A unit root test based on partially adaptive estimation

This paper constructs a unit root test baseei on partially adaptive estimation, which is shown to be robust against non-Gaussian innovations. We show that the limiting distribution of the t-statistic is a convex combination of standard normal and DF distribution. Convergence to the DF distribution is obtaineel when the innovations are Gaussian, implying that the traditional ADF test is a special case of the proposed testo Monte Carlo Experiments indicate that, if innovation has heavy tail distribution or are contaminated by outliers, then the proposed test is more powerful than the traditional ADF testo Nominal interest rates (different maturities) are shown to be stationary according to the robust test but not stationary according to the nonrobust ADF testo This result seems to suggest that the failure of rejecting the null of unit root in nominal interest rate may be due to the use of estimation and hypothesis testing procedures that do not consider the absence of Gaussianity in the data.Our results validate practical restrictions on the behavior of the nominal interest rate imposed by CCAPM, optimal monetary policy and option pricing models.

Light exercise causes adaptive changes in muscles of young Brasileiro de Hipismo horses

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

The adaptive compensations in endocrine pancreas from glucocorticoid-treated rats are reversible after the interruption of treatment

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

A fully adaptive multiresolution scheme for shock computations

The scheme is based on Ami Harten's ideas (Harten, 1994), the main tools coming from wavelet theory, in the framework of multiresolution analysis for cell averages. But instead of evolving cell averages on the finest uniform level, we propose to evolve just the cell averages on the grid determined by the significant wavelet coefficients. Typically, there are few cells in each time step, big cells on smooth regions, and smaller ones close to irregularities of the solution. For the numerical flux, we use a simple uniform central finite difference scheme, adapted to the size of each cell. If any of the required neighboring cell averages is not present, it is interpolated from coarser scales. But we switch to ENO scheme in the finest part of the grids. To show the feasibility and efficiency of the method, it is applied to a system arising in polymer-flooding of an oil reservoir. In terms of CPU time and memory requirements, it outperforms Harten's multiresolution algorithm.The proposed method applies to systems of conservation laws in 1Dpartial derivative(t)u(x, t) + partial derivative(x)f(u(x, t)) = 0, u(x, t) is an element of R-m. (1)In the spirit of finite volume methods, we shall consider the explicit schemeupsilon(mu)(n+1) = upsilon(mu)(n) - Deltat/hmu ((f) over bar (mu) - (f) over bar (mu)-) = [Dupsilon(n)](mu), (2)where mu is a point of an irregular grid Gamma, mu(-) is the left neighbor of A in Gamma, upsilon(mu)(n) approximate to 1/mu-mu(-) integral(mu-)(mu) u(x, t(n))dx are approximated cell averages of the solution, (f) over bar (mu) = (f) over bar (mu)(upsilon(n)) are the numerical fluxes, and D is the numerical evolution operator of the scheme.According to the definition of (f) over bar (mu), several schemes of this type have been proposed and successfully applied (LeVeque, 1990). Godunov, Lax-Wendroff, and ENO are some of the popular names. Godunov scheme resolves well the shocks, but accuracy (of first order) is poor in smooth regions. Lax-Wendroff is of second order, but produces dangerous oscillations close to shocks. ENO schemes are good alternatives, with high order and without serious oscillations. But the price is high computational cost.Ami Harten proposed in (Harten, 1994) a simple strategy to save expensive ENO flux calculations. The basic tools come from multiresolution analysis for cell averages on uniform grids, and the principle is that wavelet coefficients can be used for the characterization of local smoothness.. Typically, only few wavelet coefficients are significant. At the finest level, they indicate discontinuity points, where ENO numerical fluxes are computed exactly. Elsewhere, cheaper fluxes can be safely used, or just interpolated from coarser scales. Different applications of this principle have been explored by several authors, see for example (G-Muller and Muller, 1998).Our scheme also uses Ami Harten's ideas. But instead of evolving the cell averages on the finest uniform level, we propose to evolve the cell averages on sparse grids associated with the significant wavelet coefficients. This means that the total number of cells is small, with big cells in smooth regions and smaller ones close to irregularities. This task requires improved new tools, which are described next.

Mitigation of symmetry condition in positive realness for adaptive control

Feasibility of nonlinear and adaptive control methodologies in multivariable linear time-invariant systems with state-space realization (A, B, C) is apparently limited by the standard strictly positive realness conditions that imply that the product CB must be positive definite symmetric. This paper expands the applicability of the strictly positive realness conditions used for the proofs of stability of adaptive control or control with uncertainty by showing that the not necessarily symmetric CB is only required to have a diagonal Jordan form and positive eigenvalues. The paper also shows that under the new condition any minimum-phase systems can be made strictly positive real via constant output feedback. The paper illustrates the usefulness of these extended properties with an adaptive control example. (C) 2006 Elsevier Ltd. All rights reserved.

Neural network based on adaptive resonance theory with continuous training for multi-configuration transient stability analysis of electric power systems

This work presents a methodology to analyze electric power systems transient stability for first swing using a neural network based on adaptive resonance theory (ART) architecture, called Euclidean ARTMAP neural network. The ART architectures present plasticity and stability characteristics, which are very important for the training and to execute the analysis in a fast way. The Euclidean ARTMAP version provides more accurate and faster solutions, when compared to the fuzzy ARTMAP configuration. Three steps are necessary for the network working, training, analysis and continuous training. The training step requires much effort (processing) while the analysis is effectuated almost without computational effort. The proposed network allows approaching several topologies of the electric system at the same time; therefore it is an alternative for real time transient stability of electric power systems. To illustrate the proposed neural network an application is presented for a multi-machine electric power systems composed of 10 synchronous machines, 45 buses and 73 transmission lines. (C) 2010 Elsevier B.V. All rights reserved.

