Análise bayesiana do modelo fatorial dinâmico para um vetor de séries temporais utilizando a distribuição t multivariada

The multivariate t models are symmetric and with heavier tail than the normal distribution, important feature in financial data. In this theses is presented the Bayesian estimation of a dynamic factor model, where the factors follow a multivariate autoregressive model, using multivariate t distribution. Since the multivariate t distribution is complex, it was represented in this work as a mix between a multivariate normal distribution and a square root of a chi-square distribution. This method allowed to define the posteriors. The inference on the parameters was made taking a sample of the posterior distribution, through the Gibbs Sampler. The convergence was verified through graphical analysis and the convergence tests Geweke (1992) and Raftery & Lewis (1992a). The method was applied in simulated data and in the indexes of the major stock exchanges in the world.

Comparação bayesiana de modelos de previsão de diferenças esperadas nas progênies no melhoramento genético de gado Nelore

O objetivo deste trabalho foi realizar uma análise bayesiana de modelos auto-regressivos de ordem p, AR(p), para dados em painel referentes às diferenças esperadas nas progênies (DEP) de touros da raça Nelore publicados de 2000 a 2006. Neste trabalho, adotou-se o modelo AR(2), indicado pela análise prévia da função de autocorrelação parcial. As comparações entre as prioris, realizadas por meio do Fator de Bayes e do Pseudo-Fator de Bayes, indicaram superioridade da priori independente t-Student multivariada - Gama inversa em relação à priori hierárquica Normal multivariada - Gama inversa e a priori de Jeffreys. Os resultados indicam a importância de se dividir os animais em grupos homogêneos de acordo com a acurácia. Constatou-se também que, em média, a eficiência de previsão dos valores de DEP para um ano futuro foi próxima de 80%.

Propriedades e aspectos geométricos de estimadores tipo James-Stein e do estimador de Hartigan

The James-Stein estimator is a biased shrinkage estimator with uniformly smaller risk than the risk of the sample mean estimator for the mean of multivariate normal distribution, except in the one-dimensional or two-dimensional cases. In this work we have used more heuristic arguments and intensified the geometric treatment of the theory of James-Stein estimator. New type James-Stein shrinking estimators are proposed and the Mahalanobis metric used to address the James-Stein estimator. . To evaluate the performance of the estimator proposed, in relation to the sample mean estimator, we used the computer simulation by the Monte Carlo method by calculating the mean square error. The result indicates that the new estimator has better performance relative to the sample mean estimator.

Modelação do risco de perda dentária por doença periodontal

O prognóstico da perda dentária é um dos principais problemas na prática clínica de medicina dentária. Um dos principais fatores prognósticos é a quantidade de suporte ósseo do dente, definido pela área da superfície radicular dentária intraóssea. A estimação desta grandeza tem sido realizada por diferentes metodologias de investigação com resultados heterogéneos. Neste trabalho utilizamos o método da planimetria com microtomografia para calcular a área da superfície radicular (ASR) de uma amostra de cinco dentes segundos pré-molares inferiores obtida da população portuguesa, com o objetivo final de criar um modelo estatístico para estimar a área de superfície radicular intraóssea a partir de indicadores clínicos da perda óssea. Por fim propomos um método para aplicar os resultados na prática. Os dados referentes à área da superfície radicular, comprimento total do dente (CT) e dimensão mésio-distal máxima da coroa (MDeq) serviram para estabelecer as relações estatísticas entre variáveis e definir uma distribuição normal multivariada. Por fim foi criada uma amostra de 37 observações simuladas a partir da distribuição normal multivariada definida e estatisticamente idênticas aos dados da amostra de cinco dentes. Foram ajustados cinco modelos lineares generalizados aos dados simulados. O modelo estatístico foi selecionado segundo os critérios de ajustamento, preditibilidade, potência estatística, acurácia dos parâmetros e da perda de informação, e validado pela análise gráfica de resíduos. Apoiados nos resultados propomos um método em três fases para estimação área de superfície radicular perdida/remanescente. Na primeira fase usamos o modelo estatístico para estimar a área de superfície radicular, na segunda estimamos a proporção (decis) de raiz intraóssea usando uma régua de Schei adaptada e na terceira multiplicamos o valor obtido na primeira fase por um coeficiente que representa a proporção de raiz perdida (ASRp) ou da raiz remanescente (ASRr) para o decil estimado na segunda fase. O ponto forte deste estudo foi a aplicação de metodologia estatística validada para operacionalizar dados clínicos na estimação de suporte ósseo perdido. Como pontos fracos consideramos a aplicação destes resultados apenas aos segundos pré-molares mandibulares e a falta de validação clínica.

