916 resultados para Long memory stochastic process
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Dissertação (mestrado)—Universidade de Brasília, Instituto de Ciências Exatas, Departamento de Ciência da Computação, 2016.
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We evaluate the effectiveness of the Colombian Central Bank´s interventions in the foreign exchange market during the period 2000 to 2014 -- We examine the stochastic process that describes the exchange rate, with a focus on the detection of structural breaks or unit roots in the data to determine whether the Central Bank´s interventions were effective -- We find that the exchange rate can be described either by a random walk or by a trend-stationary model with multiple breaks -- In neither cases do we find any evidence that the exchange rate was affected by the Central Bank interventions
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This research investigated the dance piece Caldo da Cana which premiered in João Pessoa-PB, in September 1984. It problematizes theoretical and practical way to make dance history, investigating this possibility through the dance itself. Arises from the fact that the dance has specific characteristics that can not be neglected by the historical account. In this sense, it was initiated by the raising of a theoretical framework that speaks to the indicated issues and unfolds through a field study, which included collecting testimonies from people who participated in the show, documentary research, gathering material traces and finally consists a practical part by transposing elaborated historical knowledge into the body through a creative process, resulting on this moment, in the construction of a duo dance
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Following the methodology of Ferreira and Dionísio (2016), the objective of this paper is to analyze the behavior stock markets in the G7 countries and find which of those countries is the first to reach levels of long-range correlations that are not significant. We carry out this analysis using detrended cross-correlation analysis and its correlation coefficient, to check for the existence of long-range dependence in time series. The existence of long-range dependence could be understood as a possibility of EMH violation. This analysis remains interesting because studies are not conclusive about the existence or not of long memory in stock return rates.
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Memory is a hallmark of immunity. Memory carried by antibodies is largely responsible for protection against reinfection with most known acutely lethal infectious agents and is the basis for most clinically successful vaccines. However, the nature of long-term B cell and antibody memory is still unclear. B cell memory was studied here after infection of mice with the rabies-like cytopathic vesicular stomatitis virus, the noncytopathic lymphocytic choriomeningitis virus (Armstrong and WE), and after immunization with various inert viral antigens inducing naive B cells to differentiate either to plasma cells or memory B cells in germinal centers of secondary lymphoid organs. The results show that in contrast to very low background levels against internal viral antigens, no significant neutralizing antibody memory was observed in the absence of antigen and suggest that memory B cells (i) are long-lived in the absence of antigen, nondividing, and relatively resistant to irradiation, and (ii) must be stimulated by antigen to differentiate to short-lived antibody-secreting plasma cells, a process that is also efficient in the bone marrow and always depends on radiosensitive, specific T help. Therefore, for vaccines to induce long-term protective antibody titers, they need to repeatedly provide, or continuously maintain, antigen in minimal quantities over a prolonged time period in secondary lymphoid organs or the bone marrow for sufficient numbers of long-lived memory B cells to mature to short-lived plasma cells.
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Over recent years, evidence has been accumulating in favour of the importance of long-term information as a variable which can affect the success of short-term recall. Lexicality, word frequency, imagery and meaning have all been shown to augment short term recall performance. Two competing theories as to the causes of this long-term memory influence are outlined and tested in this thesis. The first approach is the order-encoding account, which ascribes the effect to the usage of resources at encoding, hypothesising that word lists which require less effort to process will benefit from increased levels of order encoding, in turn enhancing recall success. The alternative view, trace redintegration theory, suggests that order is automatically encoded phonologically, and that long-term information can only influence the interpretation of the resultant memory trace. The free recall experiments reported here attempted to determine the importance of order encoding as a facilitatory framework and to determine the locus of the effects of long-term information in free recall. Experiments 1 and 2 examined the effects of word frequency and semantic categorisation over a filled delay, and experiments 3 and 4 did the same for immediate recall. Free recall was improved by both long-term factors tested. Order information was not used over a short filled delay, but was evident in immediate recall. Furthermore, it was found that both long-term factors increased the amount of order information retained. Experiment 5 induced an order encoding effect over a filled delay, leaving a picture of short-term processes which are closely associated with long-term processes, and which fit conceptions of short-term memory being part of language processes rather better than either the encoding or the retrieval-based models. Experiments 6 and 7 aimed to determine to what extent phonological processes were responsible for the pattern of results observed. Articulatory suppression affected the encoding of order information where speech rate had no direct influence, suggesting that it is ease of lexical access which is the most important factor in the influence of long-term memory on immediate recall tasks. The evidence presented in this thesis does not offer complete support for either the retrieval-based account or the order encoding account of long-term influence. Instead, the evidence sits best with models that are based upon language-processing. The path urged for future research is to find ways in which this diffuse model can be better specified, and which can take account of the versatility of the human brain.
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A modified version of the intruder-resident paradigm was used to investigate if social recognition memory lasts at least 24 h. One hundred and forty-six adult male Wistar rats were used. Independent groups of rats were exposed to an intruder for 0.083, 0.5, 2, 24, or 168 h and tested 24 h after the first encounter with the familiar or a different conspecific. Factor analysis was employed to identify associations between behaviors and treatments. Resident rats exhibited a 24-h social recognition memory, as indicated by a 3- to 5-fold decrease in social behaviors in the second encounter with the same conspecific compared to those observed for a different conspecific, when the duration of the first encounter was 2 h or longer. It was possible to distinguish between two different categories of social behaviors and their expression depended on the duration of the first encounter. Sniffing the anogenital area (49.9% of the social behaviors), sniffing the body (17.9%), sniffing the head (3%), and following the conspecific (3.1%), exhibited mostly by resident rats, characterized social investigation and revealed long-term social recognition memory. However, dominance (23.8%) and mild aggression (2.3%), exhibited by both resident and intruders, characterized social agonistic behaviors and were not affected by memory. Differently, sniffing the environment (76.8% of the non-social behaviors) and rearing (14.3%), both exhibited mostly by adult intruder rats, characterized non-social behaviors. Together, these results show that social recognition memory in rats may last at least 24 h after a 2-h or longer exposure to the conspecific.
