44 resultados para mean-variance portfolio optimization

em Scielo Saúde Pública - SP


Relevância:

100.00% 100.00%

Publicador:

Resumo:

The sampling scheme is essential in the investigation of the spatial variability of soil properties in Soil Science studies. The high costs of sampling schemes optimized with additional sampling points for each physical and chemical soil property, prevent their use in precision agriculture. The purpose of this study was to obtain an optimal sampling scheme for physical and chemical property sets and investigate its effect on the quality of soil sampling. Soil was sampled on a 42-ha area, with 206 geo-referenced points arranged in a regular grid spaced 50 m from each other, in a depth range of 0.00-0.20 m. In order to obtain an optimal sampling scheme for every physical and chemical property, a sample grid, a medium-scale variogram and the extended Spatial Simulated Annealing (SSA) method were used to minimize kriging variance. The optimization procedure was validated by constructing maps of relative improvement comparing the sample configuration before and after the process. A greater concentration of recommended points in specific areas (NW-SE direction) was observed, which also reflects a greater estimate variance at these locations. The addition of optimal samples, for specific regions, increased the accuracy up to 2 % for chemical and 1 % for physical properties. The use of a sample grid and medium-scale variogram, as previous information for the conception of additional sampling schemes, was very promising to determine the locations of these additional points for all physical and chemical soil properties, enhancing the accuracy of kriging estimates of the physical-chemical properties.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Many texture measures have been developed and used for improving land-cover classification accuracy, but rarely has research examined the role of textures in improving the performance of aboveground biomass estimations. The relationship between texture and biomass is poorly understood. This paper used Landsat Thematic Mapper (TM) data to explore relationships between TM image textures and aboveground biomass in Rondônia, Brazilian Amazon. Eight grey level co-occurrence matrix (GLCM) based texture measures (i.e., mean, variance, homogeneity, contrast, dissimilarity, entropy, second moment, and correlation), associated with seven different window sizes (5x5, 7x7, 9x9, 11x11, 15x15, 19x19, and 25x25), and five TM bands (TM 2, 3, 4, 5, and 7) were analyzed. Pearson's correlation coefficient was used to analyze texture and biomass relationships. This research indicates that most textures are weakly correlated with successional vegetation biomass, but some textures are significantly correlated with mature forest biomass. In contrast, TM spectral signatures are significantly correlated with successional vegetation biomass, but weakly correlated with mature forest biomass. Our findings imply that textures may be critical in improving mature forest biomass estimation, but relatively less important for successional vegetation biomass estimation.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

The Bartlett-Lewis Rectangular Pulse Modified (BLPRM) model simulates the precipitous slide in the hourly and sub-hourly and has six parameters for each of the twelve months of the year. This study aimed to evaluate the behavior of precipitation series in the duration of 15 min, obtained by simulation using the model BLPRM in situations: (a) where the parameters are estimated from a combination of statistics, creating five different sets; (b) suitability of the model to generate rain. To adjust the parameters were used rain gauge records of Pelotas/RS/Brazil, which statistics were estimated - mean, variance, covariance, autocorrelation coefficient of lag 1, the proportion of dry days in the period considered. The results showed that the parameters related to the time of onset of precipitation (λ) and intensities (μx) were the most stable and the most unstable were ν parameter, related to rain duration. The BLPRM model adequately represented the mean, variance, and proportion of the dry period of the series of precipitation lasting 15 min and, the time dependence of the heights of rain, represented autocorrelation coefficient of the first retardation was statistically less simulated series suitability for the duration of 15 min.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

OBJECTIVE: To report the hemodynamic and functional responses obtained with clinical optimization guided by hemodynamic parameters in patients with severe and refractory heart failure. METHODS: Invasive hemodynamic monitoring using right heart catheterization aimed to reach low filling pressures and peripheral resistance. Frequent adjustments of intravenous diuretics and vasodilators were performed according to the hemodynamic measurements. RESULTS: We assessed 19 patients (age = 48±12 years and ejection fraction = 21±5%) with severe heart failure. The intravenous use of diuretics and vasodilators reduced by 12 mm Hg (relative reduction of 43%) pulmonary artery occlusion pressure (P<0.001), with a concomitant increment of 6 mL per beat in stroke volume (relative increment of 24%, P<0.001). We observed significant associations between pulmonary artery occlusion pressure and mean pulmonary artery pressure (r=0.76; P<0.001) and central venous pressure (r=0.63; P<0.001). After clinical optimization, improvement in functional class occurred (P< 0.001), with a tendency towards improvement in ejection fraction and no impairment to renal function. CONCLUSION: Optimization guided by hemodynamic parameters in patients with refractory heart failure provides a significant improvement in the hemodynamic profile with concomitant improvement in functional class. This study emphasizes that adjustments in blood volume result in imme-diate benefits for patients with severe heart failure.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

