958 resultados para Unobserved-component model


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The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual minority game (MG) models do not exhibit multifractality, we study here one of its variants that does. We show that the nonsynchronous MG models in the nonergodic phase is multifractal and in this sense, together with other stylized facts, constitute a better modeling tool. Using the structure function (SF) approach we detected the stationary and the scaling range of the time series generated by the MG model and, from the linear (non-linear) behavior of the SF we identified the fractal (multifractal) regimes. Finally, using the wavelet transform modulus maxima (WTMM) technique we obtained its multifractal spectrum width for different dynamical regimes. (C) 2009 Elsevier Ltd. All rights reserved.

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We study the dynamics of the adoption of new products by agents with continuous opinions and discrete actions (CODA). The model is such that the refusal in adopting a new idea or product is increasingly weighted by neighbor agents as evidence against the product. Under these rules, we study the distribution of adoption times and the final proportion of adopters in the population. We compare the cases where initial adopters are clustered to the case where they are randomly scattered around the social network and investigate small world effects on the final proportion of adopters. The model predicts a fat tailed distribution for late adopters which is verified by empirical data. (C) 2009 Elsevier B.V. All rights reserved.

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The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

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Today several different unsupervised classification algorithms are commonly used to cluster similar patterns in a data set based only on its statistical properties. Specially in image data applications, self-organizing methods for unsupervised classification have been successfully applied for clustering pixels or group of pixels in order to perform segmentation tasks. The first important contribution of this paper refers to the development of a self-organizing method for data classification, named Enhanced Independent Component Analysis Mixture Model (EICAMM), which was built by proposing some modifications in the Independent Component Analysis Mixture Model (ICAMM). Such improvements were proposed by considering some of the model limitations as well as by analyzing how it should be improved in order to become more efficient. Moreover, a pre-processing methodology was also proposed, which is based on combining the Sparse Code Shrinkage (SCS) for image denoising and the Sobel edge detector. In the experiments of this work, the EICAMM and other self-organizing models were applied for segmenting images in their original and pre-processed versions. A comparative analysis showed satisfactory and competitive image segmentation results obtained by the proposals presented herein. (C) 2008 Published by Elsevier B.V.

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In this work we study an agent based model to investigate the role of asymmetric information degrees for market evolution. This model is quite simple and may be treated analytically since the consumers evaluate the quality of a certain good taking into account only the quality of the last good purchased plus her perceptive capacity beta. As a consequence, the system evolves according to a stationary Markov chain. The value of a good offered by the firms increases along with quality according to an exponent alpha, which is a measure of the technology. It incorporates all the technological capacity of the production systems such as education, scientific development and techniques that change the productivity rates. The technological level plays an important role to explain how the asymmetry of information may affect the market evolution in this model. We observe that, for high technological levels, the market can detect adverse selection. The model allows us to compute the maximum asymmetric information degree before the market collapses. Below this critical point the market evolves during a limited period of time and then dies out completely. When beta is closer to 1 (symmetric information), the market becomes more profitable for high quality goods, although high and low quality markets coexist. The maximum asymmetric information level is a consequence of an ergodicity breakdown in the process of quality evaluation. (C) 2011 Elsevier B.V. All rights reserved.

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The Brazilian Atlantic Forest is one of the richest biodiversity hotspots of the world. Paleoclimatic models have predicted two large stability regions in its northern and central parts, whereas southern regions might have suffered strong instability during Pleistocene glaciations. Molecular phylogeographic and endemism studies show, nevertheless, contradictory results: although some results validate these predictions, other data suggest that paleoclimatic models fail to predict stable rainforest areas in the south. Most studies, however, have surveyed species with relatively high dispersal rates whereas taxa with lower dispersion capabilities should be better predictors of habitat stability. Here, we have used two land planarian species as model organisms to analyse the patterns and levels of nucleotide diversity on a locality within the Southern Atlantic Forest. We find that both species harbour high levels of genetic variability without exhibiting the molecular footprint of recent colonization or population expansions, suggesting a long-term stability scenario. The results reflect, therefore, that paleoclimatic models may fail to detect refugia in the Southern Atlantic Forest, and that model organisms with low dispersal capability can improve the resolution of these models.

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In this paper, we study the effects of introducing contrarians in a model of Opinion Dynamics where the agents have internal continuous opinions, but exchange information only about a binary choice that is a function of their continuous opinion, the CODA model. We observe that the hung election scenario that arises when contrarians are introduced in discrete opinion models still happens. However, it is weaker and it should not be expected in every election. Finally, we also show that the introduction of contrarians make the tendency towards extremism of the original model weaker, indicating that the existence of agents that prefer to disagree might be an important aspect and help society to diminish extremist opinions.

