874 resultados para multivariate stochastic volatility
Resumo:
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
Resumo:
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Resumo:
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Resumo:
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Resumo:
The polyculture among vegetables is an activity that to have good results, needs a proper planning. Although it often requires more labor, has several advantages over monoculture, among them is that polycultures are generally are more productive, provide with productivity of various plant constituents and a more balanced human diet, contribute to economic return, economic and yield stability, social benefits and farmer's direct participation in decision-making. The objective of this study was to evaluate agroeconomic indices of polycultures derived from the combination of two cultivars of lettuce with two cultivars of rocket in two cultures strip-intercropped with carrot cultivar 'Brasilia' through uni-multivariate approaches in semi-arid Brazil. The experimental design used was of randomized complete blocks with five replications and the treatments arranged in a factorial scheme of 2 x 2. The treatments consisted of the combination of two lettuce cultivars (Baba de Verao and Taina) with two rocket cultivars (Cultivada and Folha Larga) in two cultures associated with carrot cv. Brasilia. hi each block were grown plots with two lettuce cultivars and two rocket cultivars, and carrot in sole crop. In each system was determined the lettuce leaf yield, rocket green mass yield and carrot commercial yield. Agrieconomic indices such as operational cost, gross and net income, monetary advantage, rate of return, profit margin, land equivalent ratio and yield efficiency for DEA were used to measure the efficiency of intercropping systems. In the bicropping of lettuce and rocket associated with carrot cv. 'Brasilia', suggests the use of lettuce cultivar 'Taina' combined with rocket cultivars 'Cultivada' or 'Folha Larga'. It was observed significant effect of lettuce cultivars in the evaluation of polycultures of lettuce, carrot and rocket, with strong expression for the lettuce cultivar 'Taina'. Both uni- and multivariate approaches were effective in the discrimination of the best polycultures. (C) 2011 Elsevier Ltd. All rights reserved.
Resumo:
O conceito de superfície geomórfica permite uma interligação entre os diferentes ramos da ciência do solo, tais como geologia, geomorfologia e pedologia. Esta associação favorece a compreensão da distribuição espacial dos solos na paisagem, e torna possível compreender o comportamento dos atributos do solo, que estão principalmente relacionadas com a estratigrafia e formas do relevo. Assim, este estudo visa à aplicação da estatística multivariada para categorizar superfícies geomórficas em uma litossequência arenito-basalto, de modo a fornecer uma base para a avaliação do solo em áreas afins. A área de estudo está localizada no município de Pereira Barreto, São Paulo, Brasil. A área escolhida possui 530 hectares, onde foram localizadas e mapeadas três superfícies geomórficas (I, II e III). Na área, 134 amostras foram coletadas nas profundidades de 0,0-0,2 m e 0,8-1,0 m, foram determinados os conteúdos de areia, silte e argila, pH em CaCl2, conteúdo de MO, P, Ca, Mg, K, Al e H+Al. Com base nos resultados, foram realizadas a análise univariada e multivariada de variância, clusters e principal componente, a fim de comparar as três superfícies geomórficas. A análise estatística univariada dos atributos do solo não foi eficiente na identificação das três superfícies geomórficas. Utilizando-se os atributos físicos e químicos do solo, as técnicas estatísticas multivariada permitiram à separação dos três grupos de corpos naturais do solo que foram equivalentes as três superfícies geomórficas mapeadas. Estes resultados são interessantes, pois demonstram a viabilidade da utilização de classificação numérica das superfícies geomórficas para ajudar no mapeamento de solo.
