942 resultados para equilibrium asset pricing models with latent variables
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In recent years, we have experienced increasing interest in the understanding of the physical properties of collisionless plasmas, mostly because of the large number of astrophysical environments (e. g. the intracluster medium (ICM)) containing magnetic fields that are strong enough to be coupled with the ionized gas and characterized by densities sufficiently low to prevent the pressure isotropization with respect to the magnetic line direction. Under these conditions, a new class of kinetic instabilities arises, such as firehose and mirror instabilities, which have been studied extensively in the literature. Their role in the turbulence evolution and cascade process in the presence of pressure anisotropy, however, is still unclear. In this work, we present the first statistical analysis of turbulence in collisionless plasmas using three-dimensional numerical simulations and solving double-isothermal magnetohydrodynamic equations with the Chew-Goldberger-Low laws closure (CGL-MHD). We study models with different initial conditions to account for the firehose and mirror instabilities and to obtain different turbulent regimes. We found that the CGL-MHD subsonic and supersonic turbulences show small differences compared to the MHD models in most cases. However, in the regimes of strong kinetic instabilities, the statistics, i.e. the probability distribution functions (PDFs) of density and velocity, are very different. In subsonic models, the instabilities cause an increase in the dispersion of density, while the dispersion of velocity is increased by a large factor in some cases. Moreover, the spectra of density and velocity show increased power at small scales explained by the high growth rate of the instabilities. Finally, we calculated the structure functions of velocity and density fluctuations in the local reference frame defined by the direction of magnetic lines. The results indicate that in some cases the instabilities significantly increase the anisotropy of fluctuations. These results, even though preliminary and restricted to very specific conditions, show that the physical properties of turbulence in collisionless plasmas, as those found in the ICM, may be very different from what has been largely believed.
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In one-component Abelian sandpile models, the toppling probabilities are independent quantities. This is not the case in multicomponent models. The condition of associativity of the underlying Abelian algebras imposes nonlinear relations among the toppling probabilities. These relations are derived for the case of two-component quadratic Abelian algebras. We show that Abelian sandpile models with two conservation laws have only trivial avalanches.
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A novel flow-based strategy for implementing simultaneous determinations of different chemical species reacting with the same reagent(s) at different rates is proposed and applied to the spectrophotometric catalytic determination of iron and vanadium in Fe-V alloys. The method relies on the influence of Fe(II) and V(IV) on the rate of the iodide oxidation by Cr(VI) under acidic conditions, the Jones reducing agent is then needed Three different plugs of the sample are sequentially inserted into an acidic KI reagent carrier stream, and a confluent Cr(VI) solution is added downstream Overlap between the inserted plugs leads to a complex sample zone with several regions of maximal and minimal absorbance values. Measurements performed on these regions reveal the different degrees of reaction development and tend to be more precise Data are treated by multivariate calibration involving the PLS algorithm The proposed system is very simple and rugged Two latent variables carried out ca 95% of the analytical information and the results are in agreement with ICP-OES. (C) 2010 Elsevier B V. All rights reserved.
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The volumetric reconstruction technique presented in this paper employs a two-camera stereoscopic particle image velocimetry (SPIV) system in order to reconstruct the mean flow behind a fixed cylinder fitted with helical strakes, which are commonly used to suppress vortex-induced vibrations (VIV). The technique is based on the measurement of velocity fields at equivalent adjacent planes that results in pseudo volumetric fields. The main advantage over proper volumetric techniques is the avoidance of additional equipment and complexity. The averaged velocity fields behind the straked cylinders and the geometrical periodicity of the three-start configuration are used to further simplify the reconstruction process. Two straked cylindrical models with the same pitch (p = 10d) and two different heights (h = 0.1 and 0.2d) are tested. The reconstructed flow shows that the strakes introduce in the wake flow a well-defined wavelength of one-third of the pitch. Measurements of hydrodynamic forces, fluctuating velocity, vortex formation length, and vortex shedding frequency show the interdependence of the wake parameters. The vortex formation length is increased by the strakes, which is an important effect for the suppression of vortex-induced vibrations. The results presented complement previous investigations concerning the effectiveness of strakes as VIV suppressors and provide a basis of comparison to numerical simulations.
