O comprimento descritivo mínimo na amostragem por transectos lineares

Apresenta·se um breve resumo histórico da evolução da amostragem por transectos lineares e desenvolve·se a sua teoria. Descrevemos a teoria de amostragem por transectos lineares, proposta por Buckland (1992), sendo apresentados os pontos mais relevantes, no que diz respeito à modelação da função de detecção. Apresentamos uma descrição do princípio CDM (Rissanen, 1978) e a sua aplicação à estimação de uma função densidade por um histograma (Kontkanen e Myllymãki, 2006), procedendo à aplicação de um exemplo prático, recorrendo a uma mistura de densidades. Procedemos à sua aplicação ao cálculo do estimador da probabilidade de detecção, no caso dos transectos lineares e desta forma estimar a densidade populacional de animais. Analisamos dois casos práticos, clássicos na amostragem por distâncias, comparando os resultados obtidos. De forma a avaliar a metodologia, simulámos vários conjuntos de observações, tendo como base o exemplo das estacas, recorrendo às funções de detecção semi-normal, taxa de risco, exponencial e uniforme com um cosseno. Os resultados foram obtidos com o programa DISTANCE (Thomas et al., in press) e um algoritmo escrito em linguagem C, cedido pelo Professor Doutor Petri Kontkanen (Departamento de Ciências da Computação, Universidade de Helsínquia). Foram desenvolvidos programas de forma a calcular intervalos de confiança recorrendo à técnica bootstrap (Efron, 1978). São discutidos os resultados finais e apresentadas sugestões de desenvolvimentos futuros. ABSTRACT; We present a brief historical note on the evolution of line transect sampling and its theoretical developments. We describe line transect sampling theory as proposed by Buckland (1992), and present the most relevant issues about modeling the detection function. We present a description of the CDM principle (Rissanen, 1978) and its application to histogram density estimation (Kontkanen and Myllymãki, 2006), with a practical example, using a mixture of densities. We proceed with the application and estimate probability of detection and animal population density in the context of line transect sampling. Two classical examples from the literature are analyzed and compared. ln order to evaluate the proposed methodology, we carry out a simulation study based on a wooden stakes example, and using as detection functions half normal, hazard rate, exponential and uniform with a cosine term. The results were obtained using program DISTANCE (Thomas et al., in press), and an algorithm written in C language, kindly offered by Professor Petri Kontkanen (Department of Computer Science, University of Helsinki). We develop some programs in order to estimate confidence intervals using the bootstrap technique (Efron, 1978). Finally, the results are presented and discussed with suggestions for future developments.

Impacto de fusões e aquisições na eficiência e produtividade de operadoras de infraestruturas do mercado financeiro e sistemas de negociação

Dissertação (mestrado)—Universidade de Brasília, Departamento de Administração, Programa de Pós-graduação em Administração, 2016.

Modelagem do desempenho ambiental dos projetos de exploração e produção aplicando equações estruturais

