874 resultados para multivariate stochastic volatility
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Quality of fresh-cut carambola (Averrhoa carambola L) is related to many chemical and biochemical variables especially those involved with softening and browning, both influenced by storage temperature. To study these effects, a multivariate analysis was used to evaluate slices packaged in vacuum-sealed polyolefin bags, and stored at 2.5 degrees C, 5 degrees C and 10 degrees C, for up to 16 d. The quality of slices at each temperature was correlated with the duration of storage, O(2) and CO(2) concentration in the package, physical chemical constituents, and activity of enzymes involved in softening (PG) and browning (PPO) metabolism. Three quality groups were identified by hierarchical cluster analysis, and the classification of the components within each of these groups was obtained from a principal component analysis (PCA). The characterization of samples by PCA clearly distinguished acceptable and non-acceptable slices. According to PCA, acceptable slices presented higher ascorbic acid content, greater hue angles ((o)h) and final lightness (L-5) in the first principal component (PC1). On the other hand, non-acceptable slices presented higher total pectin content. PPO activity in the PC1. Non-acceptable slices also presented higher soluble pectin content, increased pectin solubilisation and higher CO(2) concentration in the second principal component (PC2) whereas acceptable slices showed lower total sugar content. The hierarchical cluster and PCA analyses were useful for discriminating the quality of slices stored at different temperatures. (C) 2011 Elsevier B.V. All rights reserved.
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Context. Be stars are rapidly rotating stars with a circumstellar decretion disk. They usually undergo pressure and/or gravity pulsation modes excited by the kappa-mechanism, i.e. an effect of the opacity of iron-peak elements in the envelope of the star. In the Milky Way, p-modes are observed in stars that are hotter than or equal to the B3 spectral type, while g-modes are observed at the B2 spectral type and cooler. Aims. We observed a B0IVe star, HD51452, with the high-precision, high-cadence photometric CoRoT satellite and high-resolution, ground-based HARPS and SOPHIE spectrographs to study its pulsations in great detail. We also used the lower resolution spectra available in the BeSS database. Methods. We analyzed the CoRoT and spectroscopic data with several methods: CLEAN-NG, FREQFIND, and a sliding window method. We also analyzed spectral quantities, such as the violet over red (V/R) emission variations, to obtain information about the variation in the circumstellar environment. We calculated a stellar structure model with the ESTER code to test the various interpretation of the results. Results. We detect 189 frequencies of variations in the CoRoT light curve in the range between 0 and 4.5 c d(-1). The main frequencies are also recovered in the spectroscopic data. In particular we find that HD51452 undergoes gravito-inertial modes that are not in the domain of those excited by the kappa-mechanism. We propose that these are stochastic modes excited in the convective zones and that at least some of them are a multiplet of r-modes (i.e. subinertial modes mainly driven by the Coriolis acceleration). Stochastically excited gravito-inertial modes had never been observed in any star, and theory predicted that their very low amplitudes would be undetectable even with CoRoT. We suggest that the amplitudes are enhanced in HD51452 because of the very rapid stellar rotation. In addition, we find that the amplitude variations of these modes are related to the occurrence of minor outbursts. Conclusions. Thanks to CoRoT data, we have detected a new kind of pulsations in HD51452, which are stochastically excited gravito-inertial modes, probably due to its very rapid rotation. These modes are probably also present in other rapidly rotating hot Be stars.
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Semisupervised learning is a machine learning approach that is able to employ both labeled and unlabeled samples in the training process. In this paper, we propose a semisupervised data classification model based on a combined random-preferential walk of particles in a network (graph) constructed from the input dataset. The particles of the same class cooperate among themselves, while the particles of different classes compete with each other to propagate class labels to the whole network. A rigorous model definition is provided via a nonlinear stochastic dynamical system and a mathematical analysis of its behavior is carried out. A numerical validation presented in this paper confirms the theoretical predictions. An interesting feature brought by the competitive-cooperative mechanism is that the proposed model can achieve good classification rates while exhibiting low computational complexity order in comparison to other network-based semisupervised algorithms. Computer simulations conducted on synthetic and real-world datasets reveal the effectiveness of the model.
