927 resultados para ARMA parameter fitting


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We present a critical analysis of the generalized use of the "impact factor". By means of the Kruskal-Wallis test, it was shown that it is not possible to compare distinct disciplines using the impact factor without adjustments. After assigning the median journal the value of one (1.000), the impact factor value for each journal was calculated by the rule of three. The adjusted values were homogeneous, thus permitting comparison among distinct disciplines.

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The growing population on earth along with diminishing fossil deposits and the climate change debate calls out for a better utilization of renewable, bio-based materials. In a biorefinery perspective, the renewable biomass is converted into many different products such as fuels, chemicals, and materials, quite similar to the petroleum refinery industry. Since forests cover about one third of the land surface on earth, ligno-cellulosic biomass is the most abundant renewable resource available. The natural first step in a biorefinery is separation and isolation of the different compounds the biomass is comprised of. The major components in wood are cellulose, hemicellulose, and lignin, all of which can be made into various end-products. Today, focus normally lies on utilizing only one component, e.g., the cellulose in the Kraft pulping process. It would be highly desirable to utilize all the different compounds, both from an economical and environmental point of view. The separation process should therefore be optimized. Hemicelluloses can partly be extracted with hot-water prior to pulping. Depending in the severity of the extraction, the hemicelluloses are degraded to various degrees. In order to be able to choose from a variety of different end-products, the hemicelluloses should be as intact as possible after the extraction. The main focus of this work has been on preserving the hemicellulose molar mass throughout the extraction at a high yield by actively controlling the extraction pH at the high temperatures used. Since it has not been possible to measure pH during an extraction due to the high temperatures, the extraction pH has remained a “black box”. Therefore, a high-temperature in-line pH measuring system was developed, validated, and tested for hot-water wood extractions. One crucial step in the measurements is calibration, therefore extensive efforts was put on developing a reliable calibration procedure. Initial extractions with wood showed that the actual extraction pH was ~0.35 pH units higher than previously believed. The measuring system was also equipped with a controller connected to a pump. With this addition it was possible to control the extraction to any desired pH set point. When the pH dropped below the set point, the controller started pumping in alkali and by that the desired set point was maintained very accurately. Analyses of the extracted hemicelluloses showed that less hemicelluloses were extracted at higher pH but with a higher molar-mass. Monomer formation could, at a certain pH level, be completely inhibited. Increasing the temperature, but maintaining a specific pH set point, would speed up the extraction without degrading the molar-mass of the hemicelluloses and thereby intensifying the extraction. The diffusion of the dissolved hemicelluloses from the wood particle is a major part of the extraction process. Therefore, a particle size study ranging from 0.5 mm wood particles to industrial size wood chips was conducted to investigate the internal mass transfer of the hemicelluloses. Unsurprisingly, it showed that hemicelluloses were extracted faster from smaller wood particles than larger although it did not seem to have a substantial effect on the average molar mass of the extracted hemicelluloses. However, smaller particle sizes require more energy to manufacture and thus increases the economic cost. Since bark comprises 10 – 15 % of a tree, it is important to also consider it in a biorefinery concept. Spruce inner and outer bark was hot-water extracted separately to investigate the possibility to isolate the bark hemicelluloses. It was showed that the bark hemicelluloses comprised mostly of pectic material and differed considerably from the wood hemicelluloses. The bark hemicelluloses, or pectins, could be extracted at lower temperatures than the wood hemicelluloses. A chemical characterization, done separately on inner and outer bark, showed that inner bark contained over 10 % stilbene glucosides that could be extracted already at 100 °C with aqueous acetone.

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To study the dendritic morphology of retinal ganglion cells in wild-type mice we intracellularly injected these cells with Lucifer yellow in an in vitro preparation of the retina. Subsequently, quantified values of dendritic thickness, number of branching points and level of stratification of 73 Lucifer yellow-filled ganglion cells were analyzed by statistical methods, resulting in a classification into 9 groups. The variables dendritic thickness, number of branching points per cell and level of stratification were independent of each other. Number of branching points and level of stratification were independent of eccentricity, whereas dendritic thickness was positively dependent (r = 0.37) on it. The frequency distribution of dendritic thickness tended to be multimodal, indicating the presence of at least two cell populations composed of neurons with dendritic diameters either smaller or larger than 1.8 µm ("thin" or "thick" dendrites, respectively). Three cells (4.5%) were bistratified, having thick dendrites, and the others (95.5%) were monostratified. Using k-means cluster analysis, monostratified cells with either thin or thick dendrites were further subdivided according to level of stratification and number of branching points: cells with thin dendrites were divided into 2 groups with outer stratification (0-40%) and 2 groups with inner (50-100%) stratification, whereas cells with thick dendrites were divided into one group with outer and 3 groups with inner stratification. We postulate, that one group of cells with thin dendrites resembles cat ß-cells, whereas one group of cells with thick dendrites includes cells that resemble cat a-cells.

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We report the microbiological characterization of four New Delhi metallo-β-lactamase-1 (blaNDM-1)-producing Enterobacteriaceae isolated in Rio de Janeiro, Brazil. blaNDM-1 was located on a conjugative plasmid and was associated with Klebsiella pneumoniae carbapenemase-2 (blaKPC-2) or aminoglycoside-resistance methylase (armA), a 16S rRNA methylase not previously reported in Brazil, in two distinct strains of Enterobacter cloacae. Our results suggested that the introduction of blaNDM-1 in Brazil has been accompanied by rapid spread, since our isolates showed no genetic relationship.

