914 resultados para Three Factor Model


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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Pós-graduação em Matematica Aplicada e Computacional - FCT

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Pós-graduação em Geografia - IGCE

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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The multivariate t models are symmetric and with heavier tail than the normal distribution, important feature in financial data. In this theses is presented the Bayesian estimation of a dynamic factor model, where the factors follow a multivariate autoregressive model, using multivariate t distribution. Since the multivariate t distribution is complex, it was represented in this work as a mix between a multivariate normal distribution and a square root of a chi-square distribution. This method allowed to define the posteriors. The inference on the parameters was made taking a sample of the posterior distribution, through the Gibbs Sampler. The convergence was verified through graphical analysis and the convergence tests Geweke (1992) and Raftery & Lewis (1992a). The method was applied in simulated data and in the indexes of the major stock exchanges in the world.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Os tempos de reação manuais e sacádicos (TRMs e TRSs) são reduzidos quando um sinal de aviso precede o aparecimento do alvo. O decréscimo nos TRSs observados depois do desaparecimento do ponto de fixação tem sido chamado de efeito de intervalo. Teorias diferentes foram propostas para explicá-lo. De acordo com alguns autores, o desaparecimento também permite ao sistema sacádico gerar uma população separada de TRSs, as sacádicas expressas. No entanto, não há concordância sobre a influência do desaparecimento de um estímulo periférico no TRM. Em dois experimentos, testou-se os efeitos de um desaparecimento visual periférico empregado como um sinal preparatório para os TRMs a um alvo, após intervalos variáveis. Encontrou-se uma redução no TRM para intervalos curtos (200-300 ms) e longos (1300-2000 ms) após o desaparecimento periférico. A distribuição dos TRMs deslocou-se para latências curtas, formando por vezes populações separadas. Visto que os TRMs obtidos em intervalos longos foram afetados pela introdução de sessões capciosas, enquanto que os TRMs em intervalos curtos não o foram, propõe-se que dois mecanismos diferentes estão envolvidos no decréscimo dos TRMs: alerta e expectativa temporal. Nossos dados sustentam a hipótese de que o componente temporal envolvido com os estágios preparatórios das respostas motoras podem ser compartilhados pelos movimentos sacádicos e pelas respostas de apertar botões, permitindo a redução das latências motoras após o desaparecimento visual, dentro do paradigma do intervalo. Nossos dados corroboram o modelo de três componentes do efeito de intervalo. Em nosso ponto de vista, a questão da existência ou não do efeito de intervalo para respostas manuais é essencialmente conceitual.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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

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The paper describes the preliminary studies of University of Minho on the use of Electric Impedance/Resistance Tomography to assess masonry structures. The study is focused on the analysis of values of current and voltage resulting from the use of an electrical source with voltage and frequency values from a distribution network. The analysis is made from results obtained through computer simulations, using a three-dimensional model of the idealized masonry structures. A finite element program was used for the simulations. Three types of electrodes were used in simulations, and the analysis of the results led to significant conclusions. Later masonry specimens were built and a series of preliminary tests were carried out in the laboratory. The comparative analysis of simulated and experimental results allowed identifying the factors that have influence on the physical results.

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The internal combustion engine is a heat engine widely used in the automotive industry. In order to better understand its behavior many models in the literature have been proposed in the last years. The 0-D thermodynamic model is a fairly simple tool but it is very useful to understand the phenomenon of combustion inside the chamber of internal combustion engines. In the first phase of this work, an extensive literature review was made in order to get information about this kind of analysis and, after this, apply them in a model able to calculate the instantaneous temperature and pressure in one zone of the combustion chamber of a diesel engine. Therefore some considerations were made with the aim of increasing the accuracy of the model in predicting the correct behavior of the engine, adding the combined effects of heat transfer, leakage and injection. In the second phase, the goal was to study the internal flow of a three-dimensional model of an internal combustion engine. In order to achieve this goal the software Solidworks was used to create the geometries of an engine and the suite of softwares Ansys was used to create the moving mesh (ICEM CFD and CFX-Pre) and to solve the CFD problem (Ansys CFX code). The model was able to perform the air flow simulation during the four-stroke cycle of an engine: admission, compression, expansion and exhaust. The results obtained from both models were suitable and they open a new range of possibilities for future researches on the field

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This paper considers a study of the anatomical features of the cardiac system and a three-dimensional model of the different tunics that comprise the heart wall, for processing and quality control of radiological images. The structures are built by the layer overlapping method, where a layer can be understood as a slice of the three-dimensional object. The pericardium, myocardium and endocardium were represented with three-dimensional cylinders and hexagons. The spatial arrangement of the cardiac system is determined by an background image of a real model, which values are defined according to the shape of the region and on the anatomical patients characteristics. The results are significant, considering the anatomical structures details, as well as the representation of the thicknesses of the regions of the heart wall. The validation of the anatomical model was accomplished through comparisons with dimensions obtained from a real model and allows verifying that the model is appropriate. The degree of representation will allow the verification of the influence of radiological parameters, morphometric peculiarities and stage of the diseases on the quality of the images, as well as on the performance of the Computer-Aided Diagnosis (CAD).