956 resultados para Multivariate GARCH
Resumo:
La tècnica de l’electroencefalograma (EEG) és una de les tècniques més utilitzades per estudiar el cervell. En aquesta tècnica s’enregistren els senyals elèctrics que es produeixen en el còrtex humà a través d’elèctrodes col•locats al cap. Aquesta tècnica, però, presenta algunes limitacions a l’hora de realitzar els enregistraments, la principal limitació es coneix com a artefactes, que són senyals indesitjats que es mesclen amb els senyals EEG. L’objectiu d’aquest treball de final de màster és presentar tres nous mètodes de neteja d’artefactes que poden ser aplicats en EEG. Aquests estan basats en l’aplicació de la Multivariate Empirical Mode Decomposition, que és una nova tècnica utilitzada per al processament de senyal. Els mètodes de neteja proposats s’apliquen a dades EEG simulades que contenen artefactes (pestanyeigs), i un cop s’han aplicat els procediments de neteja es comparen amb dades EEG que no tenen pestanyeigs, per comprovar quina millora presenten. Posteriorment, dos dels tres mètodes de neteja proposats s’apliquen sobre dades EEG reals. Les conclusions que s’han extret del treball són que dos dels nous procediments de neteja proposats es poden utilitzar per realitzar el preprocessament de dades reals per eliminar pestanyeigs.
Resumo:
The simultaneous determination of two or more active components in pharmaceutical preparations, without previous chemical separation, is a common analytical problem. Published works describe the determination of AZT and 3TC separately, as raw material or in different pharmaceutical preparations. In this work, a method using UV spectroscopy and multivariate calibration is described for the simultaneous measurement of 3TC and AZT in fixed dose combinations. The methodology was validated and applied to determine the AZT+3TC contents in tablets from five different manufacturers, as well as their dissolution profile. The results obtained employing the proposed methodology was similar to methods using first derivative technique and HPLC.
Resumo:
The optimization of the anaerobic degradation of the azo dye Remazol golden yellow RNL was performed according to multivariate experimental designs: a 2² full-factorial design and a central composite design (CCD). The CCD revealed that the best incubation conditions (90% color removal) for the degradation of the azo dye (50 mg L- 1) were achieved with 350 mg L- 1 of yeast extract and 45 mL of anaerobic supernatant (free cell extract) produced from the incubation of 650 mg L- 1 of anaerobic microorganisms and 250 mg L- 1 of glucose. A first-order kinetics model best fit the experimental data (k = 0.0837 h- 1, R² = 0.9263).
Resumo:
In this work, a spectrophotometric methodology was applied in order to determine epinephrine (EP), uric acid (UA), and acetaminophen (AC) in pharmaceutical formulations and spiked human serum, plasma, and urine by using a multivariate approach. Multivariate calibration methods such as partial least squares (PLS) methods and its derivates were used to obtain a model for simultaneous determination of EP, UA and AC with good figures of merit and mixture design was in the range of 1.8 - 35.3, 1.7 - 16.8, and 1.5 - 12.1 µg mL-1. The 2nd derivate PLS showed recoveries of 95.3 - 103.3, 93.3 - 104.0, and 94.0 - 105.5 µg mL-1 for EP, UA, and AC, respectively.
Resumo:
The aim of this work is to compare two families of mathematical models for their respective capability to capture the statistical properties of real electricity spot market time series. The first model family is ARMA-GARCH models and the second model family is mean-reverting Ornstein-Uhlenbeck models. These two models have been applied to two price series of Nordic Nord Pool spot market for electricity namely to the System prices and to the DenmarkW prices. The parameters of both models were calibrated from the real time series. After carrying out simulation with optimal models from both families we conclude that neither ARMA-GARCH models, nor conventional mean-reverting Ornstein-Uhlenbeck models, even when calibrated optimally with real electricity spot market price or return series, capture the statistical characteristics of the real series. But in the case of less spiky behavior (System prices), the mean-reverting Ornstein-Uhlenbeck model could be seen to partially succeeded in this task.
