393 resultados para autocorrelation
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We investigate the importance of the labour mobility of inventors, as well as the scale, extent and density of their collaborative research networks, for regional innovation outcomes. To do so, we apply a knowledge production function framework at the regional level and include inventors’ networks and their labour mobility as regressors. Our empirical approach takes full account of spatial interactions by estimating a spatial lag model together, where necessary, with a spatial error model. In addition, standard errors are calculated using spatial heteroskedasticity and autocorrelation consistent estimators to ensure their robustness in the presence of spatial error autocorrelation and heteroskedasticity of unknown form. Our results point to the existence of a robust positive correlation between intraregional labour mobility and regional innovation, whilst the relationship with networks is less clear. However, networking across regions positively correlates with a region’s innovation intensity.
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AimHigh intra-specific genetic diversity is necessary for species adaptation to novel environments under climate change, but species tracking suitable conditions are losing alleles through successive founder events during range shift. Here, we investigated the relationship between range shift since the Last Glacial Maximum (LGM) and extant population genetic diversity across multiple plant species to understand variability in species responses. LocationThe circumpolar Arctic and northern temperate alpine ranges. MethodsWe estimated the climatic niches of 30 cold-adapted plant species using range maps coupled with species distribution models and hindcasted species suitable areas to reconstructions of the mid-Holocene and LGM climates. We computed the species-specific migration distances from the species glacial refugia to their current distribution and correlated distances to extant genetic diversity in 1295 populations. Differential responses among species were related to life-history traits. ResultsWe found a negative association between inferred migration distances from refugia and genetic diversities in 25 species, but only 11 had statistically significant negative slopes. The relationships between inferred distance and population genetic diversity were steeper for insect-pollinated species than wind-pollinated species, but the difference among pollination system was marginally independent from phylogenetic autocorrelation. Main conclusionThe relationships between inferred migration distances and genetic diversities in 11 species, independent from current isolation, indicate that past range shifts were associated with a genetic bottleneck effect with an average of 21% loss of genetic diversity per 1000km(-1). In contrast, the absence of relationship in many species also indicates that the response is species specific and may be modulated by plant pollination strategies or result from more complex historical contingencies than those modelled here.
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Improving educational quality is an important public policy goal. However, its success requires identifying factors associated with student achievement. At the core of these proposals lies the principle that increased public school quality can make school system more efficient, resulting in correspondingly stronger performance by students. Nevertheless, the public educational system is not devoid of competition which arises, among other factors, through the efficiency of management and the geographical location of schools. Moreover, families in Spain appear to choose a school on the grounds of location. In this environment, the objective of this paper is to analyze whether geographical space has an impact on the relationship between the level of technical quality of public schools (measured by the efficiency score) and the school demand index. To do this, an empirical application is performed on a sample of 1,695 public schools in the region of Catalonia (Spain). This application shows the effects of spatial autocorrelation on the estimation of the parameters and how these problems are addressed through spatial econometrics models. The results confirm that space has a moderating effect on the relationship between efficiency and school demand, although only in urban municipalities.
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Our first objective is to compare the degree of concentration in manufacturing and services, with special emphasis on its evolution in these two sectors, using a sensitivity analysis for different concentration indices and different geographic units of analysis: municipalities and local labour systems of Catalonia in 1991 and 2001. Most concentration measures fail to consider the space in which a particular municipality is located. Our second objective is to overcome this problem by applying two different techniques: by using a clustering measure, and by analysing whether the location quotients computed for each municipality and sector present some kind of spatial autocorrelation process. We take special account of the differences in patterns of concentration according to the technological level of the sectors.
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EONIA is a market based overnight interest rate, whose role as the starting point of the yield curve makes it critical from the perspective of the implementation of European Central Bank´s common monetary policy in the euro area. The financial crisis that started in 2007 had a large impact on the determination mechanism of this interest rate, which is considered as the central bank´s operational target. This thesis examines the monetary policy implementation framework of the European Central Bank and changes made to it. Furthermore, we discuss the development of the recent turmoil in the money market. EONIA rate is modelled by means of a regression equation using variables related to liquidity conditions, refinancing need, auction results and calendar effects. Conditional volatility is captured by an EGARCH model, and autocorrelation is taken into account by employing an autoregressive structure. The results highlight how the tensions in the initial stage of the market turmoil were successfully countered by ECB´s liquidity policy. The subsequent response of EONIA to liquidity conditions under the full allotment liquidity provision procedure adopted after the demise of Lehman Brothers is also established. A clear distinction in the behavior of the interest rate between the sub-periods was evident. In the light of the results obtained, some of the challenges posed by the exit-strategy implementation will be addressed.
