921 resultados para parametric oscillators and amplifiers
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Purpose The demand of rice by the increase in population in many countries has intensified the application of pesticides and the use of poor quality water to irrigate fields. The terrestrial environment is one compartment affected by these situations, where soil is working as a reservoir, retaining organic pollutants. Therefore, it is necessary to develop methods to determine insecticides in soil and monitor susceptible areas to be contaminated, applying adequate techniques to remediate them. Materials and methods This study investigates the occurrence of ten pyrethroid insecticides (PYs) and its spatio-temporal variance in soil at two different depths collected in two periods (before plow and during rice production), in a paddy field area located in the Mediterranean coast. Pyrethroids were quantified using gas chromatography?mass spectrometry (GC?MS) after ultrasound-assisted extraction with ethyl acetate. The results obtained were assessed statistically using non-parametric methods, and significant statistical differences (p < 0.05) in pyrethroids content with soil depth and proximity to wastewater treatment plants were evaluated. Moreover, a geographic information system (GIS) was used to monitor the occurrence of PYs in paddy fields and detect risk areas. Results and discussion Pyrethroids were detected at concentrations ?57.0 ng g?1 before plow and ?62.3 ng g?1 during rice production, being resmethrin and cyfluthrin the compounds found at higher concentrations in soil. Pyrethroids were detected mainly at the top soil, and a GIS program was used to depict the obtained results, showing that effluents from wastewater treatment plants (WWTPs) were the main sources of soil contamination. No toxic effects were expected to soil organisms, but it is of concern that PYs may affect aquatic organisms, which represents the worst case scenario. Conclusions A methodology to determine pyrethroids in soil was developed to monitor a paddy field area. The use of water fromWWTPs to irrigate rice fields is one of the main pollution sources of pyrethroids. It is a matter of concern that PYs may present toxic effects on aquatic organisms, as they can be desorbed from soil. Phytoremediation may play an important role in this area, reducing the possible risk associated to PYs levels in soil.
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Esta dissertação teve como objetivo articular um estudo do determinante diante das formas possessivas com base em um corpus histórico jornalístico composto de anúncios e cartas de leitores e redatores extraídos de jornais paulistas do século XIX. Focalizamos as formas possessivas seu/seus/sua/suas pré-nominais, observando a presença versus ausência do artigo definido e seus diferentes contextos. Nossas hipóteses buscaram resolver algumas questões teóricas relacionadas à estrutura do DP possessivo no PB, entre elas a da opcionalidade aparente do determinante e a da variação na realização de Número no interior da estrutura. Desenvolvemos respostas e análises às questões a partir da associação de dois quadros teóricos: a teoria dos Princípios & Parâmetros (CHOMSKY 1981, 1986) incluindo alguns refinamentos do Programa Minimalista (CHOMSKY 1995, 1998, 2000, 2001, 2004), e os pressupostos elaborados dentro da Sociolinguística Variacionista (cf. WEINREICH, LABOV e HERZOG (WLH) (1968); LABOV (1972, 1994, 2000)). Consideramos também estudos posteriores que conciliaram a mudança paramétrica internalista da língua (ROBERTS (2007)) com fatores extragramaticais que determinam o percurso das formas linguísticas no tempo histórico (KROCH (1989, 1994, 2000)). Para o estudo da estrutura do DP possessivo usamos a análise sobre os Bare Nouns de Cyrino & Espinal (2014). Os resultados obtidos mostraram que a média geral de ausência do determinante diante de DPs possessivos se manteve a mesma nos dois períodos analisados, configurando uma variação estável. Concluímos que não houve, portanto, indícios de oscilação no uso de uma ou outra variante que pudesse demonstrar o avanço de uma delas em detrimento de outra.
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"NAVPERS 93400 A."
