951 resultados para Time-series analysis Mathematical models
Resumo:
This work is devoted to the analysis of signal variation of the Cross-Direction and Machine-Direction measurements from paper web. The data that we possess comes from the real paper machine. Goal of the work is to reconstruct the basis weight structure of the paper and to predict its behaviour to the future. The resulting synthetic data is needed for simulation of paper web. The main idea that we used for describing the basis weight variation in the Cross-Direction is Empirical Orthogonal Functions (EOF) algorithm, which is closely related to Principal Component Analysis (PCA) method. Signal forecasting in time is based on Time-Series analysis. Two principal mathematical procedures that we used in the work are Autoregressive-Moving Average (ARMA) modelling and Ornstein–Uhlenbeck (OU) process.
Resumo:
The present study aimed to determine the volumetric shrinkage rate of bean (Phaseolus vulgaris L.) seeds during air-drying under different conditions of air, temperature and relative humidity, and to adjust several mathematical models to the empiric values observed, and select the one that best represents the phenomenon. Six mathematical models were adjusted to the experimental values to represent the phenomenon. It was determined the degree of adjustment of each model from the value of the coefficient of determination, the behavior of the distribution of the residuals, and the magnitude of the average relative and estimated errors. The rate of volumetric shrinkage that occurred in bean seeds during drying is between 25 and 37%. It basically depends on the final moisture content, regardless of the air conditions during drying. The Modified Bala & Woods' model best represented the process.
Resumo:
State-of-the-art predictions of atmospheric states rely on large-scale numerical models of chaotic systems. This dissertation studies numerical methods for state and parameter estimation in such systems. The motivation comes from weather and climate models and a methodological perspective is adopted. The dissertation comprises three sections: state estimation, parameter estimation and chemical data assimilation with real atmospheric satellite data. In the state estimation part of this dissertation, a new filtering technique based on a combination of ensemble and variational Kalman filtering approaches, is presented, experimented and discussed. This new filter is developed for large-scale Kalman filtering applications. In the parameter estimation part, three different techniques for parameter estimation in chaotic systems are considered. The methods are studied using the parameterized Lorenz 95 system, which is a benchmark model for data assimilation. In addition, a dilemma related to the uniqueness of weather and climate model closure parameters is discussed. In the data-oriented part of this dissertation, data from the Global Ozone Monitoring by Occultation of Stars (GOMOS) satellite instrument are considered and an alternative algorithm to retrieve atmospheric parameters from the measurements is presented. The validation study presents first global comparisons between two unique satellite-borne datasets of vertical profiles of nitrogen trioxide (NO3), retrieved using GOMOS and Stratospheric Aerosol and Gas Experiment III (SAGE III) satellite instruments. The GOMOS NO3 observations are also considered in a chemical state estimation study in order to retrieve stratospheric temperature profiles. The main result of this dissertation is the consideration of likelihood calculations via Kalman filtering outputs. The concept has previously been used together with stochastic differential equations and in time series analysis. In this work, the concept is applied to chaotic dynamical systems and used together with Markov chain Monte Carlo (MCMC) methods for statistical analysis. In particular, this methodology is advocated for use in numerical weather prediction (NWP) and climate model applications. In addition, the concept is shown to be useful in estimating the filter-specific parameters related, e.g., to model error covariance matrix parameters.
