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.

Previsões climáticas sazonais sobre o Brasil: avaliação do RegCM3 aninhado no modelo global CPTEC/COLA

Este trabalho avalia o desempenho de previsões sazonais do modelo climático regional RegCM3, aninhado ao modelo global CPTEC/COLA. As previsões com o RegCM3 utilizaram 60 km de resolução horizontal num domínio que inclui grande parte da América do Sul. As previsões do RegCM3 e CPTEC/COLA foram avaliadas utilizando as análises de chuva e temperatura do ar do Climate Prediction Center (CPC) e National Centers for Enviromental Prediction (NCEP), respectivamente. Entre maio de 2005 e julho de 2007, 27 previsões sazonais de chuva e temperatura do ar (exceto a temperatura do CPTEC/COLA, que possui 26 previsões) foram avaliadas em três regiões do Brasil: Nordeste (NDE), Sudeste (SDE) e Sul (SUL). As previsões do RegCM3 também foram comparadas com as climatologias das análises. De acordo com os índices estatísticos (bias, coeficiente de correlação, raiz quadrada do erro médio quadrático e coeficiente de eficiência), nas três regiões (NDE, SDE e SUL) a chuva sazonal prevista pelo RegCM3 é mais próxima da observada do que a prevista pelo CPTEC/COLA. Além disto, o RegCM3 também é melhor previsor da chuva sazonal do que da média das observações nas três regiões. Para temperatura, as previsões do RegCM3 são superiores às do CPTEC/COLA nas áreas NDE e SUL, enquanto o CPTEC/COLA é superior no SDE. Finalmente, as previsões de chuva e temperatura do RegCM3 são mais próximas das observações do que a climatologia observada. Estes resultados indicam o potencial de utilização do RegCM3 para previsão sazonal, que futuramente deverá ser explorado através de previsão por conjunto.

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.

The effect of using mixed initiator systems on the efficiency of photopolymerization of dental resins

A study was performed in order to determine the efficiency of the simultaneous use of the photoinitiators phenylpropanedione (PPD) and camphorquinone (CQ) in the polymerization of acrylic polymers and evaluate possible mechanisms leading to synergism or antagonism. It was found that efficiencies of both initiators taken individually are higher than that of their mixture, indicating that when both dyes are used simultaneously there will be an energy transfer from the more efficient initiator (CQ) to the less efficient one (PPD). Also, there was no proof of any reaction between the amine present in the CQ formulation and the PPD excited state.

Genetic parameters for productive life traits and reproductive efficiency traits at 6 years in Nellore cattle

The objective of the present study was to estimate (co)variance components for length of productive life (LPL) and some alternative reproductive traits of 6-year-old Nellore cattle. The data set contained 57,410 records for age at first calving from Nellore females and was edited to remove animal records with uncertain paternity and cows with just one piece of calving information. Only animals with age at first calving ranging from 23 to 48 months and calving intervals between 11 and 24 months were kept for analysis. LPL and life production ( LP) were used to describe productive life. LPL was defined as the number of months a cow was kept in the herd until she was 6 years old, given that she was alive at first calving and LP was defined as total number of calves in that time. Four traits were used to describe reproductive traits: two breeding efficiencies on original scale were estimated using Wilcox and Tomar functions (BEW and BET, respectively), and two breeding efficiencies transformed (ASBEW and ASBET, respectively), using the function [arcsine (square root (BEi/100))]. Estimates of heritability for measures of LPL and LP were low and ranged from 0.04 to 0.05. Estimates of heritability for breeding efficiencies on original and transformed scales oscillated from 0.18 to 0.32. Estimates of genetic correlations ranged from -0.57 to 0.79 for LPL and other traits and from 0.28 to 0.63 for LP and other traits.

Star formation efficiency in galaxy clusters

Context. The luminous material in clusters of galaxies exists in two forms: the visible galaxies and the X-ray emitting intra-cluster medium. The hot intra-cluster gas is the major observed baryonic component of clusters, about six times more massive than the stellar component. The mass contained within visible galaxies is approximately 3% of the dynamical mass. Aims. Our aim was to analyze both baryonic components, combining X-ray and optical data of a sample of five galaxy clusters (Abell 496, 1689, 2050, 2631 and 2667), within the redshift range 0.03 < z < 0.3. We determined the contribution of stars in galaxies and the intra-cluster medium to the total baryon budget. Methods. We used public XMM-Newton data to determine the gas mass and to obtain the X-ray substructures. Using the optical counterparts from SDSS or CFHT we determined the stellar contribution. Results. We examine the relative contribution of galaxies, intra-cluster light and intra-cluster medium to baryon budget in clusters through the stellar-to-gas mass ratio, estimated with recent data. We find that the stellar-to-gas mass ratio within r(500) (the radius within which the mean cluster density exceeds the critical density by a factor of 500), is anti-correlated with the ICM temperature, which range from 24% to 6% while the temperature ranges from 4.0 to 8.3 keV. This indicates that less massive cold clusters are more prolific star forming environments than massive hot clusters.