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Although a large amount of data have been published in past years on the taxonomic status of the Anastrepha fraterculus (Wiedemann) species complex, there is still a need to know how many species this complex comprises, the distribution of each one, and their distinguishing features. In this study, we assessed the morphometric variability of 32 populations from the A. fraterculus complex, located in major biogeographical areas from the Neotropics. Multivariate techniques for analysis were applied to the measurements of 21 variables referring to the mesonotum, aculeus, and wing. For the first time, our results identified the presence of seven distinct morphotypes within this species complex. According to the biogeographical areas, populations occurring in the Mesoamerican dominion (Mexico, Guatemala, and Panama) were clustered within a single natural entity labeled as the "Mexican" morphotype; whereas in the northwestern South American dominion, samples fell into three distinct groups: the "Venezuelan" morphotype with a single population from the Caribbean lowlands of Venezuela, the "Andean" morphotype from the highlands of Venezuela and Colombia, and the third group or "Peruvian" morphotype comprised the samples from the Pacific coastal lowlands of Ecuador and Peru. Three additional groups were identified from the Chacoan and Paranaense sub-regions: the morphotype "Brazilian-1" was recognized as including the Argentinean samples with most pertaining to Brazil, and widely distributed in these biogeographical areas; the morphotype "Brazilian-2" was recognized as including two samples from the state of Sao Paulo (Ilha-Bela and Sao Sebastiao); whereas the morphotype "Brazilian-3" included a single population from Botucatu (state of Sao Paulo). Based on data published by previous authors showing genetic and karyotypic differentiation, as well as reproductive isolation, we have concluded that such morphotypes indeed represent natural groups and distinct taxonomic entities.
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The development of new statistical and computational methods is increasingly making it possible to bridge the gap between hard sciences and humanities. In this study, we propose an approach based on a quantitative evaluation of attributes of objects in fields of humanities, from which concepts such as dialectics and opposition are formally defined mathematically. As case studies, we analyzed the temporal evolution of classical music and philosophy by obtaining data for 8 features characterizing the corresponding fields for 7 well-known composers and philosophers, which were treated with multivariate statistics and pattern recognition methods. A bootstrap method was applied to avoid statistical bias caused by the small sample data set, with which hundreds of artificial composers and philosophers were generated, influenced by the 7 names originally chosen. Upon defining indices for opposition, skewness and counter-dialectics, we confirmed the intuitive analysis of historians in that classical music evolved according to a master apprentice tradition, while in philosophy changes were driven by opposition. Though these case studies were meant only to show the possibility of treating phenomena in humanities quantitatively, including a quantitative measure of concepts such as dialectics and opposition, the results are encouraging for further application of the approach presented here to many other areas, since it is entirely generic.
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Multivariate analyses of UV-Vis spectral data from cachaca wood extracts provide a simple and robust model to classify aged Brazilian cachacas according to the wood species used in the maturation barrels. The model is based on inspection of 93 extracts of oak and different Brazilian wood species by a non-aged cachaca used as an extraction solvent. Application of PCA (Principal Components Analysis) and HCA (Hierarchical Cluster Analysis) leads to identification of 6 clusters of cachaca wood extracts (amburana, amendoim, balsamo, castanheira, jatoba, and oak). LDA (Linear Discriminant Analysis) affords classification of 10 different wood species used in the cachaca extracts (amburana, amendoim, balsamo, cabreuva-parda, canela-sassafras, castanheira, jatoba, jequitiba-rosa, louro-canela, and oak) with an accuracy ranging from 80% (amendoim and castanheira) to 100% (balsamo and jequitiba-rosa). The methodology provides a low-cost alternative to methods based on liquid chromatography and mass spectrometry to classify cachacas aged in barrels that are composed of different wood species.
