Using stochastic volatility models to analyse weekly ozone averages in Mexico City

In this paper we make use of some stochastic volatility models to analyse the behaviour of a weekly ozone average measurements series. The models considered here have been used previously in problems related to financial time series. Two models are considered and their parameters are estimated using a Bayesian approach based on Markov chain Monte Carlo (MCMC) methods. Both models are applied to the data provided by the monitoring network of the Metropolitan Area of Mexico City. The selection of the best model for that specific data set is performed using the Deviance Information Criterion and the Conditional Predictive Ordinate method.

Modelos de volatilidade estocástica em séries financeiras: uma aplicação para o IBOVESPA

Neste artigo apresentamos uma análise Bayesiana para o modelo de volatilidade estocástica (SV) e uma forma generalizada deste, cujo objetivo é estimar a volatilidade de séries temporais financeiras. Considerando alguns casos especiais dos modelos SV usamos algoritmos de Monte Carlo em Cadeias de Markov e o software WinBugs para obter sumários a posteriori para as diferentes formas de modelos SV. Introduzimos algumas técnicas Bayesianas de discriminação para a escolha do melhor modelo a ser usado para estimar as volatilidades e fazer previsões de séries financeiras. Um exemplo empírico de aplicação da metodologia é introduzido com a série financeira do IBOVESPA.

Sublimação e pulsão de morte: a desfusão pulsional

Com o advento do segundo dualismo pulsional freudiano, surge uma série de mudanças no entendimento da sublimação. Essa passa a se apresentar como a causa por excelência da desfusão das pulsões, o que nos leva a um paradoxo: ao mesmo tempo em que a sublimação é a base da cultura, ela é também causa da destrutividade no seio dessa mesma cultura. A pulsão de morte resultante da desfusão das pulsões, por sua vez, teria consequências tanto em cada indivíduo quanto na cultura como um todo, tal como o que se observa em relação ao primado da imagem na sociedade contemporânea. Este artigo busca discutir alguns dos efeitos da pulsão de morte desfusionada, entendida como resultado da sublimação, principalmente no que tange à sublimação implicada na criação literária.

Pitfalls of artificial grouping and stratification of scientific journals based on their Impact Factor: a case study in Brazilian Zoology

The present contribution explores the impact of the QUALIS metric system for academic evaluation implemented by CAPES (Coordination for the Development of Personnel in Higher Education) upon Brazilian Zoological research. The QUALIS system is based on the grouping and ranking of scientific journals according to their Impact Factor (IF). We examined two main points implied by this system, namely: 1) its reliability as a guideline for authors; 2) if Zoology possesses the same publication profile as Botany and Oceanography, three fields of knowledge grouped by CAPES under the subarea "BOZ" for purposes of evaluation. Additionally, we tested CAPES' recent suggestion that the area of Ecology would represent a fourth field of research compatible with the former three. Our results indicate that this system of classification is inappropriate as a guideline for publication improvement, with approximately one third of the journals changing their strata between years. We also demonstrate that the citation profile of Zoology is distinct from those of Botany and Oceanography. Finally, we show that Ecology shows an IF that is significantly different from those of Botany, Oceanography, and Zoology, and that grouping these fields together would be particularly detrimental to Zoology. We conclude that the use of only one parameter of analysis for the stratification of journals, i.e., the Impact Factor calculated for a comparatively small number of journals, fails to evaluate with accuracy the pattern of publication present in Zoology, Botany, and Oceanography. While such simplified procedure might appeals to our sense of objectivity, it dismisses any real attempt to evaluate with clarity the merit embedded in at least three very distinct aspects of scientific practice, namely: productivity, quality, and specificity.

Description and phylogenetic analysis of the Calycopidina (Lepidoptera, Lycaenidae, Theclinae, Eumaeini): a subtribe of detritivores

