942 resultados para Auto-Regressive and Moving-Average Model with exogenous inputs
Resumo:
Long-term survival models have historically been considered for analyzing time-to-event data with long-term survivors fraction. However, situations in which a fraction (1 - p) of systems is subject to failure from independent competing causes of failure, while the remaining proportion p is cured or has not presented the event of interest during the time period of the study, have not been fully considered in the literature. In order to accommodate such situations, we present in this paper a new long-term survival model. Maximum likelihood estimation procedure is discussed as well as interval estimation and hypothesis tests. A real dataset illustrates the methodology.
Resumo:
We have performed multicanonical simulations to study the critical behavior of the two-dimensional Ising model with dipole interactions. This study concerns the thermodynamic phase transitions in the range of the interaction delta where the phase characterized by striped configurations of width h = 1 is observed. Controversial results obtained from local update algorithms have been reported for this region, including the claimed existence of a second-order phase transition line that becomes first order above a tricritical point located somewhere between delta = 0.85 and 1. Our analysis relies on the complex partition function zeros obtained with high statistics from multicanonical simulations. Finite size scaling relations for the leading partition function zeros yield critical exponents. that are clearly consistent with a single second-order phase transition line, thus excluding such a tricritical point in that region of the phase diagram. This conclusion is further supported by analysis of the specific heat and susceptibility of the orientational order parameter.
Resumo:
Santos C.S.A.B., Piatti R.M., Azevedo S.S., Alves C.J., Higino S.S.S., Silva M.L.C.R., Brasil A.W.L. & Gennari S.M. 2012. Seroprevalence and risk factors associated with Chlamydophila abortus infection in dairy goats in the Northeast of Brazil. Pesquisa Veterinaria Brasileira 32(11):1082-1086. Unidade Academica de Medicina Veterinaria, Centro de Sa de e Tecnologia Rural, Universidade Federal de Campina Grande, Av. Universitaria s/n, Bairro Santa Cecilia, Patos, PB 58700-970, Brazil. E-mail: sergio.azevedo@pq.cnpq.br Few data are available on the prevalence and risk factors of Chlamydophila abortus infection in goats in Brazil. A cross-sectional study was carried out to determine the flock-level prevalence of C. abortus infection in goats from the semiarid region of the Paraiba State, Northeast region of Brazil, as well as to identify risk factors associated with the infection. Flocks were randomly selected and a pre-established number of female goats >= 12 mo old were sampled in each of these flocks. A total of 975 serum samples from 110 flocks were collected, and structured questionnaire focusing on risk factors for C. abortus infection was given to each farmer at the time of blood collection. For the serological diagnosis the complement fixation test (CFT) using C. abortus S26/3 strain as antigen was performed. The flock-level factors for C. abortus prevalence were tested using multivariate logistic regression model. Fifty-five flocks out of 110 presented at least one seropositive animal with an overall prevalence of 50.0% (95%; CI: 40.3%, 59.7%). Ninety-one out of 975 dairy goats examined were seropositive with titers >= 32, resulting in a frequency of 9.3%. Lend buck for breeding (odds ratio = 2.35; 95% CI: 1.04-5.33) and history of abortions (odds ratio = 3.06; 95% CI: 1.37-6.80) were associated with increased flock prevalence.
Resumo:
In this paper, we propose a random intercept Poisson model in which the random effect is assumed to follow a generalized log-gamma (GLG) distribution. This random effect accommodates (or captures) the overdispersion in the counts and induces within-cluster correlation. We derive the first two moments for the marginal distribution as well as the intraclass correlation. Even though numerical integration methods are, in general, required for deriving the marginal models, we obtain the multivariate negative binomial model from a particular parameter setting of the hierarchical model. An iterative process is derived for obtaining the maximum likelihood estimates for the parameters in the multivariate negative binomial model. Residual analysis is proposed and two applications with real data are given for illustration. (C) 2011 Elsevier B.V. All rights reserved.
