187 resultados para Autoregressive-Moving Average model

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


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The estimation of data transformation is very useful to yield response variables satisfying closely a normal linear model, Generalized linear models enable the fitting of models to a wide range of data types. These models are based on exponential dispersion models. We propose a new class of transformed generalized linear models to extend the Box and Cox models and the generalized linear models. We use the generalized linear model framework to fit these models and discuss maximum likelihood estimation and inference. We give a simple formula to estimate the parameter that index the transformation of the response variable for a subclass of models. We also give a simple formula to estimate the rth moment of the original dependent variable. We explore the possibility of using these models to time series data to extend the generalized autoregressive moving average models discussed by Benjamin er al. [Generalized autoregressive moving average models. J. Amer. Statist. Assoc. 98, 214-223]. The usefulness of these models is illustrated in a Simulation study and in applications to three real data sets. (C) 2009 Elsevier B.V. All rights reserved.

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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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Background This study aimed to evaluate the association between the total suspended particles (TSP) generated from burning sugar cane plantations and the incidence of hospital admissions from hypertension in the city of Araraquara. Methods The study was an ecological time-series study. Total daily records of hypertension (ICD 10th I10-15) were obtained from admitted patients of all ages in a hospital in Araraquara, Sao Paulo State, Brazil, from 23 March 2003 to 27 July 2004. The daily concentration of TSP (mu g/m(3)) was obtained using a Handi-Vol sampler placed in downtown Araraquara. The local airport provided daily measures of temperature and humidity. In generalised linear Poisson regression models, the daily number of hospital admissions for hypertension was considered to be the dependent variable and the daily TSP concentration the independent variable. Results TSP presented a lagged effect on hypertension admissions, which was first observed 1 day after a TSP increase and remained almost unchanged for the following 2 days. A 10 mu g/m(3) increase in the TSP 3 day moving average lagged in 1 day led to an increase in hypertension-related hospital admissions during the harvest period (12.5%, 95% CI 5.6% to 19.9%) that was almost 30% higher than during non-harvest periods (9.0%, 95% CI 4.0% to 14.3%). Conclusions Increases in TSP concentrations were associated with hypertension-related hospital admissions. Despite the benefits of reduced air pollution in urban cities achieved by using ethanol produced from sugar cane to power automobiles, areas where the sugar cane is produced and harvested were found to have increased public health risk.

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Introduction. Orthotopic liver transplantation (OLT) is the treatment of choice of hepatocellular carcinoma (HCC) for patients with cirrhosis, mainly those with early HCC. Herein we have present the clinical characteristics and outcomes of cirrhotic patients with HCC who underwent OLT from cadaveric donors in our institution. Methods. From May 2001 to May 2009, we performed 121 OLT including 24 patients (19.8%) with cirrhosis and HCC within the Milan criteria. In 4 cases, HCC was an incidental finding in the explants. Results. The patients` average age was 55 +/- 10 years, including 82% men. Fifty percent of patients were Child class B or C. The average Model for End Stage Liver Disease for Child A, B, and C categories were 11, 15, and 18, respectively. The HCC diagnosis was made by 2 dynamic images in 16 cases; 1 dynamic image plus alphafetoprotein >400 ng/mL in 4; and 4 by histologic confirmation. Twenty patients received a locoregional treatment before OLT: 6 percutaneous ethanol injection, 9 transarterial chemoembolization, 1 transarterial embolization, and 4 a combination of these modalities. The median follow-up after OLT was 19.7 months (range, 1-51). A vascular invasion was observed in the explant of 1 patient, who developed an HCC recurrence and succumbed at 8 months after OLT. Two further patients, without vascular invasion or satellite tumor displayed tumor recurrences at 7 and 3 months after OLT, and death at 2 and 1 month after the diagnosis. The remaining 25 patients have not shown a tumor recurrence. Conclusion. In the present evaluation, OLT patients with early HCC and no vascular invasion showed satisfactory results and good disease-free survival. Strictly following the Milan criteria for liver transplantation in patients with HCC greatly reduces but does not completely avoid, the chances of tumor recurrence.

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The General Ocean Turbulence Model (GOTM) is applied to the diagnostic turbulence field of the mixing layer (ML) over the equatorial region of the Atlantic Ocean. Two situations were investigated: rainy and dry seasons, defined, respectively, by the presence of the intertropical convergence zone and by its northward displacement. Simulations were carried out using data from a PIRATA buoy located on the equator at 23º W to compute surface turbulent fluxes and from the NASA/GEWEX Surface Radiation Budget Project to close the surface radiation balance. A data assimilation scheme was used as a surrogate for the physical effects not present in the one-dimensional model. In the rainy season, results show that the ML is shallower due to the weaker surface stress and stronger stable stratification; the maximum ML depth reached during this season is around 15 m, with an averaged diurnal variation of 7 m depth. In the dry season, the stronger surface stress and the enhanced surface heat balance components enable higher mechanical production of turbulent kinetic energy and, at night, the buoyancy acts also enhancing turbulence in the first meters of depth, characterizing a deeper ML, reaching around 60 m and presenting an average diurnal variation of 30 m.

