905 resultados para partial least-squares regression


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Compararam-se o ganho médio diário (GMD), índice de conversão alimentar (IC) e classificação da carcaça (CC) entre dois tipos de cruzamento comercial (A e B), ambos obtidos pelo cruzamento terminal de varrascos Piétrain com porcas F1 Large White x Landrace. Procurou-se identificar os principais efeitos ambientais que influenciam os referidos carateres. Utilizou-se um total de 200 suínos (machos e fêmeas), de dois cruzamentos comerciais distintos, provenientes de duas unidades de multiplicação comerciais. Determinou-se o GMD e o IC em dois períodos diferentes (63-119 e 120-158 dias de vida). No final do ensaio, efetuou-se a CC, segundo o sistema SEUROP. Procedeu-se a uma análise de variância com o objetivo de identificar os principais efeitos ambientais que influenciam o GMD, IC e CC. Determinou-se o coeficiente de regressão do GMD no peso vivo no início da engorda. Globalmente, observou-se uma superioridade do cruzado B no que concerne ao GMD (+74,6 g) (p<0,01) e ao IC (-0,07) (p<0,05). O GMD dos animais registou um acréscimo médio de 5,8 g por kg de acréscimo do PV no início do ensaio. A superioridade do cruzado B foi ainda evidenciada na classificação de carcaça SEUROP, com um acréscimo significativo (p<0,01) de 2,3% em carne magra.

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When a company desires to invest in a project, it must obtain resources needed to make the investment. The alternatives are using firm s internal resources or obtain external resources through contracts of debt and issuance of shares. Decisions involving the composition of internal resources, debt and shares in the total resources used to finance the activities of a company related to the choice of its capital structure. Although there are studies in the area of finance on the debt determinants of firms, the issue of capital structure is still controversial. This work sought to identify the predominant factors that determine the capital structure of Brazilian share capital, non-financial firms. This work was used a quantitative approach, with application of the statistical technique of multiple linear regression on data in panel. Estimates were made by the method of ordinary least squares with model of fixed effects. About 116 companies were selected to participate in this research. The period considered is from 2003 to 2007. The variables and hypotheses tested in this study were built based on theories of capital structure and in empirical researches. Results indicate that the variables, such as risk, size, and composition of assets and firms growth influence their indebtedness. The profitability variable was not relevant to the composition of indebtedness of the companies analyzed. However, analyzing only the long-term debt, comes to the conclusion that the relevant variables are the size of firms and, especially, the composition of its assets (tangibility).This sense, the smaller the size of the undertaking or the greater the representation of fixed assets in total assets, the greater its propensity to long-term debt. Furthermore, this research could not identify a predominant theory to explain the capital structure of Brazilian

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Cette thèse développe des méthodes bootstrap pour les modèles à facteurs qui sont couram- ment utilisés pour générer des prévisions depuis l'article pionnier de Stock et Watson (2002) sur les indices de diffusion. Ces modèles tolèrent l'inclusion d'un grand nombre de variables macroéconomiques et financières comme prédicteurs, une caractéristique utile pour inclure di- verses informations disponibles aux agents économiques. Ma thèse propose donc des outils éco- nométriques qui améliorent l'inférence dans les modèles à facteurs utilisant des facteurs latents extraits d'un large panel de prédicteurs observés. Il est subdivisé en trois chapitres complémen- taires dont les deux premiers en collaboration avec Sílvia Gonçalves et Benoit Perron. Dans le premier article, nous étudions comment les méthodes bootstrap peuvent être utilisées pour faire de l'inférence dans les modèles de prévision pour un horizon de h périodes dans le futur. Pour ce faire, il examine l'inférence bootstrap dans un contexte de régression augmentée de facteurs où les erreurs pourraient être autocorrélées. Il généralise les résultats de Gonçalves et Perron (2014) et propose puis justifie deux approches basées sur les résidus : le block wild bootstrap et le dependent wild bootstrap. Nos simulations montrent une amélioration des taux de couverture des intervalles de confiance des coefficients estimés en utilisant ces approches comparativement à la théorie asymptotique et au wild bootstrap en présence de corrélation sérielle dans les erreurs de régression. Le deuxième chapitre propose des méthodes bootstrap pour la construction des intervalles de prévision permettant de relâcher l'hypothèse de normalité des innovations. Nous y propo- sons des intervalles de prédiction bootstrap pour une observation h périodes dans le futur et sa moyenne conditionnelle. Nous supposons que ces prévisions sont faites en utilisant un ensemble de facteurs extraits d'un large panel de variables. Parce que nous traitons ces facteurs comme latents, nos prévisions dépendent à la fois des facteurs estimés et les coefficients de régres- sion estimés. Sous des conditions de régularité, Bai et Ng (2006) ont proposé la construction d'intervalles asymptotiques sous l'hypothèse de Gaussianité des innovations. Le bootstrap nous permet de relâcher cette hypothèse et de construire des intervalles de prédiction valides sous des hypothèses plus générales. En outre, même en supposant la Gaussianité, le bootstrap conduit à des intervalles plus précis dans les cas où la dimension transversale est relativement faible car il prend en considération le biais de l'estimateur des moindres carrés ordinaires comme le montre une étude récente de Gonçalves et Perron (2014). Dans le troisième chapitre, nous suggérons des procédures de sélection convergentes pour les regressions augmentées de facteurs en échantillons finis. Nous démontrons premièrement que la méthode de validation croisée usuelle est non-convergente mais que sa généralisation, la validation croisée «leave-d-out» sélectionne le plus petit ensemble de facteurs estimés pour l'espace généré par les vraies facteurs. Le deuxième critère dont nous montrons également la validité généralise l'approximation bootstrap de Shao (1996) pour les regressions augmentées de facteurs. Les simulations montrent une amélioration de la probabilité de sélectionner par- cimonieusement les facteurs estimés comparativement aux méthodes de sélection disponibles. L'application empirique revisite la relation entre les facteurs macroéconomiques et financiers, et l'excès de rendement sur le marché boursier américain. Parmi les facteurs estimés à partir d'un large panel de données macroéconomiques et financières des États Unis, les facteurs fortement correlés aux écarts de taux d'intérêt et les facteurs de Fama-French ont un bon pouvoir prédictif pour les excès de rendement.

