933 resultados para Non-linear error correction models


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This paper examines the hysteresis hypothesis in the Brazilian industrialized exports using a time series analysis. This hypothesis finds an empirical representation into the nonlinear adjustments of the exported quantity to relative price changes. Thus, the threshold cointegration analysis proposed by Balke and Fomby [Balke, N.S. and Fomby, T.B. Threshold Cointegration. International Economic Review, 1997; 38; 627-645.] was used for estimating models with asymmetric adjustment of the error correction term. Amongst sixteen industrial sectors selected, there was evidence of nonlinearities in the residuals of long-run relationships of supply or demand for exports in nine of them. These nonlinearities represent asymmetric and/or discontinuous responses of exports to different representative measures of real exchange rates, in addition to other components of long-run demand or supply equations. (C) 2007 Elsevier B.V. All rights reserved.

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Previous magnetic resonance imaging (MRI) studies described consistent age-related gray matter (GM) reductions in the fronto-parietal neocortex, insula and cerebellum in elderly subjects, but not as frequently in limbic/paralimbic structures. However, it is unclear whether such features are already present during earlier stages of adulthood, and if age-related GM changes may follow non-linear patterns at such age range. This voxel-based morphometry study investigated the relationship between GM volumes and age specifically during non-elderly life (18-50 years) in 89 healthy individuals (48 males and 41 females). Voxelwise analyses showed significant (p < 0.05, corrected) negative correlations in the right prefrontal cortex and left cerebellum, and positive correlations (indicating lack of GM loss) in the medial temporal region, cingulate gyrus, insula and temporal neocortex. Analyses using ROI masks showed that age-related dorsolateral prefrontal volume decrements followed non-linear patterns, and were less prominent in females compared to males at this age range. These findings further support for the notion of a heterogeneous and asynchronous pattern of age-related brain morphometric changes, with region-specific non-linear features. (C) 2009 Elsevier Inc. All rights reserved.

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This paper examines the causal links between fertility and female labor force participation in Bangladesh over the period 1974-2000 by specifying a bivariate and several trivariate models in a vector error correction framework. The three trivariate models alternatively include average age at first marriage for females, per capita GDP and infant mortality rate, which control for the effects of other socio-economic factors on fertility and female labor force participation. All the specified models indicate an inverse long-run relationship between fertility and female labor force participation. While the bivariate model also indicates bidirectional causality, the multivariate models confirm only a unidirectional causality – from labor force participation to fertility. Further, per capita GDP and infant mortality rate appear to Granger-cause both fertility and female labor force participation.

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We present an ultra-high bandwidth all-optical digital signal regeneration device concept utilising non-degenerate parametric interaction in a one-dimensional waveguide. Performance is analysed in terms of re-amplification, re-timing, and re-shaping (including centre frequency correction) of time domain multiplexed signals. Bandwidths of 10-100 THz are achievable. (C) 2001 Published by Elsevier Science B.V.

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Quantum feedback can stabilize a two-level atom against decoherence (spontaneous emission), putting it into an arbitrary (specified) pure state. This requires perfect homodyne detection of the atomic emission, and instantaneous feedback. Inefficient detection was considered previously by two of us. Here we allow for a non-zero delay time tau in the feedback circuit. Because a two-level atom is a non-linear optical system, an analytical solution is not possible. However, quantum trajectories allow a simple numerical simulation of the resulting non-Markovian process. We find the effect of the time delay to be qualitatively similar to chat of inefficient detection. The solution of the non-Markovian quantum trajectory will not remain fixed, so that the time-averaged state will be mixed, not pure. In the case where one tries to stabilize the atom in the excited state, an approximate analytical solution to the quantum trajectory is possible. The result, that the purity (P = 2Tr[rho (2)] - 1) of the average state is given by P = 1 - 4y tau (where gamma is the spontaneous emission rate) is found to agree very well with the numerical results. (C) 2001 Elsevier Science B.V. All rights reserved.

