899 resultados para two-Gaussian mixture model


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Soybean oil can be deacidified by liquid-liquid extraction with ethanol. In the present paper, the liquid-liquid equilibria of systems composed of refined soybean oil, commercial linoleic acid, ethanol and water were investigated at 298.2 K. The experimental data set obtained from the present study (at 298.2 K) and the results of Mohsen-Nia et al. [1] (at 303.2 K) and Rodrigues et al. [2] (at 323.2 K) were correlated by applying the non-random two liquid (NRTL) model. The results of the present study indicated that the mutual solubility of the compounds decreased with an increase in the water content of the solvent and a decrease in the temperature of the solution. Among variables, the water content of the solvent had the strongest effect on the solubility of the components. The maximum deviation and average variance between the experimental and calculated compositions were 1.60% and 0.89%, indicating that the model could accurately predict the behavior of the compounds at different temperatures and degrees of hydration. (C) 2010 Elsevier B.V. All rights reserved.

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The highly hydrophobic fluorophore Laurdan (6-dodecanoyl-2-(dimethylaminonaphthalene)) has been widely used as a fluorescent probe to monitor lipid membranes. Actually, it monitors the structure and polarity of the bilayer surface, where its fluorescent moiety is supposed to reside. The present paper discusses the high sensitivity of Laurdan fluorescence through the decomposition of its emission spectrum into two Gaussian bands, which correspond to emissions from two different excited states, one more solvent relaxed than the other. It will be shown that the analysis of the area fraction of each band is more sensitive to bilayer structural changes than the largely used parameter called Generalized Polarization, possibly because the latter does not completely separate the fluorescence emission from the two different excited states of Laurdan. Moreover, it will be shown that this decomposition should be done with the spectrum as a function of energy, and not wavelength. Due to the presence of the two emission bands in Laurdan spectrum, fluorescence anisotropy should be measured around 480 nm, to be able to monitor the fluorescence emission from one excited state only, the solvent relaxed state. Laurdan will be used to monitor the complex structure of the anionic phospholipid DMPG (dimyristoyl phosphatidylglycerol) at different ionic strengths, and the alterations caused on gel and fluid membranes due to the interaction of cationic peptides and cholesterol. Analyzing both the emission spectrum decomposition and anisotropy it was possible to distinguish between effects on the packing and on the hydration of the lipid membrane surface. It could be clearly detected that a more potent analog of the melanotropic hormone alpha-MSH (Ac-Ser(1)-Tyr(2)-Ser(3)-Met(4)-Glu(5)-His(6)-Phe(7)-Arg(8)-Trp(9)-Gly(10)-Lys(11)-Pro(12)-Val(13)-NH(2)) was more effective in rigidifying the bilayer surface of fluid membranes than the hormone, though the hormone significantly decreases the bilayer surface hydration.

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We report on experimental studies of the Kondo physics and the development of non-Fermi-liquid scaling in UCu(4+x)Al(8-x) family. We studied 7 different compounds with compositions between x = 0 and 2. We measured electrical transport (down to 65 mK) and thermoelectric power (down to 1.8 K) as a function of temperature, hydrostatic pressure, and/or magnetic field. Compounds with Cu content below x = 1.25 exhibit long-range antiferromagnetic order at low temperatures. Magnetic order is suppressed with increasing Cu content and our data indicate a possible quantum critical point at x(cr) approximate to 1.15. For compounds with higher Cu content, non-Fermi-liquid behavior is observed. Non-Fermi-liquid scaling is inferred from electrical resistivity results for the x = 1.25 and 1.5 compounds. For compounds with even higher Cu content, a sharp kink occurs in the resistivity data at low temperatures, and this may be indicative of another quantum critical point that occurs at higher Cu compositions. For the magnetically ordered compounds, hydrostatic pressure is found to increase the Neel temperature, which can be understood in terms of the Kondo physics. For the non-magnetic compounds, application of a magnetic field promotes a tendency toward Fermi-liquid behavior. Thermoelectric power was analyzed using a two-band Lorentzian model, and the results indicate one fairly narrow band (10 meV and below) and a second broad band (around hundred meV). The results imply that there are two relevant energy scales that need to be considered for the physics in this family of compounds. (C) 2011 Elsevier B.V. All rights reserved.

