793 resultados para Dynamic factor analysis
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We analyzed 46,161 monthly test-day records of milk production from 7453 first lactations of crossbred dairy Gyr (Bos indicus) x Holstein cows. The following seven models were compared: standard multivariate model (M10), three reduced rank models fitting the first 2, 3, or 4 genetic principal components, and three models considering a 2-, 3-, or 4-factor structure for the genetic covariance matrix. Full rank residual covariance matrices were considered for all models. The model fitting the first two principal components (PC2) was the best according to the model selection criteria. Similar phenotypic, genetic, and residual variances were obtained with models M10 and PC2. The heritability estimates ranged from 0.14 to 0.21 and from 0.13 to 0.21 for models M10 and PC2, respectively. The genetic correlations obtained with model PC2 were slightly higher than those estimated with model M10. PC2 markedly reduced the number of parameters estimated and the time spent to reach convergence. We concluded that two principal components are sufficient to model the structure of genetic covariances between test-day milk yields. © FUNPEC-RP.
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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.
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O objetivo desta dissertação foi verificar a importância dos fatores termodinâmicos na ocorrência de eventos extremos de precipitação na Cidade de Belém (PA) e região metropolitana, no período de agosto de 2008 a dezembro de 2009. Para tal, foram utilizados dados de precipitação e radiossondagens. Para análise das condições termodinâmicas e dinâmicas foram utilizadas imagens de satélite, cartas de superfície e análise do diagrama SKEW T LOG P. O estudo da termodinâmica da atmosfera foi realizado a luz das teorias da Energia Potencial Disponível para a Convecção (CAPE) e, também, da Energia de Inibição da Convecção (CINE). Foi utilizado o método dos decis para classificar os eventos extremos de precipitação a fim de associá-los aos valores da CAPE e da CINE com o objetivo de verificar o valor destes índices quando da ocorrência dos eventos extremos. Verificou-se que a região estudada possui forte atividade convectiva durante todo o ano, haja vista que seus valores médios mensais variam entre 900 J/kg e 1900 J/kg. Foi visto, também, que nem sempre CAPE alta e CINE baixa determinam precipitação. Esta situação determina o potencial para a convecção profunda, mas para converter este potencial em precipitação existe a necessidade da forçante dinâmica. Os resultados mostraram que quando o processo de precipitação dependeu, exclusivamente, da CAPE, foi necessário haver um valor alto para poder gerar convecção profunda e por consequência precipitação, enquanto, que no processo de precipitação com contribuição dinâmica não foi necessário um valor tão significativo da CAPE, neste caso, não ultrapassou a 1000 J/kg. A CINE esteve, sempre, menor no período chuvoso apresentando valores médios mensais menores que 300 J/kg. Isto não quer dizer que quanto menor a CINE maior será a precipitação. Quando a inibição está presente a instabilidade vai crescendo ao longo do dia determinando, com isso, nuvens com um desenvolvimento vertical mais acentuado, assim os pontos onde os inibidores enfraquecem primeiro, serão os pontos preferenciais para o disparo da tempestade. Logo, quando a instabilidade estiver alta e existir o mecanismo inibidor (CINE), em uma grande área, os locais mais propícios aos disparos das tempestades são os pontos onde a CINE e o NCE começam a diminuir e a inversão térmica, que por vezes acontece, começa a ser quebrada. Durante a execução desta pesquisa ficou claro que para a ocorrência de eventos extremos de precipitação, no período chuvoso, existe necessidade da influência da ITCZ e no período seco, conforme se observa no estudo de caso realizado para o mês de outubro o fator dinâmico que mais influencia é a Linha de Instabilidade (LI).
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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The aim of this study was to evaluate the effects of breed and season on semen quality parameters of zebu bulls. Data (1,632 registers) of semen production from Gir (n = 4) and Nelore (n = 15) bulls were collected between October 2005 and November 2009. The ejaculates were collected twice a week during various seasons (summer, fall, winter, and spring) and evaluated for the following semen parameters: ejaculate volume, sperm concentration, sperm motility, forward progressive motility (FPM), and sperm morphology. Factor analysis was used to determine the relationship among variables. The effect of breed (Gir and Nelore) and season and their cross effect on each parameter and extracted factor were tested using ANOVA. A negative correlation (P < 0.05) was observed between FPM and proximal droplet, as well as with abnormal loose head, abnormal small head, pouch formation, abnormal mid-peace, and strongly folded tail. Gir bull sperm showed more major defects, detached acrosome, and minor FPM (P < 0.01), whereas Nelore bulls showed a higher number of sperm with normally loose head.
