970 resultados para Univariate Analysis box-jenkins methodology


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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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The national truck fleet has expanded strongly in recent decades. However, due to fluctuations in the demand that the market is exposed, it needed up making more effective strategic decisions of automakers. These decisions are made after an evaluation of guaranteed sales forecasts. This work aims to generate an annual forecast of truck production by Box and Jenkins methodology. They used annual data for referring forecast modeling from the year 1957 to 2014, which were obtained by the National Association of Motor Vehicle Manufacturers (Anfavea). The model used was Autoregressive Integrated Moving Average (ARIMA) and can choose the best model for the series under study, and the ARIMA (2,1,3) as representative for conducting truck production forecast

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The national truck fleet has expanded strongly in recent decades. However, due to fluctuations in the demand that the market is exposed, it needed up making more effective strategic decisions of automakers. These decisions are made after an evaluation of guaranteed sales forecasts. This work aims to generate an annual forecast of truck production by Box and Jenkins methodology. They used annual data for referring forecast modeling from the year 1957 to 2014, which were obtained by the National Association of Motor Vehicle Manufacturers (Anfavea). The model used was Autoregressive Integrated Moving Average (ARIMA) and can choose the best model for the series under study, and the ARIMA (2,1,3) as representative for conducting truck production forecast

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Objective: To evaluate the prevalence and nutritional and social determinants of overweight in a population of schoolchildren in Southern Brazil. Methods: Cross-sectional descriptive study of 5,037 children of both genders, between 6 and 10.9 years of age, from public and private schools of Maringa, Parana, Brazil. Evaluation of factors associated with excess weight (overweight and obesity) included gender, age, school type, socioeconomic level, education of the head of the family, eating habits, and means of commuting to school. After univariate analysis (Fisher's exact test), we adjusted a logistic regression model and used Wald's test for decision-making (p < 0.05). Results: The mean age was 8.7 +/- 1.3 years, with 52.8% females; 79.1% of the students attended public school and 54.6% had families of socioeconomic class A or B. Regarding nutritional status, 24% of children were overweight (7% obesity, 17% overweight). Being male, attending a private school, and having a head of the family with over four years of education were significantly associated with excess weight. In relation to food, inadequate intake of,carbohydrates was associated with a 48% greater chance of overweight/obesity (p < 0.001; OR: 1.48; 95% CI: 1.25-1.76), Conclusion: The prevalence of overweight found in this study is approximate to that reported in national studies. Its association with gender and inadequate food intake indicates that these factors should be considered in initiatives aimed at preventive measures in childhood.

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Introduction. Patients with terminal heart failure have increased more than the available organs leading to a high mortality rate on the waiting list. Use of Marginal and expanded criteria donors has increased due to the heart shortage. Objective. We analyzed all heart transplantations (HTx) in Sao Paulo state over 8 years for donor profile and recipient risk factors. Method. This multi-institutional review collected HTx data from all institutions in the state of Sao Paulo, Brazil. From 2002 to 2008 (6 years), only 512 (28.8%) of 1777 available heart donors were accepted for transplantation. All medical records were analyzed retrospectively; none of the used donors was excluded, even those considered to be nonstandard. Results. The hospital mortality rate was 27.9% (n = 143) and the average follow-up time was 29.4 +/- 28.4 months. The survival rate was 55.5% (n = 285) at 6 years after HTx. Univariate analysis showed the following factors to impact survival: age (P = .0004), arterial hypertension (P = .4620), norepinephrine (P = .0450), cardiac arrest (P = .8500), diabetes mellitus (P = .5120), infection (P = .1470), CKMB (creatine kinase MB) (P = .8694), creatinine (P = .7225), and Na+ (P = .3273). On multivariate analysis, only age showed significance; logistic regression showed a significant cut-off at 40 years: organs from donors older than 40 years showed a lower late survival rates (P = .0032). Conclusions. Donor age older than 40 years represents an important risk factor for survival after HTx. Neither donor gender nor norepinephrine use negatively affected early survival.

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OBJECTIVE: To compare the risk of shunt-dependent hydrocephalus after treatment of ruptured intracranial aneurysms by clipping versus coiling. METHODS: We analyzed 596 patients prospectively added to our database from July of 1999 to November of 2005 concerning the risk of shunt dependency after clipping versus coiling. Factors analyzed included age; sex; Hunt and Hess grade; Fisher grade; acute hydrocephalus; intraventricular hemorrhage; angiographic vasospasm; and number, size, and location of aneurysms. In addition, a meta-analysis of available data from the literature was performed identifying four studies with quantitative data on the frequency of clip, coil, and shunt dependency. RESULTS: The institutional series revealed Hunt and Hess grade, Fisher grade, acute hydrocephalus, intraventricular hemorrhage, and angiographic vasospasm as significant (P < 0.05) risk factors for shunt dependency after a univariate analysis. In a multivariate logistic regression analysis, we isolated intraventricular hemorrhage, acute hydrocephalus, and angiographic vasospasm as independent, significant risk factors for shunt dependency. The meta-analysis, including the current data, revealed a significantly higher risk for shunt dependency after coiling than after clipping (P = 0.01). CONCLUSION: Clipping of a ruptured aneurysm may be associated with a lower risk for developing shunt dependency, possibly by clot removal. This might influence long-term outcome and surgical decision making.