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Tutkielman tavoitteena on tarkastella teknisen analyysin hyödynnettävyyttä hyödykefutuurimarkkinoilla. Tutkielmassa pyritään selvittämään, onko teknisen analyysin eri menetelmien mukaan ajoitetuilla hyödykefutuurien osto- ja myyntitoimeksiannoilla mahdollista ylittää toisaalta passiivisen indeksisijoittamisen ja toisaalta osta ja pidä -strategian tuottotaso sekä työssä analysoimaan saatujen tulosten syitä. Tutkimusaineisto sisältää 25 eri hyödykkeen futuuriaikasarjat vuosilta 2000 - 2010. Historiallisiin kurssitietoihin pohjautuen muodostettiin seitsemän sijoitusstrategiaa ja yhteensä 21 eri menetelmävariaatiota, joiden suoriutumista tutkittiin yksittäisten hyödykefutuurien osalta sekä hyödykefutuuriportfolioina. Tulokset osoittivat, että tekniseen analyysiin perustuvilla hyödykefutuuri-strategioilla on ollut mahdollista saavuttaa merkittävää hajautushyötyä. Lisäksi aktiivisten kaupankäynti¬strategioiden tuotot ylittivät sekä passiivis-ten markkinaindeksien että osta ja pidä -strategian tuottotason. Strategioi-den kannattavuuden havaittiin korreloivan positiivisesti ja tilastollisesti merkitsevästi tutkimuksessa analysoitujen tuottoaikasarjojen autokorreloituneisuusasteen kanssa, mutta käänteisesti ja merkitsevästi eri menetelmävariaatioiden synnyttämien kaupankäynti¬signaalien määrän kanssa.
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This study aimed to describe the probabilistic structure of the annual series of extreme daily rainfall (Preabs), available from the weather station of Ubatuba, State of São Paulo, Brazil (1935-2009), by using the general distribution of extreme value (GEV). The autocorrelation function, the Mann-Kendall test, and the wavelet analysis were used in order to evaluate the presence of serial correlations, trends, and periodical components. Considering the results obtained using these three statistical methods, it was possible to assume the hypothesis that this temporal series is free from persistence, trends, and periodicals components. Based on quantitative and qualitative adhesion tests, it was found that the GEV may be used in order to quantify the probabilities of the Preabs data. The best results of GEV were obtained when the parameters of this function were estimated using the method of maximum likelihood. The method of L-moments has also shown satisfactory results.
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Several equipments and methodologies have been developed to make available precision agriculture, especially considering the high cost of its implantation and sampling. An interesting possibility is to define management zones aim at dividing producing areas in smaller management zones that could be treated differently, serving as a source of recommendation and analysis. Thus, this trial used physical and chemical properties of soil and yield aiming at the generation of management zones in order to identify whether they can be used as recommendation and analysis. Management zones were generated by the Fuzzy C-Means algorithm and their evaluation was performed by calculating the reduction of variance and performing means tests. The division of the area into two management zones was considered appropriate for the present distinct averages of most soil properties and yield. The used methodology allowed the generation of management zones that can serve as source of recommendation and soil analysis; despite the relative efficiency has shown a reduced variance for all attributes in divisions in the three sub-regions, the ANOVA did not show significative differences among the management zones.
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In the current study, we performed a soybean production spatial distribution analysis in Paraná State. Seven crop-year data, from 2003-04 to 2009-10, obtained from the Paraná Department of Agriculture and Supply (SEAB) were used to develop a Boxmap for each crop-year, show soybean production throughout this time interval. Moran's index was used to measure spatial autocorrelation among municipalities at an aggregate level, while LISA index local correlation. For each index, different contiguity matrix and order were used and there was a significance level study. As a result, we have showed spatial relationship among cities regarding the production, which allowed the indication of high and low production clusters. Finally, identifying main soybean-producing cities, what may provide supply chain members with information to strengthen the crop production in Paraná.
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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.