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This study aimed to evaluate the dynamic factor applied to the results obtained by dynamic resistance formulas Janbu and Hiley, would lead to the results obtained by static strength analysis CAPWAPC ®. The evaluation was done by backcalculation dynamic loading tests (ECD), taking into consideration the type of soil in which the cutting base precast concrete were settled, and using the information on the effective energy transmitted to the stakes by hammers, obtained by CAPWAPC ®. The results are shown in tables and graphs, and showed that the use of these formulations and their dynamic factors can become an efficient and economical field, assisting the engineer in making decisions regarding the staking of the work
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Blast traumatic brain injury (BTBI) has become an important topic of study because of the increase of such incidents, especially due to the recent growth of improvised explosive devices (IEDs). This thesis discusses a project in which laboratory testing of BTBI was made possible by performing blast loading on experimental models simulating the human head. Three versions of experimental models were prepared – one having a simple geometry and the other two having geometry similar to a human head. For developing the head models, three important parts of the head were considered for material modeling and analysis – the skin, skull and brain. The materials simulating skin, skull and brain went through many testing procedures including dynamic mechanical analysis (DMA). For finding a suitable brain simulant, several materials were tested under low and high frequencies. Step response analysis, rheometry and DMA tests were performed on materials such as water based gels, oil based mixtures and silicone gels cured at different temperatures. The gelatins and silicone gels showed promising results toward their use as brain surrogate materials. Temperature degradation tests were performed on gelatins, indicating the fast degradation of gelatins at room temperature. Silicone gels were much more stable compared to the water based gels. Silicone gels were further processed using a thinner-type additive gel to bring the dynamic modulus values closer to those of human brain matter. The obtained values from DMA were compared to the values for human brain as found in literature. Then a silicone rubber brain mold was prepared to give the brain model accurate geometry. All the components were put together to make the entire head model. A steel mount was prepared to attach the head for testing at the end of the shock tube. Instrumentation was implemented in the head model to obtain effective results for understanding more about the possible mechanisms of BTBI. The final head model was named the Realistic Explosive Dummy Head or the “RED Head.” The RED Head offered potential for realistic experimental testing in blast loading conditions by virtue of its material properties and geometrical accuracy.
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In this thesis some multivariate spectroscopic methods for the analysis of solutions are proposed. Spectroscopy and multivariate data analysis form a powerful combination for obtaining both quantitative and qualitative information and it is shown how spectroscopic techniques in combination with chemometric data evaluation can be used to obtain rapid, simple and efficient analytical methods. These spectroscopic methods consisting of spectroscopic analysis, a high level of automation and chemometric data evaluation can lead to analytical methods with a high analytical capacity, and for these methods, the term high-capacity analysis (HCA) is suggested. It is further shown how chemometric evaluation of the multivariate data in chromatographic analyses decreases the need for baseline separation. The thesis is based on six papers and the chemometric tools used are experimental design, principal component analysis (PCA), soft independent modelling of class analogy (SIMCA), partial least squares regression (PLS) and parallel factor analysis (PARAFAC). The analytical techniques utilised are scanning ultraviolet-visible (UV-Vis) spectroscopy, diode array detection (DAD) used in non-column chromatographic diode array UV spectroscopy, high-performance liquid chromatography with diode array detection (HPLC-DAD) and fluorescence spectroscopy. The methods proposed are exemplified in the analysis of pharmaceutical solutions and serum proteins. In Paper I a method is proposed for the determination of the content and identity of the active compound in pharmaceutical solutions by means of UV-Vis spectroscopy, orthogonal signal correction and multivariate calibration with PLS and SIMCA classification. Paper II proposes a new method for the rapid determination of pharmaceutical solutions by the use of non-column chromatographic diode array UV spectroscopy, i.e. a conventional HPLC-DAD system without any chromatographic column connected. In Paper III an investigation is made of the ability of a control sample, of known content and identity to diagnose and correct errors in multivariate predictions something that together with use of multivariate residuals can make it possible to use the same calibration model over time. In Paper IV a method is proposed for simultaneous determination of serum proteins with fluorescence spectroscopy and multivariate calibration. Paper V proposes a method for the determination of chromatographic peak purity by means of PCA of HPLC-DAD data. In Paper VI PARAFAC is applied for the decomposition of DAD data of some partially separated peaks into the pure chromatographic, spectral and concentration profiles.
