956 resultados para stock order flow model
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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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Pós-graduação em Química - IQ
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Pós-graduação em Ciência da Informação - FFC
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We report the results from the temporal and spectral analysis of an XMMNewton observation of Nova Centauri 1986 (V842 Cen). We detect a period at 3.51 +/- 0.4 h in the EPIC data and at 4.0 +/- 0.8 h in the Optical Monitor (OM) data. The X-ray spectrum is consistent with the emission from an absorbed thin thermal plasma with a temperature distribution given by an isobaric cooling flow. The maximum temperature of the cooling flow model is keV. Such a high temperature can be reached in a shocked region and, given the periodicity detected, most likely arises in a magnetically channelled accretion flow characteristic of intermediate polars. The pulsed fraction of the 3.51-h modulation decreases with energy as observed in the X-ray light curves of magnetic cataclysmic variables, possibly due either to occultation of the accretion column by the white dwarf body or phase-dependent to absorption. We do not find the 57-s white dwarf spin period, with a pulse amplitude of 4 mmag, reported by Woudt et al. in either the OM data, which are sensitive to pulse amplitudes ?0.03 mag, or the EPIC data, sensitive to pulse fractions p? 14 +/- 2 per cent.
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Synthetic ZrO2 center dot nH(2)O was used for phosphate removal from aqueous solution. The optimum adsorbent dose obtained for phosphate adsorption on to hydrous zirconium oxide was 0.1 g. The kinetic process was described very well by a pseudo-second-order rate model. The phosphate adsorption tended to increase with the decrease in pH. The adsorption capacity increased from 61 to 66 mg g(-1) when the temperature was increased from 298 to 338 K. A phosphate desorption of approximately 74% was obtained using water at pH 12.
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In a previous work, succinylated sugarcane bagasse (SCB 2) was prepared from sugarcane bagasse (B) using succinic anhydride as modifying agent. In this work the adsorption of cationic dyes onto SCB 2 from aqueous solutions was investigated. Methylene blue, MB, and gentian violet, GV, were selected as adsorbates. The capacity of SCB 2 to adsorb MB and GV from aqueous single dye solutions was evaluated at different contact times, pH, and initial adsorbent concentration. According to the obtained results, the adsorption processes could be described by the pseudo-second-order kinetic model. Adsorption isotherms were well fitted by Langmuir model. Maximum adsorption capacities for MB and GV onto SCB 2 were found to be 478.5 and 1273.2 mg/g, respectively. (C) 2011 Elsevier Ltd. All rights reserved.
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The assessment of the thermal process impact in terms of food safety and quality is of great importance for process evaluation and design. This can be accomplished from the analysis of the residence time and temperature distributions coupled with the kinetics of thermal change, or from the use of a proper time-temperature integrator (TTI) as indicator of safety and quality. The objective of this work was to develop and test enzymic TTIs with rapid detection for the evaluation of continuous HTST pasteurization processes (70-85 degrees C, 10-60 s) of low-viscosity liquid foods, such as milk and juices. Enzymes peroxidase, lactoperoxidase and alkaline phosphatase in phosphate buffer were tested and activity was determined with commercial reflectometric strips. Discontinuous thermal treatments at various time-temperature combinations were performed in order to adjust a first order kinetic model of a two-component system. The measured time-temperature history was considered instead of assuming isothermal conditions. Experiments with slow heating and cooling were used to validate the adjusted model. Only the alkaline phosphatase TTI showed potential to be used for the evaluation of pasteurization processes. The choice was based on the obtained z-values of the thermostable and thermolabile fractions, on the cost and on the validation tests. (C) 2012 Elsevier Ltd. All rights reserved.
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Nitrogen removal coupled with sulfide oxidation has potential for the treatment of effluents from anaerobic reactors because they contain sulfide, which can be used as an endogenous electron donor for denitrification. This work evaluated the intrinsic kinetics of sulfide-oxidizing autotrophic denitrification via nitrate and nitrite in systems containing attached cells. Differential reactors were fed with nitrified synthetic domestic sewage and different sulfide concentrations. The intrinsic kinetic parameters of nitrogen removal were determined when the mass transfer resistance was negligible. This bioprocess could be described by a half-order kinetic model for biofilms. The half-order kinetic coefficients ranged from 0.425 to 0.658 mg N-1/2 L-1/2 h(-1) for denitrification via nitrite and from 0.190 to 0.609 mg N-1/2 L-1/2 h(-1) for denitrification via nitrate. In this latter, the lower value was due to the use of electrons donated from intermediary sulfur compounds whose formation and subsequent consumption were detected. (C) 2011 Elsevier Ltd. All rights reserved.
