60 resultados para time-varying AR models
Resumo:
Steady-state and time-resolved fluorescence measurements are reported for several crude oils and their saturates, aromatics, resins, and asphaltenes (SARA) fractions (saturates, aromatics and resins), isolated from maltene after pentane precipitation of the asphaltenes. There is a clear relationship between the American Petroleum Institute (API) grade of the crude oils and their fluorescence emission intensity and maxima. Dilution of the crude oil samples with cyclohexane results in a significant increase of emission intensity and a blue shift, which is a clear indication of the presence of energy-transfer processes between the emissive chromophores present in the crude oil. Both the fluorescence spectra and the mean fluorescence lifetimes of the three SARA fractions and their mixtures indicate that the aromatics and resins are the major contributors to the emission of crude oils. Total synchronous fluorescence scan (TSFS) spectral maps are preferable to steady-state fluorescence spectra for discriminating between the fractions, making TSFS maps a particularly interesting choice for the development of fluorescence-based methods for the characterization and classification of crude oils. More detailed studies, using a much wider range of excitation and emission wavelengths, are necessary to determine the utility of time-resolved fluorescence (TRF) data for this purpose. Preliminary models constructed using TSFS spectra from 21 crude oil samples show a very good correlation (R(2) > 0.88) between the calculated and measured values of API and the SARA fraction concentrations. The use of models based on a fast fluorescence measurement may thus be an alternative to tedious and time-consuming chemical analysis in refineries.
Resumo:
The objective was to study the flow pattern in a plate heat exchanger (PHE) through residence time distribution (RTD) experiments. The tested PHE had flat plates and it was part of a laboratory scale pasteurization unit. Series flow and parallel flow configurations were tested with a variable number of passes and channels per pass. Owing to the small scale of the equipment and the short residence times, it was necessary to take into account the influence of the tracer detection unit on the RID data. Four theoretical RID models were adjusted: combined, series combined, generalized convection and axial dispersion. The combined model provided the best fit and it was useful to quantify the active and dead space volumes of the PHE and their dependence on its configuration. Results suggest that the axial dispersion model would present good results for a larger number of passes because of the turbulence associated with the changes of pass. This type of study can be useful to compare the hydraulic performance of different plates or to provide data for the evaluation of heat-induced changes that occur in the processing of heat-sensitive products. (C) 2011 Elsevier Ltd. All rights reserved.
Resumo:
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.
Resumo:
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.
Resumo:
Distribution of timing signals is an essential factor for the development of digital systems for telecommunication networks, integrated circuits and manufacturing automation. Originally, this distribution was implemented by using the master-slave architecture with a precise master clock generator sending signals to phase-locked loops (PLL) working as slave oscillators. Nowadays, wireless networks with dynamical connectivity and the increase in size and operation frequency of the integrated circuits suggest that the distribution of clock signals could be more efficient if mutually connected architectures were used. Here, mutually connected PLL networks are studied and conditions for synchronous states existence are analytically derived, depending on individual node parameters and network connectivity, considering that the nodes are nonlinear oscillators with nonlinear coupling conditions. An expression for the network synchronisation frequency is obtained. The lock-in range and the transmission error bounds are analysed providing hints to the design of this kind of clock distribution system.
Resumo:
Mixed models have become important in analyzing the results of experiments, particularly those that require more complicated models (e.g., those that involve longitudinal data). This article describes a method for deriving the terms in a mixed model. Our approach extends an earlier method by Brien and Bailey to explicitly identify terms for which autocorrelation and smooth trend arising from longitudinal observations need to be incorporated in the model. At the same time we retain the principle that the model used should include, at least, all the terms that are justified by the randomization. This is done by dividing the factors into sets, called tiers, based on the randomization and determining the crossing and nesting relationships between factors. The method is applied to formulate mixed models for a wide range of examples. We also describe the mixed model analysis of data from a three-phase experiment to investigate the effect of time of refinement on Eucalyptus pulp from four different sources. Cubic smoothing splines are used to describe differences in the trend over time and unstructured covariance matrices between times are found to be necessary.
