897 resultados para estimation and filtering


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We estimate the conditions for detectability of two planets in a 2/1 mean-motion resonance from radial velocity data, as a function of their masses, number of observations and the signal-to-noise ratio. Even for a data set of the order of 100 observations and standard deviations of the order of a few meters per second, we find that Jovian-size resonant planets are difficult to detect if the masses of the planets differ by a factor larger than similar to 4. This is consistent with the present population of real exosystems in the 2/1 commensurability, most of which have resonant pairs with similar minimum masses, and could indicate that many other resonant systems exist, but are currently beyond the detectability limit. Furthermore, we analyze the error distribution in masses and orbital elements of orbital fits from synthetic data sets for resonant planets in the 2/1 commensurability. For various mass ratios and number of data points we find that the eccentricity of the outer planet is systematically overestimated, although the inner planet`s eccentricity suffers a much smaller effect. If the initial conditions correspond to small-amplitude oscillations around stable apsidal corotation resonances, the amplitudes estimated from the orbital fits are biased toward larger amplitudes, in accordance to results found in real resonant extrasolar systems.

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Alfven eigenmodes (AE) driven by ion cyclotron resonance heating are usually registered by different diagnostic channels in the hot core plasmas of large tokamaks like JET and ASDEX Upgrade. These AE appear very near to the extremum points of Alfven wave continuum, which is modified by the geodesic effect due to poloidal mode coupling. It is shown that the AE spectrum may be explored as the magnetic spectroscopy (like Alfven cascades by Sharapov et al 2001 Phys. Lett. A 289 127) to determine the q-factor minimum and geodesic frequency at the magnetic axis in standard sawtoothed discharges without reversed shear.

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Background: Genetic variation for environmental sensitivity indicates that animals are genetically different in their response to environmental factors. Environmental factors are either identifiable (e.g. temperature) and called macro-environmental or unknown and called micro-environmental. The objectives of this study were to develop a statistical method to estimate genetic parameters for macro- and micro-environmental sensitivities simultaneously, to investigate bias and precision of resulting estimates of genetic parameters and to develop and evaluate use of Akaike’s information criterion using h-likelihood to select the best fitting model. Methods: We assumed that genetic variation in macro- and micro-environmental sensitivities is expressed as genetic variance in the slope of a linear reaction norm and environmental variance, respectively. A reaction norm model to estimate genetic variance for macro-environmental sensitivity was combined with a structural model for residual variance to estimate genetic variance for micro-environmental sensitivity using a double hierarchical generalized linear model in ASReml. Akaike’s information criterion was constructed as model selection criterion using approximated h-likelihood. Populations of sires with large half-sib offspring groups were simulated to investigate bias and precision of estimated genetic parameters. Results: Designs with 100 sires, each with at least 100 offspring, are required to have standard deviations of estimated variances lower than 50% of the true value. When the number of offspring increased, standard deviations of estimates across replicates decreased substantially, especially for genetic variances of macro- and micro-environmental sensitivities. Standard deviations of estimated genetic correlations across replicates were quite large (between 0.1 and 0.4), especially when sires had few offspring. Practically, no bias was observed for estimates of any of the parameters. Using Akaike’s information criterion the true genetic model was selected as the best statistical model in at least 90% of 100 replicates when the number of offspring per sire was 100. Application of the model to lactation milk yield in dairy cattle showed that genetic variance for micro- and macro-environmental sensitivities existed. Conclusion: The algorithm and model selection criterion presented here can contribute to better understand genetic control of macro- and micro-environmental sensitivities. Designs or datasets should have at least 100 sires each with 100 offspring.

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In this paper Swedish listed companies’ use of capital budgeting and cost of capital estimation methods in 2005 and 2008 are examined. The relation between company characteristics and choice of methods is investigated and both within-country longitudinal and cross-country comparisons are made. Larger companies seem to have used capital budgeting methods more frequently than smaller companies. When compared to U.S. and continental European companies, Swedish listed companies employed capital budgeting methods less frequently. In 2005 the most common method for establishing the cost of equity was by asking the investors what return they required. By 2008 CAPM was instead the most utilised method, which could indicate greater sophistication. The use of project risk when evaluating investments also seems to have gained in popularity, while the use of company risk declined. Overall, the use of sophisticated capital budgeting and cost of capital estimation methods seem to be rising and the use of less sophisticated methods declining.

