948 resultados para Random Coefficient Autoregressive Model{ RCAR (1)}
Resumo:
The adsorption kinetics curves of poly(xylylidene tetrahydrothiophenium chloride) (PTHT), a poly-p-phenylenevinylene (PPV) precursor, and the sodium salt of dodecylbenzene sulfonic acid (DBS), onto (PTHT/DBS)(n) layer-by-layer (LBL) films were characterized by means of UV-vis spectroscopy. The amount of PTHT/DBS and PTHT adsorbed on each layer was shown to be practically independent of adsorption time. A Langmuir-type metastable equilibrium model was used to adjust the adsorption isotherms data and to estimate adsorption/desorption coefficients ratios, k = k(ads)/k(des), values of 2 x 10(5) and 4 x 10(6) for PTHT and PTHT/DBS layers, respectively. The desorption coefficient has been estimated, using literature values for poly(o-methoxyaniline) desorption coefficient, as was found to be in the range of 10(-9) to 10(-6) s(-1), indicating that quasi equilibrium is rapidly attained.
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Diacylglycerol acyltransferase 1 (DGAT1) catalyzes the final and dedicated step in the synthesis of triacylglycerol, which is believed to involve the lipids oleoyl coenzyme A (OCoA) and dioleoyl-sn-glycerol (DOG) as substrates. In this work we investigated the interaction of a specific peptide, referred to as SIT2, on the C-terminal of DGAT1 (HKWCIRHFYKP) with model membranes made with OCoA and DOG in Langmuir monolayers and liposomes. According to the circular dichroism and fluorescence data, conformational changes on SIT2 were seen only on liposomes containing OCoA and DOG. In Langmuir monolayers, SIT2 causes the isotherms of neat OCoA and DOG monolayers to be expanded, but has negligible effect on mixed monolayers of OCoA and DOG. This synergistic interaction between SIT2 and DOG + OCoA may be rationalized in terms of a molecular model in which SIT2 may serve as a linkage between the two lipids. Our results therefore provide molecular-level evidence for the interaction between this domain and the substrates OCoA and DOG for the synthesis of triacylglycerol. (C) 2009 Elsevier B.V. All rights reserved.
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We study the asymptotic properties of the number of open paths of length n in an oriented rho-percolation model. We show that this number is e(n alpha(rho)(1+o(1))) as n ->infinity. The exponent alpha is deterministic, it can be expressed in terms of the free energy of a polymer model, and it can be explicitly computed in some range of the parameters. Moreover, in a restricted range of the parameters, we even show that the number of such paths is n(-1/2)We (n alpha(rho))(1+o(1)) for some nondegenerate random variable W. We build on connections with the model of directed polymers in random environment, and we use techniques and results developed in this context.
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We study random walks systems on Z whose general description follows. At time zero, there is a number N >= 1 of particles at each vertex of N, all being inactive, except for those placed at the vertex one. Each active particle performs a simple random walk on Z and, up to the time it dies, it activates all inactive particles that it meets along its way. An active particle dies at the instant it reaches a certain fixed total of jumps (L >= 1) without activating any particle, so that its lifetime depends strongly on the past of the process. We investigate how the probability of survival of the process depends on L and on the jumping probabilities of the active particles.
