Forecasting Brazilian inflation by its aggregate and disaggregated data: a test of predictive power by forecast horizon

This work aims to compare the forecast efficiency of different types of methodologies applied to Brazilian Consumer inflation (IPCA). We will compare forecasting models using disaggregated and aggregated data over twelve months ahead. The disaggregated models were estimated by SARIMA and will have different levels of disaggregation. Aggregated models will be estimated by time series techniques such as SARIMA, state-space structural models and Markov-switching. The forecasting accuracy comparison will be made by the selection model procedure known as Model Confidence Set and by Diebold-Mariano procedure. We were able to find evidence of forecast accuracy gains in models using more disaggregated data

Analysis of the effects of damping in the models validation

The search for better performance in the structural systems has been taken to more refined models, involving the analysis of a growing number of details, which should be correctly formulated aiming at defining a representative model of the real system. Representative models demand a great detailing of the project and search for new techniques of evaluation and analysis. Model updating is one of this technologies, it can be used to improve the predictive capabilities of computer-based models. This paper presents a FRF-based finite element model updating procedure whose the updating variables are physical parameters of the model. It includes the damping effects in the updating procedure assuming proportional and non proportional damping mechanism. The updating parameters are defined at an element level or macro regions of the model. So, the parameters are adjusted locally, facilitating the physical interpretation of the adjusting of the model. Different tests for simulated and experimental data are discussed aiming at evaluating the characteristics and potentialities of the methodology.

Factors predictive of inappropriateness in requests for parenteral antimicrobials for therapeutic purposes: A study in a small teaching hospital in Brazil

Background: The identification of patterns of inappropriate antimicrobial prescriptions in hospitals contributes to the improvement of antimicrobial stewardship programs (ASP). Methods: We conducted a cross-sectional study to identify predictors of inappropriateness in requests for parenteral antimicrobials (RPAs) in a teaching hospital with 285 beds. We reviewed 25% of RPAs for therapeutic purposes from y 2005. Appropriateness was evaluated according to current guidelines for antimicrobial therapy. We assessed predictors of inappropriateness through univariate and multivariate models. RPAs classified as 'appropriate' or 'probably appropriate' were selected as controls. Case groups comprised inappropriate RPAs, either in general or for specific errors. Results: Nine hundred and sixty-three RPAs were evaluated, 34.6% of which were considered inappropriate. In the multivariate analysis, general predictors of inappropriateness were: prescription on week-ends/holidays (odds ratio (OR) 1.67, 95% confidence interval (CI) 1.20-2.28, p = 0.002), patient in the intensive care unit (OR 1.57, 95% CI 1.11-2.23, p = 0.01), peritoneal infection (OR 2.15, 95% CI 1.27-3.65, p = 0.004), urinary tract infection (OR 1.89, 95% CI 1.25 -2.87, p = 0.01), combination therapy with 2 or more antimicrobials (OR 1.72, 95% CI 1.15-2.57, p = 0.008) and prescriptions including penicillins (OR 2.12, 95% CI 1.39-3.25, p = 0.001) or 1(st) generation cephalosporins (OR 1.74, 95% CI 1.01-3.00, p = 0.048). Previous consultation with an infectious diseases (ID) specialist had a protective effect against inappropriate prescription (OR 0.34, 95% CI 0.24-0.50, p < 0.001). Factors independently associated with specific prescription errors varied. However, consultation with an ID specialist was protective against both unnecessary antimicrobial use (OR 0.04, 95% CI 0.01-0.26, p = 0.001) and requests for agents with an insufficient antimicrobial spectrum (OR 0.14, 95% CI 0.03-0.30, p = 0.01). Conclusions: Our results demonstrate the importance of previous consultation with an ID specialist in assuring the quality of prescriptions. Also, they highlight prescription patterns that should be approached by ASP policies.