Resumo:
In this study, regression models are evaluated for grouped survival data when the effect of censoring time is considered in the model and the regression structure is modeled through four link functions. The methodology for grouped survival data is based on life tables, and the times are grouped in k intervals so that ties are eliminated. Thus, the data modeling is performed by considering the discrete models of lifetime regression. The model parameters are estimated by using the maximum likelihood and jackknife methods. To detect influential observations in the proposed models, diagnostic measures based on case deletion, which are denominated global influence, and influence measures based on small perturbations in the data or in the model, referred to as local influence, are used. In addition to those measures, the local influence and the total influential estimate are also employed. Various simulation studies are performed and compared to the performance of the four link functions of the regression models for grouped survival data for different parameter settings, sample sizes and numbers of intervals. Finally, a data set is analyzed by using the proposed regression models. (C) 2010 Elsevier B.V. All rights reserved.
Resumo:
Previous work demonstrated that a mixture of NH(4)Cl and KNO(3) as nitrogen source was beneficial to fed-batch Arthrospira (Spirulina) platensis cultivation, in terms of either lower costs or higher cell concentration. On the basis of those results, this study focused on the use of a cheaper nitrogen source mixture, namely (NH(4))(2)SO(4) plus NaNO(3), varying the ammonium feeding time (T = 7-15 days), either controlling the pH by CO(2) addition or not. A. platensis was cultivated in mini-tanks at 30 degrees C, 156 mu mol photons m(-2) s(-1), and starting cell concentration of 400 mg L(-1), on a modified Schlosser medium. T = 13 days under pH control were selected as optimum conditions, ensuring the best results in terms of biomass production (maximum cell concentration of 2911 mg L(-1), cell productivity of 179 mg L(-1) d(-1) and specific growth rate of 0.77 d(-1)) and satisfactory protein and lipid contents (around 30% each). (C) 2011 Elsevier Ltd. All rights reserved.
Resumo:
The aim of this study was to identify the psycho-musical factors that govern time evaluation in Western music from baroque, classic, romantic, and modern repertoires. The excerpts were previously found to represent variability in musical properties and to induce four main categories of emotions. 48 participants (musicians and nonmusicians) freely listened to 16 musical excerpts (lasting 20 sec. each) and grouped those that seemed to have the same duration. Then, participants associated each group of excerpts to one of a set of sine wave tones varying in duration from 16 to 24 sec. Multidimensional scaling analysis generated a two-dimensional solution for these time judgments. Musical excerpts with high arousal produced an overestimation of time, and affective valence had little influence on time perception. The duration was also overestimated when tempo and loudness were higher, and to a lesser extent, timbre density. In contrast, musical tension had little influence.
Resumo:
Two experiments were conducted to investigate the effect of a threatening stimulus in human adults in a temporal bisection task. In Experiment I. for two anchor duration conditions (400/800 vs. 800/1600 ms), the participants completed trials in which the probe duration was followed by an aversive stimulus or a nonaversive stimulus. The results showed that the duration was judged longer when the participants expected an aversive rather than a nonaversive stimulus. In Experiment 2, the effect of the temporal localization of the aversive stimulus was also tested, with the aversive stimulus being presented at the beginning or at the end of the probe duration. The results revealed a temporal overestimation in each condition compared to the trials in which no aversive stimulus was presented. Furthermore, the temporal overestimation was greater when the expectation for the forthcoming threatening stimulus was longer. This temporal overestimation is explained in terms of a speeding-up of the neural timing system in response to the increase in the arousal level produced by the expectation of a threatening stimulus.