Description and phylogenetic analysis of the Calycopidina (Lepidoptera, Lycaenidae, Theclinae, Eumaeini): a subtribe of detritivores. The purpose of this paper is to establish a phylogenetic basis for a new Eumaeini subtribe that includes those lycaenid genera in which detritivory has been recorded. Morphological characters were coded for 82 species of the previously proposed "Lamprospilus Section" of the Eumaeini (19 of these had coding identical to another species), and a phylogenetic analysis was performed using the 63 distinct ingroup terminal taxa and six outgroups belonging to four genera. Taxonomic results include the description in the Eumaeini of Calycopidina Duarte & Robbins new subtribe (type genus Calycopis Scudder, 1876), which contains Lamprospilus Geyer, Badecla Duarte & Robbins new genus (type species Thecla badaca Hewitson), Arzecla Duarte & Robbins new genus (type species Thecla arza Hewitson), Arumecla Robbins & Duarte, Camissecla Robbins & Duarte, Electrostrymon Clench, Rubroserrata K. Johnson & Kroenlein revalidated status, Ziegleria K. Johnson, Kisutam K. Johnson & Kroenlein revalidated status, and Calycopis. Previous "infratribe" names Angulopina K. Johnson & Kroenlein, 1993, and Calycopina K. Johnson & Kroenlein, 1993, are nomenclaturally unavailable and polyphyletic as proposed. New combinations include Badecla badaca (Hewitson), Badecla picentia (Hewitson), Badecla quadramacula (Austin & K. Johnson), Badecla lanckena (Schaus), Badecla argentinensis (K. Johnson & Kroenlein), Badecla clarissa (Draudt), Arzecla arza (Hewitson), Arzecla tarpa (Godman & Salvin), Arzecla canacha (Hewitson), Arzecla calatia (Hewitson), Arzecla tucumanensis (K. Johnson & Kroenlein), Arzecla sethon (Godman & Salvin), Arzecla nubilum (H. H. Druce), Arzecla paralus (Godman & Salvin), Arzecla taminella (Schaus), Arzecla albolineata (Lathy), Electrostrymon denarius (Butler & H.Druce), Electrostrymon guzanta (Schaus), Electrostrymon perisus (H. H. Druce), Rubroserrata mathewi (Hewitson), Rubroserrata ecbatana (Hewitson), Kisutam micandriana (K. Johnson), and Kisutam syllis (Godman & Salvin). The structure of the male genitalia lateral window, labides, and brush organs are described and discussed, as are the female genitalia signa of the corpus bursae and 8th abdominal tergum. Widespread wing pattern sexual dimorphism in the Calycopidina is noted and illustrated, and the presence of alternating dark and light bands on the ventral wings of both sexes is discussed. The evidence for detritivory in Lamprospilus, Badecla, Arzecla, Arumecla, Camissecla, Electrostrymon, Ziegleria, Kisutam, and Calycopis is summarized using the new classification.

Aerobic capacity and skeletal muscle function in children with asthma

Background Peripheral muscle strength and endurance are decreased in patients with chronic pulmonary diseases and seem to contribute to patients' exercise intolerance. However, the authors are not aware of any studies evaluating peripheral muscle function in children with asthma. It seems to be implied that children with asthma have lower aerobic fitness, but there are limited studies comparing the aerobic capacity of children with and without asthma. The present study aimed to evaluate muscle strength and endurance in children with persistent asthma and their association with aerobic capacity and inhaled corticosteroid consumption. Methods Forty children with mild persistent asthma (MPA) or severe persistent asthma (SPA) (N=20 each) and 20 children without asthma (control group) were evaluated. Upper (pectoralis and latissimus dorsi) and lower (quadriceps) muscle strength and endurance were assessed, and cardiopulmonary exercise testing was performed. Inhaled corticosteroid consumption during the last 6 and 24 months was also quantified. Results Children with SPA presented a reduction in peak oxygen consumption (VO(2)) (28.2 +/- 8.1 vs 34.7 +/- 6.9 ml/kg/min; p<0.01) and quadriceps endurance (43.1 +/- 6.7 vs 80.9 +/- 11.9 repetitions; p<0.05) compared with the control group, but not the MPA group (31.5 +/- 6.1 ml/kg/min and 56.7 +/- 47.7 repetitions respectively; p>0.05). Maximal upper and lower muscle strength was preserved in children with both mild and severe asthma (p>0.05). Finally, the authors observed that lower muscle endurance weakness was not associated with reductions in either peak VO(2) (r=0.22, p>0.05) or corticosteroid consumption (r=-0.31, p>0.05) in children with asthma. Conclusion The findings suggest that cardiopulmonary exercise and lower limb muscle endurance should be a priority during physical training programs for children with severe asthma.

