Previsão de demanda de veículos automotores através do modelo de regressão linear múltipla

This study aimed to model a equation for the demand of automobiles and light commercial vehicles, based on the data from February 2007 to July 2014, through a multiple regression analysis. The literature review consists of an information collection of the history of automotive industry, and it has contributed to the understanding of the current crisis that affects this market, which consequence was a large reduction in sales. The model developed was evaluated by a residual analysis and also was used an adhesion test - F test - with a significance level of 5%. In addition, a coefficient of determination (R2) of 0.8159 was determined, indicating that 81.59% of the demand for automobiles and light commercial vehicles can be explained by the regression variables: interest rate, unemployment rate, broad consumer price index (CPI), gross domestic product (GDP) and tax on industrialized products (IPI). Finally, other ten samples, from August 2014 to May 2015, were tested in the model in order to validate its forecasting quality. Finally, a Monte Carlo Simulation was run in order to obtain a distribution of probabilities of future demands. It was observed that the actual demand in the period after the sample was in the range that was most likely to occur, and that the GDP and the CPI are the variable that have the greatest influence on the developed model

Local power properties of some asymptotic tests in symmetric linear regression models

In this paper we obtain asymptotic expansions, up to order n(-1/2) and under a sequence of Pitman alternatives, for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of symmetric linear regression models. This is a wide class of models which encompasses the t model and several other symmetric distributions with longer-than normal tails. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2011 Elsevier B.V. All rights reserved.

A multiple time scale survival model with a cure fraction

Many recent survival studies propose modeling data with a cure fraction, i.e., data in which part of the population is not susceptible to the event of interest. This event may occur more than once for the same individual (recurrent event). We then have a scenario of recurrent event data in the presence of a cure fraction, which may appear in various areas such as oncology, finance, industries, among others. This paper proposes a multiple time scale survival model to analyze recurrent events using a cure fraction. The objective is analyzing the efficiency of certain interventions so that the studied event will not happen again in terms of covariates and censoring. All estimates were obtained using a sampling-based approach, which allows information to be input beforehand with lower computational effort. Simulations were done based on a clinical scenario in order to observe some frequentist properties of the estimation procedure in the presence of small and moderate sample sizes. An application of a well-known set of real mammary tumor data is provided.

Nuclear-modification factor for open-heavy-flavor production at forward rapidity in Cu plus Cu collisions at root s(NN)=200 GeV

Background: Heavy-flavor production in p + p collisions is a good test of perturbative-quantum-chromodynamics (pQCD) calculations. Modification of heavy-flavor production in heavy-ion collisions relative to binary-collision scaling from p + p results, quantified with the nuclear-modification factor (R-AA), provides information on both cold-and hot-nuclear-matter effects. Midrapidity heavy-flavor R-AA measurements at the Relativistic Heavy Ion Collider have challenged parton-energy-loss models and resulted in upper limits on the viscosity-entropy ratio that are near the quantum lower bound. Such measurements have not been made in the forward-rapidity region. Purpose: Determine transverse-momentum (p(T)) spectra and the corresponding R-AA for muons from heavy-flavor meson decay in p + p and Cu + Cu collisions at root s(NN) = 200 GeV and y = 1.65. Method: Results are obtained using the semileptonic decay of heavy-flavor mesons into negative muons. The PHENIX muon-arm spectrometers measure the p(T) spectra of inclusive muon candidates. Backgrounds, primarily due to light hadrons, are determined with a Monte Carlo calculation using a set of input hadron distributions tuned to match measured-hadron distributions in the same detector and statistically subtracted. Results: The charm-production cross section in p + p collisions at root s = 200 GeV, integrated over p(T) and in the rapidity range 1.4 < y < 1.9, is found to be d(sigma e (e) over bar)/dy = 0.139 +/- 0.029 (stat)(-0.058)(+0.051) (syst) mb. This result is consistent with a perturbative fixed-order-plus-next-to-leading-log calculation within scale uncertainties and is also consistent with expectations based on the corresponding midrapidity charm-production cross section measured by PHENIX. The R-AA for heavy-flavor muons in Cu + Cu collisions is measured in three centrality bins for 1 < p(T) < 4 GeV/c. Suppression relative to binary-collision scaling (R-AA < 1) increases with centrality. Conclusions: Within experimental and theoretical uncertainties, the measured charm yield in p + p collisions is consistent with state-of-the-art pQCD calculations. Suppression in central Cu + Cu collisions suggests the presence of significant cold-nuclear-matter effects and final-state energy loss.

