Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series

In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior distribution, respectively. We also considered a reparameterization of those models in order to map the space of the parameters into real space. This procedure permits choosing prior normal distributions for the transformed parameters. The posterior summaries were obtained using Monte Carlo Markov chain methods (MCMC). The methodology was evaluated by considering the Telebras series from the Brazilian financial market. The results show that the two methods are able to adjust ARCH models with different numbers of parameters. The empirical Bayesian method provided a more parsimonious model to the data and better adjustment than the complete Bayesian method.

A useful empirical bayesian method to analyse industrial data from saturated factorial designs

The use of saturated two-level designs is very popular, especially in industrial applications where the cost of experiments is too high. Standard classical approaches are not appropriate to analyze data from saturated designs, since we could only get the estimates of the main factor effects and we would not have degrees of freedom to estimate the variance of the error. In this paper, we propose the use of empirical Bayesian procedures to get inferences for data obtained from saturated designs. The proposed methodology is illustrated assuming a simulated data set. © 2013 Growing Science Ltd. All rights reserved.

Comparative assessment of the organization of the colors of the Vita Classical color pallet by digital images and visual analysis for dental bleaching

New formularizations, techniques and devices have become the dental whitening most safe and with better results. Although this, the verification of the levels whitening is being continued for visual comparison, that is an empirical, subjective method, subject to errors and dependent of the individual interpretation. Normally the result of the whitening is express for the amplitude of displacement between the initial and the final color, being take like reference the tonalities of a scale of color commanded of darkest for more clearly. Although to be the most used scale, the ordinance of the Vita Classical (R) - Vita, according to recommendations of the manufacturer, reveals inadequate for the evaluation of the whitening. From digital images and of algorithm OER (ordinance of the reference scale), especially developed for the ScanWhite (C), the ordinance of the tonalities of the scale Vita Classical (R) was made. For such, the values of the canals of color R, G, and B of medium part average of the crowns was adopted as reference for evaluation. The images had been taken with the camera Sony Cybershoot DSC F828. The results of the computational ordinance had been compared with the sequence proposal for the manufacturer and with the earned one for the visual evaluation, carried through by 10 volunteers, under standardized conditions of illumination. It statistics analyzes demonstrated significant differences between the ordinances.

Análise Espacial dos Anos Potenciais de Vida Perdidos por Causas Externas no Estado de São Paulo 2000 e 2010

Pós-graduação em Saúde Coletiva - FMB

Análise da relação entre a distribuição espacial das morbidades por obesidade e hipertensão arterial para o estado de São Paulo, Brasil, de 2000 a 2010

A expansão da obesidade em diversos países do mundo na última década tem resultado no aumento da morbidade e mortalidade por hipertensão arterial e suas complicações. O objetivo deste trabalho é analisar a distribuição espacial da obesidade e hipertensão arterial no estado de São Paulo no período de 2000 a 2010, a partir de registros hospitalares e internação do Sistema de Informações Hospitalares do Sistema Único de Saúde (SIH - SUS). Foram utilizados coeficientes de prevalência das doenças em cada município suavizadas pelo método bayesiano empírico, permitindo uma visualização do padrão espacial dessas morbidades no Estado. Foi explorada a dependência espacial destes padrões verificando a autocorrelação entre os indicadores por meio do cálculo do Índice de Autocorrelação Espacial de Moran. Além disso, estudou-se a correlação positiva (Pearson) entre obesidade e hipertensão. Os dados e os mapas mostraram clusters de 87 municípios onde há maior e menor prevalência de hipertensão e obesidade no espaço com forte autocorrelação entre os municípios vizinhos. O coeficiente correlação de Pearson encontrado para esses municípios foi de 0,404 e sugere associação entre as morbidades. As técnicas de análise espacial mostraram-se úteis para o planejamento de ações de saúde pública.

Estimation of Submerged Aquatic Vegetation Height and Distribution in Nova Avanhandava Reservoir (São Paulo State, Brazil) Using Bio-Optical Modeling

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Topliss method in the optimization of salicylic acid derivatives as potential antimycobacterial agents

The Topliss method was used to guide a synthetic path in support of drug discovery efforts toward the identification of potent antimycobacterial agents. Salicylic acid and its derivatives, p-chloro, p-methoxy, and m-chlorosalicylic acid, exemplify a series of synthetic compounds whose minimum inhibitory concentrations for a strain of Mycobacterium were determined and compared to those of the reference drug, p-aminosalicylic acid. Several physicochemical descriptors (including Hammett's sigma constant, ionization constant, dipole moment, Hansch constant, calculated partition coefficient, Sterimol-L and -B-4 and molecular volume) were considered to elucidate structure-activity relationships. Molecular electrostatic potential and molecular dipole moment maps were also calculated using the AM1 semi-empirical method. Among the new derivatives, m-chlorosalicylic acid showed the lowest minimum inhibitory concentration. The overall results suggest that both physicochemical properties and electronic features may influence the biological activity of this series of antimycobacterial agents and thus should be considered in designing new p-aminosalicylic acid analogs.

Computations of the flow past a still sphere at moderate reynolds numbers using an immersed boundary method

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Evaluating the residual stress in PbTiO3 thin films prepared by a polymeric chemical method

We report a study of residual stress in PbTiO3 (PT) thin films prepared on Si substrates by a polymeric chemical method. The E(1TO) frequency was used to evaluate the residual stress through an empirical equation available for bulk PT. We find that the residual stress in PT films increases as the film thickness decreases and conclude that it originates essentially from the contributions of extrinsic and intrinsic factors. Polarized Raman experiments showed that the PT films prepared by a polymeric chemical method are somewhat a-domain (polar axis c parallel to the substrate) oriented.

Factors affecting the adoption of green supply chain management practices in Brazil: Empirical evidence

The aim of this study is to identify and analyse the factors that affect the adoption of Green Supply Chain Management practices based on empirical evidence from the Brazilian electronics sector. Data are collected in a survey of 100 electronics companies and analysed using statistical analysis of variance and regression methods. The study finds that the size of the company, previous experience with Environmental Management Systems, and the use of hazardous inputs are positively correlated with GSCM practices adoption. Surprisingly, formal pressure from the stronger tier/player in the supply chain is not correlated with the adoption of GSCM practices. Finally, we present some explanations for these findings and suggestions for future research. © 2013 Copyright Taylor and Francis Group, LLC.

The bias in reversing the Box-Cox transformation in time series forecasting: An empirical study based on neural networks

The Box-Cox transformation is a technique mostly utilized to turn the probabilistic distribution of a time series data into approximately normal. And this helps statistical and neural models to perform more accurate forecastings. However, it introduces a bias when the reversion of the transformation is conducted with the predicted data. The statistical methods to perform a bias-free reversion require, necessarily, the assumption of Gaussianity of the transformed data distribution, which is a rare event in real-world time series. So, the aim of this study was to provide an effective method of removing the bias when the reversion of the Box-Cox transformation is executed. Thus, the developed method is based on a focused time lagged feedforward neural network, which does not require any assumption about the transformed data distribution. Therefore, to evaluate the performance of the proposed method, numerical simulations were conducted and the Mean Absolute Percentage Error, the Theil Inequality Index and the Signal-to-Noise ratio of 20-step-ahead forecasts of 40 time series were compared, and the results obtained indicate that the proposed reversion method is valid and justifies new studies. (C) 2014 Elsevier B.V. All rights reserved.

Modelos para dados grupados e sensurados aplicados à área biológica: comparação usando fator de Bayes

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)