Ensaios sobre a estrutura a termo da taxa de juros

Esta tese é composta de três artigos que analisam a estrutura a termo das taxas de juros usando diferentes bases de dados e modelos. O capítulo 1 propõe um modelo paramétrico de taxas de juros que permite a segmentação e choques locais na estrutura a termo. Adotando dados do tesouro americano, duas versões desse modelo segmentado são implementadas. Baseado em uma sequência de 142 experimentos de previsão, os modelos propostos são comparados à benchmarks e concluí-se que eles performam melhor nos resultados das previsões fora da amostra, especialmente para as maturidades curtas e para o horizonte de previsão de 12 meses. O capítulo 2 acrescenta restrições de não arbitragem ao estimar um modelo polinomial gaussiano dinâmico de estrutura a termo para o mercado de taxas de juros brasileiro. Esse artigo propõe uma importante aproximação para a série temporal dos fatores de risco da estrutura a termo, que permite a extração do prêmio de risco das taxas de juros sem a necessidade de otimização de um modelo dinâmico completo. Essa metodologia tem a vantagem de ser facilmente implementada e obtém uma boa aproximação para o prêmio de risco da estrutura a termo, que pode ser usada em diferentes aplicações. O capítulo 3 modela a dinâmica conjunta das taxas nominais e reais usando um modelo afim de não arbitagem com variáveis macroeconômicas para a estrutura a termo, afim de decompor a diferença entre as taxas nominais e reais em prêmio de risco de inflação e expectativa de inflação no mercado americano. Uma versão sem variáveis macroeconômicas e uma versão com essas variáveis são implementadas e os prêmios de risco de inflação obtidos são pequenos e estáveis no período analisado, porém possuem diferenças na comparação dos dois modelos analisados.

Genetic variability of residual variance of production traits in Nellore beef cattle

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

Avaliação de lesões brancas de cáries: um estudo de prognóstico

Objective: The aim of the present study is to assess the current situation of white enamel lesions on vestibular surfaces of permanent upper incisors, diagnosed 6 years ago, without clinical intervention. Methods: A prospective study reassessed 53 students of both sexes, aged between 13 and 18 years old, all attending the public school system in Natal, Brazil. Data collection was performed by duly calibrated examiners, and a clinical chart consisting of demographic data on dental caries, oral hygiene, and gingival condition was prepared. A tactile-visual examination was conducted using a clinical mirror and periodontal probe. Data compilation and analysis were carried out using a SPSS software. In this analysis the chi-squared test was used for qualitative independent variables. To identify the net effect of treatment, multiple logistic analysis with forward stepwise model selection was performed. Results: The final sample was composed of 106 lesions in the 53 individuals, with mean age of 15.02 years, visible plaque index (VPI) of 23.34%, and gingival blood indices (GBI) of 25.92%. A statistically significant relationship (p = 0.003) was found between initial DMFS and prognosis of white enamel lesion. Conclusions: We observed that past caries experience and dental plaque were the main predictive factors for negative lesion outcomes, demonstrating the need for oral hygiene control through continuing preventive measures

Taxonomia e biogeografia da espécie politípica Herpsilochmus rufimarginatus (TEMMINCK, 1822) (Aves: THAMNOPHILIDAE)

The genus Herpsilochmus is composed mainly of cryptic species, among them is Herpsilochmus rufimarginatus, which is currently represented by four subspecies: H. r. rufimarginatus, H. r. frater, H. r. scapularis and H. r. exiguus. Differences in plumage and vocalization suggest that there are more than one species involved in this complex. Thus this and other subspecific taxa need urgent revision, the disjunct distribution of this species also allows us to infer the relationship between birds that occur in this biome and / or different centers of endemism. This study aims to make a taxonomic revision of the taxa included in the complex time Herpsilochmus rufimarginatus based on morphological, morphometric, vocals and geographical distribution of this bird. Besides creating distribution models current potential and make the reconstruction of the distribution bygone using ecological niche modeling, and testing the niche conservatism and divergence between different subspecies. Consultations for examination of the skins of specimens of the museums: Museum of Zoology, University of São Paulo (MZUSP), National Museum of Rio de Janeiro (MN) and Emilio Goeldi Museum of Pará (MPEG), and the skins deposited at the collection of Ornithological Federal University of Rio Grande do Norte (COUFRN). We studied the following measures length of specimens: exposed culmen, culmen and total culmen nostril, tarsus, wing and tail flattened. The voice analysis was performed with vocalizations banks and / or digital banks people where 17 voice parameters were measured. This information and more available in the literature were used to assemble a bunch of data under the limit distribution of taxa and generate ecological niche models. This analyzes carried out in the program Maxent, having as model selection criterion the AUC, and the models were greater than 0.80 are considered good models. Environmental data for the realization of the modeling were downloaded on the website of Worldclim. The morphometric information, vocals and geographic distribution point for the separation of these taxa to be considering various uni and multivariate analyzes. The potential distribution models performed well (AUC> 0.80), and its distribution associated with environmental characteristics of the Amazon forest and Atlantic forest (forests of south and southeast, northeast and forest). The reconstruction of the distribution indicates a possible contact between the southern part of the Atlantic forest in the northern part of the Amazon. The analysis of niche overlap showed a low overlap between taxa and comparisons between the null model and the generated overlay link probably occurring niche conservatism. The data suggest that the taxa that occur in the Amazon and Atlantic forest represent three distinct species

