913 resultados para Logistic Regression Models


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Pós-graduação em Ciências Cartográficas - FCT

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Considering the relevance of researches concerning credit risk, model diversity and the existent indicators, this thesis aimed at verifying if the Fleuriet Model contributes in discriminating Brazilian open capital companies in the analysis of credit concession. We specifically intended to i) identify the economic-financial indicators used in credit risk models; ii) identify which economic-financial indicators best discriminate companies in the analysis of credit concession; iii) assess which techniques used (discriminant analysis, logistic regression and neural networks) present the best accuracy to predict company bankruptcy. To do this, the theoretical background approached the concepts of financial analysis, which introduced themes relative to the company evaluation process; considerations on credit, risk and analysis; Fleuriet Model and its indicators, and, finally, presented the techniques for credit analysis based on discriminant analysis, logistic regression and artificial neural networks. Methodologically, the research was defined as quantitative, regarding its nature, and explanatory, regarding its type. It was developed using data derived from bibliographic and document analysis. The financial demonstrations were collected by means of the Economática ® and the BM$FBOVESPA website. The sample was comprised of 121 companies, being those 70 solvents and 51 insolvents from various sectors. In the analyses, we used 22 indicators of the Traditional Model and 13 of the Fleuriet Model, totalizing 35 indicators. The economic-financial indicators which were a part of, at least, one of the three final models were: X1 (Working Capital over Assets), X3 (NCG over Assets), X4 (NCG over Net Revenue), X8 (Type of Financial Structure), X9 (Net Thermometer), X16 (Net Equity divided by the total demandable), X17 (Asset Turnover), X20 (Net Equity Profitability), X25 (Net Margin), X28 (Debt Composition) and X31 (Net Equity over Asset). The final models presented setting values of: 90.9% (discriminant analysis); 90.9% (logistic regression) and 97.8% (neural networks). The modeling in neural networks presented higher accuracy, which was confirmed by the ROC curve. In conclusion, the indicators of the Fleuriet Model presented relevant results for the research of credit risk, especially if modeled by neural networks.

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Coffee is one of the main products of Brazilian agriculture, the country is currently the largest producer and exporter. Knowing the growth pattern of a fruit can assist in the development of culture indicating for example, the times of increased fruit weight and its optimum harvest, essential to improve the management and quality of coffee. Some authors indicate that the growth curve of the coffee fruit has a double sigmoid shape. However, it consists of just a visual observation without exploring the use of regression models. The aims of this study were: i) determine if the growth pattern of the coffee fruit is really double sigmoidal; ii) to propose a new approach in weighted importance re-sampling to estimate the parameters of regression models and select the most suitable double sigmoidal model to describe the growth of coffee fruits; iii) to study the spatial distribution effect of the crop in the growth curve of coffee fruits. In the first article the aim was determine if the growth pattern of the coffee fruit is really double sigmoidal. The models double Gompertz and double Logistic showed significantly superior fit to models of simple sigmoid confirming that the standard of coffee fruits growth is really double sigmoidal. In the second article we propose to consider an approximation of the likelihood as the candidate distribution of the weighted importance resampling, aiming to facilitate the process of obtaining samples of marginal distributions of each parameter. This technique was effective since it provided parameters with practical interpretation and low computational effort, therefore, it can be used to estimate parameters of double sigmoidal growth curves. The nonlinear model double Logistic was the most appropriate to describe the growth curve of coffee fruits. In the third article aimed to verify the influence of different planting alignments and sun exposure faces in the fruits growth curve. A difference between the growth rates in the two stages of fruit development was identified, regardless the side. Although it has been proven differences in productivity and quality of coffee, there was no difference between the growth curves in the different planting alignments herein studied.