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P>In the context of either Bayesian or classical sensitivity analyses of over-parametrized models for incomplete categorical data, it is well known that prior-dependence on posterior inferences of nonidentifiable parameters or that too parsimonious over-parametrized models may lead to erroneous conclusions. Nevertheless, some authors either pay no attention to which parameters are nonidentifiable or do not appropriately account for possible prior-dependence. We review the literature on this topic and consider simple examples to emphasize that in both inferential frameworks, the subjective components can influence results in nontrivial ways, irrespectively of the sample size. Specifically, we show that prior distributions commonly regarded as slightly informative or noninformative may actually be too informative for nonidentifiable parameters, and that the choice of over-parametrized models may drastically impact the results, suggesting that a careful examination of their effects should be considered before drawing conclusions.Resume Que ce soit dans un cadre Bayesien ou classique, il est bien connu que la surparametrisation, dans les modeles pour donnees categorielles incompletes, peut conduire a des conclusions erronees. Cependant, certains auteurs persistent a negliger les problemes lies a la presence de parametres non identifies. Nous passons en revue la litterature dans ce domaine, et considerons quelques exemples surparametres simples dans lesquels les elements subjectifs influencent de facon non negligeable les resultats, independamment de la taille des echantillons. Plus precisement, nous montrons comment des a priori consideres comme peu ou non-informatifs peuvent se reveler extremement informatifs en ce qui concerne les parametres non identifies, et que le recours a des modeles surparametres peut avoir sur les conclusions finales un impact considerable. Ceci suggere un examen tres attentif de l`impact potentiel des a priori.

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Snow cleaning is one of the important tasks in the winter time in Sweden. Every year government spends huge amount money for snow cleaning purpose. In this thesis we generate a shortest road network of the city and put the depots in different place of the city for snow cleaning. We generate shortest road network using minimum spanning tree algorithm and find the depots position using greedy heuristic. When snow is falling, vehicles start work from the depots and clean the snow all the road network of the city. We generate two types of model. Models are economic model and efficient model. Economic model provide good economical solution of the problem and it use less number of vehicles. Efficient model generate good efficient solution and it take less amount of time to clean the entire road network.

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In this research the 3DVAR data assimilation scheme is implemented in the numerical model DIVAST in order to optimize the performance of the numerical model by selecting an appropriate turbulence scheme and tuning its parameters. Two turbulence closure schemes: the Prandtl mixing length model and the two-equation k-ε model were incorporated into DIVAST and examined with respect to their universality of application, complexity of solutions, computational efficiency and numerical stability. A square harbour with one symmetrical entrance subject to tide-induced flows was selected to investigate the structure of turbulent flows. The experimental part of the research was conducted in a tidal basin. A significant advantage of such laboratory experiment is a fully controlled environment where domain setup and forcing are user-defined. The research shows that the Prandtl mixing length model and the two-equation k-ε model, with default parameterization predefined according to literature recommendations, overestimate eddy viscosity which in turn results in a significant underestimation of velocity magnitudes in the harbour. The data assimilation of the model-predicted velocity and laboratory observations significantly improves model predictions for both turbulence models by adjusting modelled flows in the harbour to match de-errored observations. 3DVAR allows also to identify and quantify shortcomings of the numerical model. Such comprehensive analysis gives an optimal solution based on which numerical model parameters can be estimated. The process of turbulence model optimization by reparameterization and tuning towards optimal state led to new constants that may be potentially applied to complex turbulent flows, such as rapidly developing flows or recirculating flows.

