956 resultados para Multinomial logit models with random coefficients (RCL)
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O objetivo desta dissertação, de forma geral, foi estimar empiricamente a probabilidade de imigração interestadual de trabalhadores qualificados para o Brasil. Consideraram-se tanto as variáveis relativas ao indivíduo quanto as variáveis relacionadas aos fatores regionais de origem e destino do imigrante e as análises foram feitas para os anos de 2001, 2006 e 2011. Para estimar os coeficientes das variáveis explicativas foram utilizados os modelos probit e logit. Os bancos de dados utilizados foram os microdados da PNAD e os principais resultados mostram que o principal polo de atração de trabalhadores qualificados é o estado de São Paulo. Em geral a probabilidade de migração de trabalhadores qualificados é maior para os indivíduos do sexo masculino, brancos e solteiros. Pessoas mais jovens e com maiores salários também são mais propensas a serem imigrantes qualificados.
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Survival analysis is applied when the time until the occurrence of an event is of interest. Such data are routinely collected in plant diseases, although applications of the method are uncommon. The objective of this study was to use two studies on post-harvest diseases of peaches, considering two harvests together and the existence of random effect shared by fruits of a same tree, in order to describe the main techniques in survival analysis. The nonparametric Kaplan-Meier method, the log-rank test and the semi-parametric Cox's proportional hazards model were used to estimate the effect of cultivars and the number of days after full bloom on the survival to the brown rot symptom and the instantaneous risk of expressing it in two consecutive harvests. The joint analysis with baseline effect, varying between harvests, and the confirmation of the tree effect as a grouping factor with random effect were appropriate to interpret the phenomenon (disease) evaluated and can be important tools to replace or complement the conventional analysis, respecting the nature of the variable and the phenomenon.
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Introduction and Objectives. Laparoscopic surgery has undeniable advantages, such as reduced postoperative pain, smaller incisions, and faster recovery. However, to improve surgeons’ performance, ergonomic adaptations of the laparoscopic instruments and introduction of robotic technology are needed. The aim of this study was to ascertain the influence of a new hand-held robotic device for laparoscopy (HHRDL) and 3D vision on laparoscopic skills performance of 2 different groups, naïve and expert. Materials and Methods. Each participant performed 3 laparoscopic tasks—Peg transfer, Wire chaser, Knot—in 4 different ways. With random sequencing we assigned the execution order of the tasks based on the first type of visualization and laparoscopic instrument. Time to complete each laparoscopic task was recorded and analyzed with one-way analysis of variance. Results. Eleven experts and 15 naïve participants were included. Three-dimensional video helps the naïve group to get better performance in Peg transfer, Wire chaser 2 hands, and Knot; the new device improved the execution of all laparoscopic tasks (P < .05). For expert group, the 3D video system benefited them in Peg transfer and Wire chaser 1 hand, and the robotic device in Peg transfer, Wire chaser 1 hand, and Wire chaser 2 hands (P < .05). Conclusion. The HHRDL helps the execution of difficult laparoscopic tasks, such as Knot, in the naïve group. Three-dimensional vision makes the laparoscopic performance of the participants without laparoscopic experience easier, unlike those with experience in laparoscopic procedures.
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The disposition effect predicts that investors tend to sell winning stocks too soon and ride losing stocks too long. Despite the wide range of research evidence about this issue, the reasons that lead investors to act this way are still subject to much controversy between rational and behavioral explanations. In this article, the main goal was to test two competing behavioral motivations to justify the disposition effect: prospect theory and mean reversion bias. To achieve it, an analysis of monthly transactions for a sample of 51 Brazilian equity funds from 2002 to 2008 was conducted and regression models with qualitative dependent variables were estimated in order to set the probability of a manager to realize a capital gain or loss as a function of the stock return. The results brought evidence that prospect theory seems to guide the decision-making process of the managers, but the hypothesis that the disposition effect is due to mean reversion bias could not be confirmed.
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Although stock prices fluctuate, the variations are relatively small and are frequently assumed to be normal distributed on a large time scale. But sometimes these fluctuations can become determinant, especially when unforeseen large drops in asset prices are observed that could result in huge losses or even in market crashes. The evidence shows that these events happen far more often than would be expected under the generalized assumption of normal distributed financial returns. Thus it is crucial to properly model the distribution tails so as to be able to predict the frequency and magnitude of extreme stock price returns. In this paper we follow the approach suggested by McNeil and Frey (2000) and combine the GARCH-type models with the Extreme Value Theory (EVT) to estimate the tails of three financial index returns DJI,FTSE 100 and NIKKEI 225 representing three important financial areas in the world. Our results indicate that EVT-based conditional quantile estimates are much more accurate than those from conventional AR-GARCH models assuming normal or Student’s t-distribution innovations when doing out-of-sample estimation (within the insample estimation, this is so for the right tail of the distribution of returns).
