970 resultados para Univariate Analysis box-jenkins methodology


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Abstract Caprine Coalho cheese presents great potential for a typical protected designation of origin, considering that this traditional Brazilian cheese presents a slightly salty and acid flavor, combined with a unique texture. This study optimized the HS-SPME-GC-MS methodology for volatile analysis of Coalho cheese, which can be used as a tool to help in the identification of the distinctive aroma profile of this cheese. The conditions of equilibrium time, extraction temperature and time were optimized using the statistical tool factorial experimental design 23, and applying the desirability function. After the evaluation, it was concluded that the optimum extraction conditions comprised equilibrium and extraction time of 20 and 40 minutes, respectively; and ideal extraction temperature of 45 °C. The optimum extraction of volatile compounds in goat Coalho cheese captured 32 volatile compounds: 5 alcohols, 5 esters, 3 ketones, 6 acids, 3 aldehydes, 3 terpenes, and 7 hydrocarbons.

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The thesis has covered various aspects of modeling and analysis of finite mean time series with symmetric stable distributed innovations. Time series analysis based on Box and Jenkins methods are the most popular approaches where the models are linear and errors are Gaussian. We highlighted the limitations of classical time series analysis tools and explored some generalized tools and organized the approach parallel to the classical set up. In the present thesis we mainly studied the estimation and prediction of signal plus noise model. Here we assumed the signal and noise follow some models with symmetric stable innovations.We start the thesis with some motivating examples and application areas of alpha stable time series models. Classical time series analysis and corresponding theories based on finite variance models are extensively discussed in second chapter. We also surveyed the existing theories and methods correspond to infinite variance models in the same chapter. We present a linear filtering method for computing the filter weights assigned to the observation for estimating unobserved signal under general noisy environment in third chapter. Here we consider both the signal and the noise as stationary processes with infinite variance innovations. We derived semi infinite, double infinite and asymmetric signal extraction filters based on minimum dispersion criteria. Finite length filters based on Kalman-Levy filters are developed and identified the pattern of the filter weights. Simulation studies show that the proposed methods are competent enough in signal extraction for processes with infinite variance.Parameter estimation of autoregressive signals observed in a symmetric stable noise environment is discussed in fourth chapter. Here we used higher order Yule-Walker type estimation using auto-covariation function and exemplify the methods by simulation and application to Sea surface temperature data. We increased the number of Yule-Walker equations and proposed a ordinary least square estimate to the autoregressive parameters. Singularity problem of the auto-covariation matrix is addressed and derived a modified version of the Generalized Yule-Walker method using singular value decomposition.In fifth chapter of the thesis we introduced partial covariation function as a tool for stable time series analysis where covariance or partial covariance is ill defined. Asymptotic results of the partial auto-covariation is studied and its application in model identification of stable auto-regressive models are discussed. We generalize the Durbin-Levinson algorithm to include infinite variance models in terms of partial auto-covariation function and introduce a new information criteria for consistent order estimation of stable autoregressive model.In chapter six we explore the application of the techniques discussed in the previous chapter in signal processing. Frequency estimation of sinusoidal signal observed in symmetric stable noisy environment is discussed in this context. Here we introduced a parametric spectrum analysis and frequency estimate using power transfer function. Estimate of the power transfer function is obtained using the modified generalized Yule-Walker approach. Another important problem in statistical signal processing is to identify the number of sinusoidal components in an observed signal. We used a modified version of the proposed information criteria for this purpose.

