957 resultados para Multivariate volatility models
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Several Brazilian commercial gasoline physicochemical parameters, such as relative density, distillation curve (temperatures related to 10%, 50% and 90% of distilled volume, final boiling point and residue), octane numbers (motor and research octane number and anti-knock index), hydrocarbon compositions (olefins, aromatics and saturates) and anhydrous ethanol and benzene content was predicted from chromatographic profiles obtained by flame ionization detection (GC-FID) and using partial least square regression (PLS). GC-FID is a technique intensively used for fuel quality control due to its convenience, speed, accuracy and simplicity and its profiles are much easier to interpret and understand than results produced by other techniques. Another advantage is that it permits association with multivariate methods of analysis, such as PLS. The chromatogram profiles were recorded and used to deploy PLS models for each property. The standard error of prediction (SEP) has been the main parameter considered to select the "best model". Most of GC-FID-PLS results, when compared to those obtained by the Brazilian Government Petroleum, Natural Gas and Biofuels Agency - ANP Regulation 309 specification methods, were very good. In general, all PLS models developed in these work provide unbiased predictions with lows standard error of prediction and percentage average relative error (below 11.5 and 5.0, respectively). (C) 2007 Elsevier B.V. All rights reserved.
Multivariate quality control studies applied to Ca(II) and Mg(II) determination by a portable method
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A portable or field test method for simultaneous spectrophotometric determination of calcium and magnesium in water using multivariate partial least squares (PLS) calibration methods is proposed. The method is based on the reaction between the analytes and methylthymol blue at pH 11. The spectral information was used as the X-block, and the Ca(II) and Mg(II) concentrations obtained by a reference technique (ICP-AES) were used as the Y-block. Two series of analyses were performed, with a month's difference between them. The first series was used as the calibration set and the second one as the validation set. Multivariate statistical process control (MSPC) techniques, based on statistics from principal component models, were used to study the features and evolution with time of the spectral signals. Signal standardization was used to correct the deviations between series. Method validation was performed by comparing the predictions of the PLS model with the reference Ca(II) and Mg(II) concentrations determined by ICP-AES using the joint interval test for the slope and intercept of the regression line with errors in both axes. (C) 1998 John Wiley & Sons, Ltd.
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Linear mixed effects models have been widely used in analysis of data where responses are clustered around some random effects, so it is not reasonable to assume independence between observations in the same cluster. In most biological applications, it is assumed that the distributions of the random effects and of the residuals are Gaussian. This makes inferences vulnerable to the presence of outliers. Here, linear mixed effects models with normal/independent residual distributions for robust inferences are described. Specific distributions examined include univariate and multivariate versions of the Student-t, the slash and the contaminated normal. A Bayesian framework is adopted and Markov chain Monte Carlo is used to carry out the posterior analysis. The procedures are illustrated using birth weight data on rats in a texicological experiment. Results from the Gaussian and robust models are contrasted, and it is shown how the implementation can be used for outlier detection. The thick-tailed distributions provide an appealing robust alternative to the Gaussian process in linear mixed models, and they are easily implemented using data augmentation and MCMC techniques.
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In this paper is reported the use of the chromatographic profiles of volatiles to determine disease markers in plants - in this case, leaves of Eucalyptus globulus contaminated by the necrotroph fungus Teratosphaeria nubilosa. The volatile fraction was isolated by headspace solid phase microextraction (HS-SPME) and analyzed by comprehensive two-dimensional gas chromatography-fast quadrupole mass spectrometry (GC. ×. GC-qMS). For the correlation between the metabolic profile described by the chromatograms and the presence of the infection, unfolded-partial least squares discriminant analysis (U-PLS-DA) with orthogonal signal correction (OSC) were employed. The proposed method was checked to be independent of factors such as the age of the harvested plants. The manipulation of the mathematical model obtained also resulted in graphic representations similar to real chromatograms, which allowed the tentative identification of more than 40 compounds potentially useful as disease biomarkers for this plant/pathogen pair. The proposed methodology can be considered as highly reliable, since the diagnosis is based on the whole chromatographic profile rather than in the detection of a single analyte. © 2013 Elsevier B.V..
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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.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Background: In addition to the oncogenic human papillomavirus (HPV), several cofactors are needed in cervical carcinogenesis, but whether the HPV covariates associated with incident i) CIN1 are different from those of incident ii) CIN2 and iii) CIN3 needs further assessment. Objectives: To gain further insights into the true biological differences between CIN1, CIN2 and CIN3, we assessed HPV covariates associated with incident CIN1, CIN2, and CIN3. Study Design and Methods: HPV covariates associated with progression to CIN1, CIN2 and CIN3 were analysed in the combined cohort of the NIS (n = 3,187) and LAMS study (n = 12,114), using competing-risks regression models (in panel data) for baseline HR-HPV-positive women (n = 1,105), who represent a sub-cohort of all 1,865 women prospectively followed-up in these two studies. Results: Altogether, 90 (4.8%), 39 (2.1%) and 14 (1.4%) cases progressed to CIN1, CIN2, and CIN3, respectively. Among these baseline HR-HPV-positive women, the risk profiles of incident GIN I, CIN2 and CIN3 were unique in that completely different HPV covariates were associated with progression to CIN1, CIN2 and CIN3, irrespective which categories (non-progression, CIN1, CIN2, CIN3 or all) were used as competing-risks events in univariate and multivariate models. Conclusions: These data confirm our previous analysis based on multinomial regression models implicating that distinct covariates of HR-HPV are associated with progression to CIN1, CIN2 and CIN3. This emphasises true biological differences between the three grades of GIN, which revisits the concept of combining CIN2 with CIN3 or with CIN1 in histological classification or used as a common end-point, e.g., in HPV vaccine trials.
