927 resultados para ARMA parameter fitting
Resumo:
This study has aims to determine the age and to estimate the growth parameters using scales of the species. Individuals of Piaractus mesopotamicus (Holmberg, 1887) used in this study were captured in the commercial fishery conducted in the region, along the year 2006. The model selected to express the growth of the species was the von Bertalanffy Sl= Sl∞*[1-exp-k(t-to)]. To determine if scales are suitable for studying the growth of pacu, we analyzed the relation between standard length (Sl) and the radius of the scales through linear regression. The period of annuli formation was determined analyzing the variations in the marginal increment and evaluating the consistency of the readings through the analysis of the coefficient of variations (CVs) for the average standard lengths of each age (number of rings) observed in the scales. The relationship between Ls of the fish and the radius of the scales showed that scales can be used to study the age and growth of P. mesopotamicus (R= 0.79). CVs were always below 20%, demonstrating the consistency of the readings. Annuli formation occurred in February, probably related to trophic migration that occurs in this month in the region. Equations that represents the growth in length obtained for P. mesopotamicus are Sl=50.00*[1-exp-0.18(t-(-3.00)] for males and Sl=59.23*[1-exp-0.14(t-(-3.36)] for females. The growth parameters obtained in this study were lower compared to other studies previously conducted for the same species and can related to overexploitation that species is submitted by fishing in the region. These values show also that females of pacu attain greater asymptotic length than males that growth faster.
Resumo:
In this paper we develop methods for estimation and forecasting in large timevarying parameter vector autoregressive models (TVP-VARs). To overcome computational constraints with likelihood-based estimation of large systems, we rely on Kalman filter estimation with forgetting factors. We also draw on ideas from the dynamic model averaging literature and extend the TVP-VAR so that its dimension can change over time. A final extension lies in the development of a new method for estimating, in a time-varying manner, the parameter(s) of the shrinkage priors commonly-used with large VARs. These extensions are operationalized through the use of forgetting factor methods and are, thus, computationally simple. An empirical application involving forecasting inflation, real output, and interest rates demonstrates the feasibility and usefulness of our approach.
Resumo:
This paper investigates the usefulness of switching Gaussian state space models as a tool for implementing dynamic model selecting (DMS) or averaging (DMA) in time-varying parameter regression models. DMS methods allow for model switching, where a different model can be chosen at each point in time. Thus, they allow for the explanatory variables in the time-varying parameter regression model to change over time. DMA will carry out model averaging in a time-varying manner. We compare our exact approach to DMA/DMS to a popular existing procedure which relies on the use of forgetting factor approximations. In an application, we use DMS to select different predictors in an in ation forecasting application. We also compare different ways of implementing DMA/DMS and investigate whether they lead to similar results.
Resumo:
Time varying parameter (TVP) models have enjoyed an increasing popularity in empirical macroeconomics. However, TVP models are parameter-rich and risk over-fitting unless the dimension of the model is small. Motivated by this worry, this paper proposes several Time Varying dimension (TVD) models where the dimension of the model can change over time, allowing for the model to automatically choose a more parsimonious TVP representation, or to switch between different parsimonious representations. Our TVD models all fall in the category of dynamic mixture models. We discuss the properties of these models and present methods for Bayesian inference. An application involving US inflation forecasting illustrates and compares the different TVD models. We find our TVD approaches exhibit better forecasting performance than several standard benchmarks and shrink towards parsimonious specifications.
Resumo:
In this paper, we forecast EU-area inflation with many predictors using time-varying parameter models. The facts that time-varying parameter models are parameter-rich and the time span of our data is relatively short motivate a desire for shrinkage. In constant coefficient regression models, the Bayesian Lasso is gaining increasing popularity as an effective tool for achieving such shrinkage. In this paper, we develop econometric methods for using the Bayesian Lasso with time-varying parameter models. Our approach allows for the coefficient on each predictor to be: i) time varying, ii) constant over time or iii) shrunk to zero. The econometric methodology decides automatically which category each coefficient belongs in. Our empirical results indicate the benefits of such an approach.
