Projeção da dinâmica da floresta natural de Terra-firme, região de Manaus-AM, com o uso da cadeia de transição probabilística de Markov

Os fatores que envolvem os processos da dinâmica da floresta influenciam a sua biodiversidade e, portanto, a qualidade da floresta. A definição de estratégias que envolve a proteção e o uso adequado da floresta manejada e a recuperação de áreas já degradadas tornam-se possível com o estudo da estrutura e dinâmica da floresta primária por meio de informações como a mortalidade, o recrutamento e a permanência das árvores no sistema florestal. Este trabalho teve como objetivo avaliar a dinâmica de uma floresta não perturbada e fazer projeções da dinâmica florestal usando a matriz de transição probabilística (Cadeia de Markov). As taxas de recrutamento, mortalidade e incremento foram determinadas a partir de inventários florestais realizados em dois transectos, nos sentidos Norte-Sul e Leste-Oeste (20 x 2500 m cada, totalizando 10 ha), localizados no km 50 da BR 174, na estrada vicinal ZF-2, Manaus/AM, nos anos de 2000 e 2004. A floresta acumulou 8,34 t.ha-1.ano-1 de biomassa fresca acima do solo. De acordo com projeção para 2008, o número total de árvores diminuirá em 2,67% (de 5987 indivíduos (2004) para 5827 (2008)) e a mortalidade será 15% maior (de 264 (2004) para 311 (2008)). O teste Qui-quadrado mostrou que não há diferença significativa (1% de probabilidade) entre as informações coletadas e projetadas. Esses resultados permitem concluir que a Cadeia de Markov é um eficiente instrumento para projetar a dinâmica da floresta natural, contribuindo para o planejamento em curto prazo das atividades que utilizam os recursos florestais.

Discrete time Non-homogeneous Semi-Markov Processes applied to Models for Disability Insurance

In this paper, we present a stochastic model for disability insurance contracts. The model is based on a discrete time non-homogeneous semi-Markov process (DTNHSMP) to which the backward recurrence time process is introduced. This permits a more exhaustive study of disability evolution and a more efficient approach to the duration problem. The use of semi-Markov reward processes facilitates the possibility of deriving equations of the prospective and retrospective mathematical reserves. The model is applied to a sample of contracts drawn at random from a mutual insurance company.

Markov chain montecarlo method applied to rounding zeros of compositional data: first approach

As stated in Aitchison (1986), a proper study of relative variation in a compositional data set should be based on logratios, and dealing with logratios excludes dealing with zeros. Nevertheless, it is clear that zero observations might be present in real data sets, either because the corresponding part is completelyabsent –essential zeros– or because it is below detection limit –rounded zeros. Because the second kind of zeros is usually understood as “a trace too small to measure”, it seems reasonable to replace them by a suitable small value, and this has been the traditional approach. As stated, e.g. by Tauber (1999) and byMartín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000), the principal problem in compositional data analysis is related to rounded zeros. One should be careful to use a replacement strategy that does not seriously distort the general structure of the data. In particular, the covariance structure of the involvedparts –and thus the metric properties– should be preserved, as otherwise further analysis on subpopulations could be misleading. Following this point of view, a non-parametric imputation method isintroduced in Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000). This method is analyzed in depth by Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2003) where it is shown that thetheoretical drawbacks of the additive zero replacement method proposed in Aitchison (1986) can be overcome using a new multiplicative approach on the non-zero parts of a composition. The new approachhas reasonable properties from a compositional point of view. In particular, it is “natural” in the sense thatit recovers the “true” composition if replacement values are identical to the missing values, and it is coherent with the basic operations on the simplex. This coherence implies that the covariance structure of subcompositions with no zeros is preserved. As a generalization of the multiplicative replacement, in thesame paper a substitution method for missing values on compositional data sets is introduced

Stochastic processes induced by dichotomous markov noise: Some exact dynamical results

Stochastic processes defined by a general Langevin equation of motion where the noise is the non-Gaussian dichotomous Markov noise are studied. A non-FokkerPlanck master differential equation is deduced for the probability density of these processes. Two different models are exactly solved. In the second one, a nonequilibrium bimodal distribution induced by the noise is observed for a critical value of its correlation time. Critical slowing down does not appear in this point but in another one.

