Robust Bayesian analysis of heavy-tailed stochastic volatility models using scale mixtures of normal distributions

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

The Geometric Birnbaum-Saunders regression model with cure rate

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Predicting body and carcass characteristics of 2 broiler chicken strains using support vector regression and neural network models

As a new modeling method, support vector regression (SVR) has been regarded as the state-of-the-art technique for regression and approximation. In this study, the SVR models had been introduced and developed to predict body and carcass-related characteristics of 2 strains of broiler chicken. To evaluate the prediction ability of SVR models, we compared their performance with that of neural network (NN) models. Evaluation of the prediction accuracy of models was based on the R-2, MS error, and bias. The variables of interest as model output were BW, empty BW, carcass, breast, drumstick, thigh, and wing weight in 2 strains of Ross and Cobb chickens based on intake dietary nutrients, including ME (kcal/bird per week), CP, TSAA, and Lys, all as grams per bird per week. A data set composed of 64 measurements taken from each strain were used for this analysis, where 44 data lines were used for model training, whereas the remaining 20 lines were used to test the created models. The results of this study revealed that it is possible to satisfactorily estimate the BW and carcass parts of the broiler chickens via their dietary nutrient intake. Through statistical criteria used to evaluate the performance of the SVR and NN models, the overall results demonstrate that the discussed models can be effective for accurate prediction of the body and carcass-related characteristics investigated here. However, the SVR method achieved better accuracy and generalization than the NN method. This indicates that the new data mining technique (SVR model) can be used as an alternative modeling tool for NN models. However, further reevaluation of this algorithm in the future is suggested.

A stochastic shift model for economically designed charts constrained by the process stage configuration

An economic model including the labor resource and the process stage configuration is proposed to design g charts allowing for all the design parameters to be varied in an adaptive way. A random shift size is considered during the economic design selection. The results obtained for a benchmark of 64 process stage scenarios show that the activities configuration and some process operating parameters influence the selection of the best control chart strategy: to model the random shift size, its exact distribution can be approximately fitted by a discrete distribution obtained from a relatively small sample of historical data. However, an accurate estimation of the inspection costs associated to the SPC activities is far from being achieved. An illustrative example shows the implementation of the proposed economic model in a real industrial case. (C) 2011 Elsevier B.V. All rights reserved.

Expression of fibroblast growth factor receptors during development and regression of the bovine corpus luteum

There is evidence that fibroblast growth factors (FGFs) are involved in the regulation of growth and regression of the corpus luteum (CL). However, the expression pattern of most FGF receptors (FGFRs) during CL lifespan is still unknown. The objective of the present study was to determine the pattern of expression of 'B' and 'C' splice variants of FGFRs in the bovine CL. Bovine CL were collected from an abattoir and classed as corpora hemorrhagica (Stage I), developing (Stage II), developed (Stage III) or regressed (Stage IV) CL. Expression of FGFR mRNA was measured by semiquantitative reverse transcription-polymerase chain reaction and FGFR protein was localised by immunohistochemistry. Expression of mRNA encoding the 'B' and 'C' spliced forms of FGFR1 and FGFR2 was readily detectable in the bovine CL and was accompanied by protein localisation. FGFR1C and FGFR2C mRNA expression did not vary throughout CL lifespan, whereas FGFR1B was upregulated in the developed (Stage III) CL. FGFR3B, FGFR3C and FGFR4 expression was inconsistent in the bovine CL. The present data indicate that FGFR1 and FGFR2 splice variants are the main receptors for FGF action in the bovine CL.

Stochastic field processes in the mathematical modelling of damped transmission line vibrations

Wind-excited vibrations in the frequency range of 10 to 50 Hz due to vortex shedding often cause fatigue failures in the cables of overhead transmission lines. Damping devices, such as the Stockbridge dampers, have been in use for a long time for supressing these vibrations. The dampers are conveniently modelled by means of their driving point impedance, measured in the lab over the frequency range under consideration. The cables can be modelled as strings with additional small bending stiffness. The main problem in modelling the vibrations does however lay in the aerodynamic forces, which usually are approximated by the forces acting on a rigid cylinder in planar flow. In the present paper, the wind forces are represented by stochastic processes with arbitrary crosscorrelation in space; the case of a Kármán vortex street on a rigid cylinder in planar flow is contained as a limit case in this approach. The authors believe that this new view of the problem may yield useful results, particularly also concerning the reliability of the lines and the probability of fatigue damages. © 1987.

Entropy, information and doubly stochastic transformations

I analyze two inequalities on entropy and information, one due to von Neumann and a recent one to Schiffer, and show that the relevant quantities in these inequalities are related by special doubly stochastic matrices (DSM). I then use generalization of the first inequality to prove algebraically a generalization of Schiffer's inequality to arbitrary DSM. I also give a second interpretation to the latter inequality, determine its domain of applicability, and illustrate it by using Zeeman splitting. This example shows that symmetric (degenerate) systems have less entropy than the corresponding split systems, if compared at the same average energy. This seemingly counter-intuitive result is explained thermodynamically. © 1991.

