Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We consider model selection criteria which have data-dependent penalties as well as the traditional ones. We suggest a new two-step model selection procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties and we prove its consistency. Our Monte Carlo simulations measure the improvements in forecasting accuracy that can arise from the joint determination of lag-length and rank using our proposed procedure, relative to an unrestricted VAR or a cointegrated VAR estimated by the commonly used procedure of selecting the lag-length only and then testing for cointegration. Two empirical applications forecasting Brazilian in ation and U.S. macroeconomic aggregates growth rates respectively show the usefulness of the model-selection strategy proposed here. The gains in di¤erent measures of forecasting accuracy are substantial, especially for short horizons.

Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We suggest a new two-step model selection procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties and we prove its consistency. A Monte Carlo study explores the finite sample performance of this procedure and evaluates the forecasting accuracy of models selected by this procedure. Two empirical applications confirm the usefulness of the model selection procedure proposed here for forecasting.

A time-varying markov-switching model for economic growth

This paper investigates economic growth’s pattern of variation across and within countries using a Time-Varying Transition Matrix Markov-Switching Approach. The model developed follows the approach of Pritchett (2003) and explains the dynamics of growth based on a collection of different states, each of which has a sub-model and a growth pattern, by which countries oscillate over time. The transition matrix among the different states varies over time, depending on the conditioning variables of each country, with a linear dynamic for each state. We develop a generalization of the Diebold’s EM Algorithm and estimate an example model in a panel with a transition matrix conditioned on the quality of the institutions and the level of investment. We found three states of growth: stable growth, miraculous growth, and stagnation. The results show that the quality of the institutions is an important determinant of long-term growth, whereas the level of investment has varying roles in that it contributes positively in countries with high-quality institutions but is of little relevance in countries with medium- or poor-quality institutions.

Calculable lepton masses, seesaw relations, and four neutrino mixings in a 3-3-1 model with an extra U(1) symmetry

We propose a scheme in which the masses of the heavier leptons obey seesaw type relations. The light lepton masses, except the electron and the electron neutrino ones, are generated by one loop level radiative corrections. We work in a version of the 3-3-1 electroweak model that predicts singlets (charged and neutral) of heavy leptons beyond the known ones. An extra U(1)(Omega) symmetry is introduced in order to avoid the light leptons getting masses at the tree level. The electron mass induces an explicit symmetry breaking at U(1)(Omega). We discuss also the mixing matrix among four neutrinos. The new energy scale required is not higher than a few TeV.

Comparative analysis between a CAD model design and physical models obtained by manufacturing additive technologies using optical scan

This article presents a detailed study of the application of different additive manufacturing technologies (sintering process, three-dimensional printing, extrusion and stereolithographic process), in the design process of a complex geometry model and its moving parts. The fabrication sequence was evaluated in terms of pre-processing conditions (model generation and model STL SLI), generation strategy and physical model post-processing operations. Dimensional verification of the obtained models was undertook by projecting structured light (optical scan), a relatively new technology of main importance for metrology and reverse engineering. Studies were done in certain manufacturing time and production costs, which allowed the definition of an more comprehensive evaluation matrix of additive technologies.

A kinetic model for Xylella fastidiosa adhesion, biofilm formation, and virulence

Xylella fastidiosa is the causal agent of citrus variegated chlorosis and Pierce's disease which are the major threat to the citrus and wine industries. The most accepted hypothesis for Xf diseases affirms that it is a vascular occlusion caused by bacterial biofilm, embedded in an extracellular translucent matrix that was deduced to be the exopolysaccharide fastidian. Fourier transform infrared spectroscopy analysis demonstrated that virulent cells which form biofilm on glass have low fastidian content similar to the weak virulent ones. This indicates that high amounts of fastidian are not necessary for adhesion. In this paper we propose a kinetic model for X fastidiosa adhesion, biofilm formation, and virulence based on electrostatic attraction between bacterial surface proteins and xylem walls. Fastidian is involved in final biofilm formation and cation sequestration in dilute sap. (C) 2004 Federation of European Microbiological Societies. Published by Elsevier B.V. All rights reserved.

Soil erosion fragility assessment using an impact model and geographic information system

A study was taken in a 1566 ha watershed situated in the Capivara River basin, municipality of Botucatu, São Paulo State, Brazil. This environment is fragile and can be subjected to different forms of negative impacts, among them soil erosion by water. The main objective of the research was to develop a methodology for the assessment of soil erosion fragility at the various different watershed positions, using the geographic information system ILWIS version 3.3 for Windows. An impact model was created to generate the soil's erosion fragility plan, based on four indicators of fragility to water erosion: land use and cover, slope, percentage of soil fine sand and accumulated water flow. Thematic plans were generated in a geographic information system (GIS) environment. First, all the variables, except land use and cover, were described by continuous numerical plans in a raster structure. The land use and cover plan was also represented by numerical values associated with the weights attributed to each class, starting from a pairwise comparison matrix and using the analytical hierarchy process. A final field check was done to record evidence of erosive processes in the areas indicated as presenting the highest levels of fragility, i.e., sites with steep slopes, high percentage of soil fine sand, tendency to accumulate surface water flow, and sites of pastureland. The methodology used in the environmental problems diagnosis of the study area can be employed at places with similar relief, soil and climatic conditions.