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The recent deregulation in electricity markets worldwide has heightened the importance of risk management in energy markets. Assessing Value-at-Risk (VaR) in electricity markets is arguably more difficult than in traditional financial markets because the distinctive features of the former result in a highly unusual distribution of returns-electricity returns are highly volatile, display seasonalities in both their mean and volatility, exhibit leverage effects and clustering in volatility, and feature extreme levels of skewness and kurtosis. With electricity applications in mind, this paper proposes a model that accommodates autoregression and weekly seasonals in both the conditional mean and conditional volatility of returns, as well as leverage effects via an EGARCH specification. In addition, extreme value theory (EVT) is adopted to explicitly model the tails of the return distribution. Compared to a number of other parametric models and simple historical simulation based approaches, the proposed EVT-based model performs well in forecasting out-of-sample VaR. In addition, statistical tests show that the proposed model provides appropriate interval coverage in both unconditional and, more importantly, conditional contexts. Overall, the results are encouraging in suggesting that the proposed EVT-based model is a useful technique in forecasting VaR in electricity markets. (c) 2005 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved.
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The Meta-Object Facility (MOF) provides a standardized framework for object-oriented models. An instance of a MOF model contains objects and links whose interfaces are entirely derived from that model. Information contained in these objects can be accessed directly, however, in order to realize the Model-Driven Architecture@trade; (MDA), we must have a mechanism for representing and evaluating structured queries on these instances. The MOF Query Language (MQL) is a language that extends the UML's Object Constraint Language (OCL) to provide more expressive power, such as higher-order queries, parametric polymorphism and argument polymorphism. Not only do these features allow more powerful queries, but they also encourage a greater degree of modularization and re-use, resulting in faster prototyping and facilitating automated integrity analysis. This paper presents an overview of the motivations for developing MQL and also discusses its abstract syntax, presented as a MOF model, and its semantics
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For analysing financial time series two main opposing viewpoints exist, either capital markets are completely stochastic and therefore prices follow a random walk, or they are deterministic and consequently predictable. For each of these views a great variety of tools exist with which it can be tried to confirm the hypotheses. Unfortunately, these methods are not well suited for dealing with data characterised in part by both paradigms. This thesis investigates these two approaches in order to model the behaviour of financial time series. In the deterministic framework methods are used to characterise the dimensionality of embedded financial data. The stochastic approach includes here an estimation of the unconditioned and conditional return distributions using parametric, non- and semi-parametric density estimation techniques. Finally, it will be shown how elements from these two approaches could be combined to achieve a more realistic model for financial time series.
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Background: The controversy surrounding the non-uniqueness of predictive gene lists (PGL) of small selected subsets of genes from very large potential candidates as available in DNA microarray experiments is now widely acknowledged 1. Many of these studies have focused on constructing discriminative semi-parametric models and as such are also subject to the issue of random correlations of sparse model selection in high dimensional spaces. In this work we outline a different approach based around an unsupervised patient-specific nonlinear topographic projection in predictive gene lists. Methods: We construct nonlinear topographic projection maps based on inter-patient gene-list relative dissimilarities. The Neuroscale, the Stochastic Neighbor Embedding(SNE) and the Locally Linear Embedding(LLE) techniques have been used to construct two-dimensional projective visualisation plots of 70 dimensional PGLs per patient, classifiers are also constructed to identify the prognosis indicator of each patient using the resulting projections from those visualisation techniques and investigate whether a-posteriori two prognosis groups are separable on the evidence of the gene lists. A literature-proposed predictive gene list for breast cancer is benchmarked against a separate gene list using the above methods. Generalisation ability is investigated by using the mapping capability of Neuroscale to visualise the follow-up study, but based on the projections derived from the original dataset. Results: The results indicate that small subsets of patient-specific PGLs have insufficient prognostic dissimilarity to permit a distinction between two prognosis patients. Uncertainty and diversity across multiple gene expressions prevents unambiguous or even confident patient grouping. Comparative projections across different PGLs provide similar results. Conclusion: The random correlation effect to an arbitrary outcome induced by small subset selection from very high dimensional interrelated gene expression profiles leads to an outcome with associated uncertainty. This continuum and uncertainty precludes any attempts at constructing discriminative classifiers. However a patient's gene expression profile could possibly be used in treatment planning, based on knowledge of other patients' responses. We conclude that many of the patients involved in such medical studies are intrinsically unclassifiable on the basis of provided PGL evidence. This additional category of 'unclassifiable' should be accommodated within medical decision support systems if serious errors and unnecessary adjuvant therapy are to be avoided.