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Structural properties of model membranes, such as lipid vesicles, may be investigated through the addition of fluorescent probes. After incorporation, the fluorescent molecules are excited with linearly polarized light and the fluorescence emission is depolarized due to translational as well as rotational diffusion during the lifetime of the excited state. The monitoring of emitted light is undertaken through the technique of time-resolved fluorescence: the intensity of the emitted light informs on fluorescence decay times, and the decay of the components of the emitted light yield rotational correlation times which inform on the fluidity of the medium. The fluorescent molecule DPH, of uniaxial symmetry, is rather hydrophobic and has collinear transition and emission moments. It has been used frequently as a probe for the monitoring of the fluidity of the lipid bilayer along the phase transition of the chains. The interpretation of experimental data requires models for localization of fluorescent molecules as well as for possible restrictions on their movement. In this study, we develop calculations for two models for uniaxial diffusion of fluorescent molecules, such as DPH, suggested in several articles in the literature. A zeroth order test model consists of a free randomly rotating dipole in a homogeneous solution, and serves as the basis for the study of the diffusion of models in anisotropic media. In the second model, we consider random rotations of emitting dipoles distributed within cones with their axes perpendicular to the vesicle spherical geometry. In the third model, the dipole rotates in the plane of the of bilayer spherical geometry, within a movement that might occur between the monolayers forming the bilayer. For each of the models analysed, two methods are used by us in order to analyse the rotational diffusion: (I) solution of the corresponding rotational diffusion equation for a single molecule, taking into account the boundary conditions imposed by the models, for the probability of the fluorescent molecule to be found with a given configuration at time t. Considering the distribution of molecules in the geometry proposed, we obtain the analytical expression for the fluorescence anisotropy, except for the cone geometry, for which the solution is obtained numerically; (II) numerical simulations of a restricted rotational random walk in the two geometries corresponding to the two models. The latter method may be very useful in the cases of low-symmetry geometries or of composed geometries.
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Study IReal Wage Determination in the Swedish Engineering Industry This study uses the monopoly union model to examine the determination of real wages and in particular the effects of active labour market programmes (ALMPs) on real wages in the engineering industry. Quarterly data for the period 1970:1 to 1996:4 are used in a cointegration framework, utilising the Johansen's maximum likelihood procedure. On a basis of the Johansen (trace) test results, vector error correction (VEC) models are created in order to model the determination of real wages in the engineering industry. The estimation results support the presence of a long-run wage-raising effect to rises in the labour productivity, in the tax wedge, in the alternative real consumer wage and in real UI benefits. The estimation results also support the presence of a long-run wage-raising effect due to positive changes in the participation rates regarding ALMPs, relief jobs and labour market training. This could be interpreted as meaning that the possibility of being a participant in an ALMP increases the utility for workers of not being employed in the industry, which in turn could increase real wages in the industry in the long run. Finally, the estimation results show evidence of a long-run wage-reducing effect due to positive changes in the unemployment rate. Study IIIntersectoral Wage Linkages in Sweden The purpose of this study is to investigate whether the wage-setting in certain sectors of the Swedish economy affects the wage-setting in other sectors. The theoretical background is the Scandinavian model of inflation, which states that the wage-setting in the sectors exposed to international competition affects the wage-setting in the sheltered sectors of the economy. The Johansen maximum likelihood cointegration approach is applied to quarterly data on Swedish sector wages for the period 1980:1–2002:2. Different vector error correction (VEC) models are created, based on assumptions as to which sectors are exposed to international competition and which are not. The adaptability of wages between sectors is then tested by imposing restrictions on the estimated VEC models. Finally, Granger causality tests are performed in the different restricted/unrestricted VEC models to test for sector wage leadership. The empirical results indicate considerable adaptability in wages as between manufacturing, construction, the wholesale and retail trade, the central government sector and the municipalities and county councils sector. This is consistent with the assumptions of the Scandinavian model. Further, the empirical results indicate a low level of adaptability in wages as between the financial sector and manufacturing, and between the financial sector and the two