947 resultados para Parametric VaR (Value-at-Risk)


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Despite modern weed control practices, weeds continue to be a threat to agricultural production. Considering the variability of weeds, a classification methodology for the risk of infestation in agricultural zones using fuzzy logic is proposed. The inputs for the classification are attributes extracted from estimated maps for weed seed production and weed coverage using kriging and map analysis and from the percentage of surface infested by grass weeds, in order to account for the presence of weed species with a high rate of development and proliferation. The output for the classification predicts the risk of infestation of regions of the field for the next crop. The risk classification methodology described in this paper integrates analysis techniques which may help to reduce costs and improve weed control practices. Results for the risk classification of the infestation in a maize crop field are presented. To illustrate the effectiveness of the proposed system, the risk of infestation over the entire field is checked against the yield loss map estimated by kriging and also with the average yield loss estimated from a hyperbolic model.

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Objectives: To study the effect of additional strengthening of hip abductor and lateral rotator muscles in a strengthening quadriceps exercise rehabilitation programme for patients with the patellofemoral pain syndrome. Design: Randomized controlled pilot trial. Setting: Clinical setting with home programme. Participants: Fourteen patients with patellofemoral pain syndrome. Intervention: The subjects were randomly assigned to the intervention group (strengthening of quadriceps plus strengthening of hip abductor and lateral rotator muscles) or to the control group (strengthening of quadriceps). Both groups participated in a six-week home exercise protocol. Main outcome measures: The perceived pain symptoms, isokinetic eccentric knee extensor, hip abductor and lateral rotator torques and the gluteus medius electromyographic activity were assessed before and after treatment. Parametric and non-parametric tests were used to compare the groups before and after treatment with alpha = 0.05. Results: Only the intervention group improved perceived pain symptoms during functional activities (P=0.02-0.04) and also increased their gluteus medius electromyographic activity during isometric voluntary contraction (P=0.03), Eccentric knee extensors torque increased in both groups (P=0.04 and P=0.02). There was no statistically significant difference in the hip muscles torque in either group. Conclusion: Supplementation of strengthening of hip abductor and lateral rotator muscles in a strengthening quadriceps exercise programme provided additional benefits with respect to the perceived pain symptoms during functional activities in patients with patellofemoral pain syndrome after six weeks of treatment.

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Purpose - The purpose of this paper is to examine whether the level of logistics information systems (LIS) adoption in manufacturing companies is influenced by organizational profile variables, such as the company`s size, the nature of its operations and their subsectors. Design/methodology/approach - A review of the mainstream literature on US was carried out to identify the factors influencing the adoption of such information systems and also some research gaps. The empirical study`s strategy is based on a survey research in Brazilian manufacturing firms from the capital goods industry. Data collected were analyzed through Kruskall-Wallis and Mann Whitney`s non-parametric tests. Findings - The analysis indicates that characteristics such as the size of companies and the nature of their operations influence the levels of LIS adoption, whilst comparisons regarding the subsectors appeared to be of little influence. Originality/value - This is the first known study to examine the influence of organizational profiles such as size, nature of operations and subsector on the level of US adoption in manufacturing companies. Moreover, it is unique in portraying the Brazilian scenario on this topic and addressing the adoption of seven types of LIS in a single study.

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The paper presents the development of a decision support system for the management of geotechnical and environmental risks in oil pipelines using a geographical information system. The system covers a 48.5 km long section of the So Paulo to Brasilia (OSBRA) oil pipeline, which crosses three municipalities in the northeast region of the So Paulo state (Brazil) and represents an area of 205.8 km(2). The spatial database was created using geo-processing procedures, surface and intrusive investigations and geotechnical reports. The risk assessment was based mainly on qualitative models (relative numeric weights and multicriteria decision analysis) and considered pluvial erosion, slope movements, soil corrosion and third party activities. The maps were produced at a scale of 1:10,000.