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In this work we study the problem of modeling identification of a population employing a discrete dynamic model based on the Richards growth model. The population is subjected to interventions due to consumption, such as hunting or farming animals. The model identification allows us to estimate the probability or the average time for a population number to reach a certain level. The parameter inference for these models are obtained with the use of the likelihood profile technique as developed in this paper. The identification method here developed can be applied to evaluate the productivity of animal husbandry or to evaluate the risk of extinction of autochthon populations. It is applied to data of the Brazilian beef cattle herd population, and the the population number to reach a certain goal level is investigated.

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The general mechanism for the photodegradation of polyethyleneglycol (PEG) by H2O2/UV was determined studying the photooxidation of small model molecules, like low molecular weight ethyleneglycols (tetra-, tri-, di-, and ethyleneglycol). After 30 min of irradiation the average molar mass (Mw) of the degradated PEG, analysed by GPC, fall to half of its initial value, with a concomitant increase in polydispersitivity and number of average chain scission (S), characterizing a random chain scission process yielding oligomers and smaller size ethyleneglycols. HPLC analysis of the photodegradation of the model ethyleneglycols proved that the oxidation mechanism involved consecutive reactions, where the larger ethyleneglycols gave rise, successively, to smaller ones. The photodegradation of ethyleneglycol lead to the formation of low molecular weight carboxylic acids, like glycolic, oxalic and formic acids.

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Context. About 2/3 of the Be stars present the so-called V/R variations, a phenomenon characterized by the quasi-cyclic variation in the ratio between the violet and red emission peaks of the HI emission lines. These variations are generally explained by global oscillations in the circumstellar disk forming a one-armed spiral density pattern that precesses around the star with a period of a few years. Aims. This paper presents self-consistent models of polarimetric, photometric, spectrophotometric, and interferometric observations of the classical Be star zeta Tauri. The primary goal is to conduct a critical quantitative test of the global oscillation scenario. Methods. Detailed three-dimensional, NLTE radiative transfer calculations were carried out using the radiative transfer code HDUST. The most up-to-date research on Be stars was used as input for the code in order to include a physically realistic description for the central star and the circumstellar disk. The model adopts a rotationally deformed, gravity darkened central star, surrounded by a disk whose unperturbed state is given by a steady-state viscous decretion disk model. It is further assumed that this disk is in vertical hydrostatic equilibrium. Results. By adopting a viscous decretion disk model for zeta Tauri and a rigorous solution of the radiative transfer, a very good fit of the time-average properties of the disk was obtained. This provides strong theoretical evidence that the viscous decretion disk model is the mechanism responsible for disk formation. The global oscillation model successfully fitted spatially resolved VLTI/AMBER observations and the temporal V/R variations in the H alpha and Br gamma lines. This result convincingly demonstrates that the oscillation pattern in the disk is a one-armed spiral. Possible model shortcomings, as well as suggestions for future improvements, are also discussed.

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In this work we consider the dynamical Casimir effect for a massless scalar field-under Dirichlet boundary conditions-between two concentric spherical shells. We obtain a general expression for the average number of particle creation, for an arbitrary law of radial motion of the spherical shells, using two distinct methods: by computing the density operator of the system and by calculating the Bogoliubov coefficients. We apply our general expression to breathing modes: when only one of the shells oscillates and when both shells oscillate in or out of phase. Since our results were obtained in the framework of the perturbation theory, under resonant breathing modes they are restricted to a short-time approximation. We also analyze the number of particle production and compare it with the results for the case of plane geometry.

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This investigation aimed at assessing the extent to which memory from practice in a specific condition of target displacement modulates temporal errors and movement timing of interceptive movements. We compared two groups practicing with certainty of future target velocity either in unchanged target velocity or in target velocity decrease. Following practice, both experimental groups were probed in the situations of unchanged target velocity and target velocity decrease either under the context of certainty or uncertainty about target velocity. Results from practice showed similar improvement of temporal accuracy between groups, revealing that target velocity decrease did not disturb temporal movement organization when fully predictable. Analysis of temporal errors in the probing trials indicated that both groups had higher timing accuracy in velocity decrease in comparison with unchanged velocity. Effect of practice was detected by increased temporal accuracy of the velocity decrease group in situations of decreased velocity; a trend consistent with the expected effect of practice was observed for temporal errors in the unchanged velocity group and in movement initiation at a descriptive level. An additional point of theoretical interest was the fast adaptation in both groups to a target velocity pattern different from that practiced. These points are discussed under the perspective of integration of vision and motor control by means of an internal forward model of external motion.