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In modeling expectation formation, economic agents are usually viewed as forming expectations adaptively or in accordance with some rationality postulate. We offer an alternative nonlinear model where agents exchange their opinions and information with each other. Such a model yields multiple equilibria, or attracting distributions, that are persistent but subject to sudden large jumps. Using German Federal Statistical Office economic indicators and German IFO Poll expectational data, we show that this kind of model performs well in simulation experiments. Focusing upon producers' expectations in the consumption goods sector, we also discover evidence that structural change in the interactive process occurred over the period of investigation (1970-1998). Specifically, interactions in expectation formation seem to have become less important over time.

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The bulk free radical copolymerization of 2-hydroxyethyl methacrylate (HEMA) with N-vinyl-2-pyrrolidone (VP) was carried out to low conversions at 50 degreesC, using benzoyl peroxide (BPO) as initiator. The compositions of the copolymers; were determined using C-13 NMR spectroscopy. The conversion of monomers to polymers was studied using FT-NIR spectroscopy in order to predict the extent of conversion of monomer to polymer. From model fits to the composition data, a statistical F-test revealed that die penultimate model describes die copolymerization better than die terminal model. Reactivity ratios were calculated by using a non-linear least squares analysis (NLLS) and r(H) = 8.18 and r(V) = 0.097 were found to be the best fit values of the reactivity ratios for the terminal model and r(HH) = 12.0, r(VH) = 2.20, r(VV) = 0.12 and r(HV) = 0.03 for the penultimate model. Predictions were made for changes in compositions as a function of conversion based upon the terminal and penultimate models.

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The rheological behaviour of nine unprocessed Australian honeys was investigated for the applicability of the Williams-Landel-Ferry (WLF) model. The viscosity of the honeys was obtained over a range of shear rates (0.01-40 s(-1)) from 2degrees to 40 degreesC, and all the honeys exhibited Newtonian behaviour with viscosity reducing as the temperature was increased. The honeys with high moisture were of lower viscosity, The glass transition temperatures of the honeys, as measured with a differential scanning calorimeter (DSC), ranged from -40degrees to -46 degreesC, and four models (WLF. Arrhenius, Vogel-Tammann-Fulcher (VTF), and power-law) were investigated to describe the temperature dependence of the viscosity. The WLF was the most suitable and the correlation coefficient averaged 0.999 +/- 0.0013 as against 0.996 +/- 0.0042 for the Arrhenius model while the mean relative deviation modulus was 0-12% for the WLF model and 10-40% for the Arrhenius one. With the universal values for the WLF constants, the temperature dependence of the viscosity was badly predicted. From non-linear regression analysis, the constants of the WLF models for the honeys were obtained (C-1 = 13.7-21.1: C-2 = 55.9-118.7) and are different from the universal values. These WLF constants will be valuable for adequate modeling of the rheology of the honeys, and they can be used to assess the temperature sensitivity of the honeys. (C) 2002 Elsevier Science Ltd. All rights reserved.

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Modelos de escoamento multifásico são amplamente usados em diversas áreas de pesquisa ambiental, como leitos fluidizados, dispersão de gás em líquidos e vários outros processos que englobam mais de uma propriedade físico-química do meio. Dessa forma, um modelo multifásico foi desenvolvido e adaptado para o estudo do transporte de sedimentos de fundo devido à ação de ondas de gravidade. Neste trabalho, foi elaborado o acoplamento multifásico de um modelo euleriano não-linear de ondas do tipo Boussinesq, baseado na formulação numérica encontrada em Wei et al. (1995), com um modelo lagrangiano de partículas, fundamentado pelo princípio Newtoniano do movimento com o esquema de colisões do tipo esferas rígidas. O modelo de ondas foi testado quanto à sua fonte geradora, representada por uma função gaussiana, pá-pistão e pá-batedor, e quanto à sua interação com a profundidade, através da não-linearidade e de propriedades dispersivas. Nos testes realizados da fonte geradora, foi observado que a fonte gaussiana, conforme Wei et al. (1999), apresentou melhor consistência e estabilidade na geração das ondas, quando comparada à teoria linear para um kh   . A não-linearidade do modelo de ondas de 2ª ordem para a dispersão apresentou resultados satisfatórios quando confrontados com o experimento de ondas sobre um obstáculo trapezoidal, onde a deformação da onda sobre a estrutura submersa está em concordância com os dados experimentais encontrados na literatura. A partir daí, o modelo granular também foi testado em dois experimentos. O primeiro simula uma quebra de barragem em um tanque contendo água e o segundo, a quebra de barragem é simulada com um obstáculo rígido adicionado ao centro do tanque. Nesses experimentos, o algoritmo de colisão foi eficaz no tratamento da interação entre partícula-partícula e partícula-parede, permitindo a evidência de processos físicos que são complicados de serem simulados por modelos de malhas regulares. Para o acoplamento do modelo de ondas e de sedimentos, o algoritmo foi testado com base de dados da literatura quanto à morfologia do leito. Os resultados foram confrontados com dados analíticos e de modelos numéricos, e se mostraram satisfatórios com relação aos pontos de erosão, de sedimentação e na alteração da forma da barra arenosa