Análise multivariada de atributos nutricionais associados ao "bitter pit" em maçãs 'Gala'

O objetivo deste trabalho foi identificar atributos nutricionais, quantificados na polpa e na casca dos frutos, que melhor discriminam quanto à severidade de "bitter pit" em maçãs 'Gala'. Depois de quatro meses de armazenamento em atmosfera normal (0-1°C; 90-95% UR), os frutos foram separados em quatro lotes, de acordo com a severidade de incidência de "bitter pit": nula (nenhuma lesão por fruto), baixa (1-2 lesões por fruto), moderada (3-4 lesões por fruto) e alta (5-13 lesões por fruto). Foram determinados os teores de Ca, Mg, K e N na casca e na polpa em frutos individuais (doze frutos de cada lote). A análise univariada mostrou que os frutos com sintomas de "bitter pit" apresentaram menor teor de Ca na casca e na polpa, maior teor de K na casca e maiores valores das relações K/Ca, Mg/Ca, N/Ca, (K+Mg)/Ca e (K+Mg+N)/Ca, tanto na casca como na polpa. Todavia, quando todos os atributos nutricionais avaliados na casca e na polpa foram submetidos à análise canônica discriminante (análise multivariada), a melhor discriminação entre frutos sem "bitter pit" e frutos com severidade de incidência de "bitter pit" de baixa a alta é obtida com a relação K/Ca na casca, seguido, em menor grau, pelas relações Mg/Ca e N/Ca na polpa.

Resultados gestacionais e neonatais em mulheres com rastreamento positivo para diabetes mellitus e teste oral de tolerância à glicose - 100g normal

OBJETIVO: avaliar a frequência de resultados gestacionais e neonatais desfavoráveis em mulheres com rastreamento positivo e diagnóstico negativo para diabetes mellitus gestacional. MÉTODOS: trata-se de um estudo de corte transversal, retrospectivo e descritivo realizado entre 2000 e 2009. Foram incluídas no estudo 409 gestantes com rastreamento positivo para diabetes mellitus. As variáveis estudadas foram: maternas (idade, índice de massa corpórea, antecedente de cesárea, macrossomia ou diabetes mellitus em gestação anterior, antecedente pessoal e familiar de diabetes mellitus e hipertensão arterial crônica) e neonatais (poli-hidrâmnio, idade gestacional por ocasião do parto, prematuridade, cesárea, recém-nascido (RN) grande para idade gestacional (GIG), macrossomia, índice de Apgar, síndrome do desconforto respiratório, hipoglicemia e hiperbilirrubinemia). Inicialmente foi realizada análise descrita uni e multivariada para a ocorrência de fatores de risco e desfechos neonatais. Foram descritas as prevalências e respectivos intervalos de confiança a 95%. RESULTADOS: em 255 (62,3%) das gestantes a via de parto foi cesárea. Quanto aos resultados perinatais, 14,2% dos RN foram classificados como prematuros e 19,3% dos RN como GIG. Os fatores de risco correlacionados com RN GIG foram sobrepeso ou obesidade, idade materna e antecedente de macrossomia em gestação anterior. CONCLUSÕES: na população com fatores de risco positivos ou glicemia de jejum alterada na primeira consulta do pré-natal, mesmo com curva glicêmica normal observa-se taxa de RN GIG elevada assim como índice de cesárea acima dos valores habitualmente presentes nas populações consideradas de baixo risco. As grávidas com tais características constituem um grupo diferenciado.

