948 resultados para Random Coefficient Autoregressive Model{ RCAR (1)}


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Knowledge of the radiochemical purity of radiopharmaceuticals is mandatory and can be evaluated by several methods and techniques. Planar chromatography is the technique normally employed in nuclear medicine since it is simple, rapid and usually of low cost. There is no standard system for the chromatographic technique, but price, separation efficiency and short time for execution must be considered. We have studied an alternative system using common chromatographic stationary phase and alcohol or alcohol:chloroform mixtures as the mobile phase, using the lipophilic radiopharmaceutical [99mTc(MIBI)6]+ as a model. Whatman 1 modified phase paper and absolute ethanol, Whatman 1 paper and methanol:chloroform (25:75), Whatman 3MM paper and ethanol:chloroform (25:75), and the more expensive ITLC-SG and 1-propanol:chloroform (10:90) were suitable systems for the direct determination of radiochemical purity of [99mTc(MIBI)6]+ since impurities such as99mTc-reduced-hydrolyzed (RH),99mTcO4- and [99mTc(cysteine)2]-complex were completely separated from the radiopharmaceutical, which moved toward the front of chromatographic systems while impurities were retained at the origin. The time required for analysis was 4 to 15 min, which is appropriate for nuclear medicine routines.

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This master thesis presents a study on the requisite cooling of an activated sludge process in paper and pulp industry. The energy consumption of paper and pulp industry and it’s wastewater treatment plant in particular is relatively high. It is therefore useful to understand the wastewater treatment process of such industries. The activated sludge process is a biological mechanism which degrades carbonaceous compounds that are present in waste. The modified activated sludge model constructed here aims to imitate the bio-kinetics of an activated sludge process. However, due to the complicated non-linear behavior of the biological process, modelling this system is laborious and intriguing. We attempt to find a system solution first using steady-state modelling of Activated Sludge Model number 1 (ASM1), approached by Euler’s method and an ordinary differential equation solver. Furthermore, an enthalpy study of paper and pulp industry’s vital pollutants was carried out and applied to revise the temperature shift over a period of time to formulate the operation of cooling water. This finding will lead to a forecast of the plant process execution in a cost-effective manner and management of effluent efficiency. The final stage of the thesis was achieved by optimizing the steady state of ASM1.

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We propose methods for testing hypotheses of non-causality at various horizons, as defined in Dufour and Renault (1998, Econometrica). We study in detail the case of VAR models and we propose linear methods based on running vector autoregressions at different horizons. While the hypotheses considered are nonlinear, the proposed methods only require linear regression techniques as well as standard Gaussian asymptotic distributional theory. Bootstrap procedures are also considered. For the case of integrated processes, we propose extended regression methods that avoid nonstandard asymptotics. The methods are applied to a VAR model of the U.S. economy.

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This paper presents gamma stochastic volatility models and investigates its distributional and time series properties. The parameter estimators obtained by the method of moments are shown analytically to be consistent and asymptotically normal. The simulation results indicate that the estimators behave well. The insample analysis shows that return models with gamma autoregressive stochastic volatility processes capture the leptokurtic nature of return distributions and the slowly decaying autocorrelation functions of squared stock index returns for the USA and UK. In comparison with GARCH and EGARCH models, the gamma autoregressive model picks up the persistence in volatility for the US and UK index returns but not the volatility persistence for the Canadian and Japanese index returns. The out-of-sample analysis indicates that the gamma autoregressive model has a superior volatility forecasting performance compared to GARCH and EGARCH models.

