995 resultados para Auto regressive models


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Introduction: Discrimination of species-specific vocalizations is fundamental for survival and social interactions. Its unique behavioral relevance has encouraged the identification of circumscribed brain regions exhibiting selective responses (Belin et al., 2004), while the role of network dynamics has received less attention. Those studies that have examined the brain dynamics of vocalization discrimination leave unresolved the timing and the inter-relationship between general categorization, attention, and speech-related processes (Levy et al., 2001, 2003; Charest et al., 2009). Given these discrepancies and the presence of several confounding factors, electrical neuroimaging analyses were applied to auditory evoked-potential (AEPs) to acoustically and psychophysically controlled non-verbal human and animal vocalizations. This revealed which region(s) exhibit voice-sensitive responses and in which sequence. Methods: Subjects (N=10) performed a living vs. man-made 'oddball' auditory discrimination task, such that on a given block of trials 'target' stimuli occurred 10% of the time. Stimuli were complex, meaningful sounds of 500ms duration. There were 120 different sound files in total, 60 of which represented sounds of living objects and 60 man-made objects. The stimuli that were the focus of the present investigation were restricted to those of living objects within blocks where no response was required. These stimuli were further sorted between human non-verbal vocalizations and animal vocalizations. They were also controlled in terms of their spectrograms and formant distributions. Continuous 64-channel EEG was acquired through Neuroscan Synamps referenced to the nose, band-pass filtered 0.05-200Hz, and digitized at 1000Hz. Peri-stimulus epochs of continuous EEG (-100ms to 900ms) were visually inspected for artifacts, 40Hz low-passed filtered and baseline corrected using the pre-stimulus period . Averages were computed from each subject separately. AEPs in response to animal and human vocalizations were analyzed with respect to differences of Global Field Power (GFP) and with respect to changes of the voltage configurations at the scalp (reviewed in Murray et al., 2008). The former provides a measure of the strength of the electric field irrespective of topographic differences; the latter identifies changes in spatial configurations of the underlying sources independently of the response strength. In addition, we utilized the local auto-regressive average distributed linear inverse solution (LAURA; Grave de Peralta Menendez et al., 2001) to visualize and statistically contrast the likely underlying sources of effects identified in the preceding analysis steps. Results: We found differential activity in response to human vocalizations over three periods in the post-stimulus interval, and this response was always stronger than that to animal vocalizations. The first differential response (169-219ms) was a consequence of a modulation in strength of a common brain network localized into the right superior temporal sulcus (STS; Brodmann's Area (BA) 22) and extending into the superior temporal gyrus (STG; BA 41). A second difference (291-357ms) also followed from strength modulations of a common network with statistical differences localized to the left inferior precentral and prefrontal gyrus (BA 6/45). These two first strength modulations correlated (Spearman's rho(8)=0.770; p=0.009) indicative of functional coupling between temporally segregated stages of vocalization discrimination. A third difference (389-667ms) followed from strength and topographic modulations and was localized to the left superior frontal gyrus (BA10) although this third difference did not reach our spatial criterion of 12 continuous voxels. Conclusions: We show that voice discrimination unfolds over multiple temporal stages, involving a wide network of brain regions. The initial stages of vocalization discrimination are based on modulations in response strength within a common brain network with no evidence for a voice-selective module. The latency of this effect parallels that of face discrimination (Bentin et al., 2007), supporting the possibility that voice and face processes can mutually inform one another. Putative underlying sources (localized in the right STS; BA 22) are consistent with prior hemodynamic imaging evidence in humans (Belin et al., 2004). Our effect over the 291-357ms post-stimulus period overlaps the 'voice-specific-response' reported by Levy et al. (Levy et al., 2001) and the estimated underlying sources (left BA6/45) were in agreement with previous findings in humans (Fecteau et al., 2005). These results challenge the idea that circumscribed and selective areas subserve con-specific vocalization processing.

