874 resultados para multivariate stochastic volatility


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Several Brazilian commercial gasoline physicochemical parameters, such as relative density, distillation curve (temperatures related to 10%, 50% and 90% of distilled volume, final boiling point and residue), octane numbers (motor and research octane number and anti-knock index), hydrocarbon compositions (olefins, aromatics and saturates) and anhydrous ethanol and benzene content was predicted from chromatographic profiles obtained by flame ionization detection (GC-FID) and using partial least square regression (PLS). GC-FID is a technique intensively used for fuel quality control due to its convenience, speed, accuracy and simplicity and its profiles are much easier to interpret and understand than results produced by other techniques. Another advantage is that it permits association with multivariate methods of analysis, such as PLS. The chromatogram profiles were recorded and used to deploy PLS models for each property. The standard error of prediction (SEP) has been the main parameter considered to select the "best model". Most of GC-FID-PLS results, when compared to those obtained by the Brazilian Government Petroleum, Natural Gas and Biofuels Agency - ANP Regulation 309 specification methods, were very good. In general, all PLS models developed in these work provide unbiased predictions with lows standard error of prediction and percentage average relative error (below 11.5 and 5.0, respectively). (C) 2007 Elsevier B.V. All rights reserved.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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A análise isotópica tem se mostrado uma ferramenta de suma importância ao processo de rastreabilidade, no entanto, existem divergências nas análises estatísticas dos resultados, uma vez que os dados são dependentes e advindos de vários elementos químicos tais como Carbono, Hidrogênio, Oxigênio, Nitrogênio e Enxofre (CHON'S). Com o intuito de estabelecer a análise propícia para os dados de rastreabilidade em aves pela técnica de isótopos estáveis e avaliar a necessidade da análise conjunta das variáveis, foram usados dados de carbono-13 e de nitrogênio-15 de ovos (albúmen + gema) de poedeiras e músculo peitoral de frangos de corte, os quais foram submetidos à análise estatística univariada (Anova e complementada pelo teste de Tukey) e multivariada (Manova e Discriminante). Os dados foram analisados no software Minitab 16, e os resultados, consolidados na teoria, confirmam a necessidade de análise multivariada, mostrando também que a análise discriminante esclarece as dúvidas apresentadas nos resultados de outros métodos de análise comparados nesta pesquisa.

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O objetivo desse artigo é caracterizar as fontes da ineficiência técnica e alocativa em um conjunto de 308 beneficiários de um programa de reforma agrária de mercado, chamado Cédula da Terra;, distribuídos em cinco estados do Nordeste brasileiro. Estudos conduzidos por Buainain et al. (2002) mostraram existem poucas diferenças entre as características de beneficiários deste programa e dos programas tradicionais de reforma agrária por expropriação e que portanto, os resultados obtidos por este trabalho permitem visualizar as dificuldades enfrentadas pelos assentamentos no Brasil. Para medir eficiência, estimou-se uma função de produção potencial segundo a metodologia de Battese e Coelli (1995) e a partir disto, procurou-se explicar as razões da ineficiência (relativa) encontrada. Os resultados apontam para a existência de ineficiência técnica e alocativa que é identificada principalmente nas situações em que a presença de produção para consumo é elevada. Tratase de um resultado que revela a pouca maturidade da maioria dos lotes dos assentados do PCT e a dificuldade de superar as limitações impostas pela condição inicial de formação dos assentamentos de reforma agrária, principalmente na região nordeste do Brasil.

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

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Using the Langevin approach for stochastic processes, we study the renormalizability of the massive Thirring model. At finite fictitious time, we prove the absence of induced quadrilinear counterterms by verifying the cancellation of the divergencies of graphs with four external lines. This implies that the vanishing of the renormalization group beta function already occurs at finite times.

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A portable or field test method for simultaneous spectrophotometric determination of calcium and magnesium in water using multivariate partial least squares (PLS) calibration methods is proposed. The method is based on the reaction between the analytes and methylthymol blue at pH 11. The spectral information was used as the X-block, and the Ca(II) and Mg(II) concentrations obtained by a reference technique (ICP-AES) were used as the Y-block. Two series of analyses were performed, with a month's difference between them. The first series was used as the calibration set and the second one as the validation set. Multivariate statistical process control (MSPC) techniques, based on statistics from principal component models, were used to study the features and evolution with time of the spectral signals. Signal standardization was used to correct the deviations between series. Method validation was performed by comparing the predictions of the PLS model with the reference Ca(II) and Mg(II) concentrations determined by ICP-AES using the joint interval test for the slope and intercept of the regression line with errors in both axes. (C) 1998 John Wiley & Sons, Ltd.

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Zones of mixing between shallow groundwaters of different composition were unravelled by two-way regionalized classification, a technique based on correspondence analysis (CA), cluster analysis (ClA) and discriminant analysis (DA), aided by gridding, map-overlay and contouring tools. The shallow groundwaters are from a granitoid plutonite in the Funda o region (central Portugal). Correspondence analysis detected three natural clusters in the working dataset: 1, weathering; 2, domestic effluents; 3, fertilizers. Cluster analysis set an alternative distribution of the samples by the three clusters. Group memberships obtained by correspondence analysis and by cluster analysis were optimized by discriminant analysis, gridded memberships as follows: codes 1, 2 or 3 were used when classification by correspondence analysis and cluster analysis produced the same results; code 0 when the grid node was first assigned to cluster 1 and then to cluster 2 or vice versa (mixing between weathering and effluents); code 4 in the other cases (mixing between agriculture and the other influences). Code-3 areas were systematically surrounded by code-4 areas, an observation attributed to hydrodynamic dispersion. Accordingly, the extent of code-4 areas in two orthogonal directions was assumed proportional to the longitudinal and transverse dispersivities of local soils. The results (0.7-16.8 and 0.4-4.3 m, respectively) are acceptable at the macroscopic scale. The ratios between longitudinal and transverse dispersivities (1.2-11.1) are also in agreement with results obtained by other studies.