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The thesis has covered various aspects of modeling and analysis of finite mean time series with symmetric stable distributed innovations. Time series analysis based on Box and Jenkins methods are the most popular approaches where the models are linear and errors are Gaussian. We highlighted the limitations of classical time series analysis tools and explored some generalized tools and organized the approach parallel to the classical set up. In the present thesis we mainly studied the estimation and prediction of signal plus noise model. Here we assumed the signal and noise follow some models with symmetric stable innovations.We start the thesis with some motivating examples and application areas of alpha stable time series models. Classical time series analysis and corresponding theories based on finite variance models are extensively discussed in second chapter. We also surveyed the existing theories and methods correspond to infinite variance models in the same chapter. We present a linear filtering method for computing the filter weights assigned to the observation for estimating unobserved signal under general noisy environment in third chapter. Here we consider both the signal and the noise as stationary processes with infinite variance innovations. We derived semi infinite, double infinite and asymmetric signal extraction filters based on minimum dispersion criteria. Finite length filters based on Kalman-Levy filters are developed and identified the pattern of the filter weights. Simulation studies show that the proposed methods are competent enough in signal extraction for processes with infinite variance.Parameter estimation of autoregressive signals observed in a symmetric stable noise environment is discussed in fourth chapter. Here we used higher order Yule-Walker type estimation using auto-covariation function and exemplify the methods by simulation and application to Sea surface temperature data. We increased the number of Yule-Walker equations and proposed a ordinary least square estimate to the autoregressive parameters. Singularity problem of the auto-covariation matrix is addressed and derived a modified version of the Generalized Yule-Walker method using singular value decomposition.In fifth chapter of the thesis we introduced partial covariation function as a tool for stable time series analysis where covariance or partial covariance is ill defined. Asymptotic results of the partial auto-covariation is studied and its application in model identification of stable auto-regressive models are discussed. We generalize the Durbin-Levinson algorithm to include infinite variance models in terms of partial auto-covariation function and introduce a new information criteria for consistent order estimation of stable autoregressive model.In chapter six we explore the application of the techniques discussed in the previous chapter in signal processing. Frequency estimation of sinusoidal signal observed in symmetric stable noisy environment is discussed in this context. Here we introduced a parametric spectrum analysis and frequency estimate using power transfer function. Estimate of the power transfer function is obtained using the modified generalized Yule-Walker approach. Another important problem in statistical signal processing is to identify the number of sinusoidal components in an observed signal. We used a modified version of the proposed information criteria for this purpose.

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This work presents an analysis of hysteresis and dissipation in quasistatically driven disordered systems. The study is based on the random field Ising model with fluctuationless dynamics. It enables us to sort out the fraction of the energy input by the driving field stored in the system and the fraction dissipated in every step of the transformation. The dissipation is directly related to the occurrence of avalanches, and does not scale with the size of Barkhausen magnetization jumps. In addition, the change in magnetic field between avalanches provides a measure of the energy barriers between consecutive metastable states

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Solid waste generation is a natural consequence of human activity and is increasing along with population growth, urbanization and industrialization. Improper disposal of the huge amount of solid waste seriously affects the environment and contributes to climate change by the release of greenhouse gases. Practicing anaerobic digestion (AD) for the organic fraction of municipal solid waste (OFMSW) can reduce emissions to environment and thereby alleviate the environmental problems together with production of biogas, an energy source, and digestate, a soil amendment. The amenability of substrate for biogasification varies from substrate to substrate and different environmental and operating conditions such as pH, temperature, type and quality of substrate, mixing, retention time etc. Therefore, the purpose of this research work is to develop feasible semi-dry anaerobic digestion process for the treatment of OFMSW from Kerala, India for potential energy recovery and sustainable waste management. This study was carried out in three phases in order to reach the research purpose. In the first phase, batch study of anaerobic digestion of OFMSW was carried out for 100 days at 32°C (mesophilic digestion) for varying substrate concentrations. The aim of this study was to obtain the optimal conditions for biogas production using response surface methodology (RSM). The parameters studied were initial pH, substrate concentration and total organic carbon (TOC). The experimental results showed that the linear model terms of initial pH and substrate concentration and the quadratic model terms of the substrate concentration and TOC had significant individual effect (p < 0.05) on biogas yield. However, there was no interactive effect between these variables (p > 0.05). The optimum conditions for maximizing the biogas yield were a substrate concentration of 99 g/l, an initial pH of 6.5 and TOC of 20.32 g/l. AD of OFMSW with optimized substrate concentration of 99 g/l [Total Solid (TS)-10.5%] is a semi-dry digestion system .Under the optimized condition, the maximum biogas yield was 53.4 L/kg VS (volatile solid).. In the second phase, semi-dry anaerobic digestion of organic solid wastes was conducted for 45 days in a lab-scale batch experiment for substrate concentration of 100 g/l (TS-11.2%) for investigating the start-up performances under thermophilic condition (50°C). The performance of the reactor was evaluated by measuring the daily biogas production and calculating the degradation of total solids and the total volatile solids. The biogas yield at the end of the digestion was 52.9 L/kg VS for the substrate concentration of 100 g/l. About 66.7% of volatile solid degradation was obtained during the digestion. A first order model based on the availability of substrate as the limiting factor was used to perform the kinetic studies of batch anaerobic digestion system. The value of reaction rate constant, k, obtained was 0.0249 day-1. A laboratory bench scale reactor with a capacity of 36.8 litres was designed and fabricated to carry out the continuous anaerobic digestion of OFMSW in the third phase. The purpose of this study was to evaluate the performance of the digester at total solid concentration of 12% (semi-dry) under mesophlic condition (32°C). The digester was operated with different organic loading rates (OLRs) and constant retention time. The performance of the reactor was evaluated using parameters such as pH, volatile fatty acid (VFA), alkalinity, chemical oxygen demand (COD), TOC and ammonia-N as well as biogas yield. During the reactor’s start-up period, the process is stable and there is no inhibition occurred and the average biogas production was 14.7 L/day. The reactor was fed in continuous mode with different OLRs (3.1,4.2 and 5.65 kg VS/m3/d) at constant retention time of 30 days. The highest volatile solid degradation of 65.9%, with specific biogas production of 368 L/kg VS fed was achieved with OLR of 3.1 kg VS/m3/d. Modelling and simulation of anaerobic digestion of OFMSW in continuous operation is done using adapted Anaerobic Digestion Model No 1 (ADM1).The proposed model, which has 34 dynamic state variables, considers both biochemical and physicochemical processes and contains several inhibition factors including three gas components. The number of processes considered is 28. The model is implemented in Matlab® version 7.11.0.584(R2010b). The model based on adapted ADM1 was tested to simulate the behaviour of a bioreactor for the mesophilic anaerobic digestion of OFMSW at OLR of 3.1 kg VS/m3/d. ADM1 showed acceptable simulating results.