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Atmospheric aerosol particles directly impact air quality and participate in controlling the climate system. Organic Aerosol (OA) in general accounts for a large fraction (10–90%) of the global submicron (PM1) particulate mass. Chemometric methods for source identification are used in many disciplines, but methods relying on the analysis of NMR datasets are rarely used in atmospheric sciences. This thesis provides an original application of NMR-based chemometric methods to atmospheric OA source apportionment. The method was tested on chemical composition databases obtained from samples collected at different environments in Europe, hence exploring the impact of a great diversity of natural and anthropogenic sources. We focused on sources of water-soluble OA (WSOA), for which NMR analysis provides substantial advantages compared to alternative methods. Different factor analysis techniques are applied independently to NMR datasets from nine field campaigns of the project EUCAARI and allowed the identification of recurrent source contributions to WSOA in European background troposphere: 1) Marine SOA; 2) Aliphatic amines from ground sources (agricultural activities, etc.); 3) Biomass burning POA; 4) Biogenic SOA from terpene oxidation; 5) “Aged” SOAs, including humic-like substances (HULIS); 6) Other factors possibly including contributions from Primary Biological Aerosol Particles, and products of cooking activities. Biomass burning POA accounted for more than 50% of WSOC in winter months. Aged SOA associated with HULIS was predominant (> 75%) during the spring-summer, suggesting that secondary sources and transboundary transport become more important in spring and summer. Complex aerosol measurements carried out, involving several foreign research groups, provided the opportunity to compare source apportionment results obtained by NMR analysis with those provided by more widespread Aerodyne aerosol mass spectrometers (AMS) techniques that now provided categorization schemes of OA which are becoming a standard for atmospheric chemists. Results emerging from this thesis partly confirm AMS classification and partly challenge it.
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The evaluation of the farmers’ communities’ approach to the Slow Food vision, their perception of the Slow Food role in supporting their activity and their appreciation and expectations from participating in the event of Mother Earth were studied. The Unified Theory of Acceptance and Use of Technology (UTAUT) model was adopted in an agro-food sector context. A survey was conducted, 120 questionnaires from farmers attending the Mother Earth in Turin in 2010 were collected. The descriptive statistical analysis showed that both Slow Food membership and participation to Mother Earth Meeting were much appreciated for the support provided to their business and the contribution to a more sustainable and fair development. A positive social, environmental and psychological impact on farmers also resulted. Results showed also an interesting perspective on the possible universality of the Slow Food and Mother Earth values. Farmers declared that Slow Food is supporting them by preserving the biodiversity and orienting them to the use of local resources and reducing the chemical inputs. Many farmers mentioned the language/culture and administration/bureaucratic issues as an obstacle to be a member in the movement and to participate to the event. Participation to Mother Earth gives an opportunity to exchange information with other farmers’ communities and to participate to seminars and debates, helpful for their business development. The absolute majority of positive answers associated to the farmers’ willingness to relate to Slow Food and participate to the next Mother Earth editions negatively influenced the UTAUT model results. A factor analysis showed that the variables associated to the UTAUT model constructs Performance Expectancy and Effort Expectancy were consistent, able to explain the construct variability, and their measurement reliable. Their inclusion in a simplest Technology Acceptance Model could be considered in future researches.
