A hybrid commodity price-forecasting model applied to the sugar-alcohol sector

Accurate price forecasting for agricultural commodities can have significant decision-making implications for suppliers, especially those of biofuels, where the agriculture and energy sectors intersect. Environmental pressures and high oil prices affect demand for biofuels and have reignited the discussion about effects on food prices. Suppliers in the sugar-alcohol sector need to decide the ideal proportion of ethanol and sugar to optimise their financial strategy. Prices can be affected by exogenous factors, such as exchange rates and interest rates, as well as non-observable variables like the convenience yield, which is related to supply shortages. The literature generally uses two approaches: artificial neural networks (ANNs), which are recognised as being in the forefront of exogenous-variable analysis, and stochastic models such as the Kalman filter, which is able to account for non-observable variables. This article proposes a hybrid model for forecasting the prices of agricultural commodities that is built upon both approaches and is applied to forecast the price of sugar. The Kalman filter considers the structure of the stochastic process that describes the evolution of prices. Neural networks allow variables that can impact asset prices in an indirect, nonlinear way, what cannot be incorporated easily into traditional econometric models.

Thermodynamic modelling of an Al(2)O(3)-MnO system using the ionic model

The thermodynamic assessment of an Al(2)O(3)-MnO pseudo-binary system has been carried out with the use of an ionic model. The use of the electro-neutrality principles in addition to the constitutive relations, between site fractions of the species on each sub-lattice, the thermodynamics descriptions of each solid phase has been determined to make possible the solubility description. Based on the thermodynamics descriptions of each phase in addition to thermo-chemical data obtained from the literature, the Gibbs energy functions were optimized for each phase of the Al(2)O(3)-MnO system with the support of PARROT(R) module from ThemoCalc(R) package. A thermodynamic database was obtained, in agreement with the thermo-chemical data extracted from the literature, to describe the Al(2)O(3)-MnO system including the solubility description of solid phases. (C) 2009 Elsevier Ltd. All rights reserved.

Animated solid model of the lung constructed from unsynchronized MR sequential images

This work discusses a 4D lung reconstruction method from unsynchronized MR sequential images. The lung, differently from the heart, does not have its own muscles, turning impossible to see its real movements. The visualization of the lung in motion is an actual topic of research in medicine. CT (Computerized Tomography) can obtain spatio-temporal images of the heart by synchronizing with electrocardiographic waves. The FOV of the heart is small when compared to the lung`s FOV. The lung`s movement is not periodic and is susceptible to variations in the degree of respiration. Compared to CT, MR (Magnetic Resonance) imaging involves longer acquisition times and it is not possible to obtain instantaneous 3D images of the lung. For each slice, only one temporal sequence of 2D images can be obtained. However, methods using MR are preferable because they do not involve radiation. In this paper, based on unsynchronized MR images of the lung an animated B-Repsolid model of the lung is created. The 3D animation represents the lung`s motion associated to one selected sequence of MR images. The proposed method can be divided in two parts. First, the lung`s silhouettes moving in time are extracted by detecting the presence of a respiratory pattern on 2D spatio-temporal MR images. This approach enables us to determine the lung`s silhouette for every frame, even on frames with obscure edges. The sequence of extracted lung`s silhouettes are unsynchronized sagittal and coronal silhouettes. Using our algorithm it is possible to reconstruct a 3D lung starting from a silhouette of any type (coronal or sagittal) selected from any instant in time. A wire-frame model of the lung is created by composing coronal and sagittal planar silhouettes representing cross-sections. The silhouette composition is severely underconstrained. Many wire-frame models can be created from the observed sequences of silhouettes in time. Finally, a B-Rep solid model is created using a meshing algorithm. Using the B-Rep solid model the volume in time for the right and left lungs were calculated. It was possible to recognize several characteristics of the 3D real right and left lungs in the shaded model. (C) 2007 Elsevier Ltd. All rights reserved.

A modified epidemiological model for computer viruses

Since the computer viruses pose a serious problem to individual and corporative computer systems, a lot of effort has been dedicated to study how to avoid their deleterious actions, trying to create anti-virus programs acting as vaccines in personal computers or in strategic network nodes. Another way to combat viruses propagation is to establish preventive policies based on the whole operation of a system that can be modeled with population models, similar to those that are used in epidemiological studies. Here, a modified version of the SIR (Susceptible-Infected-Removed) model is presented and how its parameters are related to network characteristics is explained. Then, disease-free and endemic equilibrium points are calculated, stability and bifurcation conditions are derived and some numerical simulations are shown. The relations among the model parameters in the several bifurcation conditions allow a network design minimizing viruses risks. (C) 2009 Elsevier Inc. All rights reserved.

Closed-loop model re-identification of processes under MPC with zone control

This work deals with a procedure for model re-identification of a process in closed loop with ail already existing commercial MPC. The controller considered here has a two-layer structure where the upper layer performs a target calculation based on a simplified steady-state optimization of the process. Here, it is proposed a methodology where a test signal is introduced in a tuning parameter of the target calculation layer. When the outputs are controlled by zones instead of at fixed set points, the approach allows the continuous operation of the process without an excessive disruption of the operating objectives as process constraints and product specifications remain satisfied during the identification test. The application of the method is illustrated through the simulation of two processes of the oil refining industry. (c) 2008 Elsevier Ltd. All rights reserved.

