On measuring quality of a probabilistic commodity forecast for a system that incorporates seasonal climate forecasts

Regional commodity forecasts are being used increasingly in agricultural industries to enhance their risk management and decision-making processes. These commodity forecasts are probabilistic in nature and are often integrated with a seasonal climate forecast system. The climate forecast system is based on a subset of analogue years drawn from the full climatological distribution. In this study we sought to measure forecast quality for such an integrated system. We investigated the quality of a commodity (i.e. wheat and sugar) forecast based on a subset of analogue years in relation to a standard reference forecast based on the full climatological set. We derived three key dimensions of forecast quality for such probabilistic forecasts: reliability, distribution shift, and change in dispersion. A measure of reliability was required to ensure no bias in the forecast distribution. This was assessed via the slope of the reliability plot, which was derived from examination of probability levels of forecasts and associated frequencies of realizations. The other two dimensions related to changes in features of the forecast distribution relative to the reference distribution. The relationship of 13 published accuracy/skill measures to these dimensions of forecast quality was assessed using principal component analysis in case studies of commodity forecasting using seasonal climate forecasting for the wheat and sugar industries in Australia. There were two orthogonal dimensions of forecast quality: one associated with distribution shift relative to the reference distribution and the other associated with relative distribution dispersion. Although the conventional quality measures aligned with these dimensions, none measured both adequately. We conclude that a multi-dimensional approach to assessment of forecast quality is required and that simple measures of reliability, distribution shift, and change in dispersion provide a means for such assessment. The analysis presented was also relevant to measuring quality of probabilistic seasonal climate forecasting systems. The importance of retaining a focus on the probabilistic nature of the forecast and avoiding simplifying, but erroneous, distortions was discussed in relation to applying this new forecast quality assessment paradigm to seasonal climate forecasts. Copyright (K) 2003 Royal Meteorological Society.

Effects of heat treatment on the nutritional value of raw soybean selected for low trypsin inhibitor activity

1. Two broiler experiments and a layer experiments were conducted on Kunitz trypsin inhibitor (Kti) soybeans (SB) of low trypsin inhibitor (TI) activity to determine their nutritive value when included as mash in least-cost poultry diets. 2. Experiment 1 compared chick performance on the Kti or raw SB using a commercial full-fat SB meal (FFSBM) and a solvent extracted SB meal (SBM) as controls during a 20 d experimental period. Broiler experiment 2 compared Kti and raw SB, non-steamed, or steam-pelleted with and without DL-methionine supplementation added to every treatment containing 170 g SB/kg. For each broiler experiment the levels of each SB were 70, 120 and 170 g/kg with the control birds fed only 170 g SB/kg. 3. The layer experiment, compared steam-pelleted Kti and raw SB against a non-steamed Kti and raw SB each fed at two levels (70 and 110 g/kg) x 30 replicates from 29 weeks of age for 19 weeks in a completely randomised design. Production parameters were measured when diets were formulated to contain minimum required specifications and calculated apparent metabolisable energy (AME). At the completion of each trial, 2 broiler birds from each cage and 5 layer birds per treatment were killed, weighed, and their liver and pancreas weighed. 4. Both broiler experiments indicated that production parameters on the Kti SB treatments were significantly lower (P < 0.05) than on the two commercial control SB treatments. However, the Kti treatments were superior to the raw SB treatments. 5. Pancreas weight increased with increasing inclusion of both raw and Kti SB, suggesting that a TI was causing the depression in performance. The AME of the Kti SB was similar to that of commercial FFSB meal. After steam conditioning, the raw SB meal AME value of 9.5 MJ/kg dry matter (DM) was improved to 14.1 MJ/kg DM by reduced TI activity, but this AME improvement with TI activity reduction, plus the supplementation with DL-methionine on birds fed the raw SB had no effect (P > 0.05) on any parameter evaluated in experiment 2. 6. The layer experiment showed that hens on the Kti SB treatments had significantly greater live weight gain (LWG), egg weight and daily egg mass than birds given raw SB. A reduced food intake (FI) was observed in the Kti treatments but egg mass was generally similar to that on the FFSB control diet, indicating that Kti SB supported excellent egg production at an inclusion of 110 g/kg. The depressed performance observed for broiler chicks suggest that younger birds are more susceptible to the effects of SB TI.

