949 resultados para Geo-statistical model
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Renewable energy production is a basic supplement to stabilize rapidly increasing global energy demand and skyrocketing energy price as well as to balance the fluctuation of supply from non-renewable energy sources at electrical grid hubs. The European energy traders, government and private company energy providers and other stakeholders have been, since recently, a major beneficiary, customer and clients of Hydropower simulation solutions. The relationship between rainfall-runoff model outputs and energy productions of hydropower plants has not been clearly studied. In this research, association of rainfall, catchment characteristics, river network and runoff with energy production of a particular hydropower station is examined. The essence of this study is to justify the correspondence between runoff extracted from calibrated catchment and energy production of hydropower plant located at a catchment outlet; to employ a unique technique to convert runoff to energy based on statistical and graphical trend analysis of the two, and to provide environment for energy forecast. For rainfall-runoff model setup and calibration, MIKE 11 NAM model is applied, meanwhile MIKE 11 SO model is used to track, adopt and set a control strategy at hydropower location for runoff-energy correlation. The model is tested at two selected micro run-of-river hydropower plants located in South Germany. Two consecutive calibration is compromised to test the model; one for rainfall-runoff model and other for energy simulation. Calibration results and supporting verification plots of two case studies indicated that simulated discharge and energy production is comparable with the measured discharge and energy production respectively.
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With the service life of water supply network (WSN) growth, the growing phenomenon of aging pipe network has become exceedingly serious. As urban water supply network is hidden underground asset, it is difficult for monitoring staff to make a direct classification towards the faults of pipe network by means of the modern detecting technology. In this paper, based on the basic property data (e.g. diameter, material, pressure, distance to pump, distance to tank, load, etc.) of water supply network, decision tree algorithm (C4.5) has been carried out to classify the specific situation of water supply pipeline. Part of the historical data was used to establish a decision tree classification model, and the remaining historical data was used to validate this established model. Adopting statistical methods were used to access the decision tree model including basic statistical method, Receiver Operating Characteristic (ROC) and Recall-Precision Curves (RPC). These methods has been successfully used to assess the accuracy of this established classification model of water pipe network. The purpose of classification model was to classify the specific condition of water pipe network. It is important to maintain the pipeline according to the classification results including asset unserviceable (AU), near perfect condition (NPC) and serious deterioration (SD). Finally, this research focused on pipe classification which plays a significant role in maintaining water supply networks in the future.
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This paper uses an output oriented Data Envelopment Analysis (DEA) measure of technical efficiency to assess the technical efficiencies of the Brazilian banking system. Four approaches to estimation are compared in order to assess the significance of factors affecting inefficiency. These are nonparametric Analysis of Covariance, maximum likelihood using a family of exponential distributions, maximum likelihood using a family of truncated normal distributions, and the normal Tobit model. The sole focus of the paper is on a combined measure of output and the data analyzed refers to the year 2001. The factors of interest in the analysis and likely to affect efficiency are bank nature (multiple and commercial), bank type (credit, business, bursary and retail), bank size (large, medium, small and micro), bank control (private and public), bank origin (domestic and foreign), and non-performing loans. The latter is a measure of bank risk. All quantitative variables, including non-performing loans, are measured on a per employee basis. The best fits to the data are provided by the exponential family and the nonparametric Analysis of Covariance. The significance of a factor however varies according to the model fit although it can be said that there is some agreements between the best models. A highly significant association in all models fitted is observed only for nonperforming loans. The nonparametric Analysis of Covariance is more consistent with the inefficiency median responses observed for the qualitative factors. The findings of the analysis reinforce the significant association of the level of bank inefficiency, measured by DEA residuals, with the risk of bank failure.
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This study aims to contribute on the forecasting literature in stock return for emerging markets. We use Autometrics to select relevant predictors among macroeconomic, microeconomic and technical variables. We develop predictive models for the Brazilian market premium, measured as the excess return over Selic interest rate, Itaú SA, Itaú-Unibanco and Bradesco stock returns. We nd that for the market premium, an ADL with error correction is able to outperform the benchmarks in terms of economic performance. For individual stock returns, there is a trade o between statistical properties and out-of-sample performance of the model.
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This study aims to contribute on the forecasting literature in stock return for emerging markets. We use Autometrics to select relevant predictors among macroeconomic, microeconomic and technical variables. We develop predictive models for the Brazilian market premium, measured as the excess return over Selic interest rate, Itaú SA, Itaú-Unibanco and Bradesco stock returns. We find that for the market premium, an ADL with error correction is able to outperform the benchmarks in terms of economic performance. For individual stock returns, there is a trade o between statistical properties and out-of-sample performance of the model.