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The purpose of this article is to initiate a philosophical discussion about the ethical component of professional competence in nursing from the perspective of Brazilian nurses. Specifically, this article discusses professional competence in nursing practice in the Brazilian health context, based on two different conceptual frameworks. The first framework is derived from the idealistic and traditional approach while the second views professional competence through the lens of historical and dialectical materialism theory. The philosophical analyses show that the idealistic view of professional competence differs greatly from practice. Combining nursing professional competence with philosophical perspectives becomes a challenge when ideals are opposed by the reality and implications of everyday nursing practice.

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The role of exercise training (ET) on cardiac renin-angiotensin system (RAS) was investigated in 3-5 month-old mice lacking alpha(2A-) and alpha(2C-)adrenoceptors (alpha(2A)/alpha(2C)ARKO) that present heart failure (HF) and wild type control (WT). ET consisted of 8-week running sessions of 60 min, 5 days/week. In addition, exercise tolerance, cardiac structural and function analysis were made. At 3 months, fractional shortening and exercise tolerance were similar between groups. At 5 months, alpha(2A)/alpha(2C)ARKO mice displayed ventricular dysfunction and fibrosis associated with increased cardiac angiotensin (Ang) II levels (2.9-fold) and increased local angiotensin-converting enzyme activity (ACE 18%). ET decreased alpha(2A)/alpha(2C)ARKO cardiac Ang II levels and ACE activity to age-matched untrained WT mice levels while increased ACE2 expression and prevented exercise intolerance and ventricular dysfunction with little impact on cardiac remodeling. Altogether, these data provide evidence that reduced cardiac RAS explains, at least in part, the beneficial effects of ET on cardiac function in a genetic model of HF.

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beta-blockers, as class, improve cardiac function and survival in heart failure (HF). However, the molecular mechanisms underlying these beneficial effects remain elusive. In the present study, metoprolol and carvedilol were used in doses that display comparable heart rate reduction to assess their beneficial effects in a genetic model of sympathetic hyperactivity-induced HF (alpha(2A)/alpha(2C)-ARKO mice). Five month-old HF mice were randomly assigned to receive either saline, metoprolol or carvedilol for 8 weeks and age-matched wild-type mice (WT) were used as controls. HF mice displayed baseline tachycardia, systolic dysfunction evaluated by echocardiography, 50% mortality rate, increased cardiac myocyte width (50%) and ventricular fibrosis (3-fold) compared with WT. All these responses were significantly improved by both treatments. Cardiomyocytes from HF mice showed reduced peak [Ca(2+)](i) transient (13%) using confocal microscopy imaging. Interestingly, while metoprolol improved [Ca(2+)](i) transient, carvedilol had no effect on peak [Ca(2+)](i) transient but also increased [Ca(2+)] transient decay dynamics. We then examined the influence of carvedilol in cardiac oxidative stress as an alternative target to explain its beneficial effects. Indeed, HF mice showed 10-fold decrease in cardiac reduced/oxidized glutathione ratio compared with WT, which was significantly improved only by carvedilol treatment. Taken together, we provide direct evidence that the beneficial effects of metoprolol were mainly associated with improved cardiac Ca(2+) transients and the net balance of cardiac Ca(2+) handling proteins while carvedilol preferentially improved cardiac redox state. (C) 2008 Elsevier Inc. All rights reserved.

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Sympathetic hyperactivity (SH) and renin angiotensin system (RAS) activation are commonly associated with heart failure (HF), even though the relative contribution of these factors to the cardiac derangement is less understood. The role of SH on RAS components and its consequences for the HF were investigated in mice lacking alpha(2A) and alpha(2C) adrenoceptor knockout (alpha(2A)/alpha(2C) ARKO) that present SH with evidence of HF by 7 mo of age. Cardiac and systemic RAS components and plasma norepinephrine (PN) levels were evaluated in male adult mice at 3 and 7 mo of age. In addition, cardiac morphometric analysis, collagen content, exercise tolerance, and hemodynamic assessments were made. At 3 mo, alpha(2A)/alpha(2C)ARKO mice showed no signs of HF, while displaying elevated PN, activation of local and systemic RAS components, and increased cardiomyocyte width (16%) compared with wild-type mice (WT). In contrast, at 7 mo, alpha(2A)/alpha(2C)ARKO mice presented clear signs of HF accompanied only by cardiac activation of angiotensinogen and ANG II levels and increased collagen content (twofold). Consistent with this local activation of RAS, 8 wk of ANG II AT(1) receptor blocker treatment restored cardiac structure and function comparable to the WT. Collectively, these data provide direct evidence that cardiac RAS activation plays a major role underlying the structural and functional abnormalities associated with a genetic SH-induced HF in mice.

