A critical value function approach, with an application to persistent time-series

Researchers often rely on the t-statistic to make inference on parameters in statistical models. It is common practice to obtain critical values by simulation techniques. This paper proposes a novel numerical method to obtain an approximately similar test. This test rejects the null hypothesis when the test statistic islarger than a critical value function (CVF) of the data. We illustrate this procedure when regressors are highly persistent, a case in which commonly-used simulation methods encounter dificulties controlling size uniformly. Our approach works satisfactorily, controls size, and yields a test which outperforms the two other known similar tests.

Structural Health Monitoring in Smart Structures Through Time Series Analysis

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

In Vivo Models for Measuring Placental Glutatione-S-transferase (GST-P 7-7) Levels: A Suitable Biomarker for Understanding Cancer Pathogenesis

The Glutatione-S-transferases (GSTs) comprise a family of enzymes closely associated with the cell detoxification of xenobiotics. GSTs exist as homo- or heterodimers and have been grouped into at least seven distinct classes. The main function of GSTs is to catalyze the conjugation of reduced glutathione (GSH) to an electrophilic site of a broad range of potentially toxic and carcinogenic compounds, thereby making such compounds less dangerous and enabling their ready-excretion. Placental GST, known as GST-P 7-7, is the main isoform found in normal placental tissue and comprises 67% of the total GST concentration in this tissue. During development, GST-P 7-7 decreases in concentration and is absent in adult tissues. Interestingly, GST-P 7-7 expression has been detected in adult tissues after exposure to carcinogenic agents in several experimental test systems, being considered a reliable biomarker of exposure and susceptibility in early phases of carcinogenesis. In this article, we review a series of studies involving GST-P 7-7 expression as a suitable tool for understanding cancer pathogenesis, especially cancer risk.

Comments about some species abundance patterns: classic, neutral, and niche partitioning models

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Weather-based prediction of anthracnose severity using artificial neural network models

Data were collected and analysed from seven field sites in Australia, Brazil and Colombia on weather conditions and the severity of anthracnose disease of the tropical pasture legume Stylosanthes scabra caused by Colletotrichum gloeosporioides. Disease severity and weather data were analysed using artificial neural network (ANN) models developed using data from some or all field sites in Australia and/or South America to predict severity at other sites. Three series of models were developed using different weather summaries. of these, ANN models with weather for the day of disease assessment and the previous 24 h period had the highest prediction success, and models trained on data from all sites within one continent correctly predicted disease severity in the other continent on more than 75% of days; the overall prediction error was 21.9% for the Australian and 22.1% for the South American model. of the six cross-continent ANN models trained on pooled data for five sites from two continents to predict severity for the remaining sixth site, the model developed without data from Planaltina in Brazil was the most accurate, with >85% prediction success, and the model without Carimagua in Colombia was the least accurate, with only 54% success. In common with multiple regression models, moisture-related variables such as rain, leaf surface wetness and variables that influence moisture availability such as radiation and wind on the day of disease severity assessment or the day before assessment were the most important weather variables in all ANN models. A set of weights from the ANN models was used to calculate the overall risk of anthracnose for the various sites. Sites with high and low anthracnose risk are present in both continents, and weather conditions at centres of diversity in Brazil and Colombia do not appear to be more conducive than conditions in Australia to serious anthracnose development.

Bayesian L-optimal exact design of experiments for biological kinetic models

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

Probability distribution models for daily rainfall data for an interior station of Brazil

Two stochastic models have been fitted to daily rainfall data for an interior station of Brazil. Of these two models, the results show a better fit to describe the data, by truncated negative probability model in comparison with Markov chain probability model. Kolmogorov-Smirnov test is applied for significance for these models. © 1983 Springer-Verlag.

Relations between two-dimensional models from dimensional reduction

In this work we explore the consequences of dimensional reduction of the 3D Maxwell-Chern-Simons and some related models. A connection between topological mass generation in 3D and mass generation according to the Schwinger mechanism in 2D is obtained. In addition, a series of relationships is established by resorting to dimensional reduction and duality interpolating transformations. Non-Abelian generalizations are also pointed out.