This paper focused on four alternatives of analysis of experiments in square lattice as far as the estimation of variance components and some genetic parameters are concerned: 1) intra-block analysis with adjusted treatment and blocks within unadjusted repetitions; 2) lattice analysis as complete randomized blocks; 3) intrablock analysis with unadjusted treatment and blocks within adjusted repetitions; 4) lattice analysis as complete randomized blocks, by utilizing the adjusted means of treatments, obtained from the analysis with recovery of interblock information, having as mean square of the error the mean effective variance of this same analysis with recovery of inter-block information. For the four alternatives of analysis, the estimators and estimates were obtained for the variance components and heritability coefficients. The classification of material was also studied. The present study suggests that for each experiment and depending of the objectives of the analysis, one should observe which alternative of analysis is preferable, mainly in cases where a negative estimate is obtained for the variance component due to effects of blocks within adjusted repetitions.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Plant growth analysis presents difficulties related to statistical comparison of growth rates, and the analysis of variance of primary data could guide the interpretation of results. The objective of this work was to evaluate the analysis of variance of data from distinct harvests of an experiment, focusing especially on the homogeneity of variances and the choice of an adequate ANOVA model. Data from five experiments covering different crops and growth conditions were used. From the total number of variables, 19% were originally homoscedastic, 60% became homoscedastic after logarithmic transformation, and 21% remained heteroscedastic after transformation. Data transformation did not affect the F test in one experiment, whereas in the other experiments transformation modified the F test usually reducing the number of significant effects. Even when transformation has not altered the F test, mean comparisons led to divergent interpretations. The mixed ANOVA model, considering harvest as a random effect, reduced the number of significant effects of every factor which had the F test modified by this model. Examples illustrated that analysis of variance of primary variables provides a tool for identifying significant differences in growth rates. The analysis of variance imposes restrictions to experimental design thereby eliminating some advantages of the functional growth analysis.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

This study aimed to analyze the agreement between measurements of unloaded oxygen uptake and peak oxygen uptake based on equations proposed by Wasserman and on real measurements directly obtained with the ergospirometry system. We performed an incremental cardiopulmonary exercise test (CPET), which was applied to two groups of sedentary male subjects: one apparently healthy group (HG, n=12) and the other had stable coronary artery disease (n=16). The mean age in the HG was 47±4 years and that in the coronary artery disease group (CG) was 57±8 years. Both groups performed CPET on a cycle ergometer with a ramp-type protocol at an intensity that was calculated according to the Wasserman equation. In the HG, there was no significant difference between measurements predicted by the formula and real measurements obtained in CPET in the unloaded condition. However, at peak effort, a significant difference was observed between oxygen uptake (V˙O2)peak(predicted)and V˙O2peak(real)(nonparametric Wilcoxon test). In the CG, there was a significant difference of 116.26 mL/min between the predicted values by the formula and the real values obtained in the unloaded condition. A significant difference in peak effort was found, where V˙O2peak(real)was 40% lower than V˙O2peak(predicted)(nonparametric Wilcoxon test). There was no agreement between the real and predicted measurements as analyzed by Lin’s coefficient or the Bland and Altman model. The Wasserman formula does not appear to be appropriate for prediction of functional capacity of volunteers. Therefore, this formula cannot precisely predict the increase in power in incremental CPET on a cycle ergometer.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Orthogonal design was employed to study the effect of extraction time, temperature and liquid-to-solid ratio on the production of antioxidant polysaccharides from leaves of Gynura bicolor (PLG). Analysis of variance was performed on the data obtained. The most relevant variable was extraction time. A liquid-solid ratio of 30:1 (v/w), a temperature of 80 °C and an extraction time of 3 h were found to be optimal for PLG. The optimal extraction yield of 4.9% was obtained through additional verification test. Hydroxyl radical-scavenging activity, reducing power and ferrous ion chelating ability of PLG were determined. PLG possess concentration-dependent antioxidant potency and IC50 of PLG was 4.67, 0.24 and 4.31 mg/mL for hydroxyl radical-scavenging and ferric ion chelating abilities as well as reducing power, respectively. The results suggest that G. bicolor polysaccharides could be potential source of natural antioxidant and be contributor to the health benefits of G. bicolor.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The cellular structure of healthy food products, with added dietary fiber and low in calories, is an important factor that contributes to the assessment of quality, which can be quantified by image analysis of visual texture. This study seeks to compare image analysis techniques (binarization using Otsu’s method and the default ImageJ algorithm, a variation of the iterative intermeans method) for quantification of differences in the crumb structure of breads made with different percentages of whole-wheat flour and fat replacer, and discuss the behavior of the parameters number of cells, mean cell area, cell density, and circularity using response surface methodology. Comparative analysis of the results achieved with the Otsu and default ImageJ algorithms showed a significant difference between the studied parameters. The Otsu method demonstrated the crumb structure of the analyzed breads more reliably than the default ImageJ algorithm, and is thus the most suitable in terms of structural representation of the crumb texture.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