A legislação ambiental e os principais agentes que se relacionam com a empresa se constituem em fatores exógenos que não podem ser negligenciados ao formular-se e avaliar-se a política ambiental corporativa. As influências exógenas e seus efeitos sobre a gestão ambiental e o gerenciamento de projetos de exploração e produção (E&P) e, por essa via, sobre o desempenho ambiental, foram objetos de estudo desta tese. Embora o desempenho ambiental seja um assunto relevante, a pesquisa sobre esse tema ainda é escassa. Tal carência desponta ainda mais acentuada quando se aborda o desempenho ambiental de projetos na indústria de petróleo e gás. O principal objetivo deste estudo foi avaliar a relação entre a legislação ambiental vigente, as ações de órgãos reguladores, fornecedores, empresas terceirizadas e comunidades locais e o desempenho ambiental dos projetos de E&P na indústria de petróleo e gás e, também, analisar os efeitos do sistema de gestão ambiental e o gerenciamento dos projetos sobre tal desempenho. Na fase abdutiva, foi conduzido um estudo de caso com abordagem qualitativa em uma grande empresa brasileira do setor de petróleo e gás, na fase dedutiva, foi realizada uma pesquisa survey explanatória de corte transversal com abordagem quantitativa, incluindo 113 projetos de E&P de cinco unidades executoras da empresa. Foi formulado um modelo conceitual, com cinco construtos e sete hipóteses de pesquisa, representativo dos efeitos de fatores externos sobre o desempenho ambiental dos projetos de E&P. Os dados foram tratados aplicando a Análise Fatorial Exploratória e a Modelagem de Equações Estruturais com aplicação dos softwares IBM® SPSS® Statistics 20.0 e IBM® SPSS® Amos 18.0. O modelo de equações estruturais foi reespecificado e estimado utilizando o método de Máxima Verossimilhança e o procedimento bootstrap com 2000 reamostragens, até alcançar adequados valores dos índices de ajustamento. O modelo mostrou boa aderência às evidências empíricas, representando uma teoria explicativa dos fatores que influenciam o desempenho ambiental dos projetos de E&P na empresa estudada. As estatísticas descritivas apontaram adequado desempenho dos projetos de E&P com relação aos efluentes descartados, volume de água reutilizada, redução de resíduos e práticas de reciclagem. Identificou-se que projetos de maior porte alcançam melhor desempenho ambiental em relação aos de menor tamanho. Não foram achadas diferenças significativas entre os desempenhos de projetos executados por unidades operacionais distintas. Os resultados da modelagem indicaram que nem a legislação ambiental, nem os agentes externos exercem influência significativa sobre a sistemática da gestão dos projetos de E&P. Os agentes externos atuam sobre a gestão ambiental da empresa exercitando capacidades colaborativas, obstrutivas e propositivas. A legislação ambiental é percebida como entrave ao desenvolvimento dos projetos ao longo de seu ciclo de vida, principalmente, pelas deficiências dos órgãos ambientais. Identificou-se que o sistema de gestão ambiental influencia diretamente o Programa de Desenvolvimento e Execução de Projetos de E&P, que, por sua vez, provoca efeitos diretos e indiretos sobre o desempenho ambiental. Finalmente, comprovou-se que o Sistema de Gestão Ambiental da empresa é determinante para o desempenho ambiental dos projetos de E&P, tanto pelos seus efeitos diretos, como pelos indiretos, estes últimos mediados pela sistemática de gestão dos projetos de E&P

Panel multi-predictor test procedures with an application to emerging market sovereign risk

As a response to the inefficient practices and possibly misleading inferences resulting from the unit-by-unit application mostly found in the literature, the current paper develops a block bootstrap based panel predictability test procedure that accommodates multiple predictors. As an empirical illustration we consider emerging market sovereign risk where data are usually available across multiple countries, and local and global predictors. The results, which are in agreement with the existing literature on the determinants of sovereign risk, suggest that the global predictors are best and that the predictive ability of the local predictors is limited, at best.

Are state–local government expenditures converging? New evidence based on sequential unit root tests

Large and persistent gaps in subnational public expenditure have important implications regarding growth, equity, and migration. In this context, we revisit the question of expenditure convergence across the American states to provide more nuanced evidence than found by a small number of previous studies. We employ a methodology due to Smeekes (Bootstrap sequential tests to determine the stationary units in a panel, 2011) that sequentially tests for unit roots in pairwise (real per capita) expenditure gaps based on user specified fractions. In a panel of 48 combined state–local government units (1957–2008), we found that expenditures on highways, sanitation, utility, and education were far more convergent than expenditures on health and hospitals, police and fire protection, and public welfare. There was little evidence of “club convergence” based on the proportion of intraregional convergent pairs. Several historically high-grant receiving states showed relatively strong evidence of convergence. Our results bode well for future output convergence and opportunities for Tiebout-type migration across jurisdictions. They also imply a diminished role for public infrastructure and education spending in business location choices over time and a mixed role for federal grants in inducing convergence.

Long-term Trends in Magnitude and Frequency of Extreme Rainfall Events in Florida

This study computed trends in extreme precipitation events of Florida for 1950-2010. Hourly aggregated rainfall data from 24 stations of the National Climatic Data Centre were analyzed to derive time-series of extreme rainfalls for 12 durations, ranging from 1 hour to 7 day. Non-parametric Mann-Kendall test and Theil-Sen Approach were applied to detect the significance of trends in annual maximum rainfalls, number of above threshold events and average magnitude of above threshold events for four common analysis periods. Trend Free Pre-Whitening (TFPW) approach was applied to remove the serial correlations and bootstrap resampling approach was used to detect the field significance of trends. The results for annual maximum rainfall revealed dominant increasing trends at the statistical significance level of 0.10, especially for hourly events in longer period and daily events in recent period. The number of above threshold events exhibited strong decreasing trends for hourly durations in all time periods.

