907 resultados para Cointegration analysis with structural breaks


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A frequency-domain method for nonlinear analysis of structural systems with viscous, hysteretic, nonproportional and frequency-dependent damping is presented. The nonlinear effects and nonproportional damping are considered through pseudo-force terms. The modal coordinates uncoupled equations are iteratively solved. The treatment of initial conditions in the frequency domain which is necessary for the treatment of the uncoupled equations is initially adressed.

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Structural Health Monitoring (SHM) requires integrated "all in one" electronic devices capable of performing analysis of structural integrity and on-board damage detection in aircraft?s structures. PAMELA III (Phased Array Monitoring for Enhanced Life Assessment, version III) SHM embedded system is an example of this device type. This equipment is capable of generating excitation signals to be applied to an array of integrated piezoelectric Phased Array (PhA) transducers stuck to aircraft structure, acquiring the response signals, and carrying out the advanced signal processing to obtain SHM maps. PAMELA III is connected with a host computer in order to receive the configuration parameters and sending the obtained SHM maps, alarms and so on. This host can communicate with PAMELA III through an Ethernet interface. To avoid the use of wires where necessary, it is possible to add Wi-Fi capabilities to PAMELA III, connecting a Wi-Fi node working as a bridge, and to establish a wireless communication between PAMELA III and the host. However, in a real aircraft scenario, several PAMELA III devices must work together inside closed structures. In this situation, it is not possible for all PAMELA III devices to establish a wireless communication directly with the host, due to the signal attenuation caused by the different obstacles of the aircraft structure. To provide communication among all PAMELA III devices and the host, a wireless mesh network (WMN) system has been implemented inside a closed aluminum wingbox. In a WMN, as long as a node is connected to at least one other node, it will have full connectivity to the entire network because each mesh node forwards packets to other nodes in the network as required. Mesh protocols automatically determine the best route through the network and can dynamically reconfigure the network if a link drops out. The advantages and disadvantages on the use of a wireless mesh network system inside closed aerospace structures are discussed.

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The groundbreaking scope of the Economic Partnership Agreement (EPA) between the European Union (EU) and Cariforum (CF) irrefutably marks a substantive shift in trade relations between the regions and also has far-reaching implications across several sectors and levels. Supplementing the framework of analysis of Structural Foreign Policy (SFP) with neo-Gramscian theory allows for a thorough investigation into the details of structural embeddedness based on the EU's historic directionality towards the Caribbean region; notably, encouraging integration into the global capitalist economy by adapting to and adopting the ideals of neoliberal economics. Whilst the Caribbean – as the first and only signatory of a ‘full’ EPA – may be considered the case par excellence of the success of the EPAs, this paper demonstrates that there is no cause-effect relationship between the singular case of the ‘full’ CF-EU EPA and the success of the EPA policy towards the ACP in general. The research detailed throughout this paper responds to two SFP-based questions: (1) To what extent is the EPA a SFP tool aimed at influencing and shaping the structures in the Caribbean? (2) To what extent is the internalisation of this process reflective of the EU as a hegemonic SFP actor vis-à-vis the Caribbean? This paper affirms both the role of the EU as a hegemonic SFP actor and the EPA as a hegemonic SFP tool. Research into the negotiation, agreement and controversy that surrounds every stage of the EPA confirmed that through modern diplomacy and an evolution in relations, consensus is at the fore of contemporary EU-Caribbean relations. Whilst at once dealing with the singular case of the Caribbean, the author offers a nuanced approach beyond 'EU navel-gazing' by incorporating an ‘outside-in’ perspective, which thereafter could be applied to EU-ACP relations and the North-South dialogue in general.

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This paper applies the vector AR-DCC-FIAPARCH model to eight national stock market indices' daily returns from 1988 to 2010, taking into account the structural breaks of each time series linked to the Asian and the recent Global financial crisis. We find significant cross effects, as well as long range volatility dependence, asymmetric volatility response to positive and negative shocks, and the power of returns that best fits the volatility pattern. One of the main findings of the model analysis is the higher dynamic correlations of the stock markets after a crisis event, which means increased contagion effects between the markets. The fact that during the crisis the conditional correlations remain on a high level indicates a continuous herding behaviour during these periods of increased market volatility. Finally, during the recent Global financial crisis the correlations remain on a much higher level than during the Asian financial crisis.

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In recent papers, Wied and his coauthors have introduced change-point procedures to detect and estimate structural breaks in the correlation between time series. To prove the asymptotic distribution of the test statistic and stopping time as well as the change-point estimation rate, they use an extended functional Delta method and assume nearly constant expectations and variances of the time series. In this thesis, we allow asymptotically infinitely many structural breaks in the means and variances of the time series. For this setting, we present test statistics and stopping times which are used to determine whether or not the correlation between two time series is and stays constant, respectively. Additionally, we consider estimates for change-points in the correlations. The employed nonparametric statistics depend on the means and variances. These (nuisance) parameters are replaced by estimates in the course of this thesis. We avoid assuming a fixed form of these estimates but rather we use "blackbox" estimates, i.e. we derive results under assumptions that these estimates fulfill. These results are supplement with examples. This thesis is organized in seven sections. In Section 1, we motivate the issue and present the mathematical model. In Section 2, we consider a posteriori and sequential testing procedures, and investigate convergence rates for change-point estimation, always assuming that the means and the variances of the time series are known. In the following sections, the assumptions of known means and variances are relaxed. In Section 3, we present the assumptions for the mean and variance estimates that we will use for the mean in Section 4, for the variance in Section 5, and for both parameters in Section 6. Finally, in Section 7, a simulation study illustrates the finite sample behaviors of some testing procedures and estimates.

