948 resultados para Random Coefficient Autoregressive Model{ RCAR (1)}
Resumo:
The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.
Resumo:
The aim of this study was to test if the critical power model can be used to determine the critical rest interval (CRI) between vertical jumps. Ten males performed intermittent countermovement jumps on a force platform with different resting periods (4.1 +/- 0.3 s, 5.0 +/- 0.4 s, 5.9 +/- 0.6 s). Jump trials were interrupted when participants could no longer maintain 95% of their maximal jump height. After interruption, number of jumps, total exercise duration and total external work were computed. Time to exhaustion (s) and total external work (J) were used to solve the equation Work = a + b . time. The CRI (corresponding to the shortest resting interval that allowed jump height to be maintained for a long time without fatigue) was determined dividing the average external work needed to jump at a fixed height (J) by b parameter (J/s). in the final session, participants jumped at their calculated CRI. A high coefficient of determination (0.995 +/- 0.007) and the CRI (7.5 +/- 1.6 s) were obtained. In addition, the longer the resting period, the greater the number of jumps (44 13, 71 28, 105 30, 169 53 jumps; p<0.0001), time to exhaustion (179 +/- 50, 351 +/- 120, 610 +/- 141, 1,282 +/- 417 s; p<0.0001) and total external work (28.0 +/- 8.3, 45.0 +/- 16.6, 67.6 +/- 17.8, 111.9 +/- 34.6 kJ; p<0.0001). Therefore, the critical power model may be an alternative approach to determine the CRI during intermittent vertical jumps.
Resumo:
Real-time viscosity measurement remains a necessity for highly automated industry. To resolve this problem, many studies have been carried out using an ultrasonic shear wave reflectance method. This method is based on the determination of the complex reflection coefficient`s magnitude and phase at the solid-liquid interface. Although magnitude is a stable quantity and its measurement is relatively simple and precise, phase measurement is a difficult task because of strong temperature dependence. A simplified method that uses only the magnitude of the reflection coefficient and that is valid under the Newtonian regimen has been proposed by some authors, but the obtained viscosity values do not match conventional viscometry measurements. In this work, a mode conversion measurement cell was used to measure glycerin viscosity as a function of temperature (15 to 25 degrees C) and corn syrup-water mixtures as a function of concentration (70 to 100 wt% of corn syrup). Tests were carried out at 1 MHz. A novel signal processing technique that calculates the reflection coefficient magnitude in a frequency band, instead of a single frequency, was studied. The effects of the bandwidth on magnitude and viscosity were analyzed and the results were compared with the values predicted by the Newtonian liquid model. The frequency band technique improved the magnitude results. The obtained viscosity values came close to those measured by the rotational viscometer with percentage errors up to 14%, whereas errors up to 96% were found for the single frequency method.
Resumo:
This work presents the implementation of the ultrasonic shear reflectance method for viscosity measurement of Newtonian liquids using wave mode conversion from longitudinal to shear waves and vice versa. The method is based on the measurement of the complex reflection coefficient (magnitude and phase) at a solid-liquid interface. The implemented measurement cell is composed of an ultrasonic transducer, a water buffer, an aluminum prism, a PMMA buffer rod, and a sample chamber. Viscosity measurements were made in the range from 1 to 3.5 MHz for olive oil and for automotive oils (SAE 40, 90, and 250) at 15 and 22.5 degrees C, respectively. Moreover, olive oil and corn oil measurements were conducted in the range from 15 to 30 degrees C at 3.5 and 2.25 MHz, respectively. The ultrasonic measurements, in the case of the less viscous liquids, agree with the results provided by a rotational viscometer, showing Newtonian behavior. In the case of the more viscous liquids, a significant difference was obtained, showing a clear non-Newtonian behavior that cannot be described by the Kelvin-Voigt model.
Resumo:
The canonical representation of speech constitutes a perfect reconstruction (PR) analysis-synthesis system. Its parameters are the autoregressive (AR) model coefficients, the pitch period and the voiced and unvoiced components of the excitation represented as transform coefficients. Each set of parameters may be operated on independently. A time-frequency unvoiced excitation (TFUNEX) model is proposed that has high time resolution and selective frequency resolution. Improved time-frequency fit is obtained by using for antialiasing cancellation the clustering of pitch-synchronous transform tracks defined in the modulation transform domain. The TFUNEX model delivers high-quality speech while compressing the unvoiced excitation representation about 13 times over its raw transform coefficient representation for wideband speech.
