4 resultados para Random Coefficient Autoregressive Model{ RCAR (1)}
em Repositório Científico do Instituto Politécnico de Lisboa - Portugal
Resumo:
Liver steatosis is mainly a textural abnormality of the hepatic parenchyma due to fat accumulation on the hepatic vesicles. Today, the assessment is subjectively performed by visual inspection. Here a classifier based on features extracted from ultrasound (US) images is described for the automatic diagnostic of this phatology. The proposed algorithm estimates the original ultrasound radio-frequency (RF) envelope signal from which the noiseless anatomic information and the textural information encoded in the speckle noise is extracted. The features characterizing the textural information are the coefficients of the first order autoregressive model that describes the speckle field. A binary Bayesian classifier was implemented and the Bayes factor was calculated. The classification has revealed an overall accuracy of 100%. The Bayes factor could be helpful in the graphical display of the quantitative results for diagnosis purposes.
Resumo:
This paper presents a spatial econometrics analysis for the number of road accidents with victims in the smallest administrative divisions of Lisbon, considering as a baseline a log-Poisson model for environmental factors. Spatial correlation on data is investigated for data alone and for the residuals of the baseline model without and with spatial-autocorrelated and spatial-lagged terms. In all the cases no spatial autocorrelation was detected.
Resumo:
This paper studies the evolution of the default risk premia for European firms during the years surrounding the recent credit crisis. We employ the information embedded in Credit Default Swaps (CDS) and Moody’s KMV EDF default probabilities to analyze the common factors driving this risk premia. The risk premium is characterized in several directions: Firstly, we perform a panel data analysis to capture the relationship between CDS spreads and actual default probabilities. Secondly, we employ the intensity framework of Jarrow et al. (2005) in order to measure the theoretical effect of risk premium on expected bond returns. Thirdly, we carry out a dynamic panel data to identify the macroeconomic sources of risk premium. Finally, a vector autoregressive model analyzes which proportion of the co-movement is attributable to financial or macro variables. Our estimations report coefficients for risk premium substantially higher than previously referred for US firms and a time varying behavior. A dominant factor explains around 60% of the common movements in risk premia. Additionally, empirical evidence suggests a public-to-private risk transfer between the sovereign CDS spreads and corporate risk premia.
Resumo:
Solution enthalpies of 1,4-dioxane have been obtained in 15 protic and aprotic solvents at 298.15 K. Breaking the overall process through the use of Solomonov's methodology the cavity term was calculated and interaction enthalpies (Delta H-int) were determined. Main factors involved in the interaction enthalpy have been identified and quantified using a QSPR approach based on the TAKA model equation. The relevant descriptors were found to be pi* and beta, which showed, respectively, exothermic and endothermic contributions. The magnitude of pi* coefficient points toward non-specific solute-solvent interactions playing a major role in the solution process. The positive value of the beta coefficient reflects the endothermic character of the solvents' hydrogen bond acceptor (HBA) basicity contribution, indicating that solvent molecules engaged in hydrogen bonding preferentially interact with each other rather than with 1,4-dioxane. (C) 2013 Elsevier B.V. All rights reserved.