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O objetivo deste trabalho é a introdução e desenvolvimento de uma metodologia analítico-simbólica para a obtenção de respostas dinâmicas e forçadas (soluções homogêneas e não homogêneas) de sistemas distribuídos, em domínios ilimitados e limitados, através do uso da base dinâmica gerada a partir da resposta impulso. Em domínios limitados, a resposta impulso foi formulada pelo método espectral. Foram considerados sistemas com condições de contorno homogêneas e não homogêneas. Para sistemas de natureza estável, a resposta forçada é decomposta na soma de uma resposta particular e de uma resposta livre induzida pelos valores iniciais da resposta particular. As respostas particulares, para entradas oscilatórias no tempo, foram calculadas com o uso da fun»c~ao de Green espacial. A teoria é desenvolvida de maneira geral permitindo que diferentes sis- temas evolutivos de ordem arbitrária possam ser tratados sistematicamente de uma forma compacta e simples. Realizou-se simulações simbólicas para a obtenção de respostas dinâmicas e respostas for»cadas com equações do tipo parabólico e hiperbólico em 1D,2D e 3D. O cálculo das respostas forçadas foi realizado com a determinação das respostas livres transientes em termos dos valores iniciais das respostas permanentes. Foi simulada a decomposição da resposta forçada da superfície livre de um modelo acoplado oceano-atmosfera bidimensional, através da resolução de uma equação de Klein-Gordon 2D com termo não-homogêneo de natureza dinâmica, devido a tensão de cisalhamento na superfície do oceano pela ação do vento.

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This paper argues that monetary models can and usually present the phenomenon of over-banking; that is, the market solution of the model presents a size of the banking sector which is higher than the social optima. Applying a two sector monetary model of capital accumulation in presence of a banking sector, which supplies liquidity services, it is shown that the rise of a tax that disincentives the acquisition of the banking service presents the following impacts on welfare. If the technology is the same among the sectors, the tax increases welfare; otherwise, steady-state utility increase if the banking sector is labor-intensive compared to the real sector. Additionally, it is proved that the elevation of inflation has the following impact on the economy's equilibrium: the share on the product of the banking sector increases; the product and the stock of capital increases or reduces whether the banking sector is capital-intensive or laborintensive; and, the steady-state utility reduces. The results were derived under a quite general set up - standard hypothesis regarding concavity of preference, convexity of technology, and normality of goods - were required.

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In this dissertation, we investigate the effect of foreign capital participations in Brazilians companies’ performance. To carry out this analysis, we constructed two sets of model based on EBITDA margin and return on equity. Panel data analysis is used to examine the relationship between foreign capital ownership and Brazilian firms’ performance. We construct a cross-section time-series sample of companies listed on the BOVESPA index from 2006 to 2010. Empirical results led us to validate two hypotheses. First, foreign capital participations improve companies’ performance up to a certain level of participation. Then, joint controlled or strategic partnership between a Brazilian company and a foreign investor provide high operating performance.

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Este trabalho tem o objetivo de testar a qualidade preditiva do Modelo Vasicek de dois fatores acoplado ao Filtro de Kalman. Aplicado a uma estratégia de investimento, incluímos um critério de Stop Loss nos períodos que o modelo não responde de forma satisfatória ao movimento das taxas de juros. Utilizando contratos futuros de DI disponíveis na BMFBovespa entre 01 de março de 2007 a 30 de maio de 2014, as simulações foram realizadas em diferentes momentos de mercado, verificando qual a melhor janela para obtenção dos parâmetros dos modelos, e por quanto tempo esses parâmetros estimam de maneira ótima o comportamento das taxas de juros. Os resultados foram comparados com os obtidos pelo Modelo Vetor-auto regressivo de ordem 1, e constatou-se que o Filtro de Kalman aplicado ao Modelo Vasicek de dois fatores não é o mais indicado para estudos relacionados a previsão das taxas de juros. As limitações desse modelo o restringe em conseguir estimar toda a curva de juros de uma só vez denegrindo seus resultados.

