A single chart with supplementary runs rules for monitoring the mean vector and the covariance matrix of multivariate processes

The MRMAX chart is a single chart based on the standardized sample means and sample ranges for monitoring the mean vector and the covariance matrix of multivariate processes. User's familiarity with the computation of these statistics is a point in favor of the MRMAX chart. As a single chart, the recently proposed MRMAX chart is very appropriate for supplementary runs rules. In this article, we compare the supplemented MRMAX chart and the synthetic MRMAX chart with the standard MRMAX chart. The supplementary and the synthetic runs rules enhance the performance of the MRMAX chart. © 2013 Elsevier Ltd.

Ergodic crossover in partially self-avoiding stochastic walks

Consider a one-dimensional environment with N randomly distributed sites. An agent explores this random medium moving deterministically with a spatial memory μ. A crossover from local to global exploration occurs in one dimension at a well-defined memory value μ1=log2N. In its stochastic version, the dynamics is ruled by the memory and by temperature T, which affects the hopping displacement. This dynamics also shows a crossover in one dimension, obtained computationally, between exploration schemes, characterized yet by the trajectory size (Np) (aging effect). In this paper we provide an analytical approach considering the modified stochastic version where the parameter T plays the role of a maximum hopping distance. This modification allows us to obtain a general analytical expression for the crossover, as a function of the parameters μ, T, and Np. Differently from what has been proposed by previous studies, we find that the crossover occurs in any dimension d. These results have been validated by numerical experiments and may be of great value for fixing optimal parameters in search algorithms. © 2013 American Physical Society.

Modelagem estocástica de opções de câmbio no Brasil: aplicação de transformada rápida de Fourier e expansão assintótica ao modelo de Heston

Pós-graduação em Física - IFT

International price volatility and economic policy challenges in Latin America and the Caribbean

Includes bibliography

Economic growth and real volatility: The case of Latin America and the Caribbean

Using a new database of quarterly data for 21 countries of Latin America and the Caribbean for the 1990-2012 period, this document shows that the duration of GDP contractions appears to be a rather robust indicator of real volatility, and is negatively correlated with long run growth in Latin America and the Caribbean during the period. These results are consistent with different theoretical hypotheses in the literature that relate the duration of GDP contractions with economic growth. They also show that the relationship between real volatility and economic growth in the region is robust to the inclusion of external variables that control for external uncertainty and volatility.

Crescimento de Thraulodes sp. e evolução morfológica de cabeça e de peças bucais de leptophlebiidae (Ephemeroptera): uma abordagem morfométrica

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Análise multivariada de dados espaciais na classificação interpretativa de solos

Pós-graduação em Agronomia (Energia na Agricultura) - FCA

Evaluation via multivariate techniques of scale factor variability in the rietveld method applied to quantitative phase analysis with X ray powder diffraction

ABSTRACT: The present work uses multivariate statistical analysis as a form of establishing the main sources of error in the Quantitative Phase Analysis (QPA) using the Rietveld method. The quantitative determination of crystalline phases using x ray powder diffraction is a complex measurement process whose results are influenced by several factors. Ternary mixtures of Al2O3, MgO and NiO were prepared under controlled conditions and the diffractions were obtained using the Bragg-Brentano geometric arrangement. It was possible to establish four sources of critical variations: the experimental absorption and the scale factor of NiO, which is the phase with the greatest linear absorption coefficient of the ternary mixture; the instrumental characteristics represented by mechanical errors of the goniometer and sample displacement; the other two phases (Al2O3 and MgO); and the temperature and relative humidity of the air in the laboratory. The error sources excessively impair the QPA with the Rietveld method. Therefore it becomes necessary to control them during the measurement procedure.

Previsão estocástica de nível fluviométrico para cidade de Marabá-PA: método de Box-Jenkins