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The standard reference clinical score quantifying average Parkinson's disease (PD) symptom severity is the Unified Parkinson's Disease Rating Scale (UPDRS). At present, UPDRS is determined by the subjective clinical evaluation of the patient's ability to adequately cope with a range of tasks. In this study, we extend recent findings that UPDRS can be objectively assessed to clinically useful accuracy using simple, self-administered speech tests, without requiring the patient's physical presence in the clinic. We apply a wide range of known speech signal processing algorithms to a large database (approx. 6000 recordings from 42 PD patients, recruited to a six-month, multi-centre trial) and propose a number of novel, nonlinear signal processing algorithms which reveal pathological characteristics in PD more accurately than existing approaches. Robust feature selection algorithms select the optimal subset of these algorithms, which is fed into non-parametric regression and classification algorithms, mapping the signal processing algorithm outputs to UPDRS. We demonstrate rapid, accurate replication of the UPDRS assessment with clinically useful accuracy (about 2 UPDRS points difference from the clinicians' estimates, p < 0.001). This study supports the viability of frequent, remote, cost-effective, objective, accurate UPDRS telemonitoring based on self-administered speech tests. This technology could facilitate large-scale clinical trials into novel PD treatments.
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Limited literature regarding parameter estimation of dynamic systems has been identified as the central-most reason for not having parametric bounds in chaotic time series. However, literature suggests that a chaotic system displays a sensitive dependence on initial conditions, and our study reveals that the behavior of chaotic system: is also sensitive to changes in parameter values. Therefore, parameter estimation technique could make it possible to establish parametric bounds on a nonlinear dynamic system underlying a given time series, which in turn can improve predictability. By extracting the relationship between parametric bounds and predictability, we implemented chaos-based models for improving prediction in time series. ^ This study describes work done to establish bounds on a set of unknown parameters. Our research results reveal that by establishing parametric bounds, it is possible to improve the predictability of any time series, although the dynamics or the mathematical model of that series is not known apriori. In our attempt to improve the predictability of various time series, we have established the bounds for a set of unknown parameters. These are: (i) the embedding dimension to unfold a set of observation in the phase space, (ii) the time delay to use for a series, (iii) the number of neighborhood points to use for avoiding detection of false neighborhood and, (iv) the local polynomial to build numerical interpolation functions from one region to another. Using these bounds, we are able to get better predictability in chaotic time series than previously reported. In addition, the developments of this dissertation can establish a theoretical framework to investigate predictability in time series from the system-dynamics point of view. ^ In closing, our procedure significantly reduces the computer resource usage, as the search method is refined and efficient. Finally, the uniqueness of our method lies in its ability to extract chaotic dynamics inherent in non-linear time series by observing its values. ^
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The strategy research have been widespread for many years and, more recently, the process of formation of the strategies in the individual perspective has also gained attention in academia. Confirming this trend, the goal of this study is to discuss the process of formation of the strategies from an individual perspective based on the three dimensions of the strategic process (change, thinking and formation) proposed by De Wit and Meyer (2004). To this end, this exploratory-descriptive study used the factor analysis techniques, non-parametric correlation and linear regression to analyze data collected from the decision makers of the 93 retail in the industry of construction supplies in the Natal and metropolitan area. As a result, we have that the formation factors of the dimensions investigated were identified in the majority, thus confirming the existence of paradoxes in the strategic process, and that there is a relationship between logical thinking and deliberate formation with the hierarchical level of decision makers.
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Purpose: There are two goals of this study. The first goal of this study is to investigate the feasibility of using classic textural feature extraction in radiotherapy response assessment among a unique cohort of early stage breast cancer patients who received the single-dose preoperative radiotherapy. The second goal of this study is to investigate the clinical feasibility of using classic texture features as potential biomarkers which are supplementary to regional apparent diffusion coefficient in gynecological cancer radiotherapy response assessment.