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A two-dimensional numeric simulator is developed to predict the nonlinear, convective-reactive, oxygen mass exchange in a cross-flow hollow fiber blood oxygenator. The numeric simulator also calculates the carbon dioxide mass exchange, as hemoglobin affinity to oxygen is affected by the local pH value, which depends mostly on the local carbon dioxide content in blood. Blood pH calculation inside the oxygenator is made by the simultaneous solution of an equation that takes into account the blood buffering capacity and the classical Henderson-Hasselbach equation. The modeling of the mass transfer conductance in the blood comprises a global factor, which is a function of the Reynolds number, and a local factor, which takes into account the amount of oxygen reacted to hemoglobin. The simulator is calibrated against experimental data for an in-line fiber bundle. The results are: (i) the calibration process allows the precise determination of the mass transfer conductance for both oxygen and carbon dioxide; (ii) very alkaline pH values occur in the blood path at the gas inlet side of the fiber bundle; (iii) the parametric analysis of the effect of the blood base excess (BE) shows that V(CO2) is similar in the case of blood metabolic alkalosis, metabolic acidosis, or normal BE, for a similar blood inlet P(CO2), although the condition of metabolic alkalosis is the worst case, as the pH in the vicinity of the gas inlet is the most alkaline; (iv) the parametric analysis of the effect of the gas flow to blood flow ratio (Q(G)/Q(B)) shows that V(CO2) variation with the gas flow is almost linear up to Q(G)/Q(B) = 2.0. V(O2) is not affected by the gas flow as it was observed that by increasing the gas flow up to eight times, the V(O2) grows only 1%. The mass exchange of carbon dioxide uses the full length of the hollow-fiber only if Q(G)/Q(B) > 2.0, as it was observed that only in this condition does the local variation of pH and blood P(CO2) comprise the whole fiber bundle.

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This study presents a decision-making method for maintenance policy selection of power plants equipment. The method is based on risk analysis concepts. The method first step consists in identifying critical equipment both for power plant operational performance and availability based on risk concepts. The second step involves the proposal of a potential maintenance policy that could be applied to critical equipment in order to increase its availability. The costs associated with each potential maintenance policy must be estimated, including the maintenance costs and the cost of failure that measures the critical equipment failure consequences for the power plant operation. Once the failure probabilities and the costs of failures are estimated, a decision-making procedure is applied to select the best maintenance policy. The decision criterion is to minimize the equipment cost of failure, considering the costs and likelihood of occurrence of failure scenarios. The method is applied to the analysis of a lubrication oil system used in gas turbines journal bearings. The turbine has more than 150 MW nominal output, installed in an open cycle thermoelectric power plant. A design modification with the installation of a redundant oil pump is proposed for lubricating oil system availability improvement. (C) 2009 Elsevier Ltd. All rights reserved.

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This work aimed to determining the anatomical structure of wood, through methodology of histology and X-ray densitometry, of resin-tapped and not resin-tapped Pinus caribaea var. hondurensis trees samples, of three diameter classes. Pine trees, in forest plantation established in 1969, in the Ecological Experimental Station of Itirapina, from the Forestry Institute of Sao Paulo State, were measured and stratified into three classes of trunk diameter. The pine trees were resin-tapped since 2004, with the opening of two simultaneous and opposing panels. Sixty samples of pine wood trees were extracted from the tree trunk through a non-destructive method and in the laboratory. Tree rings were determined in the laboratory and wood apparent density by X-ray densitometry. The test results showed that: (i) false tree rings occur in the early wood and late wood of the tree rings due to climate change; (ii) the X-ray densitometry allowed the demarcation of the tree rings limits; (iii) the wood apparent density average was significantly different between the trees in high class diameter and in the medium-low class; (iv) the wood characteristics from the resin-tapped and non resin-tapped faces did not show significant differences.

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Nowadays, the rising competition for the use of water and environmental resources with consequent restrictions for farmers should change the paradigm in terms of irrigation concepts, or rather, in order to attain economical efficiency other than to supply water requirement for the crop. Therefore, taking into account the social and economical role of bean activity in Brazil, as well as the risk inherent to crop due to its high sensibility to both deficit and excessive water, the optimization methods regarding to irrigation management have become more interesting and essential. This study intends to present a way to determine the optimal water supply, considering different combinations between desired bean yield and level of risk, bringing as a result a graph with the former associated with the latter, depending on different water depths.

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The economic occupation of an area of 500 ha for Piracicaba was studied with the irrigated cultures of maize, tomato, sugarcane and beans, having used models of deterministic linear programming and linear programming including risk for the Target-Motad model, where two situations had been analyzed. In the deterministic model the area was the restrictive factor and the water was not restrictive for none of the tested situations. For the first situation the gotten maximum income was of R$ 1,883,372.87 and for the second situation it was of R$ 1,821,772.40. In the model including risk a producer that accepts risk can in the first situation get the maximum income of R$ 1,883,372. 87 with a minimum risk of R$ 350 year(-1), and in the second situation R$ 1,821,772.40 with a minimum risk of R$ 40 year(-1). Already a producer averse to the risk can get in the first situation a maximum income of R$ 1,775,974.81 with null risk and for the second situation R$ 1.707.706, 26 with null risk, both without water restriction. These results stand out the importance of the inclusion of the risk in supplying alternative occupations to the producer, allowing to a producer taking of decision considered the risk aversion and the pretension of income.

