51 resultados para vector error correction

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


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In this paper we provide a recipe for state protection in a network of oscillators under collective damping and diffusion. Our strategy is to manipulate the network topology, i.e., the way the oscillators are coupled together, the strength of their couplings, and their natural frequencies, in order to create a relaxation-diffusion-free channel. This protected channel defines a decoherence-free subspace (DFS) for nonzero-temperature reservoirs. Our development also furnishes an alternative approach to build up DFSs that offers two advantages over the conventional method: it enables the derivation of all the network-protected states at once, and also reveals, through the network normal modes, the mechanism behind the emergence of these protected domains.

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The purpose of this paper is to analyze the dynamics of national saving-investment relationship in order to determine the degree of capital mobility in 12 Latin American countries. The analytically relevant correlation is the short-term one, defined as that between changes in saving and investment. Of special interest is the speed at which variables return to the long run equilibrium relationship, which is interpreted as being negatively related to the degree of capital mobility. The long run correlation, in turn, captures the coefficient implied by the solvency constraint. We find that heterogeneity and cross-section dependence completely change the estimation of the long run coefficient. Besides we obtain a more precise short run coefficient estimate compared to the existent estimates in the literature. There is evidence of an intermediate degree of capital mobility, and the coefficients are extremely stable over time.

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We build a model that incorporates the effect of the innovative ""flex"" car, an automobile that is able to run with either gasoline or alcohol, on the dynamics of fuel prices in Brazil. Our model shows that differences regarding fuel prices will now depend on the proportions of alcohol, gasoline and flex cars in the total stock. Conversely, the demand for each type of car will also depend on the expected future prices of alcohol and gasoline (in addition to the car prices). The model reflects our findings that energy prices are tied in the long run and that causality runs stronger from gasoline to alcohol. The estimated error correction parameter is stable, implying that the speed of adjustment towards equilibrium remains unchanged. The latter result is probably due to a still small fraction of flex cars in the total stock (approx. 5%), despite the fact that its sales nearly reached 100% in 2006. (C) 2009 Elsevier B.V. All rights reserved.

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This paper examines the hysteresis hypothesis in the Brazilian industrialized exports using a time series analysis. This hypothesis finds an empirical representation into the nonlinear adjustments of the exported quantity to relative price changes. Thus, the threshold cointegration analysis proposed by Balke and Fomby [Balke, N.S. and Fomby, T.B. Threshold Cointegration. International Economic Review, 1997; 38; 627-645.] was used for estimating models with asymmetric adjustment of the error correction term. Amongst sixteen industrial sectors selected, there was evidence of nonlinearities in the residuals of long-run relationships of supply or demand for exports in nine of them. These nonlinearities represent asymmetric and/or discontinuous responses of exports to different representative measures of real exchange rates, in addition to other components of long-run demand or supply equations. (C) 2007 Elsevier B.V. All rights reserved.

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This paper proposes a three-stage offline approach to detect, identify, and correct series and shunt branch parameter errors. In Stage 1 the branches suspected of having parameter errors are identified through an Identification Index (II). The II of a branch is the ratio between the number of measurements adjacent to that branch, whose normalized residuals are higher than a specified threshold value, and the total number of measurements adjacent to that branch. Using several measurement snapshots, in Stage 2 the suspicious parameters are estimated, in a simultaneous multiple-state-and-parameter estimation, via an augmented state and parameter estimator which increases the V - theta state vector for the inclusion of suspicious parameters. Stage 3 enables the validation of the estimation obtained in Stage 2, and is performed via a conventional weighted least squares estimator. Several simulation results (with IEEE bus systems) have demonstrated the reliability of the proposed approach to deal with single and multiple parameter errors in adjacent and non-adjacent branches, as well as in parallel transmission lines with series compensation. Finally the proposed approach is confirmed on tests performed on the Hydro-Quebec TransEnergie network.

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Artesian confined aquifers do not need pumping energy, and water from the aquifer flows naturally at the wellhead. This study proposes correcting the method for analyzing flowing well tests presented by Jacob and Lohman (1952) by considering the head losses due to friction in the well casing. The application of the proposed correction allowed the determination of a transmissivity (T = 411 m(2)/d) and storage coefficient (S = 3 x 10(-4)) which appear to be representative for the confined Guarani Aquifer in the study area. Ignoring the correction due to head losses in the well casing, the error in transmissivity evaluation is about 18%. For the storage coefficient the error is of 5 orders of magnitude, resulting in physically unacceptable value. The effect of the proposed correction on the calculated radius of the cone of depression and corresponding well interference is also discussed.

