86 resultados para Auto-Regressive and Moving-Average Model with exogenous inputs

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)


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Este artigo discute um modelo de previsão combinada para a realização de prognósticos climáticos na escala sazonal. Nele, previsões pontuais de modelos estocásticos são agregadas para obter as melhores projeções no tempo. Utilizam-se modelos estocásticos autoregressivos integrados a médias móveis, de suavização exponencial e previsões por análise de correlações canônicas. O controle de qualidade das previsões é feito através da análise dos resíduos e da avaliação do percentual de redução da variância não-explicada da modelagem combinada em relação às previsões dos modelos individuais. Exemplos da aplicação desses conceitos em modelos desenvolvidos no Instituto Nacional de Meteorologia (INMET) mostram bons resultados e ilustram que as previsões do modelo combinado, superam na maior parte dos casos a de cada modelo componente, quando comparadas aos dados observados.

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The impact of human activity on the sediments of Todos os Santos Bay in Brazil was evaluated by elemental analysis and (13)C Nuclear Magnetic Resonance ((13)C NMR). This article reports a study of six sediment cores collected at different depths and regions of Todos os Santos Bay. The elemental profiles of cores collected on the eastern side of Frades Island suggest an abrupt change in the sedimentation regime. Auto-regressive Integrated Moving Average (ARIMA) analysis corroborates this result. The range of depths of the cores corresponds to about 50 years ago, coinciding with the implantation of major onshore industrial projects in the region. Principal Component Analysis of the (13)C NMR spectra clearly differentiates sediment samples closer to the Subae estuary, which have high contents of terrestrial organic matter, from those closer to a local oil refinery. The results presented in this article illustrate several important aspects of environmental impact of human activity on this bay. (C) 2011 Elsevier Ltd. All rights reserved.

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In a sample of censored survival times, the presence of an immune proportion of individuals who are not subject to death, failure or relapse, may be indicated by a relatively high number of individuals with large censored survival times. In this paper the generalized log-gamma model is modified for the possibility that long-term survivors may be present in the data. The model attempts to separately estimate the effects of covariates on the surviving fraction, that is, the proportion of the population for which the event never occurs. The logistic function is used for the regression model of the surviving fraction. Inference for the model parameters is considered via maximum likelihood. Some influence methods, such as the local influence and total local influence of an individual are derived, analyzed and discussed. Finally, a data set from the medical area is analyzed under the log-gamma generalized mixture model. A residual analysis is performed in order to select an appropriate model.

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Introduction: The vertebrae fixation system using pedicular screws is one of the most efficient methods to treat vertebral spine pathologies. When the screw is submitted to pullout strength, it causes internal tension near the medullar canal and this situation can be analyzed by using the photoelasticity technique. Objective: Were analyzed those internal tensions near the medullar canal of photoelastic vertebra models using different sizes of screws of the vertebral fixation system submitted to pullout strength. Methods: A lumbar vertebral model made of photoelastic material with three different USS1-type pedicular screw sizes (5, 6, and 7 mm) was used. The internal tensions around the screw were tested in 12 predetermined points by a plain transmission polaroscope. Results: The areas of greater tension concentration were between the medullar canal and the curves of the transverse process. Comparing the maximum average pulling tension, statistical differences were observed between screws 5 and 7, and 6 and 7. On the other hand, for screws 5 and 6, there were no significant differences. Conclusion: The study evidenced that the internal tensions are greater in irregular areas, next to the medullar canal, showing that this is a critical region.

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Neonatal calf diarrhea is a multi-etiology syndrome of cattle and direct detection of the two major agents of the syndrome, group A rotavirus and Bovine coronavirus (BCoV) is hampered by their fastidious growth in cell culture. This study aimed at developing a multiplex semi-nested RT-PCR for simultaneous detection of BCoV (N gene) and group A rotavirus (VP1 gene) with the addition of an internal control (mRNA ND5). The assay was tested in 75 bovine feces samples tested previously for rotavirus using PAGE and for BCoV using nested RT-PCR targeted to RdRp gene. Agreement with reference tests was optimal for BCoV (kappa = 0.833) and substantial for rotavirus detection (kappa = 0.648). the internal control, ND5 mRNA, was detected successfully in all reactions. Results demonstrated that this multiplex semi-nested RT-PCR was effective in the detection of BCoV and rotavirus, with high sensitivity and specificity for simultaneous detection of both viruses at a lower cost, providing an important tool for studies on the etiology of diarrhea in cattle. (C) 2010 Elsevier B.V. All rights reserved.