Bartlett corrections in Birnbaum-Saunders nonlinear regression models

Lemonte and Cordeiro [Birnbaum-Saunders nonlinear regression models, Comput. Stat. Data Anal. 53 (2009), pp. 4441-4452] introduced a class of Birnbaum-Saunders (BS) nonlinear regression models potentially useful in lifetime data analysis. We give a general matrix Bartlett correction formula to improve the likelihood ratio (LR) tests in these models. The formula is simple enough to be used analytically to obtain several closed-form expressions in special cases. Our results generalize those in Lemonte et al. [Improved likelihood inference in Birnbaum-Saunders regressions, Comput. Stat. DataAnal. 54 (2010), pp. 1307-1316], which hold only for the BS linear regression models. We consider Monte Carlo simulations to show that the corrected tests work better than the usual LR tests.

A new method for calculating the convergent point of a moving group

Context. Convergent point (CP) search methods are important tools for studying the kinematic properties of open clusters and young associations whose members share the same spatial motion. Aims. We present a new CP search strategy based on proper motion data. We test the new algorithm on synthetic data and compare it with previous versions of the CP search method. As an illustration and validation of the new method we also present an application to the Hyades open cluster and a comparison with independent results. Methods. The new algorithm rests on the idea of representing the stellar proper motions by great circles over the celestial sphere and visualizing their intersections as the CP of the moving group. The new strategy combines a maximum-likelihood analysis for simultaneously determining the CP and selecting the most likely group members and a minimization procedure that returns a refined CP position and its uncertainties. The method allows one to correct for internal motions within the group and takes into account that the stars in the group lie at different distances. Results. Based on Monte Carlo simulations, we find that the new CP search method in many cases returns a more precise solution than its previous versions. The new method is able to find and eliminate more field stars in the sample and is not biased towards distant stars. The CP solution for the Hyades open cluster is in excellent agreement with previous determinations.

Local power and size properties of the LR, Wald, score and gradient tests in dispersion models

We derive asymptotic expansions for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in the class of dispersion models, under a sequence of Pitman alternatives. The asymptotic distributions of these statistics are obtained for testing a subset of regression parameters and for testing the precision parameter. Based on these nonnull asymptotic expansions, the power of all four tests, which are equivalent to first order, are compared. Furthermore, in order to compare the finite-sample performance of these tests in this class of models, Monte Carlo simulations are presented. An empirical application to a real data set is considered for illustrative purposes. (C) 2012 Elsevier B.V. All rights reserved.

QSAR models for inhibitors of physiological impact of Escherichia coli that leads to diarrhea

Quantitative structure – activity relationships (QSARs) developed to evaluate percentage of inhibition of STa-stimulated (Escherichia coli) cGMP accumulation in T84 cells are calculated by the Monte Carlo method. This endpoint represents a measure of biological activity of a substance against diarrhea. Statistical quality of the developed models is quite good. The approach is tested using three random splits of data into the training and test sets. The statistical characteristics for three splits are the following: (1) n = 20, r2 = 0.7208, q2 = 0.6583, s = 16.9, F = 46 (training set); n = 11, r2 = 0.8986, s = 14.6 (test set); (2) n = 19, r2 = 0.6689, q2 = 0.5683, s = 17.6, F = 34 (training set); n = 12, r2 = 0.8998, s = 12.1 (test set); and (3) n = 20, r2 = 0.7141, q2 = 0.6525, s = 14.7, F = 45 (training set); n = 11, r2 = 0.8858, s = 19.5 (test set). Based on the proposed here models hypothetical compounds which can be useful agents against diarrhea are suggested.

