960 resultados para Multiple or Simultaneous Equation Models: Time-Series Models


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Energy policies and technological progress in the development of wind turbines have made wind power the fastest growing renewable power source worldwide. The inherent variability of this resource requires special attention when analyzing the impacts of high penetration on the distribution network. A time-series steady-state analysis is proposed that assesses technical issues such as energy export, losses, and short-circuit levels. A multiobjective programming approach based on the nondominated sorting genetic algorithm (NSGA) is applied in order to find configurations that maximize the integration of distributed wind power generation (DWPG) while satisfying voltage and thermal limits. The approach has been applied to a medium voltage distribution network considering hourly demand and wind profiles for part of the U.K. The Pareto optimal solutions obtained highlight the drawbacks of using a single demand and generation scenario, and indicate the importance of appropriate substation voltage settings for maximizing the connection of MPG.

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The minority game (MG) model introduced recently provides promising insights into the understanding of the evolution of prices, indices and rates in the financial markets. In this paper we perform a time series analysis of the model employing tools from statistics, dynamical systems theory and stochastic processes. Using benchmark systems and a financial index for comparison, several conclusions are obtained about the generating mechanism for this kind of evolution. The motion is deterministic, driven by occasional random external perturbation. When the interval between two successive perturbations is sufficiently large, one can find low dimensional chaos in this regime. However, the full motion of the MG model is found to be similar to that of the first differences of the SP500 index: stochastic, nonlinear and (unit root) stationary. (C) 2002 Elsevier B.V. B.V. All rights reserved.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Under greenhouse conditions, Epidendrum nocturnum Jacq. plants produce fruits by both self-fertilization and cleistogamy. Although adapted to these reproductive processes the species respond also to cross-pollination. Seeds without embryos and with one embryo are usual but occasionally seeds with two, three or four embryos are produced. Multiple embryos are formed by polyembryony and apomixis. © 1985 Annals of Botany Company.

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The objective was to evaluate the effects of plasma progesterone (P4) concentrations and exogenous eCG on ovulation and pregnancy rates of pubertal Nellore heifers in fixed-time artificial insemination (FTAI) protocols. In Experiment 1 (Exp. 1), on Day 0 (7 d after ovulation), heifers (n = 15) were given 2 mg of estradiol benzoate (EB) im and randomly allocated to receive: an intravaginal progesterone-releasing device containing 0.558 g of P4 (group 0.5G, n = 4); an intravaginal device containing 1 g of P4 (group 1G, n = 4); 0.558 g of P4 and PGF2α (PGF; 150 μg d-cloprostenol, group 0.5G/PGF, n = 4); or 1 g of P4 and PGF (group 1G/PGF, n = 3). On Day 8, PGF was given to all heifers and intravaginal devices removed; 24 h later (Day 9), all heifers were given 1 mg EB im. In Exp. 2, pubertal Nellore heifers (n = 292) were treated as in Exp. 1, with FTAI on Day 10 (30 to 36 h after EB). In Exp. 3, pubertal heifers (n = 459) received the treatments described for groups 0.5G/PGF and 1G/PGF and were also given 300 IU of eCG im (groups 0.5G/PGF/eCG and 1G/PGF/eCG) at device removal (Day 8). In Exp. 1, plasma P4 concentrations were significantly higher in heifers that received 1.0 vs 0.588 g P4, and were significantly lower in heifers that received PGF on Day 0. In Exp. 2 and 3, there were no significant differences among groups in rates of ovulation (65-77%) or pregnancy (Exp. 2: 26-33%; Exp. 3: 39-43%). In Exp. 3, diameter of the dominant ovarian follicle on Day 9 was larger in heifers given 0.558 g vs 1.0 g P4 (10.3 ± 0.2 vs 9.3 ± 0.2 mm; P < 0.01). In conclusion, lesser amounts of P4 in the intravaginal device or PGF on Day 0 decreased plasma P4 from Days 1 to 8 and increased diameter of the dominant follicle on Day 9. However, neither of these nor 300 IU of eCG on Day 8 significantly increased rates of ovulation or pregnancy. © 2011.