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This paper presents semiparametric estimators of changes in inequality measures of a dependent variable distribution taking into account the possible changes on the distributions of covariates. When we do not impose parametric assumptions on the conditional distribution of the dependent variable given covariates, this problem becomes equivalent to estimation of distributional impacts of interventions (treatment) when selection to the program is based on observable characteristics. The distributional impacts of a treatment will be calculated as differences in inequality measures of the potential outcomes of receiving and not receiving the treatment. These differences are called here Inequality Treatment Effects (ITE). The estimation procedure involves a first non-parametric step in which the probability of receiving treatment given covariates, the propensity-score, is estimated. Using the inverse probability weighting method to estimate parameters of the marginal distribution of potential outcomes, in the second step weighted sample versions of inequality measures are computed. Root-N consistency, asymptotic normality and semiparametric efficiency are shown for the semiparametric estimators proposed. A Monte Carlo exercise is performed to investigate the behavior in finite samples of the estimator derived in the paper. We also apply our method to the evaluation of a job training program.

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The number of research papers available today is growing at a staggering rate, generating a huge amount of information that people cannot keep up with. According to a tendency indicated by the United States’ National Science Foundation, more than 10 million new papers will be published in the next 20 years. Because most of these papers will be available on the Web, this research focus on exploring issues on recommending research papers to users, in order to directly lead users to papers of their interest. Recommender systems are used to recommend items to users among a huge stream of available items, according to users’ interests. This research focuses on the two most prevalent techniques to date, namely Content-Based Filtering and Collaborative Filtering. The first explores the text of the paper itself, recommending items similar in content to the ones the user has rated in the past. The second explores the citation web existing among papers. As these two techniques have complementary advantages, we explored hybrid approaches to recommending research papers. We created standalone and hybrid versions of algorithms and evaluated them through both offline experiments on a database of 102,295 papers, and an online experiment with 110 users. Our results show that the two techniques can be successfully combined to recommend papers. The coverage is also increased at the level of 100% in the hybrid algorithms. In addition, we found that different algorithms are more suitable for recommending different kinds of papers. Finally, we verified that users’ research experience influences the way users perceive recommendations. In parallel, we found that there are no significant differences in recommending papers for users from different countries. However, our results showed that users’ interacting with a research paper Recommender Systems are much happier when the interface is presented in the user’s native language, regardless the language that the papers are written. Therefore, an interface should be tailored to the user’s mother language.

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This paper considers the general problem of Feasible Generalized Least Squares Instrumental Variables (FG LS IV) estimation using optimal instruments. First we summarize the sufficient conditions for the FG LS IV estimator to be asymptotic ally equivalent to an optimal G LS IV estimator. Then we specialize to stationary dynamic systems with stationary VAR errors, and use the sufficient conditions to derive new moment conditions for these models. These moment conditions produce useful IVs from the lagged endogenous variables, despite the correlation between errors and endogenous variables. This use of the information contained in the lagged endogenous variables expands the class of IV estimators under consideration and there by potentially improves both asymptotic and small-sample efficiency of the optimal IV estimator in the class. Some Monte Carlo experiments compare the new methods with those of Hatanaka [1976]. For the DG P used in the Monte Carlo experiments, asymptotic efficiency is strictly improved by the new IVs, and experimental small-sample efficiency is improved as well.