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Purpose - The purpose of this paper is to develop a novel unstructured simulation approach for injection molding processes described by the Hele-Shaw model. Design/methodology/approach - The scheme involves dual dynamic meshes with active and inactive cells determined from an initial background pointset. The quasi-static pressure solution in each timestep for this evolving unstructured mesh system is approximated using a control volume finite element method formulation coupled to a corresponding modified volume of fluid method. The flow is considered to be isothermal and non-Newtonian. Findings - Supporting numerical tests and performance studies for polystyrene described by Carreau, Cross, Ellis and Power-law fluid models are conducted. Results for the present method are shown to be comparable to those from other methods for both Newtonian fluid and polystyrene fluid injected in different mold geometries. Research limitations/implications - With respect to the methodology, the background pointset infers a mesh that is dynamically reconstructed here, and there are a number of efficiency issues and improvements that would be relevant to industrial applications. For instance, one can use the pointset to construct special bases and invoke a so-called ""meshless"" scheme using the basis. This would require some interesting strategies to deal with the dynamic point enrichment of the moving front that could benefit from the present front treatment strategy. There are also issues related to mass conservation and fill-time errors that might be addressed by introducing suitable projections. The general question of ""rate of convergence"" of these schemes requires analysis. Numerical results here suggest first-order accuracy and are consistent with the approximations made, but theoretical results are not available yet for these methods. Originality/value - This novel unstructured simulation approach involves dual meshes with active and inactive cells determined from an initial background pointset: local active dual patches are constructed ""on-the-fly"" for each ""active point"" to form a dynamic virtual mesh of active elements that evolves with the moving interface.

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We consider the raise and peel model of a one-dimensional fluctuating interface in the presence of an attractive wall. The model can also describe a pair annihilation process in disordered unquenched media with a source at one end of the system. For the stationary states, several density profiles are studied using Monte Carlo simulations. We point out a deep connection between some profiles seen in the presence of the wall and in its absence. Our results are discussed in the context of conformal invariance ( c = 0 theory). We discover some unexpected values for the critical exponents, which are obtained using combinatorial methods. We have solved known ( Pascal`s hexagon) and new (split-hexagon) bilinear recurrence relations. The solutions of these equations are interesting in their own right since they give information on certain classes of alternating sign matrices.

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The fluid flow over bodies with complex geometry has been the subject of research of many scientists and widely explored experimentally and numerically. The present study proposes an Eulerian Immersed Boundary Method for flows simulations over stationary or moving rigid bodies. The proposed method allows the use of Cartesians Meshes. Here, two-dimensional simulations of fluid flow over stationary and oscillating circular cylinders were used for verification and validation. Four different cases were explored: the flow over a stationary cylinder, the flow over a cylinder oscillating in the flow direction, the flow over a cylinder oscillating in the normal flow direction, and a cylinder with angular oscillation. The time integration was carried out by a classical 4th order Runge-Kutta scheme, with a time step of the same order of distance between two consecutive points in x direction. High-order compact finite difference schemes were used to calculate spatial derivatives. The drag and lift coefficients, the lock-in phenomenon and vorticity contour plots were used for the verification and validation of the proposed method. The extension of the current method allowing the study of a body with different geometry and three-dimensional simulations is straightforward. The results obtained show a good agreement with both numerical and experimental results, encouraging the use of the proposed method.

