Precision of yule-walker methods for the arma spectral model

In this work a new method is proposed of separated estimation for the ARMA spectral model based on the modified Yule-Walker equations and on the least squares method. The proposal of the new method consists of performing an AR filtering in the random process generated obtaining a new random estimate, which will reestimate the ARMA model parameters, given a better spectrum estimate. Some numerical examples will be presented in order to ilustrate the performance of the method proposed, which is evaluated by the relative error and the average variation coefficient.

Influência da ionosfera no posicionamento GPS: estimativas dos resíduos no contexto de duplas diferenças e eliminação dos efeitos de 2ª e 3ª ordem

Pós-graduação em Ciências Cartográficas - FCT

Amazônia Legal e o estado de Mato Grosso: dois ensaios sobre o processo de convergência espacial para o desmatamento

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Prática da atividade física e a prevalência de doenças cardio-metabólicas no estado de São Paulo

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Multicollinearity and financial constraint in investment decisions: a bayesian generalized ridge regression

This paper addresses the investment decisions considering the presence of financial constraints of 373 large Brazilian firms from 1997 to 2004, using panel data. A Bayesian econometric model was used considering ridge regression for multicollinearity problems among the variables in the model. Prior distributions are assumed for the parameters, classifying the model into random or fixed effects. We used a Bayesian approach to estimate the parameters, considering normal and Student t distributions for the error and assumed that the initial values for the lagged dependent variable are not fixed, but generated by a random process. The recursive predictive density criterion was used for model comparisons. Twenty models were tested and the results indicated that multicollinearity does influence the value of the estimated parameters. Controlling for capital intensity, financial constraints are found to be more important for capital-intensive firms, probably due to their lower profitability indexes, higher fixed costs and higher degree of property diversification.

Extraction of Building Roof Contours From LiDAR Data Using a Markov-Random-Field-Based Approach

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

Comparing the Teaching-Learning Process With and Without the Use of Computerized Technological Resources

Computerized technological resources have become essential in education, particularly for teaching topics that require the performance of specific tasks. These resources can effectively help the execution of such tasks and the teaching-learning process itself. After the development of a Web site on the topic of nursing staff scheduling, this study aimed at comparing the development of students involved in the teaching-learning process of the previously mentioned topic, with and without the use of computer technology. Two random groups of undergraduate nursing students from a public university in São Paulo state, Brazil, were organized: a case group (used the Web site) and a control group (did not use the Web site). Data were collected from 2003 to 2005 after approval by the Research Ethics Committee. Results showed no significant difference in motivation or knowledge acquisition. A similar performance for the two groups was also verified. Other aspects observed were difficulty in doing the nursing staff scheduling exercise and the students' acknowledgment of the topic's importance for their training and professional lives; easy access was considered to be a positive aspect for maintaining the Web site.

Stretched-exponential behavior and random walks on diluted hypercubic lattices

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

Genetic variability analysis among clinical Candida spp. isolates using random amplified polymorphic DNA

The patterns of genetic variation of samples of Candida spp. isolated from patients infected with human immunodeficiency virus in Vitória, state of Espírito Santo, Brazil, were examined. Thirty-seven strains were isolated from different anatomical sites obtained from different infection episodes of 11 patients infected with the human immunodeficiency virus (HIV). These samples were subjected to randomly amplified polymorphic DNA (RAPD) analysis using 9 different primers. Reproducible and complex DNA banding patterns were obtained. The experiments indicated evidence of dynamic process of yeast colonization in HIV-infected patients, and also that certain primers are efficient in the identification of species of the Candida genus. Thus, we conclude that RAPD analysis may be useful in providing genotypic characters for Candida species typing in epidemiological investigations, and also for the rapid identification of pathogenic fungi.

