Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions

Using a sequence of nested multivariate models that are VAR-based, we discuss different layers of restrictions imposed by present-value models (PVM hereafter) on the VAR in levels for series that are subject to present-value restrictions. Our focus is novel - we are interested in the short-run restrictions entailed by PVMs (Vahid and Engle, 1993, 1997) and their implications for forecasting. Using a well-known database, kept by Robert Shiller, we implement a forecasting competition that imposes different layers of PVM restrictions. Our exhaustive investigation of several different multivariate models reveals that better forecasts can be achieved when restrictions are applied to the unrestricted VAR. Moreover, imposing short-run restrictions produces forecast winners 70% of the time for the target variables of PVMs and 63.33% of the time when all variables in the system are considered.

A critical value function approach, with an application to persistent time-series

Researchers often rely on the t-statistic to make inference on parameters in statistical models. It is common practice to obtain critical values by simulation techniques. This paper proposes a novel numerical method to obtain an approximately similar test. This test rejects the null hypothesis when the test statistic islarger than a critical value function (CVF) of the data. We illustrate this procedure when regressors are highly persistent, a case in which commonly-used simulation methods encounter dificulties controlling size uniformly. Our approach works satisfactorily, controls size, and yields a test which outperforms the two other known similar tests.

Stochastic simulation of time-series models combined with geostatistics to predict water-table scenarios in a Guarani Aquifer System outcrop area, Brazil

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

Obtenção de Propriedades Físico-Químicas de Misturas de Hidrocarbonetos em Baixa e Alta Pressão Visando a Caracterização e a Modelagem

The composition of petroleum may change from well to well and its resulting characteristics influence significantly the refine products. Therefore, it is important to characterize the oil in order to know its properties and send it adequately for processing. Since petroleum is a multicomponent mixture, the use of synthetic mixtures that are representative of oil fractions provides a better understand of the real mixture behavior. One way for characterization is usually obtained through correlation of physico-chemical properties of easy measurement, such as density, specific gravity, viscosity, and refractive index. In this work new measurements were obtained for density, specific gravity, viscosity, and refractive index of the following binary mixtures: n-heptane + hexadecane, cyclohexane + hexadecane, and benzene + hexadecane. These measurements were accomplished at low pressure and temperatures in the range 288.15 K to 310.95 K. These data were applied in the development of a new method of oil characterization. Furthermore, a series of measurements of density at high pressure and temperature of the binary mixture cyclohexane + n-hexadecane were performed. The ranges of pressure and temperature were 6.895 to 62.053 MPa and 318.15 to 413.15 K, respectively. Based on these experimental data of compressed liquid mixtures, a thermodynamic modeling was proposed using the Peng-Robinson equation of state (EOS). The EOS was modified with scaling of volume and a relatively reduced number of parameters were employed. The results were satisfactory demonstrating accuracy not only for density data, but also for isobaric thermal expansion and isothermal compressibility coefficients. This thesis aims to contribute in a scientific manner to the technological problem of refining heavy fractions of oil. This problem was treated in two steps, i.e., characterization and search of the processes that can produce streams with economical interest, such as solvent extraction at high pressure and temperature. In order to determine phase equilibrium data in these conditions, conceptual projects of two new experimental apparatus were developed. These devices consist of cells of variable volume together with a analytical static device. Therefore, this thesis contributed with the subject of characterization of hydrocarbons mixtures and with development of equilibrium cells operating at high pressure and temperature. These contributions are focused on the technological problem of refining heavy oil fractions

Synthesis and in vitro anti Mycobacterium tuberculosis activity of a series of phthalimide derivatives

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

Potential tuberculostatic agents. Topliss application on benzoic acid [(5-nitro-thiophen-2-yl)-methylene]-hydrazide series

Nitroaromatic compounds such as nifuroxazide are used in many human enteropathogenic bacteria infections without causing an increase in the plasmidial antibiotic resistance of the aerobic Gram-negative intestinal Enterobacteriaceae. For these reasons, these compounds have been synthesized using the rational approach of Topliss' decision tree. Generally. this approach allows us to obtain the most active derivative from the series in a few steps. These compounds were tested against Mycobacterium tuberculosis in vitro and the most active of the series identified. A new lead for potential tuberculostatic activity has been predicted and will be used in further QSAR studies. (C) 2002 Elsevier B.V. Ltd. All rights reserved.

Identification of oligomers in polyethyleneterephthalate bottles for mineral water and fruit juice - Development and validation of a high-performance liquid chromatographic method for the determination of first series cyclic trimer

Cyclic oligomers were identified in PET bottles used for mineral water and fruit juice using MS and H-1 and C-13 NMR: a first series cyclic trimer, a first series cyclic tetramer, a first series cyclic dimmer and a second series cyclic trimer. An analytical method to determine first series cyclic trimer in these bottles was developed and validated, using HPLC. The first series cyclic trimer levels were 316-462 mg/100 g of PET bottle. (c) 2005 Elsevier B.V. All rights reserved.