On the inclusion of channel's time dependence in a hidden Markov model for blind channel estimation

In this paper, the theory of hidden Markov models (HMM) isapplied to the problem of blind (without training sequences) channel estimationand data detection. Within a HMM framework, the Baum–Welch(BW) identification algorithm is frequently used to find out maximum-likelihood (ML) estimates of the corresponding model. However, such a procedureassumes the model (i.e., the channel response) to be static throughoutthe observation sequence. By means of introducing a parametric model fortime-varying channel responses, a version of the algorithm, which is moreappropriate for mobile channels [time-dependent Baum-Welch (TDBW)] isderived. Aiming to compare algorithm behavior, a set of computer simulationsfor a GSM scenario is provided. Results indicate that, in comparisonto other Baum–Welch (BW) versions of the algorithm, the TDBW approachattains a remarkable enhancement in performance. For that purpose, onlya moderate increase in computational complexity is needed.

Markov chain montecarlo method applied to rounding zeros of compositional data: first approach

As stated in Aitchison (1986), a proper study of relative variation in a compositional data set should be based on logratios, and dealing with logratios excludes dealing with zeros. Nevertheless, it is clear that zero observations might be present in real data sets, either because the corresponding part is completely absent –essential zeros– or because it is below detection limit –rounded zeros. Because the second kind of zeros is usually understood as “a trace too small to measure”, it seems reasonable to replace them by a suitable small value, and this has been the traditional approach. As stated, e.g. by Tauber (1999) and by Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000), the principal problem in compositional data analysis is related to rounded zeros. One should be careful to use a replacement strategy that does not seriously distort the general structure of the data. In particular, the covariance structure of the involved parts –and thus the metric properties– should be preserved, as otherwise further analysis on subpopulations could be misleading. Following this point of view, a non-parametric imputation method is introduced in Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2000). This method is analyzed in depth by Martín-Fernández, Barceló-Vidal, and Pawlowsky-Glahn (2003) where it is shown that the theoretical drawbacks of the additive zero replacement method proposed in Aitchison (1986) can be overcome using a new multiplicative approach on the non-zero parts of a composition. The new approach has reasonable properties from a compositional point of view. In particular, it is “natural” in the sense that it recovers the “true” composition if replacement values are identical to the missing values, and it is coherent with the basic operations on the simplex. This coherence implies that the covariance structure of subcompositions with no zeros is preserved. As a generalization of the multiplicative replacement, in the same paper a substitution method for missing values on compositional data sets is introduced

Testing the Markov property with ultra high frequency financial data

This paper develops a framework to test whether discrete-valued irregularly-spaced financial transactions data follow a subordinated Markov process. For that purpose, we consider a specific optional sampling in which a continuous-time Markov process is observed only when it crosses some discrete level. This framework is convenient for it accommodates not only the irregular spacing of transactions data, but also price discreteness. Further, it turns out that, under such an observation rule, the current price duration is independent of previous price durations given the current price realization. A simple nonparametric test then follows by examining whether this conditional independence property holds. Finally, we investigate whether or not bid-ask spreads follow Markov processes using transactions data from the New York Stock Exchange. The motivation lies on the fact that asymmetric information models of market microstructures predict that the Markov property does not hold for the bid-ask spread. The results are mixed in the sense that the Markov assumption is rejected for three out of the five stocks we have analyzed.

Planejamento econômico de gráficos de controle X para monitoramento de processos autocorrelacionados

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Green-Markov models - new optimization strategies: a case study for user allocation in co-channel macro/femto networks

ABSTRACT: The femtocell concept aims to combine fixed-line broadband access with mobile telephony using the deployment of low-cost, low-power third and fourth generation base stations in the subscribers' homes. While the self-configuration of femtocells is a plus, it can limit the quality of service (QoS) for the users and reduce the efficiency of the network, based on outdated allocation parameters such as signal power level. To this end, this paper presents a proposal for optimized allocation of users on a co-channel macro-femto network, that enable self-configuration and public access, aiming to maximize the quality of service of applications and using more efficiently the available energy, seeking the concept of Green networking. Thus, when the user needs to connect to make a voice or a data call, the mobile phone has to decide which network to connect, using the information of number of connections, the QoS parameters (packet loss and throughput) and the signal power level of each network. For this purpose, the system is modeled as a Markov Decision Process, which is formulated to obtain an optimal policy that can be applied on the mobile phone. The policy created is flexible, allowing different analyzes, and adaptive to the specific characteristics defined by the telephone company. The results show that compared to traditional QoS approaches, the policy proposed here can improve energy efficiency by up to 10%.