A bayesian model for mixed responses and skew laten variable to measure HRQoL in children

The aim of the thesi is to formulate a suitable Item Response Theory (IRT) based model to measure HRQoL (as latent variable) using a mixed responses questionnaire and relaxing the hypothesis of normal distributed latent variable. The new model is a combination of two models already presented in literature, that is, a latent trait model for mixed responses and an IRT model for Skew Normal latent variable. It is developed in a Bayesian framework, a Markov chain Monte Carlo procedure is used to generate samples of the posterior distribution of the parameters of interest. The proposed model is test on a questionnaire composed by 5 discrete items and one continuous to measure HRQoL in children, the EQ-5D-Y questionnaire. A large sample of children collected in the schools was used. In comparison with a model for only discrete responses and a model for mixed responses and normal latent variable, the new model has better performances, in term of deviance information criterion (DIC), chain convergences times and precision of the estimates.

Messung der Zerfallsasymmetrien der radiativen Hyperonzerfälle Xi 0 Lambda gamma und Xi 0 Sigma 0 gamma mit dem NA48/1-Experiment

Der radiative Zerfall eines Hyperons in ein leichteres Hyperon und ein Photon erlaubt eine Untersuchung der Struktur der elektroschwachen Wechselwirkung von Hadronen. Dazu wird die Zerfallsasymmetrie $alpha$ betrachtet. Sie beschreibt die Verteilung des Tochterhyperons bezüglich der Polarisation $vec{P}$ des Mutterhyperons mit $dN / d cos(Theta) propto 1 + alpha |vec{P}| cos(Theta)$, wobei $Theta$ der Winkel zwischen $vec{P}$ und dem Impuls des Tochterhyperons ist. Von besonderem Interesse ist der radiative Zerfall $Xi^0 to Lambda gamma$, für den alle Rechnungen auf Quarkniveau eine positive Asymmetrie vorhersagen, wohingegen bisher eine negative Asymmetrie von $alpha_{Lambda gamma} = -0,73 +- 0,17$ gemessen wurde. Ziel dieser Arbeit war es, die bisherigen Messungen zu überprüfen und die Asymmetrie mit einer deutlich höheren Präzision zu bestimmen. Ferner wurden die Zerfallsasymmetrie des radiativen Zerfalls $Xi^0 to Sigma^0 gamma$ ermittelt und zum Test der angewandten Analysemethode der gut bekannte Zerfall $Xi^0 to Lambda pi^0$ herangezogen. Während der Datennahme im Jahr 2002 zeichnete das NA48/1-Experiment am CERN gezielt seltene $K_S$- und Hyperonzerfälle auf. Damit konnte der weltweit größte Datensatz an $Xi^0$-Zerfällen gewonnen werden, aus dem etwa 52.000 $Xi^0 to Lambda gamma$-Zerfälle, 15.000 $Xi^0 to Sigma^0 gamma$-Zerfälle und 4 Mill. $Xi^0 to Lambda pi^0$-Zerfälle mit nur geringem Untergrund extrahiert wurden. Ebenso wurden die entsprechenden $antiXi$-Zerfälle mit etwa einem Zehntel der obigen Ereigniszahlen registriert. Die Bestimmung der Zerfallsasymmetrien erfolgte durch den Vergleich der gemessene Daten mit einer detaillierten Detektorsimulation und führte zu den folgenden Resultaten dieser Arbeit: $alpha_{Lambda gamma} = -0,701 +- 0,019_{stat} +- 0,064_{sys}$, $alpha_{Sigma^0 gamma} = -0,683 +- 0,032_{stat} +- 0,077_{sys}$, $alpha_{Lambda pi^0} = -0,439 +- 0,002_{stat} +- 0,056_{sys}$, $alpha_{antiLambda gamma} = 0,772 +- 0,064_{stat} +- 0,066_{sys}$, $alpha_{antiSigma^0 gamma} = 0,811 +- 0,103_{stat} +- 0,135_{sys}$, $alpha_{antiLambda pi^0} = 0,451 +- 0,005_{stat} +- 0,057_{sys}$. Somit konnte die Unsicherheit der $Xi^0 to Lambda gamma$-Zerfallsasymmetrie auf etwa ein Drittel reduziert werden. Ihr negatives Vorzeichen und damit der Widerspruch zu den Vorhersagen der Quarkmodellrechnungen ist so zweifelsfrei bestätigt. Mit den zum ersten Mal gemessenen $antiXi$-Asymmetrien konnten zusätzlich Grenzen auf eine mögliche CP-Verletzung in den $Xi^0$-Zerfällen, die $alpha_{Xi^0} neq -alpha_{antiXi}$ zur Folge hätte, bestimmt werden.