The aggregation process in tetraethoxysilane-derived sonogels as an analogy to the critical phenomenon

The structural evolution in silica sols prepared from tetraethoxysilane (TEOS) sonohydrolysis was studied 'in situ' using small-angle x-ray scattering (SAXS). The structure of the gelling system can be reasonably well described by a correlation function given by gamma(r) similar to (1/R(2))(1/r) exp(- r/xi), where xi is the structure correlation length and R is a chain persistence length, as an analogy to the Ornstein-Zernike theory in describing critical phenomenon. This approach is also expected for the scattering from some linear and branched molecules as polydisperse coils of linear chains and random f-functional branched polycondensates. The characteristic length. grows following an approximate power law with time t as xi similar to t(1) (with the exponent quite close to 1) while R remains undetermined but with a constant value, except at the beginning of the process in which the growth of. is slower and R increases by only about 15% with respect to the value of the initial sol. The structural evolution with time is compatible with an aggregation process by a phase separation by coarsening. The mechanism of growth seems to be faster than those typically observed for pure diffusion controlled cluster-cluster aggregation. This suggests that physical forces (hydrothermal forces) could be actuating together with diffusion in the gelling process of this system. The data apparently do not support a spinodal decomposition mechanism, at least when starting from the initial stable acid sol studied here.

Effect of In concentration in the starting solution on the structural and electrical properties of ZnO films prepared by the pyrosol process at 450 degrees C

Undoped and indium-doped Zinc oxide (ZnO) solid films were deposited by the pyrosol process at 450 degrees C on glass substrates From solutions where In/Zn ratio was 2, 5, and 10 at.%. Electrical measurements performed at room temperature show that the addition of indium changes the resistance of the films. The resistivities of doped films are less than non-doped ZnO films by one to two orders of magnitude depending on the dopant concentration in the solution. Preferential orientation of the films with the c-axis perpendicular to the substrate was detected by X-ray diffraction and polarized extended X-ray absorption fine structures measurements at the Zn K edge. This orientation depends on the indium concentration in the starting solution. The most textured films were obtained for solutions where In/Zn ratio was 2 and 5 at.%. When In/Zn = 10 at.%, the films had a nearly random orientation of crystallites. Evidence of the incorporation of indium in the ZnO lattice was obtained from extended X-ray absorption fine structures at the In and Zn K edges. The structural analysis of the least resistive film (Zn/In = 5 at.%) shows that In substitutes Zn in the wurtzite structure. (C) 2000 Elsevier B.V. B.V. All rights reserved.

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.

Effect of in concentration in the starting solution on the structural and electrical properties of ZnO films prepared by the pyrosol process at 450°C

Undoped and indium-doped Zinc oxide (ZnO) solid films were deposited by the pyrosol process at 450°C on glass substrates from solutions where In/Zn ratio was 2, 5, and 10 at.%. Electrical measurements performed at room temperature show that the addition of indium changes the resistance of the films. The resistivities of doped films are less than non-doped ZnO films by one to two orders of magnitude depending on the dopant concentration in the solution. Preferential orientation of the films with the c-axis perpendicular to the substrate was detected by X-ray diffraction and polarized extended X-ray absorption fine structures measurements at the Zn K edge. This orientation depends on the indium concentration in the starting solution. The most textured films were obtained for solutions where In/Zn ratio was 2 and 5 at.%. When In/Zn = 10 at.%, the films had a nearly random orientation of crystallites. Evidence of the incorporation of indium in the ZnO lattice was obtained from extended X-ray absorption fine structures at the In and Zn K edges. The structural analysis of the least resistive film (Zn/In = 5 at.%) shows that In substitutes Zn in the wurtzite structure. © 2000 Elsevier Science B.V. All rights reserved.

OPF-MRF: Optimum-path forest and Markov random fields for contextual-based image classification

Some machine learning methods do not exploit contextual information in the process of discovering, describing and recognizing patterns. However, spatial/temporal neighboring samples are likely to have same behavior. Here, we propose an approach which unifies a supervised learning algorithm - namely Optimum-Path Forest - together with a Markov Random Field in order to build a prior model holding a spatial smoothness assumption, which takes into account the contextual information for classification purposes. We show its robustness for brain tissue classification over some images of the well-known dataset IBSR. © 2013 Springer-Verlag.

A new sampling strategy for the Shewhart control chart monitoring a process with wandering mean

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)