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In the composition of this work are present two parts. The first part contains the theory used. The second part contains the two articles. The first article examines two models of the class of generalized linear models for analyzing a mixture experiment, which studied the effect of different diets consist of fat, carbohydrate, and fiber on tumor expression in mammary glands of female rats, given by the ratio mice that had tumor expression in a particular diet. Mixture experiments are characterized by having the effect of collinearity and smaller sample size. In this sense, assuming normality for the answer to be maximized or minimized may be inadequate. Given this fact, the main characteristics of logistic regression and simplex models are addressed. The models were compared by the criteria of selection of models AIC, BIC and ICOMP, simulated envelope charts for residuals of adjusted models, odds ratios graphics and their respective confidence intervals for each mixture component. It was concluded that first article that the simplex regression model showed better quality of fit and narrowest confidence intervals for odds ratio. The second article presents the model Boosted Simplex Regression, the boosting version of the simplex regression model, as an alternative to increase the precision of confidence intervals for the odds ratio for each mixture component. For this, we used the Monte Carlo method for the construction of confidence intervals. Moreover, it is presented in an innovative way the envelope simulated chart for residuals of the adjusted model via boosting algorithm. It was concluded that the Boosted Simplex Regression model was adjusted successfully and confidence intervals for the odds ratio were accurate and lightly more precise than the its maximum likelihood version.

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Ao mercúrio tem sido atribuída a capacidade de interferir nos sistemas orgânicos imunológico e hormonal, além dos sistemas nervoso e renal frequentemente atingidos por esse agente tóxico. Mulheres em idade fértil ou grávidas constituem um grupo vulnerável a esses efeitos, em relação a si mesmas e seus conceptos. Foi avaliada a exposição ao mercúrio (Hg) e os níveis de prolactina (PRL) e interleucina-10 (IL-10) em 144 mulheres (no pós-parto e cerca de um ano depois) de Itaituba, área sob impacto ambiental do mercúrio e em mulheres de municípios da área metropolitana de Belém, sobretudo Ananindeua, área sem impacto conhecido do mercúrio (156 puérperas e 156 não puérperas). As análises de mercúrio total (Hg-t) em sangue foram feitas por Espectrometria de Absorção Atômica por Vapor Frio. As análises séricas de PRL foram feitas por Ensaio Imunoenzimático com detecção final em fluorescência e as determinações de IL-10 foram realizadas por Ensaio Imunoenzimático de Fase Sólida. Dados demográficos e epidemiológicos foram obtidos através de questionário semi-estruturado. As puérperas de Itaituba apresentaram média de Hg-t, PRL e IL-10 de 13,93 μg/l, 276,20 ng/ml e 39,54 pg/ml, respectivamente. Nas puérperas de Ananindeua as respectivas médias foram 3,67 μg/l, 337,70 ng/ml e 4,90 pg/ml. As mulheres não puérperas de Itaituba apresentaram média de Hg-t de 12,68 μg/l, média de PRL de 30,75 ng/ml e média de IL-10 de 14,20 pg/ml. As médias de Hg-t, PRL e IL-10 das mulheres de Ananindeua foram 2,73 μg/l, 17,07 ng/ml e 1,49 pg/ml, respectivamente. Os níveis de Hg-t, PRL e IL-10 foram maiores em Itaituba (p<0,0001), exceto em relação à PRL das puérperas, maior em Ananindeua. Os níveis semelhantes de Hg-t nas duas avaliações das mulheres de Itaituba (p=0,7056) e a correlação moderada sugerem continuidade da exposição (r=0,4736, p<0,0001). A principal variável preditora dos níveis de mercúrio foi o consumo de peixe nos modelos de regressão múltipla linear e logística. A paridade e os níveis de IL-10 apresentaram associação positiva com a PRL nas puérperas de Itaituba e o peso do recém-nascido e a IL-10, associação positiva com a PRL em puérperas de Ananindeua. A IL-10 apresentou associação negativa com a PRL nas mulheres não puérperas de Itaituba (p=0,0270) e positiva nas mulheres de Ananindeua (p=0,0266). Os níveis de Hg-t estavam associados negativamente com a PRL nas puérperas (p=0,0460) e positivamente com o trabalho em garimpo (p=0,0173) (este também importante para as não puérperas) em Itaituba, segundo os modelos logísticos. A IL-10 esteve associada positivamente à morbidade recente nas puérperas de Itaituba (p=0,0210), negativamente ao consumo de bebida alcoólica (p=0,0178) e positivamente ao trabalho em garimpo nas mulheres não puérperas (p=0,0199). A exposição crônica ao Hg das mulheres de Itaituba, a diferença nos níveis dos fatores imunoendócrinos avaliados em relação às mulheres não expostas e a associação com variáveis epidemiológicas relevantes, sugerem a possibilidade de impactos da exposição no perfil imunoendócrino das mulheres de Itaituba, chamando atenção para a importância da vigilância da saúde dessa população e o possível uso de bioindicadores como a PRL em sua avaliação.

