956 resultados para Multivariate GARCH


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In this work, we analyze the effect of incorporating life cycle inventory (LCI) uncertainty on the multi-objective optimization of chemical supply chains (SC) considering simultaneously their economic and environmental performance. To this end, we present a stochastic multi-scenario mixed-integer linear programming (MILP) coupled with a two-step transformation scenario generation algorithm with the unique feature of providing scenarios where the LCI random variables are correlated and each one of them has the desired lognormal marginal distribution. The environmental performance is quantified following life cycle assessment (LCA) principles, which are represented in the model formulation through standard algebraic equations. The capabilities of our approach are illustrated through a case study of a petrochemical supply chain. We show that the stochastic solution improves the economic performance of the SC in comparison with the deterministic one at any level of the environmental impact, and moreover the correlation among environmental burdens provides more realistic scenarios for the decision making process.

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A microwave-assisted extraction (MAE) procedure to isolate phenolic compounds from almond skin byproducts was optimized. A three-level, three-factor Box–Behnken design was used to evaluate the effect of almond skin weight, microwave power, and irradiation time on total phenolic content (TPC) and antioxidant activity (DPPH). Almond skin weight was the most important parameter in the studied responses. The best extraction was achieved using 4 g, 60 s, 100 W, and 60 mL of 70% (v/v) ethanol. TPC, antioxidant activity (DPPH, FRAP), and chemical composition (HPLC-DAD-ESI-MS/MS) were determined by using the optimized method from seven different almond cultivars. Successful discrimination was obtained for all cultivars by using multivariate linear discriminant analysis (LDA), suggesting the influence of cultivar type on polyphenol content and antioxidant activity. The results show the potential of almond skin as a natural source of phenolics and the effectiveness of MAE for the reutilization of these byproducts.

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The elemental analysis of Spanish palm dates by inductively coupled plasma atomic emission spectrometry and inductively coupled plasma mass spectrometry is reported for the first time. To complete the information about the mineral composition of the samples, C, H, and N are determined by elemental analysis. Dates from Israel, Tunisia, Saudi Arabia, Algeria and Iran have also been analyzed. The elemental composition have been used in multivariate statistical analysis to discriminate the dates according to its geographical origin. A total of 23 elements (As, Ba, C, Ca, Cd, Co, Cr, Cu, Fe, H, In, K, Li, Mg, Mn, N, Na, Ni, Pb, Se, Sr, V, and Zn) at concentrations from major to ultra-trace levels have been determined in 13 date samples (flesh and seeds). A careful inspection of the results indicate that Spanish samples show higher concentrations of Cd, Co, Cr, and Ni than the remaining ones. Multivariate statistical analysis of the obtained results, both in flesh and seed, indicate that the proposed approach can be successfully applied to discriminate the Spanish date samples from the rest of the samples tested.

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Many multifactorial biologic effects, particularly in the context of complex human diseases, are still poorly understood. At the same time, the systematic acquisition of multivariate data has become increasingly easy. The use of such data to analyze and model complex phenotypes, however, remains a challenge. Here, a new analytic approach is described, termed coreferentiality, together with an appropriate statistical test. Coreferentiality is the indirect relation of two variables of functional interest in respect to whether they parallel each other in their respective relatedness to multivariate reference data, which can be informative for a complex effect or phenotype. It is shown that the power of coreferentiality testing is comparable to multiple regression analysis, sufficient even when reference data are informative only to a relatively small extent of 2.5%, and clearly exceeding the power of simple bivariate correlation testing. Thus, coreferentiality testing uses the increased power of multivariate analysis, however, in order to address a more straightforward interpretable bivariate relatedness. Systematic application of this approach could substantially improve the analysis and modeling of complex phenotypes, particularly in the context of human study where addressing functional hypotheses by direct experimentation is often difficult.

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Transportation Department, Office of University Research, Washington, D.C.

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Originally presented as the author's thesis, University of Chicago.

