901 resultados para Markov Regime Switching


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O presente trabalho teve como objetivos, desenvolver dois modelos matemáticos para dimensionamento de microtubos em irrigação localizada, operando sob regime de escoamento turbulento, nos quais foram incluídas as perdas de carga no microtubo, perda de carga localizada e perdas por energia de velocidade na saída do microtubo. Para a determinação da perda de carga localizada, obteve-se, por meio de dados de laboratório, valores de coeficientes K de dissipação de energia na entrada do microtubo. Os modelos foram avaliados com o dimensionamento de uma linha lateral de irrigação e tiveram ótimos desempenhos, tendo em vista que os dados coletados proporcionaram vazão média próxima da vazão de projeto, com coeficiente de determinação acima de 98%, excelente uniformidade de distribuição, baixo erro médio absoluto e coeficiente de variação de vazão. Dessa forma, pode-se dizer que o sistema de irrigação com microtubos, em regime de escoamento turbulento, mostrou-se tecnicamente viável para utilização, e que os modelos matemáticos desenvolvidos foram adequados para a avaliação das perdas no sistema.

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Durante o período de janeiro de 1994 a janeiro de 1997 foram submetidos ao método 120 pacientes, sendo 42 do sexo masculino (35%) e 78 do sexo feminino (65%). A idade variou de 16 a 60 anos, com média de 38. Todos apresentavam diagnóstico de colecistite calculosa crônica, sendo selecionados em consultório pelos seguintes critérios: inexistência de quadro inflamatório agudo da vesícula biliar, idade máxima de 60 anos, ausência de suspeita de coledocolitíase e classificação anestésica ASA I e II. A cirurgia era realizada em posição semiginecológica com utilização de três trocartes, sendo a colangiografia realizada de rotina. O tempo cirúrgico variou de 20 a 80 minutos com média de 50 minutos. A colangiografia intra-operatória foi realizada em 105 pacientes (87,5%), demonstrando coledocolitíase em dois (1,9%). Não ocorreram conversões. As complicações pós-operatórias imediatas mais freqüentes foram náuseas em oito casos (6,6%), seguidas de vômitos em dois pacientes (1,6%). A dor foi de pequena intensidade e facilmente controlável com dipirona e antiintlamatórios não-hormonais. Não ocorreram casos de infecção de ferida cirúrgica, mas três pacientes (2,5%) apresentaram hiperemia da incisão umbilical. Todos tiveram condições de alta no mesmo dia da cirurgia. O período de permanência hospitalar foi em média de 10 horas. Não houve necessidade de reinternação em nenhum caso.

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OBJETIVO: Comprovar a viabilidade da técnica de herniorrafia inguinal com anestesia local, em regime ambulatorial, com segurança, eficácia e curta curva de aprendizado. MÉTODOS: Analisamos prospectivamente 454 pacientes submetidos à herniorrafias inguinais sob anestesia local em regime ambulatorial entre novembro de 2004 e agosto de 2008. Do total de hérnias tratadas cirurgicamente neste período, 285 foram operadas à direita, 163 à esquerda e seis bilaterais. Foram utilizados critérios clínicos, cirúrgicos e psicossociais para inclusão no procedimento. Os parâmetros para exclusão foram hérnia complexa ou irredutível, hérnia recidivada, obesidade (IMC maior que 30 Kg/m²), recusa do paciente e pacientes psiquiátricos. Todos os pacientes foram operados eletivamente e analisados quanto ao resultado cirúrgico, suas complicações e tempo de internação hospitalar. RESULTADOS: Todas as operações foram concluídas com êxito. Em nenhum dos casos foi necessário a mudança do método anestésico. O tempo cirúrgico foi semelhante ao realizado com outros métodos de anestesia, não havendo casos de efeitos adversos dos anestésicos locais. As complicações intra-operatórias totalizaram aproximadamente 2,64% (12/454) dos casos. Não houve necessidade de internações hospitalares superiores ao período de 24 horas. CONCLUSÃO: O procedimento é viável sem dor per - operatória significativa, com segurança, podendo ser realizada por residentes sob supervisão, com satisfatória aceitação pelos pacientes, com complicações semelhantes às observadas em uma herniorrafia convencional, possibilitando um tempo e custo de internação menor e acesso mais rápido dos pacientes ao tratamento.

