973 resultados para First order autoregressive model AR (1)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Analytical models for studying the dynamical behaviour of objects near interior, mean motion resonances are reviewed in the context of the planar, circular, restricted three-body problem. The predicted widths of the resonances are compared with the results of numerical integrations using Poincare surfaces of section with a mass ratio of 10(-3) (similar to the Jupiter-Sun case). It is shown that for very low eccentricities the phase space between the 2:1 and 3:2 resonances is predominantly regular, contrary to simple theoretical predictions based on overlapping resonance. A numerical study of the 'evolution' of the stable equilibrium point of the 3:2 resonance as a function of the Jacobi constant shows how apocentric libration at the 2:1 resonance arises; there is evidence of a similar mechanism being responsible for the centre of the 4:3 resonance evolving towards 3:2 apocentric libration. This effect is due to perturbations from other resonances and demonstrates that resonances cannot be considered in isolation. on theoretical grounds the maximum libration width of first-order resonances should increase as the orbit of the perturbing secondary is approached. However, in reality the width decreases due to the chaotic effect of nearby resonances.
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The scientific question addressed in this work is: what hides beneath first order kinetic constant k (s(-1)) measured for hybridization of a DNA target on a biosensor surface. Kinetics hybridization curves were established with a 27 MHz quartz microbalance (9 MHz, third harmonic) biosensor, constituted of a 20-base probe monolayer deposited on a gold covered quartz surface. Kinetics analysis, by a known two-step adsorption-hybridization mechanism, is well appropriate to fit properly hybridization kinetics curves, for complementary 20-base to 40-base targets over two concentration decades. It was found that the K-1 (M-1) adsorption constant, relevant to the first step, concerns an equilibrium between non hybridized targets and hybridized pre-complex and increases with DNA target length. It was established that k(2) (s(-1)), relevant to irreversible formation of a stable duplex, varies in an opposite way to K-1 with DNA target length. (C) 2012 Published by Elsevier B.V.
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Environmental data are spatial, temporal, and often come with many zeros. In this paper, we included space–time random effects in zero-inflated Poisson (ZIP) and ‘hurdle’ models to investigate haulout patterns of harbor seals on glacial ice. The data consisted of counts, for 18 dates on a lattice grid of samples, of harbor seals hauled out on glacial ice in Disenchantment Bay, near Yakutat, Alaska. A hurdle model is similar to a ZIP model except it does not mix zeros from the binary and count processes. Both models can be used for zero-inflated data, and we compared space–time ZIP and hurdle models in a Bayesian hierarchical model. Space–time ZIP and hurdle models were constructed by using spatial conditional autoregressive (CAR) models and temporal first-order autoregressive (AR(1)) models as random effects in ZIP and hurdle regression models. We created maps of smoothed predictions for harbor seal counts based on ice density, other covariates, and spatio-temporal random effects. For both models predictions around the edges appeared to be positively biased. The linex loss function is an asymmetric loss function that penalizes overprediction more than underprediction, and we used it to correct for prediction bias to get the best map for space–time ZIP and hurdle models.
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We investigate the effects of quenched disorder on first-order quantum phase transitions on the example of the N-color quantum Ashkin-Teller model. By means of a strong-disorder renormalization group, we demonstrate that quenched disorder rounds the first-order quantum phase transition to a continuous one for both weak and strong coupling between the colors. In the strong-coupling case, we find a distinct type of infinite-randomness critical point characterized by additional internal degrees of freedom. We investigate its critical properties in detail and find stronger thermodynamic singularities than in the random transverse field Ising chain. We also discuss the implications for higher spatial dimensions as well as unusual aspects of our renormalization-group scheme. DOI: 10.1103/PhysRevB.86.214204
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Abstract Background To understand the molecular mechanisms underlying important biological processes, a detailed description of the gene products networks involved is required. In order to define and understand such molecular networks, some statistical methods are proposed in the literature to estimate gene regulatory networks from time-series microarray data. However, several problems still need to be overcome. Firstly, information flow need to be inferred, in addition to the correlation between genes. Secondly, we usually try to identify large networks from a large number of genes (parameters) originating from a smaller number of microarray experiments (samples). Due to this situation, which is rather frequent in Bioinformatics, it is difficult to perform statistical tests using methods that model large gene-gene networks. In addition, most of the models are based on dimension reduction using clustering techniques, therefore, the resulting network is not a gene-gene network but a module-module network. Here, we present the Sparse Vector Autoregressive model as a solution to these problems. Results We have applied the Sparse Vector Autoregressive model to estimate gene regulatory networks based on gene expression profiles obtained from time-series microarray experiments. Through extensive simulations, by applying the SVAR method to artificial regulatory networks, we show that SVAR can infer true positive edges even under conditions in which the number of samples is smaller than the number of genes. Moreover, it is possible to control for false positives, a significant advantage when compared to other methods described in the literature, which are based on ranks or score functions. By applying SVAR to actual HeLa cell cycle gene expression data, we were able to identify well known transcription factor targets. Conclusion The proposed SVAR method is able to model gene regulatory networks in frequent situations in which the number of samples is lower than the number of genes, making it possible to naturally infer partial Granger causalities without any a priori information. In addition, we present a statistical test to control the false discovery rate, which was not previously possible using other gene regulatory network models.
