956 resultados para Multivariate GARCH
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Taxonomic distinction to species level of deep water sharks is complex and often impossible to achieve during fisheries-related studies. The species of the genus Etmopterus are particularly difficult to identify, so they often appear without species assignation as Etmopetrus sp. or spp. in studies, even those focusing on elasmobranchs. During this work, the morphometric traits of two species of Etmopterus, E. spinax and E. pusillus were studied using 27 different morphological measurements, relatively easy to obtain even in the field. These measurements were processed with multivariate analysis in order to find out the most important ones likely to separate the two species. Sexual dimorphism was also assessed using the same techniques, and it was found that it does not occur in these species. The two Etmopterus species presented in this study share the same habitats in the overlapping ranges of distribution and are caught together on the outer shelves and slopes of the north-eastern Atlantic.
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We identified and quantified the effect of season, depth, and inner and outer panel mesh size on the trammel net catch species composition and catch rates in four southern European areas (Northeast Atlantic: Basque Country, Spain; Algarve, Portugal; Gulf of Cadiz, Spain; Mediterranean: Cyclades, Greece), all of which are characterised by important trammel net fisheries. In each area, we conducted, in 1999-2000, seasonal, experimental fishing trials at various depths with trammel nets of six different inner/outer panel mesh combinations (i.e., two large outer panel meshes and three small inner panel meshes). Overall, our study covered some of the most commonly used inner panel mesh sizes, ranging from 40 to 140 mm (stretched). We analysed the species composition and catch rates of the different inner/outer panel combinations with regression, multivariate analysis (cluster analysis and multidimensional scaling) and other 'community' techniques (number of species, dominance curves). All our analyses indicated that the outer panel mesh sizes used in the present study did not significantly affect the catch characteristics in terms of number of species, catch rates and species composition. Multivariate analyses and seasonal dominance plots indicated that in Basque, Algarve and Cyclades waters, where sampling covered wide depth ranges, both season and depth strongly affected catch species compositions. For the Gulf of Cadiz, where sampling was restricted to depths 10-30 m, season was the only factor affecting catch species composition and thus group formation. In contrast, the inner panel mesh size did not generally affect multidimensional group formation in all areas but affected the dominance of the species caught in the Algarve and the Gulf of Cadiz. Multivariate analyses also revealed 11 different metiers (i.e., season-depth-species-inner panel mesh size combinations) in the four areas. This clearly indicated the existence of trammel net 'hot spots', which represent essential habitats (e.g., spawning, nursery or wintering grounds) of the life history of the targeted and associated species. The number of specimens caught declined significantly with inner panel mesh size in all areas. We attributed this to the exponential decline in abundance with size, both within- and between-species. In contrast, the number of species caught in each area was not related to the inner mesh size. This was unexpected and might be a consequence of the wide size-selective range of trammel nets. (c) 2006 Elsevier B.V All rights reserved.
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info:eu-repo/semantics/publishedVersion
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The paper discusses the evaluation of the uncertainty of a multivariate quantity using the Law of Propagation of Uncertainty defined in the Guide to the Expression of Uncertainty in Measurement (GUM) and a Monte Carlo method according to the GUM’s Supplement 2. The quantity analysed is the electrical impedance, which is not a scalar but a complex quantity. The used measuring method allows the evaluation of the impedance and of its uncertainty in different ways and the corresponding results are presented, compared and discussed. For comparison purposes, results of the impedance uncertainty obtained using the NIST Uncertainty Machine are also presented.
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Clustering data streams is an important task in data mining research. Recently, some algorithms have been proposed to cluster data streams as a whole, but just few of them deal with multivariate data streams. Even so, these algorithms merely aggregate the attributes without touching upon the correlation among them. In order to overcome this issue, we propose a new framework to cluster multivariate data streams based on their evolving behavior over time, exploring the correlations among their attributes by computing the fractal dimension. Experimental results with climate data streams show that the clusters' quality and compactness can be improved compared to the competing method, leading to the thoughtfulness that attributes correlations cannot be put aside. In fact, the clusters' compactness are 7 to 25 times better using our method. Our framework also proves to be an useful tool to assist meteorologists in understanding the climate behavior along a period of time.
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Mango (Mangifera indica L.) trees stand out among the main fruit trees cultivated in Brazil. The mango rosa fruit is a very popular local variety (landrace), especially because of their superior technological characteristics such as high contents of Vitamin C and soluble solids (SS), as well as attractive taste and color. The objective of this study was to select a breeding population of mango rosa (polyclonal variety; ≥5 individuals) that can simultaneously meet the fresh and processed fruit Vmarkets, using the multivariate method of principal components and the biplot graphic.
