937 resultados para Algoritmic pairs trading, statistical arbitrage, Kalman filter, mean reversion.


Relevância:

20.00% 20.00%

Publicador:

Resumo:

This paper proposes a template for modelling complex datasets that integrates traditional statistical modelling approaches with more recent advances in statistics and modelling through an exploratory framework. Our approach builds on the well-known and long standing traditional idea of 'good practice in statistics' by establishing a comprehensive framework for modelling that focuses on exploration, prediction, interpretation and reliability assessment, a relatively new idea that allows individual assessment of predictions. The integrated framework we present comprises two stages. The first involves the use of exploratory methods to help visually understand the data and identify a parsimonious set of explanatory variables. The second encompasses a two step modelling process, where the use of non-parametric methods such as decision trees and generalized additive models are promoted to identify important variables and their modelling relationship with the response before a final predictive model is considered. We focus on fitting the predictive model using parametric, non-parametric and Bayesian approaches. This paper is motivated by a medical problem where interest focuses on developing a risk stratification system for morbidity of 1,710 cardiac patients given a suite of demographic, clinical and preoperative variables. Although the methods we use are applied specifically to this case study, these methods can be applied across any field, irrespective of the type of response.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

We assayed mtDNA haplotype [300 base pairs (bp) control region] geography and genealogy in the Indo-Pacific tasselfish, Polynemus sheridani from its contiguous estuarine distribution across northern Australia (n = 169). Eight estuaries were sampled from three oceanographic regions (Timor Sea, Gulf of Carpentaria and the Coral Sea) to assess the impact of Pleistocene sea level changes on the historical connectivity among P. sheridani populations. Specifically, we investigated the genetic consequences of disruption to Indian-Pacific Ocean connectivity brought about by the closure of the Torres Strait. Overall there was significant population subdivision among estuaries (F-ST = 0.161, (Phi(ST) = 0.187). Despite a linear distribution, P. sheridani did not show isolation by distance over the entire sampled range because of genetic similarity of estuaries greater than 3000 km apart. However, significant isolation by distance was detected between estuaries separated by less than 3000 km of coastline. Unlike many genetic studies of Indo-Pacific marine species, there was no evidence for an historical division between eastern and western populations. Instead, phylogeographical patterns were dominated by a starlike intraspecific phylogeny coupled with evidence for population expansion in both the Gulf of Carpentaria and the Coral Sea but not the Timor Sea. This was interpreted as evidence for recent west to east recolonization across of northern Australia following the last postglacial marine advance. We argue that although sufficient time has elapsed postcolonization for populations to approach gene flow-drift equilibrium over smaller spatial scales (< 3000 km), the signal of historical colonization persists to obscure the expected equilibrium pattern of isolation by distance over large spatial scales (> 3000 km).

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Localization of signaling complexes to specific micro-domains coordinates signal transduction at the plasma membrane. Using immunogold electron microscopy of plasma membrane sheets coupled with spatial point pattern analysis, we have visualized morphologically featureless microdomains including lipid rafts, in situ and at high resolution. We find that an inner-plasma membrane lipid raft marker displays cholesterol-dependent clustering in microdomains with a mean diameter of 44 nm that occupy 35% of the cell surface. Cross-linking an outer-leaflet raft protein results in the redistribution of inner leaflet rafts, but they retain their modular structure. Analysis of Ras microlocalization shows that inactive H-ras is distributed between lipid rafts and a cholesterol-independent micro-domain. Conversely, activated H-ras and K-ras reside predominantly in nonoverlapping, cholesterol-independent microdomains. Galectin-1 stabilizes the association of activated H-ras with these nonraft microdomains, whereas K-ras clustering is supported by farnesylation, but not geranylgeranylation. These results illustrate that the inner plasma membrane comprises a complex mosaic of discrete microdomains. Differential spatial localization within this framework can likely account for the distinct signal outputs from the highly homologous Ras proteins.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Sensitivity of output of a linear operator to its input can be quantified in various ways. In Control Theory, the input is usually interpreted as disturbance and the output is to be minimized in some sense. In stochastic worst-case design settings, the disturbance is considered random with imprecisely known probability distribution. The prior set of probability measures can be chosen so as to quantify how far the disturbance deviates from the white-noise hypothesis of Linear Quadratic Gaussian control. Such deviation can be measured by the minimal Kullback-Leibler informational divergence from the Gaussian distributions with zero mean and scalar covariance matrices. The resulting anisotropy functional is defined for finite power random vectors. Originally, anisotropy was introduced for directionally generic random vectors as the relative entropy of the normalized vector with respect to the uniform distribution on the unit sphere. The associated a-anisotropic norm of a matrix is then its maximum root mean square or average energy gain with respect to finite power or directionally generic inputs whose anisotropy is bounded above by a0. We give a systematic comparison of the anisotropy functionals and the associated norms. These are considered for unboundedly growing fragments of homogeneous Gaussian random fields on multidimensional integer lattice to yield mean anisotropy. Correspondingly, the anisotropic norms of finite matrices are extended to bounded linear translation invariant operators over such fields.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