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The associations between personality disorders and adult attachment dimensions were assessed in a sample of 487 consecutively admitted psychiatric subjects. Canonical correlation analysis showed that two sets of moderately correlated canonical variates explained the correlations between personality disorders and adult attachment patterns. The first and second attachment variates closely resembled the avoidance and anxiety attachment dimensions, respectively. The first personality disorder variate was mainly characterized by avoidant, depressive, paranoid, and schizotypal personality disorders, whereas dependent, histrionic, and borderline personality disorders loaded on the second canonical variate. However, these linear combinations of personality disorders were different from those obtained from principal component analysis. The results extend previous studies linking personality disorders and attachment patterns and suggest the importance of focusing on specific constellations of symptoms associated with dimensions of insecurity.

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Platelet count is a highly heritable trait with genetic factors responsible for around 80% of the phenotypic variance. We measured platelet count longitudinally in 327 monozygotic and 418 dizygotic twin pairs at 12, 14 and 16 years of age. We also performed a genome-wide linkage scan of these twins and their families in an attempt to localize QTLs that influenced variation in platelet concentrations. Suggestive linkage was observed on chromosome 19q13.13-19q13.31 at 12 (LOD=2.12, P=0.0009), 14 (LOD=2.23, P=0.0007) and 16 (LOD=1.01, P=0.016) years of age and multivariate analysis of counts at all three ages increased the LOD to 2.59 (P=0.0003). A possible candidate in this region is the gene for glycoprotein VI, a receptor involved in platelet aggregation. Smaller linkage peaks were also seen at 2p, 5p, 5q, 10p and 15q. There was little evidence for linkage to the chromosomal regions containing the genes for thrombopoietin (3q27) and the thrombopoietin receptor (1q34), suggesting that polymorphisms in these genes do not contribute substantially to variation in platelet count between healthy individuals.

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The dopamine D4 receptor gene contains a polymorphic sequence consisting of a variable number of 48-base-pair (bp) repeats, and there have been a number of reports that this polymorphism is associated with variation in novelty seeking or in substance abuse and addictive behaviors. In this study we have assessed the linkage and association of DRD4 genotype with novelty seeking, alcohol use, and smoking in a sample of 377 dizygotic twin pairs and 15 single twins recruited from the Australian Twin Registry (ATR). We found no evidence of linkage or association of the DRD4 locus with any of the phenotypes. We made use of repeated measures for some phenotypes to increase power by multivariate genetic analysis, but allelic effects were still non-significant. Specifically, it has been suggested that the DRD4 7-repeat allele is associated with increased novelty seeking in males but we found no evidence for this, despite considerable power to do so. We conclude that DRD4 variation does not have an effect on use of alcohol and the problems that arise from it, on smoking, or on novelty seeking behavior. (C) 2003 Wiley-Liss, Inc.

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Single male sexually selected traits have been found to exhibit substantial genetic variance, even though natural and sexual selection are predicted to deplete genetic variance in these traits. We tested whether genetic variance in multiple male display traits of Drosophila serrata was maintained under field conditions. A breeding design involving 300 field-reared males and their laboratory-reared offspring allowed the estimation of the genetic variance-covariance matrix for six male cuticular hydrocarbons (CHCs) under field conditions. Despite individual CHCs displaying substantial genetic variance under field conditions, the vast majority of genetic variance in CHCs was not closely associated with the direction of sexual selection measured on field phenotypes. Relative concentrations of three CHCs correlated positively with body size in the field, but not under laboratory conditions, suggesting condition-dependent expression of CHCs under field conditions. Therefore condition dependence may not maintain genetic variance in preferred combinations of male CHCs under field conditions, suggesting that the large mutational target supplied by the evolution of condition dependence may not provide a solution to the lek paradox in this species. Sustained sexual selection may be adequate to deplete genetic variance in the direction of selection, perhaps as a consequence of the low rate of favorable mutations expected in multiple trait systems.