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2016
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2011
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In a study of the vanadyl (VO2þ)-humic acids system, the residual vanadyl ion suppressed fluorescence and specific electron paramagnetic resonance (EPR) and NMR signals. In the case of NMR, the proton rotating frame relaxation times (T1qH) indicate that this suppression is due to an inefficient H-C cross polarization, which is a consequence of a shortening of T1qH. Principal components analysis (PCA) facilitated the isolation of the effect of the VO2þ ion and indicated that the organic free radical signal was due to at least two paramagnetic centres and that the VO2þ ion preferentially suppressed the species whose electronic density is delocalized over O atoms (greater g-factor). additionally, the newly obtained variables (principal components ? PC) indicated that, as the result of the more intense tillage a relative increase occurred in the accumulation of: (i) recalcitrant structures; (ii) lignin and long-chain alkyl structures; and (iii) organic free radicals with smaller g-factors.
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2016
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The thesis deals with the problem of Model Selection (MS) motivated by information and prediction theory, focusing on parametric time series (TS) models. The main contribution of the thesis is the extension to the multivariate case of the Misspecification-Resistant Information Criterion (MRIC), a criterion introduced recently that solves Akaike’s original research problem posed 50 years ago, which led to the definition of the AIC. The importance of MS is witnessed by the huge amount of literature devoted to it and published in scientific journals of many different disciplines. Despite such a widespread treatment, the contributions that adopt a mathematically rigorous approach are not so numerous and one of the aims of this project is to review and assess them. Chapter 2 discusses methodological aspects of MS from information theory. Information criteria (IC) for the i.i.d. setting are surveyed along with their asymptotic properties; and the cases of small samples, misspecification, further estimators. Chapter 3 surveys criteria for TS. IC and prediction criteria are considered for: univariate models (AR, ARMA) in the time and frequency domain, parametric multivariate (VARMA, VAR); nonparametric nonlinear (NAR); and high-dimensional models. The MRIC answers Akaike’s original question on efficient criteria, for possibly-misspecified (PM) univariate TS models in multi-step prediction with high-dimensional data and nonlinear models. Chapter 4 extends the MRIC to PM multivariate TS models for multi-step prediction introducing the Vectorial MRIC (VMRIC). We show that the VMRIC is asymptotically efficient by proving the decomposition of the MSPE matrix and the consistency of its Method-of-Moments Estimator (MoME), for Least Squares multi-step prediction with univariate regressor. Chapter 5 extends the VMRIC to the general multiple regressor case, by showing that the MSPE matrix decomposition holds, obtaining consistency for its MoME, and proving its efficiency. The chapter concludes with a digression on the conditions for PM VARX models.
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There are only a few insights concerning the influence that agronomic and management variability may have on superficial scald (SS) in pears. Abate Fétel pears were picked during three seasons (2018, 2019 and 2020) from thirty commercial orchards in the Emilia Romagna region, Italy. Using a multivariate statistical approach, high heterogeneity between farms for SS development after cold storage with regular atmosphere was demonstrated. Indeed, some factors seem to affect SS in all growing seasons: high yields, soil texture, improper irrigation and Nitrogen management, use of plant growth regulators, late harvest, precipitations, Calcium and cow manure, presence of nets, orchard age, training system and rootstock. Afterwards, we explored the spatio/temporal variability of fruit attributes in two pear orchards. Environmental and physiological spatial variables were recorded by a portable RTK GPS. High spatial variability of the SS index was observed. Through a geostatistical approach, some characteristics, including soil electrical conductivity and fruit size, have been shown to be negatively correlated with SS. Moreover, regression tree analyses were applied suggesting the presence of threshold values of antioxidant capacity, total phenolic content, and acidity against SS. High pulp firmness and IAD values before storage, denoting a more immature fruit, appeared to be correlated with low SS. Finally, a convolution neural networks (CNN) was tested to detect SS and the starch pattern index (SPI) in pears for portable device applications. Preliminary statistics showed that the model for SS had low accuracy but good precision, and the CNN for SPI denoted good performances compared to the Ctifl and Laimburg scales. The major conclusion is that Abate Fétel pears can potentially be stored in different cold rooms, according to their origin and quality features, ensuring the best fruit quality for the final consumers. These results might lead to a substantial improvement in the Italian pear industry.
