A (semi-)parametric functional coefficient autoregressive conditional duration model

In this paper, we propose a class of ACD-type models that accommodates overdispersion, intermittent dynamics, multiple regimes, and sign and size asymmetries in financial durations. In particular, our functional coefficient autoregressive conditional duration (FC-ACD) model relies on a smooth-transition autoregressive specification. The motivation lies on the fact that the latter yields a universal approximation if one lets the number of regimes grows without bound. After establishing that the sufficient conditions for strict stationarity do not exclude explosive regimes, we address model identifiability as well as the existence, consistency, and asymptotic normality of the quasi-maximum likelihood (QML) estimator for the FC-ACD model with a fixed number of regimes. In addition, we also discuss how to consistently estimate using a sieve approach a semiparametric variant of the FC-ACD model that takes the number of regimes to infinity. An empirical illustration indicates that our functional coefficient model is flexible enough to model IBM price durations.

Efeito inseticida de vicilinas isoladas de sementes de erythrina velutina em condições de semi-campo para moscas das frutas (ceratitis capitata)

Chitin-binding vicilins from legume seeds (Erythrina velutina. Canavalia ensiformes and Phaseolus vulgares) were isolated by ammonium sulfate followed by affinity chromatography on a chitin column. Effect of these vicilins on female adults of Ceratitis capitata was examined by bioassay and in a semi-field assay model. Mechanism of action of the vicilins was determined by in vivo digestibility and chitin affinity. Among the tested vicilins, E. velutina when added to diet caused strong effect on mortality at 10% dose. This insecticidal property was tested in a semi-field assay which showed the same effect observed in laboratory conditions, where doses of 10% and 15% were lethal to female adults of C. capitata. These deleterious effects were not only associated to the binding to chitin structures present in peritrophic membrane, but principally to its low digestibility in the C. capitata digestive tract. This fact was confirmed because chiting binding proteins as WGA and the other tested vicilins were not toxic to female adults of C. capitata due susceptibility of these proteins to digestive enzymes of the insects. By other side EvV was more resistant to digestive enzymes, causing deleterious effects on female adults of C. capitata. These results showed that EvV may be part of the pest management programs or an alternative in plant improvement program in the population control of this fruticulture pest

Efeitos do enriquecimento com nutrientes (N e P) em diferentes condições de luz sobre o crescimento do fitoplâncton em um reservatório eutrófico no semi-árido brasileiro

The increasing of pollution in aquatic ecosystems in the last decades has caused an expansion of eutrophication and loss of water quality for human consumption. The increase of frequency and intensity of cyanobacteria blooms have been recognized as a major problem connected to water quality and eutrophication. The knowledge of environmental factors controlling these blooms is a key step towards the management for recovering aquatic ecosystems from eutrophic conditions. Primary productivity in aquatic ecosystems is dependent on light and nutrients availability. In the present work we evaluated the relative importance of the concentration of major nutrients, such as phosphorus and nitrogen, and light for phytoplankton growth in the main water reservoir of Rio Grande do Norte State, named Engenheiro Armando Ribeiro Gonçalves (EARG), which is an eutrophic system, dominated by potentially toxic cyanobacteria populations. Limitation of phytoplankton growth was evaluated through bioassays using differential enrichment of nutrients (N and/or P) under two light conditions (low light and high light) and monthly monitoring of chlorophyll-a and nutrients (total nitrogen and phosphorus) concentrations, and water transparency (Secchi depth) at the pelagic region. Our results confirm that EARG reservoir is an eutrophic system with a low water quality. Results of bioassays on the growth of phytoplankton limitation (N or P) were conflicting with the results predicted by the TN:TP ratios, which indicates that these ratios were not a good indicator of algal growth limitation. Nitrogen was the limiting nutrient, considering both frequency and magnitude. Light and hidrology affected phytoplankton response to nutrient enrichment. The extreme eutrophic conditions of this reservoir, dominated by cyanobacteria blooms, demand urgent managing strategies in order to guarantee the multiple uses for this system, including water supply for human population. Although nitrogen is the limiting nutrient, an effective management program must focus on the reduction of both phosphorus and nitrogen input