Resumo:
When dealing with sustainability we are concerned with the biophysical as well as the monetary aspects of economic and ecological interactions. This multidimensional approach requires that special attention is given to dimensional issues in relation to curve fitting practice in economics. Unfortunately, many empirical and theoretical studies in economics, as well as in ecological economics, apply dimensional numbers in exponential or logarithmic functions. We show that it is an analytical error to put a dimensional unit x into exponential functions ( a x ) and logarithmic functions ( x a log ). Secondly, we investigate the conditions of data sets under which a particular logarithmic specification is superior to the usual regression specification. This analysis shows that logarithmic specification superiority in terms of least square norm is heavily dependent on the available data set. The last section deals with economists’ “curve fitting fetishism”. We propose that a distinction be made between curve fitting over past observations and the development of a theoretical or empirical law capable of maintaining its fitting power for any future observations. Finally we conclude this paper with several epistemological issues in relation to dimensions and curve fitting practice in economics
Resumo:
The specific treatment of schistosomiasis has been though to prevent or revert severe forms of the disease, since 1957. Starting in 1977, prospective and controlled studies performed in different endemic areas of Brazil were able to confirm such facts. The new drugs, of high efficacy and well tolerated - Oxamniquine and Praziquantel - can actually prevent and cure the severe forms of some patients, contributing to change the morbidity pattern of the disease, thus being considered as important weapons in its control. Analysis of the Brazilian articles on the subject is presented.
Resumo:
This paper is to examine the proper use of dimensions and curve fitting practices elaborating on Georgescu-Roegen’s economic methodology in relation to the three main concerns of his epistemological orientation. Section 2 introduces two critical issues in relation to dimensions and curve fitting practices in economics in view of Georgescu-Roegen’s economic methodology. Section 3 deals with the logarithmic function (ln z) and shows that z must be a dimensionless pure number, otherwise it is nonsensical. Several unfortunate examples of this analytical error are presented including macroeconomic data analysis conducted by a representative figure in this field. Section 4 deals with the standard Cobb-Douglas function. It is shown that the operational meaning cannot be obtained for capital or labor within the Cobb-Douglas function. Section 4 also deals with economists "curve fitting fetishism". Section 5 concludes thispaper with several epistemological issues in relation to dimensions and curve fitting practices in economics.
Resumo:
This paper discusses the use of probabilistic or randomized algorithms for solving combinatorial optimization problems. Our approach employs non-uniform probability distributions to add a biased random behavior to classical heuristics so a large set of alternative good solutions can be quickly obtained in a natural way and without complex conguration processes. This procedure is especially useful in problems where properties such as non-smoothness or non-convexity lead to a highly irregular solution space, for which the traditional optimization methods, both of exact and approximate nature, may fail to reach their full potential. The results obtained are promising enough to suggest that randomizing classical heuristics is a powerful method that can be successfully applied in a variety of cases.
Resumo:
Aquest treball és el resultat d'una investigació sobre com la música ajuda a la publicitat com a eina de memorització. S’ha exposat com ha estat la influència psicològica i social de la música al llarg de la història, la funció que exerceix en el marc de les ciències de la comunicació i la seva implementació en les accions de màrqueting actuals. Les entrevistes finals ens aporten la visió de dos creatius sobre quina ha estat la funció de la música en la seva campanya, quin és el seu paper en el context publicitari actual i quin és el futur que li auguren a la música publicitària dels propers anys.
Resumo:
Tropical cyclones are affected by a large number of climatic factors, which translates into complex patterns of occurrence. The variability of annual metrics of tropical-cyclone activity has been intensively studied, in particular since the sudden activation of the North Atlantic in the mid 1990’s. We provide first a swift overview on previous work by diverse authors about these annual metrics for the North-Atlantic basin, where the natural variability of the phenomenon, the existence of trends, the drawbacks of the records, and the influence of global warming have been the subject of interesting debates. Next, we present an alternative approach that does not focus on seasonal features but on the characteristics of single events [Corral et al., Nature Phys. 6, 693 (2010)]. It is argued that the individual-storm power dissipation index (PDI) constitutes a natural way to describe each event, and further, that the PDI statistics yields a robust law for the occurrence of tropical cyclones in terms of a power law. In this context, methods of fitting these distributions are discussed. As an important extension to this work we introduce a distribution function that models the whole range of the PDI density (excluding incompleteness effects at the smallest values), the gamma distribution, consisting in a powerlaw with an exponential decay at the tail. The characteristic scale of this decay, represented by the cutoff parameter, provides very valuable information on the finiteness size of the basin, via the largest values of the PDIs that the basin can sustain. We use the gamma fit to evaluate the influence of sea surface temperature (SST) on the occurrence of extreme PDI values, for which we find an increase around 50 % in the values of these basin-wide events for a 0.49 C SST average difference. Similar findings are observed for the effects of the positive phase of the Atlantic multidecadal oscillation and the number of hurricanes in a season on the PDI distribution. In the case of the El Niño Southern oscillation (ENSO), positive and negative values of the multivariate ENSO index do not have a significant effect on the PDI distribution; however, when only extreme values of the index are used, it is found that the presence of El Niño decreases the PDI of the most extreme hurricanes.