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The present Dissertation shows how recent statistical analysis tools and open datasets can be exploited to improve modelling accuracy in two distinct yet interconnected domains of flood hazard (FH) assessment. In the first Part, unsupervised artificial neural networks are employed as regional models for sub-daily rainfall extremes. The models aim to learn a robust relation to estimate locally the parameters of Gumbel distributions of extreme rainfall depths for any sub-daily duration (1-24h). The predictions depend on twenty morphoclimatic descriptors. A large study area in north-central Italy is adopted, where 2238 annual maximum series are available. Validation is performed over an independent set of 100 gauges. Our results show that multivariate ANNs may remarkably improve the estimation of percentiles relative to the benchmark approach from the literature, where Gumbel parameters depend on mean annual precipitation. Finally, we show that the very nature of the proposed ANN models makes them suitable for interpolating predicted sub-daily rainfall quantiles across space and time-aggregation intervals. In the second Part, decision trees are used to combine a selected blend of input geomorphic descriptors for predicting FH. Relative to existing DEM-based approaches, this method is innovative, as it relies on the combination of three characteristics: (1) simple multivariate models, (2) a set of exclusively DEM-based descriptors as input, and (3) an existing FH map as reference information. First, the methods are applied to northern Italy, represented with the MERIT DEM (∼90m resolution), and second, to the whole of Italy, represented with the EU-DEM (25m resolution). The results show that multivariate approaches may (a) significantly enhance flood-prone areas delineation relative to a selected univariate one, (b) provide accurate predictions of expected inundation depths, (c) produce encouraging results in extrapolation, (d) complete the information of imperfect reference maps, and (e) conveniently convert binary maps into continuous representation of FH.
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Il quark top è una delle particelle fondamentali del Modello Standard, ed è osservato a LHC nelle collisioni a più elevata energia. In particolare, la coppia top-antitop (tt̄) è prodotta tramite interazione forte da eventi gluone-gluone (gg) oppure collisioni di quark e antiquark (qq̄). I diversi meccanismi di produzione portano ad avere coppie con proprietà diverse: un esempio è lo stato di spin di tt̄, che vicino alla soglia di produzione è maggiormente correlato nel caso di un evento gg. Uno studio che voglia misurare l’entità di tali correlazioni risulta quindi essere significativamente facilitato da un metodo di discriminazione delle coppie risultanti sulla base del loro canale di produzione. Il lavoro qui presentato ha quindi lo scopo di ottenere uno strumento per effettuare tale differenziazione, attraverso l’uso di tecniche di analisi multivariata. Tali metodi sono spesso applicati per separare un segnale da un fondo che ostacola l’analisi, in questo caso rispettivamente gli eventi gg e qq̄. Si dice che si ha a che fare con un problema di classificazione. Si è quindi studiata la prestazione di diversi algoritmi di analisi, prendendo in esame le distribuzioni di numerose variabili associate al processo di produzione di coppie tt̄. Si è poi selezionato il migliore in base all’efficienza di riconoscimento degli eventi di segnale e alla reiezione degli eventi di fondo. Per questo elaborato l’algoritmo più performante è il Boosted Decision Trees, che permette di ottenere da un campione con purezza iniziale 0.81 una purezza finale di 0.92, al costo di un’efficienza ridotta a 0.74.
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The cerebellum is an important site for cortical demyelination in multiple sclerosis, but the functional significance of this finding is not fully understood. To evaluate the clinical and cognitive impact of cerebellar grey-matter pathology in multiple sclerosis patients. Forty-two relapsing-remitting multiple sclerosis patients and 30 controls underwent clinical assessment including the Multiple Sclerosis Functional Composite, Expanded Disability Status Scale (EDSS) and cerebellar functional system (FS) score, and cognitive evaluation, including the Paced Auditory Serial Addition Test (PASAT) and the Symbol-Digit Modalities Test (SDMT). Magnetic resonance imaging was performed with a 3T scanner and variables of interest were: brain white-matter and cortical lesion load, cerebellar intracortical and leukocortical lesion volumes, and brain cortical and cerebellar white-matter and grey-matter volumes. After multivariate analysis high burden of cerebellar intracortical lesions was the only predictor for the EDSS (p<0.001), cerebellar FS (p = 0.002), arm function (p = 0.049), and for leg function (p<0.001). Patients with high burden of cerebellar leukocortical lesions had lower PASAT scores (p = 0.013), while patients with greater volumes of cerebellar intracortical lesions had worse SDMT scores (p = 0.015). Cerebellar grey-matter pathology is widely present and contributes to clinical dysfunction in relapsing-remitting multiple sclerosis patients, independently of brain grey-matter damage.