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The development of coronary vasculopathy is the main determinant of long-term survival in cardiac transplantation. The identification of risk factors, therefore, seems necessary in order to identify possible treatment strategies. Ninety-five out of 397 patients, undergoing orthotopic cardiac transplantation from 10/1985 to 10/1992 were evaluated retrospectively on the basis of perioperative and postoperative variables including age, sex, diagnosis, previous operations, renal function, cholesterol levels, dosage of immunosuppressive drugs (cyclosporin A, azathioprine, steroids), incidence of rejection, treatment with calcium channel blockers at 3, 6, 12, and 18 months postoperatively. Coronary vasculopathy was assessed by annual angiography at 1 and 2 years postoperatively. After univariate analysis, data were evaluated by stepwise multiple logistic regression analysis. Coronary vasculopathy was assessed in 15 patients at 1 (16%), and in 23 patients (24%) at 2, years. On multivariate analysis, previous operations and the incidence of rejections were identified as significant risk factors (P < 0.05), whereas the underlying diagnosis had borderline significance (P = 0.058) for the development of graft coronary vasculopathy. In contrast, all other variables were not significant in our subset of patients investigated. We therefore conclude that the development of coronary vasculopathy in cardiac transplant patients mainly depends on the rejection process itself, aside from patient-dependent factors. Therapeutic measures, such as the administration of calcium channel blockers and regulation of lipid disorders, may therefore only reduce the progress of native atherosclerotic disease in the posttransplant setting.

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PURPOSE The impact of cardiopulmonary bypass in level III-IV tumor thrombectomy on surgical and oncologic outcomes is unknown. We determine the impact of cardiopulmonary bypass on overall and cancer specific survival, as well as surgical complication rates and immediate outcomes in patients undergoing nephrectomy and level III-IV tumor thrombectomy with or without cardiopulmonary bypass. MATERIALS AND METHODS We retrospectively analyzed 362 patients with renal cell cancer and with level III or IV tumor thrombus from 1992 to 2012 at 22 U.S. and European centers. Cox proportional hazards models were used to compare overall and cancer specific survival between patients with and without cardiopulmonary bypass. Perioperative mortality and complication rates were assessed using logistic regression analyses. RESULTS Median overall survival was 24.6 months in noncardiopulmonary bypass cases and 26.6 months in cardiopulmonary bypass cases. Overall survival and cancer specific survival did not differ significantly in both groups on univariate analysis or when adjusting for known risk factors. On multivariate analysis no significant differences were seen in hospital length of stay, Clavien 1-4 complication rate, intraoperative or 30-day mortality and cancer specific survival. Limitations include the retrospective nature of the study. CONCLUSIONS In our multi-institutional analysis the use of cardiopulmonary bypass did not significantly impact cancer specific survival or overall survival in patients undergoing nephrectomy and level III or IV tumor thrombectomy. Neither approach was independently associated with increased mortality on multivariate analysis. Greater surgical complications were not independently associated with the use of cardiopulmonary bypass.

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As it is defined in ATM 2000+ Strategy (Eurocontrol 2001), the mission of the Air Traffic Management (ATM) System is: “For all the phases of a flight, the ATM system should facilitate a safe, efficient, and expedite traffic flow, through the provision of adaptable ATM services that can be dimensioned in relation to the requirements of all the users and areas of the European air space. The ATM services should comply with the demand, be compatible, operate under uniform principles, respect the environment and satisfy the national security requirements.” The objective of this paper is to present a methodology designed to evaluate the status of the ATM system in terms of the relationship between the offered capacity and traffic demand, identifying weakness areas and proposing solutions. The first part of the methodology relates to the characterization and evaluation of the current system, while a second part proposes an approach to analyze the possible development limit. As part of the work, general criteria are established to define the framework in which the analysis and diagnostic methodology presented is placed. They are: the use of Air Traffic Control (ATC) sectors as analysis unit, the presence of network effects, the tactical focus, the relative character of the analysis, objectivity and a high level assessment that allows assumptions on the human and Communications, Navigation and Surveillance (CNS) elements, considered as the typical high density air traffic resources. The steps followed by the methodology start with the definition of indicators and metrics, like the nominal criticality or the nominal efficiency of a sector; scenario characterization where the necessary data is collected; network effects analysis to study the relations among the constitutive elements of the ATC system; diagnostic by means of the “System Status Diagram”; analytical study of the ATC system development limit; and finally, formulation of conclusions and proposal for improvement. This methodology was employed by Aena (Spanish Airports Manager and Air Navigation Service Provider) and INECO (Spanish Transport Engineering Company) in the analysis of the Spanish ATM System in the frame of the Spanish airspace capacity sustainability program, although it could be applied elsewhere.

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Concession contracts in highways often include some kind of clauses (for example, a minimum traffic guarantee) that allow for better management of the business risks. The value of these clauses may be important and should be added to the total value of the concession. However, in these cases, traditional valuation techniques, like the NPV (net present value) of the project, are insufficient. An alternative methodology for the valuation of highway concession is one based on the real options approach. This methodology is generally built on the assumption of the evolution of traffic volume as a GBM (geometric Brownian motion), which is the hypothesis analyzed in this paper. First, a description of the methodology used for the analysis of the existence of unit roots (i.e., the hypothesis of non-stationarity) is provided. The Dickey-Fuller approach has been used, which is the most common test for this kind of analysis. Then this methodology is applied to perform a statistical analysis of traffic series in Spanish toll highways. For this purpose, data on the AADT (annual average daily traffic) on a set of highways have been used. The period of analysis is around thirty years in most cases. The main outcome of the research is that the hypothesis that traffic volume follows a GBM process in Spanish toll highways cannot be rejected. This result is robust, and therefore it can be used as a starting point for the application of the real options theory to assess toll highway concessions.

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Thesis (Master's)--University of Washington, 2016-06

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Market administrators hold the vital role of maintaining sufficient generation capacity in their respective electricity market. However without the jurisdiction to dictate the generator types, locations and timing of new generation, the reliability of the system may be compromised by delayed entry of new generation. This paper illustrates a new generation investment methodology that can effectively present expected returns from the pool market; while concurrently searching for the type and placement of a new generator to fulfil system reliability requirements.