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We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.
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Under physiological conditions, elderly people present memory deficit associated with neuronal loss. This pattern is also associated with Alzheimer`s disease but, in this case, in a dramatically intensified level. Kinin receptors have been involved in neurodegeneration and increase of amyloid-beta concentration, associated with Alzheimer`s disease (AD). Considering these findings, this work evaluated the role of kinin receptors in memory consolidation during the aging process. Male C57BI/6 (wt), knock-out B1 (koB1) or B2 (koB2) mice (3, 6, 12 and 18-month-old - mo; n = 10 per group) were submitted to an acquisition session, reinforcement to learning (24 h later: test 1) and final test (7 days later: test 2), in an active avoidance apparatus, to evaluate memory. Conditioned avoidance responses (CAR, % of 50 trials) were registered. In acquisition sessions, similar CAR were obtained among age matched animals from all strains. However, a significant decrease in CAR was observed throughout the aging process (3mo: 8.8 +/- 2.3%; 6mo: 4.1 +/- 0.6%; 12mo: 2.2 +/- 0.6%, 18mo: 3.6 +/- 0.6%, P < 0.01), indicating a reduction in the learning process. In test 1, as expected, memory retention increased significantly (P < 0.05) in all 3- and 6-month-old animals as well as in 12-month-old-wt and 12-month-old-koB1 (P < 0.01), compared to the training session. However, 12-month-old-koB2 and all 18-month-old animals did not show an increase in memory retention. In test 2, 3- and 6-month-old wt and koB1 mice of all ages showed a significant improvement in memory (P < 0.05) compared to test 1. However, 12-month-old wt and koB2 mice of all ages showed no difference in memory retention. We suggest that, during the aging process, the B1 receptor could be involved in neurodegeneration and memory loss. Nevertheless, the B2 receptor is apparently acting as a neuroprotective factor. (C) 2009 Elsevier Ltd. All rights reserved.
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The mechanism of generation of memory cytotoxic T cells (CTL) following immunization remains controversial. Using tumor protection and IFN-gamma ELISPOT assays in mice to detect functional CTL, we show that the initial effector CTL burst size after immunization is not directly related to the amount of functional memory CTL formed, suggesting that memory CTL are unlikely to arise stochastically from effector CTL. Induction of MHC class II-restricted T helper cells at the time of immunization by inclusion of a T helper peptide or protein in the immunogen, is necessary to generate memory CTL, although no T helper cell induction is required to generate effector CTL to a strong MHC class I-binding peptide. Host protective T cell memory correlates with the number of CTL epitope responsive IFN-gamma-secreting memory T cells as measured in an ELISPOT assay at the time of tumor challenge. We conclude that a different antigen presenting environment is required to induce long-lasting functional memory CTL, and non-cognate stimulation of the immune system is essential to allow generation of a long-lasting host protective memory CTL response.
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In the proposed model, the independent system operator (ISO) provides the opportunity for maintenance outage rescheduling of generating units before each short-term (ST) time interval. Long-term (LT) scheduling for 1 or 2 years in advance is essential for the ISO and the generation companies (GENCOs) to decide their LT strategies; however, it is not possible to be exactly followed and requires slight adjustments. The Cournot-Nash equilibrium is used to characterize the decision-making procedure of an individual GENCO for ST intervals considering the effective coordination with LT plans. Random inputs, such as parameters of the demand function of loads, hourly demand during the following ST time interval and the expected generation pattern of the rivals, are included as scenarios in the stochastic mixed integer program defined to model the payoff-maximizing objective of a GENCO. Scenario reduction algorithms are used to deal with the computational burden. Two reliability test systems were chosen to illustrate the effectiveness of the proposed model for the ST decision-making process for future planned outages from the point of view of a GENCO.
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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para a obtenção do Grau de Mestre em Engenharia Informática.
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Prepared for presentation at the Portuguese Finance Network International Conference 2014, Vilamoura, Portugal, June 18-20
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This research computes an Equilibrium Labor Share using a VECM for a panel of 19 countries, analyzes what determines the speed at which the labor share adjusts towards that equilibrium and decomposes this adjustment in terms of real wages and employment. Results suggest that the speed at which a country adjusts decreases with employment protection legislation and labor taxes. Most countries’ labor shares adjustment is made through real wages changes instead of changing employment, suggesting that wage moderation policies may play an important role on the adjustment process without harming employment. Keywords: Equilibrium
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This research computes an Equilibrium Labor Share using a VECM for a panel of 19 countries, analyzes what determines the speed at which the labor share adjusts towards that equilibrium and decomposes this adjustment in terms of real wages and employment. Results suggest that the speed at which a country adjusts decreases with employment protection legislation and labor taxes. Most countries’ labor shares adjustment is made through real wages changes instead of changing employment, suggesting that wage moderation policies may play an important role on the adjustment process without harming employment.