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The objective of this study was to estimate variance components and genetic parameters for accumulated 305-day milk yield (MY305) over multiple ages, from 24 to 120 months of age, applying random regression (RRM), repeatability (REP) and multi-trait (MT) models. A total of 4472 lactation records from 1882 buffaloes of the Murrah breed were utilized. The contemporary group (herd-year-calving season) and number of milkings (two levels) were considered as fixed effects in all models. For REP and RRM, additive genetic, permanent environmental and residual effects were included as random effects. MT considered the same random effects as did REP and RRM with the exception of permanent environmental effect. Residual variances were modeled by a step function with 1, 4, and 6 classes. The heritabilities estimated with RRM increased with age, ranging from 0.19 to 0.34, and were slightly higher than that obtained with the REP model. For the MT model, heritability estimates ranged from 0.20 (37 months of age) to 0.32 (94 months of age). The genetic correlation estimates for MY305 obtained by RRM (L23.res4) and MT models were very similar, and varied from 0.77 to 0.99 and from 0.77 to 0.99, respectively. The rank correlation between breeding values for MY305 at different ages predicted by REP, MT, and RRM were high. It seems that a linear and quadratic Legendre polynomial to model the additive genetic and animal permanent environmental effects, respectively, may be sufficient to explain more parsimoniously the changes in MY305 genetic variation with age.

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Pós-graduação em Zootecnia - FCAV

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

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Amino acids play essential roles in both metabolism and the proteome. Many studies have profiled free amino acids (FAAs) or proteins; however, few have connected the measurement of FAA with individual amino acids in the proteome. In this study, we developed a metabolomics method to comprehensively analyze amino acids in different domains, using two examples of different sample types and disease models. We first examined the responses of FAAs and insoluble-proteome amino acids (IPAAs) to the Myc oncogene in Tet21N human neuroblastoma cells. The metabolic and proteomic amino acid profiles were quite different, even under the same Myc condition, and their combination provided a better understanding of the biological status. In addition, amino acids were measured in 3 domains (FAAs, free and soluble-proteome amino acids (FSPAAs), and IPAAs) to study changes in serum amino acid profiles related to colon cancer. A penalized logistic regression model based on the amino acids from the three domains had better sensitivity and specificity than that from each individual domain. To the best of our knowledge, this is the first study to perform a combined analysis of amino acids in different domains, and indicates the useful biological information available from a metabolomics analysis of the protein pellet. This study lays the foundation for further quantitative tracking of the distribution of amino acids in different domains, with opportunities for better diagnosis and mechanistic studies of various diseases.

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Environmental data are spatial, temporal, and often come with many zeros. In this paper, we included space–time random effects in zero-inflated Poisson (ZIP) and ‘hurdle’ models to investigate haulout patterns of harbor seals on glacial ice. The data consisted of counts, for 18 dates on a lattice grid of samples, of harbor seals hauled out on glacial ice in Disenchantment Bay, near Yakutat, Alaska. A hurdle model is similar to a ZIP model except it does not mix zeros from the binary and count processes. Both models can be used for zero-inflated data, and we compared space–time ZIP and hurdle models in a Bayesian hierarchical model. Space–time ZIP and hurdle models were constructed by using spatial conditional autoregressive (CAR) models and temporal first-order autoregressive (AR(1)) models as random effects in ZIP and hurdle regression models. We created maps of smoothed predictions for harbor seal counts based on ice density, other covariates, and spatio-temporal random effects. For both models predictions around the edges appeared to be positively biased. The linex loss function is an asymmetric loss function that penalizes overprediction more than underprediction, and we used it to correct for prediction bias to get the best map for space–time ZIP and hurdle models.