Produção de enzimas por fungos em fermentação semi-sólida utilizando bagaço de coco e pedúnculo de caju como substratos

The production of enzymes by microorganisms using organic residues is important and it can be associated with several applications such as food and chemical industries and so on. The objective of this work is the production of CMCase, Xylanase, Avicelase and FPase enzymes by solid state fermentation (SSF) using as substrates: bagasse of coconut and dried cashew stem. The microorganisms employed are Penicillium chrysogenum and an isolated fungus from the coconut bark (Aspergillus fumigatus). Through the factorial design methodology and response surface analysis it was possible to study the influence of the humidity and pH. For Penicillium chrysogenum and the isolated fungus, the coconut bagasse was used as culture medium. In another fermentation, it was used the mixture of coconut bagasse and cashew stem. Fermentations were conducted using only the coconut bagasse as substrate in cultures with Penicillium chrysogenum fungus and the isolated one. A mixture with 50% of coconut and 50% of cashew stem was employed only for Penicillium chrysogenum fungus, the cultivation conditions were: 120 hours at 30 °C in BOD, changing humidity and pH values. In order to check the influence of the variables: humidity and pH, a 2 2 factorial experimental design was developed, and then two factors with two levels for each factor and three repetitions at the central point. The levels of the independent variables used in ascending order (-1, 0, +1), to humidity, 66%, 70.5% and 75% and pH 3, 5 and 7, respectively. The software STATISTICA TM (version 7.0, StatSoft, Inc.) was used to calculate the main effects of the variables and their interactions. The response surface methodology was used to optimize the conditions of the SSF. A chemical and a physic-chemical characterization of the coconut bagasse have determined the composition of cellulose (%) = 39.09; Hemicellulose (%) = 23.80, Total Lignin (%) = 36.22 and Pectin (%) = 1.64. To the characterization of cashew stem, the values were cellulose (g) = 15.91 Hemicellulose (%) = 16.77, Total Lignin (%) = 30.04 and Pectin (%) = 15.24. The results indicate the potential of the materials as substrate for semisolid fermentation enzyme production. The two microorganisms used are presented as good producers of cellulases. The results showed the potential of the fungus in the production of CMCase enzyme, with a maximum of 0.282 UI/mL and the Avicelase enzyme the maximum value ranged from 0.018 to 0.020 UI/ mL, using only coconut bagasse as substrate. The Penicillium chrysogenum fungus has showed the best results for CMCase = 0.294 UI/mL, FPase = 0.058 UI/mL, Avicelase = 0.010 UI/mL and Xylanase = 0.644 UI/ mL enzyme, using coconut bagasse and cashew stem as substrates. The Penicllium chrysogenum fungus showed enzymatic activities using only the coconut as substrate for CMCase = 0.233 UI/mL, FPase = 0.031 to 0.032 UI/ mL, Avicelase = 0.018 to 0.020 UI/mL and Xylanase = 0.735 UI/ mL. Thus, it can be concluded that the used organisms and substrates have offered potential for enzyme production processes in a semi-solid cultivation

Impactos do estresse salino e da cobertura morta nas características químicas do solo e no desenvolvimento do amaranto