A number of studies indicated that lineages of animals with high rates of mitochondrial (mt) gene rearrangement might have high rates of mt nucleotide substitution. We chose the hemipteroid assemblage and the Insecta to test the idea that rates of mt gene rearrangement and mt nucleotide substitution are correlated. For this purpose, we sequenced the mt genome of a lepidopsocid from the Psocoptera, the only order of hemipteroid insects for which an entire mtDNA sequence is not available. The mt genome of this lepidopsocid is circular, 16,924 bp long, and contains 37 genes and a putative control region; seven tRNA genes and a protein-coding gene in this genome have changed positions relative to the ancestral arrangement of mt genes of insects. We then compared the relative rates of nucleotide substitution among species from each of the four orders of hemipteroid insects and among the 20 insects whose mt genomes have been sequenced entirely. All comparisons among the hernipteroid insects showed that species with higher rates of gene rearrangement also had significantly higher rates of nucleotide substitution statistically than did species with lower rates of gene rearrangement. In comparisons among the 20 insects, where the mt genomes of the two species differed by more than five breakpoints, the more rearranged species always had a significantly higher rate of nucleotide substitution than the less rearranged species. However, in comparisons where the mt genomes of two species differed by five or less breakpoints, the more rearranged species did not always have a significantly higher rate of nucleotide substitution than the less rearranged species. We tested the statistical significance of the correlation between the rates of mt gene rearrangement and mt nucleotide substitution with nine pairs of insects that were phylogenetically independent from one 2 another. We found that the correlation was positive and statistically significant (R-2 = 0.73, P = 0.01; R-s = 0.67, P < 0.05). We propose that increased rates of nucleotide substitution may lead to increased rates of gene rearrangement in the mt genomes of insects.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Bound and resonance states of HO2 have been calculated quantum mechanically by the Lanczos homogeneous filter diagonalization method [Zhang and Smith, Phys. Chem. Chem. Phys. 3, 2282 (2001); J. Chem. Phys. 115, 5751 (2001)] for nonzero total angular momentum J = 1,2,3. For lower bound states, agreement between the results in this paper and previous work is quite satisfactory; while for high lying bound states and resonances these are the first reported results. A helicity quantum number V assignment (within the helicity conserving approximation) is performed and the results indicate that for lower bound states it is possible to assign the V quantum numbers unambiguously, but for resonances it is impossible to assign the V helicity quantum numbers due to strong mixing. In fact, for the high-lying bound states, the mixing has already appeared. These results indicate that the helicity conserving approximation is not good for the resonance state calculations and exact quantum calculations are needed to accurately describe the reaction dynamics for HO2 system. Analysis of the resonance widths shows that most of the resonances are overlapping and the interferences between them lead to large fluctuations from one resonance to another. In accord with the conclusions from earlier J = 0 calculations, this indicates that the dissociation of HO2 is essentially irregular. (C) 2003 American Institute of Physics.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Purpose. As reductions in dermal clearance increase the residence time of solutes in the skin and underlying tissues we compared the topical penetration of potentially useful vasoconstrictors (VCs) through human epidermis as both free bases and ion-pairs with salicylic acid (SA). Methods. We determined the in vitro epidermal flux of ephedrine, naphazoline, oxymetazoline, phenylephrine, and xylometazoline applied as saturated solutions in propylene glycol: water (1: 1) and of ephedrine, naphazoline and tetrahydrozoline as 10% solutions of 1: 1 molar ratio ion-pairs with SA in liquid paraffin. Results. As free bases, ephedrine had the highest maximal flux, Jmax = 77.4 +/- 11.7 mug/cm(2)/h, being 4-fold higher than tetrahydrozoline and xylometazoline, 6-fold higher than phenylephrine, 10-fold higher than naphazoline and 100-fold higher than oxymetazoline. Stepwise regression of solute physicochemical properties identified melting point as the most significant predictor of flux. As ion-pairs with SA, ephedrine and naphazoline had similar fluxes (11.5 +/- 2.3 and 12.0 +/- 1.6 mug/cm(2)/h respectively), whereas tetrahydrozoline was approximately 3-fold slower. Corresponding fluxes of SA from the ion-pairs were 18.6 +/- 0.6, 7.8 +/- 0.8 and 1.1 +/- 0.1 respectively. Transdermal transport of VC's is discussed. Conclusions. Epidermal retention of VCs and SA did not correspond to their molar ratio on application and confirmed that following partitioning into the stratum corneum, ion-pairs separate and further penetration is governed by individual solute characteristics.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

