139 resultados para Multivariate volatility models


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The aims of the present study were to compare the effects of two periodization models on metabolic syndrome risk factors in obese adolescents and verify whether the angiotensin-converting enzyme (ACE) genotype is important in establishing these effects. A total of 32 postpuberty obese adolescents were submitted to aerobic training (AT) and resistance training (RT) for 14 weeks. The subjects were divided into linear periodization (LP, n = 16) or daily undulating periodization (DUP, n = 16). Body composition, visceral and subcutaneous fat, glycemia, insulinemia, homeostasis model assessment of insulin resistance (HOMA-IR), lipid profiles, blood pressure, maximal oxygen consumption (VO(2max)), resting metabolic rate (RMR), muscular endurance were analyzed at baseline and after intervention. Both groups demonstrated a significant reduction in body mass, BMI, body fat, visceral and subcutaneous fat, total and low-density lipoprotein cholesterol, blood pressure and an increase in fat-free mass, VO(2max), and muscular endurance. However, only DUP promoted a reduction in insulin concentrations and HOMA-IR. It is important to emphasize that there was no statics difference between LP and DUP groups; however, it appears that there may be bigger changes in the DUP than LP group in some of the metabolic syndrome risk factors in obese adolescents with regard to the effect size (ES). Both periodization models presented a large effect on muscular endurance. Despite the limitation of sample size, our results suggested that the ACE genotype may influence the functional and metabolic characteristics of obese adolescents and may be considered in the future strategies for massive obesity control.

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Background: Leptin-deficient mice (Lep(ob)/Lep(ob), also known as ob/ob) are of great importance for studies of obesity, diabetes and other correlated pathologies. Thus, generation of animals carrying the Lep(ob) gene mutation as well as additional genomic modifications has been used to associate genes with metabolic diseases. However, the infertility of Lep(ob)/Lep(ob) mice impairs this kind of breeding experiment. Objective: To propose a new method for production of Lep(ob)/Lep(ob) animals and Lep(ob)/Lep(ob)-derived animal models by restoring the fertility of Lep(ob)/Lep(ob) mice in a stable way through white adipose tissue transplantations. Methods: For this purpose, 1 g of peri-gonadal adipose tissue from lean donors was used in subcutaneous transplantations of Lep(ob)/Lep(ob) animals and a crossing strategy was established to generate Lep(ob)/Lep(ob)-derived mice. Results: The presented method reduced by four times the number of animals used to generate double transgenic models (from about 20 to 5 animals per double mutant produced) and minimized the number of genotyping steps (from 3 to 1 genotyping step, reducing the number of Lep gene genotyping assays from 83 to 6). Conclusion: The application of the adipose transplantation technique drastically improves both the production of Lep(ob)/Lep(ob) animals and the generation of Lep(ob)/Lep(ob)-derived animal models. International Journal of Obesity (2009) 33, 938-944; doi: 10.1038/ijo.2009.95; published online 16 June 2009

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In this work, pyrolysis-molecular beam mass spectrometry analysis coupled with principal components analysis and (13)C-labeled tetramethylammonium hydroxide thermochemolysis were used to study lignin oxidation, depolymerization, and demethylation of spruce wood treated by biomimetic oxidative systems. Neat Fenton and chelator-mediated Fenton reaction (CMFR) systems as well as cellulosic enzyme treatments were used to mimic the nonenzymatic process involved in wood brown-rot biodegradation. The results suggest that compared with enzymatic processes, Fenton-based treatment more readily opens the structure of the lignocellulosic matrix, freeing cellulose fibrils from the matrix. The results demonstrate that, under the current treatment conditions, Fenton and CMFR treatment cause limited demethoxylation of lignin in the insoluble wood residue. However, analysis of a water-extractable fraction revealed considerable soluble lignin residue structures that had undergone side chain oxidation as well as demethoxylation upon CMFR treatment. This research has implications for our understanding of nonenzymatic degradation of wood and the diffusion of CMFR agents in the wood cell wall during fungal degradation processes.