Crystal phases and glassy dynamics in monodisperse hard ellipsoids

We have performed Monte Carlo and molecular dynamics simulations of suspensions of monodisperse, hard ellipsoids of revolution. Hard-particle models play a key role in statistical mechanics. They are conceptually and computationally simple, and they offer insight into systems in which particle shape is important, including atomic, molecular, colloidal, and granular systems. In the high density phase diagram of prolate hard ellipsoids we have found a new crystal, which is more stable than the stretched FCC structure proposed previously . The new phase, SM2, has a simple monoclinic unit cell containing a basis of two ellipsoids with unequal orientations. The angle of inclination is very soft for length-to-width (aspect) ratio l/w=3, while the other angles are not. A symmetric state of the unit cell exists, related to the densest-known packings of ellipsoids; it is not always the stable one. Our results remove the stretched FCC structure for aspect ratio l/w=3 from the phase diagram of hard, uni-axial ellipsoids. We provide evidence that this holds between aspect ratios 3 and 6, and possibly beyond. Finally, ellipsoids in SM2 at l/w=1.55 exhibit end-over-end flipping, warranting studies of the cross-over to where this dynamics is not possible. Secondly, we studied the dynamics of nearly spherical ellipsoids. In equilibrium, they show a first-order transition from an isotropic phase to a rotator phase, where positions are crystalline but orientations are free. When over-compressing the isotropic phase into the rotator regime, we observed super-Arrhenius slowing down of diffusion and relaxation, and signatures of the cage effect. These features of glassy dynamics are sufficiently strong that asymptotic scaling laws of the Mode-Coupling Theory of the glass transition (MCT) could be tested, and were found to apply. We found strong coupling of positional and orientational degrees of freedom, leading to a common value for the MCT glass-transition volume fraction. Flipping modes were not slowed down significantly. We demonstrated that the results are independent of simulation method, as predicted by MCT. Further, we determined that even intra-cage motion is cooperative. We confirmed the presence of dynamical heterogeneities associated with the cage effect. The transit between cages was seen to occur on short time scales, compared to the time spent in cages; but the transit was shown not to involve displacements distinguishable in character from intra-cage motion. The presence of glassy dynamics was predicted by molecular MCT (MMCT). However, as MMCT disregards crystallization, a test by simulation was required. Glassy dynamics is unusual in monodisperse systems. Crystallization typically intervenes unless polydispersity, network-forming bonds or other asymmetries are introduced. We argue that particle anisometry acts as a sufficient source of disorder to prevent crystallization. This sheds new light on the question of which ingredients are required for glass formation.

Feasibility study of performing high precision gamma spectroscopy of lambda lambda hypernuclei in the PANDA experiment