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Wood is considered an ideal solution for floors and roofs building construction, due the mechanical and thermal properties, associated with acoustic conditions. These constructions have good sound absorption, heat insulation and relevant architectonic characteristics. They are used in many civil applications: concert and conference halls, auditoriums, ceilings, walls… However, the high vulnerability of wooden elements submitted to fire conditions requires the evaluation of its structural behaviour with accuracy. The main objective of this work is to present a numerical model to assess the fire resistance of wooden cellular slabs with different perforations. Also the thermal behaviour of the wooden slabs will be compared considering different material insulation, with different sizes, inside the cavities. A transient thermal analysis with nonlinear material behaviour will be solved using ANSYS© program. This study allows to verify the fire resistance, the temperature evolution and the char-layer, throughout a wooden cellular slab with perforations and considering the insulation effect inside the cavities.

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Objectives: To analyze the effects of low-level laser therapy (LLLT), 670 nm, with doses of 4 and 7 J/cm(2), on the repair of surgical wounds covered by occlusive dressings. Background Data: The effect of LLLT on the healing process of covered wounds is not well defined. Materials and Methods: For the histologic analysis with HE staining, 50 male Wistar rats were submitted to surgical incisions and divided into 10 groups (n=5): control; stimulated with 4 and 7 J/cm(2) daily, for 7 and 14 days, with or without occlusion. Reepithelization and the number of leukocytes, fibroblasts, and fibrocytes were obtained with an image processor. For the biomechanical analysis, 25 rats were submitted to a surgical incision and divided into five groups (n=5): treated for 14 days with and without occlusive dressing, and the sham group. Samples of the lesions were collected and submitted to the tensile test. One-way analysis of variance was performed, followed by post hoc analysis. A Tukey test was used on the biomechanical data, and the Tamhane test on the histologic data. A significance level of 5% was chosen (p <= 0.05). Results: The 4 and 7J/cm(2) laser with and without occlusive dressing did not alter significantly the reepithelization rate of the wounds. The 7 J/cm(2) laser reduced the number of leukocytes significantly. The number of fibroblasts was higher in the groups treated with laser for 7 days, and was significant in the covered 4 J/cm(2) laser group. Conclusions: Greater interference of the laser-treatment procedure was noted with 7 days of stimulation, and the occlusive dressing did not alter its biostimulatory effects.

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Epithelioid sarcoma is a rare, aggressive soft tissue tumor of unknown histogenesis showing predominantly epithelioid cytomorphology. We conducted a conventional and molecular cytogenetic study of a 27-year-old male with epithelioid sarcoma with angiomatoid features. Cytogenetic analysis of epithelioid sarcoma metaphase spreads by GTG-banding revealed a diploid chromosome complement with structural and numerical aberrations. Comparative genomic hybridization analysis demonstrated the amplification of 3p24 similar to pter, 4p15.2-p16 and 18q23, while chromosome losses involved 3p13-p14, 3q24-q26.1, 9q21, and 11q21. Fluorescence in situ hybridization assessment showed normal hybridization patterns for the C-MYC and CCND1 loci; CCND1 RNA overexpression was detected by real-time polymerase chain reaction analysis. Genetic evaluation of this rare condition may be useful in determining if epithelioid sarcoma is associated with a distinct genetic background.

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Background: Recent reviews have indicated that low level level laser therapy (LLLT) is ineffective in lateral elbow tendinopathy (LET) without assessing validity of treatment procedures and doses or the influence of prior steroid injections. Methods: Systematic review with meta-analysis, with primary outcome measures of pain relief and/or global improvement and subgroup analyses of methodological quality, wavelengths and treatment procedures. Results: 18 randomised placebo-controlled trials (RCTs) were identified with 13 RCTs (730 patients) meeting the criteria for meta-analysis. 12 RCTs satisfied half or more of the methodological criteria. Publication bias was detected by Egger's graphical test, which showed a negative direction of bias. Ten of the trials included patients with poor prognosis caused by failed steroid injections or other treatment failures, or long symptom duration or severe baseline pain. The weighted mean difference (WMD) for pain relief was 10.2 mm [95% CI: 3.0 to 17.5] and the RR for global improvement was 1.36 [1.16 to 1.60]. Trials which targeted acupuncture points reported negative results, as did trials with wavelengths 820, 830 and 1064 nm. In a subgroup of five trials with 904 nm lasers and one trial with 632 nm wavelength where the lateral elbow tendon insertions were directly irradiated, WMD for pain relief was 17.2 mm [95% CI: 8.5 to 25.9] and 14.0 mm [95% CI: 7.4 to 20.6] respectively, while RR for global pain improvement was only reported for 904 nm at 1.53 [95% CI: 1.28 to 1.83]. LLLT doses in this subgroup ranged between 0.5 and 7.2 Joules. Secondary outcome measures of painfree grip strength, pain pressure threshold, sick leave and follow-up data from 3 to 8 weeks after the end of treatment, showed consistently significant results in favour of the same LLLT subgroup (p < 0.02). No serious side-effects were reported. Conclusion: LLLT administered with optimal doses of 904 nm and possibly 632 nm wavelengths directly to the lateral elbow tendon insertions, seem to offer short-term pain relief and less disability in LET, both alone and in conjunction with an exercise regimen. This finding contradicts the conclusions of previous reviews which failed to assess treatment procedures, wavelengths and optimal doses.