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The abundance of atmospheric oxygen and its evolution through Earth's history is a highly debated topic. The earliest change of the Mo concentration and isotope composition of marine sediments are interpreted to be linked to the onset of the accumulation of free O2 in Earth's atmosphere. The O2 concentration needed to dissolve significant amounts of Mo in water is not yet quantified, however. We present laboratory experiments on pulverized and surface-cleaned molybdenite (MoS2) and a hydrothermal breccia enriched in Mo-bearing sulphides using a glove box setup. Duration of an experiment was 14 days, and first signs of oxidation and subsequent dissolution of Mo compounds start to occur above an atmospheric oxygen concentration of 72 ± 20 ppmv (i.e., 2.6 to 4.6 × 10−4 present atmospheric level (PAL)). This experimentally determined value coincides with published model calculations supporting atmospheric O2 concentrations between 1 × 10−5 to 3 × 10−4 PAL prior to the Great Oxidation Event and sets an upper limit to the molecular oxygen needed to trigger Mo accumulation and Mo isotope variations recorded in sediments. In combination with the published Mo isotope composition of the rock record, this result implies an atmospheric oxygen concentration prior to 2.76 Ga of below 72 ± 20 ppmv.
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This paper presents a theoretical framework intended to accommodate circuit devices described by characteristics involving more than two fundamental variables. This framework is motivated by the recent appearance of a variety of so-called mem-devices in circuit theory, and makes it possible to model the coexistence of memory effects of different nature in a single device. With a compact formalism, this setting accounts for classical devices and also for circuit elements which do not admit a two-variable description. Fully nonlinear characteristics are allowed for all devices, driving the analysis beyond the framework of Chua and Di Ventra We classify these fully nonlinear circuit elements in terms of the variables involved in their constitutive relations and the notions of the differential- and the state-order of a device. We extend the notion of a topologically degenerate configuration to this broader context, and characterize the differential-algebraic index of nodal models of such circuits. Additionally, we explore certain dynamical features of mem-circuits involving manifolds of non-isolated equilibria. Related bifurcation phenomena are explored for a family of nonlinear oscillators based on mem-devices.
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We present the first detailed numerical study in three dimensions of a first-order phase transition that remains first order in the presence of quenched disorder (specifically, the ferromagnetic-paramagnetic transition of the site-diluted four states Potts model). A tricritical point, which lies surprisingly near the pure-system limit and is studied by means of finite-size scaling, separates the first-order and second-order parts of the critical line. This investigation has been made possible by a new definition of the disorder average that avoids the diverging-variance probability distributions that plague the standard approach. Entropy, rather than free energy, is the basic object in this approach that exploits a recently introduced microcanonical Monte Carlo method.
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We present a detailed numerical study on the effects of adding quenched impurities to a three dimensional system which in the pure case undergoes a strong first order phase transition (specifically, the ferromagnetic/paramagnetic transition of the site-diluted four states Potts model). We can state that the transition remains first-order in the presence of quenched disorder (a small amount of it) but it turns out to be second order as more impurities are added. A tricritical point, which is studied by means of Finite-Size Scaling, separates the first-order and second-order parts of the critical line. The results were made possible by a new definition of the disorder average that avoids the diverging-variance probability distributions that arise using the standard methodology. We also made use of a recently proposed microcanonical Monte Carlo method in which entropy, instead of free energy, is the basic quantity.
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This article examines whether UK portfolio returns are time varying so that expected returns follow an AR(1) process as proposed by Conrad and Kaul for the USA. It explores this hypothesis for four portfolios that have been formed on the basis of market capitalization. The portfolio returns are modelled using a kalman filter signal extraction model in which the unobservable expected return is the state variable and is allowed to evolve as a stationary first order autoregressive process. It finds that this model is a good representation of returns and can account for most of the autocorrelation present in observed portfolio returns. This study concludes that UK portfolio returns are time varying and the nature of the time variation appears to introduce a substantial amount of autocorrelation to portfolio returns. Like Conrad and Kaul if finds a link between the extent to which portfolio returns are time varying and the size of firms within a portfolio but not the monotonic one found for the USA.
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This article examines whether UK portfolio returns are time varying so that expected returns follow an AR(1) process as proposed by Conrad and Kaul for the USA. It explores this hypothesis for four portfolios that have been formed on the basis of market capitalization. The portfolio returns are modelled using a kalman filter signal extraction model in which the unobservable expected return is the state variable and is allowed to evolve as a stationary first order autoregressive process. It finds that this model is a good representation of returns and can account for most of the autocorrelation present in observed portfolio returns. This study concludes that UK portfolio returns are time varying and the nature of the time variation appears to introduce a substantial amount of autocorrelation to portfolio returns. Like Conrad and Kaul if finds a link between the extent to which portfolio returns are time varying and the size of firms within a portfolio but not the monotonic one found for the USA. © 2004 Taylor and Francis Ltd.
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2000 Mathematics Subject Classification: 60J80, 60J20, 60J10, 60G10, 60G70, 60F99.
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Inulin is a fructooligosacharide found in diverse agricultural products, amongst them garlic, banana, Jerusalem artichoke and chicory root. Inulin generally is used in developed countries, as a substitute of sugar and/or fat due to its characteristics of fitting as functional and dietary food. Chicory root is usually used as source and raw material for commercial extration of inulin. The experiments consisted on drying sliced chicory roots based on a factorial experimental design in a convective dryer whose alows the air to pass perpendicularly through the tray. Effective diffusivity (dependent variable) has been determined for each experimental combination of independent variables (air temperature and velocity). The data curves have been fitted by the solution of the second Fick law and Page's model. Effective difusivity varied from 3.51 x 10-10 m² s-1 to 1.036 x 10-10 m² s-1. It is concluded that, for the range of studied values, air temperature is the only statistically significant variable. So, a first order mathematical model was obtained, representing effective diffusivity behavior as function of air temperature. The best drying condition was correspondent to the trial using the highest drying air temperature.
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The long performance of an isothermal fixed bed reactor undergoing catalyst poisoning is theoretically analyzed using the dispersion model. First order reaction with dth order deactivation is assumed and the model equations are solved by matched asymptotic expansions for large Peclet number. Simple closed-form solutions, uniformly valid in time, are obtained.