Adaptive filter feature identification for structural health monitoring in an aeronautical panel

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

The adaptive potential of a plant pathogenic fungus, Rhizoctonia solani AG-3, under heat and fungicide stress

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Differential vascular adaptive response to stress exposure in male and female rats: Role of gonadal hormones and endothelial cells

Although there are reports concerning a vascular adaptive response to stress in males, this is not yet defined in females. The aim of this study was to delineate functional gender differences in the rat vascular adaptive response to stress and to determine the ability of sex hormones to modulate the stress-induced vascular adaptive response. Responses to noradrenaline were evaluated in aortas, with and without endothelium, from intact, gonadectomized and gonadectomized-hormone-replaced males and females submitted or not to stress (2-h immobilization). Reactivity of the aorta of stressed and non-stressed intact males and females (n = 6-14 per group) was also examined in the presence of L-NAME or indomethacin. Stress decreased and gonadectomy increased maximal responses to noradrenaline in aortas with intact endothelium from both genders. Stress also reduced noradrenaline potency in males. In females, but not males, stress decreased the gonadectomy-induced noradrenaline hyper-reactivity to near that of intact non-stressed rats. Hormone replacement restored the gonadectomy-induced impaired vascular adaptive response to stress. L-NAME, but not indomethacin, abolished the stress-induced decrease in aorta reactivity of males and females. None of the procedures altered reactivity of aortas denuded of endothelium. Conclusion: Stress-induced vascular adaptive responses show gender differences. The magnitude of the adaptive response is dependent on testicular hormones and involves endothelial nitric oxide-system hyperactivity.

The sympathetic adrenomedullary system, but not the hypothalamic-pituitary-adrenal axis, participates in aorta adaptive response to stress: nitric oxide involvement

Stress induced a decrease in the reactivity of the aorta to noradrenaline (NA), as a consequence of an endothelial nitric oxide (NO) system hyperactivity. The main characteristic of the stress response is activation of the hypothalamic-pituitary-adrenal (HPA) axis and sympathetic adrenomedullary (SA) system. The participation of the HPA axis and SA system in the decreased reactivity to NA in the aorta of rats exposed to 4-h immobilization was investigated. Concentration-response relationships for NA were obtained in the aorta, with and without endothelium, isolated from normal and stressed rats, following these procedures: (1) in the absence and presence of L-NAME; (2) after adrenalectomy (ADX) or not, in the absence or presence of L-NAME; (3) ADX rats treated or not with corticosterone; (4) ADX associated with stress; and (5) treated or not with reserpine. The reactivity of aorta without endothelium was unaffected by the procedures. The reactivity of aorta with endothelium was decreased by either stress or ADX. This effect was reversed by both L-NAME and corticosterone. ADX did not potentiate the decrease in the aorta reactivity induced by stress. Reserpine did not change the reactivity of aorta with endothelium from normal rats, but prevented the decrease in reactivity induced by stress. It is concluded that the HPA axis participates in endothelium-dependent modulation of aorta reactivity in normal conditions and that thr SA system participates in hyperactivity of the endothelial NO-system induced by stress, which is responsible for the decreased aorta reactivity to NA. (C) 2000 Elsevier B.V. B.V. All rights reserved.

Vascular adaptive responses to physical exercise and to stress are affected differently by nandrolone administration

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

Adaptive Locomotion for Crossing a Moving Obstacle

Crossing moving obstacles requires different space-time adjustments compared with stationary obstacles. Our aim was to investigate gait spatial and temporal parameters in the approach and crossing phases of a moving obstacle. We hypothesized that obstacle speed affects gait parameters, which allow us to distinguish locomotor strategies. Ten young adults walked and stepped over an obstacle that crossed their way perpendicularly, under three obstacle conditions: control-stationary obstacle, slow (1.07 m/s) and fast speed (1.71 m/s) moving obstacles. Gait parameters were different between obstacle conditions, especially on the slow speed. In the fast condition, the participants adopted predictive strategies during the approach and crossing phases. In the slow condition, they used an anticipatory strategy in both phases. We conclude that obstacle speed affects the locomotor behavior and strategies were distinct in the obstacle avoidance phases.

Algebraic properties of Rogers-Szego functions: I. Applications in quantum optics

By means of a well-established algebraic framework, Rogers-Szego functions associated with a circular geometry in the complex plane are introduced in the context of q-special functions, and their properties are discussed in detail. The eigenfunctions related to the coherent and phase states emerge from this formalism as infinite expansions of Rogers-Szego functions, the coefficients being determined through proper eigenvalue equations in each situation. Furthermore, a complementary study on the Robertson-Schrodinger and symmetrical uncertainty relations for the cosine, sine and nondeformed number operators is also conducted, corroborating, in this way, certain features of q-deformed coherent states.

An adaptive view of caste differentiation in the neotropical wasp Polybia (Trichothorax) sericea Olivier (Hymenoptera: Vespidae)

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)