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In this paper, we compare three residuals to assess departures from the error assumptions as well as to detect outlying observations in log-Burr XII regression models with censored observations. These residuals can also be used for the log-logistic regression model, which is a special case of the log-Burr XII regression model. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and the empirical distribution of each residual is displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended to the modified martingale-type residual in log-Burr XII regression models with censored data.
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Leaf wetness duration (LWD) models based on empirical approaches offer practical advantages over physically based models in agricultural applications, but their spatial portability is questionable because they may be biased to the climatic conditions under which they were developed. In our study, spatial portability of three LWD models with empirical characteristics - a RH threshold model, a decision tree model with wind speed correction, and a fuzzy logic model - was evaluated using weather data collected in Brazil, Canada, Costa Rica, Italy and the USA. The fuzzy logic model was more accurate than the other models in estimating LWD measured by painted leaf wetness sensors. The fraction of correct estimates for the fuzzy logic model was greater (0.87) than for the other models (0.85-0.86) across 28 sites where painted sensors were installed, and the degree of agreement k statistic between the model and painted sensors was greater for the fuzzy logic model (0.71) than that for the other models (0.64-0.66). Values of the k statistic for the fuzzy logic model were also less variable across sites than those of the other models. When model estimates were compared with measurements from unpainted leaf wetness sensors, the fuzzy logic model had less mean absolute error (2.5 h day(-1)) than other models (2.6-2.7 h day(-1)) after the model was calibrated for the unpainted sensors. The results suggest that the fuzzy logic model has greater spatial portability than the other models evaluated and merits further validation in comparison with physical models under a wider range of climate conditions. (C) 2010 Elsevier B.V. All rights reserved.
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Solanum lycocarpum (lobeira) is a typical and abundant species of brazilian Cerrado, which occupies mainly surrounding disturbed areas. It has interesting characteristics from the point of view of reproductive biology, that probably are favoring the large occupation of habitats by the species. Based on the fact that the species produces flowers and fruit during all the year, the present study had the purpose to verify the association between flower and fruit production with environmental variables (temperature, relative humidity and precipitation), aiming to support future studies referring to reproductive biology and ecology of plant species from Cerrado biome. A population of S. lycocarpum composed of 34 plants in reproductive phase, situated in Morrinhos, south of the State of Goias, Brazil,, was evaluated. All the plants were geographically referenced with a GPS receptor. Observations were made monthly during 13 months (June, 2005 to July, 2006) quantifying open flowers and fruits produced in the intervals between the observations. It was possible suggest high conversion of flowers in fruits. The Spearman rank correlation showed positive correlation of flower number with precipitation and relative humidity. Fruit number was not correlated with the environmental variables.
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Background, Regular physical activity in older adults can facilitate healthy aging, improve functional capacity, and prevent disease. However, factors associated with physical inactivity in older populations are poorly understood. This study attempts to identify social-cognitive and perceived environmental influences associated with physical activity participation in older populations. Methods. In a randomly selected sample of 449 Australian adults age 60 and older, we assessed self-reported physical activity and a range of social-cognitive and perceived environmental factors. Respondents were classified as sufficiently active and inactive based on energy expenditure estimates (kcal/week) derived from self-reported physical activity. Two logistic regression models, with and without self-efficacy included, were conducted to identify modifiable independent predictors of physical activity. Results. Significantly more males than females were physically active. Physical activity participation was related to age with a greater proportion of those age 65-69 being active than those age 60-64 or 70 or older. High self-efficacy, regular participation of friends and family, finding footpaths safe for walking, and access to local facilities were significantly associated with being active. Conclusion. Identifying predictors of physical activity in older populations, particularly social support, facility access, and neighbourhood safety, can inform the development of policy and intervention strategies to promote the health of older people. (C) 2000 American Health Foundation and Academic Press.
