140 resultados para Stochastic Frontier Models
Resumo:
We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.
Resumo:
Large-scale soy agriculture in the southern Brazilian Amazon now rivals deforestation for pasture as the region`s predominant form of land use change. Such landscape-level change can have substantial consequences for local and regional hydrology, but these effects remain relatively unstudied in this ecologically and economically important region. We examined how the conversion to soy agriculture influences water balances and stormflows using stream discharge (water yields) and the timing of discharge (stream hydrographs) in small (2.5-13.5 km2) forested and soy headwater watersheds in the Upper Xingu Watershed in the state of Mato Grosso, Brazil. We monitored water yield for 1 year in three forested and four soy watersheds. Mean daily water yields were approximately four times higher in soy than forested watersheds, and soy watersheds showed greater seasonal variability in discharge. The contribution of stormflows to annual streamflow in all streams was low (< 13% of annual streamflow), and the contribution of stormflow to streamflow did not differ between land uses. If the increases in water yield observed in this study are typical, landscape-scale conversion to soy substantially alters water-balance, potentially altering the regional hydrology over large areas of the southern Amazon.
Resumo:
Tropical ecosystems play a large and complex role in the global carbon cycle. Clearing of natural ecosystems for agriculture leads to large pulses of CO(2) to the atmosphere from terrestrial biomass. Concurrently, the remaining intact ecosystems, especially tropical forests, may be sequestering a large amount of carbon from the atmosphere in response to global environmental changes including climate changes and an increase in atmospheric CO(2). Here we use an approach that integrates census-based historical land use reconstructions, remote-sensing-based contemporary land use change analyses, and simulation modeling of terrestrial biogeochemistry to estimate the net carbon balance over the period 1901-2006 for the state of Mato Grosso, Brazil, which is one of the most rapidly changing agricultural frontiers in the world. By the end of this period, we estimate that of the state`s 925 225 km(2), 221 092 km(2) have been converted to pastures and 89 533 km(2) have been converted to croplands, with forest-to-pasture conversions being the dominant land use trajectory but with recent transitions to croplands increasing rapidly in the last decade. These conversions have led to a cumulative release of 4.8 Pg C to the atmosphere, with similar to 80% from forest clearing and 20% from the clearing of cerrado. Over the same period, we estimate that the residual undisturbed ecosystems accumulated 0.3 Pg C in response to CO2 fertilization. Therefore, the net emissions of carbon from Mato Grosso over this period were 4.5 Pg C. Net carbon emissions from Mato Grosso since 2000 averaged 146 Tg C/yr, on the order of Brazil`s fossil fuel emissions during this period. These emissions were associated with the expansion of croplands to grow soybeans. While alternative management regimes in croplands, including tillage, fertilization, and cropping patterns promote carbon storage in ecosystems, they remain a small portion of the net carbon balance for the region. This detailed accounting of a region`s carbon balance is the type of foundation analysis needed by the new United Nations Collaborative Programmme for Reducing Emissions from Deforestation and Forest Degradation (REDD).
Resumo:
The Brazilian Amazon is one of the most rapidly developing agricultural frontiers in the world. The authors assess changes in cropland area and the intensification of cropping in the Brazilian agricultural frontier state of Mato Grosso using remote sensing and develop a greenhouse gas emissions budget. The most common type of intensification in this region is a shift from single-to double-cropping patterns and associated changes in management, including increased fertilization. Using the enhanced vegetation index (EVI) from the Moderate Resolution Imaging Spectroradiometer (MODIS) sensor, the authors created a green-leaf phenology for 2001-06 that was temporally smoothed with a wavelet filter. The wavelet-smoothed green-leaf phenology was analyzed to detect cropland areas and their cropping patterns. The authors document cropland extensification and double-cropping intensification validated with field data with 85% accuracy for detecting croplands and 64% and 89% accuracy for detecting single-and double-cropping patterns, respectively. The results show that croplands more than doubled from 2001 to 2006 to cover about 100 000 km(2) and that new double-cropping intensification occurred on over 20% of croplands. Variations are seen in the annual rates of extensification and double-cropping intensification. Greenhouse gas emissions are estimated for the period 2001-06 due to conversion of natural vegetation and pastures to row-crop agriculture in Mato Grosso averaged 179 Tg CO(2)-e yr(-1),over half the typical fossil fuel emissions for the country in recent years.
Resumo:
The Cerrado and Amazon regions of Brazil are probably the largest agricultural frontier of the world, and Could be a sink or source for C depending on the net effect of land use change and subsequent management on soil organic C pools. We evaluated the effects of agricultural management systems on soil organic C (SOC) stocks in the Brazilian states of Rondonia and Mato Grosso, and derived regional specific factors for soil C stock change associated with different management systems. We used 50 observations (data points) in this study, including 42 dealing with annual cropping practices and 8 dealing with perennial cropping, and analyzed the data in linear mixed-effect models. No tillage (NT) systems in Cerrado areas increased SOC Storage by 1.08 +/- 0.06 relative to SOC stocks under native conditions, while SOC storage increased by a modest factor of 1.01 +/- 0.17 in Cerradao and Amazon Forest conditions. Full tillage (FT) had negative effect on SOC storage relative to NT, decreasing SOC stocks by a factor of 0.94 +/- 0.04. but did not significantly reduce SOC stocks relative to native levels when adopted in the Cerrado region. Perennial cropping had a minimal impact on SOC stocks, estimated at a factor Value of 0.98 +/- 0.14, suggesting these systems maintain about 98% of the SOC stock found under native vegetation. The results Suggest that NT adoption may be increasing SOC with land use change from native vegetation to cropland management in the Cerrado region of Brazil. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
Here, I investigate the use of Bayesian updating rules applied to modeling how social agents change their minds in the case of continuous opinion models. Given another agent statement about the continuous value of a variable, we will see that interesting dynamics emerge when an agent assigns a likelihood to that value that is a mixture of a Gaussian and a uniform distribution. This represents the idea that the other agent might have no idea about what is being talked about. The effect of updating only the first moments of the distribution will be studied, and we will see that this generates results similar to those of the bounded confidence models. On also updating the second moment, several different opinions always survive in the long run, as agents become more stubborn with time. However, depending on the probability of error and initial uncertainty, those opinions might be clustered around a central value.