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Dissertação (mestrado)—Universidade de Brasília, Instituto de Geociências, 2016.

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There are a great number of evidences showing that education is extremely important in many economic and social dimensions. In Brazil, education is a right guaranteed by the Federal Constitution; however, in the Brazilian legislation the right to the three stages of basic education: Kindergarten, Elementary and High School is better promoted and supported than the right to education at College level. According to educational census data (INEP, 2009), 78% of all enrolments in College education are in private schools, while the reverse is found in High School: 84% of all matriculations are in public schools, which shows a contradiction in the admission into the universities. The Brazilian scenario presents that public universities receive mostly students who performed better and were prepared in elementary and high school education in private schools, while private universities attend students who received their basic education in public schools, which are characterized as low quality. These facts have led researchers to raise the possible determinants of student performance on standardized tests, such as the Brazilian Vestibular exam, to guide the development of policies aimed at equal access to College education. Seeking inspiration in North American models of affirmative action policies, some Brazilian public universities have suggested rate policies to enable and facilitate the entry of "minorities" (blacks, pardos1, natives, people of low income and public school students) to free College education. At the Federal University of the state Rio Grande do Norte (UFRN), the first incentives for candidates from public schools emerged in 2006, being improved and widespread during the last 7 years. This study aimed to analyse and discuss the Argument of Inclution (AI) - the affirmative action policy that provides additional scoring for students from public schools. From an extensive database, the Ordinary Least Squares (OLS) technique was used as well as a Quantile Regression considering as control the variables of personal, socioeconomic and educational characteristics of the candidates from the Brazilian Vestibular exam 2010 of the Federal University of the state Rio Grande do Norte (UFRN). The results demonstrate the importance of this incentive system, besides the magnitude of other variables

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Esta investigación evalúa el desempeño de 73 fondos de inversión colectiva (FIC) colombianos enfocados en acciones de 2005 a 2015 -- Para cuantificar el valor generado por estos fondos en comparación con sus respectivos activos de referencia (“benchmarks”), se calcula el alfa de Jensen mediante dos metodologías de regresión: Mínimos Cuadrados Ordinarios (MCO) y Regresión por Cuantiles -- También se analiza si estos fondos muestran evidencia de “market timing” o no, utilizando dos modelos: efecto cuadrático y variable binaria interactiva -- De igual manera, nuestro estudio propone la creación de una empresa privada en Colombia que provea a los inversores de información precisa sobre las características y desempeño histórico de estos fondos de inversión colectiva, como lo hace Morningstar Inc. en Estados Unidos -- Esto permitiría a los inversores seleccionar los fondos con mejores perspectivas y, como es de esperarse, haría este mercado más eficiente y atractivo para nuevos inversores potenciales