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.

Substrate/semiconductor interface effects on the emission efficiency of luminescent polymers

The importance of interface effects for organic devices has long been recognized, but getting detailed knowledge of the extent of such effects remains a major challenge because of the difficulty in distinguishing from bulk effects. This paper addresses the interface effects on the emission efficiency of poly(p-phenylene vinylene) (PPV), by producing layer-by-layer (LBL) films of PPV alternated with dodecylbenzenesulfonate. Films with thickness varying from similar to 15 to 225 nm had the structural defects controlled empirically by converting the films at two temperatures, 110 and 230 degrees C, while the optical properties were characterized by using optical absorption, photoluminescence (PL), and photoluminescence excitation spectra. Blueshifts in the absorption and PL spectra for LBL films with less than 25 bilayers (<40-50 nm) pointed to a larger number of PPV segments with low conjugation degree, regardless of the conversion temperature. For these thin films, the mean free-path for diffusion of photoexcited carriers decreased, and energy transfer may have been hampered owing to the low mobility of the excited carriers. The emission efficiency was then found to depend on the concentration of structural defects, i.e., on the conversion temperature. For thick films with more than 25 bilayers, on the other hand, the PL signal did not depend on the PPV conversion temperature. We also checked that the interface effects were not caused by waveguiding properties of the excited light. Overall, the electronic states at the interface were more localized, and this applied to film thickness of up to 40-50 nm. Because this is a typical film thickness in devices, the implication from the findings here is that interface phenomena should be a primary concern for the design of any organic device. (C) 2011 American Institute of Physics. [doi:10.1063/1.3622143]

Biomass burning in Brazil`s Amazonian ""arc of deforestation"": Burning efficiency and charcoal formation in a fire after mechanized clearing at Feliz Natal, Mato Grosso

Estimates of greenhouse-gas emissions from deforestation are highly uncertain because of high variability in key parameters and because of the limited number of studies providing field measurements of these parameters. One such parameter is burning efficiency, which determines how much of the original forest`s aboveground carbon stock will be released in the burn, as well as how much will later be released by decay and how much will remain as charcoal. In this paper we examined the fate of biomass from a semideciduous tropical forest in the ""arc of deforestation,"" where clearing activity is concentrated along the southern edge of the Amazon forest. We estimated carbon content, charcoal formation and burning efficiency by direct measurements (cutting and weighing) and by line-intersect sampling (LIS) done along the axis of each plot before and after burning of felled vegetation. The total aboveground dry biomass found here (219.3 Mg ha(-1)) is lower than the values found in studies that have been done in other parts of the Amazon region. Values for burning efficiency (65%) and charcoal formation (6.0%, or 5.98 Mg C ha(-1)) were much higher than those found in past studies in tropical areas. The percentage of trunk biomass lost in burning (49%) was substantially higher than has been found in previous studies. This difference may be explained by the concentration of more stems in the smaller diameter classes and the low humidity of the fuel (the dry season was unusually long in 2007, the year of the burn). This study provides the first measurements of forest burning parameters for a group of forest types that is now undergoing rapid deforestation. The burning parameters estimated here indicate substantially higher burning efficiency than has been found in other Amazonian forest types. Quantification of burning efficiency is critical to estimates of trace-gas emissions from deforestation. (C) 2009 Elsevier B.V. All rights reserved.