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Testing ecological models for management is an increasingly important part of the maturation of ecology as an applied science. Consequently, we need to work at applying fair tests of models with adequate data. We demonstrate that a recent test of a discrete time, stochastic model was biased towards falsifying the predictions. If the model was a perfect description of reality, the test falsified the predictions 84% of the time. We introduce an alternative testing procedure for stochastic models, and show that it falsifies the predictions only 5% of the time when the model is a perfect description of reality. The example is used as a point of departure to discuss some of the philosophical aspects of model testing.
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We investigate the internal dynamics of two cellular automaton models with heterogeneous strength fields and differing nearest neighbour laws. One model is a crack-like automaton, transferring ail stress from a rupture zone to the surroundings. The other automaton is a partial stress drop automaton, transferring only a fraction of the stress within a rupture zone to the surroundings. To study evolution of stress, the mean spectral density. f(k(r)) of a stress deficit held is: examined prior to, and immediately following ruptures in both models. Both models display a power-law relationship between f(k(r)) and spatial wavenumber (k(r)) of the form f(k(r)) similar tok(r)(-beta). In the crack model, the evolution of stress deficit is consistent with cyclic approach to, and retreat from a critical state in which large events occur. The approach to criticality is driven by tectonic loading. Short-range stress transfer in the model does not affect the approach to criticality of broad regions in the model. The evolution of stress deficit in the partial stress drop model is consistent with small fluctuations about a mean state of high stress, behaviour indicative of a self-organised critical system. Despite statistics similar to natural earthquakes these simplified models lack a physical basis. physically motivated models of earthquakes also display dynamical complexity similar to that of a critical point system. Studies of dynamical complexity in physical models of earthquakes may lead to advancement towards a physical theory for earthquakes.
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The combined approach of the molecular-kinetic and hydrodynamic theories for description of the motion of three-phase gas-liquid-solid contact lines has been examined using the Wilhelmy plate method. The whole dynamic meniscus has been divided into molecular, hydrodynamic, and static-like regions. The Young-Laplace equation and the molecular-kinetic and hydrodynamic dewetting theories have been applied to describe the meniscus profiles and contact angle. The dissipative forces accompanying the dynamic dewetting have also been investigated. The experiments with a Wilhelmy plate made from an acrylic polymer sheet were carried out using a computerized apparatus for contact angle analysis (OCA 20, DataPhysics, Germany). The extrapolated dynamic contact angle versus velocity of the three-phase contact line for Milli-Q water and 5 x 10(-4) M SDBS solution was experimentally obtained and compared with the combined MHD models with low and moderate Reynolds numbers. The models predict similar results for the extrapolated contact angle. SDBS decreases the equilibrium contact angle and increases the molecular jumping length but does not affect the molecular frequency significantly. The hydrodynamic deformation of the meniscus, viscous dissipation, and friction were also influenced by the SDBS surfactant. (c) 2005 Elsevier Inc. All rights reserved.
