906 resultados para Autoregressive-Moving Average model


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Pós-graduação em Engenharia Mecânica - FEG

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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

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

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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This paper presents a mixed-integer convex-optimization-based approach for optimum investment reactive power sources in transmission systems. Unlike some convex-optimization techniques for the reactive power planning solution, in the proposed approach the taps settings of under-load tap-changing of transformers are modeled as a mixed-integer linear set equations. Are also considered the continuous and discrete variables for the existing and new capacitive and reactive power sources. The problem is solved for three significant demand scenarios (low demand, average demand and peak demand). Numerical results are presented for the CIGRE-32 electric power system.

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Reaction norm models have been widely used to study genotype by environment interaction (G × E) in animal breeding. The objective of this study was to describe environmental sensitivity across first lactation in Brazilian Holstein cows using a reaction norm approach. A total of 50,168 individual monthly test day (TD) milk yields (10 test days) from 7476 complete first lactations of Holstein cattle were analyzed. The statistical models for all traits (10 TDs and for 305-day milk yield) included the fixed effects of contemporary group, age of cow (linear and quadratic effects), and days in milk (linear effect), except for 305-day milk yield. A hierarchical reaction norm model (HRNM) based on the unknown covariate was used. The present study showed the presence of G × E in milk yield across first lactation of Holstein cows. The variation in the heritability estimates implies differences in the response to selection depending on the environment where the animals of this population are evaluated. In the average environment, the heritabilities for all traits were rather similar, in range from 0.02 to 0.63. The scaling effect of G × E predominated throughout most of lactation. Particularly during the first 2 months of lactation, G × E caused reranking of breeding values. It is therefore important to include the environmental sensitivity of animals according to the phase of lactation in the genetic evaluations of Holstein cattle in tropical environments.

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The enzymatically catalyzed template-directed extension of ssDNA/primer complex is an impor-tant reaction of extraordinary complexity. The DNA polymerase does not merely facilitate the insertion of dNMP, but it also performs rapid screening of substrates to ensure a high degree of fidelity. Several kinetic studies have determined rate constants and equilibrium constants for the elementary steps that make up the overall pathway. The information is used to develop a macro-scopic kinetic model, using an approach described by Ninio [Ninio J., 1987. Alternative to the steady-state method: derivation of reaction rates from first-passage times and pathway probabili-ties. Proc. Natl. Acad. Sci. U.S.A. 84, 663–667]. The principle idea of the Ninio approach is to track a single template/primer complex over time and to identify the expected behavior. The average time to insert a single nucleotide is a weighted sum of several terms, in-cluding the actual time to insert a nucleotide plus delays due to polymerase detachment from ei-ther the ternary (template-primer-polymerase) or quaternary (+nucleotide) complexes and time delays associated with the identification and ultimate rejection of an incorrect nucleotide from the binding site. The passage times of all events and their probability of occurrence are ex-pressed in terms of the rate constants of the elementary steps of the reaction pathway. The model accounts for variations in the average insertion time with different nucleotides as well as the in-fluence of G+C content of the sequence in the vicinity of the insertion site. Furthermore the model provides estimates of error frequencies. If nucleotide extension is recognized as a compe-tition between successful insertions and time delaying events, it can be described as a binomial process with a probability distribution. The distribution gives the probability to extend a primer/template complex with a certain number of base pairs and in general it maps annealed complexes into extension products.

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Planetary waves are key to large-scale dynamical adjustment in the global ocean as they transfer energy from the east to the west side of oceanic basins; they connect the forcing in the ocean interior with the variability at its boundaries: and they change the local heat content, thus coupling oceanic, atmospheric, and biological processes. Planetary waves, mostly of the first baroclinic mode, are observed as distinctive patterns in global time series of sea surface height anomaly (SSHA) and heat storage. The goal of this study is to compare and validate large-scale SSHA signals from coupled ocean-atmosphere general circulation Model for Interdisciplinary Research on Climate (MIROC) with TOPEX/POSEIDON satellite altimeter observations. The last decade of the models` time series is selected for comparison with the altimeter data. The wave patterns are separated from the meso- and large-scale SSHA signals by digital filters calibrated to select the same spectral bands in both model and altimeter data. The band-wise comparison allows for an assessment of the model skill to simulate the dynamical components of the observed wave field. Comparisons regarding both the seasonal cycle and the Rossby wave Held differ significantly among basins. When carried within the same basin, differences can occur between equal latitudes in opposite hemispheres. Furthermore, at some latitudes the MIROC reproduces biannual, annual and semiannual planetary waves with phase speeds and average amplitudes similar to those observed by the altimeter, but with significant differences in phase. (C) 2008 Elsevier Ltd. All rights reserved.