Availability of good quality water has been reduced vertiginously, over the last decade, in the world. In some regions, the water resources have high concentration of the dissolved salts, these characteristics of the water make it s use impossible. Water quality can be a limitation for irrigated agriculture, principally in regions of arid or semiarid climate where the water resources are generally saline and are exposed at high evaporation ratio. For that reason, precipitation of the salts occurs near the soil surface and those salts themselves cumulate in the vegetal tissue, reducing the soil fertility and crop production. The adoption of tolerant crop to the water salinity and soil salinity, adaptable to the climatic conditions is other emergent necessity. This work had the goal of studying the effects of four salinity levels of the irrigation water salinity and use of mulch, dried leaves of Forest mangrove (Acacia mangiumWilld), in cultivated soil with amaranth (Amaranthus cruentus, BRS Alegria variety), in greenhouse. It was utilized the transplant of plants to PVC columns, containing 30 kg of silty loam soil, 10 days after emerging, with space of 50 x 50 cm between lines. Treatments were composed by combination of four levels of salinity (0.147; 1.500; 3.000 e 4.500 dS m-1), obtained by addition NaCl (commercial) to irrigation water and soil with and without protection, by mulch. A factorial system 4 x 2 was used with four repetitions, totalizing 32 parcels. The concentrations of nutrients in soil solution have been evaluated, in the dry matter of the vegetal tissue (roots, stem, leaves and raceme residue), at the end of the vegetative cycle. The use of soil protection reduced time for the beginning inflorescence of plants, at the same time, the increase of the salinity delayed this phase of amaranth development. The use of the mulch effectively increased the height, stem diameter, area of the larger leaf, humidity and dry matter content and amaranth grain production. The vegetal species showed salinity tolerance to experimented levels. The adopted treatments did not affect the pH values, exchangeable cation contents, electrical conductivity of soil solution (EC1:5) and saturated extract (ECSE), and Ca+2, Mg+, Fe+2 and Mn+2 contents, in the soil solution. The increase of the salinity concentration in the irrigation water inhibited the mineralization process of the organic matter (OM) and, consequently, the efficiency in the it´s utilization by plants, at the same time, produced increase in the values of the exchangeable sodium percentage (ESP), sodium adsorption ratio (SAR) and potassium adsorption ratio (PAR), in the soil solution. Therefore, the use of the mulch did not affect the first three parameters. The protein and nutrient contents: K+, Ca+2, P, Mg+2 e Cu+2, in amaranth grains, were improved by tillage condition. The raceme residues showed chemical/nutritional composition that makes advantageous its application in animal ration. In this context, it follows that amaranth tolerate the saline stress, of the irrigation water, until 4.500 dS m-1, temperature and relative humidity of the air predominant in the experimental environment

Avaliação de indicadores de impactos ambientais no perímetro irrigado Cruzeta-Região semi-árida do RN

Environmental impacts are defined as the processes of social and ecological changes caused by nuisance ambient. In agriculture are diverse, and the intensive use of land and inappropriate agricultural practices causes negative effect on the environment besides affecting crop productivity and quality of life of man. So this study was objective to analyze parameters indicators of environmental impacts in the Cruzeta the Discrict Irrigation. During the period July 2007 to March 2008 samples were collected in lot 01 and 02 of the irrigation district. The monitoring was conducted in four sampling points, three (3) located in the irrigation channels and 1 (one) located in a cacimbão. Were monitored pH, CE, STD, SS, NO3-, OD, DT, PST, RAS, CT, Ca+2, Mg+2, Na+ and K+ and heavy metals. Analysis was performed, soil fertility, determining the infiltration rate, moisture content of soil and flow measurement. The results showed that the parameters considered most effective in evaluating the indicators of environmental impacts were: Suspended solid, turbidity, dissolved oxygen and Coliform termotelerantes. The concentrations of nitrate were below the limit established by CONAMA (2005). High levels of STD were found in the point P4. The risk of salinity in cacimbão Lot 02, the water was classified as Class II, or medium risk of salinity in the remaining points was classified as Class I. The iron and aluminum were found high concentrations in four sampling points independent of the dry or rainy. On the ground, found high levels of phosphorus in both samples collected in the batch 01, as the lot 02. The pH levels found in samples of soil, the soil can be classified as neutral and moderate alkalinity. The high infiltration rate obtained in the tests performed in lots 01 and 02 indicated the high permeability of soil at these points