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The airflow velocities and pressures are calculated from a three-dimensional model of the human larynx by using the finite element method. The laryngeal airflow is assumed to be incompressible, isothermal, steady, and created by fixed pressure drops. The influence of different laryngeal profiles (convergent, parallel, and divergent), glottal area, and dimensions of false vocal folds in the airflow are investigated. The results indicate that vertical and horizontal phase differences in the laryngeal tissue movements are influenced by the nonlinear pressure distribution across the glottal channel, and the glottal entrance shape influences the air pressure distribution inside the glottis. Additionally, the false vocal folds increase the glottal duct pressure drop by creating a new constricted channel in the larynx, and alter the airflow vortexes formed after the true vocal folds. (C) 2007 Elsevier Ltd. All rights reserved.

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The objective of this paper is to provide and verify simplified models that predict the longitudinal stresses that develop in C-section purlins in uplift. The paper begins with the simple case of flexural stress: where the force has to be applied at the shear center, or the section braced in both flanges. Restrictions on load application point and restraint of the flanges are removed until arriving at the more complex problem of bending when movement of the tension flange alone is restricted, as commonly found in purlin-sheeting systems. Winter`s model for predicting the longitudinal stresses developed due to direct torsion is reviewed, verified, and then extended to cover the case of a bending member with tension flange restraint. The developed longitudinal stresses from flexure and restrained torsion are used to assess the elastic stability behavior of typical purlin-sheeting systems. Finally, strength predictions of typical C-section purlins are provided for existing AISI methods and a newly proposed extension to the direct strength method that employs the predicted longitudinal stress distributions within the strength prediction. (C) 2009 Elsevier Ltd. All rights reserved.

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This communication proposes a simple way to introduce fibers into finite element modelling. This is a promising formulation to deal with fiber-reinforced composites by the finite element method (FEM), as it allows the consideration of short or long fibers placed arbitrarily inside a continuum domain (matrix). The most important feature of the formulation is that no additional degree of freedom is introduced into the pre-existent finite element numerical system to consider any distribution of fiber inclusions. In other words, the size of the system of equations used to solve a non-reinforced medium is the same as the one used to solve the reinforced counterpart. Another important characteristic is the reduced work required by the user to introduce fibers, avoiding `rebar` elements, node-by-node geometrical definitions or even complex mesh generation. An additional characteristic of the technique is the possibility of representing unbounded stresses at the end of fibers using a finite number of degrees of freedom. Further studies are required for non-linear applications in which localization may occur. Along the text the linear formulation is presented and the bounded connection between fibers and continuum is considered. Four examples are presented, including non-linear analysis, to validate and show the capabilities of the formulation. Copyright (c) 2007 John Wiley & Sons, Ltd.

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This work deals with the determination of crack openings in 2D reinforced concrete structures using the Finite Element Method with a smeared rotating crack model or an embedded crack model In the smeared crack model, the strong discontinuity associated with the crack is spread throughout the finite element As is well known, the continuity of the displacement field assumed for these models is incompatible with the actual discontinuity However, this type of model has been used extensively due to the relative computational simplicity it provides by treating cracks in a continuum framework, as well as the reportedly good predictions of reinforced concrete members` structural behavior On the other hand, by enriching the displacement field within each finite element crossed by the crack path, the embedded crack model is able to describe the effects of actual discontinuities (cracks) This paper presents a comparative study of the abilities of these 2D models in predicting the mechanical behavior of reinforced concrete structures Structural responses are compared with experimental results from the literature, including crack patterns, crack openings and rebar stresses predicted by both models

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This paper presents both the theoretical and the experimental approaches of the development of a mathematical model to be used in multi-variable control system designs of an active suspension for a sport utility vehicle (SUV), in this case a light pickup truck. A complete seven-degree-of-freedom model is successfully quickly identified, with very satisfactory results in simulations and in real experiments conducted with the pickup truth. The novelty of the proposed methodology is the use of commercial software in the early stages of the identification to speed up the process and to minimize the need for a large number of costly experiments. The paper also presents major contributions to the identification of uncertainties in vehicle suspension models and in the development of identification methods using the sequential quadratic programming, where an innovation regarding the calculation of the objective function is proposed and implemented. Results from simulations of and practical experiments with the real SUV are presented, analysed, and compared, showing the potential of the method.