Evaluation of Protective Effect of a Water-In-Oil Microemulsion Incorporating Quercetin Against UVB-Induced Damage in Hairless Mice Skin

Purpose. Histological aspects were considered in order to evaluate the in vivo photoprotective effect of a w/o microemulsion containing quercetin against UVB irradiation-induced dermal damages. The toxicity in cell culture and the potential skin irritation resulting from topical application of this formulation were investigated. Methods. Mouse dorsal surfaces were treated topically with 300 mg of the unloaded and quercetin-loaded (0.3%, w/w) microemulsions before and after exposure to UVB (2.87 J/cm(2)) irradiation. The untreated control groups irradiated and non-irradiated were also evaluated. UVB-induced histopathological changes as well as the photoprotective effect of this formulation were evaluated considering the parameters of infiltration of inflammatory cells, epidermis thickening (basale and spinosum layers) and collagen and elastic fiber contents. The cytotoxicity of the reported formulation was evaluated in L929 mice fibroblasts by MTT assay and the skin irritation was investigated after topical application of both unloaded and quercetin-loaded microemulsions once a day for 15 days. Results. The results demonstrated that the w/o microemulsion containing quercetin reduced the incidence of histological skin alterations, mainly the connective-tissue damage, induced by exposure to UVB irradiation. This suggests that protective effects of this formulation against UV-induced responses are not secondary to the interference of UV transmission (i.e., blocking the UVB radiation from being absorbed by the skin), as is usually implied with UVB absorbers and sunscreens, but is instead due to different biological effects of this flavonoid. Furthermore, by evaluating the cytotoxic effect on L929 cells and histological aspects such as infiltration of inflammatory cells and epidermis thickness of hairless mice, the present study also demonstrated the lack of toxicity of the proposed system. Conclusion. Based on these mice models, a detailed characterization of the w/o microemulsion incorporating quercetin effects as a photochemoprotective agent on human skin is presented.

An overview of the Amazonian Aerosol Characterization Experiment 2008 (AMAZE-08)

The Amazon Basin provides an excellent environment for studying the sources, transformations, and properties of natural aerosol particles and the resulting links between biological processes and climate. With this framework in mind, the Amazonian Aerosol Characterization Experiment (AMAZE-08), carried out from 7 February to 14 March 2008 during the wet season in the central Amazon Basin, sought to understand the formation, transformations, and cloud-forming properties of fine-and coarse-mode biogenic aerosol particles, especially as related to their effects on cloud activation and regional climate. Special foci included (1) the production mechanisms of secondary organic components at a pristine continental site, including the factors regulating their temporal variability, and (2) predicting and understanding the cloud-forming properties of biogenic particles at such a site. In this overview paper, the field site and the instrumentation employed during the campaign are introduced. Observations and findings are reported, including the large-scale context for the campaign, especially as provided by satellite observations. New findings presented include: (i) a particle number-diameter distribution from 10 nm to 10 mu m that is representative of the pristine tropical rain forest and recommended for model use; (ii) the absence of substantial quantities of primary biological particles in the submicron mode as evidenced by mass spectral characterization; (iii) the large-scale production of secondary organic material; (iv) insights into the chemical and physical properties of the particles as revealed by thermodenuder-induced changes in the particle number-diameter distributions and mass spectra; and (v) comparisons of ground-based predictions and satellite-based observations of hydrometeor phase in clouds. A main finding of AMAZE-08 is the dominance of secondary organic material as particle components. The results presented here provide mechanistic insight and quantitative parameters that can serve to increase the accuracy of models of the formation, transformations, and cloud-forming properties of biogenic natural aerosol particles, especially as related to their effects on cloud activation and regional climate.

Azimuthal Anisotropy of pi(0) Production in Au plus Au Collisions at root s(NN)=200 GeV: Path-Length Dependence of Jet Quenching and the Role of Initial Geometry

We have measured the azimuthal anisotropy of pi(0) production for 1 < p(T) < 18 GeV/c for Au + Au collisions at root s(NN) = 200 GeV. The observed anisotropy shows a gradual decrease for 3 less than or similar to p(T) less than or similar to 7-10 GeV/c, but remains positive beyond 10 GeV/c. The magnitude of this anisotropy is underpredicted, up to at least similar to 10 GeV/c, by current perturbative QCD (PQCD) energy-loss model calculations. An estimate of the increase in anisotropy expected from initial-geometry modification due to gluon saturation effects and fluctuations is insufficient to account for this discrepancy. Calculations that implement a path-length dependence steeper than what is implied by current PQCD energy-loss models show reasonable agreement with the data.

Border detection in complex networks

One important issue implied by the finite nature of real-world networks regards the identification of their more external (border) and internal nodes. The present work proposes a formal and objective definition of these properties, founded on the recently introduced concept of node diversity. It is shown that this feature does not exhibit any relevant correlation with several well-established complex networks measurements. A methodology for the identification of the borders of complex networks is described and illustrated with respect to theoretical (geographical and knitted networks) as well as real-world networks (urban and word association networks), yielding interesting results and insights in both cases.