Growth and home range size of the gracile mouse opossum Gracilinanus microtarsus (Marsupialia: Didelphidae) in Brazilian cerrado

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Water availability determines the richness and density of fig trees within Brazilian semideciduous forest landscapes

The success of fig trees in tropical ecosystems is evidenced by the great diversity (+750 species) and wide geographic distribution of the genus. We assessed the contribution of environmental variables on the species richness and density of fig trees in fragments of seasonal semideciduous forest (SSF) in Brazil. We assessed 20 forest fragments in three regions in Sao Paulo State, Brazil. Fig tree richness and density was estimated in rectangular plots, comprising 31.4 ha sampled. Both richness and fig tree density were linearly modeled as function of variables representing (1) fragment metrics, (2) forest structure, and (3) landscape metrics expressing water drainage in the fragments. Model selection was performed by comparing the AIC values (Akaike Information Criterion) and the relative weight of each model (wAIC). Both species richness and fig tree density were better explained by the water availability in the fragment (meter of streams/ha): wAICrichness = 0.45, wAICdensity = 0.96. The remaining variables related to anthropic perturbation and forest structure were of little weight in the models. The rainfall seasonality in SSF seems to select for both establishment strategies and morphological adaptations in the hemiepiphytic fig tree species. In the studied SSF, hemiepiphytes established at lower heights in their host trees than reported for fig trees in evergreen rainforests. Some hemiepiphytic fig species evolved superficial roots extending up to 100 m from their trunks, resulting in hectare-scale root zones that allow them to efficiently forage water and soil nutrients. The community of fig trees was robust to variation in forest structure and conservation level of SSF fragments, making this group of plants an important element for the functioning of seasonal tropical forests. © 2013 Elsevier Masson SAS. All rights reserved.

Principal components and factor analytic models for birth to mature weights in Nellore cattle

A total of 61,528 weight records from 22,246 Nellore animals born between 1984 and 2002 were used to compare different multiple-trait analysis methods for birth to mature weights. The following models were used: standard multivarite model (MV), five reduced-rank models fitting the first 1, 2, 3, 4 and 5 genetic principal components, and five models using factor analysis with 1, 2, 3, 4 and 5 factors. Direct additive genetic random effects and residual effects were included in all models. In addition, maternal genetic and maternal permanent environmental effects were included as random effects for birth and weaning weight. The models included contemporary group as fixed effect and age of animal at recording (except for birth weight) and age of dam at calving as linear and quadratic effects (for birth weight and weaning weight). The maternal genetic, maternal permanent environmental and residual (co)variance matrices were assumed to be full rank. According to model selection criteria, the model fitting the three first principal components (PC3) provided the best fit, without the need for factor analysis models. Similar estimates of phenotypic, direct additive and maternal genetic, maternal permanent environmental and residual (co)variances were obtained with models MV and PC3. Direct heritability ranged from 0.21 (birth weight) to 0.45 (weight at 6 years of age). The genetic and phenotypic correlations obtained with model PC3 were slightly higher than those estimated with model MV. In general, the reduced-rank model substantially decreased the number of parameters in the analyses without reducing the goodness-of-fit. © 2013 Elsevier B.V.

The dimensionality of ecological networks

How many dimensions (trait-axes) are required to predict whether two species interact? This unanswered question originated with the idea of ecological niches, and yet bears relevance today for understanding what determines network structure. Here, we analyse a set of 200 ecological networks, including food webs, antagonistic and mutualistic networks, and find that the number of dimensions needed to completely explain all interactions is small (< 10), with model selection favouring less than five. Using 18 high-quality webs including several species traits, we identify which traits contribute the most to explaining network structure. We show that accounting for a few traits dramatically improves our understanding of the structure of ecological networks. Matching traits for resources and consumers, for example, fruit size and bill gape, are the most successful combinations. These results link ecologically important species attributes to large-scale community structure. © 2013 Blackwell Publishing Ltd/CNRS.