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Wet impregnation of pre-synthesized surfactant-stabilized aqueous rhodium (0) colloidal suspension on silica was employed in order to prepare supported Rh-0 nanoparticles of well-defined composition, morphology and size. A magnetic core-shell support of silica (Fe(3)O4@SiO2) was used to increase the handling properties of the obtained nanoheterogeneous catalyst. The nanocomposite catalyst Fe3O4@SiO2-Rh-0 NPs was highly active in the solventless hydrogenation of model olefins and aromatic substrates under mild conditions with turnover frequencies up to 143,000 h(-1). The catalyst was characterized by various transmission electron microscopy techniques showing well-dispersed rhodium nanoparticles (similar to 3 nm) mainly located at the periphery of the silica coating. The heterogeneous magnetite-supported nanocatalyst was investigated in the hydrogenation of cyclohexene and compared to the previous surfactant-stabilized aqueous Rh-0 colloidal suspension and various silica-supported Rh-0 nanoparticles. Finally, the composite catalyst could be reused in several runs after magnetic separation. (C) 2011 Elsevier B. V. All rights reserved.

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In the clinical setting, the early detection of myocardial injury induced by doxorubicin (DXR) is still considered a challenge. To assess whether ultrasonic tissue characterization (UTC) can identify early DXR-related myocardial lesions and their correlation with collagen myocardial percentages, we studied 60 rats at basal status and prospectively after 2mg/Kg/week DXR endovenous infusion. Echocardiographic examinations were conducted at baseline and at 8,10,12,14 and 16 mg/Kg DXR cumulative dose. The left ventricle ejection fraction (LVEF), shortening fraction (SF), and the UTC indices: corrected coefficient of integrated backscatter (IBS) (tissue IBS intensity/phantom IBS intensity) (CC-IBS) and the cyclic variation magnitude of this intensity curve (MCV) were measured. The variation of each parameter of study through DXR dose was expressed by the average and standard error at specific DXR dosages and those at baseline. The collagen percent (%) was calculated in six control group animals and 24 DXR group animals. CC-IBS increased (1.29 +/- 0.27 x 1.1 +/- 0.26-basal; p=0.005) and MCV decreased (9.1 +/- 2.8 x 11.02 +/- 2.6-basal; p=0.006) from 8 mg/Kg to 16mg/Kg DXR. LVEF presented only a slight but significant decrease (80.4 +/- 6.9% x 85.3 +/- 6.9%-basal, p=0.005) from 8 mg/Kg to 16 mg/Kg DXR. CC-IBS was 72.2% sensitive and 83.3% specific to detect collagen deposition of 4.24%(AUC=0.76). LVEF was not accurate to detect initial collagen deposition (AUC=0.54). In conclusion: UTC was able to early identify the DXR myocardial lesion when compared to LVEF, showing good accuracy to detect the initial collagen deposition in this experimental animal model.

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Background: In the analysis of effects by cell treatment such as drug dosing, identifying changes on gene network structures between normal and treated cells is a key task. A possible way for identifying the changes is to compare structures of networks estimated from data on normal and treated cells separately. However, this approach usually fails to estimate accurate gene networks due to the limited length of time series data and measurement noise. Thus, approaches that identify changes on regulations by using time series data on both conditions in an efficient manner are demanded. Methods: We propose a new statistical approach that is based on the state space representation of the vector autoregressive model and estimates gene networks on two different conditions in order to identify changes on regulations between the conditions. In the mathematical model of our approach, hidden binary variables are newly introduced to indicate the presence of regulations on each condition. The use of the hidden binary variables enables an efficient data usage; data on both conditions are used for commonly existing regulations, while for condition specific regulations corresponding data are only applied. Also, the similarity of networks on two conditions is automatically considered from the design of the potential function for the hidden binary variables. For the estimation of the hidden binary variables, we derive a new variational annealing method that searches the configuration of the binary variables maximizing the marginal likelihood. Results: For the performance evaluation, we use time series data from two topologically similar synthetic networks, and confirm that our proposed approach estimates commonly existing regulations as well as changes on regulations with higher coverage and precision than other existing approaches in almost all the experimental settings. For a real data application, our proposed approach is applied to time series data from normal Human lung cells and Human lung cells treated by stimulating EGF-receptors and dosing an anticancer drug termed Gefitinib. In the treated lung cells, a cancer cell condition is simulated by the stimulation of EGF-receptors, but the effect would be counteracted due to the selective inhibition of EGF-receptors by Gefitinib. However, gene expression profiles are actually different between the conditions, and the genes related to the identified changes are considered as possible off-targets of Gefitinib. Conclusions: From the synthetically generated time series data, our proposed approach can identify changes on regulations more accurately than existing methods. By applying the proposed approach to the time series data on normal and treated Human lung cells, candidates of off-target genes of Gefitinib are found. According to the published clinical information, one of the genes can be related to a factor of interstitial pneumonia, which is known as a side effect of Gefitinib.

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This work presents numerical simulations of two fluid flow problems involving moving free surfaces: the impacting drop and fluid jet buckling. The viscoelastic model used in these simulations is the eXtended Pom-Pom (XPP) model. To validate the code, numerical predictions of the drop impact problem for Newtonian and Oldroyd-B fluids are presented and compared with other methods. In particular, a benchmark on numerical simulations for a XPP drop impacting on a rigid plate is performed for a wide range of the relevant parameters. Finally, to provide an additional application of free surface flows of XPP fluids, the viscous jet buckling problem is simulated and discussed. (C) 2011 Elsevier B.V. All rights reserved.