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ABSTRACT Precision agriculture (PA) allows farmers to identify and address variations in an agriculture field. Management zones (MZs) make PA more feasible and economical. The most important method for defining MZs is a fuzzy C-means algorithm, but selecting the variable for use as the input layer in the fuzzy process is problematic. BAZZI et al. (2013) used Moran’s bivariate spatial autocorrelation statistic to identify variables that are spatially correlated with yield while employing spatial autocorrelation. BAZZI et al. (2013) proposed that all redundant variables be eliminated and that the remaining variables would be considered appropriate on the MZ generation process. Thus, the objective of this work, a study case, was to test the hypothesis that redundant variables can harm the MZ delineation process. BAZZI This work was conducted in a 19.6-ha commercial field, and 15 MZ designs were generated by a fuzzy C-means algorithm and divided into two to five classes. Each design used a different composition of variables, including copper, silt, clay, and altitude. Some combinations of these variables produced superior MZs. None of the variable combinations produced statistically better performance that the MZ generated with no redundant variables. Thus, the other redundant variables can be discredited. The design with all variables did not provide a greater separation and organization of data among MZ classes and was not recommended.
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A spatial autocorrelation study of enzyme loci detected by starch gel electrophoresis was performed to verify the occurrence of spatial genetic structure within two natural populations of Machaerium villosum Vog. The sampled populations were termed "Antropic Model (MA)" and "Natural Model (MN)" and they are situated in Campininha Farm areas, at Moji-Guaçu municipality, 22°10'43''-22°18'19'' S and 47°8'5"-47°11'34" W, in the state of São Paulo. Ten polymorphic loci in the MA population and nine polymorphic loci in the MN population were assessed by Moran's I autocorrelation statistic. No spatial autocorrelation was detected among individuals within sampled populations. Results are in line with other studies in woody species from tropical rain forest.
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Dentre as diversas árvores frutíferas nativas dos cerrados, a cagaiteira (Eugenia dysenterica DC.) merece destaque pelo seu amplo potencial econômico. A fim de fornecer algumas informações relativas ao padrão espacial da variabilidade genética desta espécie, foram realizadas análises de autocorrelação espacial das freqüências alélicas em dez subpopulações locais da região sudeste do Estado de Goiás. Foram utilizados marcadores isoenzimáticos, em um total de seis sistemas enzimáticos (SKDH, 6-PGD, alfa-EST, MDH, PGI e PGM), com oito locos polimórficos. Foi realizada uma análise de autocorrelação espacial, utilizando índices I de Moran estimados em quatro classes de distância geográfica. Os correlogramas mostraram que, de fato, a divergência genética está estruturada no espaço em um padrão clinal de variação. Simulações de evolução neutra da variação nas freqüências alélicas entre as subpopulações, geradas a partir de um processo Ornstein-Uhlenbeck (O-U), foram utilizadas para avaliar os padrões espaciais sob essa hipótese e compará-los com os correlogramas obtidos com as freqüências alélicas. As análises indicaram que um processo estocástico (evolução neutra) deve ser o responsável pela diferenciação genética dessas populações, havendo assim um balanço entre fluxo gênico em pequenas distâncias geográficas e deriva genética dentro das populações locais, como o esperado para modelos de isolamento-por-distância ou "stepping-stone".
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Switching power supplies are usually implemented with a control circuitry that uses constant clock frequency turning the power semiconductor switches on and off. A drawback of this customary operating principle is that the switching frequency and harmonic frequencies are present in both the conducted and radiated EMI spectrum of the power converter. Various variable-frequency techniques have been introduced during the last decade to overcome the EMC problem. The main objective of this study was to compare the EMI and steady-state performance of a switch mode power supply with different spread-spectrum/variable-frequency methods. Another goal was to find out suitable tools for the variable-frequency EMI analysis. This thesis can be divided into three main parts: Firstly, some aspects of spectral estimation and measurement are presented. Secondly, selected spread spectrum generation techniques are presented with simulations and background information. Finally, simulations and prototype measurements from the EMC and the steady-state performance are carried out in the last part of this work. Combination of the autocorrelation function, the Welch spectrum estimate and the spectrogram were used as a substitute for ordinary Fourier methods in the EMC analysis. It was also shown that the switching function can be used in preliminary EMC analysis of a SMPS and the spectrum and autocorrelation sequence of a switching function correlates with the final EMI spectrum. This work is based on numerous simulations and measurements made with the prototype. All these simulations and measurements are made with the boost DC/DC converter. Four different variable-frequency modulation techniques in six different configurations were analyzed and the EMI performance was compared to the constant frequency operation. Output voltage and input current waveforms were also analyzed in time domain to see the effect of the spread spectrum operation on these quantities. According to the results presented in this work, spread spectrum modulation can be utilized in power converter for EMI mitigation. The results from steady-state voltage measurements show, that the variable-frequency operation of the SMPS has effect on the voltage ripple, but the ripple measured from the prototype is still acceptable in some applications. Both current and voltage ripple can be controlled with proper main circuit and controller design.