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The candidate tackled an important issue in contemporary management: the role of CSR and Sustainability. The research proposal focused on a longitudinal and inductive research, directed to specify the evolution of CSR and contribute to the new institutional theory, in particular institutional work framework, and to the relation between institutions and discourse analysis. The documental analysis covers all the evolution of CSR, focusing also on a number of important networks and associations. Some of the methodologies employed in the thesis have been employed as a consequence of data analysis, in a truly inductive research process. The thesis is composed by two section. The first section mainly describes the research process and the analyses results. The candidates employed several research methods: a longitudinal content analysis of documents, a vocabulary research with statistical metrics as cluster analysis and factor analysis, a rhetorical analysis of justifications. The second section puts in relation the analysis results with theoretical frameworks and contributions. The candidate confronted with several frameworks: Actor-Network-Theory, Institutional work and Boundary Work, Institutional Logic. Chapters are focused on different issues: a historical reconstruction of CSR; a reflection about symbolic adoption of recurrent labels; two case studies of Italian networks, in order to confront institutional and boundary works; a theoretical model of institutional change based on contradiction and institutional complexity; the application of the model to CSR and Sustainability, proposing Sustainability as a possible institutional logic.
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BACKGROUND CONTEXT: The Neck Disability Index frequently is used to measure outcomes of the neck. The statistical rigor of the Neck Disability Index has been assessed with conflicting outcomes. To date, Confirmatory Factor Analysis of the Neck Disability Index has not been reported for a suitably large population study. Because the Neck Disability Index is not a condition-specific measure of neck function, initial Confirmatory Factor Analysis should consider problematic neck patients as a homogenous group. PURPOSE: We sought to analyze the factor structure of the Neck Disability Index through Confirmatory Factor Analysis in a symptomatic, homogeneous, neck population, with respect to pooled populations and gender subgroups. STUDY DESIGN: This was a secondary analysis of pooled data. PATIENT SAMPLE: A total of 1,278 symptomatic neck patients (67.5% female, median age 41 years), 803 nonspecific and 475 with whiplash-associated disorder. OUTCOME MEASURES: The Neck Disability Index was used to measure outcomes. METHODS: We analyzed pooled baseline data from six independent studies of patients with neck problems who completed Neck Disability Index questionnaires at baseline. The Confirmatory Factor Analysis was considered in three scenarios: the full sample and separate sexes. Models were compared empirically for best fit. RESULTS: Two-factor models have good psychometric properties across both the pooled and sex subgroups. However, according to these analyses, the one-factor solution is preferable from both a statistical perspective and parsimony. The two-factor model was close to significant for the male subgroup (p<.07) where questions separated into constructs of mental function (pain, reading headaches and concentration) and physical function (personal care, lifting, work, driving, sleep, and recreation). CONCLUSIONS: The Neck Disability Index demonstrated a one-factor structure when analyzed by Confirmatory Factor Analysis in a pooled, homogenous sample of neck problem patients. However, a two-factor model did approach significance for male subjects where questions separated into constructs of mental and physical function. Further investigations in different conditions, subgroup and sex-specific populations are warranted.
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Objective: The Conners Adult ADHD Rating Scales (CAARS) assess symptoms specific to adults that are frequently used and have been translated into German. The current study tests the factor structure of the CAARS in a large sample of German adults with ADHD and compares the means of the CAARS subscales with those of healthy German controls. Method: CAARS were completed by 466 participants with ADHD and 851 healthy control participants. Confirmatory factor analysis was used to establish model fit with the American original. Comparisons between participants with ADHD and healthy controls and influences of gender, age, and degree of education were analyzed. Results: Confirmatory factor analysis showed a very good fit with the model for the American original. Differences between ADHD participants and healthy controls on all Conners Adult ADHD Rating Scales-Self-Report (CAARS-S) subscales were substantial and significant. Conclusion: The factor structure of the original American model was successfully replicated in this sample of adult German ADHD participants. (J. of Att. Dis. 2012; XX(X) 1-XX).
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The Multiple Affect Adjective Check List (MAACL) has been found to have five first-order factors representing Anxiety, Depression, Hostility, Positive Affect, and Sensation Seeking and two second-order factors representing Positive Affect and Sensation Seeking (PASS) and Dysphoria. The present study examines whether these first- and second-order conceptions of affect (based on R-technique factor analysis) can also account for patterns of intraindividual variability in affect (based on P-technique factor analysis) in eight elderly women. Although the hypothesized five-factor model of affect was not testable in all of the present P-technique datasets, the results were consistent with this interindividual model of affect. Moreover, evidence of second-order (PASS and Dysphoria) and third-order (generalized distress) factors was found in one data set. Sufficient convergence in findings between the present P-technique research and prior R-technique research suggests that the MAACL is robust in describing both inter- and intraindividual components of affect in elderly women.