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Background and Purpose: The right kidney has been less frequently used in live donor nephrectomy, because of the shorter length of the right renal vein (RRV) that is associated with technical difficulties and higher rates of venous thrombosis. In live open donor or deceased donor transplant nephrectomy, an additional cuff of the inferior vena cava is usually removed, but this is a more difficult and risky maneuver in laparoscopic nephrectomy. For this reason, laparoscopic right nephrectomy (LRN) for renal transplantation (RT) is not frequently performed in most medical institutions. We evaluate the difference between RRV and left renal vein (LRV) lengths in cadavers, as harvested for RT by three clamping methods. Our objective was to obtain information that could clarify when LRN for RT should be encouraged or avoided with regard to conventional surgery. Materials and Methods: Ninety adult fresh unfrozen cadavers were randomly divided into three groups of 30, according to the clamping device used: Satinsky, stapler, and Hem-o-lok clip. The abdominal viscera were removed through a median xyphopubic incision, and the veins were measured on the bench. Two lateral limits were used: The renal hilum and the tangential line of the renal poles. As for medial limits, the inferior vena cava or the laparoscopic clipping device on the RRV were used on the right side, while on the LRV, the medial border of the emergence of the adrenal vein was considered. After section of the renal vein, a slight traction of the extremity was applied for the measurement. All measurements were obtained three times using a metallic millimetric ruler, and the arithmetic mean was considered. The chi-square, one-way analysis of variance, and paired t tests were used for statistical analysis. Statistical significance was accepted at P <= 0.05. Results: The groups of cadavers were homogeneous in demographic characteristics. Regardless of the clamping method and considering the useful length of the LRV, the RRV was statistically smaller. The evaluation of the vein length did not depend on the lateral limit considered. Independent of the clamping method, on both sides, the lengths after the vein section were larger than before the section, a fact attributed to traction. Use of a stapler and a single Hem-o-lok presented the same waste of vein length on the right side. On average, the RRV was 13.7% shorter than the LRV. Conclusions: With the wide acceptance of laparoscopic live donor nephrectomy, the length difference between the veins of both kidneys is an important issue, and the right kidney is therefore used less than the left, compared with conventional surgery. This article represents the first step to quantify the anatomic length of renal veins in different situations. Certainly, more imagenologic or surgical studies should be carried out before decisions can be made for better selection of patients for LRN.

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We introduce the Coupled Aerosol and Tracer Transport model to the Brazilian developments on the Regional Atmospheric Modeling System (CATT-BRAMS). CATT-BRAMS is an on-line transport model fully consistent with the simulated atmospheric dynamics. Emission sources from biomass burning and urban-industrial-vehicular activities for trace gases and from biomass burning aerosol particles are obtained from several published datasets and remote sensing information. The tracer and aerosol mass concentration prognostics include the effects of sub-grid scale turbulence in the planetary boundary layer, convective transport by shallow and deep moist convection, wet and dry deposition, and plume rise associated with vegetation fires in addition to the grid scale transport. The radiation parameterization takes into account the interaction between the simulated biomass burning aerosol particles and short and long wave radiation. The atmospheric model BRAMS is based on the Regional Atmospheric Modeling System (RAMS), with several improvements associated with cumulus convection representation, soil moisture initialization and surface scheme tuned for the tropics, among others. In this paper the CATT-BRAMS model is used to simulate carbon monoxide and particulate material (PM(2.5)) surface fluxes and atmospheric transport during the 2002 LBA field campaigns, conducted during the transition from the dry to wet season in the southwest Amazon Basin. Model evaluation is addressed with comparisons between model results and near surface, radiosondes and airborne measurements performed during the field campaign, as well as remote sensing derived products. We show the matching of emissions strengths to observed carbon monoxide in the LBA campaign. A relatively good comparison to the MOPITT data, in spite of the fact that MOPITT a priori assumptions imply several difficulties, is also obtained.