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The purpose of this study was to evaluate the antioxidant activity of honey from different entomological sources which were harvested in the dry season of 2008-2009 from distinct mesoregions of the State of Alagoas in the North East of Brazil. Honey produced by five different species of bees, even from the same region and season, showed a statistically significant difference (p <0.05) in the content of phenols, flavonoids and antioxidants, with higher levels of these compounds found in honey produced by Plebeia spp. and A. mellifera. Honey from stingless bees was quite different from that of A. mellifera, especially from the Plebeia spp. A dendrogram of the five species of bees showed the formation of 3 groups, one being formed by Apis mellifera, one by the genus Melipona (M. subnitida, M. quadrifasciata and M. scutellaris) and another formed by Plebeia spp.
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Current methods for quality control of sugar cane are performed in extracted juice using several methodologies, often requiring appreciable time and chemicals (eventually toxic), making the methods not green and expensive. The present study proposes the use of X-ray spectrometry together with chemometric methods as an innovative and alternative technique for determining sugar cane quality parameters, specifically sucrose concentration, POL, and fiber content. Measurements in stem, leaf, and juice were performed, and those applied directly in stem provided the best results. Prediction models for sugar cane stem determinations with a single 60 s irradiation using portable X-ray fluorescence equipment allows estimating the % sucrose, % fiber, and POL simultaneously. Average relative deviations in the prediction step of around 8% are acceptable if considering that field measurements were done. These results may indicate the best period to cut a particular crop as well as for evaluating the quality of sugar cane for the sugar and alcohol industries.
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The elephant walk model originally proposed by Schutz and Trimper to investigate non-Markovian processes led to the investigation of a series of other random-walk models. Of these, the best known is the Alzheimer walk model, because it was the first model shown to have amnestically induced persistence-i.e. superdiffusion caused by loss of memory. Here we study the robustness of the Alzheimer walk by adding a memoryless stochastic perturbation. Surprisingly, the solution of the perturbed model can be formally reduced to the solutions of the unperturbed model. Specifically, we give an exact solution of the perturbed model by finding a surjective mapping to the unperturbed model. Copyright (C) EPLA, 2012
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In this work, we study the performance evaluation of resource-aware business process models. We define a new framework that allows the generation of analytical models for performance evaluation from business process models annotated with resource management information. This framework is composed of a new notation that allows the specification of resource management constraints and a method to convert a business process specification and its resource constraints into Stochastic Automata Networks (SANs). We show that the analysis of the generated SAN model provides several performance indices, such as average throughput of the system, average waiting time, average queues size, and utilization rate of resources. Using the BP2SAN tool - our implementation of the proposed framework - and a SAN solver (such as the PEPS tool) we show through a simple use-case how a business specialist with no skills in stochastic modeling can easily obtain performance indices that, in turn, can help to identify bottlenecks on the model, to perform workload characterization, to define the provisioning of resources, and to study other performance related aspects of the business process.
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Portable system of energy dispersive X-ray fluorescence was used to determine the elemental composition of 68 pottery fragments from Sambaqui do Bacanga, an archeological site in Sao Luis, Maranhao, Brazil. This site was occupied from 6600 BP until 900 BP. By determining the element chemical composition of those fragments, it was possible to verify the existence of engobe in 43 pottery fragments. Obtained from two-dimensional graphs and hierarchical cluster analysis performed in fragments of stratigraphies from surface and 113-cm level, and 10 to 20, 132 and 144-cm level, it was possible to group these fragments in five distinct groups, according to their stratigraphies. The results of data grouping (two-dimensional graphics) are in agreement with hierarchical cluster analysis by Ward method. Copyright (C) 2011 John Wiley & Sons, Ltd.
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In this Letter we analyze the energy distribution evolution of test particles injected in three dimensional (3D) magnetohydrodynamic (MHD) simulations of different magnetic reconnection configurations. When considering a single Sweet-Parker topology, the particles accelerate predominantly through a first-order Fermi process, as predicted in [3] and demonstrated numerically in [8]. When turbulence is included within the current sheet, the acceleration rate is highly enhanced, because reconnection becomes fast and independent of resistivity [4,11] and allows the formation of a thick volume filled with multiple simultaneously reconnecting magnetic fluxes. Charged particles trapped within this volume suffer several head-on scatterings with the contracting magnetic fluctuations, which significantly increase the acceleration rate and results in a first-order Fermi process. For comparison, we also tested acceleration in MHD turbulence, where particles suffer collisions with approaching and receding magnetic irregularities, resulting in a reduced acceleration rate. We argue that the dominant acceleration mechanism approaches a second order Fermi process in this case.