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The ideal conditions for the operation of tandem cold mills are connected to a set of references generated by models and used by dynamic regulators. Aiming at the optimization of the friction and yield stress coefficients an adaptation algorithm is proposed in this paper. Experimental results obtained from an industrial cold rolling mill are presented. (C) 2008 Elsevier B.V. All rights reserved.

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Functional magnetic resonance imaging (fMRI) has become an important tool in Neuroscience due to its noninvasive and high spatial resolution properties compared to other methods like PET or EEG. Characterization of the neural connectivity has been the aim of several cognitive researches, as the interactions among cortical areas lie at the heart of many brain dysfunctions and mental disorders. Several methods like correlation analysis, structural equation modeling, and dynamic causal models have been proposed to quantify connectivity strength. An important concept related to connectivity modeling is Granger causality, which is one of the most popular definitions for the measure of directional dependence between time series. In this article, we propose the application of the partial directed coherence (PDC) for the connectivity analysis of multisubject fMRI data using multivariate bootstrap. PDC is a frequency domain counterpart of Granger causality and has become a very prominent tool in EEG studies. The achieved frequency decomposition of connectivity is useful in separating interactions from neural modules from those originating in scanner noise, breath, and heart beating. Real fMRI dataset of six subjects executing a language processing protocol was used for the analysis of connectivity. Hum Brain Mapp 30:452-461, 2009. (C) 2007 Wiley-Liss, Inc.

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This letter addresses the optimization and complexity reduction of switch-reconfigured antennas. A new optimization technique based on graph models is investigated. This technique is used to minimize the redundancy in a reconfigurable antenna structure and reduce its complexity. A graph modeling rule for switch-reconfigured antennas is proposed, and examples are presented.

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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.

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Eight different models to represent the effect of friction in control valves are presented: four models based on physical principles and four empirical ones. The physical models, both static and dynamic, have the same structure. The models are implemented in Simulink/Matlab (R) and compared, using different friction coefficients and input signals. Three of the models were able to reproduce the stick-slip phenomenon and passed all the tests, which were applied following ISA standards. (C) 2008 Elsevier Ltd. All rights reserved.

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This paper presents two strategies for the upgrade of set-up generation systems for tandem cold mills. Even though these mills have been modernized mainly due to quality requests, their upgrades may be made intending to replace pre-calculated reference tables. In this case, Bryant and Osborn mill model without adaptive technique is proposed. As a more demanding modernization, Bland and Ford model including adaptation is recommended, although it requires a more complex computational hardware. Advantages and disadvantages of these two systems are compared and discussed and experimental results obtained from an industrial cold mill are shown.

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Accurate price forecasting for agricultural commodities can have significant decision-making implications for suppliers, especially those of biofuels, where the agriculture and energy sectors intersect. Environmental pressures and high oil prices affect demand for biofuels and have reignited the discussion about effects on food prices. Suppliers in the sugar-alcohol sector need to decide the ideal proportion of ethanol and sugar to optimise their financial strategy. Prices can be affected by exogenous factors, such as exchange rates and interest rates, as well as non-observable variables like the convenience yield, which is related to supply shortages. The literature generally uses two approaches: artificial neural networks (ANNs), which are recognised as being in the forefront of exogenous-variable analysis, and stochastic models such as the Kalman filter, which is able to account for non-observable variables. This article proposes a hybrid model for forecasting the prices of agricultural commodities that is built upon both approaches and is applied to forecast the price of sugar. The Kalman filter considers the structure of the stochastic process that describes the evolution of prices. Neural networks allow variables that can impact asset prices in an indirect, nonlinear way, what cannot be incorporated easily into traditional econometric models.