also proposed, and through it the consumption rates of intermediate products as propionic and acetic acid were inferred. Results showed that the microbial consortium worked properly and high efficiencies were obtained, even with high initial substrate concentrations, which led to the accumulation of intermediate metabolites and caused low specific consumption rates.