Resumo:
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
Resumo:
Ionospheric scintillations are caused by time-varying electron density irregularities in the ionosphere, occurring more often at equatorial and high latitudes. This paper focuses exclusively on experiments undertaken in Europe, at geographic latitudes between similar to 50 degrees N and similar to 80 degrees N, where a network of GPS receivers capable of monitoring Total Electron Content and ionospheric scintillation parameters was deployed. The widely used ionospheric scintillation indices S4 and sigma(phi) represent a practical measure of the intensity of amplitude and phase scintillation affecting GNSS receivers. However, they do not provide sufficient information regarding the actual tracking errors that degrade GNSS receiver performance. Suitable receiver tracking models, sensitive to ionospheric scintillation, allow the computation of the variance of the output error of the receiver PLL (Phase Locked Loop) and DLL (Delay Locked Loop), which expresses the quality of the range measurements used by the receiver to calculate user position. The ability of such models of incorporating phase and amplitude scintillation effects into the variance of these tracking errors underpins our proposed method of applying relative weights to measurements from different satellites. That gives the least squares stochastic model used for position computation a more realistic representation, vis-a-vis the otherwise 'equal weights' model. For pseudorange processing, relative weights were computed, so that a 'scintillation-mitigated' solution could be performed and compared to the (non-mitigated) 'equal weights' solution. An improvement between 17 and 38% in height accuracy was achieved when an epoch by epoch differential solution was computed over baselines ranging from 1 to 750 km. The method was then compared with alternative approaches that can be used to improve the least squares stochastic model such as weighting according to satellite elevation angle and by the inverse of the square of the standard deviation of the code/carrier divergence (sigma CCDiv). The influence of multipath effects on the proposed mitigation approach is also discussed. With the use of high rate scintillation data in addition to the scintillation indices a carrier phase based mitigated solution was also implemented and compared with the conventional solution. During a period of occurrence of high phase scintillation it was observed that problems related to ambiguity resolution can be reduced by the use of the proposed mitigated solution.
Stochastic stability for Markovian jump linear systems associated with a finite number of jump times
Resumo:
This paper deals with a stochastic stability concept for discrete-time Markovian jump linear systems. The random jump parameter is associated to changes between the system operation modes due to failures or repairs, which can be well described by an underlying finite-state Markov chain. In the model studied, a fixed number of failures or repairs is allowed, after which, the system is brought to a halt for maintenance or for replacement. The usual concepts of stochastic stability are related to pure infinite horizon problems, and are not appropriate in this scenario. A new stability concept is introduced, named stochastic tau-stability that is tailored to the present setting. Necessary and sufficient conditions to ensure the stochastic tau-stability are provided, and the almost sure stability concept associated with this class of processes is also addressed. The paper also develops equivalences among second order concepts that parallels the results for infinite horizon problems. (C) 2003 Elsevier B.V. All rights reserved.
Resumo:
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
Resumo:
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
A new chart based on sample variances for monitoring the covariance matrix of multivariate processes
Resumo:
Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
Resumo:
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Resumo:
The buffalo population in Brazil increased about 12.9% between 1998 and 2003, to 2.8 million head, evidencing the importance of this species for the country. The objective this work was evaluation of animal growth using multivariate analysis. The data were from 2,944 water buffalo from 10 herds raised in pasture conditions in Brazil. Principal components and genetic distances were estimated using proc PRINCOMP and proc CANDISC in SAS (SAS Inst. Inc. Cary, NC, USA). Variables analyzed were birth weight (BW), age at weaning (AW), weaning weight (WT), weight adjusted to 205 d (W205), total gain between BW and WT (TG), daily gain between BW and WT (DG), weight adjusted to 365 d (W365), total gain between WT and W365 (TG3), daily gain between WT and W365 (TGD3), weight adjusted to 550 d (W550) and weight adjusted to 730 d (W730). Means and standard deviations for each variable were 39.4 +/- 3.2 kg, 225.6 +/- 38.8 d, 209.4 +/- 39.4 kg, 195.4 +/- 30.2 kg, 157.4 +/- 32.0 kg, 0.77 +/- 0.16 kg/d, 282.0 +/- 43.5 kg, 73.9 +/- 33.9 kg, 0.53 +/- 0.21 kg/d, 406.8 +/- 67.9 kg, and 468.2 +/- 70.6 kg, respectively. The eigenvalues to four first principal components were 5.29, 2.54, 1.66, 1.01, and justify 48%, 23%, 15% and 9%, respectively, with a total cumulative 95%. We created an index using the first principal component which is Y. 0.0552 BW + 0.0438 AW + 0.3142 WT + 0.3549 W205 + 0.3426 TG + 0.3426 DG + 0.4070 W365- 0.1531 TG3 - 0.2059 TGD3 - 0.3833 W550 - 0.3966 W730. This index accounted for 48% the variation in the correlation matrix. This principal component emphasizes early growth of the animal. Estimates the pair-wise squared distances between herds, D2(i vertical bar j)= ((x) over bar (i)-(x) over bar (j))' cov(-1)((x) over bar (i)-(x) over bar (j)), using with basis the average of weight of animals, showed the largest distance between herds eight (Murrah: DF) and seven (Murrah: Amazon) and the closest distance between herds one (Mediterranean - RS) and five (Jafarabadi - SP).