O cultivo do caf uma das atividades do agronegcio de maior importncia socioeconmica dentre as diferentes atividades ligadas ao comrcio agrcola mundial. Uma das maiores contribuies da gentica quantitativa para o melhoramento gentico a possibilidade de prever ganhos genticos. Quando diferentes critrios de seleo so considerados, a predio de ganhos referentes a cada critrio tem grande importncia, pois indica os melhoristas sobre como utilizar o material gentico disponvel, visando obter o mximo de ganhos possvel para as caractersticas de interesse. O presente trabalho foi instalado em julho de 2004, na Fazenda Experimental de Bananal do Norte, conduzida pelo Incaper, no distrito de Pacotuba, municpio de Cachoeiro de Itapemirim, regio Sul do Estado, com o objetivo de selecionar as melhores plantas entre e dentro de prognies de meios- irmos de Coffea canephora, por meio de diferentes critrios de seleo. Foram realizadas anlises de varincia individuais e conjuntas para 26 prognies de meios- irmos Coffea canephora. O delineamento experimental utilizado foi em blocos ao acaso com quatro testemunhas adicionais com quatro repeties e parcela composta por cinco plantas, com o espaamento de 3,0 m x 1,2 m. Neste trabalho, considerou-se os dados das ltimas cinco colheitas. As caractersticas mensuradas foram: florescimento, maturao, tamanho do gro, peso, porte, vigor, ferrugem, mancha cercspora, seca de ponteiros, escala geral, porcentagem de frutos boia e bicho mineiro. Todas as anlises estatsticas foram realizadas com o aplicativo computacional em gentica e estatstica (GENES). Foram estimados os ganhos de seleo em funo da porcentagem de seleo de 20% entre e dentro, sendo as mesmas mantidas para todas as caractersticas. Todas as caractersticas foram submetidas a seleo no sentido positivo, exceto para florescimento, porte, ferrugem, mancha cercspora, seca de ponteiros, porcentagem de frutos boia e bicho mineiro, para obter decrscimo em suas mdias originais. Os critrios de seleo estudados foram: seleo convencional entre e dentro das famlias, ndice de seleo combinada, seleo massal e seleo massal estratificada. Esta dissertao composta por dois captulos, em que foram realizadas anlises biomtricas, como a obteno de estimativas de parmetros genticos. Na maioria das caractersticas estudadas, verificaram-se diferenas significativas (P<0,05) para gentipos que, associados aos coeficientes de variao genotpicos e tambm ao coeficiente de determinao genotpico e relao CVg/CVe, indicam a existncia de variabilidade gentica nos materiais genticos para a maioria das caractersticas e condies favorveis para obteno de ganhos genticos pela seleo. Essas caractersticas tambm foram correlacionadas. Os dados foram submetidos s anlises de varincia e multivariada, aplicando-se a tcnica de agrupamento e UPGMA, teste de mdias e estudo de correlaes. Na tcnica de agrupamento, foi utilizada a distncia generalizada de Mahalanobis como medida de dissimilaridade, e na delimitao dos grupos, o mtodo de Tocher. Foi encontrada diversidade gentica para as caractersticas associadas qualidade fisiolgica, mobilizao de reserva das sementes, dimenses e biomassa das plntulas. Quatro grupos de gentipos puderam ser formados. Peso de massa seca de sementes, reduo de reserva de sementes e peso de massa seca de plntulas esto positivamente correlacionados entre si, enquanto a reduo de reserva das sementes e a eficincia na converso dessas reservas em plntulas esto negativamente correlacionadas. De acordo com os resultados obtidos, verificou-se que todas as caractersticas apresentaram nveis diferenciados de variabilidade gentica e os critrios de seleo utilizados mostraram-se eficientes para o melhoramento, no qual o ndice de seleo combinada o critrio de seleo que apresentou os melhores resultados em termos de ganhos, sendo indicado como critrio mais apropriado para o melhoramento gentico da populao estudada. Nos estudos de correlaes, em 70% dos casos, a correlao fenotpica foi superior genotpica, mostrando maior influncia dos fatores ambientais em relao aos genotpicos e condies propcias ao melhoramento dos diferentes caracteres. No estudo de divergncia gentica, observou-se que pelo agrupamento de gentipos, pela tcnica de Tocher, indicou que os gentipos foram distribudos em trs grupos.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