Hypernuclear physics is currently attracting renewed interest, due tornthe important role of hypernuclei spectroscopy rn(hyperon-hyperon and hyperon-nucleon interactions) rnas a unique toolrnto describe the baryon-baryon interactions in a unified way and to rnunderstand the origin of their short-range.rnrnHypernuclear research will be one of the main topics addressed by the {sc PANDA} experimentrnat the planned Facility for Antiproton and Ion Research {sc FAIR}.rnThanks to the use of stored $overline{p}$ beams, copiousrnproduction of double $Lambda$ hypernuclei is expected at thern{sc PANDA} experiment, which will enable high precision $gamma$rnspectroscopy of such nuclei for the first time.rnAt {sc PANDA} excited states of $Xi^-$ hypernuclei will be usedrnas a basis for the formation of double $Lambda$ hypernuclei.rnFor their detection, a devoted hypernuclear detector setup is planned. This setup consists ofrna primary nuclear target for the production of $Xi^{-}+overline{Xi}$ pairs, a secondary active targetrnfor the hypernuclei formation and the identification of associated decay products and a germanium array detector to perform $gamma$ spectroscopy.rnrnIn the present work, the feasibility of performing high precision $gamma$rnspectroscopy of double $Lambda$ hypernuclei at the {sc PANDA} experiment has been studiedrnby means of a Monte Carlo simulation. For this issue, the designing and simulation of the devoted detector setup as well as of the mechanism to produce double $Lambda$ hypernuclei have been optimizedrntogether with the performance of the whole system. rnIn addition, the production yields of double hypernuclei in excitedrnparticle stable states have been evaluated within a statistical decay model.rnrnA strategy for the unique assignment of various newly observed $gamma$-transitions rnto specific double hypernuclei has been successfully implemented by combining the predicted energy spectra rnof each target with the measurement of two pion momenta from the subsequent weak decays of a double hypernucleus.rn% Indeed, based on these Monte Carlo simulation, the analysis of the statistical decay of $^{13}_{Lambda{}Lambda}$B has been performed. rn% As result, three $gamma$-transitions associated to the double hypernuclei $^{11}_{Lambda{}Lambda}$Bern% and to the single hyperfragments $^{4}_{Lambda}$H and $^{9}_{Lambda}$Be, have been well identified.rnrnFor the background handling a method based on time measurement has also been implemented.rnHowever, the percentage of tagged events related to the production of $Xi^{-}+overline{Xi}$ pairs, variesrnbetween 20% and 30% of the total number of produced events of this type. As a consequence, further considerations have to be made to increase the tagging efficiency by a factor of 2.rnrnThe contribution of the background reactions to the radiation damage on the germanium detectorsrnhas also been studied within the simulation. Additionally, a test to check the degradation of the energyrnresolution of the germanium detectors in the presence of a magnetic field has also been performed.rnNo significant degradation of the energy resolution or in the electronics was observed. A correlationrnbetween rise time and the pulse shape has been used to correct the measured energy. rnrnBased on the present results, one can say that the performance of $gamma$ spectroscopy of double $Lambda$ hypernuclei at the {sc PANDA} experiment seems feasible.rnA further improvement of the statistics is needed for the background rejection studies. Moreover, a more realistic layout of the hypernuclear detectors has been suggested using the results of these studies to accomplish a better balance between the physical and the technical requirements.rn

Optimierungen des Nachweises von Supernovae in IceCube

Kernkollaps-Supernovae werden von einem massiven Ausbruch niederenergetischer Neutrinos begleitet. Sie zählen zu den energiereichsten Erscheinungen im Universum und stellen die derzeit einzig bekannte Quelle extrasolarer Neutrinos dar.rnDie Detektion einer solchen Neutrinosignatur würde zu einem tieferen Verständnis des bislang unzureichend bekannten stellaren Explosionsmechanismus führen. rnDarüber hinaus würden neue Einblicke in den Bereich der Teilchenphysik und der Supernova-Modellierung ermöglicht. Das sich zur Zeit am geographischen Südpol im Aufbau befindliche Neutrinoteleskop IceCube wird 2011 fertig gestellt sein.rnIceCube besteht im endgültigen Ausbau aus 5160 Photovervielfachern, die sich in gitterförmiger Anordnung in Tiefen zwischen 1450m und 2450m unter der Eisoberfläche befinden. Durch den Nachweis von Tscherenkow-Photonenrnim antarktischen Gletscher ist es in der Lage, galaktische Supernovae über einen kollektiven Anstieg der Rauschraten in seinen Photonenvervielfachern nachzuweisen.rnIn dieser Arbeit werden verschiedene Studien zur Implementierung einer künstlichen Totzeit vorgestellt, welche korreliertes Rauschen unterdrücken und somit das Signal-Untergund-Verhältnis maximieren würden.rnEin weiterer Teil dieser Dissertation bestand in der Integration der Supernova-Datenakquise eine neue Experiment-Steuerungssoftware.rnFür den Analyseteil der Arbeit wurde ein Monte-Carlo für IceCube entwickelt und Neutinooszillations-Mechanismen und eine Reihe von Signalmodellen integriert. Ein Likelihoodhypothesen-Test wurde verwendet, um die Unterscheidbarkeit verschiedener Supernova- beziehungsweise Neutrinooszillations-Szenarien zu untersuchen. Desweiteren wurde analysiert inwieweit sich Schock-Anregungen und QCD-Phasenübergnag im Verlauf des Explosionsprozesses detektieren lassen.