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In this Thesis various aspects of memory effects in the dynamics of open quantum systems are studied. We develop a general theoretical framework for open quantum systems beyond the Markov approximation which allows us to investigate different sources of memory effects and to develop methods for harnessing them in order to realise controllable open quantum systems. In the first part of the Thesis a characterisation of non-Markovian dynamics in terms of information flow is developed and applied to study different sources of memory effects. Namely, we study nonlocal memory effects which arise due to initial correlations between two local environments and further the memory effects induced by initial correlations between the open system and the environment. The last part focuses on describing two all-optical experiment in which through selective preparation of the initial environment states the information flow between the system and the environment can be controlled. In the first experiment the system is driven from the Markovian to the non- Markovian regime and the degree of non-Markovianity is determined. In the second experiment we observe the nonlocal nature of the memory effects and provide a novel method to experimentally quantify frequency correlations in photonic environments via polarisation measurements.

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This thesis studies the predictability of market switching and delisting events from OMX First North Nordic multilateral stock exchange by using financial statement information and market information from 2007 to 2012. This study was conducted by using a three stage process. In first stage relevant theoretical framework and initial variable pool were constructed. Then, explanatory analysis of the initial variable pool was done in order to further limit and identify relevant variables. The explanatory analysis was conducted by using self-organizing map methodology. In the third stage, the predictive modeling was carried out with random forests and support vector machine methodologies. It was found that the explanatory analysis was able to identify relevant variables. The results indicate that the market switching and delisting events can be predicted in some extent. The empirical results also support the usability of financial statement and market information in the prediction of market switching and delisting events.

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This thesis is concerned with the state and parameter estimation in state space models. The estimation of states and parameters is an important task when mathematical modeling is applied to many different application areas such as the global positioning systems, target tracking, navigation, brain imaging, spread of infectious diseases, biological processes, telecommunications, audio signal processing, stochastic optimal control, machine learning, and physical systems. In Bayesian settings, the estimation of states or parameters amounts to computation of the posterior probability density function. Except for a very restricted number of models, it is impossible to compute this density function in a closed form. Hence, we need approximation methods. A state estimation problem involves estimating the states (latent variables) that are not directly observed in the output of the system. In this thesis, we use the Kalman filter, extended Kalman filter, Gauss–Hermite filters, and particle filters to estimate the states based on available measurements. Among these filters, particle filters are numerical methods for approximating the filtering distributions of non-linear non-Gaussian state space models via Monte Carlo. The performance of a particle filter heavily depends on the chosen importance distribution. For instance, inappropriate choice of the importance distribution can lead to the failure of convergence of the particle filter algorithm. In this thesis, we analyze the theoretical Lᵖ particle filter convergence with general importance distributions, where p ≥2 is an integer. A parameter estimation problem is considered with inferring the model parameters from measurements. For high-dimensional complex models, estimation of parameters can be done by Markov chain Monte Carlo (MCMC) methods. In its operation, the MCMC method requires the unnormalized posterior distribution of the parameters and a proposal distribution. In this thesis, we show how the posterior density function of the parameters of a state space model can be computed by filtering based methods, where the states are integrated out. This type of computation is then applied to estimate parameters of stochastic differential equations. Furthermore, we compute the partial derivatives of the log-posterior density function and use the hybrid Monte Carlo and scaled conjugate gradient methods to infer the parameters of stochastic differential equations. The computational efficiency of MCMC methods is highly depend on the chosen proposal distribution. A commonly used proposal distribution is Gaussian. In this kind of proposal, the covariance matrix must be well tuned. To tune it, adaptive MCMC methods can be used. In this thesis, we propose a new way of updating the covariance matrix using the variational Bayesian adaptive Kalman filter algorithm.