Resumo:
Purpose: Refractory frontal lobe epilepsy (FLE) remains one of the most challenging surgically remediable epilepsy syndromes. Nevertheless, definition of independent predictors and predictive models of postsurgical seizure outcome remains poorly explored in FLE. Methods: We retrospectively analyzed data from 70 consecutive patients with refractory FLE submitted to surgical treatment at our center from July 1994 to December 2006. Univariate results were submitted to logistic regression models and Cox proportional hazards regression to identify isolated risk factors for poor surgical results and to construct predictive models for surgical outcome in FLE. Results: From 70 patients submitted to surgery, 45 patients (64%) had favorable outcome and 37 (47%) became seizure free. Isolated risk factors for poor surgical outcome are expressed in hazard ratio (H.R.) and were time of epilepsy (H.R.=4.2; 95% C.I.=.1.5-11.7; p=0.006), ictal EEG recruiting rhythm (H.R. = 2.9; 95% C.I. = 1.1-7.7; p=0.033); normal MRI (H.R. = 4.8; 95% C.I. = 1.4-16.6; p = 0.012), and MRI with lesion involving eloquent cortex (H.R. = 3.8; 95% C.I. = 1.2-12.0; p = 0.021). Based on these variables and using a logistic regression model we constructed a model that correctly predicted long-term surgical outcome in up to 80% of patients. Conclusion: Among independent risk factors for postsurgical seizure outcome, epilepsy duration is a potentially modifiable factor that could impact surgical outcome in FLE. Early diagnosis, presence of an MRI lesion not involving eloquent cortex, and ictal EEG without recruited rhythm independently predicted favorable outcome in this series. (C) 2011 Elsevier B.V. All rights reserved.
Resumo:
The known paddlewheel, tetrakis(acetato)chloridodiruthenium(II,III), offers a versatile synthetic route to a novel class of antitumor diruthenium(II,III) metallo drugs, where the equatorial ligands are nonsteroidal anti-inflammatory carboxylates. This complex was studied here as a soluble starting prototype model for antitumor analogues to elucidate the reactivity of the [Ru-2(CH3COO)(4)](+) framework. Thermodynamic studies on equilibration reactions for axial substitution of water by chloride and kinetic studies on reactions of the diaqua complexes with the amino acids glycine, cysteine, histidine, and tryptophan were performed. The standard thermodynamic reaction parameters Delta H degrees, Delta S degrees, and Delta V degrees were determined and showed that both of the sequential axial substitution reactions are enthalpy driven. Kinetic rate laws and rate constants were determined for the axial substitution reactions of coordinated water by the amino acids that gave the corresponding aqua(amino acid)-Ru-2 substituted species. The results revealed that the [Ru-2(CH3COO)(4)](+) paddlewheel framework remained stable during the axial ligand substitution reactions and was also mostly preserved in the presence of the amino acids.
Resumo:
Most superdiffusive Non-Markovian random walk models assume that correlations are maintained at all time scales, e. g., fractional Brownian motion, Levy walks, the Elephant walk and Alzheimer walk models. In the latter two models the random walker can always "remember" the initial times near t = 0. Assuming jump size distributions with finite variance, the question naturally arises: is superdiffusion possible if the walker is unable to recall the initial times? We give a conclusive answer to this general question, by studying a non-Markovian model in which the walker's memory of the past is weighted by a Gaussian centered at time t/2, at which time the walker had one half the present age, and with a standard deviation sigma t which grows linearly as the walker ages. For large widths we find that the model behaves similarly to the Elephant model, but for small widths this Gaussian memory profile model behaves like the Alzheimer walk model. We also report that the phenomenon of amnestically induced persistence, known to occur in the Alzheimer walk model, arises in the Gaussian memory profile model. We conclude that memory of the initial times is not a necessary condition for generating (log-periodic) superdiffusion. We show that the phenomenon of amnestically induced persistence extends to the case of a Gaussian memory profile.