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The state-space approach is used to evaluate the relation between soil physical and chemical properties in an area cultivated with sugarcane. The experiment was carried out on a Rhodic Kandiudalf in Piracicaba, State of São Paulo, Brazil. Sugarcane was planted on an area of 0.21 ha i.e., in 15 rows 100 m long, spaced 1.4 m. Soil water content, soil organic matter, clay content and aggregate stability were sampled along a transect of 84 points, meter by meter. The state-space approach is used to evaluate how the soil water content is affected by itself and by soil organic matter, clay content, and aggregate stability of neighboring locations, in different combinations, aiming to contribute to a better understanding of the relation among these variables in the soil. Results show that soil water contents were successfully estimated by this approach. Best performances were found when the estimate of soil water content at locations i was related to soil water content, clay content and aggregate stability at locations i-1. Results also indicate that this state-space model using all series describes the soil water content better than any equivalent multiple regression equation.

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Multisensory interactions are observed in species from single-cell organisms to humans. Important early work was primarily carried out in the cat superior colliculus and a set of critical parameters for their occurrence were defined. Primary among these were temporal synchrony and spatial alignment of bisensory inputs. Here, we assessed whether spatial alignment was also a critical parameter for the temporally earliest multisensory interactions that are observed in lower-level sensory cortices of the human. While multisensory interactions in humans have been shown behaviorally for spatially disparate stimuli (e.g. the ventriloquist effect), it is not clear if such effects are due to early sensory level integration or later perceptual level processing. In the present study, we used psychophysical and electrophysiological indices to show that auditory-somatosensory interactions in humans occur via the same early sensory mechanism both when stimuli are in and out of spatial register. Subjects more rapidly detected multisensory than unisensory events. At just 50 ms post-stimulus, neural responses to the multisensory 'whole' were greater than the summed responses from the constituent unisensory 'parts'. For all spatial configurations, this effect followed from a modulation of the strength of brain responses, rather than the activation of regions specifically responsive to multisensory pairs. Using the local auto-regressive average source estimation, we localized the initial auditory-somatosensory interactions to auditory association areas contralateral to the side of somatosensory stimulation. Thus, multisensory interactions can occur across wide peripersonal spatial separations remarkably early in sensory processing and in cortical regions traditionally considered unisensory.

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Inflation targeting, Taylor rule and money neutrality: a post-Keynesian critic. This paper critically discusses the inflation targeting regime proposed by orthodox economists, in particular the Taylor Rule. The article describes how the Taylor Rule assumes the argument of money neutrality inherited from the Quantitative Theory of Money. It discusses critically the ways of operation of the rule, and the negative impacts of the interest rate over the potential output. In this sense, the article shows the possible vicious circles of the monetary policy when money is not neutral, as is the case for post-keynesian economists. The relation of interest rates, potential output and the output gap is illustrated in some estimates using the methodology of Vector Auto-Regressive in the Brazilian case.

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Central Governor Model (CGM) suggests that perturbations in the rate of heat storage (AS) are centrally integrated to regulate exercise intensity in a feed-forward fashion to prevent excessive thermal strain. We directly tested the CGM by manipulating ambient temperature (Tam) at 20-minute intervals from 20°C to 35°C, and returning to 20°C, while cycling at a set rate of perceived exertion (RPE). The synchronicity of power output (PO) with changes in HS and Tam were quantified using Auto-Regressive Integrated Moving Averages analysis. PO fluctuated irregularly but was not significantly correlated to changes in thermo physiological status. Repeated measures indicated no changes in lactate accumulation. In conclusion, real time dynamic sensation of Tam and integration of HS does not directly influence voluntary pacing strategies during sub-maximal cycling at a constant RPE while non-significant changes in blood lactate suggest an absence of peripheral fatigue.