The Power of the Synthetic Control Method

The synthetic control method (SCM) is a new, popular method developed for the purpose of estimating the effect of an intervention when only one single unit has been exposed. Other similar, unexposed units are combined into a synthetic control unit intended to mimic the evolution in the exposed unit, had it not been subject to exposure. As the inference relies on only a single observational unit, the statistical inferential issue is a challenge. In this paper, we examine the statistical properties of the estimator, study a number of features potentially yielding uncertainty in the estimator, discuss the rationale for statistical inference in relation to SCM, and provide a Web-app for researchers to aid in their decision of whether SCM is powerful for a specific case study. We conclude that SCM is powerful with a limited number of controls in the donor pool and a fairly short pre-intervention time period. This holds as long as the parameter of interest is a parametric specification of the intervention effect, and the duration of post-intervention period is reasonably long, and the fit of the synthetic control unit to the exposed unit in the pre-intervention period is good.

A Survey of the Relationship between Climatic Heat Stress Indices and Fundamental Milk Components Considering Uncertainty

The main purpose of this study is to assess the relationship between four bioclimatic indices for cattle (environmental stress, heat load, modified heat load, and respiratory rate predictor indices) and three main milk components (fat, protein, and milk yield) considering uncertainty. The climate parameters used to calculate the climate indices were taken from the NASA-Modern Era Retrospective-Analysis for Research and Applications (NASA-MERRA) reanalysis from 2002 to 2010. Cow milk data were considered for the same period from April to September when the cows use the natural pasture. The study is based on a linear regression analysis using correlations as a summarizing diagnostic. Bootstrapping is used to represent uncertainty information in the confidence intervals. The main results identify an interesting relationship between the milk compounds and climate indices under all climate conditions. During spring, there are reasonably high correlations between the fat and protein concentrations vs. the climate indices, whereas there are insignificant dependencies between the milk yield and climate indices. During summer, the correlation between the fat and protein concentrations with the climate indices decreased in comparison with the spring results, whereas the correlation for the milk yield increased. This methodology is suggested for studies investigating the impacts of climate variability/change on food and agriculture using short term data considering uncertainty.

The Effect of Climate Variability on Main Components of Cow Milk in Iran

The main purpose of this study is to assess the relationship between six bioclimatic indices for cattle (temperature humidity (THI), environmental stress (ESI), equivalent temperature (ESI), heat load (HLI), modified heat load (HLInew) and respiratory rate predictor(RRP)) and fundamental milk components (fat, protein, and milk yield) considering uncertainty. The climate parameters used to calculate the climate indices were taken from the NASA-Modern Era Retrospective-Analysis for Research and Applications (NASA-MERRA) reanalysis from 2002 to 2010. Cow milk data were considered for the same period from April to September when cows use natural pasture, with possibility for cows to choose to stay in the barn or to graze on the pasture in the pasturing system. The study is based on a linear regression analysis using correlations as a summarizing diagnostic. Bootstrapping is used to represent uncertainty estimation through resampling in the confidence intervals. To find the relationships between climate indices (THI, ETI, HLI, HLInew, ESI and RRP) and main components of cow milk (fat, protein and yield), multiple liner regression is applied. The least absolute shrinkage selection operator (LASSO) and the Akaike information criterion (AIC) techniques are applied to select the best model for milk predictands with the smallest number of climate predictors. Cross validation is used to avoid over-fitting. Based on results of investigation the effect of heat stress indices on milk compounds separately, we suggest the use of ESI and RRP in the summer and ESI in the spring. THI and HLInew are suggested for fat content and HLInew also is suggested for protein content in the spring season. The best linear models are found in spring between milk yield as predictands and THI, ESI,HLI, ETI and RRP as predictors with p-value < 0.001 and R2 0.50, 0.49. In summer, milk yield with independent variables of THI, ETI and ESI show the highest relation (p-value < 0.001) with R2 (0.69). For fat and protein the results are only marginal. It is strongly suggested that new and significant indices are needed to control critical heat stress conditions that consider more predictors of the effect of climate variability on animal products, such as sunshine duration, quality of pasture, the number of days of stress (NDS), the color of skin with attention to large black spots, and categorical predictors such as breed, welfare facility, and management system. This methodology is suggested for studies investigating the impacts of climate variability/change on food quality/security, animal science and agriculture using short term data considering uncertainty or data collection is expensive, difficult, or data with gaps.