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Reviewing the de nition and measurement of speculative bubbles in context of contagion, this paper analyses the DotCom bubble in American and European equity markets using the dynamic conditional correlation (DCC) model proposed by (Engle and Sheppard 2001) as on one hand as an econometrics explanation and on the other hand the behavioral nance as an psychological explanation. Contagion is de ned in this context as the statistical break in the computed DCCs as measured by the shifts in their means and medians. Even it is astonishing, that the contagion is lower during price bubbles, the main nding indicates the presence of contagion in the di¤erent indices among those two continents and proves the presence of structural changes during nancial crisis
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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In this paper, we proposed a flexible cure rate survival model by assuming the number of competing causes of the event of interest following the Conway-Maxwell distribution and the time for the event to follow the generalized gamma distribution. This distribution can be used to model survival data when the hazard rate function is increasing, decreasing, bathtub and unimodal-shaped including some distributions commonly used in lifetime analysis as particular cases. Some appropriate matrices are derived in order to evaluate local influence on the estimates of the parameters by considering different perturbations, and some global influence measurements are also investigated. Finally, data set from the medical area is analysed.
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
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Purpose: The aim of the study was to compare the effects of renal ice slush hypothermia and the use of trimetazidine in the protection against ischemia/reperfusion (I/R) injury.Materials and Methods: Fifteen farm pigs were submitted to left kidney ischemia and right nephrectomy during the same procedure. Animals were divided into three groups. Group 1 was submitted to warm ischemia; Group 2 was submitted to cold ischemia with ice slush; and Group 3 received trimetazidine 20 mg one day and 4 hours before surgery. Ischemia time was 120 minutes in all three groups. Serum creatinine (SCr) and plasma iohexol clearance (CLioh) were measured before surgery and on postoperative days (PODs) 1,3,7, and 14. Semi-quantitative analyses of histological alterations were performed by a pathologist. A p value of < 0.05 was considered significant.Results: All groups showed elevation of serum creatinine in the first week. Serum creatinine was higher in Group 3 in the first and third postoperative days (Mean Cr: 5.5 and 8.1 respectively). Group 2 showed a lower increase in creatinine and a lower decrease in iohexol clearance than the others. Renal function stabilized in the fourteenth POD in all three groups. Analyses of histological alterations did not reach statistical significance between groups.Conclusion: Trimetazidine did not show protection against renal I/R injury in comparison to warm ischemia or hypothermia in a porcine model submitted to 120 minutes of renal ischemia.
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Purpose: The aim of this study was to evaluate quantitatively and qualitatively the influence of estrogen deficiency on autogenous bone block grafts in aged variectomized rats. Materials and Methods: Fifty 12-month-old female Wistar rats were used in the study. They were divided into 2 groups, an ovariectomized group and a sham-operated group. After 30 days the animals received autogenous block bone grafts on the angle of the mandible, harvested from the calvaria. The animals were euthanized at 7, 14, or 28 days postoperatively. Results: Histologic analysis showed that at 7 days postsurgery, the interface between graft and recipient site in the sham-operated group appeared filled by a granulation tissue with angiogenic activity, whereas the ovariectomized group still exhibited a blood clot and a granulation tissue in organization. on the 14th postoperative day, the interface in the shamoperated group was partially filled by newly formed bone establishing a union between the graft and the recipient site. The interface in the ovariectomized group was typically filled by granulation tissue with discrete osteogenic activity in most specimens. on the 28th postoperative day, the graft in the sham-operated group appeared histologically integrated to the mandible. However, the interface in the ovariectomized group appeared partially filled by newly formed bone, with areas of interposed connective tissue. The statistical analysis revealed that bone neoformation was significantly greater in the sham-operated group (57.41% at 14 days and 68.35 at 28 days) in comparison with the ovariectomized group (40.82% at 14 days and 53.09 at 28 days) at the 5% level. Conclusion: The estrogen depletion caused by the ovariectomy hindered the healing process of autogenous block bone grafts placed in the mandibles of aged rats.
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Statistical analysis of data is crucial in cephalometric investigations. There are certainly excellent examples of good statistical practice in the field, but some articles published worldwide have carried out inappropriate analyses. Objective: The purpose of this study was to show that when the double records of each patient are traced on the same occasion, a control chart for differences between readings needs to be drawn, and limits of agreement and coefficients of repeatability must be calculated. Material and methods: Data from a well-known paper in Orthodontics were used for showing common statistical practices in cephalometric investigations and for proposing a new technique of analysis. Results: A scatter plot of the two radiograph readings and the two model readings with the respective regression lines are shown. Also, a control chart for the mean of the differences between radiograph readings was obtained and a coefficient of repeatability was calculated. Conclusions: A standard error assuming that mean differences are zero, which is referred to in Orthodontics and Facial Orthopedics as the Dahlberg error, can be calculated only for estimating precision if accuracy is already proven. When double readings are collected, limits of agreement and coefficients of repeatability must be calculated. A graph with differences of readings should be presented and outliers discussed.
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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)