Essays on Spatial Econometrics

Esta dissertação concentra-se nos processos estocásticos espaciais definidos em um reticulado, os chamados modelos do tipo Cliff & Ord. Minha contribuição nesta tese consiste em utilizar aproximações de Edgeworth e saddlepoint para investigar as propriedades em amostras finitas do teste para detectar a presença de dependência espacial em modelos SAR (autoregressivo espacial), e propor uma nova classe de modelos econométricos espaciais na qual os parâmetros que afetam a estrutura da média são distintos dos parâmetros presentes na estrutura da variância do processo. Isto permite uma interpretação mais clara dos parâmetros do modelo, além de generalizar uma proposta de taxonomia feita por Anselin (2003). Eu proponho um estimador para os parâmetros do modelo e derivo a distribuição assintótica do estimador. O modelo sugerido na dissertação fornece uma interpretação interessante ao modelo SARAR, bastante comum na literatura. A investigação das propriedades em amostras finitas dos testes expande com relação a literatura permitindo que a matriz de vizinhança do processo espacial seja uma função não-linear do parâmetro de dependência espacial. A utilização de aproximações ao invés de simulações (mais comum na literatura), permite uma maneira fácil de comparar as propriedades dos testes com diferentes matrizes de vizinhança e corrigir o tamanho ao comparar a potência dos testes. Eu obtenho teste invariante ótimo que é também localmente uniformemente mais potente (LUMPI). Construo o envelope de potência para o teste LUMPI e mostro que ele é virtualmente UMP, pois a potência do teste está muito próxima ao envelope (considerando as estruturas espaciais definidas na dissertação). Eu sugiro um procedimento prático para construir um teste que tem boa potência em uma gama de situações onde talvez o teste LUMPI não tenha boas propriedades. Eu concluo que a potência do teste aumenta com o tamanho da amostra e com o parâmetro de dependência espacial (o que está de acordo com a literatura). Entretanto, disputo a visão consensual que a potência do teste diminui a medida que a matriz de vizinhança fica mais densa. Isto reflete um erro de medida comum na literatura, pois a distância estatística entre a hipótese nula e a alternativa varia muito com a estrutura da matriz. Fazendo a correção, concluo que a potência do teste aumenta com a distância da alternativa à nula, como esperado.

Classification of Boal, Malvazia, Sercial and Verdelho wines based on terpenoid patterns

Thirty-six Madeira wine samples from Boal, Malvazia, Sercial and Verdelho white grape varieties were analyzed in order to estimate the free fraction of monoterpenols and C13 norisoprenoids (terpenoid compounds) using dynamic headspace solid phase micro-extraction (HS-SPME) technique coupled with gas chromatography–mass spectrometry (GC–MS). The average values from three vintages (1998–2000) show that these wines have characteristic profiles of terpenoid compounds. Malvazia wines exhibits the highest values of total free monoterpenols, contrary to Verdelho wines which had the lowest levels of terpenoids but produced the highest concentration of farnesol. The use of multivariate analysis techniques allows establishing relations between the compounds and the varieties under investigation. Principal component analysis (PCA) and linear discriminant analysis (LDA) were applied to the obtained matrix data. A good separation and classification power between the four groups as a function of their varietal origin was observed.

Structure-function relationship of new crotamine isoform from the Crotalus durissus cascavella

In this work we isolated a novel crotamine like protein from the Crotalus durissus cascavella venom by combination of molecular exclusion and analytical reverse phase HPLC. Its primary structure was:YKRCHKKGGHCFPKEKICLPPSSDLGKMDCRWKRK-CCKKGS GK. This protein showed a molecular mass of 4892.89 da that was determined by Matrix Assisted Laser Desorption Ionization Time-of-flight (MALDI-TOF) mass spectrometry. The approximately pI value of this protein was determined in 9.9 by two-dimensional electrophoresis. This crotamine-like protein isolated here and that named as Cro 2 produced skeletal muscle spasm and spastic paralysis in mice similarly to other crotamines like proteins. Cro 2 did not modify the insulin secretion at low glucose concentration (2.8 and 5.6 mM), but at high glucose concentration (16.7 mM) we observed an insulin secretion increasing of 2.7-3.0-fold than to control. The Na+ channel antagonist tetrodoxin (6 mM) decreased glucose and Cro 2-induced insulin secretion. These results suggested that Na+ channel are involved in the insulin secretion. In this article, we also purified some peptide fragment from the treatment of reduced and carboxymethylated Cro 2 (RC-Cro 2) with cyanogen bromide and protease V8 from Staphylococcus aureus. The isolated pancreatic beta-cells were then treated with peptides only at high glucose concentration (16.7 mM), in this condition only two peptides induced insulin secretion. The amino acid sequence homology analysis of the whole crotamine as well as the biologically-active peptide allowed determining the consensus region of the biologically-active crotamine responsible for insulin secretion was KGGHCFPKE and DCRWKWKCCKKGSG.

