973 resultados para First order autoregressive model AR (1)


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2000 Mathematics Subject Classification: 90C46, 90C26, 26B25, 49J52.

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The article attempts to answer the question whether or not the latest bankruptcy prediction techniques are more reliable than traditional mathematical–statistical ones in Hungary. Simulation experiments carried out on the database of the first Hungarian bankruptcy prediction model clearly prove that bankruptcy models built using artificial neural networks have higher classification accuracy than models created in the 1990s based on discriminant analysis and logistic regression analysis. The article presents the main results, analyses the reasons for the differences and presents constructive proposals concerning the further development of Hungarian bankruptcy prediction.

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In our study we rely on a data mining procedure known as support vector machine (SVM) on the database of the first Hungarian bankruptcy model. The models constructed are then contrasted with the results of earlier bankruptcy models with the use of classification accuracy and the area under the ROC curve. In using the SVM technique, in addition to conventional kernel functions, we also examine the possibilities of applying the ANOVA kernel function and take a detailed look at data preparation tasks recommended in using the SVM method (handling of outliers). The results of the models assembled suggest that a significant improvement of classification accuracy can be achieved on the database of the first Hungarian bankruptcy model when using the SVM method as opposed to neural networks.

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Virtual-build-to-order (VBTO) is a form of order fulfilment system in which the producer has the ability to search across the entire pipeline of finished stock, products in production and those in the production plan, in order to find the best product for a customer. It is a system design that is attractive to Mass Customizers, such as those in the automotive sector, whose manufacturing lead time exceeds their customers' tolerable waiting times, and for whom the holding of partly-finished stocks at a fixed decoupling point is unattractive or unworkable. This paper describes and develops the operational concepts that underpin VBTO, in particular the concepts of reconfiguration flexibility and customer aversion to waiting. Reconfiguration is the process of changing a product's specification at any point along the order fulfilment pipeline. The extent to which an order fulfilment system is flexible or inflexible reveals itself in the reconfiguration cost curve, of which there are four basic types. The operational features of the generic VBTO system are described and simulation is used to study its behaviour and performance. The concepts of reconfiguration flexibility and floating decoupling point are introduced and discussed.

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This paper deals with the development and the analysis of asymptotically stable and consistent schemes in the joint quasi-neutral and fluid limits for the collisional Vlasov-Poisson system. In these limits, the classical explicit schemes suffer from time step restrictions due to the small plasma period and Knudsen number. To solve this problem, we propose a new scheme stable for choices of time steps independent from the small scales dynamics and with comparable computational cost with respect to standard explicit schemes. In addition, this scheme reduces automatically to consistent discretizations of the underlying asymptotic systems. In this first work on this subject, we propose a first order in time scheme and we perform a relative linear stability analysis to deal with such problems. The framework we propose permits to extend this approach to high order schemes in the next future. We finally show the capability of the method in dealing with small scales through numerical experiments.

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Both basic and applied research on the construction, implementation, maintenance, and evaluation of classification schemes is called classification theory. If we employ Ritzer’s metatheoretical method of analysis on the over one-hundred year-old body of literature, we can see categories of theory emerge. This paper looks at one particular part of knowledge organization work, namely classification theory, and asks 1) what are the contours of this intellectual space, and, 2) what have we produced in the theoretical reflection on con- structing, implementing, and evaluating classification schemes? The preliminary findings from this work are that classification theory can be separated into three kinds: foundational classification theory, first-order classification theory, and second-order classification theory, each with its own concerns and objects of study.

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We generalize the Liapunov convexity theorem's version for vectorial control systems driven by linear ODEs of first-order p = 1 , in any dimension d ∈ N , by including a pointwise state-constraint. More precisely, given a x ‾ ( ⋅ ) ∈ W p , 1 ( [ a , b ] , R d ) solving the convexified p-th order differential inclusion L p x ‾ ( t ) ∈ co { u 0 ( t ) , u 1 ( t ) , … , u m ( t ) } a.e., consider the general problem consisting in finding bang-bang solutions (i.e. L p x ˆ ( t ) ∈ { u 0 ( t ) , u 1 ( t ) , … , u m ( t ) } a.e.) under the same boundary-data, x ˆ ( k ) ( a ) = x ‾ ( k ) ( a ) & x ˆ ( k ) ( b ) = x ‾ ( k ) ( b ) ( k = 0 , 1 , … , p − 1 ); but restricted, moreover, by a pointwise state constraint of the type 〈 x ˆ ( t ) , ω 〉 ≤ 〈 x ‾ ( t ) , ω 〉 ∀ t ∈ [ a , b ] (e.g. ω = ( 1 , 0 , … , 0 ) yielding x ˆ 1 ( t ) ≤ x ‾ 1 ( t ) ). Previous results in the scalar d = 1 case were the pioneering Amar & Cellina paper (dealing with L p x ( ⋅ ) = x ′ ( ⋅ ) ), followed by Cerf & Mariconda results, who solved the general case of linear differential operators L p of order p ≥ 2 with C 0 ( [ a , b ] ) -coefficients. This paper is dedicated to: focus on the missing case p = 1 , i.e. using L p x ( ⋅ ) = x ′ ( ⋅ ) + A ( ⋅ ) x ( ⋅ ) ; generalize the dimension of x ( ⋅ ) , from the scalar case d = 1 to the vectorial d ∈ N case; weaken the coefficients, from continuous to integrable, so that A ( ⋅ ) now becomes a d × d -integrable matrix; and allow the directional vector ω to become a moving AC function ω ( ⋅ ) . Previous vectorial results had constant ω, no matrix (i.e. A ( ⋅ ) ≡ 0 ) and considered: constant control-vertices (Amar & Mariconda) and, more recently, integrable control-vertices (ourselves).