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A geração de trajectórias de robôs em tempo real é uma tarefa muito complexa, não existindo ainda um algoritmo que a permita resolver de forma eficaz. De facto, há controladores eficientes para trajectórias previamente definidas, todavia, a adaptação a variações imprevisíveis, como sendo terrenos irregulares ou obstáculos, constitui ainda um problema em aberto na geração de trajectórias em tempo real de robôs. Neste trabalho apresentam-se modelos de geradores centrais de padrões de locomoção (CPGs), inspirados na biologia, que geram os ritmos locomotores num robô quadrúpede. Os CPGs são modelados matematicamente por sistemas acoplados de células (ou neurónios), sendo a dinâmica de cada célula dada por um sistema de equações diferenciais ordinárias não lineares. Assume-se que as trajectórias dos robôs são constituídas por esta parte rítmica e por uma parte discreta. A parte discreta pode ser embebida na parte rítmica, (a.1) como um offset ou (a.2) adicionada às expressões rítmicas, ou (b) pode ser calculada independentemente e adicionada exactamente antes do envio dos sinais para as articulações do robô. A parte discreta permite inserir no passo locomotor uma perturbação, que poderá estar associada à locomoção em terrenos irregulares ou à existência de obstáculos na trajectória do robô. Para se proceder á análise do sistema com parte discreta, será variado o parâmetro g. O parâmetro g, presente nas equações da parte discreta, representa o offset do sinal após a inclusão da parte discreta. Revê-se a teoria de bifurcação e simetria que permite a classificação das soluções periódicas produzidas pelos modelos de CPGs com passos locomotores quadrúpedes. Nas simulações numéricas, usam-se as equações de Morris-Lecar e o oscilador de Hopf como modelos da dinâmica interna de cada célula para a parte rítmica. A parte discreta é modelada por um sistema inspirado no modelo VITE. Medem-se a amplitude e a frequência de dois passos locomotores para variação do parâmetro g, no intervalo [-5;5]. Consideram-se duas formas distintas de incluir a parte discreta na parte rítmica: (a) como um (a.1) offset ou (a.2) somada nas expressões que modelam a parte rítmica, e (b) somada ao sinal da parte rítmica antes de ser enviado às articulações do robô. No caso (a.1), considerando o oscilador de Hopf como dinâmica interna das células, verifica-se que a amplitude e frequência se mantêm constantes para -50.2. A extensão do movimento varia de forma directamente proporcional à amplitude. No caso das equações de Morris-Lecar, quando a componente discreta é embebida (a.2), a amplitude e a frequência aumentam e depois diminuem para - 0.170.5 Pode concluir-se que: (1) a melhor forma de inserção da parte discreta que menos perturbação insere no robô é a inserção como offset; (2) a inserção da parte discreta parece ser independente do sistema de equações diferenciais ordinárias que modelam a dinâmica interna de cada célula. Como trabalho futuro, é importante prosseguir o estudo das diferentes formas de inserção da parte discreta na parte rítmica do movimento, para que se possa gerar uma locomoção quadrúpede, robusta, flexível, com objectivos, em terrenos irregulares, modelada por correcções discretas aos padrões rítmicos.

