980 resultados para Sample average approximation


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In this paper, we propose a novel approach to econometric forecasting of stationary and ergodic time series within a panel-data framework. Our key element is to employ the bias-corrected average forecast. Using panel-data sequential asymptotics we show that it is potentially superior to other techniques in several contexts. In particular it delivers a zero-limiting mean-squared error if the number of forecasts and the number of post-sample time periods is sufficiently large. We also develop a zero-mean test for the average bias. Monte-Carlo simulations are conducted to evaluate the performance of this new technique in finite samples. An empirical exercise, based upon data from well known surveys is also presented. Overall, these results show promise for the bias-corrected average forecast.

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This paper uses a multivariate response surface methodology to analyze the size distortion of the BDS test when applied to standardized residuals of rst-order GARCH processes. The results show that the asymptotic standard normal distribution is an unreliable approximation, even in large samples. On the other hand, a simple log-transformation of the squared standardized residuals seems to correct most of the size problems. Nonethe-less, the estimated response surfaces can provide not only a measure of the size distortion, but also more adequate critical values for the BDS test in small samples.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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We propose a new statistic to control the covariance matrix of bivariate processes. This new statistic is based on the sample variances of the two quality characteristics, in short VMAX statistic. The points plotted on the chart correspond to the maximum of the values of these two variances. The reasons to consider the VMAX statistic instead of the generalized variance vertical bar S vertical bar is its faster detection of process changes and its better diagnostic feature; that is, with the VMAX statistic it is easier to identify the out-of-control variable. We study the double sampling (DS) and the exponentially weighted moving average (EWMA) charts based on the VMAX statistic. (C) 2008 Elsevier B.V. All rights reserved.

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OBJETIVO: Realizar a adaptação transcultural da versão em português do Inventário de Burnout de Maslach para estudantes e investigar sua confiabilidade, validade e invariância transcultural. MÉTODOS: A validação de face envolveu participação de equipe multidisciplinar. Foi realizada validação de conteúdo. A versão em português foi preenchida em 2009, pela internet, por 958 estudantes universitários brasileiros e 556 portugueses da zona urbana. Realizou-se análise fatorial confirmatória utilizando-se como índices de ajustamento o χ²/df, o comparative fit index (CFI), goodness of fit index (GFI) e o root mean square error of approximation (RMSEA). Para verificação da estabilidade da solução fatorial conforme a versão original em inglês, realizou-se validação cruzada em 2/3 da amostra total e replicada no 1/3 restante. A validade convergente foi estimada pela variância extraída média e confiabilidade composta. Avaliou-se a validade discriminante e a consistência interna foi estimada pelo coeficiente alfa de Cronbach. A validade concorrente foi estimada por análise correlacional da versão em português e dos escores médios do Inventário de Burnout de Copenhague; a divergente foi comparada à Escala de Depressão de Beck. Foi avaliada a invariância do modelo entre a amostra brasileira e a portuguesa. RESULTADOS: O modelo trifatorial de Exaustão, Descrença e Eficácia apresentou ajustamento adequado (χ²/df = 8,498; CFI = 0,916; GFI = 0,902; RMSEA = 0,086). A estrutura fatorial foi estável (λ: χ²dif = 11,383, p = 0,50; Cov: χ²dif = 6,479, p = 0,372; Resíduos: χ²dif = 21,514, p = 0,121). Observou-se adequada validade convergente (VEM = 0,45;0,64, CC = 0,82;0,88), discriminante (ρ² = 0,06;0,33) e consistência interna (α = 0,83;0,88). A validade concorrente da versão em português com o Inventário de Copenhague foi adequada (r = 0,21;0,74). A avaliação da validade divergente do instrumento foi prejudicada pela aproximação do conceito teórico das dimensões Exaustão e Descrença da versão em português com a Escala de Beck. Não se observou invariância do instrumento entre as amostras brasileiras e portuguesas (λ:χ²dif = 84,768, p < 0,001; Cov: χ²dif = 129,206, p < 0,001; Resíduos: χ²dif = 518,760, p < 0,001). CONCLUSÕES: A versão em português do Inventário de Burnout de Maslach para estudantes apresentou adequada confiabilidade e validade, mas sua estrutura fatorial não foi invariante entre os países, apontando ausência de estabilidade transcultural.

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This study investigates the possible differences between actors' and nonactors' vocal projection strategies using acoustic and perceptual analyses. A total of 11 male actors and 10 male nonactors volunteered as subjects, reading an extended text sample in habitual, moderate, and loud levels. The samples were analyzed for sound pressure level (SPL), alpha ratio (difference between the average SPL of the 1-5 kHz region and the average SPL of the 50 Hz-1 kHz region), fundamental frequency (F0), and long-term average spectrum (LTAS). Through LTAS, the mean frequency of the first formant (171) range, the mean frequency of the actor's formant, the level differences between the F1 frequency region and the F0 region (L1-L0), and the level differences between the strongest peak at 0-1 kHz and that at 3-4 kHz were measured. Eight voice specialists evaluated perceptually the degree of projection, loudness, and tension in the samples. The actors had a greater alpha ratio, stronger level of the actor's formant range, and a higher degree of perceived projection and loudness in all loudness levels. SPL, however, did not differ significantly between the actors and nonactors, and no differences were found in the mean formant frequencies ranges. The alpha ratio and the relative level of the actor's formant range seemed to be related to the degree of perceived loudness. From the physiological point of view, a more favorable glottal setting' providing a higher glottal closing speed, may be characteristic of these actors' projected voices. So, the projected voices, in this group of actors, were more related to the glottic source than to the resonance of the vocal tract.