Multidimensional item response theory models with general and specific latent traits for ordinal data

The aim of the thesis is to propose a Bayesian estimation through Markov chain Monte Carlo of multidimensional item response theory models for graded responses with complex structures and correlated traits. In particular, this work focuses on the multiunidimensional and the additive underlying latent structures, considering that the first one is widely used and represents a classical approach in multidimensional item response analysis, while the second one is able to reflect the complexity of real interactions between items and respondents. A simulation study is conducted to evaluate the parameter recovery for the proposed models under different conditions (sample size, test and subtest length, number of response categories, and correlation structure). The results show that the parameter recovery is particularly sensitive to the sample size, due to the model complexity and the high number of parameters to be estimated. For a sufficiently large sample size the parameters of the multiunidimensional and additive graded response models are well reproduced. The results are also affected by the trade-off between the number of items constituting the test and the number of item categories. An application of the proposed models on response data collected to investigate Romagna and San Marino residents' perceptions and attitudes towards the tourism industry is also presented.

Feasibility studies for accessing nucleon structure observables with the PANDA experiment at the future FAIR facility

The availability of a high-intensity antiproton beam with momentum up to 15,GeV/c at the future FAIR will open a unique opportunity to investigate wide areas of nuclear physics with the $overline{P}$ANDA (anti{$overline{P}$}roton ANnihilations at DArmstadt) detector. Part of these investigations concern the Electromagnetic Form Factors of the proton in the time-like region and the study of the Transition Distribution Amplitudes, for which feasibility studies have been performed in this Thesis. rnMoreover, simulations to study the efficiency and the energy resolution of the backward endcap of the electromagnetic calorimeter of $overline{P}$ANDA are presented. This detector is crucial especially for the reconstruction of processes like $bar pprightarrow e^+ e^- pi^0$, investigated in this work. Different arrangements of dead material were studied. The results show that both, the efficiency and the energy resolution of the backward endcap of the electromagnetic calorimeter fullfill the requirements for the detection of backward particles, and that this detector is necessary for the reconstruction of the channels of interest. rnrnThe study of the annihilation channel $bar pprightarrow e^+ e^-$ will improve the knowledge of the Electromagnetic Form Factors in the time-like region, and will help to understand their connection with the Electromagnetic Form Factors in the space-like region. In this Thesis the feasibility of a measurement of the $bar pprightarrow e^+ e^-$ cross section with $overline{P}$ANDA is studied using Monte-Carlo simulations. The major background channel $bar pprightarrow pi^+ pi^-$ is taken into account. The results show a $10^9$ background suppression factor, which assure a sufficiently clean signal with less than 0.1% background contamination. The signal can be measured with an efficiency greater than 30% up to $s=14$,(GeV/c)$^2$. The Electromagnetic Form Factors are extracted from the reconstructed signal and corrected angular distribution. Above this $s$ limit, the low cross section will not allow the direct extraction of the Electromagnetic Form Factors. However, the total cross section can still be measured and an extraction of the Electromagnetic Form Factors is possible considering certain assumptions on the ratio between the electric and magnetic contributions.rnrnThe Transition Distribution Amplitudes are new non-perturbative objects describing the transition between a baryon and a meson. They are accessible in hard exclusive processes like $bar pprightarrow e^+ e^- pi^0$. The study of this process with $overline{P}$ANDA will test the Transition Distribution Amplitudes approach. This work includes a feasibility study for measuring this channel with $overline{P}$ANDA. The main background reaction is here $bar pprightarrow pi^+ pi^- pi^0$. A background suppression factor of $10^8$ has been achieved while keeping a signal efficiency above 20%.rnrnrnPart of this work has been published in the European Physics Journal A 44, 373-384 (2010).rn