The gradually truncated Lévy flight: Stochastic process for complex systems

Power-law distributions, i.e. Levy flights have been observed in various economical, biological, and physical systems in high-frequency regime. These distributions can be successfully explained via gradually truncated Levy flight (GTLF). In general, these systems converge to a Gaussian distribution in the low-frequency regime. In the present work, we develop a model for the physical basis for the cut-off length in GTLF and its variation with respect to the time interval between successive observations. We observe that GTLF automatically approach a Gaussian distribution in the low-frequency regime. We applied the present method to analyze time series in some physical and financial systems. The agreement between the experimental results and theoretical curves is excellent. The present method can be applied to analyze time series in a variety of fields, which in turn provide a basis for the development of further microscopic models for the system. © 2000 Elsevier Science B.V. All rights reserved.

Regression of the lateral oviducts during the larval-adult transformation of the reproductive system of Melipona quadrifasciata and Frieseomelitta varia

Toward the end of the larval phase (pre-pupa), the reproductive systems of Melipona quadrifasciata and Frieseomelitta varia workers are anatomically similar. Scanning electron microscopy showed that during this developmental phase the right and left ovaries are fused and form a heart-shaped structure located above the midgut. Each ovary is connected to the genital chamber by a long and slender lateral oviduct. During pupal development, the lateral oviducts of workers from both species become extremely reduced due to a drastic process of cell death, as shown by transmission electron microscopy. During the lateral oviduct shortening, their simple columnar epithelial cells show some signs of apoptosis in addition to necrosis. Cell death was characterized by cytoplasmic vesiculation, peculiar accumulation of glycogen, and dilation of cytoplasmic organelles such as mitochondria and rough endoplasmic reticulum. The nuclei, at first irregularly contoured, became swollen, with chromatin flocculation and various areas of condensed chromatin next to the nuclear envelope. At the end of the pupal phase, deep recesses marked the nuclei. At emergence, worker and queen reproductive systems showed marked differences, although reduction in the lateral oviducts was an event occurring in both castes. However, in queens the ovarioles increased in length and the spermatheca was larger than that of workers. At the external anatomical level, the reproductive system of workers and queens could be distinguished in the white- and pink-eyed pupal phase. The metamorphic function of the death of lateral oviduct cells, with consequent oviduct shortening, is discussed in terms of the anatomical reorganization of the reproductive system and of the ventrolateral positioning of adult worker bee ovaries. (C) 2000 Wiley-Liss, Inc.

Consistency of super-poincaré covariant superstring tree amplitudes

Using pure spinors, the superstring was recently quantized in a manifestly ten-dimensional super-Poincaré covariant manner and a covariant prescription was given for tree-level scattering amplitudes. In this paper, we prove that this prescription is cyclically symmetric and, for the scattering of an arbitrary number of massless bosons and up to four massless fermions, it agrees with the standard Ramond-Neveu-Schwarz prescription.

Economic viability and selection of irrigation systems using simulation and stochastic dominance

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Assessing relationships between genetic evaluations using robust regression with an application to holsteins in Uruguay

Globalization of dairy cattle breeding has created a need for international sire proofs. Some early methods for converting proofs from one population to another are based on simple linear regression. An alternative robust regression method based on the t-distribution is presented, and maximum likelihood and Bayesian techniques for analysis are described, including the situation in which some proofs are missing. Procedures were used to investigate the relationship between Holstein sire proofs obtained by two Uruguayan genetic evaluation programs. The results suggest that conversion equations developed from data including only sires having proofs in both populations can lead to distorted results, relative to estimates obtained using techniques for incomplete data. There was evidence of non-normality of regression residuals, which constitutes an additional source of bias. A robust estimator may not solve all problems, but can provide simple conversion equations that are less sensitive to outlying proofs and to departures from assumptions.

Consistency of side choice in the milking parlour by holstein-friesian cows and its relationship with their reactivity and milk yield

Dairy cows often have to choose which of two sides to enter in the milking parlour. Some cows are very consistent in this choicė, and it is common to assume that when these cows are more disturbed are being milked in their non-preferred side. Such disturbance might involve significantly poor welfare. In order to assess this assumption, we decided to study the behaviour and milk yield of dairy cows and their relationships with side preference in the milking parlour. The study was carried out at Cambridge University Farm, in a two-sided tandem milking parlour. The data collection followed the daily management routine. We recorded the side chosen by each cow (left or right) during 40 milking sessions. Data from 70 cows, which were present in at least 25 milking sessions (mode = 36), were included in the statistical analysis. Cows' reactivity (CR) during premilking udder preparation, time spent fitting the milking cluster (FT), milk yield (MY) and duration of milking (DM) were measured. There was evident individual variation in the consistency of side choice. Individual differences (ANOVA, P < 0.001) were also found in CR, FT, MY and DM; although these variables were not significantly affected by the side or the interaction animal × side (ANOVA, P < 0.05). The comparison between left and right side means (paired t-test) of these variables did not show significant differences (P < 0.05). We concluded that there is no evidence that the cows were discomforted or stressed when milked in the non-preferred side of the milking parlour. © 2001 Elsevier Science B.V.