n plant breeding programs that aim to obtain cultivars with nitrogen (N) use efficiency, the focus is on methods of selection and experimental procedures that present low cost, fast response, high repeatability, and can be applied to a large number of cultivars. Thus, the objectives of this study were to classify maize cultivars regarding their use efficiency and response to N in a breeding program, and to validate the methodology with contrasting doses of the nutrient. The experimental design was a randomized block with the treatments arranged in a split-plot scheme with three replicates and five N doses (0, 30, 60, 120 and 200 kg ha-1) in the plots, and six cultivars in subplots. We compared a method examining the efficiency and response (ER) with two contrasting doses of N. After that, the analysis of variance, mean comparison and regression analysis were performed. In conclusion, the method of the use efficiency and response based on two N levels classifies the cultivars in the same way as the regression analysis, and it is appropriate in plant breeding routine. Thus, it is necessary to identify the levels of N required to discriminate maize cultivars in conditions of low and high N availability in plant breeding programs that aim to obtain efficient and responsive cultivars. Moreover, the analysis of the interaction genotype x environment at experiments with contrasting doses is always required, even when the interaction is not significant.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Understanding the genetic variability of a species is crucial for the progress of a genetic breeding program and requires characterization and evaluation of germplasm. This study aimed to characterize and evaluate 101 tomato subsamples of the Salad group (fresh market) and two commercial controls, one of the Salad group (cv. Fanny) and another of the Santa Cruz group (cv. Santa Clara). Four experiments were conducted in a randomized block design with three replications and five plants per plot. The joint analysis of variance was performed and characteristics with significant complex interaction between control and experiment were excluded. Subsequently, the multicollinearity diagnostic test was carried out and characteristics that contributed to severe multicollinearity were excluded. The relative importance of each characteristics for genetic divergence was calculated by the Singh's method (Singh, 1981), and the less important ones were excluded according to Garcia (1998). Results showed large genetic divergence among the subsamples for morphological, agronomic and organoleptic characteristics, indicating potential for genetic improvement. The characteristics total soluble solids, mean number of good fruits per plant, endocarp thickness, mean mass of marketable fruit per plant, total acidity, mean number of unmarketable fruit per plant, internode diameter, internode length, main stem thickness and leaf width contributed little to the genetic divergence between the subsamples and may be excluded in future studies.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Frequent references are made to the use of portfolio spread rates in managing financial risks in banks, but indications as to the procedures for determining such rates are very scant.The purpose of this article is to present some initial ideas on the subject: a Standard Funding system indicates what each portfolio should have earned, while an Actual Funding system points out what each portfolio did, in fact, earn; additionally, by comparing the outcomes of the two funding systems for each portfolio, it is possible to determine what each portfolio earned (or lost) in the way of arbitrage.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Mortality due to chronic diseases has been increasing in all regions of Brazil with corresponding decreases in mortality from infectious diseases. The geographical variation in proportionate mortality for chronic diseases for 17 Brazilian state capitals for the year 1985 and their association with socio-economic variables and infectious disease was studied. Calculations were made of correlation coefficients of proportionate mortality for adults of 30 years or above due to ischaemic heart disease, stroke and cancer of the lung, the breast and stomach with 3 socio-economic variables, race, and mortality due to infectious disease. Linear regression analysis included as independent variables the % of illiteracy, % of whites, % of houses with piped water, mean income, age group, sex, and % of deaths caused by infectious disease. The dependent variables were the % of deaths due to each one of the chronic diseases studied by age-sex group. Chronic diseases were an important cause of death in all regions of Brazil. Ischaemic heart diseases, stroke and malignant neoplasms accounted for more than 34% of the mortality in each of the 17 capitals studied. Proportionate cause-specific mortality varied markedly among state capitals. Ranges were 6.3-19.5% for ischaemic heart diseases, 8.3-25.4% for stroke, 2.3-10.4% for infections and 12.2-21.5% for malignant neoplasm. Infectious disease mortality had the highest (p < 0.001) correlation with all the four socio-economic variables studied and ischaemic heart disease showed the second highest correlation (p < 0.05). Higher socio-economic level was related to a lower % of infectious diseases and a higher % of ischaemic heart diseases. Mortality due to breast cancer and stroke was not associated with socio-economic variables. Multivariate linear regression models explained 59% of the variance among state capitals for mortality due to ischaemic heart disease, 50% for stroke, 28% for lung cancer, 24% for breast cancer and 40% for stomach cancer. There were major differences in the proportionate mortality due to chronic diseases among the capitals which could not be accounted for by the social and environmental factors and by the mortality due to infectious disease.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