Linear and Poisson models for genetic evaluation of tick resistance in cross-bred Hereford x Nellore cattle

Cattle resistance to ticks is measured by the number of ticks infesting the animal. The model used for the genetic analysis of cattle resistance to ticks frequently requires logarithmic transformation of the observations. The objective of this study was to evaluate the predictive ability and goodness of fit of different models for the analysis of this trait in cross-bred Hereford x Nellore cattle. Three models were tested: a linear model using logarithmic transformation of the observations (MLOG); a linear model without transformation of the observations (MLIN); and a generalized linear Poisson model with residual term (MPOI). All models included the classificatory effects of contemporary group and genetic group and the covariates age of animal at the time of recording and individual heterozygosis, as well as additive genetic effects as random effects. Heritability estimates were 0.08 ± 0.02, 0.10 ± 0.02 and 0.14 ± 0.04 for MLIN, MLOG and MPOI models, respectively. The model fit quality, verified by deviance information criterion (DIC) and residual mean square, indicated fit superiority of MPOI model. The predictive ability of the models was compared by validation test in independent sample. The MPOI model was slightly superior in terms of goodness of fit and predictive ability, whereas the correlations between observed and predicted tick counts were practically the same for all models. A higher rank correlation between breeding values was observed between models MLOG and MPOI. Poisson model can be used for the selection of tick-resistant animals. © 2013 Blackwell Verlag GmbH.

Mean surface temperature prediction models for broiler chickens-a study of sensible heat flow

Body surface temperature can be used to evaluate thermal equilibrium in animals. The bodies of broiler chickens, like those of all birds, are partially covered by feathers. Thus, the heat flow at the boundary layer between broilers' bodies and the environment differs between feathered and featherless areas. The aim of this investigation was to use linear regression models incorporating environmental parameters and age to predict the surface temperatures of the feathered and featherless areas of broiler chickens. The trial was conducted in a climate chamber, and 576 broilers were distributed in two groups. In the first trial, 288 broilers were monitored after exposure to comfortable or stressful conditions during a 6-week rearing period. Another 288 broilers were measured under the same conditions to test the predictive power of the models. Sensible heat flow was calculated, and for the regions covered by feathers, sensible heat flow was predicted based on the estimated surface temperatures. The surface temperatures of the feathered and featherless areas can be predicted based on air, black globe or operative temperatures. According to the sensible heat flow model, the broilers' ability to maintain thermal equilibrium by convection and radiation decreased during the rearing period. Sensible heat flow estimated based on estimated surface temperatures can be used to predict animal responses to comfortable and stressful conditions. © 2013 ISB.

Comparison of a genetic group and unknown paternity models for growth traits in Nellore cattle

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

Simple agrometeorological models for estimating Guineagrass yield in Southeast Brazil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Safety performance models for urban intersections in Brazil

This paper presents a modeling effort for developing safety performance models (SPM) for urban intersections for three major Brazilian cities. The proposed methodology for calibrating SPM has been divided into the following steps: defining the safety study objective, choosing predictive variables and sample size, data acquisition, defining model expression and model parameters and model evaluation. Among the predictive variables explored in the calibration phase were exposure variables (AADT), number of lanes, number of approaches and central median status. SPMs were obtained for three cities: Fortaleza, Belo Horizonte and Brasilia. The SPM developed for signalized intersections in Fortaleza and Belo Horizonte had the same structure and the most significant independent variables, which were AADT entering the intersection and number of lanes, and in addition, the coefficient of the best models were in the same range of values. For Brasilia, because of the sample size, the signalized and unsignalized intersections were grouped, and the AADT was split in minor and major approaches, which were the most significant variables. This paper also evaluated SPM transferability to other jurisdiction. The SPM for signalized intersections from Fortaleza and Belo Horizonte have been recalibrated (in terms of the COx) to the city of Porto Alegre. The models were adjusted following the Highway Safety Manual (HSM) calibration procedure and yielded C-x of 0.65 and 2.06 for Fortaleza and Belo Horizonte SPM respectively. This paper showed the experience and future challenges toward the initiatives on development of SPMs in Brazil, that can serve as a guide for other countries that are in the same stage in this subject. (C) 2014 Elsevier Ltd. All rights reserved.