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El objetivo de este documento es obtener evidencia empírica acerca de la existencia de efectos asimétricos de la política monetaria sobre el nivel de actividad económica, con base en el comportamiento de la tasa de interés. Se observa un efecto asimétrico de la política monetaria cuando tasas de interés por encima de su nivel fundamental tienen un efecto sobre la actividad económica significativamente distinto del que tendría una tasa de interés por debajo de su nivel fundamental.La identificación de cambios en la tasa de interés que reflejan cambios de política se realiza por mínimos cuadrados en dos etapas. En la primera etapa, el nivel fundamental de la tasa de interés se estima con una regla de Taylor modificada y sus residuos son utilizados para identificar el estado de la política. La segunda etapa consiste en una regresión del producto real sobre una constante y los valores rezagados de los residuos positivos y negativos obtenidos en la primera etapa. La asimetría vendría determinada por la significancia estadística de los coeficientes individuales de los residuos positivos y negativos y de la diferencia entre estos.La evidencia empírica, para el periodo 1994:01-2002:11, sugiere la existencia de una asimetría débil de la política monetaria. Lo anterior debido a que aunque los incrementos y disminuciones en la tasa de interés afectan el nivel de producción significativamente, la diferencia del impacto no resulta significativa.AbstractThe objective of this paper is to obtain empirical evidence about the existence of asymmetric effects of monetary policy over economic activity, based on interest rate behavior. Monetary policy shows an asymmetric effect when an interest rate over their fundamental level have an impact on economic activity that is significantly different from that when interest rate are below its fundamental level.Changes in interest rate that reflect changes of policy are identified using two stage least squares. In the first stage, the fundamental level of the interest rate is estimated with a modified Taylor rule and residuals are used to identify the state of the policy. The second stage consists of a regression of the real output on a constant and lagged values of the positive and negative residuals obtained in the first stage. The asymmetry would come determined by the statistical significance of individual coefficients of positive and negative residuals and the difference between them.The empirical evidence, over the 1994:01-2002:11 period, suggests the existence of weak asymmetry of monetary policy. Although increases and reductions in interest rate affect the production level significantly, the difference of the impact is not significant.

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Este estudo investiga a otimização da resistência ao cisalhamento no plano de juntas de sobreposição co-curadas do compósito termoplástico unidirecional auto-reforçado de polietileno de baixa densidade reciclado reforçado por fibras de polietileno de ultra alto peso molecular através da relação desta resistência com os parâmetros processuais de prensagem a quente para a conformação da junta (pressão, temperatura, tempo e comprimento). A matriz teve sua estrutura química analisada para verificar potenciais degradações devidas à sua origem de reciclagem. Matriz e reforço foram caracterizados termicamente para definir a janela de temperatura de processamento de junta a ser estudada. A elaboração das condições de cura dos corpos de prova foi feita de acordo com a metodologia de Projeto de Experimento de Superfície de Resposta e a relação entre a resistência ao cisalhamento das juntas e os respectivos parâmetros de cura foi obtida através de equação de regressão gerada pelo método dos Mínimos Quadrados Ordinários. A caracterização mecânica em tração do material foi analisada micro e macromecanicamente. A análise química da matriz não demonstrou a presença de grupos carboxílicos que evidenciassem degradação por ramificações de cadeia e reticulação advindos da reciclagem do material. As metodologias de ensaio propostas demonstraram ser eficazes, podendo servir como base para a constituição de normas técnicas. Demonstrou-se que é possível obter juntas com resistência ótima ao cisalhamento de 6,88 MPa quando processadas a 1 bar, 115°C, 5 min e com 12 mm. A análise da fratura revelou que a ruptura por cisalhamento das juntas foi precedida por múltiplas fissuras longitudinais induzidas por sucessivos debondings, tanto dentro quanto fora da junta, devido à tensão transversal acumulada na mesma, proporcional a seu comprimento. A temperatura demonstrou ser o parâmetro de processamento mais relevante para a performance da junta, a qual é pouco afetada por variações na pressão e tempo de cura.

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Frankfurters are widely consumed all over the world, and the production requires a wide range of meat and non-meat ingredients. Due to these characteristics, frankfurters are products that can be easily adulterated with lower value meats, and the presence of undeclared species. Adulterations are often still difficult to detect, due the fact that the adulterant components are usually very similar to the authentic product. In this work, FT-Raman spectroscopy was employed as a rapid technique for assessing the quality of frankfurters. Based on information provided by the Raman spectra, a multivariate classification model was developed to identify the frankfurter type. The aim was to study three types of frankfurters (chicken, turkey and mixed meat) according to their Raman spectra, based on the fatty vibrational bands. Classification model was built using partial least square discriminant analysis (PLS-DA) and the performance model was evaluated in terms of sensitivity, specificity, accuracy, efficiency and Matthews's correlation coefficient. The PLS-DA models give sensitivity and specificity values on the test set in the ranges of 88%-100%, showing good performance of the classification models. The work shows the Raman spectroscopy with chemometric tools can be used as an analytical tool in quality control of frankfurters.

