27 resultados para Partition de la variance


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An analysis of geomorphic system`s response to change in human and natural drivers in some areas within the Rio de la Plata basin is presented The aim is to determine whether an acceleration of geomorphic processes has taken place in recent years and, if so, to what extent it is due to natural (climate) or human (land-use) drivers Study areas of different size, socio-economic and geomorphic conditions have been selected: the Rio de la Plata estuary and three sub-basins within its watershed Sediment cores were extracted and dated ((210)Pb) to determine sedimentation rates since the end of the 19th century. Rates were compared with time series on rainfall as well as human drivers such as population, GDP, livestock load, crop area, energy consumption or cement consumption, all of them related to human capacity to disturb land surface Data on river discharge were also gathered Results obtained indicate that sedimentation rates during the last century have remained essentially constant in a remote Andean basin, whereas they show important increases in the other two, particularly one located by the Sao Paulo metropolitan area Rates in the estuary are somewhere in between It appears that there is an intensification of denudation/sedimentation processes within the basin. Rainfall remained stable or varied very slightly during the period analysed and does not seem to explain increases of sedimentation rates observed. Human drivers, particularly those more directly related to capacity to disturb land surface (GDP, energy or cement consumption) show variations that suggest human forcing is a more likely explanation for the observed change in geomorphic processes It appears that a marked increase in denudation, of a ""technological"" nature, is taking place in this basin and leading to an acceleration of sediment supply This is coherent with similar increases observed in other regions (C) 2010 Elsevier B V All rights reserved

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In this work, a criterion considering the topological instability (lambda) and the differences in the electronegativity of the constituent elements (Delta e) was applied to the Al-La and Al-Ni-La systems in order to predict the best glass-forming compositions. The results were compared with literature data and with our own experimental data for the Al-La-Ni system. The alloy described in the literature as the best glass former in the Al-La system is located near the point with local maximum for the lambda.Delta e criterion. A good agreement was found between the predictions of the lambda.Delta e criterion and literature data in the Al-La-Ni system, with the region of the best glass-forming ability (GFA) and largest supercooled liquid region (Delta T(x)) coinciding with the best compositional region for amorphization indicated by the lambda.Delta e criterion. Four new glassy compositions were found in the Al-La-Ni system, with the best predicted composition presenting the best glass-forming ability observed so far for this system. Although the lambda.Delta e criterion needs further refinements for completely describe the glass-forming ability in the Al-La and Al-La-Ni systems, the results demonstrated that this criterion is a good tool to predict new glass-forming compositions. (C) 2010 Elsevier B. V. All rights reserved.

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Due to the several kinds of services that use the Internet and data networks infra-structures, the present networks are characterized by the diversity of types of traffic that have statistical properties as complex temporal correlation and non-gaussian distribution. The networks complex temporal correlation may be characterized by the Short Range Dependence (SRD) and the Long Range Dependence - (LRD). Models as the fGN (Fractional Gaussian Noise) may capture the LRD but not the SRD. This work presents two methods for traffic generation that synthesize approximate realizations of the self-similar fGN with SRD random process. The first one employs the IDWT (Inverse Discrete Wavelet Transform) and the second the IDWPT (Inverse Discrete Wavelet Packet Transform). It has been developed the variance map concept that allows to associate the LRD and SRD behaviors directly to the wavelet transform coefficients. The developed methods are extremely flexible and allow the generation of Gaussian time series with complex statistical behaviors.

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In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

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In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

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In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

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Microcystins (MC), a family of heptapeptide toxins produced by some genera of Cyanobacteria, have potent hepatotoxicity and tumor-promoting activity. Leukocyte infiltration in the liver was observed in MC-induced acute intoxication. Although the mechanisms of hepatotoxicity are still unclear, neutrophil infiltration in the liver may play an important role in triggering toxic injury and tumor development. The present study reports the effects of MC-LA, MC-YR and MC-LR (1 and 1000 nM) on human and rat neutrophils functions in vitro. Cell viability, DNA fragmentation, mitochondrial membrane depolarization and intracellular reactive oxygen species (ROS) levels were measured by flow cytometry. Extracellular ROS content was measured by lucigenin-amplified chemiluminescence, and cytokines were determined by ELISA. We found that these MC increased interleukin-8 (IL-8), cytokine-induced neutrophil chemoattractant-2 alpha beta (CINC-2 alpha beta) and extracellular ROS levels in human and rat neutrophils. Apart from neutrophil presence during the inflammatory process of MC-induced injury, our results suggest that hepatic neutrophil accumulation is further increased by MC-induced neutrophil-derived chemokine. (c) 2008 Elsevier Ltd. All rights reserved.

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The effect of a probiotic culture of Lactobacillus acidophilus (La-5), added solely or in co-culture with a starter culture of Streptococcus thermophilus, on texture, proteolysis and related properties of Minas fresh cheese during storage at 5 degrees C was investigated. Three cheese-making trials were prepared and produced with no addition of cultures (T1 - control), supplemented with La-5 (T2), and with La-5 + S. thermophilus (T3). Viable counts of La-5 remained above 6.00 log cfu g(-1) during the whole storage for T2, reaching 7.00 log cfu g(-1) on the 14th day. For T3, the counts of La-5 remained above 6.00 log cfu g(-1) after 7 days of storage. Due to the presence of S. thermophilus, T3 presented the highest proteolytic index increase and titratable acidity values. Nevertheless, these results and S. thermophilus addition had no influence on viability of La-5 which presented satisfactory populations for a probiotic food. Moreover, the use of a yoghurt culture for the production of Minas fresh cheese T3 supplemented with La-5 resulted in a good quality product, with a small rate of post-acidification, indicating that traditional yoghurt culture could be employed in co-culture with La-5 to improve the quality of this cheese. (C) 2008 Swiss Society of Food Science and Technology. Published by Elsevier Ltd. All rights reserved.