Síndrome metabólica e fatores associados: estudo comparativo com mulheres que apresentaram pré-eclâmpsia e gravidez normal, acompanhadas cinco anos após o parto

Preeclampsia is defined as an extremely serious complication of the pregnancy-puerperium cycle with delayed emergence of cardiovascular risk factors, including metabolic syndrome. The research aimed estimate the prevalences of metabolic syndrome and associated factors in women with preeclampsia and normal pregnancy followed five years after childbirth. This is a cross-sectional observational study using a quantitative approach, conducted at a maternity school in the city of Natal in Rio Grande do Norte state. The sample was composed of 70 women with previous preeclampsia and 75 normal selected by simple random probability sampling. Subjects were analyzed for sociodemographic, obstetric, clinical, anthropometric and biochemical parameters. International Diabetes Federation criteria were adopted to diagnose metabol ic syndrome. The Kolmogorov-Smirnov, Mann-Whitney, Student s t, Pearson s chi-squared, and Fisher s exact tests, in addition to simple logistic regression, were used for data analysis, at a 5% significance level (p ≤ 0.05). Statistical tests demonstrated elevated body mass index (p = 0.001), predominance of family history of diabetes mellitus (p = 0.022) and significantly higher prevalence of metabolic syndrome in the preeclampsia group (37.1%) when compared to normal (22.7%) (p = 0.042). Intergroup comparison showed a high number of metabolic syndrome components in women with previous preeclampsia. Altered systolic and diastolic blood pressure (p < 0.001) was the most prevalent, followed by low concentrations of high-density lipoproteins (p = 0.049), and hyperglycemia (p=0.030). There was a predominance of the metabolic syndrome in women with schooling 0-9 years (42.4%) (p = 0.005), body mass index above 30Kg.m 2 (52.3%) (p < 0.001), uric acid high (62.5%) (p = 0.050 and family history of hypertension (38.5%) (p< 0.001). Multivariate analysis of the data showed that the body mass index above 30 kg.m2, education level less than 10 years of study (p < 0.001) and family history of hypertension (p = 0.002) remained associated with the metabolic syndrome after multivariate analysis of the data. It is considered Women with previous preeclampsia exhibited high prevalence of metabolic syndrome and their individual components in relation to normal, especially, altered systolic and diastolic blood pressure, low concentrations of high-density lipoproteins and hyperglycemia. The factors associated to this ou tcome were obesity, less than 10 years of schooling, and family history of hypertension. Overall, this study identified young women with a history of PE exposed to a higher cardiovascular risk than normal

Angiogenic Effects Of Cryosurgery With Liquid Nitrogen On The Normal Skin Of Rats, Through Morphometric Study.

Cryosurgery is an efficient therapeutic technique used to treat benign and malignant cutaneous diseases. The primary active mechanism of cryosurgery is related to vascular effects on treated tissue. After a cryosurgical procedure, exuberant granulation tissue is formed at the injection site, probably as a result of angiogenic stimulation of the cryogen and inflammatory response, particularly in endothelial cells. To evaluate the angiogenic effects of freezing, as part of the phenomenon of healing rat skin subjected to previous injury. Two incisions were made in each of the twenty rats, which were divided randomly into two groups of ten. After 3 days, cryosurgery with liquid nitrogen was performed in one of incisions. The rats' samples were then collected, cut and stained to conduct histopathological examination, to assess the local angiogenesis in differing moments and situations. It was possible to demonstrate that cryosurgery, in spite of promoting cell death and accentuated local inflammation soon after its application, induces quicker cell proliferation in the affected tissue and maintenance of this rate in a second phase, than in tissue healing without this procedure. These findings, together with the knowledge that there is a direct relationship between mononuclear cells and neovascularization (the development of a rich system of new vessels in injury caused by cold), suggest that cryosurgery possesses angiogenic stimulus, even though complete healing takes longer to occur. The significance level for statistical tests was 5% (p<0,05).

Kinesiographic Study Of Masticatory Movements In Denture Wearers With Normal And Resorbed Denture-bearing Areas.