Methods and Materials: For the breast cancer study, 15 patients with early stage breast cancer were enrolled in this retrospective study. Each patient received a single-fraction radiation treatment, and DWI and DCE-MRI scans were conducted before and after the radiotherapy. DWI scans were acquired using a spin-echo EPI sequence with diffusion weighting factors of b = 0 and b = 500 mm2/s, and the apparent diffusion coefficient (ADC) maps were calculated. DCE-MRI scans were acquired using a T1-weighted 3D SPGR sequence with a temporal resolution of about 1 minute. The contrast agent (CA) was intravenously injected with a 0.1 mmol/kg bodyweight dose at 2 ml/s. Two parameters, volume transfer constant (Ktrans) and kep were analyzed using the two-compartment Tofts pharmacokinetic model. For pharmacokinetic parametric maps and ADC maps, 33 textural features were generated from the clinical target volume (CTV) in a 3D fashion using the classic gray level co-occurrence matrix (GLCOM) and gray level run length matrix (GLRLM). Wilcoxon signed-rank test was used to determine the significance of each texture feature’s change after the radiotherapy. The significance was set to 0.05 with Bonferroni correction.
For the gynecological cancer study, 12 female patients with gynecologic cancer treated with fractionated external beam radiotherapy (EBRT) combined with high dose rate (HDR) intracavitary brachytherapy were studied. Each patient first received EBRT treatment followed by five fractions of HDR treatment. Before EBRT and before each fraction of brachytherapy, Diffusion Weighted MRI (DWI-MRI) and CT scans were acquired. DWI scans were acquired in sagittal plane utilizing a spin-echo echo-planar imaging sequence with weighting factors of b = 500 s/mm2 and b = 1000 s/mm2, one set of images of b = 0 s/mm2 were also acquired. ADC maps were calculated using linear least-square fitting method. Distributed diffusion coefficient (DDC) maps and stretching parameter α were calculated. For ADC and DDC maps, 33 classic texture features were generated utilizing the classic gray level run length matrix (GLRLM) and gray level co-occurrence matrix (GLCOM) from high-risk clinical target volume (HR-CTV). Wilcoxon signed-rank statistics test was applied to determine the significance of each feature’s numerical value change after radiotherapy. Significance level was set to 0.05 with multi-comparison correction if applicable.
Results: For the breast cancer study, regarding ADC maps calculated from DWI-MRI, 24 out of 33 CTV features changed significantly after the radiotherapy. For DCE-MRI pharmacokinetic parameters, all 33 CTV features of Ktrans and 33 features of kep changed significantly.
For the gynecological cancer study, regarding ADC maps, 28 out of 33 HR-CTV texture features showed significant changes after the EBRT treatment. 28 out of 33 HR-CTV texture features indicated significant changes after HDR treatments. The texture features that indicated significant changes after HDR treatments are the same as those after EBRT treatment. 28 out of 33 HR-CTV texture features showed significant changes after whole radiotherapy treatment process. The texture features that indicated significant changes for the whole treatment process are the same as those after HDR treatments.
Conclusion: Initial results indicate that certain classic texture features are sensitive to radiation-induced changes. Classic texture features with significant numerical changes can be used in monitoring radiotherapy effect. This might suggest that certain texture features might be used as biomarkers which are supplementary to ADC and DDC for assessment of radiotherapy response in breast cancer and gynecological cancer.