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An important consideration in the development of mathematical models for dynamic simulation, is the identification of the appropriate mathematical structure. By building models with an efficient structure which is devoid of redundancy, it is possible to create simple, accurate and functional models. This leads not only to efficient simulation, but to a deeper understanding of the important dynamic relationships within the process. In this paper, a method is proposed for systematic model development for startup and shutdown simulation which is based on the identification of the essential process structure. The key tool in this analysis is the method of nonlinear perturbations for structural identification and model reduction. Starting from a detailed mathematical process description both singular and regular structural perturbations are detected. These techniques are then used to give insight into the system structure and where appropriate to eliminate superfluous model equations or reduce them to other forms. This process retains the ability to interpret the reduced order model in terms of the physico-chemical phenomena. Using this model reduction technique it is possible to attribute observable dynamics to particular unit operations within the process. This relationship then highlights the unit operations which must be accurately modelled in order to develop a robust plant model. The technique generates detailed insight into the dynamic structure of the models providing a basis for system re-design and dynamic analysis. The technique is illustrated on the modelling for an evaporator startup. Copyright (C) 1996 Elsevier Science Ltd
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OBJECTIVE To determine the prevalence of erectile dysfunction (ED) in a large cohort of Brazilian men who were screened for prostate cancer, and to determine risk factors in this population, as there are large cultural differences among countries in reporting the frequency of ED, and it is likely that the prevalence of ED among men screened for prostate cancer cannot be generally applied across countries. SUBJECTS AND METHODS The analysis focused on the baseline characteristics of 1008 consecutive South American men from Brazil with no known prostate disease who had routine screening for prostate cancer by urologists. The variables analysed were patient age, urinary symptoms, patient health-related quality of life (HRQL), prostate-specific antigen (PSA) levels, prostate volume and erectile function. To assess lower urinary tract symptoms (LUTS) and HRQL, we used the American Urological Association symptom score and its appended eighth question, respectively. Benign prostatic hyperplasia was defined as a prostate volume of > 30 g. Sexual function was assessed using the five-item version of the International Index of Erectile Function questionnaire. Thus, ED was considered to absent for scores of 22-25, mild for 17-21, mild to moderate for 12-16, moderate for 8-11, or severe for 5-7. Obesity was defined by calculating the body mass index (BMI), and categorized as underweight (< 18.5 kg/m
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The objective of this study was to estimate (co)variance functions using random regression models on Legendre polynomials for the analysis of repeated measures of BW from birth to adult age. A total of 82,064 records from 8,145 females were analyzed. Different models were compared. The models included additive direct and maternal effects, and animal and maternal permanent environmental effects as random terms. Contemporary group and dam age at calving (linear and quadratic effect) were included as fixed effects, and orthogonal Legendre polynomials of animal age (cubic regression) were considered as random co-variables. Eight models with polynomials of third to sixth order were used to describe additive direct and maternal effects, and animal and maternal permanent environmental effects. Residual effects were modeled using 1 (i.e., assuming homogeneity of variances across all ages) or 5 age classes. The model with 5 classes was the best to describe the trajectory of residuals along the growth curve. The model including fourth- and sixth-order polynomials for additive direct and animal permanent environmental effects, respectively, and third-order polynomials for maternal genetic and maternal permanent environmental effects were the best. Estimates of (co) variance obtained with the multi-trait and random regression models were similar. Direct heritability estimates obtained with the random regression models followed a trend similar to that obtained with the multi-trait model. The largest estimates of maternal heritability were those of BW taken close to 240 d of age. In general, estimates of correlation between BW from birth to 8 yr of age decreased with increasing distance between ages.
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SETTING: Five medical schools in three cities in Rio de Janeiro State, Brazil, with different tuberculosis (TB) incidence rates. OBJECTIVE: To evaluate the prevalence of the booster phenomenon and its associated factors in a voting universally BCG-vaccinated TB-exposed population. DESIGN: A two-step tuberculin skin test (TST) was performed among undergraduate medical students. Boosting was defined as an induration >= 10 mm in the second TST (TST2), with an increase of at least 6 mm over the first TST (TST1). The association of boosting with independent variables was evaluated using multivariate analysis. RESULTS: Of the 764 participants (mean age 21.9 +/- 2.7 years), 672 (87.9%) had a BCG scar. The overall booster SUMMARY phenomenon prevalence was 8.4% (95%CI 6.5-10.6). Boosting was associated with TST1 reactions of 1-9 mm (aOR 2.5, 95%CI 1.04-5.9) and with BCG vaccination, mostly after infancy, i.e., after age two years (aOR 9.1, 95%,CI 1.2-70.7). CONCLUSION: The prevalence of the booster phenomenon was high. A two-step TST in young BCG-vaccinated populations, especially in those with TST1 reactions of 1-9 mm, can avoid misdiagnosis as a false conversion and potentially reduce unnecessary treatment for latent TB infection.