Análise da precipitação no semi-árido potiguar

The semiarid rainfall regime is northeastern Brazil is highly variable. Climate processes associated with rainfall are complex and their effects may represent extreme situations of drought or floods, which can have adverse effects on society and the environment. The regional economy has a significant agricultural component, which is strongly influenced by weather conditions. Maximum precipitation analysis is traditionally performed using the intensity-duration-frequency (IDF) probabilistic approach. Results from such analysis are typically used in engineering projects involving hydraulic structures such as drainage network systems and road structures. On the other hand, precipitation data analysis may require the adoption of some kind of event identification criteria. The minimum inter-event duration (IMEE) is one of the most used criteria. This study aims to analyze the effect of the IMEE on the obtained rain event properties. For this purpose, a nine-year precipitation time series (2002- 2011) was used. This data was obtained from an automatic raingauge station, installed in an environmentally protected area, Ecological Seridó Station. The results showed that adopted IMEE values has an important effect on the number of events, duration, event height, mean rainfall rate and mean inter-event duration. Furthermore, a higher occurrence of extreme events was observed for small IMEE values. Most events showed average rainfall intensity higher than 2 mm.h-1 regardless of IMEE. The storm coefficient of advance was, in most cases, within the first quartile of the event, regardless of the IMEE value. Time series analysis using partial time series made it possible to adjust the IDF equations to local characteristics

Evaluation of strip rolling directly from the semi-solid state

defect metal alloy strip when thixorolling directly from the semi-solid state. To facilitate the study lead/tin alloys were chosen for their relatively low operating temperature. The objective is to extrapolate these findings to the higher temperature aluminium, alloys. Three alloys (70%Pb30%Sn, 60%Pb-40%Sn, 50%Pb-50%wtSn) were used particularly to study the influence of the solidification interval. The equipment consists of a two roll mill arranged as an upper and lower roller, where both rollers are driven at a controlled speed. The lower roller is fed with semi solid alloy through a ceramic nozzle attached to the lower end of a cooling slope. Several types of nozzle and their position at the roller were tested. This produced different solidifications and consequently different finished strip. The alloys were first cast and then poured onto the cooling slope through a tundish in order to create a continuous laminar flow of slurry and uniformity of metal strip quality. The pouring was tested at different positions along the slope. The cooling slope was coated with colloidal graphite to promote a smooth slurry flow and avoid the problem of adherence and premature solidification. The metallic slurry not only cools along the slope but is also initially super-cooled to a mush by the lower roller whilst at room temperatures, thus enabling thixorolling. It was also found that the nozzle position could be adjusted to enable the upper roller to also contribute to the solidification of the metallic slurry. However the rollers and the cooling slope naturally heat up. Temperature distribution in these zones was analysed by means of three thermocouples positioned along the cooling slope and a fourth in the base of the semi solid pool within the nozzle. The objective being to design an optimum pouring and cooling system. The formed strip was cooled down to room temperature with a shower of water. Microstructures of the thixorolling process were analysed. The differences in solidification conditions resulted in differing qualities of finished strip and corresponding defect types, all of which are a serious quality issue for the rolled product.

Microhabitat use by species of the genera Bothrops and Crotalus (Viperidae) in semi-extensive captivity

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Chlorophyll fluorescence of tropical tree species in a semi-deciduous forest gap

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

Ecologia da polinização de Ipomoea asarifolia (Ders.) Roem. & Schult. (Convolvulaceae) na região semi-árida de Pernambuco

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A Semi-Continuous Analyzer for the Fluorimetric Determination of Atmospheric Formaldehyde

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Some Initial Conditions for Disposed Satellites of the Systems GPS and Galileo Constellations

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Entomofauna associada a goiabeira Psidium guajava L. em pomares experimentais comerciais em Vista Alegre do Alto – SP e semi-orgânicos em Pindorama – SP

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Sustentabilidade, manejo da água e da aeração no cultivo semi-intensivo do camarão-da-amazônia Macrobrachium amazonicum em água hipereutrófica)

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)