Resumo:
Background: There is a paucity of information describing the real-time 3-dimensional echocardiography (RT3DE) and dyssynchrony indexes (DIs) of a normal population. We evaluate the RT3DE DIs in a population with normal electrocardiograms and 2- and 3-dimensional echocardiographic analyses. This information is relevant for cardiac resynchronization therapy. Methods: We evaluated 131 healthy volunteers (73 were male, aged 46 +/- 14 years) who were referred for routine echocardiography; who presented normal cardiac structure on electrocardiography, 2-dimensional echocardiography, and RT3DE; and who had no history of cardiac diseases. We analyzed 3-dimensional left ventricular ejection fraction, left ventricle end-diastolic volume, left ventricle end-systolic volume, and left ventricular systolic DI% (6-, 12-, and 16-segment models). RT3DE data were analyzed by quantifying the statistical distribution (mean, median, standard deviation [SD], relative SD, coefficient of skewness, coefficient of kurtosis, Kolmogorov-Smirnov test, D`Agostino-Pearson test, percentiles, and 95% confidence interval). Results: Left ventricular ejection fraction ranged from 50% to 80% (66.1% +/- 7.1%); left ventricle end-diastolic volume ranged from 39.8 to 145 mL (79.1 +/- 24.9 mL); left ventricle end-systolic volume ranged from 12.9 to 66 mL (27 +/- 12.1 mL); 6-segment DI% ranged from 0.20% to 3.80% (1.21% +/- 0.66%), median: 1.06, relative SD: 0.5482, coefficient of skewness: 1.2620 (P < .0001), coefficient of Kurtosis: 1.9956 (P = .0039); percentile 2.5%: 0.2900, percentile 97.5%: 2.8300; 12-segment DI% ranged from 0.22% to 4.01% (1.29% +/- 0.71%), median: 1.14, relative SD: 0.95, coefficient of skewness: 1.1089 (P < .0001), coefficient of Kurtosis: 1.6372 (P = .0100), percentile 2.5%: 0.2850, percentile 97.5%: 3.0700; and 16-segment DI% ranged from 0.29% to 4.88% (1.59 +/- 0.99), median: 1.39, relative SD: 0.56, coefficient of skewness: 1.0792 (P < .0001), coefficient of Kurtosis: 0.9248 (P = .07), percentile 2.5%: 0.3750, percentile 97.5%: 3.750. Conclusion: This study allows for the quantification of RT3DE DIs in normal subjects, providing a comparison for patients with heart failure who may be candidates for cardiac resynchronization therapy. (J Am Soc Echocardiogr 2008; 21: 1229-1235)
Resumo:
Aripiprazole is a unique antipsychotic that seems to act as a partial agonist at dopamine D2-receptors, contrasting with other drugs in this class, which are silent antagonists. Aripiprazole may also bind to serotonin receptors. Both neurotransmitters may play major roles in aversion-, anxiety-and panic-related behaviours. Thus, the present work tested the hypothesis that this antipsychotic could also have anti-aversive properties. Male Wistar rats received injections of aripiprazole (0.1-10 mg/kg) and were tested in the open field, in the elevated plus and T mazes (EPM and ETM, respectively) and in a contextual fear conditioning paradigm. Aripiprazole (1mg/kg) increased the percentage of entries onto the open arms of the EPM and attenuated escape responses in the ETM. In the latter model, the dose of 0.1 mg/kg also decreased the latency to leave the enclosed arm, suggesting anxiolytic- and panicolytic-like properties. This dose also decreased the time spent in freezing in a contextual fear conditioning. No significant motor effects were observed at these doses. The present data support the hypothesis that aripiprazole could inhibit anxiety-related responses. Acting as a partial agonist at dopamine receptors, this drug could effectively treat schizophrenia and, in contrast with most antipsychotic drugs, alleviate aversive states.
Resumo:
The effects of microinjection of the nitric oxide (NO) precursor L-arginine (L-Arg), the NO synthase (NOS) inhibitors N-methyl-L-arginine (L-NAME) and 7-nitroindazole (7-NI), and the cyclic guanosine 3`,5`-monophosphate (cGMP) analog 8-Br-cGMP into the dorsal raphe nucleus (DRN) were assessed in rats using the elevated plus maze (EPM) and the forced swim test (FST). L-Arg (100 and 200 nmol) produced an anxiolytic-like effect in the EPM. 8-Br-cGMP (25 and 50 nmol) dose-dependently increased locomotor activity. In the FST, antidepressant-like effects were produced by L-Arg (50 and 100 nmol) and 8-Br-cGMP (12.5 and 25 nmol). Dual effects were observed with NOS inhibitors L-NAME and 7-NI in both the EPM and FST. While low doses of L-NAME (25 nmol) or 7-NI (1 nmol) induced a selective increase in EPM open arm exploration and a decrease in immobility time in the FST, high doses (L-NAME 400 nmol, 7-NI 10 nmol) decreased locomotor activity. These results show that interference with NO-mediated neurotransmission in the DRN induced significant and complex motor and emotional effects. Further studies are needed to elucidate the mechanisms involved in these effects. (C) 2007 Elsevier Inc. All rights reserved.