Weight loss associated with exercise training restores ventilatory efficiency in obese children

The purpose of this study was to test the hypothesis that in obese children: 1) Ventilatory efficiency (VentE) is decreased during graded exercise; and 2) Weight loss through diet alone (D) improves VentE, and 3) diet associated with exercise training (DET) leads to greater improvement in VentE than by D. Thirty-eight obese children (10 +/- 0.2 years; BMI > 95(th) percentile) were randomly divided into two Study groups: D (n=17; BMI = 30 +/- 1 kg/m(2)) and DET (n = 21; 28 +/- 1 kg/m(2)). Ten lean children were included in a control group (10 +/- 0.3 years; 17 +/- 0.5 kg/m(2)). All children performed maximal treadmill testing with respiratory gas analysis (breath-by-breath) to determine the ventilatory anaerobic threshold (VAT) and peak oxygen consumption (VO(2) peak). VentE was determined by the VE/VCO(2) method at VAT. Obese children showed lower VO(2) peak and lower VentE than controls (p < 0.05). After interventions, all obese children reduced body weight (p < 0.05). D group did not improve in terms of VO(2) peak or VentE (p > 0.05). In contrast, the DET group showed increased VO(2) peak (p = 0.01) and improved VentE(Delta VE/VCO(2) = -6.1 +/- 0.9; p = 0.01). VentE is decreased in obese children, where weight loss by means of DET, but not D alone, improves VentE and cardiorespiratory fitness during graded exercise.

Utilization of pineapple stem juice to enhance enzyme-hydrolytic efficiency for sugarcane bagasse after an optimized pre-treatment with alkaline peroxide

The enzymatic hydrolysis of sugarcane bagasse was investigated by treating a peroxide-alkaline bagasse with a pineapple stem juice, xylanase and cellulase. Pre-treatment procedures of sugarcane bagasse with alkaline hydrogen peroxide were evaluated and compared. Analyses were performed using 2(4) factorial designs, with pre-treatment time, temperature, magnesium sulfate and hydrogen peroxide concentration as factors. The responses evaluated were the yield of cellobiose and glucose released from pretreated bagasse after enzymatic hydrolysis. The results show that the highest enzymatic conversion was obtained for bagasse using 2% hydrogen peroxide at 60 degrees C for 16 h in the presence of 0.5% magnesium sulfate. Bagasse (5%) was treated with pineapple stem extract, which contains mixtures of protease and esterase, in combination with xylanase and cellulase. It was observed that the amount of glucose and cellobiose released from bagasse increased with the mixture of enzymes. It is believed that the enzymes present in pineapple extracts are capable of hydrolyze specific linkages that would facilitate the action of digesting plant cell walls enzymes. This increases the amount of glucose and other hexoses that are released during the enzymatic treatment and also reduces the amount of cellulase necessary in a typical hydrolysis. (C) 2010 Elsevier Ltd. All rights reserved.

Efficiency and feasibility of product disassembly: A case-based study

The productivity associated with commonly available disassembly methods today seldomly makes disassembly the preferred end-of-life solution for massive take back product streams. Systematic reuse of parts or components, or recycling of pure material fractions are often not achievable in an economically sustainable way. In this paper a case-based review of current disassembly practices is used to analyse the factors influencing disassembly feasibility. Data mining techniques were used to identify major factors influencing the profitability of disassembly operations. Case characteristics such as involvement of the product manufacturer in the end-of-life treatment and continuous ownership are some of the important dimensions. Economic models demonstrate that the efficiency of disassembly operations should be increased an order of magnitude to assure the competitiveness of ecologically preferred, disassembly oriented end-of-life scenarios for large waste of electric and electronic equipment (WEEE) streams. Technological means available to increase the productivity of the disassembly operations are summarized. Automated disassembly techniques can contribute to the robustness of the process, but do not allow to overcome the efficiency gap if not combined with appropriate product design measures. Innovative, reversible joints, collectively activated by external trigger signals, form a promising approach to low cost, mass disassembly in this context. A short overview of the state-of-the-art in the development of such self-disassembling joints is included. (c) 2008 CIRP.

Assessment of energy efficiency in electric storage water heaters

Nowadays there are several ways of supplying hot water for showers in residential buildings. One of them is the use of electric storage water heaters (boilers). This equipment raises the water temperature in a reservoir (tank) using the heat generated by an electric resistance. The behavior of this equipment in Brazil is still a research object and there is not a standard in the country to regulate its efficiency. In this context, an experimental program was conducted aiming to collect power consumption data to evaluate its performance. The boilers underwent an operation cycle to simulate a usage condition aiming to collect parameters for calculating the efficiency. This 1-day cycle was composed of the following phases: hot water withdrawal, reheating and standby heat loss. The methods allowed the identification of different parameters concerning the boilers work, such as: standby heat loss in 24 h, hot water withdrawal rate, reheating time and energy efficiency. The average energy efficiency obtained was of 75%. The lowest efficiency was of 62% for boiler 2 and the highest was of 85% for boiler 9. (C) 2008 Elsevier B.V. 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.