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A modification of the Pechini method was applied to obtain luminescent rare earth orthophosphates. The developed synthetic route is based on the ability of the tripolyphosphate anion (P3O105-) to act both as a complexing agent and as an orthophosphate precursor. Heating of aqueous solutions containing RE3+, Eu3+, P3O105-, citric acid, and ethylene glycol led to polymeric resins. The ignition of these resins at different temperatures yielded luminescent orthophosphates. The produced nanosized phosphors (YPO4:Eu3+, (Y,Gd)PO4:Eu3+, and LaPO4:Eu3+) were analyzed by infrared and luminescence spectroscopies, X-ray diffractometry, and scanning electron microscopy.

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A surfactant-mediated solution route for the obtainment of nanosized rare-earth orthophosphates of different compositions (LaPO(4):Eu(3+), (Y,Gd)PO(4):Eu(3+),LaPO(4):Tm(3+), YPO(4):Tm(3+), and YbPO(4):Er(3+)) is presented, and the implications of the morphology control on the solids properties are discussed. The solids are prepared in water-in-heptane microemulsions, using cetyltrimethylammonium bromide and 1-butanol as the surfactant and cosurfactant; the alteration of the starting microemulsion composition allows the obtainment of similar to 30 nm thick nanorods with variable length. The morphology and the structure of the solids were evaluated through scanning electron microscopy and through powder X-ray diffractometry; dynamic light scattering and thermal analyses were also performed. The obtained materials were also characterized through vibrational (FTIR) and luminescence spectroscopy (emission/excitation, luminescence lifetimes, chromaticity, and quantum efficiency), where the red, blue, and upconversion emissions of the prepared phosphors were evaluated.

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Regarding all benefits of exercise training, a question remains: how long are these benefits kept? This study evaluated the effect of 3-week detraining after 10 weeks of training in STZ-diabetic rats. Male Wistar rats were assigned into: sedentary controls, trained controls, trained-detrained controls. sedentary diabetic, trained diabetic and trained-detrained diabetic. Arterial pressure (AP) and heart rate (HR) were recorded by a data acquisition system. Baroreflex sensitivity (BRS) was evaluated by HR responses to AP changes induced by infusion of vasoactive drugs. Intrinsic heart rate (IHR), sympathetic tonus (ST) and vagal tonus (VT) were evaluated by pharmacological blockade with atenolol and atropine. Spectral analysis of systolic AP and HR variabilities (HRV) was performed to estimate autonomic modulation to the heart and vessels. Diabetes cardiovascular and autonomic dysfunctions were reversed by exercise training and partially maintained in the 3-week detraining period. In controls, training decreased AP and HR and improved BRS. changes that returned to baseline values after detraining. IHR and VT were improved in trained diabetic rats and remained in detrained diabetic ones. LF component of HRV decreased in trained control group. In diabetics. exercise training improved variance, and absolute LF and HF components of HRV. Only HF was maintained in detrained diabetic group. Moreover, there was an inverse relationship between plasma glucose and the absolute HF component of HRV. These changes probably determined the different survival rate of 80% in diabetic detrained and 51% in diabetic sedentary rats. (c) 2008 Elsevier B.V. All rights reserved.

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Purpose: Children`s postural alignment undergoes many adjustments due to the changes in body proportions during the stages of growth. The objective of this study was to quantitatively characterize and analyze spinal postural standards in 7- and 8-year-old children to verify which of the differences found were correlated to age and sex. Methods: Two hundred thirty public school students (Amparo, Sao Paulo, Brazil) aged 7 to 8 years were divided into groups according to postural alignment, which were further subdivided by sex and age, for comparison. Digital photos of upright Subjects were analyzed to evaluate posture. Lumbar and thoracic curvature, pelvic inclination, head posture, and lateral spine deviation were measured using CorelDraw (Ottawa, Canada) software guidelines and bone landmarks. Descriptive statistics and analysis of variance data analysis were utilized to verify differences among the groups. This was a cross-sectional, descriptive study. Results: Mean values for the variables analyzed were calculated. For lumbar lordosis, 7-year-old boys showed 38.49 degrees +/- 15.32 degrees in comparison to all other groups (42.29 degrees +/- 7.13 degrees). For thoracic kyphosis, the 7-year-old children presented 28.07 degrees +/- 7.73 degrees. and the 8-year-olds 30.32 degrees +/- 7.73 degrees. Pelvic inclination presented a mean value of 15.82 degrees +/- 5.46 degrees and single lateral spine deviation mean value of 3.48 degrees +/- 2.12 degrees. Conclusion: For the sample studied, differences based on sex and age were found for some of the body segments analyzed. The values found in this study may contribute to improved physiotherapeutic treatment when associated with other aspects of the clinical assessment and symptomatology. (J Manipulative Physiol Ther 2009;32: 154-159)