Sistema de registo de sacramento (batismo)

Este projeto tem como objetivo apresentar um protótipo de um sistema de informação web, para o registo de sacramentos nas paróquias da Diocese de Mindelo. O volume de dados e informação referente aos processos dos sacramentos, cresce dia após dia o que torna o sistema atual nas paróquias, muito complexo. Com intenção de gerir de forma eficaz e eficiente a informação, que é essencial para tomada de decisão em qualquer organização, propôs-se desenvolver um protótipo para um sistema que permite efetuar o registo do sacramento do batismo e no futuro implementar os outros sacramentos no sistema. Para se alcançar o objetivo citado acima, utilizou-se o modelo de desenvolvimento de software ICONIX, uma metodologia que possui um alto grau de aceitação em empresas de software por sua racionalização em questões relacionadas à documentação, entrevistou-se alguns funcionários das paróquias, consultou-se e analisou-se os documentos referentes à DM, e finalmente desenhou-se o sistema proposto utilizando basicamente as tecnologias: Bootstrap, PHP e JavaScript, e para ambiente de desenvolvimento a plataforma AMPPS. Entretanto, com a realização deste projeto, espera-se como resultado um sistema que permita resolver problemas tais como: a demora na emissão de certidões, extratos e a dificuldade de obter informação atualizada sobre os sacramentos.