Resumo:
Finansanalytiker har en stor betydelse för finansmarknaderna, speciellt igenom att förmedla information genom resultatprognoser. Typiskt är att analytiker i viss grad är oeniga i sina resultatprognoser, och det är just denna oenighet analytiker emellan som denna avhandling studerar. Då ett företag rapporterar förluster tenderar oenigheten gällande ett företags framtid att öka. På ett intuitivt plan är det lätt att tolka detta som ökad osäkerhet. Det är även detta man finner då man studerar analytikerrapporter - analytiker ser ut att bli mer osäkra då företag börjar gå med förlust, och det är precis då som även oenigheten mellan analytikerna ökar. De matematisk-teoretiska modeller som beskriver analytikers beslutsprocesser har däremot en motsatt konsekvens - en ökad oenighet analytiker emellan kan endast uppkomma ifall analytikerna blir säkrare på ett individuellt plan, där den drivande kraften är asymmetrisk information. Denna avhandling löser motsägelsen mellan ökad säkerhet/osäkerhet som drivkraft bakom spridningen i analytikerprognoser. Genom att beakta mängden publik information som blir tillgänglig via resultatrapporter är det inte möjligt för modellerna för analytikers beslutsprocesser att ge upphov till de nivåer av prognosspridning som kan observeras i data. Slutsatsen blir därmed att de underliggande teoretiska modellerna för prognosspridning är delvis bristande och att spridning i prognoser istället mer troligt följer av en ökad osäkerhet bland analytikerna, i enlighet med vad analytiker de facto nämner i sina rapporter. Resultaten är viktiga eftersom en förståelse av osäkerhet runt t.ex. resultatrapportering bidrar till en allmän förståelse för resultatrapporteringsmiljön som i sin tur är av ytterst stor betydelse för prisbildning på finansmarknader. Vidare används typiskt ökad prognosspridning som en indikation på ökad informationsasymmetri i redovisningsforskning, ett fenomen som denna avhandling därmed ifrågasätter.
Resumo:
This research concerns different statistical methods that assist to increase the demand forecasting accuracy of company X’s forecasting model. Current forecasting process was analyzed in details. As a result, graphical scheme of logical algorithm was developed. Based on the analysis of the algorithm and forecasting errors, all the potential directions for model future improvements in context of its accuracy were gathered into the complete list. Three improvement directions were chosen for further practical research, on their basis, three test models were created and verified. Novelty of this work lies in the methodological approach of the original analysis of the model, which identified its critical points, as well as the uniqueness of the developed test models. Results of the study formed the basis of the grant of the Government of St. Petersburg.
Resumo:
The aim of the present study was to determine the effect of volume and composition of fluid replacement on the physical performance of male football referees. Ten referees were evaluated during three official matches. In one match the participants were asked to consume mineral water ad libitum, and in the others they consumed a pre-determined volume of mineral water or a carbohydrate electrolyte solution (6.4% carbohydrate and 22 mM Na+) equivalent to 1% of their baseline body mass (half before the match and half during the interval). Total water loss, sweat rate and match physiological performance were measured. When rehydrated ad libitum (pre-match and at half time) participants lost 1.97 ± 0.18% of their pre-match body mass (2.14 ± 0.19 L). This parameter was significantly reduced when they consumed a pre-determined volume of fluid. Sweat rate was significantly reduced when the referees ingested a pre-determined volume of a carbohydrate electrolyte solution, 0.72 ± 0.12 vs 1.16 ± 0.11 L/h ad libitum. The high percentage (74.1%) of movements at low speed (walking, jogging) observed when they ingested fluid ad libitum was significantly reduced to 71% with mineral water and to 69.9% with carbohydrate solution. An increase in percent movement expended in backward running was observed when they consumed a pre-determined volume of carbohydrate solution, 7.7 ± 0.5 vs 5.5 ± 0.5% ad libitum. The improved hydration status achieved with the carbohydrate electrolyte solution reduced the length of time spent in activities at low-speed movements and increased the time spent in activities demanding high-energy expenditure.
Resumo:
This study aimed to examine the time course of endothelial function after a single handgrip exercise session combined with blood flow restriction in healthy young men. Nine participants (28±5.8 years) completed a single session of bilateral dynamic handgrip exercise (20 min with 60% of the maximum voluntary contraction). To induce blood flow restriction, a cuff was placed 2 cm below the antecubital fossa in the experimental arm. This cuff was inflated to 80 mmHg before initiation of exercise and maintained through the duration of the protocol. The experimental arm and control arm were randomly selected for all subjects. Brachial artery flow-mediated dilation (FMD) and blood flow velocity profiles were assessed using Doppler ultrasonography before initiation of the exercise, and at 15 and 60 min after its cessation. Blood flow velocity profiles were also assessed during exercise. There was a significant increase in FMD 15 min after exercise in the control arm compared with before exercise (64.09%±16.59%, P=0.001), but there was no change in the experimental arm (-12.48%±12.64%, P=0.252). FMD values at 15 min post-exercise were significantly higher for the control arm in comparison to the experimental arm (P=0.004). FMD returned to near baseline values at 60 min after exercise, with no significant difference between arms (P=0.424). A single handgrip exercise bout provoked an acute increase in FMD 15 min after exercise, returning to near baseline values at 60 min. This response was blunted by the addition of an inflated pneumatic cuff to the exercising arm.