Morphological alterations in leave of micropropagated pineapple plants cv. IAC Gomo-de-mel acclimatizated in different conditions of luminosity

(Morphological alterations in leave of micropropagated pineapple plants cv. IAC Gomo-de-mel acclimatizated in different conditions of luminosity). Microprapagated plants usually show difficulties to adapt to ex vitro conditions, and many times are submitted to the rustication process to aim the reduction of all the impacts resulting from the environmental changes. Once the leaf and its annexes are important indicators of adaptability strategies of the plants to adverse environmental conditions, the objective of this work was to compare the leaf anatomy of pineapple cv. IAC Gomo-de-mel in vitro cultivated plants with microplants acclimatized in different conditions of luminosity, under mesh, with 50% of shading and directly exposed to sunlight, to verify the needed of rustication process on this cultivar. Evaluations of the leaf epidermis using light and electronic scanning microscopy showed an increase on scale density in both leaves surfaces of the ex vitro microplants, mainly related to the ones directly exposed to sunlight. Subsequent observations showed an increase on cuticle thickness, on wavy contours of epidermal cells, and on the distribution and quantity of mesophyll fibers, evidencing the light conditions interference in morphological characteristics of these microplants. These alterations had not harmed microplant development, showing that are not need of rustication stages on the acclimatization process of this cultivar.

The genus Rhagomys (Thomas 1917) (Rodentia, Cricetidae, Sigmodontinae) in South America: morphological considerations, geographic distribution and zoogeographic comments

American Museum of Natural History

A log-extended Weibull regression model

A bathtub-shaped failure rate function is very useful in survival analysis and reliability studies. The well-known lifetime distributions do not have this property. For the first time, we propose a location-scale regression model based on the logarithm of an extended Weibull distribution which has the ability to deal with bathtub-shaped failure rate functions. We use the method of maximum likelihood to estimate the model parameters and some inferential procedures are presented. We reanalyze a real data set under the new model and the log-modified Weibull regression model. We perform a model check based on martingale-type residuals and generated envelopes and the statistics AIC and BIC to select appropriate models. (C) 2009 Elsevier B.V. All rights reserved.

The generalized log-gamma mixture model with covariates: local influence and residual analysis

In a sample of censored survival times, the presence of an immune proportion of individuals who are not subject to death, failure or relapse, may be indicated by a relatively high number of individuals with large censored survival times. In this paper the generalized log-gamma model is modified for the possibility that long-term survivors may be present in the data. The model attempts to separately estimate the effects of covariates on the surviving fraction, that is, the proportion of the population for which the event never occurs. The logistic function is used for the regression model of the surviving fraction. Inference for the model parameters is considered via maximum likelihood. Some influence methods, such as the local influence and total local influence of an individual are derived, analyzed and discussed. Finally, a data set from the medical area is analyzed under the log-gamma generalized mixture model. A residual analysis is performed in order to select an appropriate model.

Double generalized linear model for tissue culture proportion data: a Bayesian perspective

Joint generalized linear models and double generalized linear models (DGLMs) were designed to model outcomes for which the variability can be explained using factors and/or covariates. When such factors operate, the usual normal regression models, which inherently exhibit constant variance, will under-represent variation in the data and hence may lead to erroneous inferences. For count and proportion data, such noise factors can generate a so-called overdispersion effect, and the use of binomial and Poisson models underestimates the variability and, consequently, incorrectly indicate significant effects. In this manuscript, we propose a DGLM from a Bayesian perspective, focusing on the case of proportion data, where the overdispersion can be modeled using a random effect that depends on some noise factors. The posterior joint density function was sampled using Monte Carlo Markov Chain algorithms, allowing inferences over the model parameters. An application to a data set on apple tissue culture is presented, for which it is shown that the Bayesian approach is quite feasible, even when limited prior information is available, thereby generating valuable insight for the researcher about its experimental results.

A Model for comparing reduced impact logging with conventional logging for an Eastern Amazonian Forest

Using data from a logging experiment in the eastern Brazilian Amazon region, we develop a matrix growth and yield model that captures the dynamic effects of harvest system choice on forest structure and composition. Multinomial logistic regression is used to estimate the growth transition parameters for a 10-year time step, while a Poisson regression model is used to estimate recruitment parameters. The model is designed to be easily integrated with an economic model of decisionmaking to perform tropical forest policy analysis. The model is used to compare the long-run structure and composition of a stand arising from the choice of implementing either conventional logging techniques or more carefully planned and executed reduced-impact logging (RIL) techniques, contrasted against a baseline projection of an unlogged forest. Results from log and leave scenarios show that a stand logged according to Brazilian management requirements will require well over 120 years to recover its initial commercial volume, regardless of logging technique employed. Implementing RIL, however, accelerates this recovery. Scenarios imposing a 40-year cutting cycle raise the possibility of sustainable harvest volumes, although at significantly lower levels than is implied by current regulations. Meeting current Brazilian forest policy goals may require an increase in the planned total area of permanent production forest or the widespread adoption of silvicultural practices that increase stand recovery and volume accumulation rates after RIL harvests. Published by Elsevier B.V.