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Background: The use of multiple medicines is very frequent among the elderly, allowing them to perceive more often adverse side effects from drugs and present undesirable drug interactions.Methods: This article presents a cross-sectional survey about the use of medicines among 300 elderly Brazilians, equally divided into institutionalized and community-dwelling groups.Results: The average daily intake of medicines is 3.2 among institutionalized elderly, a higher (p < 0.001) number when compared with community-dwelling elderly, who takes an average of 1.8 medicines daily. The most commonly used medications are antihypertensives (58.0%), diuretics (23.0%), nonsteroidal anti-inflammatory drugs (22.7%), supplements (21.7%), antidiabetics (16.3%), and antiulcerants (14.0%). Antiulcerants, diuretics, supplements, and central nervous system drugs are more frequently used by institutionalized than by community-dwelling elderly.Conclusion: In this Brazilian elderly sample, the most widely used medicines were antihypertensives, diuretics, and nonsteroidal anti-inflammatory drugs, and institutionalized used more medications than community-dwelling elderly. Copyright (C) 2011, Taiwan Society of Geriatric Emergency & Critical Care Medicine. Published by Elsevier Taiwan LLC. All rights reserved.

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Screen-printed carbon electrode (SPCE) modified with poly-L-histidine film can be successfully applied for chromium(VI) determination based on its pre-concentration. Optimum adherence and stability of the POIY-L-histidine film was obtained by direct addition of PH solution 1% (w/v) on the electrode surface, followed by heating at 80 degrees C during 5 min. Linear response range, sensitivity and limit of detection were 0. 1-150 [mu mol L-1, 4. 13 LA mu mol L` and 0.046 mu mol L-1. The repeatability of the proposed sensor, evaluated in terms of relative standard deviation, was measured as 3.2% for 10 experiments in 40 mu mol L-1 using the same electrode and 4.0% using screen-printed electrode as disposable sensor, respectively. The voltammetric sensor was applied to determination of Cr(VI) and indirect determination of Cr(III) in wastewater samples previously treated by a leather dyeing industry and the average recovery for these samples was around 97%. (C) 2006 Elsevier B.V. All rights reserved.

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

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Recent theoretical studies have shown that the X̄ chart with variable sampling intervals (VSI) and the X̄ chart with variable sample size (VSS) are quicker than the traditional X̄ chart in detecting shifts in the process. This article considers the X̄ chart with variable sample size and sampling intervals (VSSI). It is assumed that the amount of time the process remains in control has exponential distribution. The properties of the VSSI X̄ chart are obtained using Markov chains. The VSSI X̄ chart is even quicker than the VSI or VSS X̄ charts in detecting moderate shifts in the process.

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Recent studies have shown that the X̄ chart with variable sampling intervals (VSI) and/or with variable sample sizes (VSS) detects process shifts faster than the traditional X̄ chart. This article extends these studies for processes that are monitored by both the X̄ and R charts. A Markov chain model is used to determine the properties of the joint X and R charts with variable sample sizes and sampling intervals (VSSI). The VSSI scheme improves the joint X̄ and R control chart performance in terms of the speed with which shifts in the process mean and/or variance are detected.

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Traditional methods of submerged aquatic vegetation (SAV) survey last long and then, they are high cost. Optical remote sensing is an alternative, but it has some limitations in the aquatic environment. The use of echosounder techniques is efficient to detect submerged targets. Therefore, the aim of this study is to evaluate different kinds of interpolation approach applied on SAV sample data collected by echosounder. This study case was performed in a region of Uberaba River - Brazil. The interpolation methods evaluated in this work follow: Nearest Neighbor, Weighted Average, Triangular Irregular Network (TIN) and ordinary kriging. Better results were carried out with kriging interpolation. Thus, it is recommend the use of geostatistics for spatial inference of SAV from sample data surveyed with echosounder techniques. © 2012 IEEE.

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The aim of this study was to assess the validity and reliability of the Fonseca Anamnestic Index (IAF), used to assess the severity of temporomandibular disorders, applied to Brazilian women. We used a probabilistic sampling design. The participants were 700 women over 18 years of age, living in the city of Araraquara (SP). The IAF questionnaire was applied by telephone interviews. We conducted Confirmatory Factor Analysis (CFA) using Chi-Square Over Degrees of Freedom (χ2/df), Comparative Fit Index (CFI), Tucker-Lewis Index (TLI), and Root Mean Square Error of Approximation (RMSEA) as goodness of fit indices. We calculated the convergent validity, the average variance extracted (AVE) and the composite reliability (CR). Internal consistency was assessed by Cronbach's alpha coefficient (α).The factorial weights of questions 8 and 10 were below the adequate values. Thus, we refined the original model and these questions were excluded. The resulting factorial model showed appropriate goodness of fit to the sample (χ2/df = 3.319, CFI = 0.978, TLI = 0.967, RMSEA = 0.058). The convergent validity (AVE = 0.513, CR = 0.878) and internal consistency (α = 0.745) were adequate. The reduced IAF version showed adequate validity and reliability in a sample of Brazilian women.

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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)