Resumo:
Today several different unsupervised classification algorithms are commonly used to cluster similar patterns in a data set based only on its statistical properties. Specially in image data applications, self-organizing methods for unsupervised classification have been successfully applied for clustering pixels or group of pixels in order to perform segmentation tasks. The first important contribution of this paper refers to the development of a self-organizing method for data classification, named Enhanced Independent Component Analysis Mixture Model (EICAMM), which was built by proposing some modifications in the Independent Component Analysis Mixture Model (ICAMM). Such improvements were proposed by considering some of the model limitations as well as by analyzing how it should be improved in order to become more efficient. Moreover, a pre-processing methodology was also proposed, which is based on combining the Sparse Code Shrinkage (SCS) for image denoising and the Sobel edge detector. In the experiments of this work, the EICAMM and other self-organizing models were applied for segmenting images in their original and pre-processed versions. A comparative analysis showed satisfactory and competitive image segmentation results obtained by the proposals presented herein. (C) 2008 Published by Elsevier B.V.
Resumo:
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
Resumo:
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.
Resumo:
In this paper, the method of Galerkin and the Askey-Wiener scheme are used to obtain approximate solutions to the stochastic displacement response of Kirchhoff plates with uncertain parameters. Theoretical and numerical results are presented. The Lax-Milgram lemma is used to express the conditions for existence and uniqueness of the solution. Uncertainties in plate and foundation stiffness are modeled by respecting these conditions, hence using Legendre polynomials indexed in uniform random variables. The space of approximate solutions is built using results of density between the space of continuous functions and Sobolev spaces. Approximate Galerkin solutions are compared with results of Monte Carlo simulation, in terms of first and second order moments and in terms of histograms of the displacement response. Numerical results for two example problems show very fast convergence to the exact solution, at excellent accuracies. The Askey-Wiener Galerkin scheme developed herein is able to reproduce the histogram of the displacement response. The scheme is shown to be a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2009 Elsevier Ltd. All rights reserved.
Resumo:
This paper presents an accurate and efficient solution for the random transverse and angular displacement fields of uncertain Timoshenko beams. Approximate, numerical solutions are obtained using the Galerkin method and chaos polynomials. The Chaos-Galerkin scheme is constructed by respecting the theoretical conditions for existence and uniqueness of the solution. Numerical results show fast convergence to the exact solution, at excellent accuracies. The developed Chaos-Galerkin scheme accurately approximates the complete cumulative distribution function of the displacement responses. The Chaos-Galerkin scheme developed herein is a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2011 Elsevier Ltd. All rights reserved.
Resumo:
The selection criteria for Euler-Bernoulli or Timoshenko beam theories are generally given by means of some deterministic rule involving beam dimensions. The Euler-Bernoulli beam theory is used to model the behavior of flexure-dominated (or ""long"") beams. The Timoshenko theory applies for shear-dominated (or ""short"") beams. In the mid-length range, both theories should be equivalent, and some agreement between them would be expected. Indeed, it is shown in the paper that, for some mid-length beams, the deterministic displacement responses for the two theories agrees very well. However, the article points out that the behavior of the two beam models is radically different in terms of uncertainty propagation. In the paper, some beam parameters are modeled as parameterized stochastic processes. The two formulations are implemented and solved via a Monte Carlo-Galerkin scheme. It is shown that, for uncertain elasticity modulus, propagation of uncertainty to the displacement response is much larger for Timoshenko beams than for Euler-Bernoulli beams. On the other hand, propagation of the uncertainty for random beam height is much larger for Euler beam displacements. Hence, any reliability or risk analysis becomes completely dependent on the beam theory employed. The authors believe this is not widely acknowledged by the structural safety or stochastic mechanics communities. (C) 2010 Elsevier Ltd. All rights reserved.
Resumo:
In this paper, the Askey-Wiener scheme and the Galerkin method are used to obtain approximate solutions to stochastic beam bending on Winkler foundation. The study addresses Euler-Bernoulli beams with uncertainty in the bending stiffness modulus and in the stiffness of the foundation. Uncertainties are represented by parameterized stochastic processes. The random behavior of beam response is modeled using the Askey-Wiener scheme. One contribution of the paper is a sketch of proof of existence and uniqueness of the solution to problems involving fourth order operators applied to random fields. From the approximate Galerkin solution, expected value and variance of beam displacement responses are derived, and compared with corresponding estimates obtained via Monte Carlo simulation. Results show very fast convergence and excellent accuracies in comparison to Monte Carlo simulation. The Askey-Wiener Galerkin scheme presented herein is shown to be a theoretically solid and numerically efficient method for the solution of stochastic problems in engineering.
Resumo:
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.