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We assess the predictive ability of three VPIN metrics on the basis of two highly volatile market events of China, and examine the association between VPIN and toxic-induced volatility through conditional probability analysis and multiple regression. We examine the dynamic relationship on VPIN and high-frequency liquidity using Vector Auto-Regression models, Granger Causality tests, and impulse response analysis. Our results suggest that Bulk Volume VPIN has the best risk-warning effect among major VPIN metrics. VPIN has a positive association with market volatility induced by toxic information flow. Most importantly, we document a positive feedback effect between VPIN and high-frequency liquidity, where a negative liquidity shock boosts up VPIN, which, in turn, leads to further liquidity drain. Our study provides empirical evidence that reflects an intrinsic game between informed traders and market makers when facing toxic information in the high-frequency trading world.

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Les simulations ont été implémentées avec le programme Java.

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We explore the mutual dependencies and interactions among different groups of species of the plankton population, based on an analysis of the long-term field observations carried out by our group in the North–West coast of the Bay of Bengal. The plankton community is structured into three groups of species, namely, non-toxic phytoplankton (NTP), toxic phytoplankton (TPP) and zooplankton. To find the pair-wise dependencies among the three groups of plankton, Pearson and partial correlation coefficients are calculated. To explore the simultaneous interaction among all the three groups, a time series analysis is performed. Following an Expectation Maximization (E-M) algorithm, those data points which are missing due to irregularities in sampling are estimated, and with the completed data set a Vector Auto-Regressive (VAR) model is analyzed. The overall analysis demonstrates that toxin-producing phytoplankton play two distinct roles: the inhibition on consumption of toxic substances reduces the abundance of zooplankton, and the toxic materials released by TPP significantly compensate for the competitive disadvantages among phytoplankton species. Our study suggests that the presence of TPP might be a possible cause for the generation of a complex interaction among the large number of phytoplankton and zooplankton species that might be responsible for the prolonged coexistence of the plankton species in a fluctuating biomass.

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The impact of human activity on the sediments of Todos os Santos Bay in Brazil was evaluated by elemental analysis and (13)C Nuclear Magnetic Resonance ((13)C NMR). This article reports a study of six sediment cores collected at different depths and regions of Todos os Santos Bay. The elemental profiles of cores collected on the eastern side of Frades Island suggest an abrupt change in the sedimentation regime. Auto-regressive Integrated Moving Average (ARIMA) analysis corroborates this result. The range of depths of the cores corresponds to about 50 years ago, coinciding with the implantation of major onshore industrial projects in the region. Principal Component Analysis of the (13)C NMR spectra clearly differentiates sediment samples closer to the Subae estuary, which have high contents of terrestrial organic matter, from those closer to a local oil refinery. The results presented in this article illustrate several important aspects of environmental impact of human activity on this bay. (C) 2011 Elsevier Ltd. All rights reserved.

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Sweden, together with Norway, Finland and Denmark, have created a multi-national electricity market called NordPool. In this market, producers and retailers of electricity can buy and sell electricity, and the retailers then offers this electricity to end consumers such as households and industries. Previous studies have shown that pricing at the NordPool market is functioning quite well, but no other study has to my knowledge studied if pricing in the retail market to consumers in Sweden is well functioning. If the market is well functioning, with competition and low transaction costs when changing electricity retailer, we would expect that a homogeneous good such as electricity would be sold at the approximately same price, and that price changes would be highly correlated, in this market. Thus, the aim of this study is to test whether the price of Vattenfall, the largest energy firm in the Swedish market, is highly correlated to the price of other firms in the Swedish retail market for electricity. Descriptive statistics indicate that the price offered by Vattenfall is quite similar to the price of other firms in the market. In addition, regression analysis show that the correlation between the price of Vattenfall and other firms is as high as 0.98.