OBJECTIVE To evaluate the cross-cultural validity of the Demand-Control Questionnaire, comparing the original Swedish questionnaire with the Brazilian version. METHODS We compared data from 362 Swedish and 399 Brazilian health workers. Confirmatory and exploratory factor analyses were performed to test structural validity, using the robust weighted least squares mean and variance-adjusted (WLSMV) estimator. Construct validity, using hypotheses testing, was evaluated through the inspection of the mean score distribution of the scale dimensions according to sociodemographic and social support at work variables. RESULTS The confirmatory and exploratory factor analyses supported the instrument in three dimensions (for Swedish and Brazilians): psychological demands, skill discretion and decision authority. The best-fit model was achieved by including an error correlation between work fast and work intensely (psychological demands) and removing the item repetitive work (skill discretion). Hypotheses testing showed that workers with university degree had higher scores on skill discretion and decision authority and those with high levels of Social Support at Work had lower scores on psychological demands and higher scores on decision authority. CONCLUSIONS The results supported the equivalent dimensional structures across the two culturally different work contexts. Skill discretion and decision authority formed two distinct dimensions and the item repetitive work should be removed.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

OBJECTIVE To analyze if size, administrative level, legal status, type of unit and educational activity influence the hospital network performance in providing services to the Brazilian Unified Health System.METHODS This cross-sectional study evaluated data from the Hospital Information System and the Cadastro Nacional de Estabelecimentos de Saúde (National Registry of Health Facilities), 2012, in Sao Paulo, Southeastern Brazil. We calculated performance indicators, such as: the ratio of hospital employees per bed; mean amount paid for admission; bed occupancy rate; average length of stay; bed turnover index and hospital mortality rate. Data were expressed as mean and standard deviation. The groups were compared using analysis of variance (ANOVA) and Bonferroni correction.RESULTS The hospital occupancy rate in small hospitals was lower than in medium, big and special-sized hospitals. Higher hospital occupancy rate and bed turnover index were observed in hospitals that include education in their activities. The hospital mortality rate was lower in specialized hospitals compared to general ones, despite their higher proportion of highly complex admissions. We found no differences between hospitals in the direct and indirect administration for most of the indicators analyzed.CONCLUSIONS The study indicated the importance of the scale effect on efficiency, and larger hospitals had a higher performance. Hospitals that include education in their activities had a higher operating performance, albeit with associated importance of using human resources and highly complex structures. Specialized hospitals had a significantly lower rate of mortality than general hospitals, indicating the positive effect of the volume of procedures and technology used on clinical outcomes. The analysis related to the administrative level and legal status did not show any significant performance differences between the categories of public hospitals.