Comparison of factor-analytic and reduced rank models for test-day milk yield in Gyr dairy cattle (Bos indicus)

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.

Modelos genéticos para a produção no dia do controle em bovinos Gir Leiteiro (Bos indicus)

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Modelos para estimação de componentes de (co)variância para produção de leite no dia do controle de vacas da raça Holandesa

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Estudo de algoritmos para classificação de séries temporais: uma aplicação em qualidade de energia elétrica

Aborda a classificação automática de faltas do tipo curto-circuito em linhas de transmissão. A maioria dos sistemas de transmissão possuem três fases (A, B e C). Por exemplo, um curto-circuito entre as fases A e B pode ser identicado como uma falta\AB". Considerando a possibilidade de um curto-circuito com a fase terra (T), a tarefa ao longo desse trabalho de classificar uma série temporal em uma das 11 faltas possíveis: AT, BT, CT, AB, AC, BC, ABC, ABT, ACT, BCT, ABCT. Estas faltas são responsáveis pela maioria dos distúrbios no sistema elétrico. Cada curto-circuito é representado por uma seqüência (série temporal) e ambos os tipos de classificação, on-line (para cada curto segmento extraído do sinal) e off-line (leva em consideração toda a seqüência), são investigados. Para evitar a atual falta de dados rotulados, o simulador Alternative Transient Program (ATP) é usado para criar uma base de dados rotulada e disponibilizada em domínio público. Alguns trabalhos na literatura não fazem distinção entre as faltas ABC e ABCT. Assim, resultados distinguindo esse dois tipos de faltas adotando técnicas de pré-processamento, diferentes front ends (por exemplo wavelets) e algoritmos de aprendizado (árvores de decisão e redes neurais) são apresentados. O custo computacional estimado durante o estágio de teste de alguns classificadores é investigado e a escolha dos parâmetros dos classificadores é feita a partir de uma seleção automática de modelo. Os resultados obtidos indicam que as árvores de decisão e as redes neurais apresentam melhores resultados quando comparados aos outros classificadores.

Parâmetros genéticos, tendências e resposta à seleção de características produtivas da raça Nelore na Amazônia Legal

O objetivo deste trabalho foi estimar parâmetros genéticos (herdabilidades e correlações), efeitos não genéticos, tendência genética e resposta à seleção para as características de crescimento (pesos padronizados aos 120, 210 e 450 dias) e características reprodutivas (idade ao primeiro parto e perímetro escrotal aos 450 dias) de machos e fêmeas, da raça Nelore criados na Amazônia Legal. O arquivo de dados analisado consistia em 211.744 registros de animais da raça Nelore, participantes do Programa de Melhoramento Genético da Raça Nelore (PMGRN- Nelore Brasil), nascidos no período de 1995 e 2008, distribuídos em rebanhos localizados nos estados do AC, MA, MT, PA, RO e TO. A consistência dos dados, as análises descritivas, de variância e de escolha do modelo para cada uma das características foram realizadas utilizando-se o software Statistical Analysis System. As estimativas de média e desvio padrão foram de 122,919,0; 179,628,1; 262,445,5; 227,229,2; 37,14,7, respectivamente para as características de P120, P210, P450, PE450 e IPP. As herdabilidades para P120 foram de 0,24; 0,21 e 0,36, para h²d, h²m e h²t, respectivamente; para P210 foram de 0,29; 0,16 e 0,45, para h²d, h²m e h²t, respectivamente e para P450, PE450 e IPP, foram de 0,48; 0,49 e 0,22, respectivamente. As correlações genéticas entre os pesos variaram de 0,51 a 0,78, entre os pesos e PE450 variaram de 0,26 a 0,46, entre os pesos e a IPP foram baixas e negativas e entre PE450 e IPP foi nula. Em todas as características estudadas, os progressos genéticos foram superiores aos fenotípicos, com exceção à IPP. Os resultados de resposta à seleção variaram de 0,27 a 0,11 kg/ano; 0,49 a 0,20 kg/ano; 1,32 a 0,53 kg/ano; 0,08 a 0,03 cm/ano e 0,06 a 0,02 dias/ano para P120, P210, P450, PE450 e IPP, respectivamente. Portanto, todas as características estudadas podem ser utilizadas como critério de seleção, objetivando melhorar a produtividade.

Multiple Determinants of Anuran Richness and Occurrence in an Agricultural Region in South-Eastern Brazil

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

Influências multi-escala da paisagem e limiar da fragmentação em morcegos no cerrado

Pós-graduação em Ciências Biológicas (Zoologia) - IBRC