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Abstract Background Prostate cancer is a leading cause of death in the male population, therefore, a comprehensive study about the genes and the molecular networks involved in the tumoral prostate process becomes necessary. In order to understand the biological process behind potential biomarkers, we have analyzed a set of 57 cDNA microarrays containing ~25,000 genes. Results Principal Component Analysis (PCA) combined with the Maximum-entropy Linear Discriminant Analysis (MLDA) were applied in order to identify genes with the most discriminative information between normal and tumoral prostatic tissues. Data analysis was carried out using three different approaches, namely: (i) differences in gene expression levels between normal and tumoral conditions from an univariate point of view; (ii) in a multivariate fashion using MLDA; and (iii) with a dependence network approach. Our results show that malignant transformation in the prostatic tissue is more related to functional connectivity changes in their dependence networks than to differential gene expression. The MYLK, KLK2, KLK3, HAN11, LTF, CSRP1 and TGM4 genes presented significant changes in their functional connectivity between normal and tumoral conditions and were also classified as the top seven most informative genes for the prostate cancer genesis process by our discriminant analysis. Moreover, among the identified genes we found classically known biomarkers and genes which are closely related to tumoral prostate, such as KLK3 and KLK2 and several other potential ones. Conclusion We have demonstrated that changes in functional connectivity may be implicit in the biological process which renders some genes more informative to discriminate between normal and tumoral conditions. Using the proposed method, namely, MLDA, in order to analyze the multivariate characteristic of genes, it was possible to capture the changes in dependence networks which are related to cell transformation.
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As concentrações de 39 compostos orgânicos foram determinadas em três frações (cabeça, coração e cauda) obtidas da destilação em alambique do caldo de cana fermentado. Os resultados foram avaliados utilizando-se análise de variância (ANOVA), teste de Tukey, análise de componentes principais (PCA), agrupamento hierárquico (HCA) e análise discriminante linear (LDA). De acordo com PCA e HCA, os dados experimentais conduzem à formação de três agrupamentos. As frações de cabeça deram origem a um grupo mais definido. As frações coração e cauda apresentaram alguma sobreposição coerente com sua composição em ácidos. As habilidades preditivas de calibração e validação dos modelos gerados pela LDA para a classificação das três frações foram de 90,5 e 100%, respectivamente. Este modelo reconheceu como coração doze de treze cachaças comerciais (92,3%) com boas características sensoriais, apresentando potencial para a orientação do processo de cortes.
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We employ the approach of stochastic dynamics to describe the dissemination of vector-borne diseases such as dengue, and we focus our attention on the characterization of the threshold of the epidemic. The coexistence space comprises two representative spatial structures for both human and mosquito populations. The human population has its evolution described by a process that is similar to the Susceptible-Infected-Recovered (SIR) dynamics. The population of mosquitoes follows a dynamic of the type of the Susceptible Infected-Susceptible (SIS) model. The coexistence space is a bipartite lattice constituted by two structures representing the human and mosquito populations. We develop a truncation scheme to solve the evolution equations for the densities and the two-site correlations from which we get the threshold of the disease and the reproductive ratio. We present a precise deØnition of the reproductive ratio which reveals the importance of the correlations developed in the early stage of the disease. According to our deØnition, the reproductive rate is directed related to the conditional probability of the occurrence of a susceptible human (mosquito) given the presence in the neighborhood of an infected mosquito (human). The threshold of the epidemic as well as the phase transition between the epidemic and the non-epidemic states are also obtained by performing Monte Carlo simulations. References: [1] David R. de Souza, T^ania Tom∂e, , Suani R. T. Pinho, Florisneide R. Barreto and M∂ario J. de Oliveira, Phys. Rev. E 87, 012709 (2013). [2] D. R. de Souza, T. Tom∂e and R. M. ZiÆ, J. Stat. Mech. P03006 (2011).