Morphological variation and reproductive incompatibility of three coconut-mite-associated populations of predatory mites identified as Neoseiulus paspalivorus (Acari: Phytoseiidae)

Predatory mites identified as Neoseiulus paspalivorus DeLeon (Phytoseiidae) have been considered as agents for classical biological control of the coconut mite, Aceria guerreronis Keifer (Eriophyidae), in Africa and elsewhere. Preliminary identification of geographically distinct populations as belonging to the same species (N. paspalivorus) was based on their morphological similarity. However, laboratory studies recently conducted have shown large differences in feeding behaviors and biological characteristics among individuals collected from three geographic origins: Brazil (South America), Benin and Ghana (West Africa). As morphologically similar specimens do not necessarily belong to the same species, we evaluated under laboratory conditions, reproductive compatibility between the specimens from three geographic locations to ascertain their conspecificity. Morphological measurements were also made to determine whether there is a means of discriminating between them. Inter-population crosses showed complete reproductive isolation between the three geographic populations, but interpopulation discontinuities in morphometric characters were absent. These results indicate that the tested specimens are distinct biological entities despite morphological similarity. Further molecular genetic studies are therefore proposed, including screening for endosymbionts and assessment of genetic differentiation, to determine the cause of reproductive incompatibility and to clarify the taxonomic relationship between those populations.

WATER RESOURCES SITUATION AT PIRACICABA, CAPIVARI AND JUNDIAI WATERSHEDS USING A DYNAMIC SYSTEMS MODEL

Using a dynamic systems model specifically developed for Piracicaba, Capivari and Jundia River Water Basins (BH-PCJ) as a tool to help to analyze water resources management alternatives for policy makers and decision takers, five simulations for 50 years timeframe were performed. The model estimates water supply and demand, as well as wastewater generation from the consumers at BH-PCJ. A run was performed using mean precipitation value constant, and keeping the actual water supply and demand rates, the business as usual scenario. Under these considerations, it is expected an increment of about similar to 76% on water demand, that similar to 39% of available water volume will come from wastewater reuse, and that waste load increases to similar to 91%. Falkenmark Index will change from 1,403 m(3) person(-1) year(-1) in 2004, to 734 m(3) P(-1) year(-1) by 2054, and the Sustainability Index from 0.44 to 0.20. Another four simulations were performed by affecting the annual precipitation by 90 and 110%; considering an ecological flow equal to 30% of the mean daily flow; and keeping the same rates for all other factors except for ecological flow and household water consumption. All of them showed a tendency to a water crisis in the near future at BH-PCJ.

Molecular and morphological markers for rapid distinction between 2 Colletotrichum species

Endophytic microorganisms reside asymptomatically within plants and are a source of new bioactive products for use in medicine, agriculture, and industry. Colletotrichum (teleomorph Glomerella) is a fungus widely cited in the literature as a producer of antimicrobial substances. Identification at the species level, however, has been a problem in this type of study. Several authors have reported the presence of endophytic fungi from the medicinal plant Maytenus ilicifolia (espinheira-santa) in Brazil that has antimicrobial activity against various pathogens. Therefore, Colletotrichum strains were isolated from M. ilicifolia and identified based on morphology, RAPD markers, sequence data of the internal transcribed spacer regions (ITS-1 and ITS-2), the 5.8S gene, and species-specific PCR. The analyses suggested the presence of 2 species, Colletotrichum gloeosporioides and Colletotrichum boninense. Two morphological markers were characterized to allow C. gloeosporioides and C. boninense to be distinguished quickly and accurately. The molecular diagnosis of C. boninense was confirmed by using Coll and ITS4 primers. This species of Colletotrichum is reported for the first time in M. ilicifolia.

Molecular and morphological diversity in Japanese rice germplasm

Germplasm molecular and phenotypic characterization is instrumental to its utilization and to genetic variability incorporation into rice breeding programmes. The diversity within 192 Japanese rice accessions was analysed for 22 agro-morphological traits and 24 single sequence repeat markers. A total of 181 alleles were detected, 38 of which were exclusive. The number of alleles/marker ranged from 2 to 16, with an average of 7.54 alleles/locus and the H(e) value ranged from 0.01 to 0.82, with an average of 0.46. The accessions showed diversity at molecular and phenotypic level and few showed also good agronomic performance. Tocher`s method applied on a total-dissimilarity matrix was used to determine cluster formation of 13 diversity groups. Most of the accessions (81%) were clustered within a group, whereas eight accessions (Kyuushuu, Eika Ine, Ishiwari Mochi, Col/Fukui/1965, Ookuma Nishiki, Suzume Shirazu, Iwate Ryoon and Toga) did not cluster with other accessions.