A low-cost 3D reconstruction system using a single-shot projection of a pattern matrix

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

Kondo-attractive-Hubbard model for the ordering of local magnetic moments in superconductors

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

Incommensurate spin-density-wave and metal-insulator transition in the one-dimensional periodic Anderson model

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

Unusual Yang-Lee edge singularity in the one-dimensional axial-next-to-nearest-neighbor Ising model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Proposal of an alternative transmission line model for symmetrical and asymmetrical configurations

This article shows a transmission line model for simulation of fast and slow transients, applied to symmetrical or asymmetrical configurations. A transmission line model is developed based on lumped elements representation and state-space techniques. The proposed methodology represents a practical procedure to model three-phase transmission lines directly in time domain, without the explicit or implicit use of inverse transforms. In three-phase representation, analysis modal techniques are applied to decouple the phases in their respective propagation modes, using a correction procedure to set a real and constant matrix for untransposed lines with or without vertical symmetry plane. The proposed methodology takes into account the frequency-dependent parameters of the line and in order to include this effect in the state matrices, a fitting procedure is applied. To verify the accuracy of the proposed state-space model in frequency domain, a simple methodology is described based on line distributed parameters and transfer function associated with input/output signals of the lumped parameters representation. In addition, this article proposes the use of a fast and robust integration procedure to solve the state equations, enabling transient and steady-state simulations. The results obtained by the proposed methodology are compared with several established transmission line models in EMTP, taking into account an asymmetrical three-phase transmission line. The principal contribution of the proposed methodology is to handle a steady fundamental signal mixed with fast and slow transients, including impulsive and oscillatory behavior, by a practical procedure applied directly in time domain for symmetrical or asymmetrical representations. (C) 2011 Elsevier Ltd. All rights reserved.

Design of a control system using linear matrix inequalities for the active vibration control of a plate

The study of algorithms for active vibration control in smart structures is an area of interest, mainly due to the demand for better performance of mechanical systems, such as aircraft and aerospace structures. Smart structures, formed using actuators and sensors, can improve the dynamic performance with the application of several kinds of controllers. This article describes the application of a technique based on linear matrix inequalities (LMI) to design an active control system. The positioning of the actuators, the design of a robust state feedback controller and the design of an observer are all achieved using LMI. The following are considered in the controller design: limited actuator input, bounded output (energy) and robustness to parametric uncertainties. Active vibration control of a flat plate is chosen as an application example. The model is identified using experimental data by an eigensystem realization algorithm (ERA) and the placement of the two piezoelectric actuators and single sensor is determined using a finite element model (FEM) and an optimization procedure. A robust controller for active damping is designed using an LMI framework, and a reduced model with observation and control spillover effects is implemented using a computer. The simulation results demonstrate the efficacy of the approach, and show that the control system increases the damping in some of the modes.

Study of charge transport in blends of natural rubber and poly(o-methoxyaniline) based on a resistor network statistical model

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

Experimental poisoning by Senecio brasiliensis in calves: quantitative and semi-quantitative study on changes in the hepatic extracellular matrix and sinusoidal cells

A matriz extracelular (MEC) desempenha um papel importante em lesões hepáticas crônicas e tem sido estudada em modelos de intoxicação experimental. em bovinos, no entanto, não há estudos específicos sobre a MEC hepática normal ou com lesões crônicas. Por isso, foi desenvolvido um modelo de intoxicação experimental hepático usando Senecio brasilliensis, uma planta que contém alcalóides pirrolizidínicos e causa lesão hepática dependente da dose. Cinco bezerros receberam por via oral, 0.38g/kg de folhas secas por 24 dias. Biópsias hepáticas foram obtidas a cada 15 dias durante 60 dias. Sinais clínicos de complicações digestivas surgiram da terceira semana do experimento. Um bezerro morreu aos 45 dias e os outros quatro foram avaliados até os 60 dias. As biópsias hepáticas foram processadas para microscopia óptica, imuno-histoquímica e microscopia eletrônica de transmissão. No trigésimo dia, as lesões hepáticas eram progessivas caracterizadas por vacuolização hepatocelular, necrose, apoptose, megalocitose, e fibrose centrolobular, pericelular e portal. Foram realizadas avaliações quantitativas e semi-quantitativas de componentes da MEC hepática antes e após o aparecimento das lesões. Foi realizada morfometria do colágeno total e do sistema de fibras elásticas. Colágeno total e colágenos tipos I e III aumentaram progressivamente em todos os locais do fígado. Mudanças na localização, quantidade e disposição do sistema de fibras elásticas foram também observadas. Houve um aumento significativo de células de Kupffer aos 30 dias e de células sinusoidais totais aos 45 e 60 dias. As lesões hepáticas neste experimento foram progressivas mesmo após a remoção da planta. Lesões de fibrose severa foram localizadas principalmente nos espaços porta, seguido por fibrose veno-oclusiva e pericelular. Os colágenos tipo I e tipo III foram observados no fígado normal e no fígado dos bezerros afetados, com predomínio do tipo I. Nos bezerros afetados o aumento do colágeno total e do sistema de fibras elásticas foi paralelo ao aumento no número das células sinusoidais.