Resumo:
The aim of this present work was to provide a more fast, simple and less expensive to analyze sulfur content in diesel samples than by the standard methods currently used. Thus, samples of diesel fuel with sulfur concentrations varying from 400 and 2500 mgkg-1 were analyzed by two methodologies: X-ray fluorescence, according to ASTM D4294 and by Fourier transform infrared spectrometry (FTIR). The spectral data obtained from FTIR were used to build multivariate calibration models by partial least squares (PLS). Four models were built in three different ways: 1) a model using the full spectra (665 to 4000 cm-1), 2) two models using some specific spectrum regions and 3) a model with variable selected by classic method of variable selection stepwise. The model obtained by variable selection stepwise and the model built with region spectra between 665 and 856 cm-1 and 1145 and 2717 cm-1 showed better results in the determination of sulfur content.
Resumo:
The penetration resistance (PR) is a soil attribute that allows identifies areas with restrictions due to compaction, which results in mechanical impedance for root growth and reduced crop yield. The aim of this study was to characterize the PR of an agricultural soil by geostatistical and multivariate analysis. Sampling was done randomly in 90 points up to 0.60 m depth. It was determined spatial distribution models of PR, and defined areas with mechanical impedance for roots growth. The PR showed a random distribution to 0.55 and 0.60 m depth. PR in other depths analyzed showed spatial dependence, with adjustments to exponential and spherical models. The cluster analysis that considered sampling points allowed establishing areas with compaction problem identified in the maps by kriging interpolation. The analysis with main components identified three soil layers, where the middle layer showed the highest values of PR.
Resumo:
The aim of this study was to investigate the effect of pre-slaughter handling on the occurrence of PSE (Pale, Soft, and Exudative) meat in swine slaughtered at a commercial slaughterhouse located in the metropolitan region of Dourados, Mato Grosso do Sul, Brazil. Based on the database (n=1,832 carcasses), it was possible to apply the integrated multivariate analysis for the purpose of identifying, among the selected variables, those of greatest relevance to this study. Results of the Principal Component Analysis showed that the first five components explained 89.28% of total variance. In the Factor Analysis, the first factor represented the thermal stress and fatiguing conditions for swine during pre-slaughter handling. In general, this study indicated the importance of the pre-slaughter handling stages, evidencing those of greatest stress and threat to animal welfare and pork quality, which are transport time, resting period, lairage time before unloading, unloading time, and ambience.
Resumo:
ABSTRACT This study aimed to develop a methodology based on multivariate statistical analysis of principal components and cluster analysis, in order to identify the most representative variables in studies of minimum streamflow regionalization, and to optimize the identification of the hydrologically homogeneous regions for the Doce river basin. Ten variables were used, referring to the river basin climatic and morphometric characteristics. These variables were individualized for each of the 61 gauging stations. Three dependent variables that are indicative of minimum streamflow (Q7,10, Q90 and Q95). And seven independent variables that concern to climatic and morphometric characteristics of the basin (total annual rainfall – Pa; total semiannual rainfall of the dry and of the rainy season – Pss and Psc; watershed drainage area – Ad; length of the main river – Lp; total length of the rivers – Lt; and average watershed slope – SL). The results of the principal component analysis pointed out that the variable SL was the least representative for the study, and so it was discarded. The most representative independent variables were Ad and Psc. The best divisions of hydrologically homogeneous regions for the three studied flow characteristics were obtained using the Mahalanobis similarity matrix and the complete linkage clustering method. The cluster analysis enabled the identification of four hydrologically homogeneous regions in the Doce river basin.
Resumo:
The aim of this work was the identification of geographic zones suitable for the production of honeys in which pollen grains of Escallonia pulverulenta (Ruiz & Pav.) Pers. (Saxifragaceae) can be detected. The analysis of botanical origin of 240 honey samples produced between La Serena and Puerto Mont (the IV and X Administrative Regions of Chile), allowed the detection of pollen grains of E. pulverulenta in 46 Chilean honeys. The geographic distribution of the honeys studied is presented together with their affinities, through factor analysis and frequency tables. The study was based on the presence of E. pulverulenta pollen. Escallonia pulverulenta pollen percentages oscillated between 0.24% and 78.5%. Seventeen of the studied samples were designated as unifloral - i.e. samples showing more than 45% pollen of a determined plant species. Two of these corresponded to E. pulverulenta (corontillo, madroño or barraco) honeys. The remaining unifloral honeys correspond to 8 samples of Lotus uliginosus Schkuhr (birdsfoot trefoil), 2 samples of Aristotelia chilensis (Molina) Stuntz (maqui) and 1 sample of Escallonia rubra (Ruiz & Pav.) Pers. (siete camisas), Eucryphia cordifolia Cav. (ulmo or muemo), Weinmannia trichosperma Cav. (tineo), Rubus ulmifolius Schott (blackberry) and Brassica rapa L. (turnip). Honeys with different percentages of E. pulverulenta pollen - statistically analyzed through correspondence analysis - could be associated and assigned to one of three geographic types, defined on the basis of this analysis. The geographical type areas defined were the Northern Mediterranean Zone (samples from the IV Region), Central Mediterranean Zone (samples from the V to the VIII regions including two samples of unifloral Escallonia pulverulenta honey), and Southern Mediterranean Zone (samples from the IX Region).