In vivo CYP2E1 phenotyping as a new potential biomarker of occupational and experimental exposure to benzene

Assessing CYP2E1 phenotype in vivo may be important to predict individual susceptibility to those chemicals, including benzene, which are metabolically activated by this isoenzyme. Chlorzoxazone (CHZ), a specific CYP2E1 substrate, is readily hydroxylated to 6-OH-chlorzoxazone (6-OH-CHZ) by liver CYP2E1 and the metabolic ratio 6-OH-CHZ/CHZ in serum (MR) is a specific and sensitive biomarker of CYP2E1 activity in vivo in humans. We used this MR as a potential biomarker of effect in benzene-treated rats and, also, in humans occupationally exposed to low levels of benzene. Male Sprague-Dawley rats (375-400 g b.w.) were treated i.p. for 3 days with either a 0.5 ml solution of benzene (5 mmol/kg b.w.) in corn oil, or 0.5 ml corn oil alone. Twenty-four hours after the last injection, a polyethylene glycol (PEG) solution of CHZ (20 mg/kg b.w.) was injected i.p. in both treated and control animals. After 2, 5.10,15, 20,30,45, 60, 90, 120, 180, and 240 min from injection, 0.2 ml blood was taken from the tip tail and stored at -20 degrees C until analysis. A modified reverse phase HPLC method using a 5 mu m Ultrasphere C18 column equipped with a direct-connection ODS guard column, was used to measure CHZ and its metabolite 6-OH-CHZ in serum. No statistically significant difference in the MR was observed, at any sampling time, between benzene-treated and control rats. The concentration-versus-time area under the curve (AUC), however, was lower (p < 0.05, Mann-Whitney test), whereas the systemic clearance was higher (p < 0.05) in treated than in control rats. Eleven petrochemical workers occupationally exposed to low levels of airborne benzene (mean +/- SD, 25.0 +/- 24.4 mu g/m(3)) and 13 non-exposed controls from the same factory (mean +/- SD, 6.7 +/- 4.0 mu g/m(3)) signed an informed consent form and were administered 500 mg CHZ p.o. Two hours later a venous blood sample was taken for CHZ and 6-OH-CHZ measurements. Despite exposed subjects showed significantly higher levels of t,t-MA and S-PMA, two biomarkers of exposure to benzene, than non-exposed workers, no difference in the MR mean values +/- SD was found between exposed (0.59 +/- 0.29) and non-exposed (0.57 +/- 0.23) subjects. So, benzene was found to modify CHZ disposition, but not CYP2E1 phenotype in benzene-treated rats, nor in workers exposed to benzene, probably due to the levels of exposure being too low. (C) 2009 Elsevier B.V. All rights reserved.

Thermal studies on solid 1,4-bis(3-carboxy-3-oxo-prop-1-enyl) benzene of lighter trivalent lanthanides

Solid-state compounds of general formula Ln(2)L(3)center dot nH(2)O, where L represents 1,4-bis(3-carboxy-3-oxo-prop-1-enyl)benzene and Ln = La, Ce, Pr, Nd, Sm, were synthesized. Complexometric titrations with EDTA, thermogravimetry (TG), differential thermal analysis (DTA), differential scanning calorimetry (DSC), X-ray powder diffractometry, elemental analysis and infrared spectroscopy have been employed to characterize and to study the thermal behavior of these compounds in dynamic air atmosphere. The results led to information about the composition, dehydration, crystallinity, and thermal decomposition of the synthesized compounds.

Argon ion implantation inducing modifications in the properties of benzene plasma polymers

Benzene plasma polymer films were bombarded with Ar ions by plasma immersion ion implantation. The treatments were performed using argon pressure of 3 Pa and 70 W of applied power. The substrate holder was polarized with high voltage negative pulses (25 kV, 3 Hz). Exposure time to the immersion plasma, t, was varied from 0 to 9000 s. Optical gap and chemical composition of the samples were determined by ultraviolet-visible and Rutherford backscattering spectroscopies, respectively. Film wettability was investigated by the contact angle between a water drop and the film surface. Nanoindentation technique was employed in the hardness measurements. It was observed growth in carbon and oxygen concentrations while there was decrease in the concentration of H atoms with increasing t. Furthermore, film hardness and wettability increased and the optical gap decreased with t. Interpretation of these results is proposed in terms of the chain crosslinking and unsaturation. (C) 2002 Elsevier B.V. B.V. All rights reserved.

Time-series-based maximization of distributed wind power generation integration

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.

Melhora da estabilidade dinâmica de sistemas elétricos de potência multimáquinas usando o dispositivo facts thyristor-controlled series capacitor - TCSC

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Structural Health Monitoring in Smart Structures Through Time Series Analysis

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

Efficacy of surgical versus conservative treatment in esophageal perforation: a systematic review of case series studies

PURPOSE: To evaluate the efficacy of surgical treatment for esophageal perforation. METHODS: A systematic review of the literature was performed. We conducted a search strategy in the main electronic databases such as PubMed, Embase and Lilacs to identify all case series. RESULTS: Thirty three case series met the inclusion criteria with a total of 1417 participants. The predominant etiology was iatrogenic (54.2%) followed by spontaneous cause (20.4%) and in 66.1% the localization was thoracic. In 65.4% and 33.4% surgical and conservative therapy, respectively, was considered the first choice. There was a statistically significance different with regards mortality rate favoring the surgical group (16.3%) versus conservative treatment (21.2%) (p<0.05). CONCLUSION: Surgical treatment was more effective and safe than conservative treatment concerning mortality rates, although the possibility of bias due to clinical and methodological heterogeneity among the included studies and the level of evidence that cannot be ruled out.