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Item response theory (IRT) comprises a set of statistical models which are useful in many fields, especially when there is interest in studying latent variables. These latent variables are directly considered in the Item Response Models (IRM) and they are usually called latent traits. A usual assumption for parameter estimation of the IRM, considering one group of examinees, is to assume that the latent traits are random variables which follow a standard normal distribution. However, many works suggest that this assumption does not apply in many cases. Furthermore, when this assumption does not hold, the parameter estimates tend to be biased and misleading inference can be obtained. Therefore, it is important to model the distribution of the latent traits properly. In this paper we present an alternative latent traits modeling based on the so-called skew-normal distribution; see Genton (2004). We used the centred parameterization, which was proposed by Azzalini (1985). This approach ensures the model identifiability as pointed out by Azevedo et al. (2009b). Also, a Metropolis Hastings within Gibbs sampling (MHWGS) algorithm was built for parameter estimation by using an augmented data approach. A simulation study was performed in order to assess the parameter recovery in the proposed model and the estimation method, and the effect of the asymmetry level of the latent traits distribution on the parameter estimation. Also, a comparison of our approach with other estimation methods (which consider the assumption of symmetric normality for the latent traits distribution) was considered. The results indicated that our proposed algorithm recovers properly all parameters. Specifically, the greater the asymmetry level, the better the performance of our approach compared with other approaches, mainly in the presence of small sample sizes (number of examinees). Furthermore, we analyzed a real data set which presents indication of asymmetry concerning the latent traits distribution. The results obtained by using our approach confirmed the presence of strong negative asymmetry of the latent traits distribution. (C) 2010 Elsevier B.V. All rights reserved.
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Prediction of random effects is an important problem with expanding applications. In the simplest context, the problem corresponds to prediction of the latent value (the mean) of a realized cluster selected via two-stage sampling. Recently, Stanek and Singer [Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 119-130] developed best linear unbiased predictors (BLUP) under a finite population mixed model that outperform BLUPs from mixed models and superpopulation models. Their setup, however, does not allow for unequally sized clusters. To overcome this drawback, we consider an expanded finite population mixed model based on a larger set of random variables that span a higher dimensional space than those typically applied to such problems. We show that BLUPs for linear combinations of the realized cluster means derived under such a model have considerably smaller mean squared error (MSE) than those obtained from mixed models, superpopulation models, and finite population mixed models. We motivate our general approach by an example developed for two-stage cluster sampling and show that it faithfully captures the stochastic aspects of sampling in the problem. We also consider simulation studies to illustrate the increased accuracy of the BLUP obtained under the expanded finite population mixed model. (C) 2007 Elsevier B.V. All rights reserved.
The shoving model for the glass-former LiCl center dot 6H(2)O: A molecular dynamics simulation study
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Molecular dynamics (MD) simulations of LiCl center dot 6H(2)O Showed that the diffusion coefficient D, and also I lie structural relaxation time
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This paper studies a special class of vector smooth-transition autoregressive (VSTAR) models that contains common nonlinear features (CNFs), for which we proposed a triangular representation and developed a procedure of testing CNFs in a VSTAR model. We first test a unit root against a stable STAR process for each individual time series and then examine whether CNFs exist in the system by Lagrange Multiplier (LM) test if unit root is rejected in the first step. The LM test has standard Chi-squared asymptotic distribution. The critical values of our unit root tests and small-sample properties of the F form of our LM test are studied by Monte Carlo simulations. We illustrate how to test and model CNFs using the monthly growth of consumption and income data of United States (1985:1 to 2011:11).
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Climate change has resulted in substantial variations in annual extreme rainfall quantiles in different durations and return periods. Predicting the future changes in extreme rainfall quantiles is essential for various water resources design, assessment, and decision making purposes. Current Predictions of future rainfall extremes, however, exhibit large uncertainties. According to extreme value theory, rainfall extremes are rather random variables, with changing distributions around different return periods; therefore there are uncertainties even under current climate conditions. Regarding future condition, our large-scale knowledge is obtained using global climate models, forced with certain emission scenarios. There are widely known deficiencies with climate models, particularly with respect to precipitation projections. There is also recognition of the limitations of emission scenarios in representing the future global change. Apart from these large-scale uncertainties, the downscaling methods also add uncertainty into estimates of future extreme rainfall when they convert the larger-scale projections into local scale. The aim of this research is to address these uncertainties in future projections of extreme rainfall of different durations and return periods. We plugged 3 emission scenarios with 2 global climate models and used LARS-WG, a well-known weather generator, to stochastically downscale daily climate models’ projections for the city of Saskatoon, Canada, by 2100. The downscaled projections were further disaggregated into hourly resolution using our new stochastic and non-parametric rainfall disaggregator. The extreme rainfall quantiles can be consequently identified for different durations (1-hour, 2-hour, 4-hour, 6-hour, 12-hour, 18-hour and 24-hour) and return periods (2-year, 10-year, 25-year, 50-year, 100-year) using Generalized Extreme Value (GEV) distribution. By providing multiple realizations of future rainfall, we attempt to measure the extent of total predictive uncertainty, which is contributed by climate models, emission scenarios, and downscaling/disaggregation procedures. The results show different proportions of these contributors in different durations and return periods.