Gráfico de controle modificado para processos com estruturas complexas de autocorrelação

This work proposes a modified control chart incorporating concepts of time series analysis. Specifically, we considerer Gaussian mixed transition distribution (GMTD) models. The GMTD models are a more general class than the autorregressive (AR) family, in the sense that the autocorrelated processes may present flat stretches, bursts or outliers. In this scenario traditional Shewhart charts are no longer appropriate tools to monitoring such processes. Therefore, Vasilopoulos and Stamboulis (1978) proposed a modified version of those charts, considering proper control limits based on autocorrelated processes. In order to evaluate the efficiency of the proposed technique a comparison with a traditional Shewhart chart (which ignores the autocorrelation structure of the process), a AR(1) Shewhart control chart and a GMTD Shewhart control chart was made. An analytical expression for the process variance, as well as control limits were developed for a particular GMTD model. The ARL was used as a criteria to measure the efficiency of control charts. The comparison was made based on a series generated according to a GMTD model. The results point to the direction that the modified Shewhart GMTD charts have a better performance than the AR(1) Shewhart and the traditional Shewhart.

Química Analítica de Processos

Process Analytical Chemistry (PAC) is an important and growing area in analytical chemistry, that has received little attention in academic centers devoted to the gathering of knowledge and to optimization of chemical processes. PAC is an area devoted to optimization and knowledge acquisition of chemical processes, to reducing costs and wastes and to making an important contribution to sustainable development. The main aim of this review is to present to the Brazilian community the development and state of the art of PAC, discussing concepts, analytical techniques currently employed in the industry and some applications.

Glutationa e enzimas relacionadas: papel biológico e importância em processos patológicos

Glutathione (GSH) and related enzymes are pivotal for the normal functioning of several important biological processes. In this review we discuss the biosynthesis and the catalytic cycles of glutathione as well as the major GSH-related enzymes. We also present how glutathione and enzymes are involved in cancer and the chromatographic and non-chromatographic methods used to analyze glutathione and/or its derivatives.

Processos naturais de biodegradação do petróleo em reservatórios

Petroleum biodegradation in reservoirs is a process caused by different microorganisms affecting many oil deposits which modifies the oil composition in a quasi-stepwise process starting from n-alkanes and isoprenoids through to diasteranes. This causes oil souring and increased viscosity, sulfur and metal content, having a direct impact on oil production and refining costs.

Atividade de extratos de Arrabidaea chica (Humb. & Bonpl.) Verlot obtidos por processos biotecnológicos sobre a proliferação de fibroblastos e células tumorais humanas

Arrabidaea chica (H&B) Verlot is a plant popularly known as Pariri and this species is a known source of anthocyanins, flavonoids and tannins. This report describes an approach involving enzymatic treatment prior to extraction procedures to enhance A chica crude extract anticancer activity. Anticancer activity in human cancer cell lines in vitro using a 48 h SRB cell viability assay was performed to determine growth inhibition and cytotoxic properties. The final extraction yield without enzyme treatment was higher (24.28%) compared to the enzyme-treated material (19.03%), with an enhanced aglycones anthocyanin ratio as determined by HPLC- DAD and LC-MS with direct infusion.

FORMAÇÕES DISCURSIVAS E PROCESSOS IDENTIFICATÓRIOS NA AQUISIÇÃO DE LÍNGUAS

This paper discusses theoretical results of the research project Linguistic Identity and Identification: A Study of Functions of Second Language in Enunciating Subject Constitution. Non-cognitive factors that have a crucial incidence in the degree of success and ways of accomplishment of second language acquisition process are focused. A transdisciplinary perspective is adopted, mobilising categories from Discourse Analysis and Psychoanalysis. The most relevant ones are: discursive formation, intradiscourse, interdiscourse, forgetting n° 1, forgetting n° 2 (Pêcheux, 1982), identity, identification (Freud, 1966; Lacan, 1977; Nasio, 1995). Revuz s views (1991) are discussed. Her main claim is that during the process of learning a foreign language, the foundations of psychical structure, and consequently first language, are required. After examining how nomination and predication processes work in first and second languages, components of identity and identification processes are focused on, in an attempt to show how second language acquisition strategies depend on them. It is stated that methodological affairs of language teaching, learner s explicit motivation and the like are subordinated to the comprehension of deeper non-cognitive factors that determine the accomplishment of the second language acquisition process. It is also pointed out that those factors are to be approached, questioning the bipolar biological-social conception of subjectivity in the study of language acquisition and use and including in the analysis symbolic and significant dimensions of the discourse constitution process.