A comparison of test of non-linear cointegration with an application to the predictability of US interest rates using the term structure

We evaluate the forecasting performance of a number of systems models of US shortand long-term interest rates. Non-linearities, induding asymmetries in the adjustment to equilibrium, are shown to result in more accurate short horizon forecasts. We find that both long and short rates respond to disequilibria in the spread in certain circumstances, which would not be evident from linear representations or from single-equation analyses of the short-term interest rate.

A critical value function approach, with an application to persistent time-series

Researchers often rely on the t-statistic to make inference on parameters in statistical models. It is common practice to obtain critical values by simulation techniques. This paper proposes a novel numerical method to obtain an approximately similar test. This test rejects the null hypothesis when the test statistic islarger than a critical value function (CVF) of the data. We illustrate this procedure when regressors are highly persistent, a case in which commonly-used simulation methods encounter dificulties controlling size uniformly. Our approach works satisfactorily, controls size, and yields a test which outperforms the two other known similar tests.

Preliminary results of a floating subirrigation system (Aquaforest system) as an alternative to conventional tree nurseries

A new methodology for tree seedling production (Aquaforest system) based on a continuous floating subirrigation system was developed and tested using creeks with different nutrient levels. Eucalyptus grandis seedlings were produced in water from polluted and clean creeks, and compared to conventional tree nursery production. The growth variables analyzed in the seedling phase were: survival, height, diameter, shoot and root dry weight, leaf area, and root/shoot ratio. Water and substrate were analyzed, as well as leaf nutritional status. Plant survival was 100% in all treatments. Height and diameter were greater in the higher nutrient water treatment. Leaf area and dry weight of plants produced in the higher nutrient water treatment were similar to those of the control. The results showed that polluted water can represent a good nutrient source. The preliminary results show that the Aquaforest system can be a viable alternative for tree seedling production. (C) 2004 Elsevier B.V. All rights reserved.

Variable-Structure Control Design of Switched Systems With an Application to a DC-DC Power Converter

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

Modeling the dielectric response of lanthanum modified lead zirconate titanate ferroelectric ceramics-an approach to the phase transitions in relaxor ferroelectrics

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

Evaluation of laryngeal mask as an alternative to endotracheal intubation in cats anesthetized under spontaneous or controlled ventilation

Objective To compare the cardiorespiratory effects and incidence of gastroesophageal reflux with the use of a laryngeal mask airway (LMA) or endotracheal tube (ET) in anesthetized cats during spontaneous (SV) or controlled ventilation (CV).Study design Prospective randomized experimental trial.Animals Thirty-two adult crossbred cats, weighing 2.7 +/- 0.4 kg.Methods the cats were sedated with intramuscular (IM) methotrimeprazine (0.5 mg kg(-1)) and buprenorphine (0.005 mg kg(-1)), followed 30 minutes later by induction of anesthesia with intravenous (IV) thiopental (12.5-20 mg kg(-1)). An ET was used in 16 cats and an LMA in the remaining 16 animals. Anesthesia was maintained with 0.5 minimum alveolar concentration (0.6%) of halothane in oxygen using a Mapleson D breathing system. Cats in both groups were further divided into two equal groups (n = 8), undergoing either SV or CV. Neuromuscular blockade with pancuronium (0.06 mg kg(-1)) was used to facilitate CV. Heart and respiratory rates, direct arterial blood pressure, capnometry (PE'CO2) and arterial blood gases were measured. Gastric reflux and possible aspiration was investigated by intragastric administration of 5 mL of radiographic contrast immediately after induction of anesthesia. Cervical and thoracic radiographs were taken at the end of anesthesia. Data were analyzed using ANOVA followed by Student-Newman-Keuls, Kruskal-Wallis or Friedman test where appropriate.Results Values for PaCO2 and PE'CO2 were higher in spontaneously breathing cats with the LMA when compared with other groups. Values of PaO2 and hemoglobin oxygen saturation did not differ between groups. Gastroesophageal reflux occurred in four of eight and two of eight cats undergoing CV with ET or LMA, respectively. There was no tracheal or pulmonary aspiration in any cases.Conclusions and clinical relevance the use of an LMA may be used as an alternative to endotracheal intubation in anesthetized cats. Although aspiration was not observed, gastric reflux may occur in mechanically ventilated animals.

Effect of follicle size on mRNA expression in cumulus cells and oocytes of Bos indicus: an approach to identify marker genes for developmental competence

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

The use of vinasse as an amendment to ex-situ bioremediation of soil and groundwater contaminated with diesel oil

Este trabalho investigou a possibilidade de se usar a vinhaça como um agente estimulador de processos de biorremediação ex-situ. Amostras de água subterrânea e solo foram coletadas em três postos de combustíveis. A biorremediação do solo foi simulada em frascos de Bartha, usados para medir a produção de CO2, durante 48 dias, onde a vinhaça foi adicionada a uma concentração de 33 mL.Kg-1 de solo. A eficiência de biodegradação também foi medida pela quantificação de hidrocarbonetos totais de petróleo (TPH) por cromatografia gasosa. A biorremediação da água subterrânea foi realizada em experimentos laboratoriais simulando condições aeradas (bioreatores) e não aeradas (frascos de DBO). em ambos os casos, a concentração de vinhaça foi de 5 % (v/v) e diferentes parâmetros físico-químicos foram avaliados durante 20 dias. Embora um aumento da fertilização e da população microbiana do solo foram obtidos com a vinhaça, esta estratégia não se mostrou adequada em aumentar a eficiência da biorremediação dos solos contaminados com óleo diesel. A adição de vinhaça às águas subterrâneas contaminadas teve efeitos negativos na biodegradação dos hidrocarbonetos, uma vez que a vinhaça, como uma fonte de carbono facilmente assimilável, foi preferencialmente consumida.