Phylogeny and Taxonomy of the Neotropical Thepytus (Lepidoptera: Lycaenidae: Theclinae)

The Neotropical lycaenid hairstreak genus Thepytus Robbins and its eight species are revised. Species treatments summarize nomenclature, distribution, habitat, behavior, and diagnostic traits, as well as noting why each species is considered distinct under a biological species concept. An identification key for males and a checklist are included. Beatheclus Balint & Dahners new synonym is synonymized with Thepytus, and Theppus beatrizae (Balint & Dahners) is a new combination. Other nomenclatural actions include the description of Thepytus jennifer Busby & Robbins new species. Thepytus nancyana Busby & Robbins new species, and Thepytus carmen Robbins & Duarte new species. A lectotype is designated or Thecla thyrea Hewitson, 1867, to ensure stability of this name. A phylogenetic analysis based on 22 coded morphological characters yields one equal weight most parsimonious 39-step tree. Implied weighting does not change the tree topology. Unambiguous changes in elevation optimized on the cladogram show that a montane lineage of Thepytus colonized the lowlands in at least one instance. The use of T. echelta (Hewitson) as a biological control agent for Psittacanthus (Loranthaceae) is discussed.

A simulation-based evolutionary multiobjective approach to manufacturing cell formation

The purpose of this paper is to propose a multiobjective optimization approach for solving the manufacturing cell formation problem, explicitly considering the performance of this said manufacturing system. Cells are formed so as to simultaneously minimize three conflicting objectives, namely, the level of the work-in-process, the intercell moves and the total machinery investment. A genetic algorithm performs a search in the design space, in order to approximate to the Pareto optimal set. The values of the objectives for each candidate solution in a population are assigned by running a discrete-event simulation, in which the model is automatically generated according to the number of machines and their distribution among cells implied by a particular solution. The potential of this approach is evaluated via its application to an illustrative example, and a case from the relevant literature. The obtained results are analyzed and reviewed. Therefore, it is concluded that this approach is capable of generating a set of alternative manufacturing cell configurations considering the optimization of multiple performance measures, greatly improving the decision making process involved in planning and designing cellular systems. (C) 2010 Elsevier Ltd. All rights reserved.

Open-circuit voltages: Theoretical and experimental optimizations of rear passivated silicon solar cells using Fz and Cz wafers

The theoretical and experimental open-circuit voltage optimizations of a simple fabrication process of silicon solar cells n(+)p with rear passivation are presented. The theoretical results were obtained by using an in-house developed program, including the light trapping effect and metal-grid optimization. On the other hand, the experimental steps were monitored by the photoconductive decay technique. The starting materials presented thickness of about 300 pm and resistivities: FZ (0.5 Omega cm), Cz-type 1 (2.5 Omega cm) and Cz-type 2 (3.3 Omega cm). The Gaussian profile emitters were optimized with sheet resistance between 55 Omega/sq and 100 Omega/sq, and approximately 2.0 mu m thickness in accordance to the theoretical results. Excellent implied open-circuit voltages of 670.8 mV, 652.5 mV and 662.6 mV, for FZ, Cz-type 1 and Cz-type 2 silicon wafers, respectively, could be associated to the measured lifetimes that represents solar cell efficiency up to 20% if a low cost anti-reflection coating system, composed by random pyramids and SiO(2) layer, is considered even for typical Cz silicon. (C) 2009 Elsevier Ltd. All rights reserved.

A hybrid commodity price-forecasting model applied to the sugar-alcohol sector

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.

KI effects on the reversible electrodeposition of silver on poly(ethylene oxide) for application in electrochromic devices

A new approach to electrochromics, based on the reversible coating-dissolution of an oxide from an inorganic electrochromic electrolyte consisting of a silver-amine complex in a polymer electrolyte (PEO), has proven successful. The reversible electrodeposition of silver onto indium-tin oxide coated glass (ITO) was investigated and the influence of HClO(4) and KI was evaluated. Several characteristics of the electrolyte Ag-PEO make it suitable for use in electrochromic reversible silver electrodeposition devices, such as visible absorption spectrum with an absorbance variation of 60%, an electrochromic efficiency of 5.2 cm(2) C(-1) and an ionic conductivity 4.4 x 10(-4) S cm(-1). The addition of perchloric acid improved the transparency of Ag-PEO, and potassium iodide (KI) was fundamental in setting up the process of reversible silver electrodeposition in the PEO polymeric matrix. A description of the electrochemical processes implied is presented. A number of approaches focusing on the improvement of system performance are tested. (C) 2009 Elsevier Ltd. All rights reserved.