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Includes bibliography

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Complexity in time series is an intriguing feature of living dynamical systems, with potential use for identification of system state. Although various methods have been proposed for measuring physiologic complexity, uncorrelated time series are often assigned high values of complexity, errouneously classifying them as a complex physiological signals. Here, we propose and discuss a method for complex system analysis based on generalized statistical formalism and surrogate time series. Sample entropy (SampEn) was rewritten inspired in Tsallis generalized entropy, as function of q parameter (qSampEn). qSDiff curves were calculated, which consist of differences between original and surrogate series qSampEn. We evaluated qSDiff for 125 real heart rate variability (HRV) dynamics, divided into groups of 70 healthy, 44 congestive heart failure (CHF), and 11 atrial fibrillation (AF) subjects, and for simulated series of stochastic and chaotic process. The evaluations showed that, for nonperiodic signals, qSDiff curves have a maximum point (qSDiff(max)) for q not equal 1. Values of q where the maximum point occurs and where qSDiff is zero were also evaluated. Only qSDiff(max) values were capable of distinguish HRV groups (p-values 5.10 x 10(-3); 1.11 x 10(-7), and 5.50 x 10(-7) for healthy vs. CHF, healthy vs. AF, and CHF vs. AF, respectively), consistently with the concept of physiologic complexity, and suggests a potential use for chaotic system analysis. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4758815]

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This work investigates the behavior of the sunspot number and Southern Oscillation Index (SOI) signal recorded in the tree ring time series for three different locations in Brazil: Humaita in Amaznia State, Porto Ferreira in So Paulo State, and Passo Fundo in Rio Grande do Sul State, using wavelet and cross-wavelet analysis techniques. The wavelet spectra of tree ring time series showed signs of 11 and 22 years, possibly related to the solar activity, and periods of 2-8 years, possibly related to El Nio events. The cross-wavelet spectra for all tree ring time series from Brazil present a significant response to the 11-year solar cycle in the time interval between 1921 to after 1981. These tree ring time series still have a response to the second harmonic of the solar cycle (5.5 years), but in different time intervals. The cross-wavelet maps also showed that the relationship between the SOI x tree ring time series is more intense, for oscillation in the range of 4-8 years.

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This work is supported by Brazilian agencies Fapesp, CAPES and CNPq

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Background: A common approach for time series gene expression data analysis includes the clustering of genes with similar expression patterns throughout time. Clustered gene expression profiles point to the joint contribution of groups of genes to a particular cellular process. However, since genes belong to intricate networks, other features, besides comparable expression patterns, should provide additional information for the identification of functionally similar genes. Results: In this study we perform gene clustering through the identification of Granger causality between and within sets of time series gene expression data. Granger causality is based on the idea that the cause of an event cannot come after its consequence. Conclusions: This kind of analysis can be used as a complementary approach for functional clustering, wherein genes would be clustered not solely based on their expression similarity but on their topological proximity built according to the intensity of Granger causality among them.

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The ubiquity of time series data across almost all human endeavors has produced a great interest in time series data mining in the last decade. While dozens of classification algorithms have been applied to time series, recent empirical evidence strongly suggests that simple nearest neighbor classification is exceptionally difficult to beat. The choice of distance measure used by the nearest neighbor algorithm is important, and depends on the invariances required by the domain. For example, motion capture data typically requires invariance to warping, and cardiology data requires invariance to the baseline (the mean value). Similarly, recent work suggests that for time series clustering, the choice of clustering algorithm is much less important than the choice of distance measure used.In this work we make a somewhat surprising claim. There is an invariance that the community seems to have missed, complexity invariance. Intuitively, the problem is that in many domains the different classes may have different complexities, and pairs of complex objects, even those which subjectively may seem very similar to the human eye, tend to be further apart under current distance measures than pairs of simple objects. This fact introduces errors in nearest neighbor classification, where some complex objects may be incorrectly assigned to a simpler class. Similarly, for clustering this effect can introduce errors by “suggesting” to the clustering algorithm that subjectively similar, but complex objects belong in a sparser and larger diameter cluster than is truly warranted.We introduce the first complexity-invariant distance measure for time series, and show that it generally produces significant improvements in classification and clustering accuracy. We further show that this improvement does not compromise efficiency, since we can lower bound the measure and use a modification of triangular inequality, thus making use of most existing indexing and data mining algorithms. We evaluate our ideas with the largest and most comprehensive set of time series mining experiments ever attempted in a single work, and show that complexity-invariant distance measures can produce improvements in classification and clustering in the vast majority of cases.

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This work proposes a system for classification of industrial steel pieces by means of magnetic nondestructive device. The proposed classification system presents two main stages, online system stage and off-line system stage. In online stage, the system classifies inputs and saves misclassification information in order to perform posterior analyses. In the off-line optimization stage, the topology of a Probabilistic Neural Network is optimized by a Feature Selection algorithm combined with the Probabilistic Neural Network to increase the classification rate. The proposed Feature Selection algorithm searches for the signal spectrogram by combining three basic elements: a Sequential Forward Selection algorithm, a Feature Cluster Grow algorithm with classification rate gradient analysis and a Sequential Backward Selection. Also, a trash-data recycling algorithm is proposed to obtain the optimal feedback samples selected from the misclassified ones.