917 resultados para ARCH and GARCH Models


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The pentrophic membrane (PM) is an anatomical structure surrounding the food bolus in most insects. Rejecting the idea that PM has evolved from coating mucus to play the same protective role as it, novel functions were proposed and experimentally tested. The theoretical principles underlying the digestive enzyme recycling mechanism were described and used to develop an algorithm to calculate enzyme distributions along the midgut and to infer secretory and absorptive sites. The activity of a Spodoptera frugiperda microvillar aminopeptidase decreases by 50% if placed in the presence of midgut contents. S. frugiperda trypsin preparations placed into dialysis bags in stirred and unstirred media have activities of 210 and 160%, respectively, over the activities of samples in a test tube. The ectoperitrophic fluid (EF) present in the midgut caeca of Rhynchosciara americana may be collected. If the enzymes restricted to this fluid are assayed in the presence of PM contents (PMC) their activities decrease by at least 58%. The lack of PM caused by calcofluor feeding impairs growth due to an increase in the metabolic cost associated with the conversion of food into body mass. This probably results from an increase in digestive enzyme excretion and useless homeostatic attempt to reestablish destroyed midgut gradients. The experimental models support the view that PM enhances digestive efficiency by: (a) prevention of non-specific binding of undigested material onto cell Surface; (b) prevention of excretion by allowing enzyme recycling powered by an ectoperitrophic counterflux of fluid; (c) removal from inside PM of the oligomeric molecules that may inhibit the enzymes involved in initial digestion; (d) restriction of oligomer hydrolases to ectoperitrophic space (ECS) to avoid probable partial inhibition by non-dispersed undigested food. Finally,PM functions are discussed regarding insects feeding on any diet. (C) 2008 Elsevier Ltd. All rights reserved.

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This paper will verify the existence of asymmetric information in Brazilian stock market through tests on stocks prices behavior of Brazilian companies during 1990-1996 period. The analysis will be conducted in the context of an equilibrium model of the issue-invest decision developed by Myers e Majluf. This study will seek to discuss new asymmetric information measures using statistic models ARCH and GARCH which consider data series heterocedasticity. Therefore, we will try to amply the concept of correct measure suggested by Nathalie Dierkens.

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Asset allocation decisions and value at risk calculations rely strongly on volatility estimates. Volatility measures such as rolling window, EWMA, GARCH and stochastic volatility are used in practice. GARCH and EWMA type models that incorporate the dynamic structure of volatility and are capable of forecasting future behavior of risk should perform better than constant, rolling window volatility models. For the same asset the model that is the ‘best’ according to some criterion can change from period to period. We use the reality check test∗ to verify if one model out-performs others over a class of re-sampled time-series data. The test is based on re-sampling the data using stationary bootstrapping. For each re-sample we check the ‘best’ model according to two criteria and analyze the distribution of the performance statistics. We compare constant volatility, EWMA and GARCH models using a quadratic utility function and a risk management measurement as comparison criteria. No model consistently out-performs the benchmark.

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This article presents a detailed study of the application of different additive manufacturing technologies (sintering process, three-dimensional printing, extrusion and stereolithographic process), in the design process of a complex geometry model and its moving parts. The fabrication sequence was evaluated in terms of pre-processing conditions (model generation and model STL SLI), generation strategy and physical model post-processing operations. Dimensional verification of the obtained models was undertook by projecting structured light (optical scan), a relatively new technology of main importance for metrology and reverse engineering. Studies were done in certain manufacturing time and production costs, which allowed the definition of an more comprehensive evaluation matrix of additive technologies.

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Os modelos de bielas e tirantes são procedimentos de análise apropriados para projetar elementos de concreto armado em casos de regiões onde há alterações geométricas ou concentrações de tensões, denominadas regiões D. Trata-se de bons modelos de representação da estrutura para avaliar melhor o seu comportamento estrutural e seu mecanismo resistente. O presente artigo aplica a técnica da otimização topológica para identificar o fluxo de tensões nas estruturas, definindo a configuração dos membros de bielas e tirantes, e quantifica seus valores para dimensionamento. Utilizam-se o método ESO, e uma variante desse, o SESO (Smoothing ESO) com o método dos elementos finitos em elasticidade plana. A filosofia do SESO baseia-se na observação de que se o elemento não for necessário à estrutura, sua contribuição de rigidez vai diminuindo progressivamente. Isto é, sua remoção é atenuada nos valores da matriz constitutiva, como se este estivesse em processo de danificação. Para validar a presente formulação, apresentam-se alguns exemplos numéricos onde se comparam suas respostas com as advindas de trabalhos científicos pioneiros sobre o assunto.