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In Prior Analytics 1.1–22, Aristotle develops his proof system of non-modal and modal propositions. This system is given in the language of propositions, and Aristotle is concerned with establishing some properties and relations that the expressions of this language enjoy. However, modern scholarship has found some of his results inconsistent with positions defended elsewhere. The set of rules of inference of this system has also caused perplexity: there does not seem to be a single interpretation that validates all the rules which Aristotle is explicitly committed to using in his proofs. Some commentators have argued that these and other problems cannot be successfully addressed from the viewpoint of the traditional, ‘first-order’ interpretation of Aristotle’s syllogistic, whereby propositions are taken to involve quantification over individuals only. Accordingly, this interpretation not only is inadequate for formal analysis, but also stems from a misunderstanding of Aristotle’s ideas about quantification. On the contrary, in this study I purport to vindicate the adequacy and plausibility of the first-order interpretation. Together with some assumptions about the language of propositions and an appropriate regimentation, the first-order interpretation yields promising solutions to many of the problems raised by the modal syllogistic. Thus, I present a reconstruction of the language of propositions and a formal interpretation thereof which will prove respectful and responsive to most of the views endorsed by Aristotle in the ‘modal’ chapters of the Analytics.

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The use of screening techniques, such as an alternative light source (ALS), is important for finding biological evidence at a crime scene. The objective of this study was to evaluate whether biological fluid (blood, semen, saliva, and urine) deposited on different surfaces changes as a function of the age of the sample. Stains were illuminated with a Megamaxx™ ALS System and photographed with a Canon EOS Utility™ camera. Adobe Photoshop™ was utilized to prepare photographs for analysis, and then ImageJ™ was used to record the brightness values of pixels in the images. Data were submitted to analysis of variance using a generalized linear mixed model with two fixed effects (surface and fluid). Time was treated as a random effect (through repeated measures) with a first-order autoregressive covariance structure. Means of significant effects were compared by the Tukey test. The fluorescence of the analyzed biological material varied depending on the age of the sample. Fluorescence was lower when the samples were moist. Fluorescence remained constant when the sample was dry, up to the maximum period analyzed (60 days), independent of the substrate on which the fluid was deposited, showing the novelty of this study. Therefore, the forensic expert can detect biological fluids at the crime scene using an ALS even several days after a crime has occurred.

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The purpose of this work was to determine the safe shelf life of single-base propellants. The kinetic parameters relative to the consumption of the stabilizer diphenylamine (DPA) added to the propellant were determined as a function of the storage and ageing time. High Performance Liquid Chromatography (HPLC) with spectrophotometric detection was used to determine the DPA percentage before and after the artificial ageing at 60, 70 and 80 ºC. The experimental data were very well adjusted to a pseudo-first order kinetic model and the respective kinetic constants are 8.0-10-3 day-1 (60 ºC); 1.9-10-2 day-1 (70 ºC); 1.2-10-1 day-1 (80 ºC). The activation energy was calculated as 130 kJ mol-1 and the half-time for depletion of the DPA at the hypothetical temperature of 40 ºC of storage was estimated as being 6 years.

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This paper presents some improvements in the model proposed by Machado et al. [Machado SL, Carvalho MF, Vilar OM. Constitutive model for municipal solid waste. J Geotech Geoenviron Eng ASCE 2002; 128(11):940-51] now considering the influence of biodegradation of organic matter in the mechanical behavior of municipal solid waste. The original framework considers waste as composed of two component groups; fibers and organic paste. The particular laws of behavior are assessed for each component group and then coupled to represent waste behavior. The improvements introduced in this paper take into account the changes in the properties of fibers and mass loss due to organic matter depletion over time. Mass loss is indirectly calculated considering the MSW gas generation potential through a first order decay model. It is shown that as the biodegradation process occurs the proportion of fibers increases, however, they also undergo a degradation process which tends to reduce their ultimate tensile stress and Young modulus. The way these changes influence the behavior of MSW is incorporated in the final framework which captures the main features of the MSW stress-strain behavior under different loading conditions. (C) 2007 Elsevier Ltd. All rights reserved.