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This study reports the photodegradation of 4-chlorophenol (4-CP) in aqueous solution by the photo-Fenton process using solar irradiation. The influence of solution path length, and Fe(NO3)(3) and H2O2 concentrations on the degradation of 4-CP is evaluated by response surface methodology. The degradation process was monitored by the removal of total organic carbon (TOC) and the release of chloride ion. The results showed a very important role of iron concentration either for TOC removal or dechlorination. on the other hand, a negative effect of increasing solution path length on mineralization was observed, which can be compensated by increasing the iron concentration. This permits an adjustment of the iron concentration according to the irradiation exposure area and path length (depth of a tank reactor). Under optimum conditions of 1.5 mM Fe(NO3)(3), 20.0 mM H2O2 and 4.5 cm solution path length, 17 min irradiation under solar light were sufficient to reduce a 72 mg C L-1 solution of 4-CP by 91 (c) 2006 Elsevier B.V. All rights reserved.

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We study the 1/N expansion of field theories in the stochastic quantization method of Parisi and Wu using the supersymmetric functional approach. This formulation provides a systematic procedure to implement the 1/N expansion which resembles the ones used in the equilibrium. The 1/N perturbation theory for the nonlinear sigma-model in two dimensions is worked out as an example.

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In this study we present a survey on vegetative anatomy in species of Actinocephalus, Blastocaulon, Eriocaulon, Leiothrix, Paepalanthus, Philodice, Syngonanthus, and Tonina (Eriocaulaceae). Multivariate analyses were used to correlate anatomical characters to taxa and the habitats where the species occur. Root and stem anatomical characters seem to be more affected by environmental factors where these species occur, and seem of little value for delimiting major taxonomic groups within the family. Other characters in the leaves, such as epidermis with thickened wall cells, compartmented substomatal chambers, mesophyll with hypodermis, compact chlorenchyma, collenchymatous bundle sheath extensions, and numerous vascular bundles, were shown to be important for defining species clusters in Leiothrix, Syngonanthus, and Paepalanthus subg. Platycaulon. Similarly, loosely aggregated chlorenchyma caused Blastocaulon, Eriocaulon, Philodice, Syngonanthus sect. Carpocephalus, S. sect. Syngonanthus, and Tonina, genera from humid environments, to cluster. Scape characters appear to be more informative in discriminating groups. This situation probably reflects lower selection pressures determining anatomical characters of this organ.

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The degradation of herbicides in aqueous solution by photo-Fenton process using ferrioxalate complex (FeOx) as source of Fe2+ was evaluated under blacklight irradiation. The commercial products of the herbicides tebuthiuron, diuron and 2,4-D were used. The multivariate analysis, more precisely, the response surface methodology was applied to evaluate the role of FeOx and hydrogen peroxide concentrations as variables in the degradation process, and in particular, to define the concentration ranges that result in the most efficient degradation of the herbicides. The degradation process was evaluated by the determination of the remaining total organic carbon content (TOC), by monitoring the decrease of the concentrations of the original compounds using HPLC and by the chloride ion release in the case of diuron and 2,4-D. Under optimized conditions, 20min were sufficient to mineralize 93% of TOC from 2,4-D and 90% of diuron, including oxalate. Complete dechlorination of these compounds was achieved after 10 min reaction. It was found that the most recalcitrant herbicide is tebuthiuron, while diuron shows the highest degradability. However, under optimized conditions the initial concentration of tebuthiuron was reduced to less than 15%, while diuron and 2,4-D were reduced to around 2% after only 1 min reaction. Furthermore, it was observed that the ferrioxalate complex plays a more important role than H2O2 in the photodegradation of these herbicides in the ranges of concentrations investigated. (C) 2004 Elsevier Ltd. All rights reserved.

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Minimizing the makespan of a flow-shop no-wait (FSNW) schedule where the processing times are randomly distributed is an important NP-Complete Combinatorial Optimization Problem. In spite of this, it can be found only in very few papers in the literature. By considering the Start Interval Concept, this problem can be formulated, in a practical way, in function of the probability of the success in preserve FSNW constraints for all tasks execution. With this formulation, for the particular case with 3 machines, this paper presents different heuristics solutions: by integrating local optimization steps with insertion procedures and by using genetic algorithms for search the solution space. Computational results and performance evaluations are commented. Copyright (C) 1998 IFAC.

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Spatial patterns of morphometric variation in Apis cerana indica were analysed. Factor and spatial autocorrelation analyses were applied to 29 characters, measured in 17 populations in India. Correlograms showed that 15 characters are patterned geographically, and 13 of them are related to overall size. These characters are distributed as a north-south cline, probably reflecting adaptations to environmental conditions. However, the great number of characteristics without geographical pattern suggests that part of the morphometric variability is due to local stochastic divergences.

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An economic model including the labor resource and the process stage configuration is proposed to design g charts allowing for all the design parameters to be varied in an adaptive way. A random shift size is considered during the economic design selection. The results obtained for a benchmark of 64 process stage scenarios show that the activities configuration and some process operating parameters influence the selection of the best control chart strategy: to model the random shift size, its exact distribution can be approximately fitted by a discrete distribution obtained from a relatively small sample of historical data. However, an accurate estimation of the inspection costs associated to the SPC activities is far from being achieved. An illustrative example shows the implementation of the proposed economic model in a real industrial case. (C) 2011 Elsevier B.V. All rights reserved.