Resumo:
The objective of the present study was to estimate milk yield genetic parameters applying random regression models and parametric correlation functions combined with a variance function to model animal permanent environmental effects. A total of 152,145 test-day milk yields from 7,317 first lactations of Holstein cows belonging to herds located in the southeastern region of Brazil were analyzed. Test-day milk yields were divided into 44 weekly classes of days in milk. Contemporary groups were defined by herd-test-day comprising a total of 2,539 classes. The model included direct additive genetic, permanent environmental, and residual random effects. The following fixed effects were considered: contemporary group, age of cow at calving (linear and quadratic regressions), and the population average lactation curve modeled by fourth-order orthogonal Legendre polynomial. Additive genetic effects were modeled by random regression on orthogonal Legendre polynomials of days in milk, whereas permanent environmental effects were estimated using a stationary or nonstationary parametric correlation function combined with a variance function of different orders. The structure of residual variances was modeled using a step function containing 6 variance classes. The genetic parameter estimates obtained with the model using a stationary correlation function associated with a variance function to model permanent environmental effects were similar to those obtained with models employing orthogonal Legendre polynomials for the same effect. A model using a sixth-order polynomial for additive effects and a stationary parametric correlation function associated with a seventh-order variance function to model permanent environmental effects would be sufficient for data fitting.
Resumo:
A total of 152,145 weekly test-day milk yield records from 7317 first lactations of Holstein cows distributed in 93 herds in southeastern Brazil were analyzed. Test-day milk yields were classified into 44 weekly classes of DIM. The contemporary groups were defined as herd-year-week of test-day. The model included direct additive genetic, permanent environmental and residual effects as random and fixed effects of contemporary group and age of cow at calving as covariable, linear and quadratic effects. Mean trends were modeled by a cubic regression on orthogonal polynomials of DIM. Additive genetic and permanent environmental random effects were estimated by random regression on orthogonal Legendre polynomials. Residual variances were modeled using third to seventh-order variance functions or a step function with 1, 6,13,17 and 44 variance classes. Results from Akaike`s and Schwarz`s Bayesian information criterion suggested that a model considering a 7th-order Legendre polynomial for additive effect, a 12th-order polynomial for permanent environment effect and a step function with 6 classes for residual variances, fitted best. However, a parsimonious model, with a 6th-order Legendre polynomial for additive effects and a 7th-order polynomial for permanent environmental effects, yielded very similar genetic parameter estimates. (C) 2008 Elsevier B.V. All rights reserved.
Resumo:
We investigate here a modification of the discrete random pore model [Bhatia SK, Vartak BJ, Carbon 1996;34:1383], by including an additional rate constant which takes into account the different reactivity of the initial pore surface having attached functional groups and hydrogens, relative to the subsequently exposed surface. It is observed that the relative initial reactivity has a significant effect on the conversion and structural evolution, underscoring the importance of initial surface chemistry. The model is tested against experimental data on chemically controlled char oxidation and steam gasification at various temperatures. It is seen that the variations of the reaction rate and surface area with conversion are better represented by the present approach than earlier random pore models. The results clearly indicate the improvement of model predictions in the low conversion region, where the effect of the initially attached functional groups and hydrogens is more significant, particularly for char oxidation. It is also seen that, for the data examined, the initial surface chemistry is less important for steam gasification as compared to the oxidation reaction. Further development of the approach must also incorporate the dynamics of surface complexation, which is not considered here.
Resumo:
The detection of seizure in the newborn is a critical aspect of neurological research. Current automatic detection techniques are difficult to assess due to the problems associated with acquiring and labelling newborn electroencephalogram (EEG) data. A realistic model for newborn EEG would allow confident development, assessment and comparison of these detection techniques. This paper presents a model for newborn EEG that accounts for its self-similar and non-stationary nature. The model consists of background and seizure sub-models. The newborn EEG background model is based on the short-time power spectrum with a time-varying power law. The relationship between the fractal dimension and the power law of a power spectrum is utilized for accurate estimation of the short-time power law exponent. The newborn EEG seizure model is based on a well-known time-frequency signal model. This model addresses all significant time-frequency characteristics of newborn EEG seizure which include; multiple components or harmonics, piecewise linear instantaneous frequency laws and harmonic amplitude modulation. Estimates of the parameters of both models are shown to be random and are modelled using the data from a total of 500 background epochs and 204 seizure epochs. The newborn EEG background and seizure models are validated against real newborn EEG data using the correlation coefficient. The results show that the output of the proposed models has a higher correlation with real newborn EEG than currently accepted models (a 10% and 38% improvement for background and seizure models, respectively).