GIS-based analytical tools for transport planning: spatial regression models for transportation demand forecast

Considering the importance of spatial issues in transport planning, the main objective of this study was to analyze the results obtained from different approaches of spatial regression models. In the case of spatial autocorrelation, spatial dependence patterns should be incorporated in the models, since that dependence may affect the predictive power of these models. The results obtained with the spatial regression models were also compared with the results of a multiple linear regression model that is typically used in trips generation estimations. The findings support the hypothesis that the inclusion of spatial effects in regression models is important, since the best results were obtained with alternative models (spatial regression models or the ones with spatial variables included). This was observed in a case study carried out in the city of Porto Alegre, in the state of Rio Grande do Sul, Brazil, in the stages of specification and calibration of the models, with two distinct datasets.

Theoretical models for the antitrypanosomal activity of thiosemicarbazone derivatives

Thiosemicarbazones are cruzain inhibitors which have been identified as potential antitrypanosomal agents. In this work, several molecular properties were calculated at the density functional theory (DFT)/B3LYP/6-311G* level for a set of 44 thiosemicarbazones. Unsupervised and supervised pattern recognition techniques (hierarchical cluster analysis, principal component analysis, kth-nearest neighbors, and soft independent modeling by class analogy) were used to obtain structureactivity relationship models, which are able to classify unknown compounds according to their activities. The chemometric analyses performed here revealed that 12 descriptors can be considered responsible for the discrimination between high and low activity compounds. Classification models were validated with an external test set, showing that predictive classifications were achieved with the selected variable set. The results obtained here are in good agreement with previous findings from the literature, suggesting that our models can be useful on further investigations on the molecular determinants for the antichagasic activity. (C) 2012 Wiley Periodicals, Inc.

On the impact of disproportional samples in credit scoring models: An application to a Brazilian bank data

Statistical methods have been widely employed to assess the capabilities of credit scoring classification models in order to reduce the risk of wrong decisions when granting credit facilities to clients. The predictive quality of a classification model can be evaluated based on measures such as sensitivity, specificity, predictive values, accuracy, correlation coefficients and information theoretical measures, such as relative entropy and mutual information. In this paper we analyze the performance of a naive logistic regression model (Hosmer & Lemeshow, 1989) and a logistic regression with state-dependent sample selection model (Cramer, 2004) applied to simulated data. Also, as a case study, the methodology is illustrated on a data set extracted from a Brazilian bank portfolio. Our simulation results so far revealed that there is no statistically significant difference in terms of predictive capacity between the naive logistic regression models and the logistic regression with state-dependent sample selection models. However, there is strong difference between the distributions of the estimated default probabilities from these two statistical modeling techniques, with the naive logistic regression models always underestimating such probabilities, particularly in the presence of balanced samples. (C) 2012 Elsevier Ltd. All rights reserved.

Animal models of prenatal immune challenge and their contribution to the study of schizophrenia: a systematic review

Prenatal immune challenge (PIC) in pregnant rodents produces offspring with abnormalities in behavior, histology, and gene expression that are reminiscent of schizophrenia and autism. Based on this, the goal of this article was to review the main contributions of PIC models, especially the one using the viral-mimetic particle polyriboinosinic-polyribocytidylic acid (poly-I:C), to the understanding of the etiology, biological basis and treatment of schizophrenia. This systematic review consisted of a search of available web databases (PubMed, SciELO, LILACS, PsycINFO, and ISI Web of Knowledge) for original studies published in the last 10 years (May 2001 to October 2011) concerning animal models of PIC, focusing on those using poly-I:C. The results showed that the PIC model with poly-I:C is able to mimic the prodrome and both the positive and negative/cognitive dimensions of schizophrenia, depending on the specific gestation time window of the immune challenge. The model resembles the neurobiology and etiology of schizophrenia and has good predictive value. In conclusion, this model is a robust tool for the identification of novel molecular targets during prenatal life, adolescence and adulthood that might contribute to the development of preventive and/or treatment strategies (targeting specific symptoms, i.e., positive or negative/cognitive) for this devastating mental disorder, also presenting biosafety as compared to viral infection models. One limitation of this model is the incapacity to model the full spectrum of immune responses normally induced by viral exposure.