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The effect of flow type and rotor speed was investigated in a round-bottom reactor with 5 L useful volume containing 2.0 L of granular biomass. The reactor treated 2.0 L of synthetic wastewater with a concentration of 800 mgCOD/L in 8-h cycles at 30 degrees C. Five impellers, commonly used in biological processes, have been employed to this end, namely: a turbine and a paddle impeller with six-vertical-flat-blades, a turbine and a paddle impeller with six-45 degrees-inclined-flat-blades and a three-blade-helix impeller. Results showed that altering impeller type and rotor speed did not significantly affect system stability and performance. Average organic matter removal efficiency was about 84% for filtered samples, total volatile acids concentration was below 20 mgHAc/L and bicarbonate alkalinity a little less than 400 mgCaCO(3)/L for most of the investigated conditions. However, analysis of the first-order kinetic model constants showed that alteration in rotor speed resulted in an increase in the values of the kinetic constants (for instance, from 0.57 h(-1) at 50 rpm to 0.84 h(-1) at 75 rpm when the paddle impeller with six-45 degrees-inclined-flat-blades was used) and that axial flow in mechanically stirred reactors is preferable over radial-flow when the vertical-flat-blade impeller is compared to the inclined-flat-blade impeller (for instance at 75 rpm, from 0.52 h(-1) with the six-flat-blade-paddle impeller to 0.84 h(-1) with the six-45 degrees-inclined-flat-blade-paddle impeller), demonstrating that there is a rotor speed and an impeller type that maximize solid-liquid mass transfer in the reaction medium. Furthermore, power consumption studies in this reduced reactor volume showed that no high power transfer is required to improve mass transfer (less than 0.6 kW/10(3) m(3)). (C) 2008 Elsevier Ltd. All rights reserved.

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An investigation was performed on the effect of temperature and organic load on the stability and efficiency of a 1.8-L fluidized-bed anaerobic sequencing batch reactor (ASBR), containing granulated biomass. Assays were carried out employing superficial up How velocity of 7 m/h, total cycle length of 6 h and synthetic wastewater volume of 1.3 L per cycle. The fluidized-bed ASH was operated at 15, 20, 25 and 30 degrees C with influent organic matter concentrations of 500 and 1000 mgCOD/L The system showed stability under all conditions and presented filtered samples removal efficiency ranging from 79 to 86%. A first-order kinetic model could be fitted to the experimental values of the organic matter concentration profiles. The specific kinetic parameter values of this model ranged from 0.0435 to 0.2360 L/(gTVS h) at the implemented operation conditions. in addition, from the slope of an Arrhenius plot, the activation energy values were calculated to be 16,729 and 12,673 cal/mol for operation with 500 and 1000 mgCOD/L, respectively. These results show that treatment of synthetic wastewater. with concentration of 500 mgCOD/L, was more sensitive to temperature variations than treatment of the same residue with concentration of 1000 mgCOD/L. Comparing the activation energy value for operation at 500 mgCOD/L with the value obtained by Agibert et al. (S.A. Agibert, M.B. Moreira, S.M. Ratusznei, J.A.D. Rodrigues, M. Zaiat, E. Foresti. Influence of temperature on performance of an ASBBR with circulation applied to treatment of low-strength wastewater. journal of Applied Biochemistry and Biotechnology, 136 (2007) 193-206) in an ASBBR treating the same wastewater at the same concentration, the value obtained in the fluidized-bed ASBR showed to be superior, indicating that treatment of synthetic wastewater in a reactor containing granulated biomass was more sensitive to temperature variations than the treatment using immobilized biomass. (c) 2008 Elsevier B.V. All rights reserved.

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The objective of this study was to determine the best performance of an anaerobic sequencing batch biofilm reactor (AnSBBR) based on the use of four different bed materials as support for biomass immobilization. The bed materials utilized were Polyurethane foam (PU), vegetal carbon (VC), synthetic pumice (SP), and recycled low-density polyethylene (PE). The AnSBBR. with I total volume Of 7.2 L, was operated in 8-h batch cycles over 10 months, and fed with domestic sewage with an average influent chemical oxygen demand (COD) of 358 +/- 110 mg/L. The average effluent COD values were 121 +/- 31, 208 +/- 54, 233 +/- 52, and 227 +/- 51 mg/L. for PU, VC, SP, and PE, respectively. A modified first-order kinetic model was adjusted to temporal profiles of COD during a batch cycle, and the apparent kinetic constants were 0.52 +/- 0.05, 0.37 +/- 0.05, 0.80 +/- 0.04, and 0.30 +/- 0.021h(-1) for PU, VC, SP, and PE, respectively. Specific substrate utilization rates of 1.08, 0.11, and 0.86 mg COD/mg VS day were obtained for PU, VC, and PE, respectively. Although SP yielded the highest kinetic coefficient, PU was considered the best support, since SP presented loss of chemical constituents during the reactor`s operational phase. In addition, findings oil the microbial community were associated with the reactor`s performance data. Although PE did not show a satisfactory performance, an interesting microbial diversity was found oil its surface. Based oil the morphology and denaturing gradient gel electrophoresis (DGGE) results, PE showed the best capacity for promoting the attachment of methanogenic organisms, and is therefore a material that merits further analysis. PU was considered the Most suitable material showing the best performance in terms of efficiency of solids and COD removal. (C) 2007 Elsevier Ltd. All rights reserved.