O conhecimento do regime natural de rios relevante, entre diversas razes, para avaliar o impacto antrpico em bacias hidrogrficas. Desta forma, visa criar ferramentas que auxiliem no planejamento eficiente dos recursos hdricos. O rio Santa Maria da Vitria (ES) crucial para o desenvolvimento socioeconmico da Regio Metropolitana da Grande Vitria. Adicionalmente, diversos ecossistemas e comunidades agrcolas dependem deste rio. Sendo a gerao de energia eltrica um dos usos mais significativos do rio Santa Maria da Vitria, atravs das Pequenas Centrais Hidreltricas Rio Bonito e Sua, o objetivo principal desta pesquisa foi buscar uma melhor compreenso da influncia da operao destes empreendimentos na vazo natural deste rio. Alm da anlise das sries de vazes e de precipitaes medidas em Santa Leopoldina, comparando o perodo anterior com o posterior implantao das PCH`s, realizou-se a reconstituio das vazes naturais mdias dirias e mdias mensais a jusante das PCH`s, atravs da tcnica de extenso MOVE.I (tipo 1) e com o auxlio da srie de vazo medida na estao fluviomtrica Marechal Floriano, localizada na bacia hidrogrfica do rio Jucu. Os resultados obtidos, a partir dos dados monitorados na estao Santa Leopoldina, mostraram uma diminuio nas vazes mnimas com 7, 30 e 90 dias de durao para o perodo ps-regulado. Ainda, as vazes de permanncia Q50, Q90 e Q95 e a vazo mdia de longa durao reconstitudas so menores que as vazes observadas em Santa Leopoldina. Alm da presena das PCH`s, as alteraes no uso e cobertura do solo da bacia podem ter influncia sobre os resultados encontrados. As vazes em Santa Leopoldina, devido aos horrios em que so realizadas as medies, podem no representar de forma confivel as oscilaes a jusante das PCH`s. Consequentemente, faz-se necessrio um monitoramento contnuo das vazes a jusante desses empreendimentos e recomenda-se que seja realizada uma nova reconstituio das vazes naturais do rio Santa Maria da Vitria, atravs do balano hdrico dos reservatrios, utilizando os dados operativos das PCH`s.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