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El proyecto de investigación que se trabaja centra su atención en la siguiente cuestión: determinar un instrumento de recolección que permita identificar cuáles son las competencias que caracterizan a los emprendedores bogotanos creadores de empresas de rápido crecimiento. La presente es una investigación cualitativa que busca la mejor manera de preparar a los futuros emprendedores desde la educación superior. Si se conocen las competencias que acompañan al emprendedor se puede comprender mejor su capacidad de crear empresa y así buscar una mejor manera de preparar a los futuros emprendedores. Esto es importante para la economía de un país en general, máxime cuando se dan situaciones de depresión económica como el desempleo que se vive en la actualidad. “La creación y el desarrollo de nuevas empresas contribuye decisivamente a lograr el deseado bienestar para la sociedad, dado que permite incrementar el nivel de empleo, impulsar la innovación y mejorar la competitividad” (Acs, Audretch, & Braunerhjelm, 2006, pág. 83). La investigación abarca la búsqueda de competencias a nivel mundial basándose en estudios realizados por diferentes autores (Alles, Durán, Goleman, Shipmann, Varela, Boyatsis, Mc. Clelland y Blancero). El objetivo es desarrollar un instrumento que permita recolectar información de emprendedores bogotanos exitosos, con base en la clasificación de competencias que se realice a lo largo de la investigación.

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This article describes the development and evaluation of the U.K.’s new High-Resolution Global Environmental Model (HiGEM), which is based on the latest climate configuration of the Met Office Unified Model, known as the Hadley Centre Global Environmental Model, version 1 (HadGEM1). In HiGEM, the horizontal resolution has been increased to 0.83° latitude × 1.25° longitude for the atmosphere, and 1/3° × 1/3° globally for the ocean. Multidecadal integrations of HiGEM, and the lower-resolution HadGEM, are used to explore the impact of resolution on the fidelity of climate simulations. Generally, SST errors are reduced in HiGEM. Cold SST errors associated with the path of the North Atlantic drift improve, and warm SST errors are reduced in upwelling stratocumulus regions where the simulation of low-level cloud is better at higher resolution. The ocean model in HiGEM allows ocean eddies to be partially resolved, which dramatically improves the representation of sea surface height variability. In the Southern Ocean, most of the heat transports in HiGEM is achieved by resolved eddy motions, which replaces the parameterized eddy heat transport in the lower-resolution model. HiGEM is also able to more realistically simulate small-scale features in the wind stress curl around islands and oceanic SST fronts, which may have implications for oceanic upwelling and ocean biology. Higher resolution in both the atmosphere and the ocean allows coupling to occur on small spatial scales. In particular, the small-scale interaction recently seen in satellite imagery between the atmosphere and tropical instability waves in the tropical Pacific Ocean is realistically captured in HiGEM. Tropical instability waves play a role in improving the simulation of the mean state of the tropical Pacific, which has important implications for climate variability. In particular, all aspects of the simulation of ENSO (spatial patterns, the time scales at which ENSO occurs, and global teleconnections) are much improved in HiGEM.