Resumo:
The aim of the present study was to evaluate the genetic correlations among real-time ultrasound carcass, BW, and scrotal circumference (SC) traits in Nelore cattle. Carcass traits, measured by real-time ultrasound of the live animal, were recorded from 2002 to 2004 on 10 farms across 6 Brazilian states on 2,590 males and females ranging in age from 450 to 599 d. Ultrasound records of LM area (LMA) and backfat thickness (BF) were obtained from cross-sectional images between the 12th and 13th ribs, and rump fat thickness (RF) was measured between the hook and pin bones over the junction between gluteus medius and biceps femoris muscles. Also, BW (n = 22,778) and SC ( n = 5,695) were recorded on animals born between 1998 and 2003. The BW traits were 120, 210, 365, 450, and 550-d standardized BW (W120, W210, W365, W450, and W550), plus BW (WS) and hip height (HH) on the ultrasound scanning date. The SC traits were 365-, 450-, and 550-d standardized SC (SC365, SC450, and SC550). For the BW and SC traits, the database used was from the Nelore Breeding Program-Nelore Brazil. The genetic parameters were estimated with multivariate animal models and REML. Estimated genetic correlations between LMA and other traits were 0.06 (BF), -0.04 ( RF), 0.05 (HH), 0.58 (WS), 0.53 (W120), 0.62 (W210), 0.67 (W365), 0.64 ( W450 and W550), 0.28 (SC365), 0.24 (SC450), and 0.00 ( SC550). Estimated genetic correlations between BF and with other traits were 0.74 ( RF), -0.32 (HH), 0.19 (WS), -0.03 (W120), -0.10 (W210), 0.04 (W365), 0.01 (W450), 0.06 ( W550), 0.17 (SC365 and SC450), and -0.19 (SC550). Estimated genetic correlations between RF and other traits were -0.41 (HH), -0.09 (WS), -0.13 ( W120), -0.09 ( W210), -0.01 ( W365), 0.02 (W450), 0.03 (W550), 0.05 ( SC365), 0.11 ( SC450), and -0.18 (SC550). These estimates indicate that selection for carcass traits measured by real-time ultrasound should not cause antagonism in the genetic improvement of SC and BW traits. Also, selection to increase HH might decrease subcutaneous fat as correlated response. Therefore, to obtain animals suited to specific tropical production systems, carcass, BW, and SC traits should be considered in selection programs.
Resumo:
The aim of the present study was to evaluate the genetic and environmental factors affecting records of longissimus muscle area (LMA) and back fat thickness (BF) obtained between the 12th and 13th ribs, and rump fat thickness (RF) between the hook and pin bones, measured by real-time ultrasound in Nelore cattle. Also, weight records of 22,778 animals born from 1998 to 2003, in ten farms across six Brazilian states were used. Carcass traits as measured by ultrasound of the live animal were recorded from 2002 to 2004 in 2590 males and females with ages varying from 450 to 599 days. Fixed models including farm, year and season of birth, sex and type of feed effects, and the covariates age of dam (AOD) and age of animal at measurement were used to study the effect of environmental factors on these traits. The genetic parameters for LMA, BF and RF were estimated with two and three-trait animal models with 120-day weights using a restricted maximum likelihood method. All environmental effects significantly affected carcass traits, with the exception of year of birth for BF and RF and AOD for LMA. The heritability estimates for LMA, BF and RF were 0.35, 0.51 and 0.39, respectively. Standard errors obtained in one-trait analyses were from 0.07 to 0.09. Genetic correlation estimates between LMA and the two traits of subcutaneous fat were low (close to zero) and 0.74 between BF and RF, indicating that the selection for LMA should not cause antagonism in the genetic improvement of subcutaneous fat measured by real-time ultrasound. (C) 2007 Elsevier B.V. All fights reserved.