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Since its discovery, chaos has been a very interesting and challenging topic of research. Many great minds spent their entire lives trying to give some rules to it. Nowadays, thanks to the research of last century and the advent of computers, it is possible to predict chaotic phenomena of nature for a certain limited amount of time. The aim of this study is to present a recently discovered method for the parameter estimation of the chaotic dynamical system models via the correlation integral likelihood, and give some hints for a more optimized use of it, together with a possible application to the industry. The main part of our study concerned two chaotic attractors whose general behaviour is diff erent, in order to capture eventual di fferences in the results. In the various simulations that we performed, the initial conditions have been changed in a quite exhaustive way. The results obtained show that, under certain conditions, this method works very well in all the case. In particular, it came out that the most important aspect is to be very careful while creating the training set and the empirical likelihood, since a lack of information in this part of the procedure leads to low quality results.

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This investigation comprises a comparison of experimental and theoretical dechanneling of MeV protons in copper single crystals. Dechanneling results when an ion's transverse energy increases to the value where the ion can undergo small impact parameter collisions with individual atoms. Depth dependent dechanneling rates were determined as functions of lattice temperature, ion beam energy and crystal axis orientation. Ion beam energies were IMeV and 2MeV,temperatures ranged from 35 K to 280 K and the experiment was carried out along both the (lOa) and <110) axes. Experimental data took the form of aligned and random Rutherford backscattered energy spectra. Dechanneling rates were extracted from these spectra using a single scattering theory that took explicit account of the different stopping powers experienced by channeled and dechanneled ions and also included a correction factor to take into account multiple scattering effects along the ion's trajectory. The assumption of statistical equilibrium and small angle scattering of the channeled ions allows a description of dechanneling in terms of the solution of a diffusion like equation which contains a so called diffusion function. The diffusion function is shown to be related to the increase in average transverse energy. Theoretical treatments of increase in average transverse energy due to collisions of projectiles with channel electrons and thermal perturbations in the lattice potential are reviewed. Using the diffusion equation and the electron density in the channel centre as a fitting parameter dechanneling rates are extracted. Excellent agreement between theory and experiment has been demonstrated. Electron densities determined in the fitting procedure appear to be realistic. The surface parameters show themselves to be good indicators of the quality of the crystal.

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The enigmatic heavy fermion URu2Si2, which is the subject of this thesis, has attracted intensive theoretical and experimental research since 1984 when it was firstly reported by Schlabitz et al. at a conference [1]. The previous bulk property measurements clearly showed that one second order phase transition occurs at the Hidden Order temperature THO ≈ 17.5 K and another second order phase transition, the superconducting transition, occurs at Tc ≈ 1 K. Though twenty eight years have passed, the mechanisms behind these two phase transitions are still not clear to researchers. Perfect crystals do not exist. Different kinds of crystal defects can have considerable effects on the crystalline properties. Some of these defects can be eliminated, and hence the crystalline quality improved, by annealing. Previous publications showed that some bulk properties of URu2Si2 exhibited significant differences between as-grown samples and annealed samples. The present study shows that the annealing of URu2Si2 has some considerable effects on the resistivity and the DC magnetization. The effects of annealing on the resistivity are characterized by examining how the Residual Resistivity Ratio (RRR), the fitting parameters to an expression for the temperature dependence of the resistivity, the temperatures of the local maximum and local minimum of the resistivity at the Hidden Order phase transition and the Hidden Order Transition Width ∆THO change after annealing. The plots of one key fitting parameter, the onset temperature of the Hidden Order transition and ∆THO vs RRR are compared with those of Matsuda et al. [2]. Different media used to mount samples have some impact on how effectively the samples are cooled because the media have different thermal conductivity. The DC magnetization around the superconducting transition is presented for one unannealed sample under fields of 25 Oe and 50 Oe and one annealed sample under fields of 0 Oe and 25 Oe. The DC field dependent magnetization of the annealed Sample1-1 shows a typical field dependence of a Type-II superconductor. The lower critical field Hc1 is relatively high, which may be due to flux pinning by the crystal defects.

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Tesis (Maestría en Ciencias Penales) U.A.N.L.

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This paper derives the ARMA representation of integrated and realized variances when the spot variance depends linearly on two autoregressive factors, i.e., SR SARV(2) models. This class of processes includes affine, GARCH diffusion, CEV models, as well as the eigenfunction stochastic volatility and the positive Ornstein-Uhlenbeck models. We also study the leverage effect case, the relationship between weak GARCH representation of returns and the ARMA representation of realized variances. Finally, various empirical implications of these ARMA representations are considered. We find that it is possible that some parameters of the ARMA representation are negative. Hence, the positiveness of the expected values of integrated or realized variances is not guaranteed. We also find that for some frequencies of observations, the continuous time model parameters may be weakly or not identified through the ARMA representation of realized variances.

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Affiliation: Institut de recherche en immunologie et en cancérologie, Université de Montréal