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The increase in ultraviolet radiation (UV) at surface, the high incidence of non-melanoma skin cancer (NMSC) in coast of Northeast of Brazil (NEB) and reduction of total ozone were the motivation for the present study. The overall objective was to identify and understand the variability of UV or Index Ultraviolet Radiation (UV Index) in the capitals of the east coast of the NEB and adjust stochastic models to time series of UV index aiming make predictions (interpolations) and forecasts / projections (extrapolations) followed by trend analysis. The methodology consisted of applying multivariate analysis (principal component analysis and cluster analysis), Predictive Mean Matching method for filling gaps in the data, autoregressive distributed lag (ADL) and Mann-Kendal. The modeling via the ADL consisted of parameter estimation, diagnostics, residuals analysis and evaluation of the quality of the predictions and forecasts via mean squared error and Pearson correlation coefficient. The research results indicated that the annual variability of UV in the capital of Rio Grande do Norte (Natal) has a feature in the months of September and October that consisting of a stabilization / reduction of UV index because of the greater annual concentration total ozone. The increased amount of aerosol during this period contributes in lesser intensity for this event. The increased amount of aerosol during this period contributes in lesser intensity for this event. The application of cluster analysis on the east coast of the NEB showed that this event also occurs in the capitals of Paraiba (João Pessoa) and Pernambuco (Recife). Extreme events of UV in NEB were analyzed from the city of Natal and were associated with absence of cloud cover and levels below the annual average of total ozone and did not occurring in the entire region because of the uneven spatial distribution of these variables. The ADL (4, 1) model, adjusted with data of the UV index and total ozone to period 2001-2012 made a the projection / extrapolation for the next 30 years (2013-2043) indicating in end of that period an increase to the UV index of one unit (approximately), case total ozone maintain the downward trend observed in study period
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The scalar sector of the simplest version of the 3-3-1 electroweak model is constructed with three Higgs triplets only. We show that a relation involving two of the constants of the model, two vacuum expectation values of the neutral scalars, and the mass of the doubly charged Higgs boson leads to important information concerning the signals of this scalar particle.
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We propose a scheme in which the masses of the heavier leptons obey seesaw type relations. The light lepton masses, except the electron and the electron neutrino ones, are generated by one loop level radiative corrections. We work in a version of the 3-3-1 electroweak model that predicts singlets (charged and neutral) of heavy leptons beyond the known ones. An extra U(1)(Omega) symmetry is introduced in order to avoid the light leptons getting masses at the tree level. The electron mass induces an explicit symmetry breaking at U(1)(Omega). We discuss also the mixing matrix among four neutrinos. The new energy scale required is not higher than a few TeV.
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Using a peculiar version of the SU(3)(L) circle times U(1)(N) electroweak model, we investigate the production of doubly charged Higgs boson at the Large Hadron Collider. Our results include branching ratio calculations for the doubly charged Higgs and for one of the neutral scalar bosons of the model. (c) 2006 Elsevier B.V. All rights reserved.
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The SU(3)(L)circle times U(1)(N) electroweak model predicts new Higgs bosons beyond the one of the standard model. In this work we investigate the signature and production of neutral SU(3)(L)circle times U(1)(N) Higgs bosons in the e(-)e(+) Next Linear Collider and in the CERN Linear Collider . We compute the branching ratios of two of the SU(3)(L)circle times U(1)(N) neutral Higgs bosons and study the possibility to detect them and the Z' extra neutral boson of the model.