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The purpose of this study was to assess the presence and the degree of expression of the molar tubercle according to sex, dentition and hemi-arches. Study casts of 126 patients were assessed, and those were under orthodontic treatment at the University of Franca, UNIFRAN; they were from both sexs, from 4 to 13 years old. The upper second primary molars and the upper first permanent molars, from both sides, were evaluated regarding the presence and the degree of expression of the molar tubercle. For an association study, the qui-square test was utilized. The concordance about the presence or absence of the molar tubercle according to dentition, hemi-arch and sex, was estimated by the Kappa Statistics. There was a sexual dimorphism concerning the presence/absence of the molar tubercle (p=0.009), however there was no significant association between the degree of expression of the tubercle and the sex (p=0.791). The molar tubercle was more frequently observed in the male sex, in upper second primary molars and in the form of depression. There was a significant and "moderate" concordance between the left and right sides in primary dentition (k=0.596), there was a "good" concordance in permanent dentition (k=0.708) and a "weak" and significant concordance between the presence of the molar tubercle and dentition (k=0.207).

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This work develops a new methodology in order to discriminate models for interval-censored data based on bootstrap residual simulation by observing the deviance difference from one model in relation to another, according to Hinde (1992). Generally, this sort of data can generate a large number of tied observations and, in this case, survival time can be regarded as discrete. Therefore, the Cox proportional hazards model for grouped data (Prentice & Gloeckler, 1978) and the logistic model (Lawless, 1982) can befitted by means of generalized linear models. Whitehead (1989) considered censoring to be an indicative variable with a binomial distribution and fitted the Cox proportional hazards model using complementary log-log as a link function. In addition, a logistic model can be fitted using logit as a link function. The proposed methodology arises as an alternative to the score tests developed by Colosimo et al. (2000), where such models can be obtained for discrete binary data as particular cases from the Aranda-Ordaz distribution asymmetric family. These tests are thus developed with a basis on link functions to generate such a fit. The example that motivates this study was the dataset from an experiment carried out on a flax cultivar planted on four substrata susceptible to the pathogen Fusarium oxysoprum. The response variable, which is the time until blighting, was observed in intervals during 52 days. The results were compared with the model fit and the AIC values.

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Ties among event times are often recorded in survival studies. For example, in a two week laboratory study where event times are measured in days, ties are very likely to occur. The proportional hazards model might be used in this setting using an approximated partial likelihood function. This approximation works well when the number of ties is small. on the other hand, discrete regression models are suggested when the data are heavily tied. However, in many situations it is not clear which approach should be used in practice. In this work, empirical guidelines based on Monte Carlo simulations are provided. These recommendations are based on a measure of the amount of tied data present and the mean square error. An example illustrates the proposed criterion.

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We show that all Green's functions of the Schwinger and axial models can be obtained one from the other. In particular, we show that the two models have the same chiral anomaly. Finally it is demonstrated that the Schwinger model can keep gauge invariance for an arbitrary mass, dispensing with an additional gauge group integration.

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The data of four networks that can be used in carrying out comparative studies with methods for transmission network expansion planning are given. These networks are of various types and different levels of complexity. The main mathematical formulations used in transmission expansion studies-transportation models, hybrid models, DC power flow models, and disjunctive models are also summarised and compared. The main algorithm families are reviewed-both analytical, combinatorial and heuristic approaches. Optimal solutions are not yet known for some of the four networks when more accurate models (e.g. The DC model) are used to represent the power flow equations-the state of the art with regard to this is also summarised. This should serve as a challenge to authors searching for new, more efficient methods.

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Bentonite particles coated with polysaccharide antigen or crude soluble antigen of Paracoccidioides brasiliensis were injected intradermally or intravenously in mice. In control animals that were not pre-immunized with P. brasiliensis antigens, coated and uncoated bentonite caused minimal and nonspecific inflammation around the cutaneous injection site or around the bentonite thrombi in small lung vessels after intravenous injection. However, in mice previously immunized with P. brasiliensis antigens, the coated bentonite particles boosted the humoral and cellular immune responses to P. brasiliensis and evoked intense inflammatory reactions. Twelve days after intradermal injection, the inflammatory reaction around the bentonite was rich in neutrophils, macrophages, lymphocytes and plasma cells associated with young granulation tissue. In intravenously injected mice, the pulmonary inflammation was maximal at day 2, and was characterized by a florid neutrophilic and macrophagic cellular infiltration around bentonite thrombi; in some foci, there was incipient organization to mature granuloma. However, in both models, there was no formation of epithelioid granulomata, demonstrating that in paracoccidioidomycosis cellular immunity alone, without the presence of intact micro-organisms, may not be enough for the development of this type of granuloma.

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The impact of new advanced technology on issues that concern meaningful information and its relation to studies of intelligence constitutes the main topic of the present paper. The advantages, disadvantages and implications of the synthetic methodology developed by cognitive scientists, according to which mechanical models of the mind, such as computer simulations or self-organizing robots, may provide good explanatory tools to investigate cognition, are discussed. A difficulty with this methodology is pointed out, namely the use of meaningless information to explain intelligent behavior that incorporates meaningful information. In this context, it is inquired what are the contributions of cognitive science to contemporary studies of intelligent behavior and how technology may play a role in the analysis of the relationships established by organisms in their natural and social environments. © John Benjamins Publishing Company.