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The aim of this study was to test if the critical power model can be used to determine the critical rest interval (CRI) between vertical jumps. Ten males performed intermittent countermovement jumps on a force platform with different resting periods (4.1 +/- 0.3 s, 5.0 +/- 0.4 s, 5.9 +/- 0.6 s). Jump trials were interrupted when participants could no longer maintain 95% of their maximal jump height. After interruption, number of jumps, total exercise duration and total external work were computed. Time to exhaustion (s) and total external work (J) were used to solve the equation Work = a + b . time. The CRI (corresponding to the shortest resting interval that allowed jump height to be maintained for a long time without fatigue) was determined dividing the average external work needed to jump at a fixed height (J) by b parameter (J/s). in the final session, participants jumped at their calculated CRI. A high coefficient of determination (0.995 +/- 0.007) and the CRI (7.5 +/- 1.6 s) were obtained. In addition, the longer the resting period, the greater the number of jumps (44 13, 71 28, 105 30, 169 53 jumps; p<0.0001), time to exhaustion (179 +/- 50, 351 +/- 120, 610 +/- 141, 1,282 +/- 417 s; p<0.0001) and total external work (28.0 +/- 8.3, 45.0 +/- 16.6, 67.6 +/- 17.8, 111.9 +/- 34.6 kJ; p<0.0001). Therefore, the critical power model may be an alternative approach to determine the CRI during intermittent vertical jumps.

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Hybrid matrices of polysiloxane-polyvinyl alcohol (POS-PVA) were prepared by sol-gel technique using different concentrations of the organic component (polyvinyl alcohol, PVA) in the synthesis medium. The goal was to prepare carriers for immobilizing enzyme by taking into consideration properties as hardness, mean pore diameter, specific surface area and pore size distribution. The matrices were activated with sodium metaperiodate to render functional groups for binding the lipase from Candida rugosa, used here as a study model. Results showed that low proportion of PVA gave POS-PVA with low surface area and pore volume, although with higher hardness. The chemical activation decreased the pore volume and increased the pore size with a decrease on the surface area of about 60-75%. The matrices for enzyme immobilization were chosen considering the best combination of high surface area and hardness. Thus, the POS-PVA prepared with 5.56 x 10(-5) M of PVA with a surface area of 123 m(2)/g and hardness of 71 HV (50 gf 30 s) was shown to be suitable to immobilize the lipase, with an immobilization yield of about 40%. (c) 2008 Elsevier B.V. All rights reserved.

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The principal aim of studies of enzyme-mediated reactions has been to provide comparative and quantitative information on enzyme-catalyzed reactions under distinct conditions. The classic Michaelis-Menten model (Biochem Zeit 49:333, 1913) for enzyme kinetic has been widely used to determine important parameters involved in enzyme catalysis, particularly the Michaelis-Menten constant (K (M) ) and the maximum velocity of reaction (V (max) ). Subsequently, a detailed treatment of the mechanisms of enzyme catalysis was undertaken by Briggs-Haldane (Biochem J 19:338, 1925). These authors proposed the steady-state treatment, since its applicability was constrained to this condition. The present work describes an extending solution of the Michaelis-Menten model without the need for such a steady-state restriction. We provide the first analysis of all of the individual reaction constants calculated analytically. Using this approach, it is possible to accurately predict the results under new experimental conditions and to characterize and optimize industrial processes in the fields of chemical and food engineering, pharmaceuticals and biotechnology.

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Banana, an important component in the diet of the global population, is one of the most consumed fruits in the world. This fruit is also very favorable to industry processes (e. g., fermented beverages) due to its rich content on soluble solids and minerals, with low acidity. The main objective of this work was to evaluate the influence of factors such as banana weight and extraction time during a hot aqueous extraction process on the total soluble solids content of banana. The extract is to be used by the food and beverage industries. The experiments were performed with 105 mL of water, considering the moisture of the ripe banana (65%). Total sugar concentrations were obtained in a beer analyzer and the result expressed in degrees Plato (degrees P, which is the weight of the extract or the sugar equivalent in 100 g solution at 20 degrees C), aiming at facilitating the use of these results by the beverage industries. After previous studies of characterization of the fruit and of ripening performance, a 2(2) full-factorial star design was carried out, and a model was developed to describe the behavior of the dependent variable (total soluble solids) as a function of the factors (banana weight and extraction time), indicating as optimum conditions for extraction 38.5 g of banana at 39.7 min.