Damage detection in a benchmark structure using AR-ARX models and statistical pattern recognition

Structural health monitoring (SHM) is related to the ability of monitoring the state and deciding the level of damage or deterioration within aerospace, civil and mechanical systems. In this sense, this paper deals with the application of a two-step auto-regressive and auto-regressive with exogenous inputs (AR-ARX) model for linear prediction of damage diagnosis in structural systems. This damage detection algorithm is based on the. monitoring of residual error as damage-sensitive indexes, obtained through vibration response measurements. In complex structures there are. many positions under observation and a large amount of data to be handed, making difficult the visualization of the signals. This paper also investigates data compression by using principal component analysis. In order to establish a threshold value, a fuzzy c-means clustering is taken to quantify the damage-sensitive index in an unsupervised learning mode. Tests are made in a benchmark problem, as proposed by IASC-ASCE with different damage patterns. The diagnosis that was obtained showed high correlation with the actual integrity state of the structure. Copyright © 2007 by ABCM.

Corona effect in frequency dependent transmission line models

The inclusion of the corona effect in a frequency dependent transmission line model is proposed in this paper. The transmission line is represented through a cascade of π circuits and the frequency dependence of the longitudinal parameters is synthesized with series and parallel resistors and inductors. The corona effect will be represented using the Gary and Skilling-Umoto models. The currents and voltages along the line are calculated by using state-space technique. To demonstrate the accuracy and validity of the proposed frequency dependent line model, time domain simulations of a 10 km length single-phase line response under energization procedure will be presented. ©2008 IEEE.

Empirical models for estimating the suspended sediment concentration in Amazonian white water rivers using Landsat 5/TM

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

The bias in reversing the Box-Cox transformation in time series forecasting: An empirical study based on neural networks

The Box-Cox transformation is a technique mostly utilized to turn the probabilistic distribution of a time series data into approximately normal. And this helps statistical and neural models to perform more accurate forecastings. However, it introduces a bias when the reversion of the transformation is conducted with the predicted data. The statistical methods to perform a bias-free reversion require, necessarily, the assumption of Gaussianity of the transformed data distribution, which is a rare event in real-world time series. So, the aim of this study was to provide an effective method of removing the bias when the reversion of the Box-Cox transformation is executed. Thus, the developed method is based on a focused time lagged feedforward neural network, which does not require any assumption about the transformed data distribution. Therefore, to evaluate the performance of the proposed method, numerical simulations were conducted and the Mean Absolute Percentage Error, the Theil Inequality Index and the Signal-to-Noise ratio of 20-step-ahead forecasts of 40 time series were compared, and the results obtained indicate that the proposed reversion method is valid and justifies new studies. (C) 2014 Elsevier B.V. All rights reserved.

A time series sequestration and storage model of atmospheric carbon dioxide

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

Lumped element modeling of operational structures by inverting the mobility models

This paper is concerned with what a source precisely sees when it drives a receiver such as a continuous structural object. An equivalent lumped element system consisting of masses, springs and dampers is developed to visually represent the operational structural dynamics of a single-input structure at the driving point. The development is solely based on the mobility model of the driving point response. The mobility model is mathematically inverted to give the impedance model that is suitable for lumped element modeling. The two types of structures studied are unconstrained inertial objects and constrained resilient objects. The lumped element systems presented suggest a new view to dynamics that a single-input flexible structure in operation can be decomposed into the two subsystems: a base system of single degree of freedom (or of a mass for an inertial object) whose mass is in contact with the source and an appendage system consisting of a series of oscillators each of which is attached to the base mass. The driving point response is a result of the coupling between the two subsystems. (C) 2014 Elsevier Ltd. All rights reserved.

Animal models in chronic obstructive pulmonary disease-an overview

Chronic obstructive pulmonary disease (COPD) is characterized by progressive airway obstruction resultant from an augmented inflammatory response of the respiratory tract to noxious particles and gases. Previous reports present a number of different hypotheses about the etiology and pathophysiology of COPD. The generating mechanisms of the disease are subject of much speculation, and a series of questions and controversies among experts still remain. In this context, several experimental models have been proposed in order to broaden the knowledge on the pathophysiological characteristics of the disease, as well as the search for new therapeutic approaches for acute or chronically injured lung tissue. This review aims to present the main experimental models of COPD, more specifically emphysema, as well as to describe the main characteristics, advantages, disadvantages, possibilities of application, and potential contribution of each of these models for the knowledge on the pathophysiological aspects and to test new treatment options for obstructive lung diseases.