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Literature has documented beneficial effects of seed priming on speed, synchronization and uniformity of germination. often leading to improved stand establishment. However. doubts still persist about the possible reversal effects, after drying and during storage of primed seeds that could overcome, partial or totally, the improved performance. The objectives of this research were to identify drying and storage procedures that would maintain the physiological performance achieved after seed priming, without negative effects on storability. First. hydroprimed cauliflower Seeds cv. Sharon and cv. Teresopolis Gigante, each represented by three seed lots were submitted to fast drying, slow drying, and treatments of pre-drying incubation (exposure to 35 degrees C, to a polyethylene glycol 6000 solution or a heat shock) followed by fast drying. In the second phase of this study, hydroprimed seed samples were submitted to fast drying (30-35 degrees C and 40-50% R.H.) and stored under laboratory conditions or in a chamber at 20 degrees C and 50% relative humidity for six months. Seed physiological potential was evaluated after 60-day intervals for germination (speed and percentage), Seedling emergence and saturated salt accelerated aging tests. All drying treatments efficiently preserved the favourable priming effects, except for the incubation at 35 degrees C for 96-144 hours. The beneficial priming effects followed by fast drying persisted for four months under controlled conditions (20 degrees C and 50% relative humidity).

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The objective of the present study was to estimate milk yield genetic parameters applying random regression models and parametric correlation functions combined with a variance function to model animal permanent environmental effects. A total of 152,145 test-day milk yields from 7,317 first lactations of Holstein cows belonging to herds located in the southeastern region of Brazil were analyzed. Test-day milk yields were divided into 44 weekly classes of days in milk. Contemporary groups were defined by herd-test-day comprising a total of 2,539 classes. The model included direct additive genetic, permanent environmental, and residual random effects. The following fixed effects were considered: contemporary group, age of cow at calving (linear and quadratic regressions), and the population average lactation curve modeled by fourth-order orthogonal Legendre polynomial. Additive genetic effects were modeled by random regression on orthogonal Legendre polynomials of days in milk, whereas permanent environmental effects were estimated using a stationary or nonstationary parametric correlation function combined with a variance function of different orders. The structure of residual variances was modeled using a step function containing 6 variance classes. The genetic parameter estimates obtained with the model using a stationary correlation function associated with a variance function to model permanent environmental effects were similar to those obtained with models employing orthogonal Legendre polynomials for the same effect. A model using a sixth-order polynomial for additive effects and a stationary parametric correlation function associated with a seventh-order variance function to model permanent environmental effects would be sufficient for data fitting.

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Previously known only from the southern United States, hosta petiole rot recently appeared in the northern United States. Sclerotium rolfsii var. delphinii is believed to be the predominant petiole rot pathogen in the northern United States, whereas S. rolfsii is most prevalent in the southern United States. In order to test the hypothesis that different tolerance to climate extremes affects the geographic distribution of these fungi, the survival of S. rolfsii and S. rolfsii var. delphinii in the northern and southeastern United States was investigated. At each of four locations, nylon screen bags containing sclerotia were placed on the surface of bare soil and at 20-cm depth. Sclerotia were recovered six times from November 2005 to July 2006 in North Dakota and Iowa, and from December 2005 to August 2006 in North Carolina and Georgia. Survival was estimated by quantifying percentage of sclerotium survival on carrot agar. Sclerotia of S. rolfsii var. delphinii survived until at least late July in all four states. In contrast, no S. rolfsii sclerotia survived until June in North Dakota or Iowa, whereas 18.5% survived until August in North Carolina and 10.3% survived in Georgia. The results suggest that inability to tolerate low temperature extremes limits the northern range of S. rolfsii.