The Q-D algorithm for transforming series expansions into a corresponding continued fraction: an extension to cope with zero coefficients

An algorithm for deriving a continued fraction that corresponds to two series expansions simultaneously, when there are zero coefficients in one or both series, is given. It is based on using the Q-D algorithm to derive the corresponding fraction for two related series, and then transforming it into the required continued fraction. Two examples are given. (C) 2003 Elsevier B.V. All rights reserved.

Evaluation of Brazilian woods as an alternative to oak for cachacas aging

Cachaca was aged for 6 months in small casks of oak and eight different Brazilian woods (amarelo, amendoim, balsamo, jatoba, louro, pau d'arco, pau d'oleo, and pereiro) in order to determine total phenols, UV-visible spectra differences, and sensorial acceptance. Also used were 200-l casks of oak and pereiro for aging cachaca for 4 years to characterize sensorial descriptors and acceptance. The results suggest that amendoim and pereiro followed by jatobaa are good candidates to replace oak in the construction of cachaca aging casks. It was also observed that when using oak casks as a standard the major changes in the sensory properties occurred in the first 21 months of aging. The principal components analysis of UV-visible absorption spectra of the same beverage stored in casks made of different woods allowed identification of the wood in which the beverage had been aged.

The aggregation process in tetraethoxysilane-derived sonogels as an analogy to the critical phenomenon

The structural evolution in silica sols prepared from tetraethoxysilane (TEOS) sonohydrolysis was studied 'in situ' using small-angle x-ray scattering (SAXS). The structure of the gelling system can be reasonably well described by a correlation function given by gamma(r) similar to (1/R(2))(1/r) exp(- r/xi), where xi is the structure correlation length and R is a chain persistence length, as an analogy to the Ornstein-Zernike theory in describing critical phenomenon. This approach is also expected for the scattering from some linear and branched molecules as polydisperse coils of linear chains and random f-functional branched polycondensates. The characteristic length. grows following an approximate power law with time t as xi similar to t(1) (with the exponent quite close to 1) while R remains undetermined but with a constant value, except at the beginning of the process in which the growth of. is slower and R increases by only about 15% with respect to the value of the initial sol. The structural evolution with time is compatible with an aggregation process by a phase separation by coarsening. The mechanism of growth seems to be faster than those typically observed for pure diffusion controlled cluster-cluster aggregation. This suggests that physical forces (hydrothermal forces) could be actuating together with diffusion in the gelling process of this system. The data apparently do not support a spinodal decomposition mechanism, at least when starting from the initial stable acid sol studied here.

Bayesian binary regression model: an application to in-hospital death after AMI prediction

Um modelo bayesiano de regressão binária é desenvolvido para predizer óbito hospitalar em pacientes acometidos por infarto agudo do miocárdio. Métodos de Monte Carlo via Cadeias de Markov (MCMC) são usados para fazer inferência e validação. Uma estratégia para construção de modelos, baseada no uso do fator de Bayes, é proposta e aspectos de validação são extensivamente discutidos neste artigo, incluindo a distribuição a posteriori para o índice de concordância e análise de resíduos. A determinação de fatores de risco, baseados em variáveis disponíveis na chegada do paciente ao hospital, é muito importante para a tomada de decisão sobre o curso do tratamento. O modelo identificado se revela fortemente confiável e acurado, com uma taxa de classificação correta de 88% e um índice de concordância de 83%.

Analysis of floristic composition and structure as an aid to monitoring protected areas of dense rain forest in southeastern Brazil

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

An introduction to numerical methods in low-dimensional quantum systems

This is an introductory course to the Lanczos Method and Density Matrix Renormalization Group Algorithms (DMRG), two among the leading numerical techniques applied in studies of low-dimensional quantum models. The idea of studying the models on clusters of a finite size in order to extract their physical properties is briefly discussed. The important role played by the model symmetries is also examined. Special emphasis is given to the DMRG.

Correlation between the mobility of spin-labeled peptide chains and resin solvation: An approach to optimize the synthesis of aggregating sequences

Resin solvation properties affect the efficiency of the coupling reactions in solid-phase peptide synthesis. Here we report a novel approach to evaluate resin solvation properties, making use of spin label electron paramagnetic resonance (EPR) spectroscopy. The aggregating VVLGAAIV and ING sequences were assembled in benzhydrylamine-resin with different amino group contents (up to 2.6 mmol/g) to examine the extent of chain association within the beads. These model peptidyl-resins were first labeled at their N-terminus with the amino acid spin label 2,2,6,6-tetramethylpiperidine-N-oxyl-4-amino-4-carboxylic acid (Toac). Their solvation properties in different solvents were estimated, either by bead swelling measurement or by assessing the dynamics of their polymeric matrixes through the analysis of Toac EPR spectra, and were correlated with the yield of the acylation reaction. In most cases the coupling rate was found to depend on bead swelling. Comparatively, the EPR approach was more effective. Line shape analysis allowed the detection of more than one peptide chain population, which influenced the reaction. The results demonstrated the unique potential of EPR spectroscopy not only for improving the yield of peptide synthesis, even in challenging conditions, but also for other relevant polymer-supported methodologies in chemistry and biology.