Desenvolvimento e análise de uma rede neural artificial para estimativa da erosividade da chuva para o Estado de São Paulo

O conhecimento do valor da erosividade da chuva (R) de determinada localidade é fundamental para a estimativa das perdas de solo feitas a partir da Equação Universal de Perdas de Solo, sendo, portanto, de grande importância no planejamento conservacionista. A fim de obter estimativas do valor de R para localidades onde este é desconhecido, desenvolveu-se uma rede neural artificial (RNA) e analisou-se a acurácia desta com o método de interpolação "Inverso de uma Potência da Distância" (ID). Comparando a RNA desenvolvida com o método de interpolação ID, verificou-se que a primeira apresentou menor erro relativo médio na estimativa de R e melhor índice de confiança, classificado como "Ótimo", podendo, portanto, ser utilizada no planejamento de uso, manejo e conservação do solo no Estado de São Paulo.

O Impacto dos transtornos mentais no trabalho : resultados do estudo epidemiológico de transtornos mentais São Paulo Megacity

O objetivo deste estudo é estimar a prevalência de transtornos mentais de acordo com a situação de emprego por sexo, analisar associações entre os transtornos mentais e situação de emprego, bem como entre a busca de tratamento e situação de emprego dentre os respondentes com transtornos mentais nos últimos 12 meses. Além disso, pretende-se analisar a perda de dias de trabalho devido ao absenteísmo e ao presenteísmo associando-os com os transtornos mentais, dentre os trabalhadores. Os dados foram analisados a partir do Estudo São Paulo Megacity, um estudo de base populacional que avaliou os transtornos mentais em uma amostra probabilística de 5.037 adultos residentes na Região Metropolitana de São Paulo, utilizando a versão do Composite International Diagnostic Interview da Organização Mundial de Saúde. A amostra foi dividida em grupos de acordo com a situação de trabalho – trabalhadores, economicamente inativos e desempregados. A prevalência dos transtornos mentais foi estimada estratificada por sexo, bem como, as associações com as situações de emprego, características sócio-demográficas e procura por tratamento. O número médio de dias perdidos por absenteísmo e presenteísmo na população de trabalhadores foi estimado baseado na Escala de Avaliação de Incapacidade Organização Mundial de Saúde. Os efeitos a nível populacional e os custos financeiros também foram estimados. As associações foram medidas pelo Odds Ratio e calculada através do modelo de regressão logística multinomial. Do total da amostra (n= 5.035), 63% eram trabalhadores, 25% economicamente inativos e 12% desempregados. Os trabalhadores foram associados ao sexo masculino, menor idade, maior número de anos estudados e maior renda. As mulheres apresentaram maior prevalência de transtornos de humor e ansiedade. Os homens foram associados a qualquer transtorno mental, transtorno de humor e transtorno de ansiedade, as mulheres foram associadas a situação de emprego economicamente inactivas e desempregadas. Os homens cuja situação de emprego era trabalhador mostrou maiores prevalências nos transtornos de impulso-controle e nos transtornos por uso de substâncias psicoativas. As mulheres cuja situação de emprego era trabalhador e os homens cuja situação de emprego era economicamente inativos, tiveram maiores prevalências de transtornos mentais. Dentre respondentes com algum transtorno mental, os respondentes economicamente inativos apresentaram associação com a procura de tratamento de saúde geral e de saúde mental. A presença de algum transtorno mental foi associado com 26,8 dias/ano devido ao absenteísmo, 92,2 dias/ano devido ao presenteísmo e 125,9 dias/ano de perda total de trabalho. Os custos anuais da perda de trabalho foram estimados em R$ 2,6 bilhões por ano, correspondentes a R$ 690 milhões por ano devido ao absenteísmo, e R$ 1,9 bilhões por ano devido ao presenteísmo. Nossos resultados fornecem importantes informações epidemiológicas sobre os transtornos mentais e o impacto no trabalho que devem ser levadas em consideração na definição de prioridades para os cuidados em saúde e alocação de recursos.