public sectors. The Granger causality tests provide strong evidence for the presence of intersectoral wage causality, but no evidence of a wage-leading role in line with the assumptions of the Scandinavian model for any of the sectors. Study IIIWage and Price Determination in the Private Sector in Sweden The purpose of this study is to analyse wage and price determination in the private sector in Sweden during the period 1980–2003. The theoretical background is a variant of the “Imperfect competition model of inflation”, which assumes imperfect competition in the labour and product markets. According to the model wages and prices are determined as a result of a “battle of mark-ups” between trade unions and firms. The Johansen maximum likelihood cointegration approach is applied to quarterly Swedish data on consumer prices, import prices, private-sector nominal wages, private-sector labour productivity and the total unemployment rate for the period 1980:1–2003:3. The chosen cointegration rank of the estimated vector error correction (VEC) model is two. Thus, two cointegration relations are assumed: one for private-sector nominal wage determination and one for consumer price determination. The estimation results indicate that an increase of consumer prices by one per cent lifts private-sector nominal wages by 0.8 per cent. Furthermore, an increase of private-sector nominal wages by one per cent increases consumer prices by one per cent. An increase of one percentage point in the total unemployment rate reduces private-sector nominal wages by about 4.5 per cent. The long-run effects of private-sector labour productivity and import prices on consumer prices are about –1.2 and 0.3 per cent, respectively. The Rehnberg agreement during 1991–92 and the monetary policy shift in 1993 affected the determination of private-sector nominal wages, private-sector labour productivity, import prices and the total unemployment rate. The “offensive” devaluation of the Swedish krona by 16 per cent in 1982:4, and the start of a floating Swedish krona and the substantial depreciation of the krona at this time affected the determination of import prices.
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[EN] Groundwater chemistry in La Aldea aquifer (Gran Canaria, Canary Islands) shows high contents of chloride and nitrate ions. The salinization process has been modelled using the geochemical data, taking into account the results of a previous flow model. The results allow to identify the salinity of the recharge from the rainfall under aridity conditions and the irrigation returns like the main causes of the groundwater salinization.
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La gestione delle risorse idriche è una questione fondamentale da affrontare alla luce di problemi sempre più attuali quali la scarsità della risorsa in determinati periodi dell’anno e la tutela dei corpi idrici rispetto ad approvvigionamenti che ne possano intaccare il naturale equilibrio. In effetti, gli ultimi anni sono stati caratterizzati da episodi di magra piuttosto rilevanti e con pochi paragoni nell’intero novecento...
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This artwork reports on two different projects that were carried out during the three years of Doctor of the Philosophy course. In the first years a project regarding Capacitive Pressure Sensors Array for Aerodynamic Applications was developed in the Applied Aerodynamic research team of the Second Faculty of Engineering, University of Bologna, Forlì, Italy, and in collaboration with the ARCES laboratories of the same university. Capacitive pressure sensors were designed and fabricated, investigating theoretically and experimentally the sensor’s mechanical and electrical behaviours by means of finite elements method simulations and by means of wind tunnel tests. During the design phase, the sensor figures of merit are considered and evaluated for specific aerodynamic applications. The aim of this work is the production of low cost MEMS-alternative devices suitable for a sensor network to be implemented in air data system. The last two year was dedicated to a project regarding Wireless Pressure Sensor Network for Nautical Applications. Aim of the developed sensor network is to sense the weak pressure field acting on the sail plan of a full batten sail by means of instrumented battens, providing a real time differential pressure map over the entire sail surface. The wireless sensor network and the sensing unit were designed, fabricated and tested in the faculty laboratories. A static non-linear coupled mechanical-electrostatic simulation, has been developed to predict the pressure versus capacitance static characteristic suitable for the transduction process and to tune the geometry of the transducer to reach the required resolution, sensitivity and time response in the appropriate full scale pressure input A time dependent viscoelastic error model has been inferred and developed by means of experimental data in order to model, predict and reduce the inaccuracy bound due to the viscolelastic phenomena affecting the Mylar® polyester film used for the sensor diaphragm. The development of the two above mentioned subjects are strictly related but presently separately in this artwork.
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This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.