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Tribimaximal leptonic mixing is a mass-independent mixing scheme consistent with the present solar and atmospheric neutrino data. By conveniently decomposing the effective neutrino mass matrix associated to it, we derive generic predictions in terms of the parameters governing the neutrino masses. We extend this phenomenological analysis to other mass-independent mixing schemes which are related to the tribimaximal form by a unitary transformation. We classify models that produce tribimaximal leptonic mixing through the group structure of their family symmetries in order to point out that there is often a direct connection between the group structure and the phenomenological analysis. The type of seesaw mechanism responsible for neutrino masses plays a role here, as it restricts the choices of family representations and affects the viability of leptogenesis. We also present a recipe to generalize a given tribimaximal model to an associated model with a different mass-independent mixing scheme, which preserves the connection between the group structure and phenomenology as in the original model. This procedure is explicitly illustrated by constructing toy models with the transpose tribimaximal, bimaximal, golden ratio, and hexagonal leptonic mixing patterns.
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In this work we develop and investigate generalized populational growth models, adjusted from Beta(p, 2) densities, with Allee effect. The use of a positive parameter leads the presented generalization, which yields some more flexible models with variable extinction rates. An Allee limit is incorporated so that the models under study have strong Allee effect.
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In this paper we define and investigate generalized Richards' growth models with strong and weak Allee effects and no Allee effect. We prove the transition from strong Allee effect to no Allee effect, passing through the weak Allee effect, depending on the implicit conditions, which involve the several parameters considered in the models. New classes of functions describing the existence or not of Allee effect are introduced, a new dynamical approach to Richards' populational growth equation is established. These families of generalized Richards' functions are proportional to the right hand side of the generalized Richards' growth models proposed. Subclasses of strong and weak Allee functions and functions with no Allee effect are characterized. The study of their bifurcation structure is presented in detail, this analysis is done based on the configurations of bifurcation curves and symbolic dynamics techniques. Generically, the dynamics of these functions are classified in the following types: extinction, semi-stability, stability, period doubling, chaos, chaotic semistability and essential extinction. We obtain conditions on the parameter plane for the existence of a weak Allee effect region related to the appearance of cusp points. To support our results, we present fold and flip bifurcations curves and numerical simulations of several bifurcation diagrams.
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A multiresidue gas chromatographic method for the determination of six fungicides (captan, chlorthalonil, folpet, iprodione, procymidone and vinclozolin) and one acaricide (dicofol) in still and fortified wines was developed. Solid-phase microextraction (SPME) was chosen for the extraction of the compounds from the studied matrices and tandem mass spectrometry (MS/MS) detection was used. The extraction consists in a solvent free and automated procedure and the detection is highly sensitive and selective. Good linearity was obtained with correlation coefficients of regression (R2) > 0.99 for all the compounds. Satisfactory results of repeatability and intermediate precision were obtained for most of the analytes (RSD < 20%). Recoveries from spiked wine ranged from 80.1% to 112.0%. Limits of quantification (LOQs) were considerably below the proposedmaximumresidue limits (MRLs) for these compounds in grapes and below the suggested limits for wine (MRLs/10), with the exception of captan.
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Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Electrónica e Telecomunicações
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A geração de trajectórias de robôs em tempo real é uma tarefa muito complexa, não
existindo ainda um algoritmo que a permita resolver de forma eficaz. De facto, há
controladores eficientes para trajectórias previamente definidas, todavia, a adaptação a
variações imprevisíveis, como sendo terrenos irregulares ou obstáculos, constitui ainda um
problema em aberto na geração de trajectórias em tempo real de robôs.
Neste trabalho apresentam-se modelos de geradores centrais de padrões de locomoção
(CPGs), inspirados na biologia, que geram os ritmos locomotores num robô quadrúpede.
Os CPGs são modelados matematicamente por sistemas acoplados de células (ou
neurónios), sendo a dinâmica de cada célula dada por um sistema de equações diferenciais
ordinárias não lineares. Assume-se que as trajectórias dos robôs são constituídas por esta
parte rítmica e por uma parte discreta. A parte discreta pode ser embebida na parte rítmica,
(a.1) como um offset ou (a.2) adicionada às expressões rítmicas, ou (b) pode ser calculada
independentemente e adicionada exactamente antes do envio dos sinais para as articulações
do robô. A parte discreta permite inserir no passo locomotor uma perturbação, que poderá
estar associada à locomoção em terrenos irregulares ou à existência de obstáculos na
trajectória do robô. Para se proceder á análise do sistema com parte discreta, será variado o
parâmetro g. O parâmetro g, presente nas equações da parte discreta, representa o offset do
sinal após a inclusão da parte discreta.