Critical behavior of a three-dimensional hardcore-cylinder composite system

In this work the critical indices β, γ , and ν for a three-dimensional (3D) hardcore cylinder composite system with short-range interaction have been obtained. In contrast to the 2D stick system and the 3D hardcore cylinder system, the determined critical exponents do not belong to the same universality class as the lattice percolation,although they obey the common hyperscaling relation for a 3D system. It is observed that the value of the correlation length exponent is compatible with the predictions of the mean field theory. It is also shown that, by using the Alexander-Orbach conjuncture, the relation between the conductivity and the correlation length critical exponents has a typical value for a 3D lattice system.

Integration of Individualized Management Systems (MSs) as an Aggregating Factor of Sustainable Value for Organizations: An Overview Through a Review of the Literature

Nowadays, there exist various standards for individual management systems (MSs), at least, one for each stakeholder. New ones will be published. An integrated management system (IMS) aims to integrate some or all components of the business into one coherent and efficient MS. Maximizing integration is more and more a strategic priority in that it constitutes an opportunity to eliminate and/or reduce potential factors of destruction of value for the organizations and also to be more competitive and consequently promote its sustainable success. A preliminary investigation was conducted on a Portuguese industrial company which, over the years, has been adopting gradually, in whole or in part, individualized management system standards (MSSs). A research, through a questionnaire, was performed with the objective to develop, in a real business environment, an adequate and efficient IMS-QES (quality, environment, and safety) model and to potentiate for the future a generic IMS model to integrate other MSSs. The strategy and research methods have taken into consideration the case study. It was obtained a set of relevant conclusions resulting from the statistical analyses of the responses to the survey. Globally, the investigation results, by themselves, justified and prioritized the conception of a model of development of the IMS-QES and consequent definition and validation of a structure of an IMS-QES model, to be implemented at the small- and medium-sized enterprise (SME) where the investigation was conducted.

Sponsoring, brand value and social media

The increasing involvement of individuals in social media over the past decade has enabled firms to pursue new avenues in communication and sponsoring activities. Besides general research on either social media or sponsoring, questions regarding the consequences of a joint activity (sponsoring activities in social media) remain unexplored. Hence, the present study analyses whether the perceived image of the brand and the celebrity endorser credibility of a top sports team influence the perceived brand value of the sponsoring firm in a social media setting. Moreover, these effects are compared between existing customers and non-customers of the sponsoring firm. Interestingly, perceived celebrity endorser credibility plays no role in forming brand value perceptions in the case of the existing customers. Implications for marketing theory and practice are derived.