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Bioelectrical impedance vector analysis (BIVA) is a new method that is used for the routine monitoring of the variation in body fluids and nutritional status with assumptions regarding body composition values. The aim of the present study was to determine bivariate tolerance intervals of the whole-body impedance vector and to describe phase angle (PA) values for healthy term newborns aged 7-28 d. This descriptive cross-sectional study was conducted on healthy term neonates born at a low-risk public maternity. General and anthropometric neonatal data and bioelectrical impedance data (800 mu A-50 kHz) were obtained. Bivariate vector analysis was conducted with the resistance-reactance (RXc) graph method. The BIVA software was used to construct the graphs. The study was conducted on 109 neonates (52.3% females) who were born at term, adequate for gestational age, exclusively breast-fed and aged 13 (SD 3.6) d. We constructed one standard, reference, RXc-score graph and RXc-tolerance ellipses (50, 75 and 95 %) that can be used with any analyser. Mean PA was 3.14 (SD 0.43)degrees (3.12 (SD 0.39)degrees for males and 3.17 (SD 0.48)degrees for females). Considering the overlapping of ellipses of males and females with the general distribution, a graph for newborns aged 7-28 d with the same reference tolerance ellipse was defined for boys and girls. The results differ from those reported in the literature probably, in part, due to the ethnic differences in body composition. BIVA and PA permit an assessment without the need to know body weight and the prediction error of conventional impedance formulas.

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This paper derives the second-order biases Of maximum likelihood estimates from a multivariate normal model where the mean vector and the covariance matrix have parameters in common. We show that the second order bias can always be obtained by means of ordinary weighted least-squares regressions. We conduct simulation studies which indicate that the bias correction scheme yields nearly unbiased estimators. (C) 2009 Elsevier B.V. All rights reserved.

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Every year, autochthonous cases of Plasmodium vivax malaria occur in low-endemicity areas of Vale do Ribeira in the south-eastern part of the Atlantic Forest, state of São Paulo, where Anopheles cruzii and Anopheles bellator are considered the primary vectors. However, other species in the subgenus Nyssorhynchus of Anopheles (e.g., Anopheles marajoara) are abundant and may participate in the dynamics of malarial transmission in that region. The objectives of the present study were to assess the spatial distribution of An. cruzii, An. bellator and An. marajoara and to associate the presence of these species with malaria cases in the municipalities of the Vale do Ribeira. Potential habitat suitability modelling was applied to determine both the spatial distribution of An. cruzii, An. bellator and An. marajoara and to establish the density of each species. Poisson regression was utilized to associate malaria cases with estimated vector densities. As a result, An. cruzii was correlated with the forested slopes of the Serra do Mar, An. bellator with the coastal plain and An. marajoara with the deforested areas. Moreover, both An. marajoara and An. cruzii were positively associated with malaria cases. Considering that An. marajoara was demonstrated to be a primary vector of human Plasmodium in the rural areas of the state of Amapá, more attention should be given to the species in the deforested areas of the Atlantic Forest, where it might be a secondary vector.

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The objective of this study was to estimate the regressions calibration for the dietary data that were measured using the quantitative food frequency questionnaire (QFFQ) in the Natural History of HPV Infection in Men: the HIM Study in Brazil. A sample of 98 individuals from the HIM study answered one QFFQ and three 24-hour recalls (24HR) at interviews. The calibration was performed using linear regression analysis in which the 24HR was the dependent variable and the QFFQ was the independent variable. Age, body mass index, physical activity, income and schooling were used as adjustment variables in the models. The geometric means between the 24HR and the calibration-corrected QFFQ were statistically equal. The dispersion graphs between the instruments demonstrate increased correlation after making the correction, although there is greater dispersion of the points with worse explanatory power of the models. Identification of the regressions calibration for the dietary data of the HIM study will make it possible to estimate the effect of the diet on HPV infection, corrected for the measurement error of the QFFQ.

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O objetivo foi estimar as regressões de calibração dos dados dietéticos mensurados pelo questionário quantitativo de freqüência alimentar (QQFA) utilizado no Natural History of HPV Infection in Men: o Estudo HIM. Uma amostra de 98 indivíduos do estudo HIM respondeu, por meio de entrevista, a um QQFA e três recordatórios de 24 horas (R24h). A calibração foi feita por meio de análise de regressão linear, tendo os R24h como variável dependente e o QQFA como variável independente. Idade, índice de massa corporal, atividade física, renda e escolaridade foram utilizadas como variáveis de ajuste nos modelos. As médias geométricas dos R24h e do QQFA corrigido pela calibração são estatisticamente iguais. Os gráficos de dispersão entre os instrumentos demonstraram aumento da correlação após a correção dos dados, porém observa-se maior dispersão dos pontos de acordo com a piora do poder explicativo dos modelos. A identificação das regressões de calibração dos dados dietéticos do estudo HIM permitirá a estimativa do efeito da dieta sobre a infecção por HPV, corrigida pelo erro de medida do QQFA