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Introduction. Leaf area is often related to plant growth, development, physiology and yield. Many non-destructive models have been proposed for leaf area estimation of several plant genotypes, demonstrating that leaf length, leaf width and leaf area are closely correlated. Thus, the objective of our study was to develop a reliable model for leaf area estimation from linear measurements of leaf dimensions for citrus genotypes. Materials and methods. Leaves of citrus genotypes were harvested, and their dimensions (length, width and area) were measured. Values of leaf area were regressed against length, width, the square of length, the square of width and the product (length x width). The most accurate equations, either linear or second-order polynomial, were regressed again with a new data set; then the most reliable equation was defined. Results and discussion. The first analysis showed that the variables length, width and the square of length gave better results in second-order polynomial equations, while the linear equations were more suitable and accurate when the width and the product (length x width) were used. When these equations were regressed with the new data set, the coefficient of determination (R(2)) and the agreement index 'd' were higher for the one that used the variable product (length x width), while the Mean Absolute Percentage Error was lower. Conclusion. The product of the simple leaf dimensions (length x width) can provide a reliable and simple non-destructive model for leaf area estimation across citrus genotypes.

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Objetivou-se com este trabalho avaliar a produção fecal por meio do indicador interno, fibra em detergente neutro indigestível (FDNi), e externos, cromo complexado com ácido etilenodiaminotetracético (Cr-EDTA ) e o cloreto de itérbio (YbCl3), além de estimar o fluxo duodenal da matéria seca e os coeficientes de digestibilidades aparentes total, ruminal e pós-ruminal, de diferentes nutrientes. Foram utilizadas oito novilhas mestiças Holandês/Zebu, distribuídas em duplo quadrado latino 4 x 4. Os indicadores Cr-EDTA, YbCl3 e o FDNi não estimaram produção fecal de forma eficiente (p < 0,05), obtendo resultado de 1,64; 1,71 e 2,71 kg dia-1, respectivamente, quando comparado à coleta total de fezes, que obteve resultado de 1,39 kg dia-1. Os valores estimados de fluxo de matéria seca, tanto para a metodologia de único, quanto para de duplo indicador, podem ser considerados biologicamente aceitáveis. Contudo, o valor obtido pela associação Cr-EDTA/YbCl3, utilizada na forma de duplo indicador, foi o mais confiável, pela melhor recuperação dos indicadores externos (Cr-EDTA e YbCl3), que obtiveram médias de 89 e 85%, respectivamente, em comparação ao interno (FDNi), que obteve média 67%. Os coeficientes de digestibilidade ruminal e pós ruminal, estimados pela associação Cr-EDTA/YbCl3, foram considerados melhores, em consequência do valor de fluxo de matéria seca estimado por esta associação.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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The objective of the present study was to investigate the effect of data structure on estimated genetic parameters and predicted breeding values of direct and maternal genetic effects for weaning weight (WW) and weight gain from birth to weaning (BWG), including or not the genetic covariance between direct and maternal effects. Records of 97,490 Nellore animals born between 1993 and 2006, from the Jacarezinho cattle raising farm, were used. Two different data sets were analyzed: DI_all, which included all available progenies of dams without their own performance; DII_all, which included DI_all + 20% of recorded progenies with maternal phenotypes. Two subsets were obtained from each data set (DI_all and DII_all): DI_1 and DII_1, which included only dams with three or fewer progenies; DI_5 and DII_5, which included only dams with five or more progenies. (Co)variance components and heritabilities were estimated by Bayesian inference through Gibbs sampling using univariate animal models. In general, for the population and traits studied, the proportion of dams with known phenotypic information and the number of progenies per dam influenced direct and maternal heritabilities, as well as the contribution of maternal permanent environmental variance to phenotypic variance. Only small differences were observed in the genetic and environmental parameters when the genetic covariance between direct and maternal effects was set to zero in the data sets studied. Thus, the inclusion or not of the genetic covariance between direct and maternal effects had little effect on the ranking of animals according to their breeding values for WW and BWG. Accurate estimation of genetic correlations between direct and maternal genetic effects depends on the data structure. Thus, this covariance should be set to zero in Nellore data sets in which the proportion of dams with phenotypic information is low, the number of progenies per dam is small, and pedigree relationships are poorly known. (c) 2012 Elsevier B.V. All rights reserved.

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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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