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Case-crossover is one of the most used designs for analyzing the health-related effects of air pollution. Nevertheless, no one has reviewed its application and methodology in this context. Objective: We conducted a systematic review of case-crossover (CCO) designs used to study the relationship between air pollution and morbidity and mortality, from the standpoint of methodology and application.Data sources and extraction: A search was made of the MEDLINE and EMBASE databases.Reports were classified as methodologic or applied. From the latter, the following information was extracted: author, study location, year, type of population (general or patients), dependent variable(s), independent variable(s), type of CCO design, and whether effect modification was analyzed for variables at the individual level. Data synthesis: The review covered 105 reports that fulfilled the inclusion criteria. Of these, 24 addressed methodological aspects, and the remainder involved the design’s application. In the methodological reports, the designs that yielded the best results in simulation were symmetric bidirectional CCO and time-stratified CCO. Furthermore, we observed an increase across time in the use of certain CCO designs, mainly symmetric bidirectional and time-stratified CCO. The dependent variables most frequently analyzed were those relating to hospital morbidity; the pollutants most often studied were those linked to particulate matter. Among the CCO-application reports, 13.6% studied effect modification for variables at the individual level.Conclusions: The use of CCO designs has undergone considerable growth; the most widely used designs were those that yielded better results in simulation studies: symmetric bidirectional and time-stratified CCO. However, the advantages of CCO as a method of analysis of variables at the individual level are put to little use

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Assaying a large number of genetic markers from patients in clinical trials is now possible in order to tailor drugs with respect to efficacy. The statistical methodology for analysing such massive data sets is challenging. The most popular type of statistical analysis is to use a univariate test for each genetic marker, once all the data from a clinical study have been collected. This paper presents a sequential method for conducting an omnibus test for detecting gene-drug interactions across the genome, thus allowing informed decisions at the earliest opportunity and overcoming the multiple testing problems from conducting many univariate tests. We first propose an omnibus test for a fixed sample size. This test is based on combining F-statistics that test for an interaction between treatment and the individual single nucleotide polymorphism (SNP). As SNPs tend to be correlated, we use permutations to calculate a global p-value. We extend our omnibus test to the sequential case. In order to control the type I error rate, we propose a sequential method that uses permutations to obtain the stopping boundaries. The results of a simulation study show that the sequential permutation method is more powerful than alternative sequential methods that control the type I error rate, such as the inverse-normal method. The proposed method is flexible as we do not need to assume a mode of inheritance and can also adjust for confounding factors. An application to real clinical data illustrates that the method is computationally feasible for a large number of SNPs. Copyright (c) 2007 John Wiley & Sons, Ltd.

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A cross-platform field campaign, OP3, was conducted in the state of Sabah in Malaysian Borneo between April and July of 2008. Among the suite of observations recorded, the campaign included measurements of NOx and O3 – crucial outputs of any model chemistry mechanism. We describe the measurements of these species made from both the ground site and aircraft. We then use the output from two resolutions of the chemistry transport model p-TOMCAT to illustrate the ability of a global model chemical mechanism to capture the chemistry at the rainforest site. The basic model performance is good for NOx and poor for ozone. A box model containing the same chemical mechanism is used to explore the results of the global model in more depth and make comparisons between the two. Without some parameterization of the nighttime boundary layer – free troposphere mixing (i.e. the use of a dilution parameter), the box model does not reproduce the observations, pointing to the importance of adequately representing physical processes for comparisons with surface measurements. We conclude with a discussion of box model budget calculations of chemical reaction fluxes, deposition and mixing, and compare these results to output from p-TOMCAT. These show the same chemical mechanism behaves similarly in both models, but that emissions and advection play particularly strong roles in influencing the comparison to surface measurements.

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The Twitter network has been labelled the most commonly used microblogging application around today. With about 500 million estimated registered users as of June, 2012, Twitter has become a credible medium of sentiment/opinion expression. It is also a notable medium for information dissemination; including breaking news on diverse issues since it was launched in 2007. Many organisations, individuals and even government bodies follow activities on the network in order to obtain knowledge on how their audience reacts to tweets that affect them. We can use postings on Twitter (known as tweets) to analyse patterns associated with events by detecting the dynamics of the tweets. A common way of labelling a tweet is by including a number of hashtags that describe its contents. Association Rule Mining can find the likelihood of co-occurrence of hashtags. In this paper, we propose the use of temporal Association Rule Mining to detect rule dynamics, and consequently dynamics of tweets. We coined our methodology Transaction-based Rule Change Mining (TRCM). A number of patterns are identifiable in these rule dynamics including, new rules, emerging rules, unexpected rules and ?dead' rules. Also the linkage between the different types of rule dynamics is investigated experimentally in this paper.