O Painel Intergovernamental sobre Mudanas Climticas (IPCC) atravs do seu Quarto Relatrio de Avaliao das Mudanas Climticas Globais (IPCC-AR4), publicado em 2007, atribui as emisses de gases de efeito estufa como a principal causa do aumento mdio das temperaturas e alerta para uma elevao entre 1,8 C e 6,4 C at 2100, podendo modificar assim a aptido climtica para as culturas agrcolas em diversas regies do planeta. Diante disso, existe a necessidade de substituio dos combustveis fsseis por fontes renovveis e limpas de energia, como o etanol. A cana-de-acar apresenta-se, portanto, como uma cultura estratgica na produo do etanol. O presente trabalho teve como objetivos: 1) avaliar o desempenho dos Modelos Climticos Globais (MCGs) do IPCC-AR4 na simulao de dados climticos de temperatura do ar e precipitao pluviomtrica para o perodo anual e mensal; 2) elaborar o zoneamento agroclimtico da cana-de-acar para a Amrica do Sul considerando o clima referncia e o futuro para as dcadas de 2020, 2050 e 2080 em funo do cenrio de emisso A1B considerado pessimista e que usa um equilbrio entre todas as fontes de energia. Para a avaliao do desempenho dos MCGs, foram utilizados dados climticos mdios mensais observados de precipitao e temperatura do ar provenientes do Climatic Research Unit (CRU) e dados simulados oriundos dos 22 MCGs do IPCC (cenrio 20c3m) compreendidos entre o perodo de 1961-1990, alm do Multimodel (ensemble) MM que a mdia da combinao dos dados de todos os modelos. O desempenho dos MCGs foi avaliado pelos ndices estatsticos: desvio padro, correlao, raiz quadrada da mdia do quadrado das diferenas centralizadas e o bias dos dados simulados com os observados, que foram representados no diagrama de Taylor. Para a etapa da elaborao do zoneamento agroclimtico procedeu-se o clculo dos balanos hdricos (referncia e futuros) da cultura, pelo mtodo de Thornthwaite & Mather (1955). Para o cenrio referncia, utilizaram-se dados das mdias mensais da precipitao e temperatura provenientes do CRU, enquanto que para as projees futuras, dados provenientes das anomalias do Multimodel (ensemble) MM para as dcadas de 2020, 2050 e 2080, que foram ajustados, obtendo-se assim as projees futuras para cada perodo analisado. Baseado nos mapas temticos reclassificados de deficincia hdrica anual, temperatura mdia anual, excedente hdrico anual e no ndice de satisfao das necessidades de gua (ISNA), realizou-se uma sobreposio dessas informaes obtendo assim, os mapas finais do zoneamento agroclimtico da cana-de-acar. Posteriormente ao zoneamento, realizou-se a anlise das transies (ganhos, perdas e persistncias) entre as classes de aptido climtica da cultura. Os resultados mostram que o Multimodel (ensemble) MM para o perodo mensal apresenta o melhor desempenho entre os modelos analisados. As reas inaptas correspondem a maior parte da Amrica do Sul e uma expressiva transio entre as classes de aptido climtica da cultura.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