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A new model, RothPC-1, is described for the turnover of organic C in the top metre of soil. RothPC-1 is a version of RothC-26.3, an earlier model for the turnover of C in topsoils. In RothPC-1 two extra parameters are used to model turnover in the top metre of soil: one, p, which moves organic C down the profile by an advective process, and the other, s, which slows decomposition with depth. RothPC-1 is parameterized and tested using measurements (described in Part 1, this issue) of total organic C and radiocarbon on soil profiles from the Rothamsted long-term field experiments, collected over a period of more than 100 years. RothPC-1 gives fits to measurements of organic C and radiocarbon in the 0-23, 23-46, 46-69 and 69-92 cm layers of soil that are almost all within (or close to) measurement error in two areas of regenerating woodland (Geescroft and Broadbalk Wildernesses) and an area of cultivated land from the Broadbalk Continuous Wheat Experiment. The fits to old grassland (the Park Grass Experiment) are less close. Two other sites that provide the requisite pre- and post-bomb data are also fitted; a prairie Chernozem from Russia and an annual grassland from California. Roth-PC-1 gives a close fit to measurements of organic C and radiocarbon down the Chernozem profile, provided that allowance is made for soil age; with the annual grassland the fit is acceptable in the upper part of the profile, but not in the clay-rich Bt horizon below. Calculations suggest that treating the top metre of soil as a homogeneous unit will greatly overestimate the effects of global warming in accelerating the decomposition of soil C and hence on the enhanced release of CO2 from soil organic matter; more realistic estimates will be obtained from multi-layer models such as RothPC-1.

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Time series of transports in the Agulhas region have been constructed by simulating Lagrangian drifter trajectories in a 1/10 degree two-way nested ocean model. Using these 34 year long time series it is shown that smaller (larger) Agulhas Current transport leads to larger (smaller) Indian-Atlantic inter-ocean exchange. When transport is low, the Agulhas Current detaches farther downstream from the African continental slope. Moreover, the lower inertia suppresses generation of anti-cyclonic vorticity. These two effects cause the Agulhas retroflection to move westward and enhance Agulhas leakage. In the model a 1 Sv decrease in Agulhas Current transport at 32°S results in a 0.7 ± 0.2 Sv increase in Agulhas leakage.

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We used two-dimensional difference gel electrophoresis to determine early changes in the stress-response pathways that precede focal adhesion disorganization linked to the onset of apoptosis of renal epithelial cells. Treatment of LLC-PK1 cells with the model nephrotoxicant 1,2-(dichlorovinyl)-L-cysteine (DCVC) resulted in a >1.5-fold up- and down-regulation of 14 and 9 proteins, respectively, preceding the onset of apoptosis. Proteins included those involved in metabolism, i.e. aconitase and pyruvate dehydrogenase, and those related to stress responses and cytoskeletal reorganization, i.e. cofilin, Hsp27, and alpha-b-crystallin. The most prominent changes were found for Hsp27, which was related to a pI shift in association with an altered phosphorylation status of serine residue 82. Although both p38 and JNK were activated by DCVC, only inhibition of p38 with SB203580 reduced Hsp27 phosphorylation, which was associated with accelerated reorganization of focal adhesions, cell detachment, and apoptosis. In contrast, inhibition of JNK with SP600125 maintained cell adhesion as well as protection against apoptosis. Active JNK co-localized at focal adhesions after DCVC treatment in a FAK-dependent manner. Inhibition of active JNK localization at focal adhesions did not prevent DCVC-induced phosphorylation of Hsp27. Overexpression of a phosphorylation-defective mutant Hsp27 acted as a dominant negative and accelerated the DCVC-induced changes in the focal adhesions as well as the onset of apoptosis. Our data fit a model whereby early p38 activation results in a rapid phosphorylation of Hsp27, a requirement for proper maintenance of cell adhesion, thus suppressing renal epithelial cell apoptosis.