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A total of 46,089 individual monthly test-day (TD) milk yields (10 test-days), from 7,331 complete first lactations of Holstein cattle were analyzed. A standard multivariate analysis (MV), reduced rank analyses fitting the first 2, 3, and 4 genetic principal components (PC2, PC3, PC4), and analyses that fitted a factor analytic structure considering 2, 3, and 4 factors (FAS2, FAS3, FAS4), were carried out. The models included the random animal genetic effect and fixed effects of the contemporary groups (herd-year-month of test-day), age of cow (linear and quadratic effects), and days in milk (linear effect). The residual covariance matrix was assumed to have full rank. Moreover, 2 random regression models were applied. Variance components were estimated by restricted maximum likelihood method. The heritability estimates ranged from 0.11 to 0.24. The genetic correlation estimates between TD obtained with the PC2 model were higher than those obtained with the MV model, especially on adjacent test-days at the end of lactation close to unity. The results indicate that for the data considered in this study, only 2 principal components are required to summarize the bulk of genetic variation among the 10 traits.
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Current methods for quality control of sugar cane are performed in extracted juice using several methodologies, often requiring appreciable time and chemicals (eventually toxic), making the methods not green and expensive. The present study proposes the use of X-ray spectrometry together with chemometric methods as an innovative and alternative technique for determining sugar cane quality parameters, specifically sucrose concentration, POL, and fiber content. Measurements in stem, leaf, and juice were performed, and those applied directly in stem provided the best results. Prediction models for sugar cane stem determinations with a single 60 s irradiation using portable X-ray fluorescence equipment allows estimating the % sucrose, % fiber, and POL simultaneously. Average relative deviations in the prediction step of around 8% are acceptable if considering that field measurements were done. These results may indicate the best period to cut a particular crop as well as for evaluating the quality of sugar cane for the sugar and alcohol industries.
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Questa tesi descrive alcuni studi di messa a punto di metodi di analisi fisici accoppiati con tecniche statistiche multivariate per valutare la qualità e l’autenticità di oli vegetali e prodotti caseari. L’applicazione di strumenti fisici permette di abbattere i costi ed i tempi necessari per le analisi classiche ed allo stesso tempo può fornire un insieme diverso di informazioni che possono riguardare tanto la qualità come l’autenticità di prodotti. Per il buon funzionamento di tali metodi è necessaria la costruzione di modelli statistici robusti che utilizzino set di dati correttamente raccolti e rappresentativi del campo di applicazione. In questo lavoro di tesi sono stati analizzati oli vegetali e alcune tipologie di formaggi (in particolare pecorini per due lavori di ricerca e Parmigiano-Reggiano per un altro). Sono stati utilizzati diversi strumenti di analisi (metodi fisici), in particolare la spettroscopia, l’analisi termica differenziale, il naso elettronico, oltre a metodiche separative tradizionali. I dati ottenuti dalle analisi sono stati trattati mediante diverse tecniche statistiche, soprattutto: minimi quadrati parziali; regressione lineare multipla ed analisi discriminante lineare.
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Questa tesi è incentrata sull'analisi della formula di Dupire, che permette di ottenere un'espressione della volatilità locale, nei modelli di Lévy esponenziali. Vengono studiati i modelli di mercato Merton, Kou e Variance Gamma dimostrando che quando si è off the money la volatilità locale tende ad infinito per il tempo di maturità delle opzioni che tende a zero. In particolare viene proposta una procedura di regolarizzazione tale per cui il processo di volatilità locale di Dupire ricrea i corretti prezzi delle opzioni anche quando si ha la presenza di salti. Infine tale risultato viene provato numericamente risolvendo il problema di Cauchy per i prezzi delle opzioni.
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Model-based calibration of steady-state engine operation is commonly performed with highly parameterized empirical models that are accurate but not very robust, particularly when predicting highly nonlinear responses such as diesel smoke emissions. To address this problem, and to boost the accuracy of more robust non-parametric methods to the same level, GT-Power was used to transform the empirical model input space into multiple input spaces that simplified the input-output relationship and improved the accuracy and robustness of smoke predictions made by three commonly used empirical modeling methods: Multivariate Regression, Neural Networks and the k-Nearest Neighbor method. The availability of multiple input spaces allowed the development of two committee techniques: a 'Simple Committee' technique that used averaged predictions from a set of 10 pre-selected input spaces chosen by the training data and the "Minimum Variance Committee" technique where the input spaces for each prediction were chosen on the basis of disagreement between the three modeling methods. This latter technique equalized the performance of the three modeling methods. The successively increasing improvements resulting from the use of a single best transformed input space (Best Combination Technique), Simple Committee Technique and Minimum Variance Committee Technique were verified with hypothesis testing. The transformed input spaces were also shown to improve outlier detection and to improve k-Nearest Neighbor performance when predicting dynamic emissions with steady-state training data. An unexpected finding was that the benefits of input space transformation were unaffected by changes in the hardware or the calibration of the underlying GT-Power model.