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Analisamos a previsibilidade dos retornos mensais de ativos no mercado brasileiro em um período de 10 anos desde o início do plano Real. Para analisarmos a variação cross-section dos retornos e explicarmos estes retornos em função de prêmios de risco variantes no tempo, condicionados a variáveis de estado macroeconômicas, utilizamos um novo modelo de apreçamento de ativos, combinando dois diferentes tipos de modelos econômicos, um modelo de finanças - condicional e multifatorial, e um modelo estritamente macroeconômico do tipo Vector Auto Regressive. Verificamos que o modelo com betas condicionais não explica adequadamente os retornos dos ativos, porém o modelo com os prêmios de risco (e não os betas) condicionais, produz resultados com interpretação econômica e estatisticamente satis fatórios

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Esta dissertação analisa a conexão existente entre o mercado de dívida pública e a política monetária no Brasil. Com base em um Vetor Auto-Regressivo (VAR), foram utilizadas duas proxies alternativas de risco inflacionário para mostrar que choques positivos no risco inflacionário elevam tanto as expectativas de inflação do mercado quanto os juros futuros do Swap Pré x DI. Em seguida, com base em modelo de inconsistência dinâmica de Blanchard e Missale (1994) e utilizando a metodologia de Johansen, constatou-se que um aumento nos juros futuros diminui a maturidade da dívida pública, no longo prazo. Os resultados levam a duas conclusões: o risco inflacionário 1) dificulta a colocação de títulos nominais (não-indexados) no mercado pelo governo, gerando um perfil de dívida menos longo do que o ideal e 2) torna a política monetária mais custosa.

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Esta dissertação analisa a conexão existente entre o mercado de dívida pública e a política monetária no Brasil. Com base em um Vetor Auto-Regressivo (VAR), foram utilizadas duas proxies alternativas de risco inflacionário para mostrar que choques positivos no risco inflacionário elevam tanto as expectativas de inflação do mercado quanto os juros futuros do Swap Pré x DI. Em seguida, com base em modelo de inconsistência dinâmica de Blanchard e Missale (1994) e utilizando a metodologia de Johansen, constatou-se que um aumento nos juros futuros diminui a maturidade da dívida pública, no longo prazo. Os resultados levam a duas conclusões: o risco inflacionário 1) dificulta a colocação de títulos nominais (não-indexados) no mercado pelo governo, gerando um perfil de dívida menos longo do que o ideal e 2) torna a política monetária mais custosa.

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This paper contributes to the literature on aid and economic growth. We posit that it is not the levei of aid flows per se but the stability of such flows that determines the impact of aid on economic growth. Three measures of aid instability are employed. One is a simple deviation from trend, and measures overall instability. The other measures are based on auto-regressive estimates to capture deviations from an expected trend. These measures are intended to proxy for uncertainty in aid receipts. We posit that such uncertainty will influence the relationship between aid and investment and how recipient governments respond to aid, and will therefore affect how aid impacts on growth. We estimate a standard cross-country growth regression including the leveI of aid, and find aid to be insignificant (in line with other results in the literature). We then introduce measures of instability. Aid remains insignificant when we account for overall instability. However, when we account for uncertainty (which is negative and significant), we find that aid has a significant positive effect on growth. We conduct stability tests that show that the significance of aid is largely due to its effect on the volume of investment. The finding that uncertainty of aid receipts reduces the effectiveness of aid is robust. When we control for this, aid appears to have a significant positive influence on growth. When the regression is estimated for the sub-sample of African countries these findings hold, although the effectiveness of aid appears weaker than for the full sample.

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This work assesses the forecasts of three nonlinear methods | Markov Switching Autoregressive Model, Logistic Smooth Transition Auto-regressive Model, and Auto-metrics with Dummy Saturation | for the Brazilian monthly industrial production and tests if they are more accurate than those of naive predictors such as the autoregressive model of order p and the double di erencing device. The results show that the step dummy saturation and the logistic smooth transition autoregressive can be superior to the double di erencing device, but the linear autoregressive model is more accurate than all the other methods analyzed.