Resumo:
BACKGROUND AND PURPOSE: Intravoxel incoherent motion MRI has been proposed as an alternative method to measure brain perfusion. Our aim was to evaluate the utility of intravoxel incoherent motion perfusion parameters (the perfusion fraction, the pseudodiffusion coefficient, and the flow-related parameter) to differentiate high- and low-grade brain gliomas. MATERIALS AND METHODS: The intravoxel incoherent motion perfusion parameters were assessed in 21 brain gliomas (16 high-grade, 5 low-grade). Images were acquired by using a Stejskal-Tanner diffusion pulse sequence, with 16 values of b (0-900 s/mm(2)) in 3 orthogonal directions on 3T systems equipped with 32 multichannel receiver head coils. The intravoxel incoherent motion perfusion parameters were derived by fitting the intravoxel incoherent motion biexponential model. Regions of interest were drawn in regions of maximum intravoxel incoherent motion perfusion fraction and contralateral control regions. Statistical significance was assessed by using the Student t test. In addition, regions of interest were drawn around all whole tumors and were evaluated with the help of histograms. RESULTS: In the regions of maximum perfusion fraction, perfusion fraction was significantly higher in the high-grade group (0.127 ± 0.031) than in the low-grade group (0.084 ± 0.016, P < .001) and in the contralateral control region (0.061 ± 0.011, P < .001). No statistically significant difference was observed for the pseudodiffusion coefficient. The perfusion fraction correlated moderately with dynamic susceptibility contrast relative CBV (r = 0.59). The histograms of the perfusion fraction showed a "heavy-tailed" distribution for high-grade but not low-grade gliomas. CONCLUSIONS: The intravoxel incoherent motion perfusion fraction is helpful for differentiating high- from low-grade brain gliomas.
Resumo:
The literature related to skew–normal distributions has grown rapidly in recent yearsbut at the moment few applications concern the description of natural phenomena withthis type of probability models, as well as the interpretation of their parameters. Theskew–normal distributions family represents an extension of the normal family to whicha parameter (λ) has been added to regulate the skewness. The development of this theoreticalfield has followed the general tendency in Statistics towards more flexible methodsto represent features of the data, as adequately as possible, and to reduce unrealisticassumptions as the normality that underlies most methods of univariate and multivariateanalysis. In this paper an investigation on the shape of the frequency distribution of thelogratio ln(Cl−/Na+) whose components are related to waters composition for 26 wells,has been performed. Samples have been collected around the active center of Vulcanoisland (Aeolian archipelago, southern Italy) from 1977 up to now at time intervals ofabout six months. Data of the logratio have been tentatively modeled by evaluating theperformance of the skew–normal model for each well. Values of the λ parameter havebeen compared by considering temperature and spatial position of the sampling points.Preliminary results indicate that changes in λ values can be related to the nature ofenvironmental processes affecting the data
Resumo:
PURPOSE: All kinds of blood manipulations aim to increase the total hemoglobin mass (tHb-mass). To establish tHb-mass as an effective screening parameter for detecting blood doping, the knowledge of its normal variation over time is necessary. The aim of the present study, therefore, was to determine the intraindividual variance of tHb-mass in elite athletes during a training year emphasizing off, training, and race seasons at sea level. METHODS: tHb-mass and hemoglobin concentration ([Hb]) were determined in 24 endurance athletes five times during a year and were compared with a control group (n = 6). An analysis of covariance was used to test the effects of training phases, age, gender, competition level, body mass, and training volume. Three error models, based on 1) a total percentage error of measurement, 2) the combination of a typical percentage error (TE) of analytical origin with an absolute SD of biological origin, and 3) between-subject and within-subject variance components as obtained by an analysis of variance, were tested. RESULTS: In addition to the expected influence of performance status, the main results were that the effects of training volume (P = 0.20) and training phases (P = 0.81) on tHb-mass were not significant. We found that within-subject variations mainly have an analytical origin (TE approximately 1.4%) and a very small SD (7.5 g) of biological origin. CONCLUSION: tHb-mass shows very low individual oscillations during a training year (<6%), and these oscillations are below the expected changes in tHb-mass due to Herythropoetin (EPO) application or blood infusion (approximately 10%). The high stability of tHb-mass over a period of 1 year suggests that it should be included in an athlete's biological passport and analyzed by recently developed probabilistic inference techniques that define subject-based reference ranges.