Resumo:
We developed a stochastic lattice model to describe the vector-borne disease (like yellow fever or dengue). The model is spatially structured and its dynamical rules take into account the diffusion of vectors. We consider a bipartite lattice, forming a sub-lattice of human and another occupied by mosquitoes. At each site of lattice we associate a stochastic variable that describes the occupation and the health state of a single individual (mosquito or human). The process of disease transmission in the human population follows a similar dynamic of the Susceptible-Infected-Recovered model (SIR), while the disease transmission in the mosquito population has an analogous dynamic of the Susceptible-Infected-Susceptible model (SIS) with mosquitos diffusion. The occurrence of an epidemic is directly related to the conditional probability of occurrence of infected mosquitoes (human) in the presence of susceptible human (mosquitoes) on neighborhood. The probability of diffusion of mosquitoes can facilitate the formation of pairs Susceptible-Infected enabling an increase in the size of the epidemic. Using an asynchronous dynamic update, we study the disease transmission in a population initially formed by susceptible individuals due to the introduction of a single mosquito (human) infected. We find that this model exhibits a continuous phase transition related to the existence or non-existence of an epidemic. By means of mean field approximations and Monte Carlo simulations we investigate the epidemic threshold and the phase diagram in terms of the diffusion probability and the infection probability.
Resumo:
In the northeast of Brazil, caprine arthritis-encephalitis (CAE) is one of the key reasons for herd productivity decreasing that result in considerable economic losses. A comparative study was carried out using computed radiography (CR), histological analysis (HA), and scanning electronic microscopy (SEM) of the joints of CAE infected and normal goats. Humerus head surface of positive animals presented reduced joint space, increased bone density, and signs of degenerative joint disease (DJD). The carpal joint presented no morphological alterations in CR in any of the animals studied. Tarsus joint was the most affected, characterized by severe DJD, absence of joint space, increased periarticular soft tissue density, edema, and bone sclerosis. Histological analysis showed chronic tissue lesions, complete loss of the surface zone, absence of proteoglycans in the transition and radial zones and destruction of the cartilage surface in the CAE positive animals. Analysis by SEM showed ulcerated lesions with irregular and folded patterns on the joint surface that distinguished the limits between areas of normal and affected cartilage. The morphological study of the joints of normal and CAE positive goats deepened understanding of the alteration in the tissue bioarchitecture of the most affected joints. The SEM finding sustained previous histological reports, similar to those found for rheumatoid arthritis, suggesting that the goat infected with CAE can be considered as a potential model for research in this area.
Resumo:
Bronchial hyperresponsiveness is a hallmark of asthma and many factors modulate bronchoconstriction episodes. A potential correlation of formaldehyde (FA) inhalation and asthma has been observed; however, the exact role of FA remains controversial. We investigated the effects of FA inhalation on Ovalbumin (OVA) sensitisation using a parameter of respiratory mechanics. The involvement of nitric oxide (NO) and cyclooxygenase-derived products were also evaluated. The rats were submitted, or not, to FA inhalation (1%, 90 min/day, 3 days) and were OVA-sensitised and challenged 14 days later. Our data showed that previous FA exposure in allergic rats reduced bronchial responsiveness, respiratory resistance (Rrs) and elastance (Ers) to methacholine. FA exposure in allergic rats also increased the iNOS gene expression and reduced COX-1. L-NAME treatment exacerbated the bronchial hyporesponsiveness and did not modify the Ers and Rrs, while Indomethacin partially reversed all of the parameters studied. The L-NAME and Indomethacin treatments reduced leukotriene B4 levels while they increased thromboxane B2 and prostaglandin E2. In conclusion, FA exposure prior to OVA sensitisation reduces the respiratory mechanics and the interaction of NO and PGE2 may be representing a compensatory mechanism in order to protect the lung from bronchoconstriction effects.
Resumo:
We propose a new Skyrme-like model with fields taking values on the sphere S3 or, equivalently, on the group SU(2). The action of the model contains a quadratic kinetic term plus a quartic term which is the same as that of the Skyrme-Faddeev model. The novelty of the model is that it possess a first order Bogomolny type equation whose solutions automatically satisfy the second order Euler-Lagrange equations. It also possesses a lower bound on the static energy which is saturated by the Bogomolny solutions. Such Bogomolny equation is equivalent to the so-called force free equation used in plasma and solar Physics, and which possesses large classes of solutions. An old result due to Chandrasekhar prevents the existence of finite energy solutions for the force free equation on the entire three- dimensional space R3. We construct new exact finite energy solutions to the Bogomolny equations for the case where the space is the three-sphere S3, using toroidal like coordinates.