Engineered zeolitic materials: synthesis and application

Les zéolithes étant des matériaux cristallins microporeux ont démontré leurs potentiels et leur polyvalence dans un nombre très important d’applications. Les propriétés uniques des zéolithes ont poussé les chercheurs à leur trouver constamment de nouvelles utilités pour tirer le meilleur parti de ces matériaux extraordinaires. Modifier les caractéristiques des zéolithes classiques ou les combiner en synergie avec d’autres matériaux se trouvent être deux approches viables pour trouver encore de nouvelles applications. Dans ce travail de doctorat, ces deux approches ont été utilisées séparément, premièrement avec la modification morphologique de la ZSM-12 et deuxièmement lors de la formation des matériaux de type coeur/coquille (silice mésoporeuses@silicalite-1). La ZSM-12 est une zéolithe à haute teneur en silice qui a récemment attiré beaucoup l’attention par ses performances supérieures dans les domaines de l’adsorption et de la catalyse. Afin de synthétiser la ZSM-12 avec une pureté élevée et une morphologie contrôlée, la cristallisation de la zéolithe ZSM-12 a été étudiée en détail en fonction des différents réactifs chimiques disponibles (agent directeur de structure, types de silicium et source d’aluminium) et des paramètres réactionnels (l’alcalinité, ratio entre Na, Al et eau). Les résultats présentés dans cette étude ont montré que, contrairement à l’utilisation du structurant organique TEAOH, en utilisant un autre structurant, le MTEAOH, ainsi que le Al(o-i-Pr)3, cela a permis la formation de monocristaux ZSM-12 monodisperses dans un temps plus court. L’alcalinité et la teneur en Na jouent également des rôles déterminants lors de ces synthèses. Les structures de types coeur/coquille avec une zéolithe polycristalline silicalite-1 en tant que coquille, entourant un coeur formé par une microsphère de silice mésoporeuse (tailles de particules de 1,5, 3 et 20-45 μm) ont été synthétisés soit sous forme pure ou chargée avec des espèces hôtes métalliques. Des techniques de nucléations de la zéolithe sur le noyau ont été utilisées pour faire croitre la coquille de façon fiable et arriver à former ces matériaux. C’est la qualité des produits finaux en termes de connectivité des réseaux poreux et d’intégrité de la coquille, qui permet d’obtenir une stéréosélectivité. Ceci a été étudié en faisant varier les paramètres de synthèse, par exemple, lors de prétraitements qui comprennent ; la modification de surface, la nucléation, la calcination et le nombre d’étapes secondaires de cristallisation hydrothermale. En fonction de la taille du noyau mésoporeux et des espèces hôtes incorporées, l’efficacité de la nucléation se révèle être influencée par la technique de modification de surface choisie. En effet, les microsphères de silice mésoporeuses contenant des espèces métalliques nécessitent un traitement supplémentaire de fonctionnalisation chimique sur leur surface externe avec des précurseurs tels que le (3-aminopropyl) triéthoxysilane (APTES), plutôt que d’utiliser une modification de surface avec des polymères ioniques. Nous avons également montré que, selon la taille du noyau, de deux à quatre traitements hydrothermaux rapides sont nécessaires pour envelopper totalement le noyau sans aucune agrégation et sans dissoudre le noyau. De tels matériaux avec une enveloppe de tamis moléculaire cristallin peuvent être utilisés dans une grande variété d’applications, en particulier pour de l’adsorption et de la catalyse stéréo-sélective. Ce type de matériaux a été étudié lors d’une série d’expériences sur l’adsorption sélective du glycérol provenant de biodiesel brut avec des compositions différentes et à des températures différentes. Les résultats obtenus ont été comparés à ceux utilisant des adsorbants classiques comme par exemple du gel de sphères de silice mésoporeux, des zéolithes classiques, silicalite-1, Si-BEA et ZSM-5(H+), sous forment de cristaux, ainsi que le mélange physique de ces matériaux références, à savoir un mélange silicalite-1 et le gel de silice sphères. Bien que le gel de sphères de silice mésoporeux ait montré une capacité d’adsorption de glycérol un peu plus élevée, l’étude a révélé que les adsorbants mésoporeux ont tendance à piéger une quantité importante de molécules plus volumineuses, telles que les « fatty acid methyl ester » (FAME), dans leur vaste réseau de pores. Cependant, dans l’adsorbant à porosité hiérarchisée, la fine couche de zéolite silicalite-1 microporeuse joue un rôle de membrane empêchant la diffusion des molécules de FAME dans les mésopores composant le noyau/coeur de l’adsorbant composite, tandis que le volume des mésopores du noyau permet l’adsorption du glycérol sous forme de multicouches. Finalement, cette caractéristique du matériau coeur/coquille a sensiblement amélioré les performances en termes de rendement de purification et de capacité d’adsorption, par rapport à d’autres adsorbants classiques, y compris le gel de silice mésoporeuse et les zéolithes.

EUNIS habitat's thresholds for the Western coast of the Iberian Peninsula — A Portuguese case study

The European Nature Information System (EUNIS) has been implemented for the establishment of a marine European habitats inventory. Its hierarchical classification is defined and relies on environmental variables which primarily constrain biological communities (e.g. substrate types, sea energy level, depth and light penetration). The EUNIS habitat classification scheme relies on thresholds (e.g. fraction of light and energy) which are based on expert judgment or on the empirical analysis of the above environmental data. The present paper proposes to establish and validate an appropriate threshold for energy classes (high, moderate and low) and for subtidal biological zonation (infralittoral and circalittoral) suitable for EUNIS habitat classification of the Western Iberian coast. Kineticwave-induced energy and the fraction of photosynthetically available light exerted on the marine bottom were respectively assigned to the presence of kelp (Saccorhiza polyschides, Laminaria hyperborea and Laminaria ochroleuca) and seaweed species in general. Both data were statistically described, ordered fromthe largest to the smallest and percentile analyseswere independently performed. The threshold between infralittoral and circalittoral was based on the first quartile while the ‘moderate energy’ class was established between the 12.5 and 87.5 percentiles. To avoid data dependence on sampling locations and assess the confidence interval a bootstrap technique was applied. According to this analysis,more than 75% of seaweeds are present at locations where more than 3.65% of the surface light reaches the sea bottom. The range of energy levels estimated using S. polyschides data, indicate that on the IberianWest coast the ‘moderate energy’ areas are between 0.00303 and 0.04385 N/m2 of wave-induced energy. The lack of agreement between different studies in different regions of Europe suggests the need for more standardization in the future. However, the obtained thresholds in the present study will be very useful in the near future to implement and establish the Iberian EUNIS habitats inventory.