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OBJECTIVE: To examine whether the low birth weight (LBW) paradox exists in Brazil. METHODS: LBW and cesarean section rates between 1995 and 2007 were estimated based on data from SINASC (Brazilian Live Births Database). Infant mortality rates (IMRs) were obtained using an indirect method that correct for underreporting. Schooling information was obtained from census data. Trends in LBW rate were assessed using joinpoint regression models. The correlations between LBW rate and other indicators were graphically assessed by lowess regression and tested using Spearman's rank correlation. RESULTS: In Brazil, LBW rate trends were non-linear and non-significant: the rate dropped from 7.9% in 1995 to 7.7% in 2000, then increased to 8.2% in 2003 and remained nearly steady thereafter at 8.2% in 2007. However, trends varied among Brazilian regions: there were significant increases in the North from 1999 to 2003 (2.7% per year), and in the South (1.0% per year) and Central-West regions (0.6% per year) from 1995 to 2007. For the entire period studied, higher LBW and lower IMRs were seen in more developed compared to less developed regions. In Brazilian States, in 2005, the higher the IMR rate, the lower the LBW rate (p=0.009); the lower the low schooling rate, the lower the LBW rate (p=0.007); the higher the number of neonatal intensive care beds per 1,000 live births, the higher the LBW rate (p=0.036). CONCLUSIONS: The low birth weight paradox was seen in Brazil. LBW rate is increasing in some Brazilian regions. Regional differences in LBW rate seem to be more associated to availability of perinatal care services than underlying social conditions.

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OBJECTIVE: To assess the impact of academic life on health status of university students. METHODS: Longitudinal study including 154 undergraduate students from the Universidade de Aveiro, Portugal, with at least two years of follow-up observations. Sociodemographic and behavioral characteristics were collected using questionnaires. Students' weight, height, blood pressure, serum glucose, serum lipids and serum homocysteine levels were measured. Regression analysis was performed using linear mixed-effect models, allowing for random effects at the participant level. RESULTS: A higher rate of dyslipidemia (44.0% vs. 28.6%), overweight (16.3% vs. 12.5%) and smoking (19.3% vs. 0.0%) was found among students exposed to the academic life when compared to freshmen. Physical inactivity was about 80%. Total cholesterol, high density lipoprotein-cholesterol (HDL-C), triglycerides, systolic blood pressure, and physical activity levels were significantly associated with gender (p<0.001). Academic exposure was associated with increased low density lipoprotein-cholesterol (LDL-C) levels (about 1.12 times), and marginally with total cholesterol levels (p=0.041). CONCLUSIONS: High education level does not seem to have a protective effect favoring a healthier lifestyle and being enrolled in health-related areas does not seem either to positively affect students' behaviors. Increased risk factors for non-transmissible diseases in university students raise concerns about their well-being. These results should support the implementation of health promotion and prevention programs at universities.

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Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Civil

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In video communication systems, the video signals are typically compressed and sent to the decoder through an error-prone transmission channel that may corrupt the compressed signal, causing the degradation of the final decoded video quality. In this context, it is possible to enhance the error resilience of typical predictive video coding schemes using as inspiration principles and tools from an alternative video coding approach, the so-called Distributed Video Coding (DVC), based on the Distributed Source Coding (DSC) theory. Further improvements in the decoded video quality after error-prone transmission may also be obtained by considering the perceptual relevance of the video content, as distortions occurring in different regions of a picture have a different impact on the user's final experience. In this context, this paper proposes a Perceptually Driven Error Protection (PDEP) video coding solution that enhances the error resilience of a state-of-the-art H.264/AVC predictive video codec using DSC principles and perceptual considerations. To increase the H.264/AVC error resilience performance, the main technical novelties brought by the proposed video coding solution are: (i) design of an improved compressed domain perceptual classification mechanism; (ii) design of an improved transcoding tool for the DSC-based protection mechanism; and (iii) integration of a perceptual classification mechanism in an H.264/AVC compliant codec with a DSC-based error protection mechanism. The performance results obtained show that the proposed PDEP video codec provides a better performing alternative to traditional error protection video coding schemes, notably Forward Error Correction (FEC)-based schemes. (C) 2013 Elsevier B.V. All rights reserved.