Resumo:
The A(n-1)((1)) trigonometric vertex model with generic non-diagonal boundaries is studied. The double-row transfer matrix of the model is diagonalized by algebraic Bethe ansatz method in terms of the intertwiner and the corresponding face-vertex relation. The eigenvalues and the corresponding Bethe ansatz equations are obtained.
Resumo:
Enamel-producing cells (ameloblasts) pass through several phenotypic and functional stages during enamel formation. In the transition between secretory and maturation stages, about one quarter of the ameloblasts suddenly undergo apoptosis. We have studied this phenomenon using the continuously erupting rat incisor model. A special feature of this model is that all stages of ameloblast differentiation are presented within a single longitudinal section of the developing tooth. This permits investigation of the temporal sequence of gene and growth factor receptor expression during ameloblast differentiation and apoptosis. We describe the light and electron microscopic morphology of ameloblast apoptosis and the pattern of insulin-like growth factor-1 receptor expression by ameloblasts in the continuously erupting rat incisor model. In the developing rat incisor, ameloblast apoptosis is associated with downregulated expression of the insulin-like growth factor-1 receptor. These data are consistent with the hypothesis that ameloblasts are hard wired for apoptosis and that insulin-like growth factor-1 receptor expression is required to block the default apoptotic pathway. Possible mechanisms of insulin-like growth factor-1 inhibition of ameloblast apoptosis are presented. The rat incisor model may be useful in studies of physiological apoptosis as it presents apoptosis in a predictable pattern in adult tissues.
Resumo:
We study the level-one irreducible highest weight representations of the quantum affine superalgebra U-q[sl((N) over cap\1)], and calculate their characters and supercharacters. We obtain bosonized q-vertex operators acting on the irreducible U-q[sl((N) over cap\1)] modules and derive the exchange relations satisfied by the vertex operators. We give the bosonization of the multicomponent super t-J model by using the bosonized vertex operators. (C) 2000 American Institute of Physics. [S0022- 2488(00)00508-9].
Resumo:
NMR solution structures are reported for two mutants (K16E, K16F) of the soluble amyloid beta peptide A beta(1-28). The structural effects of these mutations of a positively charged residue to anionic and hydrophobic residues at the alpha-secretase cleavage site (Lys16-Leu17) were examined in the membrane-simulating solvent aqueous SDS micelles. Overall the three-dimensional structures were similar to that for the native A beta(1-28) sequence in that they contained an unstructured N-terminus and a helical C-terminus. These structural elements are similar to those seen in the corresponding regions of full-length A beta peptides A beta(1-40) and A beta(1-42), showing that the shorter peptides are valid model systems. The K16E mutation, which might be expected to stabilize the macrodipole of the helix, slightly increased the helix length (residues 13-24) relative to the K16F mutation, which shortened the helix to between residues 16 and 24. The observed sequence-dependent control over conformation in this region provides an insight into possible conformational switching roles of mutations in the amyloid precursor protein from which A beta peptides are derived. In addition, if conformational transitions from helix to random coil to sheet precede aggregation of A beta peptides in vivo, as they do in vitro, the conformation-inducing effects of mutations at Lys16 may also influence aggregation and fibril formation. (C) 2000 Academic Press.
Resumo:
Protein engineering is a powerful tool, which correlates protein structure with specific functions, both in applied biotechnology and in basic research. Here, we present a practical teaching course for engineering the green fluorescent protein (GFP) from Aequorea victoria by a random mutagenesis strategy using error-prone polymerase chain reaction. Screening of bacterial colonies transformed with random mutant libraries identified GFP variants with increased fluorescence yields. Mapping the three-dimensional structure of these mutants demonstrated how alterations in structural features such as the environment around the fluorophore and properties of the protein surface can influence functional properties such as the intensity of fluorescence and protein solubility.
Resumo:
We obtain a class of non-diagonal solutions of the reflection equation for the trigonometric A(n-1)((1)) vertex model. The solutions can be expressed in terms of intertwinner matrix and its inverse, which intertwine two trigonometric R-matrices. In addition to a discrete (positive integer) parameter l, 1 less than or equal to l less than or equal to n, the solution contains n + 2 continuous boundary parameters.