Avaliação da dose glandular média (MGD) em três sistemas mamográficos

Este estudo tem por objectivos determinar a Dose Glandular Média - Mean Glandular Dose (MGD) - em 3 sistemas de Mamografia e comparar os valores obtidos com os referenciais internacionais. O estudo foi realizado num sistema analógico de Écran-Película (EP) e em dois sistemas de imagem digital (CR e DR). Foi efectuado o cálculo da Entrance Surface Air Kerma (ESAK) e da MGD em três equipamentos a partir de uma amostra de dados referentes a 30 mulheres assintomáticas, com idades compreendidas entre os 40 e 64 anos. Em cada equipamento objecto de análise, foram recolhidos os dados referentes a 10 mulheres. Foram consideradas as projecções crânio-caudal (CC) e oblíqua médio-lateral (MLO). A análise de resultados revelou que o valor de MGD varia quando se compara os três sistemas. Nas incidências CC os valores de MGD obtidos foram de 1,54 mGy (EP), 1,78 mGy (CR) e 0,82 mGy (DR). Nas incidências MLO o valor de MGD foi de 1,53 mGy no sistema EP, de 1,78 mGy no CR e 0,87 mGy no sistema DR. Constata-se que o valor de MGD na incidência de CC é inferior ao valor de MGD na incidência MLO, excepto para o sistema EP. Verifica-se também que o sistema EP apresenta maior variabilidade nos dados de MGD comparativamente com os restantes sistemas. O sistema DR é o que apresenta a menor variabilidade de valores MGD e também valores de MGD mais baixos. Comparando os resultados deste estudo com as referências internacionais, verifica-se que a MGD se encontra abaixo do limite de 2 mGy recomendado. ABSTRACT - This study aims to estimate the Mean Glandular Dose (MGD) associated with three different mammographic systems and compare the results with recommended international reference values. The systems included in the study included a conventional Screen-Film (SF) system and two digital mammography systems (CR and DR). Entrance Surface Air Kerma (ESAK) and MGD associated with each equipment were calculated. A sample of 30 healthy women (age ranging from 40 to 64 years old) undertaking screening mammography was considered in this study. The mammographic exam includes two projections, cranio-caudal (CC) and medio-lateral oblique (MLO). The MGD results obtained for CC projection were 1,54 mGy (SF), 1,78 mGy (CR) and 0,82 mGy (DR). MGD values for the MLO projection were 1,53 mGy (SF), 1,78 mGy (CR) and 0,87 mGy (DR). Results show that MGD value is slightly lower in the CC projection than in MLO, except for the SF system (1,54 mGy; 1,53 mGy). In addition the MGD for the SF system varied more than that associated with the digital systems. The DR system allows a narrow variation of MGD values and also lower MGD values. Comparing this study results with the international references we concluded that MGD values are below the 2 mGy recommended value for the three systems evaluated.

RFID together with multi-agent systems to control global value chains

Nowadays, the cooperative intelligent transport systems are part of a largest system. Transportations are modal operations integrated in logistics and, logistics is the main process of the supply chain management. The supply chain strategic management as a simultaneous local and global value chain is a collaborative/cooperative organization of stakeholders, many times in co-opetition, to perform a service to the customers respecting the time, place, price and quality levels. The transportation, like other logistics operations must add value, which is achieved in this case through compression lead times and order fulfillments. The complex supplier's network and the distribution channels must be efficient and the integral visibility (monitoring and tracing) of supply chain is a significant source of competitive advantage. Nowadays, the competition is not discussed between companies but among supply chains. This paper aims to evidence the current and emerging manufacturing and logistics system challenges as a new field of opportunities for the automation and control systems research community. Furthermore, the paper forecasts the use of radio frequency identification (RFID) technologies integrated into an information and communication technologies (ICT) framework based on distributed artificial intelligence (DAI) supported by a multi-agent system (MAS), as the most value advantage of supply chain management (SCM) in a cooperative intelligent logistics systems. Logistical platforms (production or distribution) as nodes of added value of supplying and distribution networks are proposed as critical points of the visibility of the inventory, where these technological needs are more evident.

Reliability of self-reported weight and height among State bank employees

INTRODUCTION: Self-reported weight and height were compared with direct measurements in order to evaluate the agreement between the two sources. METHOD: Data were obtained from a cross-sectional study on health status from a probabilistic sample of 1,183 employees of a bank, in Rio de Janeiro State, Brazil. Direct measurements were made of 322 employees. Differences between the two sources were evaluated using mean differences, limits of agreement and intraclass correlation coefficient (ICC). RESULTS AND CONCLUSIONS: Men and women tended to underestimate their weight while differences between self-reported and measured height were insignificant. Body mass index (BMI) mean differences were smaller than those observed for weight. ICC was over 0.98 for weight and 0.95 for BMI, expressing close agreement. Combining a graphical method with ICC may be useful in pilot studies to detect populational groups capable of providing reliable information on weight and height, thus minimizing resources needed for field work.

Extreme Value Theory versus traditional GARCH approaches applied to financial data: a comparative evaluation

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).

Quantificação da difusão na ressonância magnética da mama: ADC e Kurtosis

Mestrado em Radiações Aplicadas às Tecnologias da Saúde. Área de especialização: Ressonância Magnética