O Município de Marabá- PA, situado na região Amazônica, sudeste do Estado do Pará, sofre anualmente com eventos de enchentes, ocasionados pelo aumento periódico do rio Tocantins e pela situação de vulnerabilidade da população que reside em áreas de risco. A defesa civil estadual e municipal anualmente planeja e prepara equipes para ações de defesa no município. Nesta fase o monitoramento e previsão de eventos de enchentes são importantes. Portanto, com o objetivo de diminuir erros nas previsões hidrológicas para o Município de Marabá, desenvolveu-se um modelo estocástico para previsão de nível do rio Tocantins, baseado na metodologia de Box e Jenkins. Utilizou os dados de níveis diários observados nas estações hidrológicas de Marabá e Carolina e Conceição do Araguaia da Agência Nacional de Águas (ANA), do período de 01/12/ 2008 a 31/03/2011. Efetuou-se o ajustamento de três modelos (M_t, N_t e Y_t), através de diferentes aplicativos estatísticos: o SAS e o Gretl, usando diferentes interpretações do comportamento das séries para gerar as equações dos modelos. A principal diferença entre os aplicativos é que no SAS usa o modelo de função de transferência na modelagem. Realizou-se uma classificação da variabilidade do nível do rio, através da técnica dos Quantis para o período de 1972 a 2011, examinando-se apenas as categorizações de níveis ACIMA e MUITO ACIMA do normal. Para análise de impactos socioeconômicos foram usados os dados das ações da Defesa Civil Estado do Pará nas cheias de 2009 e 2011. Os resultados mostraram que o número de eventos de cheias com níveis MUITO ACIMA do normal, geralmente, podem estar associados a eventos de La Niña. Outro resultado importante: os modelos gerados simularam muito bem o nível do rio para o período de sete dias (01/04/2011 a 07/04/2011). O modelo multivariado N_t (com pequenos erros) representou o comportamento da série original, subestimando os valores reais nos dias 3, 4 e 5 de abril de 2011, com erro máximo de 0,28 no dia 4. O modelo univariado (Y_t) teve bons resultados nas simulações com erros absolutos em torno de 0,12 m. O modelo com menor erro absoluto (0,08m) para o mesmo período foi o modelo M_t, desenvolvido pelo aplicativo SAS, que interpreta a série original como sendo não linear e não estacionária. A análise quantitativa dos impactos fluviométricos, ocorridos nas enchentes de 2009 e 2011 na cidade de Marabá, revelou em média que mais de 4 mil famílias sofrem com estes eventos, implicado em gastos financeiros elevados. Logo, conclui-se que os modelos de previsão de níveis são importantes ferramentas que a Defesa Civil, utiliza no planejamento e preparo de ações preventivas para o município de Marabá.

Discrimination of soybean seed lots by multivariate exploratory techniques

Physiological potential characterization of seed lots is usually performed by germination and vigor tests; however, the choice of a single test does not reflect such potential, once each test assesses seeds of differentiated mode. Multivariate techniques allow understanding structural dependence contained in each variable, as well as characterize groups of seed lots according to specific standards. The study aimed at evaluating variability among soybean seed lots and discriminate these lots by multivariate exploratory techniques as function of seed vigor. Experiment was performed with 20 soybean seed lots (10 lots cv. BRS Valiosa RR and 10 lots cv. M-SOY 7908 RR). Seed physiological potential was assessed by testing for: germination (standard, and under different water availability); vigor (accelerated aging and electrical conductivity); and field seedling emergence. Cluster analysis of seed lots, as well as Principal Component Analysis was performed using data obtained on all tests. Multivariate techniques allowed stratifying seed lots into two distinct groups. Principal Component Analysis showed that values obtained for variables: field seedling emergence, accelerated aging, and germination under different water availability were linked to BRS Valiosa RR; while to variables germination and electrical conductivity, were linked to M-SOY 7908 RR.

Multivariate approach in the selection of superior soybean progeny which carry the RR gene

Efficiency in the use of genetic variability, whether existing or created, increases when properly explored and analysed. Incorporation of biotechnology into breeding programs has been the general practice. The challenge for the researcher is the constant development of new and improved cultivars. The aim of this experiment was to select progenies with superior characteristics, whether or not carriers of the RR gene, derived from bi-parental crosses in the soybean, with the help of multivariate techniques. The experiment was carried out in a family-type experimental design, including controls, during the agricultural year 2010/2011 and 2011/2012 in Jaboticabal in the Brazilian State of São Paulo. From the F3 generation, phenotypically superior plants were selected, which were evaluated for the following traits: number of days to flowering; number of days to maturity; height of first pod insertion; plant height at maturity; lodging; agronomic value; number of branches; number of pods per plant; 100-seed weight; number of seeds per plant; grain yield per plant. Given the results, it appears possible to select superior progeny by principal component analysis. Cluster analysis using the K-means method links progeny according to the most important characteristics in each group and identifies, by the Ward method and by means of a dendrogram, the structure of similarity and divergence between selected progeny. Both methods are effective in aiding progeny selection.

SPECTRUM OF STOCHASTIC ADDING MACHINES AND FIBERED JULIA SETS

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Multivariate curve resolution analysis applied to time-resolved synchrotron X-ray Absorption Spectroscopy monitoring of the activation of copper alumina catalyst

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Comprehensive two-dimensional gas chromatography combined to multivariate data analysis for detection of disease-resistant clones of Eucalyptus

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

Multivariate analysis of the temporal variability of sugarcane ripening in south-eastern Brazil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)