Resumo:
Genetic distances among cacao cultivars were calculated through multivariate analysis, using the D2 statistic, to examine racial group classification and to assess heterotic hybrids. A 5 x 5 complete diallel was evaluated. Over a five-year period (1986-1990), five cultivars of the S1 generation, pertaining to the Lower Amazon Forastero and Trinitario racial groups and 20 crosses between the corresponding S0 parents were analyzed, based upon five yield components - number of healthy and collected fruits per plant (NHFP and NCFP), wet seed weight per plant and per fruit (WSWP and WSWF), and percentage of diseased fruits per plant (PDFP). The diversity analysis suggested a close relationship between the Trinitario and Lower Amazon Forastero groups. A correlation coefficient (r) was calculated to determine the association between genetic diversity and heterosis. Genetic distance of parents by D2 was found to be linearly related to average performance of hybrids for WSWP and WSWF (r = 0.68, P < 0.05 and r = 0.76, P < 0.05, respectively). The heterotic performance for the same components was also correlated with D2, both with r = 0.66 (P < 0.05). A relationship between genetic divergence and combining ability effects was suggested because the most divergent cultivar exhibited a high general combining ability, generating the best performing hybrids. Results indicated that genetic diversity estimates can be useful in selecting parents for crosses and in assessing relationships among cacao racial groups.
Resumo:
The contents of total phenolic compounds (TPC), total flavonoids (TF), and ascorbic acid (AA) of 18 frozen fruit pulps and their scavenging capacities against peroxyl radical (ROO), hydrogen peroxide (H2O2), and hydroxyl radical (OH) were determined. Principal Component Analysis (PCA) showed that TPC (total phenolic compounds) and AA (ascorbic acid) presented positive correlation with the scavenging capacity against ROO, and TF (total flavonoids) showed positive correlation with the scavenging capacity against OH and ROO However, the scavenging capacity against H2O2 presented low correlation with TF (total flavonoids), TPC (total phenolic compounds), and AA (ascorbic acid). The Hierarchical Cluster Analysis (HCA) allowed the classification of the fruit pulps into three groups: one group was formed by the açai pulp with high TF, total flavonoids, content (134.02 mg CE/100 g pulp) and the highest scavenging capacity against ROO, OH and H2O2; the second group was formed by the acerola pulp with high TPC, total phenolic compounds, (658.40 mg GAE/100 g pulp) and AA , ascorbic acid, (506.27 mg/100 g pulp) contents; and the third group was formed by pineapple, cacao, caja, cashew-apple, coconut, cupuaçu, guava, orange, lemon, mango, passion fruit, watermelon, pitanga, tamarind, tangerine, and umbu pulps, which could not be separated considering only the contents of bioactive compounds and the scavenging properties.
Resumo:
In order to determine the variability of pequi tree (Caryocar brasiliense Camb.) populations, volatile compounds from fruits of eighteen trees representing five populations were extracted by headspace solid-phase microextraction and analyzed by gas chromatography-mass spectrometry. Seventy-seven compounds were identified, including esters, hydrocarbons, terpenoids, ketones, lactones, and alcohols. Several compounds had not been previously reported in the pequi fruit. The amount of total volatile compounds and the individual compound contents varied between plants. The volatile profile enabled the differentiation of all of the eighteen plants, indicating that there is a characteristic profile in terms of their origin. The use of Principal Component Analysis and Cluster Analysis enabled the establishment of markers (dendrolasin, ethyl octanoate, ethyl 2-octenoate and β-cis-ocimene) that discriminated among the pequi trees. According to the Cluster Analysis, the plants were classified into three main clusters, and four other plants showed a tendency to isolation. The results from multivariate analysis did not always group plants from the same population together, indicating that there is greater variability within the populations than between pequi tree populations.