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This work presents a non-linear boundary element formulation applied to analysis of contact problems. The boundary element method (BEM) is known as a robust and accurate numerical technique to handle this type of problem, because the contact among the solids occurs along their boundaries. The proposed non-linear formulation is based on the use of singular or hyper-singular integral equations by BEM, for multi-region contact. When the contact occurs between crack surfaces, the formulation adopted is the dual version of BEM, in which singular and hyper-singular integral equations are defined along the opposite sides of the contact boundaries. The structural non-linear behaviour on the contact is considered using Coulomb`s friction law. The non-linear formulation is based on the tangent operator in which one uses the derivate of the set of algebraic equations to construct the corrections for the non-linear process. This implicit formulation has shown accurate as the classical approach, however, it is faster to compute the solution. Examples of simple and multi-region contact problems are shown to illustrate the applicability of the proposed scheme. (C) 2011 Elsevier Ltd. All rights reserved.

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This paper presents a method for estimating the posterior probability density of the cointegrating rank of a multivariate error correction model. A second contribution is the careful elicitation of the prior for the cointegrating vectors derived from a prior on the cointegrating space. This prior obtains naturally from treating the cointegrating space as the parameter of interest in inference and overcomes problems previously encountered in Bayesian cointegration analysis. Using this new prior and Laplace approximation, an estimator for the posterior probability of the rank is given. The approach performs well compared with information criteria in Monte Carlo experiments. (C) 2003 Elsevier B.V. All rights reserved.

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Pharmaceutical spending in many other countries has had a steep increase in the last decade. The Portuguese Government has adopted several measures to reduce pharmaceutical expenditure growth, ranging from increased co-payments to price decreases determined administratively. Promotion of generic consumption has also ranked high in political priorities. We assess the overall impact of the several policy measures on total pharmaceutical spending, using monthly data over the period January 1995 – August 2008. Endogenous structural breaks (time-series) methods were employed. Our findings suggest that policy measures aimed at controlling pharmaceutical expenditure have been, in general, unsuccessful. Two breaks were identified. Both coincide with administratively determined price decreases. Measures aimed at increasing competition in the market had no visible effect on the dynamics of Government spending in pharmaceutical products. In particular, the introduction of reference pricing had only a transitory effect of less than one year, with historical growth resuming quickly. The consequence of it is a transfer of financial burden from the Government to the patients, with no apparent effect on the dynamics of pharmaceutical spending. This strongly suggests that pharmaceutical companies have been able to adjust to policy measures, in order to sustain their sales. It remains a challenge for the future to identify firms’ strategies that supported continued growth of sales, despite the several policy measures adop

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Existing masonry structures are usually associated to a high seismic vulnerability, mainly due to the properties of the materials, weak connections between floors and load-bearing walls, high mass of the masonry walls and flexibility of the floors. For these reasons, the seismic performance of existing masonry structures has received much attention in the last decades. This study presents the parametric analysis taking into account the deviations on features of the gaioleiro buildings - Portuguese building typology. The main objective of the parametric analysis is to compare the seismic performance of the structure as a function of the variations of its properties with respect to the response of a reference model. The parametric analysis was carried out for two types of structural analysis, namely for the non-linear dynamic analysis with time integration and for the pushover analysis with distribution of forces proportional to the inertial forces of the structure. The Young's modulus of the masonry walls, Young's modulus of the timber floors, the compressive and tensile non-linear properties (strength and fracture energy) were the properties considered in both type of analysis. Additionally, in the dynamic analysis, the influences of the vis-cous damping and of the vertical component of the earthquake were evaluated. A pushover analysis proportional to the modal displacement of the first mode in each direction was also carried out. The results shows that the Young's modulus of the masonry walls, the Young's modulus of the timber floors and the compressive non-linear properties are the pa-rameters that most influence the seismic performance of this type of tall and weak existing masonry structures. Furthermore, it is concluded that that the stiffness of the floors influences significantly the strength capacity and the collapse mecha-nism of the numerical model. Thus, a study on the strengthening of the floors was also carried out. The increase of the thickness of the timber floors was the strengthening technique that presented the best seismic performance, in which the reduction of the out-of-plane displacements of the masonry walls is highlighted.