Avaliação de métodos de estimação da variância em amostras complexas

A necessidade de conhecer uma população impulsiona um processo de recolha e análise de informação. Usualmente é muito difícil ou impossível estudar a totalidade da população, daí a importância do estudo com recurso a amostras. Conceber um estudo por amostragem é um processo complexo, desde antes da recolha dos dados até a fase de análise dos mesmos. Na maior parte dos estudos utilizam-se combinações de vários métodos probabilísticos de amostragem para seleção de uma amostra, que se pretende representativa da população, denominado delineamento de amostragem complexo. O conhecimento dos erros de amostragem é necessário à correta interpretação dos resultados de inquéritos e à avaliação dos seus planos de amostragem. Em amostras complexas, têm sido usadas aproximações ajustadas à natureza complexa do plano da amostra para a estimação da variância, sendo as mais utilizadas: o método de linearização Taylor e as técnicas de reamostragem e replicação. O principal objetivo deste trabalho é avaliar o desempenho dos estimadores usuais da variância em amostras complexas. Inspirado num conjunto de dados reais foram geradas três populações com características distintas, das quais foram sorteadas amostras com diferentes delineamentos de amostragem, na expectativa de obter alguma indicação sobre em que situações se deve optar por cada um dos estimadores da variância. Com base nos resultados obtidos, podemos concluir que o desempenho dos estimadores da variância da média amostral de Taylor, Jacknife e Bootstrap varia com o tipo de delineamento e população. De um modo geral, o estimador de Bootstrap é o menos preciso e em delineamentos estratificados os estimadores de Taylor e Jackknife fornecem os mesmos resultados; Evaluation of variance estimation methods in complex samples ABSTRACT: The need to know a population drives a process of collecting and analyzing information. Usually is to hard or even impossible to study the whole population, hence the importance of sampling. Framing a study by sampling is a complex process, from before the data collection until the data analysis. Many studies have used combinations of various probabilistic sampling methods for selecting a representative sample of the population, calling it complex sampling design. Knowledge of sampling errors is essential for correct interpretation of the survey results and evaluation of the sampling plans. In complex samples to estimate the variance has been approaches adjusted to the complex nature of the sample plane. The most common are: the linearization method of Taylor and techniques of resampling and replication. The main objective of this study is to evaluate the performance of usual estimators of the variance in complex samples. Inspired on real data we will generate three populations with distinct characteristics. From this populations will be drawn samples using different sampling designs. In the end we intend to get some lights about in which situations we should opt for each one of the variance estimators. Our results show that the performance of the variance estimators of sample mean Taylor, Jacknife and Bootstrap varies with the design and population. In general, the Bootstrap estimator is less precise and in stratified design Taylor and Jackknife estimators provide the same results.

Customer Loyalty toward grocery retailing service: a multidimensional approach to costumer perceived value

Structured abstract Purpose: To deepen, in grocery retail context, the roles of consumer perceived value and consumer satisfaction, as antecedents’ dimensions of customer loyalty intentions. Design/Methodology/approach: Also employing a short version (12-items) of the original 19-item PERVAL scale of Sweeney & Soutar (2001), a structural equation modeling approach was applied to investigate statistical properties of the indirect influence on loyalty of a reflective second order customer perceived value model. The performance of three alternative estimation methods was compared through bootstrapping techniques. Findings: Results provided i) support for the use of the short form of the PERVAL scale in measuring consumer perceived value; ii) the influence of the four highly correlated independent latent predictors on satisfaction was well summarized by a higher-order reflective specification of consumer perceived value; iii) emotional and functional dimensions were determinants for the relationship with the retailer; iv) parameter’s bias with the three methods of estimation was only significant for bootstrap small sample sizes. Research limitations:/implications: Future research is needed to explore the use of the short form of the PERVAL scale in more homogeneous groups of consumers. Originality/value: Firstly, to indirectly explain customer loyalty mediated by customer satisfaction it was adopted a recent short form of PERVAL scale and a second order reflective conceptualization of value. Secondly, three alternative estimation methods were used and compared through bootstrapping and simulation procedures.