An unfavorable denture-bearing area could compromise denture retention and stability, limit mastication, and possibly alter masticatory motion. The purpose of this study was to evaluate the masticatory movements of denture wearers with normal and resorbed denture-bearing areas. Completely edentulous participants who received new complete dentures were selected and divided into 2 groups (n=15) according to the condition of their denture-bearing areas as classified by the Kapur method: a normal group (control) (mean age, 65.9 ± 7.8 years) and a resorbed group (mean age, 70.2 ± 7.6 years). Masticatory motion was recorded and analyzed with a kinesiographic device. The patients masticated peanuts and Optocal. The masticatory movements evaluated were the durations of opening, closing, and occlusion; duration of the masticatory cycle; maximum velocities and angles of opening and closing; total masticatory area; and amplitudes of the masticatory cycle. The data were analyzed by 2-way ANOVA and the Tukey honestly significant difference post hoc test (α=.05). The group with a resorbed denture-bearing area had a smaller total masticatory area in the frontal plane and shorter horizontal masticatory amplitude than the group with normal denture-bearing area (P<.05). Denture wearers with resorbed denture-bearing areas showed reduced jaw motion during mastication.

Tubular Variant Of Basal Cell Adenoma Shares Immunophenotypical Features With Normal Intercalated Ducts And Is Closely Related To Intercalated Duct Lesions Of Salivary Gland.

The morphological criteria for identification of intercalated duct lesions (IDLs) of salivary glands have been defined recently. It has been hypothesised that IDL could be a precursor of basal cell adenoma (BCA). BCAs show a variety of histological patterns, and the tubular variant is the one that presents the strongest resemblance with IDLs. The aim of this study was to analyse the morphological and immunohistochemical profiles of IDLs and BCAs classified into tubular and non-tubular subtypes, to determine whether or not IDL and tubular BCA represent distinct entities. Eight IDLs, nine tubular BCAs and 19 non-tubular BCAs were studied. All tubular BCAs contained IDL-like areas, which represented 20-70% of the tumour. In non-tubular BCA, IDL-like areas were occasional and small (<5%). One patient presented IDLs, tubular BCAs and IDL/tubular BCA combined lesions. Luminal ductal cells of IDLs and tubular BCAs exhibited positivity for CK7, lysozyme, S100 and DOG1. In the non-tubular BCA group, few luminal cells exhibited such an immunoprofile; they were mainly CK14-positive. Basal/myoepithelial cells of IDLs, tubular BCAs and non-tubular BCAs were positive for CK14, calponin, α-SMA and p63; they were more numerous in BCA lesions. IDL, tubular BCA and non-tubular BCA form a continuum of lesions in which IDLs are related closely to tubular BCA. In both, the immunoprofile of luminal and myoepithelial cells recapitulates the normal intercalated duct. The difference between the adenoma-like subset of IDLs and tubular BCA rests mainly on the larger numbers of myoepithelial cells in the latter. Our findings indicate that at least some BCAs can arise via IDLs.

The Lea Grating Test In Assessing Detection Grating Acuity In Normal Infants Less Than 4 Months Of Age.

To assess binocular detection grating acuity using the LEA GRATINGS test to establish age-related norms in healthy infants during their first 3 months of life. In this prospective, longitudinal study of healthy infants with clear red reflex at birth, responses to gratings were measured at 1, 2, and 3 months of age using LEA gratings at a distance of 28 cm. The results were recorded as detection grating acuity values, which were arranged in frequency tables and converted to a one-octave scale for statistical analysis. For the repeated measurements, analysis of variance (ANOVA) was used to compare the detection grating acuity results between ages. A total of 133 infants were included. The binocular responses to gratings showed development toward higher mean values and spatial frequencies, ranging from 0.55 ± 0.70 cycles per degree (cpd), or 1.74 ± 0.21 logMAR, in month 1 to 3.11 ± 0.54 cpd, or 0.98 ± 0.16 logMAR, in month 3. Repeated ANOVA indicated differences among grating acuity values in the three age groups. The LEA GRATINGS test allowed assessment of detection grating acuity and its development in a cohort of healthy infants during their first 3 months of life.