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We describe an estimation technique for biomass burning emissions in South America based on a combination of remote-sensing fire products and field observations, the Brazilian Biomass Burning Emission Model (3BEM). For each fire pixel detected by remote sensing, the mass of the emitted tracer is calculated based on field observations of fire properties related to the type of vegetation burning. The burnt area is estimated from the instantaneous fire size retrieved by remote sensing, when available, or from statistical properties of the burn scars. The sources are then spatially and temporally distributed and assimilated daily by the Coupled Aerosol and Tracer Transport model to the Brazilian developments on the Regional Atmospheric Modeling System (CATT-BRAMS) in order to perform the prognosis of related tracer concentrations. Three other biomass burning inventories, including GFEDv2 and EDGAR, are simultaneously used to compare the emission strength in terms of the resultant tracer distribution. We also assess the effect of using the daily time resolution of fire emissions by including runs with monthly-averaged emissions. We evaluate the performance of the model using the different emission estimation techniques by comparing the model results with direct measurements of carbon monoxide both near-surface and airborne, as well as remote sensing derived products. The model results obtained using the 3BEM methodology of estimation introduced in this paper show relatively good agreement with the direct measurements and MOPITT data product, suggesting the reliability of the model at local to regional scales.

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We investigate a neutrino mass model in which the neutrino data is accounted for by bilinear R-parity violating supersymmetry with anomaly mediated supersymmetry breaking. We focus on the CERN Large Hadron Collider (LHC) phenomenology, studying the reach of generic supersymmetry search channels with leptons, missing energy and jets. A special feature of this model is the existence of long-lived neutralinos and charginos which decay inside the detector leading to detached vertices. We demonstrate that the largest reach is obtained in the displaced vertices channel and that practically all of the reasonable parameter space will be covered with an integrated luminosity of 10 fb(-1). We also compare the displaced vertex reaches of the LHC and Tevatron.

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Fatigue and crack propagation are phenomena affected by high uncertainties, where deterministic methods fail to predict accurately the structural life. The present work aims at coupling reliability analysis with boundary element method. The latter has been recognized as an accurate and efficient numerical technique to deal with mixed mode propagation, which is very interesting for reliability analysis. The coupled procedure allows us to consider uncertainties during the crack growth process. In addition, it computes the probability of fatigue failure for complex structural geometry and loading. Two coupling procedures are considered: direct coupling of reliability and mechanical solvers and indirect coupling by the response surface method. Numerical applications show the performance of the proposed models in lifetime assessment under uncertainties, where the direct method has shown faster convergence than response surface method. (C) 2010 Elsevier Ltd. All rights reserved.

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Among several process variability sources, valve friction and inadequate controller tuning are supposed to be two of the most prevalent. Friction quantification methods can be applied to the development of model-based compensators or to diagnose valves that need repair, whereas accurate process models can be used in controller retuning. This paper extends existing methods that jointly estimate the friction and process parameters, so that a nonlinear structure is adopted to represent the process model. The developed estimation algorithm is tested with three different data sources: a simulated first order plus dead time process, a hybrid setup (composed of a real valve and a simulated pH neutralization process) and from three industrial datasets corresponding to real control loops. The results demonstrate that the friction is accurately quantified, as well as ""good"" process models are estimated in several situations. Furthermore, when a nonlinear process model is considered, the proposed extension presents significant advantages: (i) greater accuracy for friction quantification and (ii) reasonable estimates of the nonlinear steady-state characteristics of the process. (C) 2010 Elsevier Ltd. All rights reserved.

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In order to model the synchronization of brain signals, a three-node fully-connected network is presented. The nodes are considered to be voltage control oscillator neurons (VCON) allowing to conjecture about how the whole process depends on synaptic gains, free-running frequencies and delays. The VCON, represented by phase-locked loops (PLL), are fully-connected and, as a consequence, an asymptotically stable synchronous state appears. Here, an expression for the synchronous state frequency is derived and the parameter dependence of its stability is discussed. Numerical simulations are performed providing conditions for the use of the derived formulae. Model differential equations are hard to be analytically treated, but some simplifying assumptions combined with simulations provide an alternative formulation for the long-term behavior of the fully-connected VCON network. Regarding this kind of network as models for brain frequency signal processing, with each PLL representing a neuron (VCON), conditions for their synchronization are proposed, considering the different bands of brain activity signals and relating them to synaptic gains, delays and free-running frequencies. For the delta waves, the synchronous state depends strongly on the delays. However, for alpha, beta and theta waves, the free-running individual frequencies determine the synchronous state. (C) 2011 Elsevier B.V. All rights reserved.