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P>Vegetable oils can be extracted using ethanol as solvent. The main goal of this work was to evaluate the ethanol performance on the extraction process of rice bran oil. The influence of process variables, solvent hydration and temperature was evaluated using the response surface methodology, aiming to maximise the soluble substances and gamma-oryzanol transfer and minimise the free fatty acids extraction and the liquid content in the underflow solid. It can be noted that oil solubility in ethanol was highly affected by the water content. The free fatty acids extraction is improved by increasing the moisture content in the solvent. Regarding the gamma-oryzanol, it can be observed that its extraction is affected by temperature when low level of water is added to ethanol. On the other hand, the influence of temperature is minimised with high levels of water in the ethanol.

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Optimization of photo-Fenton degradation of copper phthalocyanine blue was achieved by response surface methodology (RSM) constructed with the aid of a sequential injection analysis (SIA) system coupled to a homemade photo-reactor. Highest degradation percentage was obtained at the following conditions [H(2)O(2)]/[phthalocyanine] = 7, [H(2)O(2)]/[FeSO(4)] = 10, pH = 2.5, and stopped flow time in the photo reactor = 30 s. The SIA system was designed to prepare a monosegment containing the reagents and sample, to pump it toward the photo-reactor for the specified time and send the products to a flow-through spectrophotometer for monitoring the color reduction of the dye. Changes in parameters such as reagent molar ratios. residence time and pH were made by modifications in the software commanding the SI system, without the need for physical reconfiguration of reagents around the selection valve. The proposed procedure and system fed the statistical program with degradation data for fast construction of response surface plots. After optimization, 97% of the dye was degraded. (C) 2009 Elsevier B.V. All rights reserved.

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This work presents the use of sequential injection analysis (SIA) and the response surface methodology as a tool for optimization of Fenton-based processes. Alizarin red S dye (C.I. 58005) was used as a model compound for the anthraquinones family. whose pigments have a large use in coatings industry. The following factors were considered: [H(2)O(2)]:[Alizarin] and [H(2)O(2)]:[FeSO(4)] ratios and pH. The SIA system was designed to add reagents to the reactor and to perform on-line sampling of the reaction medium, sending the samples to a flow-through spectrophotometer for monitoring the color reduction of the dye. The proposed system fed the statistical program with degradation data for fast construction of response surface plots. After optimization, 99.7% of the dye was degraded and the TOC content was reduced to 35% of the original value. Low reagents consumption and high sampling throughput were the remarkable features of the SIA system. (C) 2008 Published by Elsevier B.V.

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This paper describes the optimization and use of a Sequential Injection Analysis (SIA) procedure for ammonium determination in waters. Response Surface Methodology (RSM) was used as a tool for optimization of a procedure based on the modified Berthelot reaction. The SIA system was designed to (i) prepare the reaction media by injecting an air-segmented zone containing the reagents in a mixing chamber, (ii) to aspirate the mixture back to the holding coil after homogenization, (iii) drive it to a thermostated reaction coil, where the flow is stopped for a previously established time, and (iv) to pump the mixture toward the detector flow cell for the spectrophotometric measurements. Using a 100 mu mol L(-1) ammonium solution, the following factors were considered for optimization: reaction temperature (25 - 45 degrees C), reaction time (30 - 90 s), hypochlorite concentration (20 - 40 mmol L(-1)) nitroprusside concentration (10 - 40 mmol L(-1)) and salicylate concentration (0.1 - 0.3 mol L(-1)). The proposed system fed the statistical program with absorbance data for fast construction of response surface plots. After optimization of the method, figures of merit were evaluated, as well as the ammonium concentration in some water samples. No evidence of statistical difference was observed in the results obtained by the proposed method in comparison to those obtained by a reference method based on the phenol reaction. (C) 2010 Elsevier B.V. All rights reserved.