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Thesis (Ph.D.)--University of Washington, 2016-08
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This thesis studies the field of asset price bubbles. It is comprised of three independent chapters. Each of these chapters either directly or indirectly analyse the existence or implications of asset price bubbles. The type of bubbles assumed in each of these chapters is consistent with rational expectations. Thus, the kind of price bubbles investigated here are known as rational bubbles in the literature. The following describes the three chapters. Chapter 1: This chapter attempts to explain the recent US housing price bubble by developing a heterogeneous agent endowment economy asset pricing model with risky housing, endogenous collateral and defaults. Investment in housing is subject to an idiosyncratic risk and some mortgages are defaulted in equilibrium. We analytically derive the leverage or the endogenous loan to value ratio. This variable comes from a limited participation constraint in a one period mortgage contract with monitoring costs. Our results show that low values of housing investment risk produces a credit easing effect encouraging excess leverage and generates credit driven rational price bubbles in the housing good. Conversely, high values of housing investment risk produces a credit crunch characterized by tight borrowing constraints, low leverage and low house prices. Furthermore, the leverage ratio was found to be procyclical and the rate of defaults countercyclical consistent with empirical evidence. Chapter 2: It is widely believed that financial assets have considerable persistence and are susceptible to bubbles. However, identification of this persistence and potential bubbles is not straightforward. This chapter tests for price bubbles in the United States housing market accounting for long memory and structural breaks. The intuition is that the presence of long memory negates price bubbles while the presence of breaks could artificially induce bubble behaviour. Hence, we use procedures namely semi-parametric Whittle and parametric ARFIMA procedures that are consistent for a variety of residual biases to estimate the value of the long memory parameter, d, of the log rent-price ratio. We find that the semi-parametric estimation procedures robust to non-normality and heteroskedasticity errors found far more bubble regions than parametric ones. A structural break was identified in the mean and trend of all the series which when accounted for removed bubble behaviour in a number of regions. Importantly, the United States housing market showed evidence for rational bubbles at both the aggregate and regional levels. In the third and final chapter, we attempt to answer the following question: To what extend should individuals participate in the stock market and hold risky assets over their lifecycle? We answer this question by employing a lifecycle consumption-portfolio choice model with housing, labour income and time varying predictable returns where the agents are constrained in the level of their borrowing. We first analytically characterize and then numerically solve for the optimal asset allocation on the risky asset comparing the return predictability case with that of IID returns. We successfully resolve the puzzles and find equity holding and participation rates close to the data. We also find that return predictability substantially alter both the level of risky portfolio allocation and the rate of stock market participation. High factor (dividend-price ratio) realization and high persistence of factor process indicative of stock market bubbles raise the amount of wealth invested in risky assets and the level of stock market participation, respectively. Conversely, rare disasters were found to bring down these rates, the change being severe for investors in the later years of the life-cycle. Furthermore, investors following time varying returns (return predictability) hedged background risks significantly better than the IID ones.
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Projections of the impacts of climate change on marine ecosystems are a key prerequisite for the planning of adaptation strategies, yet they are inevitably associated with uncertainty. Identifying, quantifying, and communicating this uncertainty is key to both evaluating the risk associated with a projection and building confidence in its robustness. We review how uncertainties in such projections are handled in marine science. We employ an approach developed in climate modelling by breaking uncertainty down into (i) structural (model) uncertainty, (ii) initialization and internal variability uncertainty, (iii) parametric uncertainty, and (iv) scenario uncertainty. For each uncertainty type, we then examine the current state-of-the-art in assessing and quantifying its relative importance. We consider whether the marine scientific community has addressed these types of uncertainty sufficiently and highlight the opportunities and challenges associated with doing a better job. We find that even within a relatively small field such as marine science, there are substantial differences between subdisciplines in the degree of attention given to each type of uncertainty. We find that initialization uncertainty is rarely treated explicitly and reducing this type of uncertainty may deliver gains on the seasonal-to-decadal time-scale. We conclude that all parts of marine science could benefit from a greater exchange of ideas, particularly concerning such a universal problem such as the treatment of uncertainty. Finally, marine science should strive to reach the point where scenario uncertainty is the dominant uncertainty in our projections.
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A capacidade de adaptação e rapidez de decisão, distinguem as empresas que melhor conseguem competir e crescer no mercado global. Para atuar rapidamente, as organizações precisam de sistemas de informação cada vez mais eficazes, surgindo recentemente uma nova função considerada fundamental para as empresas, que é a de Cientista de Dados. É neste contexto e para responder aos desafios atuais e futuros, que surgem sistemas de informação cada vez mais avançados, suportados por modelos de análise e visualização estatística. Este trabalho consiste em criar uma metodologia de desenvolvimento de modelos de previsão de incumprimento e perfil do consumidor, aplicado a cartões de crédito, com base numa exposição de análise comportamental, utilizando técnicas de análise de sobrevivência. São definidas técnicas de tratamento dos dados recolhidos, estimado modelo não-paramétrico de Kaplan-Meier e vários modelos de Cox de riscos proporcionais. Com recurso à curva ROC, dependente do tempo, à AUC e ao índice de Gini, conclui-se que o modelo final apresenta um desempenho positivo para identificar os clientes em situação de incumprimento ou com propensão a incumprir.