Resumo:
Solid mixtures for refreshment are already totally integrated to the Brazilian consumers' daily routine, because of their quick preparation method, yield and reasonable price - quite lower if compared to 'ready-to-drink' products or products for prompt consumption, what makes them economically more accessible to low-income populations. Within such a context, the aim of this work was to evaluate the physicochemical and mineral composition, as well as the hygroscopic behavior of four different brands of solid mixture for mango refreshment. The BET, GAB, Oswim and Henderson mathematical models were built through the adjustment of experimental data to the isotherms of adsorption. Results from the physiochemical evaluation showed that the solid mixtures for refreshments are considerable sources of ascorbic acid and reductor sugar; and regarding mineral compounds, they are significant sources of calcium, sodium and potassium. It was also verified that the solid mixtures for refreshments of the four studied brands are considered highly hygroscopic.
Resumo:
Groupe de recherche sur le système nerveux central, Département d'informatique et de recherche opérationnelle, Département de physiologie.
Resumo:
Les antipsychotiques (APs) sont fréquemment prescrits pour les troubles comportementaux associés à la démence. Or, ces produits ont fait l'objet de trois mises en garde (2002, 2004, 2005) en raison d'une augmentation du risque d'événement cérébrovasculaire et de décès. L’objectif de ce mémoire est d’évaluer l'utilisation d’APs dans la population de personnes âgées démentes vivant à domicile, et de déterminer l’effet des mises en garde sur les profils observés. Une cohorte rétrospective de 10,969 personnes âgées démentes ayant débuté un traitement par AP entre le 1er janvier 2000 et le 31 décembre 2009 fut identifiée à partir des banques de données de la Régie de l'assurance maladie du Québec (RAMQ). Des séries chronologiques segmentées ont permis de quantifier l’effet des mises en garde sur l'utilisation d’APs. L'effet de la mise en garde de 2005 sur les caractéristiques des patients traités ainsi que sur les profils d'utilisation (dose et durée) a été évalué, respectivement par des modèles de régression logistique et de régression linéaire multivariés. Le taux délivrance d'APs atypiques a augmenté au cours du temps jusqu'à la mise en garde de 2005 pour ensuite diminuer de 8.96% (IC 95% : -11.91% – -6.02%). L'analyse par produit a révélé la même tendance pour la rispéridone, le seul AP approuvé au Canada pour les personnes âgées démentes. En revanche, le taux de délivrance de quétiapine, qui est hors-indication, a continué d'augmenter. Le taux d'initiation de traitement par APs a cependant diminué au cours du temps pour tous les produits. Les mises en garde ne semblent pas être associées avec un changement dans les caractéristiques des patients traités, ni avec les doses et durées d’utilisation. Le manque d'efficacité des mises en garde est probablement en partie lié à l'absence d'alternatives thérapeutiques pour le traitement des troubles psychologiques et comportementaux chez les patients atteints de démence.
Resumo:
We report time resolved study of C2 emission from laser produced carbon plasma in presence of ambient helium gas. The 1.06µm: radiation from a Nd:YAG laser was focused onto a graphite target where it·produced a transient plasma. We observed double peak structure in the time profile of C2 species. The twin peaks were observed only after a threshold laser fluence. It is proposed that the faster velocity component in the temporal profiles originates mainly due to recombination processes. The laser fluence and ambient gas dependence of the double peak intensity distribution is also reported.
Resumo:
Analysis of the emission bands of the CN molecules in the plasma generated from a graphite target irradiated with 1-06/~m radiation pulses from a Q-switched Nd:YAG laser has been done. Depending on the position of the sampled volume of the plasma plume, the intensity distribution in the emission spectra is found to change drastically. The vibrational temperature and population distribution in the different vibrational levels have been studied as function of distance from the target for different time delays with respect to the incidence of the laser pulse. The translational temperature calculated from time of flight is found to be higher than the observed vibrational temperature for CN molecules and the reason for this is explained.