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Over the last decades, the analysis of the transmissions of international nancial events has become the subject of many academic studies focused on multivariate volatility models volatility. The goal of this study is to evaluate the nancial contagion between stock market returns. The econometric approach employed was originally presented by Pelletier (2006), named Regime Switching Dynamic Correlation (RSDC). This methodology involves the combination of Constant Conditional Correlation Model (CCC) proposed by Bollerslev (1990) with Markov Regime Switching Model suggested by Hamilton and Susmel (1994). A modi cation was made in the original RSDC model, the introduction of the GJR-GARCH model formulated in Glosten, Jagannathan e Runkle (1993), on the equation of the conditional univariate variances to allow asymmetric e ects in volatility be captured. The database was built with the series of daily closing stock market indices in the United States (SP500), United Kingdom (FTSE100), Brazil (IBOVESPA) and South Korea (KOSPI) for the period from 02/01/2003 to 09/20/2012. Throughout the work the methodology was compared with others most widespread in the literature, and the model RSDC with two regimes was de ned as the most appropriate for the selected sample. The set of results provide evidence for the existence of nancial contagion between markets of the four countries considering the de nition of nancial contagion from the World Bank called very restrictive. Such a conclusion should be evaluated carefully considering the wide diversity of de nitions of contagion in the literature.

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A new approach based on microextraction by packed sorbent (MEPS) and reversed-phase high-throughput ultra high pressure liquid chromatography (UHPLC) method that uses a gradient elution and diode array detection to quantitate three biologically active flavonols in wines, myricetin, quercetin, and kaempferol, is described. In addition to performing routine experiments to establish the validity of the assay to internationally accepted criteria (selectivity, linearity, sensitivity, precision, accuracy), experiments are included to assess the effect of the important experimental parameters such as the type of sorbent material (C2, C8, C18, SIL, and C8/SCX), number of extraction cycles (extract-discard), elution volume, sample volume, and ethanol content, on the MEPS performance. The optimal conditions of MEPS extraction were obtained using C8 sorbent and small sample volumes (250 μL) in five extraction cycle and in a short time period (about 5 min for the entire sample preparation step). Under optimized conditions, excellent linearity View the MathML source(Rvalues2>0.9963), limits of detection of 0.006 μg mL−1 (quercetin) to 0.013 μg mL−1 (myricetin) and precision within 0.5–3.1% were observed for the target flavonols. The average recoveries of myricetin, quercetin and kaempferol for real samples were 83.0–97.7% with relative standard deviation (RSD, %) lower than 1.6%. The results obtained showed that the most abundant flavonol in the analyzed samples was myricetin (5.8 ± 3.7 μg mL−1). Quercetin (0.97 ± 0.41 μg mL−1) and kaempferol (0.66 ± 0.24 μg mL−1) were found in a lower concentration. The optimized MEPSC8 method was compared with a reverse-phase solid-phase extraction (SPE) procedure using as sorbent a macroporous copolymer made from a balanced ratio of two monomers, the lipophilic divinylbenzene and the hydrophilic N-vinylpyrrolidone (Oasis HLB) were used as reference. MEPSC8 approach offers an attractive alternative for analysis of flavonols in wines, providing a number of advantages including highest extraction efficiency (from 85.9 ± 0.9% to 92.1 ± 0.5%) in the shortest extraction time with low solvent consumption, fast sample throughput, more environmentally friendly and easy to perform.

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Differences of venom peptide composition as function of two collection methodologies, electrical stimulation (ES) and reservoir disruption (RD), were analyzed by reverse-phase HPLC in Apis mellifera races - A. m. adansonii, A. m. ligustica and Africanized honeybee. The analyses were performed through determination of the relative number and percentage of each molecular form associated to the peaks eluted by chromatography. Comparison of these profiles revealed qualitative and quantitative differences related to the venom collection methodology as well to the three races analyzed. In contrast to data usually found for venom proteins, the three races presented a major number of peaks or molecular forms when venom was collected by ES. Besides, in general, the relative concentration of each peak was higher for ES in relation to RD. That indicates the presence of molecular precursors in the venom obtained by RD. The presence/absence pattern of the peaks, such as their relative concentrations showed a closer similarity between A. m. adansonii and the Africanized honeybees than that observed between these and A. m. ligustica. The obtained data allowed a discussion about the differences in the relative concentration of each venom component according to the collection methodology, and finally the biological action of the venom in different races. So, these results, apart from being useful to establish a peptide profile for each bee race as a function of the venom collection methodology, pointed out once more that the chromatographic techniques are a great tool for the identification of A. mellifera subspecies.