The influence of ARIMA-GARCH parameters in feed forward neural networks prediction

The objective of this article is to find out the influence of the parameters of the ARIMA-GARCH models in the prediction of artificial neural networks (ANN) of the feed forward type, trained with the Levenberg-Marquardt algorithm, through Monte Carlo simulations. The paper presents a study of the relationship between ANN performance and ARIMA-GARCH model parameters, i.e. the fact that depending on the stationarity and other parameters of the time series, the ANN structure should be selected differently. Neural networks have been widely used to predict time series and their capacity for dealing with non-linearities is a normally outstanding advantage. However, the values of the parameters of the models of generalized autoregressive conditional heteroscedasticity have an influence on ANN prediction performance. The combination of the values of the GARCH parameters with the ARIMA autoregressive terms also implies in ANN performance variation. Combining the parameters of the ARIMA-GARCH models and changing the ANN`s topologies, we used the Theil inequality coefficient to measure the prediction of the feed forward ANN.

Prediction of the economic activity from the short and long-term interest rate differential: new evidences in Chile and the United States of America cases

The purpose of this work is to verify the stability of the relationship between real activity and interest rate spread. The test is based on Chen (1988) and Osorio and Galea (2006). The analysis is applied to Chile and the United States, from 1980 to 1999. In general, in both cases the relationship was statistically significant in early 80s, but a break point is found in both countries during that decades, suggesting that the relationship depends on the monetary rule follow by the Central Bank.

A New Approach to the Prediction of Partition Coefficients in Water/Organic Interfaces

In the present work, a new approach for the determination of the partition coefficient in different interfaces based on the density function theory is proposed. Our results for log P(ow) considering a n-octanol/water interface for a large super cell for acetone -0.30 (-0.24) and methane 0.95 (0.78) are comparable with the experimental data given in parenthesis. We believe that these differences are mainly related to the absence of van der Walls interactions and the limited number of molecules considered in the super cell. The numerical deviations are smaller than that observed for interpolation based tools. As the proposed model is parameter free, it is not limited to the n-octanol/water interface.

PREDICTION OF METAL CATION TOXICITY TO THE BIOLUMINESCENT FUNGUS GERRONEMA VIRIDILUCENS

A correlation between the physicochemical properties of mono- [Li(I), K(I), Na(I)] and divalent [Cd(II), Cu(II), Mn(II), Ni(II), Co(II), Zn(II), Mg(II), Ca(II)] metal cations and their toxicity (evaluated by the free ion median effective concentration. EC50(F)) to the naturally bioluminescent fungus Gerronema viridilucens has been studied using the quantitative ion character activity relationship (QICAR) approach. Among the 11 ionic parameters used in the current study, a univariate model based on the covalent index (X(m)(2)r) proved to be the most adequate for prediction of fungal metal toxicity evaluated by the logarithm of free ion median effective concentration (log EC50(F)): log EC50(F) = 4.243 (+/-0.243) -1.268 (+/-0.125).X(m)(2)r (adj-R(2) = 0.9113, Alkaike information criterion [AIC] = 60.42). Additional two- and three-variable models were also tested and proved less suitable to fit the experimental data. These results indicate that covalent bonding is a good indicator of metal inherent toxicity to bioluminescent fungi. Furthermore, the toxicity of additional metal ions [Ag(I), Cs(I), Sr(II), Ba(II), Fe(II), Hg(II), and Pb(II)] to G. viridilucens was predicted, and Pb was found to be the most toxic metal to this bioluminescent fungus (EC50(F)): Pb(II) > Ag(I) > Hg(I) > Cd(II) > Cu(II) > Co(II) Ni(II) > Mn(II) > Fe(II) approximate to Zn(II) > Mg(II) approximate to Ba(II) approximate to Cs(I) > Li(I) > K(I) approximate to Na(I) approximate to Sr(II)> Ca(II). Environ. Toxicol. Chem. 2010;29:2177-2181. (C) 2010 SETAC

Improved Prediction of Hydrocarbon Flash Points from Boiling Point Data

Flash points (T(FP)) of hydrocarbons are calculated from their flash point numbers, N(FP), with the relationship T(FP) (K) = 23.369N(FP)(2/3) + 20.010N(FP)(1/3) + 31.901 In turn, the N(FP) values can be predicted from experimental boiling point numbers (Y(BP)) and molecular structure with the equation N(FP) = 0.987 Y(BP) + 0.176D + 0.687T + 0.712B - 0.176 where D is the number of olefinic double bonds in the structure, T is the number of triple bonds, and B is the number of aromatic rings. For a data set consisting of 300 diverse hydrocarbons, the average absolute deviation between the literature and predicted flash points was 2.9 K.

The low-lying electronic states of BeP: a reliable and accurate quantum mechanical prediction

A very high level of theoretical treatment (complete active space self-consistent field CASSCF/MRCI/aug-cc-pV5Z) was used to characterize the spectroscopic properties of a manifold of quartet and doublet states of the species BeP, as yet experimentally unknown. Potential energy curves for 11 electronic states were obtained, as well as the associated vibrational energy levels, and a whole set of spectroscopic constants. Dipole moment functions and vibrationally averaged dipole moments were also evaluated. Similarities and differences between BeN and BeP were analysed along with the isovalent SiB species. The molecule BeP has a X (4)Sigma(-) ground state, with an equilibrium bond distance of 2.073 angstrom, and a harmonic frequency of 516.2 cm(-1); it is followed closely by the states (2)Pi (R(e) = 2.081 angstrom, omega(e) = 639.6 cm(-1)) and (2)Sigma(-) (R(e) = 2.074 angstrom, omega(e) = 536.5 cm(-1)), at 502 and 1976 cm(-1), respectively. The other quartets investigated, A (4)Pi (R(e) = 1.991 angstrom, omega(e) = 555.3 cm(-1)) and B (4)Sigma(-) (R(e) = 2.758 angstrom, omega(e) = 292.2 cm(-1)) lie at 13 291 and 24 394 cm(-1), respectively. The remaining doublets ((2)Delta, (2)Sigma(+)(2) and (2)Pi(3)) all fall below 28 000 cm(-1). Avoided crossings between the (2)Sigma(+) states and between the (2)Pi states add an extra complexity to this manifold of states.