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The aim of this study was to test if the critical power model can be used to determine the critical rest interval (CRI) between vertical jumps. Ten males performed intermittent countermovement jumps on a force platform with different resting periods (4.1 +/- 0.3 s, 5.0 +/- 0.4 s, 5.9 +/- 0.6 s). Jump trials were interrupted when participants could no longer maintain 95% of their maximal jump height. After interruption, number of jumps, total exercise duration and total external work were computed. Time to exhaustion (s) and total external work (J) were used to solve the equation Work = a + b . time. The CRI (corresponding to the shortest resting interval that allowed jump height to be maintained for a long time without fatigue) was determined dividing the average external work needed to jump at a fixed height (J) by b parameter (J/s). in the final session, participants jumped at their calculated CRI. A high coefficient of determination (0.995 +/- 0.007) and the CRI (7.5 +/- 1.6 s) were obtained. In addition, the longer the resting period, the greater the number of jumps (44 13, 71 28, 105 30, 169 53 jumps; p<0.0001), time to exhaustion (179 +/- 50, 351 +/- 120, 610 +/- 141, 1,282 +/- 417 s; p<0.0001) and total external work (28.0 +/- 8.3, 45.0 +/- 16.6, 67.6 +/- 17.8, 111.9 +/- 34.6 kJ; p<0.0001). Therefore, the critical power model may be an alternative approach to determine the CRI during intermittent vertical jumps.

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A multiphase deterministic mathematical model was implemented to predict the formation of the grain macrostructure during unidirectional solidification. The model consists of macroscopic equations of energy, mass, and species conservation coupled with dendritic growth models. A grain nucleation model based on a Gaussian distribution of nucleation undercoolings was also adopted. At some solidification conditions, the cooling curves calculated with the model showed oscillations (""wiggles""), which prevented the correct prediction of the average grain size along the structure. Numerous simulations were carried out at nucleation conditions where the oscillations are absent, enabling an assessment of the effect of the heat transfer coefficient on the average grain size and columnar-to-equiaxed transition.

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In this paper the continuous Verhulst dynamic model is used to synthesize a new distributed power control algorithm (DPCA) for use in direct sequence code division multiple access (DS-CDMA) systems. The Verhulst model was initially designed to describe the population growth of biological species under food and physical space restrictions. The discretization of the corresponding differential equation is accomplished via the Euler numeric integration (ENI) method. Analytical convergence conditions for the proposed DPCA are also established. Several properties of the proposed recursive algorithm, such as Euclidean distance from optimum vector after convergence, convergence speed, normalized mean squared error (NSE), average power consumption per user, performance under dynamics channels, and implementation complexity aspects, are analyzed through simulations. The simulation results are compared with two other DPCAs: the classic algorithm derived by Foschini and Miljanic and the sigmoidal of Uykan and Koivo. Under estimated errors conditions, the proposed DPCA exhibits smaller discrepancy from the optimum power vector solution and better convergence (under fixed and adaptive convergence factor) than the classic and sigmoidal DPCAs. (C) 2010 Elsevier GmbH. All rights reserved.

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This work discusses a 4D lung reconstruction method from unsynchronized MR sequential images. The lung, differently from the heart, does not have its own muscles, turning impossible to see its real movements. The visualization of the lung in motion is an actual topic of research in medicine. CT (Computerized Tomography) can obtain spatio-temporal images of the heart by synchronizing with electrocardiographic waves. The FOV of the heart is small when compared to the lung`s FOV. The lung`s movement is not periodic and is susceptible to variations in the degree of respiration. Compared to CT, MR (Magnetic Resonance) imaging involves longer acquisition times and it is not possible to obtain instantaneous 3D images of the lung. For each slice, only one temporal sequence of 2D images can be obtained. However, methods using MR are preferable because they do not involve radiation. In this paper, based on unsynchronized MR images of the lung an animated B-Repsolid model of the lung is created. The 3D animation represents the lung`s motion associated to one selected sequence of MR images. The proposed method can be divided in two parts. First, the lung`s silhouettes moving in time are extracted by detecting the presence of a respiratory pattern on 2D spatio-temporal MR images. This approach enables us to determine the lung`s silhouette for every frame, even on frames with obscure edges. The sequence of extracted lung`s silhouettes are unsynchronized sagittal and coronal silhouettes. Using our algorithm it is possible to reconstruct a 3D lung starting from a silhouette of any type (coronal or sagittal) selected from any instant in time. A wire-frame model of the lung is created by composing coronal and sagittal planar silhouettes representing cross-sections. The silhouette composition is severely underconstrained. Many wire-frame models can be created from the observed sequences of silhouettes in time. Finally, a B-Rep solid model is created using a meshing algorithm. Using the B-Rep solid model the volume in time for the right and left lungs were calculated. It was possible to recognize several characteristics of the 3D real right and left lungs in the shaded model. (C) 2007 Elsevier Ltd. All rights reserved.