A construction como método concretizador de direitos fundamentais: aplicação na jurisdição constitucional brasileira

The way of organization of the constitutional jurisdiction implies the possibility to extend the democratization of the same one in function of the popular participation in the active legitimacy to constitutional process (procedimentalist model) e, at the same time, to assure technical viable decisions fast and to the complex problems of the constitucional law (substancialist model). The comparison with the constitutional jurisdiction of U.S.A. becomes interesting from the knowledge of the wide power to decide experience of Supreme the Court that for a methodology of construction of rights and not simply of interpretation of the Constitution, brought up to date and reconstructed throughout its historical evolution the direction of the norms of basic rights and the North American principles constitutional. Construction while constitutional hermeneutic method of substancialist matrix works with techniques as the measurement of principles, the protection of interests of minorities and the entailing of the basic rights with values politicians, what it can be brought to evidence of the Brazilian constitutional jurisdiction in order to improve the construction of basic rights that comes being carried through for the judicial ativism in control of the diffuse and abstract constitutionality. To define the limits of construction is to search, on the other hand, a dialogue with the procedimentalists thesis, aiming at the widening of the participation of the citizen in the construction of the basic rights for the constitutional process and to argue forms of the society to evaluate the pronounced decisions activist in the controls diffuse and abstract of constitutionality

Excitações em cristais fotônicos unidimensionais

In this work, we present a theoretical study of the propagation of electromagnetic waves in multilayer structures called Photonic Crystals. For this purpose, we investigate the phonon-polariton band gaps in periodic and quasi-periodic (Fibonacci-type) multilayers made up of both positive and negative refractive index materials in the terahertz (THz) region. The behavior of the polaritonic band gaps as a function of the multilayer period is investigated systematically. We use a theoretical model based on the formalism of transfer matrix in order to simplify the algebra involved in obtaining the dispersion relation of phonon-polaritons (bulk and surface modes). We also present a quantitative analysis of the results, pointing out the distribution of the allowed polaritonic bandwidths for high Fibonacci generations, which gives good insight about their localization and power laws. We calculate the emittance spectrum of the electromagnetic radiation, in THZ frequency, normally and obliquely incident (s and p polarized modes) on a one-dimensional multilayer structure composed of positive and negative refractive index materials organized periodically and quasi-periodically. We model the negative refractive index material by a effective medium whose electric permittivity is characterized by a phonon-polariton frequency dependent dielectric function, while for the magnetic permeability we have a Drude like frequency-dependent function. Similarity to the one-dimensional photonic crystal, this layered effective medium, called polaritonic Crystals, allow us the control of the electromagnetic propagation, generating regions named polaritonic bandgap. The emittance spectra are determined by means of a well known theoretical model based on Kirchoff s second law, together with a transfer matrix formalism. Our results shows that the omnidirectional band gaps will appear in the THz regime, in a well defined interval, that are independent of polarization in periodic case as well as in quasiperiodic case

Wannier functions of isolated bands in one-dimensional crystals

We present a simple procedure to obtain the maximally localized Wannier function of isolated bands in one-dimensional crystals with or without inversion symmetry. First, we discuss the generality of dealing with real Wannier functions. Next, we use a transfer-matrix technique to obtain nonoptimal Bloch functions which are analytic in the wave number. This produces two classes of real Wannier functions. Then, the minimization of the variance of the Wannier functions is performed, by using the antiderivative of the Berry connection. In the case of centrosymmetric crystals, this procedure leads to the Wannier-Kohn functions. The asymptotic behavior of the Wannier functions is also analyzed. The maximally localized Wannier functions show the expected exponential and power-law decays. Instead, nonoptimal Wannier functions may show reduced exponential and anisotropic power-law decays. The theory is illustrated with numerical calculations of Wannier functions for conduction electrons in semiconductor superlattices.

A modified Primal-Dual Logarithmic-Barrier Method for solving the Optimal Power Flow problem with discrete and continuous control variables

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

An efficient neural approach to economic load dispatch in power systems

A neural approach to solve the problem defined by the economic load dispatch in power systems is presented in this paper, Systems based on artificial neural networks have high computational rates due to the use of a massive number of simple processing elements and the high degree of connectivity between these elements the ability of neural networks to realize some complex nonlinear function makes them attractive for system optimization the neural networks applyed in economic load dispatch reported in literature sometimes fail to converge towards feasible equilibrium points the internal parameters of the modified Hopfield network developed here are computed using the valid-subspace technique These parameters guarantee the network convergence to feasible quilibrium points, A solution for the economic load dispatch problem corresponds to an equilibrium point of the network. Simulation results and comparative analysis in relation to other neural approaches are presented to illustrate efficiency of the proposed approach.