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Verbal fluency tests are used as a measure of executive functions and language, and can also be used to evaluate semantic memory. We analyzed the influence of education, gender and age on scores in a verbal fluency test using the animal category, and on number of categories, clustering and switching. We examined 257 healthy participants (152 females and 105 males) with a mean age of 49.42 years (SD = 15.75) and having a mean educational level of 5.58 (SD = 4.25) years. We asked them to name as many animals as they could. Analysis of variance was performed to determine the effect of demographic variables. No significant effect of gender was observed for any of the measures. However, age seemed to influence the number of category changes, as expected for a sensitive frontal measure, after being controlled for the effect of education. Educational level had a statistically significant effect on all measures, except for clustering. Subject performance (mean number of animals named) according to schooling was: illiterates, 12.1; 1 to 4 years, 12.3; 5 to 8 years, 14.0; 9 to 11 years, 16.7, and more than 11 years, 17.8. We observed a decrease in performance in these five educational groups over time (more items recalled during the first 15 s, followed by a progressive reduction until the fourth interval). We conclude that education had the greatest effect on the category fluency test in this Brazilian sample. Therefore, we must take care in evaluating performance in lower educational subjects.

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Our objective was to determine if automated peritoneal dialysis (APD) leads to changes in nutritional parameters of patients treated by continuous ambulatory peritoneal dialysis (CAPD). Twenty-six patients (15 males; 50.5 ± 14.3 years) were evaluated during CAPD while training for APD and after 3 and 6 months of APD. Body fat was assessed by the sum of skinfold thickness and the other body compartments were assessed by bioelectrical impedance. During the 6-month follow-up, 12 patients gained more than 1 kg (GW group), 8 patients lost more than 1 kg (LW group), and 6 patients maintained body weight (MW group). Except for length on dialysis that was longer for the LW group compared with the GW group, no other differences were found between the groups at baseline. After 6 months on APD, the LW group had a reduction in body fat (24.5 ± 7.7 vs 22.1 ± 7.3 kg; P = 0.01), body cell mass (22.6 ± 6.2 vs 21.6 ± 5.8 kg, P = 0.02) and phase angle (5.4 ± 0.9 vs 5.1 ± 0.8 degrees, P = 0.004). In the GW group, body fat (25 ± 7.6 vs 27.2 ± 7.6 kg, P = 0.001) and body cell mass (20.1 ± 3.9 vs 20.8 ± 4.0 kg, P = 0.05) were increased. In the present study, different patterns of change in body composition were found. The length of previous dialysis treatment seems to be the most important factor in determining these nutritional modifications.

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Foram determinadas experimentalmente em regime permanente a difusividade e a condutividade térmica de materiais biológicos. O equipamento com termopares de Cobre-Constantan dispostos radialmente no interior do cilindro conectados a uma unidade registradora de dados acoplados a um microcomputador fornece a leitura das temperaturas dos termopares. Os valores obtidos de difusividade (1,12x10-4 m2/s) e condutividade térmica (0,138W/moC) para o trigo (Triticum aestivum) e os valores de difusividade (1,67x10-4 m2/s) e condutividade térmica (0,122W/moC) para o arroz em casca (Orysa sativa)concordam com os valores encontrados nos ASAE STANDARTS [1], demonstrando a funcionalidade do equipamento.

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This paper analyzes the Brazilian growth pattern during the post-liberalization period, emphasizing the structural links between finance and productive capital accumulation. The results indicate a finance-led growth regime in the period 2004-2008, under a very specific financialization process. The first part is a survey of the international literature, which defines the financialization concept and its relevance for understanding Brazilian economic problems. The next part provides a historical overview on the structural changes that made possible the development of financial-led regimes. The paper also applies an empirical analysis of some selected Brazilian macroeconomic indicators.

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Exchange rate regime and structural changes in the Brazilian manufacturing industry. This article proposes an analysis of the relationship between exchange rate regime and evolution of the Brazilian manufacturing industry during the period 1980-2008. Its main purpose is to detect the direction of the structural changes imposed by the new form of international insertion consolidated throughout the 1990s. The work also provides new empirical evidence regarding the assumptions of deindustrialization and "Dutch disease", which mark the current debate on the effects of the appreciation of real exchange rate in the Brazilian economy.