An insulin infusion advisory system based on autotuning nonlinear model-predictive control

This paper aims at the development and evaluation of a personalized insulin infusion advisory system (IIAS), able to provide real-time estimations of the appropriate insulin infusion rate for type 1 diabetes mellitus (T1DM) patients using continuous glucose monitors and insulin pumps. The system is based on a nonlinear model-predictive controller (NMPC) that uses a personalized glucose-insulin metabolism model, consisting of two compartmental models and a recurrent neural network. The model takes as input patient's information regarding meal intake, glucose measurements, and insulin infusion rates, and provides glucose predictions. The predictions are fed to the NMPC, in order for the latter to estimate the optimum insulin infusion rates. An algorithm based on fuzzy logic has been developed for the on-line adaptation of the NMPC control parameters. The IIAS has been in silico evaluated using an appropriate simulation environment (UVa T1DM simulator). The IIAS was able to handle various meal profiles, fasting conditions, interpatient variability, intraday variation in physiological parameters, and errors in meal amount estimations.

Evaluating Prediction Rules for t-Year Survivors With Censored Regression Models

Suppose that we are interested in establishing simple, but reliable rules for predicting future t-year survivors via censored regression models. In this article, we present inference procedures for evaluating such binary classification rules based on various prediction precision measures quantified by the overall misclassification rate, sensitivity and specificity, and positive and negative predictive values. Specifically, under various working models we derive consistent estimators for the above measures via substitution and cross validation estimation procedures. Furthermore, we provide large sample approximations to the distributions of these nonsmooth estimators without assuming that the working model is correctly specified. Confidence intervals, for example, for the difference of the precision measures between two competing rules can then be constructed. All the proposals are illustrated with two real examples and their finite sample properties are evaluated via a simulation study.

Using water balance models to approximate the effects of climate change on spring catchment discharge : Mt. Hanang, Tanzania

This project addresses the potential impacts of changing climate on dry-season water storage and discharge from a small, mountain catchment in Tanzania. Villagers and water managers around the catchment have experienced worsening water scarcity and attribute it to increasing population and demand, but very little has been done to understand the physical characteristics and hydrological behavior of the spring catchment. The physical nature of the aquifer was characterized and water balance models were calibrated to discharge observations so as to be able to explore relative changes in aquifer storage resulting from climate changes. To characterize the shallow aquifer supplying water to the Jandu spring, water quality and geochemistry data were analyzed, discharge recession analysis was performed, and two water balance models were developed and tested. Jandu geochemistry suggests a shallow, meteorically-recharged aquifer system with short circulation times. Baseflow recession analysis showed that the catchment behavior could be represented by a linear storage model with an average recession constant of 0.151/month from 2004-2010. Two modified Thornthwaite-Mather Water Balance (TMWB) models were calibrated using historic rainfall and discharge data and shown to reproduce dry-season flows with Nash-Sutcliffe efficiencies between 0.86 and 0.91. The modified TMWB models were then used to examine the impacts of nineteen, perturbed climate scenarios to test the potential impacts of regional climate change on catchment storage during the dry season. Forcing the models with realistic scenarios for average monthly temperature, annual precipitation, and seasonal rainfall distribution demonstrated that even small climate changes might adversely impact aquifer storage conditions at the onset of the dry season. The scale of the change was dependent on the direction (increasing vs. decreasing) and magnitude of climate change (temperature and precipitation). This study demonstrates that small, mountain aquifer characterization is possible using simple water quality parameters, recession analysis can be integrated into modeling aquifer storage parameters, and water balance models can accurately reproduce dry-season discharges and might be useful tools to assess climate change impacts. However, uncertainty in current climate projections and lack of data for testing the predictive capabilities of the model beyond the present data set, make the forecasts of changes in discharge also uncertain. The hydrologic tools used herein offer promise for future research in understanding small, shallow, mountainous aquifers and could potentially be developed and used by water resource professionals to assess climatic influences on local hydrologic systems.