Detection and Identification of Abnormalities in Customer Consumptions in Power Distribution Systems

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Thermoeconomic analysis method for optimization of combined heat and power systems

This article presents an thermoeconomic analysis of cogeneration plants, applied as a rational technique to produce electric power and saturated steam. The aim of this new methodology is the minimum exergetic manufacturing cost (EMC), based on the Second Law of Thermodynamics. The decision variables selected for the optimization are the pressure and the temperature of the steam leaving the boiler in the case of using steam turbine, and the pressure ratio, turbine exhaust temperature and mass flow in the case of using gas turbines. The equations for calculating the capital costs of the components and products are formulated as a function of these decision variables. An application of the method using real data of a multinational chemical industry located in São Paulo state is presented. The conditions which establish the minimum cost are presented as finals conclusions.

Generalized partition function zeros of 1D spin models and their critical behavior at edge singularities

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Security constrained optimal active power flow via network model and interior point method

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

Parameterized fast decoupled power flow methods for obtaining the maximum loading point of power systems. Part I. Mathematical modeling

The conventional Newton and fast decoupled power flow (FDPF) methods have been considered inadequate to obtain the maximum loading point of power systems due to ill-conditioning problems at and near this critical point. It is well known that the PV and Q-theta decoupling assumptions of the fast decoupled power flow formulation no longer hold in the vicinity of the critical point. Moreover, the Jacobian matrix of the Newton method becomes singular at this point. However, the maximum loading point can be efficiently computed through parameterization techniques of continuation methods. In this paper it is shown that by using either theta or V as a parameter, the new fast decoupled power flow versions (XB and BX) become adequate for the computation of the maximum loading point only with a few small modifications. The possible use of reactive power injection in a selected PV bus (Q(PV)) as continuation parameter (mu) for the computation of the maximum loading point is also shown. A trivial secant predictor, the modified zero-order polynomial which uses the current solution and a fixed increment in the parameter (V, theta, or mu) as an estimate for the next solution, is used in predictor step. These new versions are compared to each other with the purpose of pointing out their features, as well as the influence of reactive power and transformer tap limits. The results obtained with the new approach for the IEEE test systems (14, 30, 57 and 118 buses) are presented and discussed in the companion paper. The results show that the characteristics of the conventional method are enhanced and the region of convergence around the singular solution is enlarged. In addition, it is shown that parameters can be switched during the tracing process in order to efficiently determine all the PV curve points with few iterations. (C) 2003 Elsevier B.V. All rights reserved.

Continuation fast decoupled power flow with secant predictor

The conventional Newton and fast decoupled power flow methods are considered inadequate for obtaining the maximum loading point of power systems due to ill-conditioning problems at and near this critical point. At this point, the Jacobian matrix of the Newton method becomes singular. In addition, it is widely accepted that the P-V and Q-theta decoupling assumptions made for the fast decoupled power flow formulation no longer hold. However, in this paper, it is presented a new fast decoupled power flow that becomes adequate for the computation of the maximum loading point by simply using the reactive power injection of a selected PV bus as a continuation parameter. Besides, fast decoupled methods using V and 0 as parameters and a secant predictor are also presented. These new versions are compared to each other with the purpose of pointing out their features, as well as the influence of reactive power and transformer tap limits. The results obtained for the IEEE systems (14 and 118 buses) show that the characteristics of the conventional method are enhanced and the region of convergence around the singular solution is enlarged.

Sensitivity analysis by neural networks applied to power systems transient stability

This work presents a procedure for transient stability analysis and preventive control of electric power systems, which is formulated by a multilayer feedforward neural network. The neural network training is realized by using the back-propagation algorithm with fuzzy controller and adaptation of the inclination and translation parameters of the nonlinear function. These procedures provide a faster convergence and more precise results, if compared to the traditional back-propagation algorithm. The adaptation of the training rate is effectuated by using the information of the global error and global error variation. After finishing the training, the neural network is capable of estimating the security margin and the sensitivity analysis. Considering this information, it is possible to develop a method for the realization of the security correction (preventive control) for levels considered appropriate to the system, based on generation reallocation and load shedding. An application for a multimachine power system is presented to illustrate the proposed methodology. (c) 2006 Elsevier B.V. All rights reserved.