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Using series solutions and time-domain evolutions, we probe the eikonal limit of the gravitational and scalar-field quasinormal modes of large black holes and black branes in anti-de Sitter backgrounds. These results are particularly relevant for the AdS/CFT correspondence, since the eikonal regime is characterized by the existence of long-lived modes which (presumably) dominate the decay time scale of the perturbations. We confirm all the main qualitative features of these slowly damped modes as predicted by Festuccia and Liu [G. Festuccia and H. Liu, arXiv:0811.1033.] for the scalar-field (tensor-type gravitational) fluctuations. However, quantitatively we find dimensional-dependent correction factors. We also investigate the dependence of the quasinormal mode frequencies on the horizon radius of the black hole (brane) and the angular momentum (wave number) of vector- and scalar-type gravitational perturbations.

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In this work, the effects of indenter tip roundness oil the load-depth indentation curves were analyzed using finite element modeling. The tip roundness level was Studied based on the ratio between tip radius and maximum penetration depth (R/h(max)), which varied from 0.02 to 1. The proportional Curvature constant (C), the exponent of depth during loading (alpha), the initial unloading slope (S), the correction factor (beta), the level of piling-up or sinking-in (h(c)/h(max)), and the ratio h(max)/h(f) are shown to be strongly influenced by the ratio R/h(max). The hardness (H) was found to be independent of R/h(max) in the range studied. The Oliver and Pharr method was successful in following the variation of h(c)/h(max) with the ratio R/h(max) through the variation of S with the ratio R/h(max). However, this work confirmed the differences between the hardness values calculated using the Oliver-Pharr method and those obtained directly from finite element calculations; differences which derive from the error in area calculation that Occurs when given combinations of indented material properties are present. The ratio of plastic work to total work (W(p)/W(t)) was found to be independent of the ratio R/h(max), which demonstrates that the methods for the Calculation of mechanical properties based on the *indentation energy are potentially not Susceptible to errors caused by tip roundness.

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We present the first spin alignment measurements for the K*(0)(892) and phi(1020) vector mesons produced at midrapidity with transverse momenta up to 5 GeV/c at root s(NN) = 200 GeV at RHIC. The diagonal spin-density matrix elements with respect to the reaction plane in Au+Au collisions are rho(00) = 0.32 +/- 0.04 (stat) +/- 0.09 (syst) for the K*(0) (0.8 < p(T) < 5.0 GeV/c) and rho(00) = 0.34 +/- 0.02 (stat) +/- 0.03 (syst) for the phi (0.4 < p(T) < 5.0 GeV/c) and are constant with transverse momentum and collision centrality. The data are consistent with the unpolarized expectation of 1/3 and thus no evidence is found for the transfer of the orbital angular momentum of the colliding system to the vector-meson spins. Spin alignments for K(*0) and phi in Au+Au collisions were also measured with respect to the particle's production plane. The phi result, rho(00) = 0.41 +/- 0.02 (stat) +/- 0.04 (syst), is consistent with that in p+p collisions, rho(00) = 0.39 +/- 0.03 (stat) +/- 0.06 (syst), also measured in this work. The measurements thus constrain the possible size of polarization phenomena in the production dynamics of vector mesons.

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Background: Genome wide association studies (GWAS) are becoming the approach of choice to identify genetic determinants of complex phenotypes and common diseases. The astonishing amount of generated data and the use of distinct genotyping platforms with variable genomic coverage are still analytical challenges. Imputation algorithms combine directly genotyped markers information with haplotypic structure for the population of interest for the inference of a badly genotyped or missing marker and are considered a near zero cost approach to allow the comparison and combination of data generated in different studies. Several reports stated that imputed markers have an overall acceptable accuracy but no published report has performed a pair wise comparison of imputed and empiric association statistics of a complete set of GWAS markers. Results: In this report we identified a total of 73 imputed markers that yielded a nominally statistically significant association at P < 10(-5) for type 2 Diabetes Mellitus and compared them with results obtained based on empirical allelic frequencies. Interestingly, despite their overall high correlation, association statistics based on imputed frequencies were discordant in 35 of the 73 (47%) associated markers, considerably inflating the type I error rate of imputed markers. We comprehensively tested several quality thresholds, the haplotypic structure underlying imputed markers and the use of flanking markers as predictors of inaccurate association statistics derived from imputed markers. Conclusions: Our results suggest that association statistics from imputed markers showing specific MAF (Minor Allele Frequencies) range, located in weak linkage disequilibrium blocks or strongly deviating from local patterns of association are prone to have inflated false positive association signals. The present study highlights the potential of imputation procedures and proposes simple procedures for selecting the best imputed markers for follow-up genotyping studies.