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The aim of this paper is to analyze extremal events using Generalized Pareto Distributions (GPD), considering explicitly the uncertainty about the threshold. Current practice empirically determines this quantity and proceeds by estimating the GPD parameters based on data beyond it, discarding all the information available be10w the threshold. We introduce a mixture model that combines a parametric form for the center and a GPD for the tail of the distributions and uses all observations for inference about the unknown parameters from both distributions, the threshold inc1uded. Prior distribution for the parameters are indirectly obtained through experts quantiles elicitation. Posterior inference is available through Markov Chain Monte Carlo (MCMC) methods. Simulations are carried out in order to analyze the performance of our proposed mode1 under a wide range of scenarios. Those scenarios approximate realistic situations found in the literature. We also apply the proposed model to a real dataset, Nasdaq 100, an index of the financiai market that presents many extreme events. Important issues such as predictive analysis and model selection are considered along with possible modeling extensions.

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Esta tese é composta de três ensaios a respeito de política monetária. O primeiro ensaio aborda o canal em que as crises financeiras aumentam a ineficiência alocativa nos países emergentes. O segundo ensaio trata do grau de não-neutralidade da moeda no Brasil de acordo com o modelo de Golosov e Lucas (2007). O terceiro ensaio estima a inclinação da hazard function da precifi cação para o Brasil pela metodologia de Finite Mixture Model.

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

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This work intends to analyze the behavior of the gas flow of plunger lift wells producing to well testing separators in offshore production platforms to aim a technical procedure to estimate the gas flow during the slug production period. The motivation for this work appeared from the expectation of some wells equipped with plunger lift method by PETROBRAS in Ubarana sea field located at Rio Grande do Norte State coast where the produced fluids measurement is made in well testing separators at the platform. The oil artificial lift method called plunger lift is used when the available energy of the reservoir is not high enough to overcome all the necessary load losses to lift the oil from the bottom of the well to the surface continuously. This method consists, basically, in one free piston acting as a mechanical interface between the formation gas and the produced liquids, greatly increasing the well s lifting efficiency. A pneumatic control valve is mounted at the flow line to control the cycles. When this valve opens, the plunger starts to move from the bottom to the surface of the well lifting all the oil and gas that are above it until to reach the well test separator where the fluids are measured. The well test separator is used to measure all the volumes produced by the well during a certain period of time called production test. In most cases, the separators are designed to measure stabilized flow, in other words, reasonably constant flow by the use of level and pressure electronic controllers (PLC) and by assumption of a steady pressure inside the separator. With plunger lift wells the liquid and gas flow at the surface are cyclical and unstable what causes the appearance of slugs inside the separator, mainly in the gas phase, because introduce significant errors in the measurement system (e.g.: overrange error). The flow gas analysis proposed in this work is based on two mathematical models used together: i) a plunger lift well model proposed by Baruzzi [1] with later modifications made by Bolonhini [2] to built a plunger lift simulator; ii) a two-phase separator model (gas + liquid) based from a three-phase separator model (gas + oil + water) proposed by Nunes [3]. Based on the models above and with field data collected from the well test separator of PUB-02 platform (Ubarana sea field) it was possible to demonstrate that the output gas flow of the separator can be estimate, with a reasonable precision, from the control signal of the Pressure Control Valve (PCV). Several models of the System Identification Toolbox from MATLAB® were analyzed to evaluate which one better fit to the data collected from the field. For validation of the models, it was used the AIC criterion, as well as a variant of the cross validation criterion. The ARX model performance was the best one to fit to the data and, this way, we decided to evaluate a recursive algorithm (RARX) also with real time data. The results were quite promising that indicating the viability to estimate the output gas flow rate from a plunger lift well producing to a well test separator, with the built-in information of the control signal to the PCV

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)