Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions

Using a sequence of nested multivariate models that are VAR-based, we discuss different layers of restrictions imposed by present-value models (PVM hereafter) on the VAR in levels for series that are subject to present-value restrictions. Our focus is novel - we are interested in the short-run restrictions entailed by PVMs (Vahid and Engle, 1993, 1997) and their implications for forecasting. Using a well-known database, kept by Robert Shiller, we implement a forecasting competition that imposes different layers of PVM restrictions. Our exhaustive investigation of several different multivariate models reveals that better forecasts can be achieved when restrictions are applied to the unrestricted VAR. Moreover, imposing short-run restrictions produces forecast winners 70% of the time for the target variables of PVMs and 63.33% of the time when all variables in the system are considered.

Space dependency of chemical attributes in an area with sugarcane plantation in Pereira Barreto, SP

The behavior of the chemical attributes is directly influenced by superficial flow and water movement inside the soil. This work aimed to study the space dependency of chemical attributes in an area with sugarcane plantation in Pereira Barreto, SP. An area of 530.67 hectares was mapped using an equipment of Global Positioning System and obtaining a Digital Elevation Model. A set of 134 soil samples were collected every seven hectares in the depths of 0-0.25 m and 0.80-1.00 m. The pH, organic matter (OM), Ca, Mg, K, BS, CEC and base saturation (BS) were analyzed. All the chemical attributes presented similar behavior in the superficial and subsuperficial layer of the soil, which provided better visualization and definition of the homogeneous tillage zones.

Object-Space Road Extraction in Rural Areas Using Stereoscopic Aerial Images

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

Three-Dimensional Semiautomatic Road Extraction From a High-Resolution Aerial Image by Dynamic-Programming Optimization in the Object Space

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

DETERMINATION of THE INDIRECT ORIENTATION of ORBITAL PUSHBROOM IMAGES USING CONTROL STRAIGHT LINES

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Orientação indireta de imagens com uso de apoio fotogramétrico extraído a partir da integração de dados derivados do sistema lidar e fotogrametria

In this work a method is proposed to allow the indirect orientation of images using photogrammetric control extracted through integration of data derived from Photogrammetry and Light Detection and Ranging (LiDAR) system. The photogrammetric control is obtained by using an inverse photogrammetric model, which allows the projection of image space straight lines onto the object space. This mathematical model is developed based on the intersection between the collinearity-based straight line and a DSM of region, derived from LiDAR data. The mathematical model used in the indirect orientation of the image is known as the model of equivalent t planes. This mathematical model is based on the equivalence between the vector normal to the projection plane in the image space and to the vector normal to the rotated projection plane in the object space. The goal of this work is to verify the quality, efficiency and potential of photogrammetric control straight lines obtained with proposed method applied to the indirect orientation of images. The quality of generated photogrammetric control was statistically available and the results showed that proposed method is promising and it has potential for the indirect orientation of images.

Kondo-attractive-Hubbard model for the ordering of local magnetic moments in superconductors

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

Incommensurate spin-density-wave and metal-insulator transition in the one-dimensional periodic Anderson model

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

Structural aspects of the fermion-boson mapping in two-dimensional gauge and anomalous gauge theories with massive fermions

Using a synthesis of the functional integral and operator approaches we discuss the fermion-buson mapping and the role played by the Bose field algebra in the Hilbert space of two-dimensional gauge and anomalous gauge field theories with massive fermions. In QED, with quartic self-interaction among massive fermions, the use of an auxiliary vector field introduces a redundant Bose field algebra that should not be considered as an element of the intrinsic algebraic structure defining the model. In anomalous chiral QED, with massive fermions the effect of the chiral anomaly leads to the appearance in the mass operator of a spurious Bose field combination. This phase factor carries no fermion selection rule and the expected absence of Theta-vacuum in the anomalous model is displayed from the operator solution. Even in the anomalous model with massive Fermi fields, the introduction of the Wess-Zumino field replicates the theory, changing neither its algebraic content nor its physical content. (C) 2002 Elsevier B.V. (USA).

Bounded solutions of fermions in the background of mixed vector-scalar Poeschl-Teller-like potentials

The problem of a fermion subject to a convenient mixing of vector and scalar potentials in a two-dimensional space-time is mapped into a Sturm-Liouville problem. For a specific case which gives rise to an exactly solvable effective modified Poschl-Teller potential in the Sturm-Liouville problem, bound-state solutions are found. The behaviour of the upper and lower components of the Dirac spinor is discussed in detail and some unusual results are revealed. The Dirac delta potential as a limit of the modified Poschl-Teller potential is also discussed. The problem is also shown to be mapped into that of massless fermions subject to classical topological scalar and pseudoscalar potentials. Copyright (C) EPLA, 2007.

Ghost free dual vector theories in 2+1 dimensions

We explore here the issue of duality versus spectrum equivalence in dual theories generated through the master action approach. Specifically we examine a generalized self-dual (GSD) model where a Maxwell term is added to the self-dual model. A gauge embedding procedure applied to the GSD model leads to a Maxwell-Chern-Simons (MCS) theory with higher derivatives. We show here that the latter contains a ghost mode contrary to the original GSD model. By figuring out the origin of the ghost we are able to suggest a new master action which interpolates between the local GSD model and a nonlocal MCS model. Those models share the same spectrum and are ghost free. Furthermore, there is a dual map between both theories at classical level which survives quantum correlation functions up to contact terms. The remarks made here may be relevant for other applications of the master action approach.

Confinement of spinless particles by Coulomb potentials in two-dimensional space-time

The problem of confinement of spinless particles in 1 + 1 dimensions is approached with a linear potential by considering a mixing of Lorentz vector and scalar couplings. Analytical bound-states solutions are obtained when the scalar coupling is of sufficient intensity compared to the vector coupling. (c) 2005 Elsevier B.V. All rights reserved.

Klein-Gordon particles in mixed vector-scalar inversely linear potentials

The problem of a spinless particle subject to a general mixing of vector and scalar inversely linear potentials in a two-dimensional world is analyzed. Exact bounded solutions are found in closed form by imposing boundary conditions on the eigenfunctions which ensure that the effective Hamiltonian is Hermitian for all the points of the space. The nonrelativistic limit of our results adds a new support to the conclusion that even-parity solutions to the nonrelativistic one-dimensional hydrogen atom do not exist. (c) 2005 Elsevier B.V. All rights reserved.

Generalized duality between local vector theories in D=2+1

The existence of an interpolating master action does not guarantee the same spectrum for the interpolated dual theories. In the specific case of a generalized self-dual (GSD) model defined as the addition of the Maxwell term to the self-dual model in D = 2 + 1, previous master actions have furnished a dual gauge theory which is either nonlocal or contains a ghost mode. Here we show that by reducing the Maxwell term to first order by means of an auxiliary field we are able to define a master action which interpolates between the GSD model and a couple of non-interacting Maxwell-Chern-Simons theories of opposite helicities. The presence of an auxiliary field explains the doubling of fields in the dual gauge theory. A generalized duality transformation is defined and both models can be interpreted as self-dual models. Furthermore, it is shown how to obtain the gauge invariant correlators of the non-interacting MCS theories from the correlators of the self-dual field in the GSD model and vice-versa. The derivation of the non-interacting MCS theories from the GSD model, as presented here, works in the opposite direction of the soldering approach.

On the nonminimal vector coupling in the Duffin-Kemmer-Petiau theory and the confinement of massive bosons by a linear potential

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)