Aplicação de métodos de calibração multivariada para a determinação simultânea de riboflavina (VB2), tiamina (VB1), piridoxina (VB6) e nicotinamida (VPP)

In this work, the artificial neural networks (ANN) and partial least squares (PLS) regression were applied to UV spectral data for quantitative determination of thiamin hydrochloride (VB1), riboflavin phosphate (VB2), pyridoxine hydrochloride (VB6) and nicotinamide (VPP) in pharmaceutical samples. For calibration purposes, commercial samples in 0.2 mol L-1 acetate buffer (pH 4.0) were employed as standards. The concentration ranges used in the calibration step were: 0.1 - 7.5 mg L-1 for VB1, 0.1 - 3.0 mg L-1 for VB2, 0.1 - 3.0 mg L-1 for VB6 and 0.4 - 30.0 mg L-1 for VPP. From the results it is possible to verify that both methods can be successfully applied for these determinations. The similar error values were obtained by using neural network or PLS methods. The proposed methodology is simple, rapid and can be easily used in quality control laboratories.

Estado da arte de figuras de mérito em calibração multivariada

The validation of an analytical procedure must be certified through the determination of parameters known as figures of merit. For first order data, the acuracy, precision, robustness and bias is similar to the methods of univariate calibration. Linearity, sensitivity, signal to noise ratio, adjustment, selectivity and confidence intervals need different approaches, specific for multivariate data. Selectivity and signal to noise ratio are more critical and they only can be estimated by means of the calculation of the net analyte signal. In second order calibration, some differentes approaches are necessary due to data structure.

Modelo dinâmico de simulação e otimização da força normal de reação do solo para um mecanismo de corte basal

The physical model was based on the method of Newton-Euler. The model was developed by using the scientific computer program Mathematica®. Several simulations where tried varying the progress speeds (0.69; 1.12; 1.48; 1.82 and 2.12 m s-1); soil profiles (sinoidal, ascending and descending ramp) and height of the profile (0.025 and 0.05 m) to obtain the normal force of soil reaction. After the initial simulations, the mechanism was optimized using the scientific computer program Matlab® having as criterion (function-objective) the minimization of the normal force of reaction of the profile (FN). The project variables were the lengths of the bars (L1y, L2, l3 and L4), height of the operation (L7), the initial length of the spring (Lmo) and the elastic constant of the spring (k t). The lack of robustness of the mechanism in relation to the variable height of the operation was outlined by using a spring with low rigidity and large length. The results demonstrated that the mechanism optimized showed better flotation performance in relation to the initial mechanism.

Avaliação da aceitação de vinhos brancos varietais brasileiros através de testes sensoriais afetivos e técnica multivariada de mapa de preferência interno

The acceptability of nine commercial brazilian varietal white table wines (Riesling, Chardonnay and Gewürztraminer) was evaluated using sensory affective tests. The samples were assessed by 43 consumers of brazilian white wines using he nine-point structured hedonic scale. Judges were recruited based on their responses to a questionnary about consumer?s behavior towards white wines consumption. Subsequently, Analysis of Variance (ANOVA) with means comparision (Tukey test) and Internal Analysis of Preference Mapping (MDPREF) were performed on data. Analysis of Variance showed that two samples (a Riesling and a Gewürztraminer, both sweet table wines) had significantly (p < 0.05) higher acceptance means, around 7 in the hedonic scale. The least acceptance means (4,3) was obtained by a demi-sec Chardonnay wine and the other six samples achieved means around 5 in the hedonic scale, all of them either demi-sec or dry table wines. MDPREF confirmed the results showed by ANOVA showing that samples were segmented into two groups of preference. The first group was composed by 86% of consumers who prefered the sweet table wines (higher acceptance), converging to the region on the map where these samples were represented. Only 14% showed preference for the demi-sec and dry table wines, being represented on the region of the MDPREF where these samples were located. This study suggests that sweet table wines are prefered by Brazilian consumers, instead of dry or demi-sec table wines.