Introduo: A relao entre eventos de vida e o surgimento e progresso do cncer de mama tem sido investigada por alguns estudos. Objetivo: Identificar os eventos de vida ocorridos em mulheres com diagnstico de cncer de mama, examinar o tempo transcorrido entre o evento e o diagnstico, examinar a associao entre a sobrecarga ocasionada pelo evento no momento da ocorrncia e aps o diagnstico e examinar a associao entre metstase e eventos de vida ps diagnstico de cncer de mama. Metodologia: Estudo transversal realizado no Hospital Santa Rita de Cssia, Vitria ES. Compe-se a amostra por 300 mulheres. Coletaram-se os dados no perodo de setembro a dezembro de 2014. Utilizou-se o instrumento Life Events Units LEU/VAS que se baseia na Escala de Avaliao de Reajustamento Social de Holmes e Rahe, que no Brasil foi adaptada por Vasconcellos. Utilizou-se o Pacote Estatstico para Cincias Sociais (SPSS), verso 20.0, para calcular a frequncia, mdia, mediana, desvio padro e aplicar os testes no paramtrico de Wilcoxon e qui-quadrado. Resultados: A mdia de idade foi de 53 anos. Predominou-se mulheres de raa/cor no branca (65%), com menos de 8 anos de estudo (64%) e casadas (54%). Identificou-se que a maioria da amostra relatou pelo menos um evento de vida (99,3%). O principal evento de vida relatado foi morte de algum na famlia. As medianas do tempo transcorrido entre os eventos de vida mais relatados e o diagnstico de cncer de mama variaram de 5 a 15 anos. Observou-se diferena significante (p< 0,05) entre a sobrecarga ocasionada pelos eventos de vida nos dois momentos examinados. Em relao metstase, 31,7% das que tiveram recidivas relataram um ou mais eventos de vida (p= 0,001). Quando considerado o tempo transcorrido entre o diagnstico e o surgimento da metstase nas 46 mulheres, observou-se uma mediana de 18,0 meses. Concluso: Os resultados deste estudo so potencialmente importantes, pois do suporte a uma possvel interao entre eventos de vida ps diagnstico de cncer de mama e metstase. Estudos futuros so necessrios para melhor compreenso desta relao.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

The purpose of this study was to evaluate and establish the mean values of IOP in healthy adult sheep using an applanation tonometer. Information on age, sex, and breed was obtained for all animals included in this study. Twenty five healthy sheep (Ovis aries), of the same breed (Texel), male or female, with three years of age, received an ophthalmic examination in both eyes, including pupillary reflexes, Schirmer tear test, slit lamp biomicroscopy, and fluorescein staining. For all ophthalmic testing, animals were gently physically restrained, with no pressure in the jugular area and the eyelids were carefully open. IOP was measured by applanation tonometry (Tonopen XL). The same examiner performed the tonometry; measurements were taken three times for each eye, and their average was recorded as the IOP of the animal. Statistical analysis was performed using paired t-test and values of P < 0.05 were considered significant. The mean intraocular pressure in the whole group of 50 eyes was of 16.36 +/- 2.19 mm Hg. The mean (SD) IOP in the right eye was of 15.96 +/- 2.02 mm Hg, while the mean (SD) IOP in the left eye was of 16.76 +/- 2.32 mm Hg. Significant differences in IOP were not found between right and left eyes. The applanation tonometer was adequate for measuring the intraocular pressure in sheep. Reference data will assist in diagnosing testing for ophthalmic disease in sheep, as well as promote further studies in this area.

Relevância:

20.00% 20.00%

Publicador:

Resumo:

A growing number of predicting corporate failure models has emerged since 60s. Economic and social consequences of business failure can be dramatic, thus it is not surprise that the issue has been of growing interest in academic research as well as in business context. The main purpose of this study is to compare the predictive ability of five developed models based on three statistical techniques (Discriminant Analysis, Logit and Probit) and two models based on Artificial Intelligence (Neural Networks and Rough Sets). The five models were employed to a dataset of 420 non-bankrupt firms and 125 bankrupt firms belonging to the textile and clothing industry, over the period 200309. Results show that all the models performed well, with an overall correct classification level higher than 90%, and a type II error always less than 2%. The type I error increases as we move away from the year prior to failure. Our models contribute to the discussion of corporate financial distress causes. Moreover it can be used to assist decisions of creditors, investors and auditors. Additionally, this research can be of great contribution to devisers of national economic policies that aim to reduce industrial unemployment.