10 resultados para Parametric function

em Repositório Institucional UNESP - Universidade Estadual Paulista "Julio de Mesquita Filho"


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Com o objetivo de estimar parâmetros genéticos para a produção de leite no dia do controle (PLDC), foram usadas as 2.440 primeiras lactações de vacas da raça Gir leiteira, com partos registrados entre 1990 e 2005. As PLDC foram consideradas em dez classes mensais e analisadas por meio de modelo de regressão aleatória (MRA) utilizando-se como efeitos aleatórios o genético-aditivo, o de ambiente permanente e o residual e, como efeitos fixos, o grupo de contemporâneos (GC), a co-variável idade da vaca ao parto (efeito linear e quadrático) e a curva média de lactação da população. Os efeitos genético-aditivos e de ambiente permanente foram modelados utilizando-se as funções de Wilmink (WIL) e Ali e Schaeffer (AS). As variâncias residuais foram modeladas utilizando-se 1, 4, 6 ou 10 classes. Os grupos de contemporâneos foram definidos como rebanho-ano-estação do controle contendo no mínimo três animais. Os testes indicaram que o modelo com quatro classes de variâncias usando a função paramétrica AS foi o que melhor se ajustou aos dados. As estimativas de herdabilidade variaram de 0,21 a 0,33 para a função AS e de 0,17 a 0,30 para WIL e foram maiores na primeira metade da lactação. As correlações genéticas entre as PLDC foram positivas e elevadas entre os controles adjacentes e diminuiram quando a distância entre os controles aumentou. Para o melhor modelo, foram estimados os valores genéticos para a produção de leite acumulada até os 305 dias e, para períodos parciais da lactação, foram obtidas como médias dos valores genéticos preditos naquele período. Os valores genéticos foram comparados, por meio da correlação de posto, ao valor genético predito para a produção acumulada até os 305 dias, pelo método tradicional. As correlações entre os valores genéticos indicaram que podem ocorrer divergências na classificação dos animais pelos critérios estudados.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Given the importance of Guzera breeding programs for milk production in the tropics, the objective of this study was to compare alternative random regression models for estimation of genetic parameters and prediction of breeding values. Test-day milk yields records (TDR) were collected monthly, in a maximum of 10 measurements. The database included 20,524 records of first lactation from 2816 Guzera cows. TDR data were analyzed by random regression models (RRM) considering additive genetic, permanent environmental and residual effects as random and the effects of contemporary group (CG), calving age as a covariate (linear and quadratic effects) and mean lactation curve as fixed. The genetic additive and permanent environmental effects were modeled by RRM using Wilmink, All and Schaeffer and cubic B-spline functions as well as Legendre polynomials. Residual variances were considered as heterogeneous classes, grouped differently according to the model used. Multi-trait analysis using finite-dimensional models (FDM) for testday milk records (TDR) and a single-trait model for 305-days milk yields (default) using the restricted maximum likelihood method were also carried out as further comparisons. Through the statistical criteria adopted, the best RRM was the one that used the cubic B-spline function with five random regression coefficients for the genetic additive and permanent environmental effects. However, the models using the Ali and Schaeffer function or Legendre polynomials with second and fifth order for, respectively, the additive genetic and permanent environmental effects can be adopted, as little variation was observed in the genetic parameter estimates compared to those estimated by models using the B-spline function. Therefore, due to the lower complexity in the (co)variance estimations, the model using Legendre polynomials represented the best option for the genetic evaluation of the Guzera lactation records. An increase of 3.6% in the accuracy of the estimated breeding values was verified when using RRM. The ranks of animals were very close whatever the RRM for the data set used to predict breeding values. Considering P305, results indicated only small to medium difference in the animals' ranking based on breeding values predicted by the conventional model or by RRM. Therefore, the sum of all the RRM-predicted breeding values along the lactation period (RRM305) can be used as a selection criterion for 305-day milk production. (c) 2014 Elsevier B.V. All rights reserved.

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

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A total of 20,065 weights recorded on 3016 Nelore animals were used to estimate covariance functions for growth from birth to 630 days of age, assuming a parametric correlation structure to model within-animal correlations. The model of analysis included fixed effects of contemporary groups and age of dam as quadratic covariable. Mean trends were taken into account by a cubic regression on orthogonal polynomials of animal age. Genetic effects of the animal and its dam and maternal permanent environmental effects were modelled by random regressions on Legendre polynomials of age at recording. Changes in direct permanent environmental effect variances were modelled by a polynomial variance function, together with a parametric correlation function to account for correlations between ages. Stationary and nonstationary models were used to model within-animal correlations between different ages. Residual variances were considered homogeneous or heterogeneous, with changes modelled by a step or polynomial function of age at recording. Based on Bayesian information criterion, a model with a cubic variance function combined with a nonstationary correlation function for permanent environmental effects, with 49 parameters to be estimated, fitted best. Modelling within-animal correlations through a parametric correlation structure can describe the variation pattern adequately. Moreover, the number of parameters to be estimated can be decreased substantially compared to a model fitting random regression on Legendre polynomial of age. © 2004 Elsevier B.V. All rights reserved.

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This paper presents a new methodology for the adjustment of fuzzy inference systems, which uses technique based on error back-propagation method. The free parameters of the fuzzy inference system, such as its intrinsic parameters of the membership function and the weights of the inference rules, are automatically adjusted. This methodology is interesting, not only for the results presented and obtained through computer simulations, but also for its generality concerning to the kind of fuzzy inference system used. Therefore, this methodology is expandable either to the Mandani architecture or also to that suggested by Takagi-Sugeno. The validation of the presented methodology is accomplished through estimation of time series and by a mathematical modeling problem. More specifically, the Mackey-Glass chaotic time series is used for the validation of the proposed methodology. © Springer-Verlag Berlin Heidelberg 2007.

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Parametric VaR (Value-at-Risk) is widely used due to its simplicity and easy calculation. However, the normality assumption, often used in the estimation of the parametric VaR, does not provide satisfactory estimates for risk exposure. Therefore, this study suggests a method for computing the parametric VaR based on goodness-of-fit tests using the empirical distribution function (EDF) for extreme returns, and compares the feasibility of this method for the banking sector in an emerging market and in a developed one. The paper also discusses possible theoretical contributions in related fields like enterprise risk management (ERM). © 2013 Elsevier Ltd.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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