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We used two-dimensional difference gel electrophoresis to determine early changes in the stress-response pathways that precede focal adhesion disorganization linked to the onset of apoptosis of renal epithelial cells. Treatment of LLC-PK1 cells with the model nephrotoxicant 1,2-(dichlorovinyl)-L-cysteine ( DCVC) resulted in a > 1.5-fold up- and down-regulation of 14 and 9 proteins, respectively, preceding the onset of apoptosis. Proteins included those involved in metabolism, i.e. aconitase and pyruvate dehydrogenase, and those related to stress responses and cytoskeletal reorganization, i.e. cofilin, Hsp27, and alpha-b-crystallin. The most prominent changes were found for Hsp27, which was related to a pI shift in association with an altered phosphorylation status of serine residue 82. Although both p38 and JNK were activated by DCVC, only inhibition of p38 with SB203580 reduced Hsp27 phosphorylation, which was associated with accelerated reorganization of focal adhesions, cell detachment, and apoptosis. In contrast, inhibition of JNK with SP600125 maintained cell adhesion as well as protection against apoptosis. Active JNK co-localized at focal adhesions after DCVC treatment in a FAK-dependent manner. Inhibition of active JNK localization at focal adhesions did not prevent DCVC-induced phosphorylation of Hsp27. Overexpression of a phosphorylation-defective mutant Hsp27 acted as a dominant negative and accelerated the DCVC-induced changes in the focal adhesions as well as the onset of apoptosis. Our data fit a model whereby early p38 activation results in a rapid phosphorylation of Hsp27, a requirement for proper maintenance of cell adhesion, thus suppressing renal epithelial cell apoptosis.

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A relatively simple, selective, precise and accurate high performance liquid chromatography (HPLC) method based on a reaction of phenylisothiocyanate (PITC) with glucosamine (GL) in alkaline media was developed and validated to determine glucosamine hydrochloride permeating through human skin in vitro. It is usually problematic to develop an accurate assay for chemicals traversing skin because the excellent barrier properties of the tissue ensure that only low amounts of the material pass through the membrane and skin components may leach out of the tissue to interfere with the analysis. In addition, in the case of glucosamine hydrochloride, chemical instability adds further complexity to assay development. The assay, utilising the PITC-GL reaction was refined by optimizing the reaction temperature, reaction time and PITC concentration. The reaction produces a phenylthiocarbarnyl-glucosamine (PTC-GL) adduct which was separated on a reverse-phase (RP) column packed with 5 mu m ODS (C-18) Hypersil particles using a diode array detector (DAD) at 245 nm. The mobile phase was methanol-water-glacial acetic acid (10:89.96:0.04 v/v/v, pH 3.5) delivered to the column at 1 ml min(-1) and the column temperature was maintained at 30 degrees C Using a saturated aqueous solution of glucosamine hydrochloride, in vitro permeation studies were performed at 32 +/- 1 degrees C over 48 h using human epidermal membranes prepared by a heat separation method and mounted in Franz-type diffusion cells with a diffusional area 2.15 +/- 0.1 cm(2). The optimum derivatisation reaction conditions for reaction temperature, reaction time and PITC concentration were found to be 80 degrees C, 30 min and 1 % v/v, respectively. PTC-Gal and GL adducts eluted at 8.9 and 9.7 min, respectively. The detector response was found to be linear in the concentration range 0-1000 mu g ml(-1). The assay was robust with intra- and inter-day precisions (described as a percentage of relative standard deviation, %R.S.D.) < 12. Intra- and inter-day accuracy (as a percentage of the relative error, %RE) was <=-5.60 and <=-8.00, respectively. Using this assay, it was found that GL-HCI permeates through human skin with a flux 1.497 +/- 0.42 mu g cm(-2) h(-1), a permeability coefficient of 5.66 +/- 1.6 x 10(-6) cm h(-1) and with a lag time of 10.9 +/- 4.6 h. (c) 2005 Elsevier B.V. All rights reserved.

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Crystal structure determination of adducts of sparteine and PhLi, (-)-sparteine and PhOLi and of sparteine and PhLi/PhOLi reveal a four-membered ring with two lithium centers, each capped by a (-)-sparteine ligand, as central motif of all structure. Quantum-chemical calculations show that the mixed aggregate [PhLi center dot PhOLi center dot 2(-)-sparteine] is energetically more favorable than the model system {1/2[PhLi center dot(-)-sparteine](2) + 1/2[PhOLi center dot(-)-sparteine](2)}.