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The aim of this study was to develop a methodology using Raman hyperspectral imaging and chemometric methods for identification of pre- and post-blast explosive residues on banknote surfaces. The explosives studied were of military, commercial and propellant uses. After the acquisition of the hyperspectral imaging, independent component analysis (ICA) was applied to extract the pure spectra and the distribution of the corresponding image constituents. The performance of the methodology was evaluated by the explained variance and the lack of fit of the models, by comparing the ICA recovered spectra with the reference spectra using correlation coefficients and by the presence of rotational ambiguity in the ICA solutions. The methodology was applied to forensic samples to solve an automated teller machine explosion case. Independent component analysis proved to be a suitable method of resolving curves, achieving equivalent performance with the multivariate curve resolution with alternating least squares (MCR-ALS) method. At low concentrations, MCR-ALS presents some limitations, as it did not provide the correct solution. The detection limit of the methodology presented in this study was 50μgcm(-2).

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Universidade Estadual de Campinas . Faculdade de Educação Física

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The aim of this study was to test the hypothesis of differences in performance including differences in ST-T wave changes between healthy men and women submitted to an exercise stress test. Two hundred (45.4%) men and 241 (54.6%) women (mean age: 38.7 ± 11.0 years) were submitted to an exercise stress test. Physiologic and electrocardiographic variables were compared by the Student t-test and the chi-square test. To test the hypothesis of differences in ST-segment changes, data were ranked with functional models based on weighted least squares. To evaluate the influence of gender and age on the diagnosis of ST-segment abnormality, a logistic model was adjusted; P < 0.05 was considered to be significant. Rate-pressure product, duration of exercise and estimated functional capacity were higher in men (P < 0.05). Sixteen (6.7%) women and 9 (4.5%) men demonstrated ST-segment upslope ≥0.15 mV or downslope ≥0.10 mV; the difference was not statistically significant. Age increase of one year added 4% to the chance of upsloping of segment ST ≥0.15 mV or downsloping of segment ST ≥0.1 mV (P = 0.03; risk ratio = 1.040, 95% confidence interval (CI) = 1.002-1.080). Heart rate recovery was higher in women (P < 0.05). The chance of women showing an increase of systolic blood pressure ≤30 mmHg was 85% higher (P = 0.01; risk ratio = 1.85, 95%CI = 1.1-3.05). No significant difference in the frequency of ST-T wave changes was observed between men and women. Other differences may be related to different physical conditioning.

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The concentration of 15 polycyclic aromatic hydrocarbons (PAHs) in 57 samples of distillates (cachaça, rum, whiskey, and alcohol fuel) has been determined by HPLC-Fluorescence detection. The quantitative analytical profile of PAHs treated by Partial Least Square - Discriminant Analysis (PLS-DA) provided a good classification of the studied spirits based on their PAHs content. Additionally, the classification of the sugar cane derivatives according to the harvest practice was obtained treating the analytical data by Linear Discriminant Analysis (LDA), using naphthalene, acenaphthene, fluorene, phenanthrene, anthracene, fluoranthene, pyrene, benz[a]anthracene, benz[b]fluoranthene, and benz[g,h,i]perylene, as a chemical descriptors.

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One hundred fifteen cachaça samples derived from distillation in copper stills (73) or in stainless steels (42) were analyzed for thirty five itens by chromatography and inductively coupled plasma optical emission spectrometry. The analytical data were treated through Factor Analysis (FA), Partial Least Square Discriminant Analysis (PLS-DA) and Quadratic Discriminant Analysis (QDA). The FA explained 66.0% of the database variance. PLS-DA showed that it is possible to distinguish between the two groups of cachaças with 52.8% of the database variance. QDA was used to build up a classification model using acetaldehyde, ethyl carbamate, isobutyl alcohol, benzaldehyde, acetic acid and formaldehyde as chemical descriptors. The model presented 91.7% of accuracy on predicting the apparatus in which unknown samples were distilled.

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Context. We present spectroscopic ground-based observations of the early Be star HD 49330 obtained simultaneously with the CoRoT-LRA1 run just before the burst observed in the CoRoT data. Aims. Ground-based spectroscopic observations of the early Be star HD 49330 obtained during the precursor phase and just before the start of an outburst allow us to disantangle stellar and circumstellar contributions and identify modes of stellar pulsations in this rapidly rotating star. Methods. Time series analysis (TSA) is performed on photospheric line profiles of He I and Si III by means of the least squares method. Results. We find two main frequencies f1 = 11.86 c d(-1) and f2 = 16.89 c d(-1) which can be associated with high order p-mode pulsations. We also detect a frequency f3 = 1.51 c d(-1) which can be associated with a low order g-mode. Moreover we show that the stellar line profile variability changed over the spectroscopic run. These results are in agreement with the results of the CoRoT data analysis, as shown in Huat et al. (2009). Conclusions. Our study of mid-and short-term spectroscopic variability allows the identification of p-and g-modes in HD 49330. It also allows us to display changes in the line profile variability before the start of an outburst. This brings new constraints for the seimic modelling of this star.