Resumo:
[EN]This paper shows a finite element method for pollutant transport with several pollutant sources. An Eulerian convection–diffusion–reaction model to simulate the pollutant dispersion is used. The discretization of the different sources allows to impose the emissions as boundary conditions. The Eulerian description can deal with the coupling of several plumes. An adaptive stabilized finite element formulation, specifically Least-Squares, with a Crank-Nicolson temporal integration is proposed to solve the problem. An splitting scheme has been used to treat separately the transport and the reaction. A mass-consistent model has been used to compute the wind field of the problem…
Resumo:
In the present work we perform an econometric analysis of the Tribal art market. To this aim, we use a unique and original database that includes information on Tribal art market auctions worldwide from 1998 to 2011. In Literature, art prices are modelled through the hedonic regression model, a classic fixed-effect model. The main drawback of the hedonic approach is the large number of parameters, since, in general, art data include many categorical variables. In this work, we propose a multilevel model for the analysis of Tribal art prices that takes into account the influence of time on artwork prices. In fact, it is natural to assume that time exerts an influence over the price dynamics in various ways. Nevertheless, since the set of objects change at every auction date, we do not have repeated measurements of the same items over time. Hence, the dataset does not constitute a proper panel; rather, it has a two-level structure in that items, level-1 units, are grouped in time points, level-2 units. The main theoretical contribution is the extension of classical multilevel models to cope with the case described above. In particular, we introduce a model with time dependent random effects at the second level. We propose a novel specification of the model, derive the maximum likelihood estimators and implement them through the E-M algorithm. We test the finite sample properties of the estimators and the validity of the own-written R-code by means of a simulation study. Finally, we show that the new model improves considerably the fit of the Tribal art data with respect to both the hedonic regression model and the classic multilevel model.
Resumo:
The beta-decay of free neutrons is a strongly over-determined process in the Standard Model (SM) of Particle Physics and is described by a multitude of observables. Some of those observables are sensitive to physics beyond the SM. For example, the correlation coefficients of the involved particles belong to them. The spectrometer aSPECT was designed to measure precisely the shape of the proton energy spectrum and to extract from it the electron anti-neutrino angular correlation coefficient "a". A first test period (2005/ 2006) showed the “proof-of-principles”. The limiting influence of uncontrollable background conditions in the spectrometer made it impossible to extract a reliable value for the coefficient "a" (publication: Baessler et al., 2008, Europhys. Journ. A, 38, p.17-26). A second measurement cycle (2007/ 2008) aimed to under-run the relative accuracy of previous experiments (Stratowa et al. (1978), Byrne et al. (2002)) da/a =5%. I performed the analysis of the data taken there which is the emphasis of this doctoral thesis. A central point are background studies. The systematic impact of background on a was reduced to da/a(syst.)=0.61 %. The statistical accuracy of the analyzed measurements is da/a(stat.)=1.4 %. Besides, saturation effects of the detector electronics were investigated which were initially observed. These turned out not to be correctable on a sufficient level. An applicable idea how to avoid the saturation effects will be discussed in the last chapter.
Resumo:
The 1-D 1/2-spin XXZ model with staggered external magnetic field, when restricting to low field, can be mapped into the quantum sine-Gordon model through bosonization: this assures the presence of soliton, antisoliton and breather excitations in it. In particular, the action of the staggered field opens a gap so that these physical objects are stable against energetic fluctuations. In the present work, this model is studied both analytically and numerically. On the one hand, analytical calculations are made to solve exactly the model through Bethe ansatz: the solution for the XX + h staggered model is found first by means of Jordan-Wigner transformation and then through Bethe ansatz; after this stage, efforts are made to extend the latter approach to the XXZ + h staggered model (without finding its exact solution). On the other hand, the energies of the elementary soliton excitations are pinpointed through static DMRG (Density Matrix Renormalization Group) for different values of the parameters in the hamiltonian. Breathers are found to be in the antiferromagnetic region only, while solitons and antisolitons are present both in the ferromagnetic and antiferromagnetic region. Their single-site z-magnetization expectation values are also computed to see how they appear in real space, and time-dependent DMRG is employed to realize quenches on the hamiltonian parameters to monitor their time-evolution. The results obtained reveal the quantum nature of these objects and provide some information about their features. Further studies and a better understanding of their properties could bring to the realization of a two-level state through a soliton-antisoliton pair, in order to implement a qubit.