Revê-se a teoria de bifurcação e simetria que permite a classificação das soluções
periódicas produzidas pelos modelos de CPGs com passos locomotores quadrúpedes. Nas
simulações numéricas, usam-se as equações de Morris-Lecar e o oscilador de Hopf como
modelos da dinâmica interna de cada célula para a parte rítmica. A parte discreta é
modelada por um sistema inspirado no modelo VITE. Medem-se a amplitude e a
frequência de dois passos locomotores para variação do parâmetro g, no intervalo [-5;5].
Consideram-se duas formas distintas de incluir a parte discreta na parte rítmica: (a) como
um (a.1) offset ou (a.2) somada nas expressões que modelam a parte rítmica, e (b) somada
ao sinal da parte rítmica antes de ser enviado às articulações do robô. No caso (a.1),
considerando o oscilador de Hopf como dinâmica interna das células, verifica-se que a amplitude e frequência se mantêm constantes para -5
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QuEChERS method was evaluated for extraction of 16 PAHs from fish samples. For a selective measurement of the compounds, extracts were analysed by LC with fluorescence detection. The overall analytical procedure was validated by systematic recovery experiments at three levels and by using the standard reference material SRM 2977 (mussel tissue). The targeted contaminants, except naphthalene and acenaphthene, were successfully extracted from SRM 2977 with recoveries ranging from 63.5–110.0% with variation coefficients not exceeding 8%. The optimum QuEChERS conditions were the following: 5 g of homogenised fish sample, 10 mL of ACN, agitation performed by vortex during 3 min. Quantification limits ranging from 0.12– 1.90 ng/g wet weight (0.30–4.70 µg/L) were obtained. The optimized methodology was applied to assess the safety concerning PAHs contents of horse mackerel (Trachurus trachurus), chub mackerel (Scomber japonicus), sardine (Sardina pilchardus) and farmed seabass (Dicentrarchus labrax). Although benzo(a)pyrene, the marker used for evaluating the carcinogenic risk of PAHs in food, was not detected in the analysed samples (89 individuals corresponding to 27 homogenized samples), the overall mean concentration ranged from 2.52 l 1.20 ng/g in horse mackerel to 14.6 ± 2.8 ng/ g in farmed seabass. Significant differences were found between the mean PAHs concentrations of the four groups.
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Zero valent iron (ZVI) has been extensively used as a reactive medium for the reduction of Cr(VI) to Cr(III) in reactive permeable barriers. The kinetic rate depends strongly on the superficial oxidation of the iron particles used and the preliminary washing of ZVI increases the rate. The reaction has been primarily modelled using a pseudo-first-order kinetics which is inappropriate for a heterogeneous reaction. We assumed a shrinking particle type model where the kinetic rate is proportional to the available iron surface area, to the initial volume of solution and to the chromium concentration raised to a power ˛ which is the order of the chemical reaction occurring at surface. We assumed α= 2/3 based on the likeness to the shrinking particle models with spherical symmetry. Kinetics studies were performed in order to evaluate the suitability of this approach. The influence of the following parameters was experimentally studied: initial available surface area, chromium concentration, temperature and pH. The assumed order for the reaction was confirmed. In addition, the rate constant was calculated from data obtained in different operating conditions. Digital pictures of iron balls were periodically taken and the image treatment allowed for establishing the time evolution of their size distribution.
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Due to usage conditions, hazardous environments or intentional causes, physical and virtual systems are subject to faults in their components, which may affect their overall behaviour. In a ‘black-box’ agent modelled by a set of propositional logic rules, in which just a subset of components is externally visible, such faults may only be recognised by examining some output function of the agent. A (fault-free) model of the agent’s system provides the expected output given some input. If the real output differs from that predicted output, then the system is faulty. However, some faults may only become apparent in the system output when appropriate inputs are given. A number of problems regarding both testing and diagnosis thus arise, such as testing a fault, testing the whole system, finding possible faults and differentiating them to locate the correct one. The corresponding optimisation problems of finding solutions that require minimum resources are also very relevant in industry, as is minimal diagnosis. In this dissertation we use a well established set of benchmark circuits to address such diagnostic related problems and propose and develop models with different logics that we formalise and generalise as much as possible. We also prove that all techniques generalise to agents and to multiple faults. The developed multi-valued logics extend the usual Boolean logic (suitable for faultfree models) by encoding values with some dependency (usually on faults). Such logics thus allow modelling an arbitrary number of diagnostic theories. Each problem is subsequently solved with CLP solvers that we implement and discuss, together with a new efficient search technique that we present. We compare our results with other approaches such as SAT (that require substantial duplication of circuits), showing the effectiveness of constraints over multi-valued logics, and also the adequacy of a general set constraint solver (with special inferences over set functions such as cardinality) on other problems. In addition, for an optimisation problem, we integrate local search with a constructive approach (branch-and-bound) using a variety of logics to improve an existing efficient tool based on SAT and ILP.
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Dissertação de natureza Científica para obtenção do grau de Mestre em Engenharia Civil