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Background: Previous work showed that daily ingestion of an aqueous soy extract fermented with Enterococcus faecium CRL 183 and Lactobacillus helveticus 416, supplemented or not with isoflavones, reduced the total cholesterol and non-HDL-cholesterol levels, increased the high-density lipoprotein (HDL) concentration and inhibited the raising of autoantibody against oxidized low-density lipoprotein (ox-LDL Ab) and the development of atherosclerotic lesions. Objective: The aim of this study was to characterize the fecal microbiota in order to investigate the possible correlation between fecal microbiota, serum lipid parameters and atherosclerotic lesion development in rabbits with induced hypercholesterolemia, that ingested the aqueous soy extract fermented with Enterococcus faecium CRL 183 and Lactobacillus helveticus 416. Methods: The rabbits were randomly allocated to five experimental groups (n = 6): control (C), hypercholesterolemic (H), hypercholesterolemic plus unfermented soy product (HUF), hypercholesterolemic plus fermented soy product (HF) and hypercholesterolemic plus isoflavone-supplemented fermented soy product (HIF). Lipid parameters and microbiota composition were analyzed on days 0 and 60 of the treatment and the atherosclerotic lesions were quantified at the end of the experiment. The fecal microbiota was characterized by enumerating the Lactobacillus spp., Bifidobacterium spp., Enterococcus spp., Enterobacteria and Clostridium spp. populations. Results: After 60 days of the experiment, intake of the probiotic soy product was correlated with significant increases (P < 0.05) on Lactobacillus spp., Bifidobacterium spp. and Enterococcus spp. and a decrease in the Enterobacteria population. A strong correlation was observed between microbiota composition and lipid profile. Populations of Enterococcus spp., Lactobacillus spp. and Bifidobacterium spp. were negatively correlated with total cholesterol, non-HDL-cholesterol, autoantibodies against oxidized LDL (ox-LDL Ab) and lesion size. HDL-C levels were positively correlated with Lactobacillus spp., Bifidobacterium spp., and Enterococcus spp. populations. Conclusion: In conclusion, daily ingestion of the probiotic soy product, supplemented or not with isoflavones, may contribute to a beneficial balance of the fecal microbiota and this modulation is associated with an improved cholesterol profile and inhibition of atherosclerotic lesion development.

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Blends of canola oil (CO) and fully hydrogenated cottonseed oil (FHCSO), with 20, 25, 30, 35 and 40% FHCSO (w/w) were interesterified under the following conditions: 0.4% sodium methoxide, 500 rpm stirring, 100C, 20 min. The original and interesterified blends were examined for triacylglycerol composition, melting point, solid fat content (SFC) and consistency. Interesterification caused considerable rearrangement of triacylglycerol species, reduction of trisaturated triacylglycerol content and increase in disaturated-monounsaturated and monosaturated-diunsaturated triacylglycerols in all blends, resulting in lowering of respective melting points. The interesterified blends showed reduced SFC at all temperatures and more linear melting profiles if compared with the original blends. Consistency, expressed as yield value, significantly decreased after the reaction. Iso-solid curves indicated eutectic interactions for the original blends, which were eliminated after randomization. The 80:20, 75:25, 70:30 and 65:35 (w/w) CO: FHCSO interesterified blends showed characteristics which are appropriate for their application as soft margarines, spreads, fat for bakery/all-purpose shortenings, and icing shortenings, respectively. PRACTICAL APPLICATIONS Recently, a number of studies have suggested a direct relationship between trans isomers and increased risk of vascular disease. In response, many health organizations have recommended reducing consumption of foods containing trans fatty acids. In this connection, chemical interesterification has proven the main alternative for obtaining plastic fats that have low trans isomer content or are even trans isomer free. This work proposes to evaluate the chemical interesterification of binary blends of canola oil and fully hydrogenated cottonseed oil and the specific potential application of these interesterified blends in food products.

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Plasma is an innovative sterilization method characterized by a low toxicity to operators and patients, and also by its operation at temperatures close to room temperatures. The use of different parameters for this method of sterilization and the corresponding results were analyzed in this study. A low-pressure inductive discharge was used to study the plasma sterilization processes. Oxygen and a mixture of oxygen and hydrogen peroxide were used as plasma source gases. The efficacy of the processes using different combinations of parameters such as plasma-generation method, type of gas, pressure, gas flow rate, temperature, power, and exposure time was evaluated. Two phases were developed for the processes, one using pure oxygen and the other a mixture of gases. Bacillus subtilis var. niger ATCC 9372 (Bacillus atrophaeus) spores inoculated on glass coverslips were used as biological indicators to evaluate the efficacy of the processes. All cycles were carried out in triplicate for different sublethal exposure times to calculate the D value by the enumeration method. The pour-plate technique was used to quantify the spores. D values of between 8 and 3 min were obtained. Best results were achieved at high power levels (350 and 40oW) using pure oxygen, showing that plasma sterilization is a promising alternative to other sterilization methods. (c) 2007 Elsevier B.V. All rights reserved.