Speed of convergence of recursive least squares learning with ARMA perceptions

This paper fills a gap in the existing literature on least squareslearning in linear rational expectations models by studying a setup inwhich agents learn by fitting ARMA models to a subset of the statevariables. This is a natural specification in models with privateinformation because in the presence of hidden state variables, agentshave an incentive to condition forecasts on the infinite past recordsof observables. We study a particular setting in which it sufficesfor agents to fit a first order ARMA process, which preserves thetractability of a finite dimensional parameterization, while permittingconditioning on the infinite past record. We describe how previousresults (Marcet and Sargent [1989a, 1989b] can be adapted to handlethe convergence of estimators of an ARMA process in our self--referentialenvironment. We also study ``rates'' of convergence analytically and viacomputer simulation.

Essays on the treatment of cash flows under stochastic interest rates

Abstract This paper shows how to calculate recursively the moments of the accumulated and discounted value of cash flows when the instantaneous rates of return follow a conditional ARMA process with normally distributed innovations. We investigate various moment based approaches to approximate the distribution of the accumulated value of cash flows and we assess their performance through stochastic Monte-Carlo simulations. We discuss the potential use in insurance and especially in the context of Asset-Liability Management of pension funds.

ARMA modeling of time series based on rational approximation of spectral density function

This study is concerned with Autoregressive Moving Average (ARMA) models of time series. ARMA models form a subclass of the class of general linear models which represents stationary time series, a phenomenon encountered most often in practice by engineers, scientists and economists. It is always desirable to employ models which use parameters parsimoniously. Parsimony will be achieved by ARMA models because it has only finite number of parameters. Even though the discussion is primarily concerned with stationary time series, later we will take up the case of homogeneous non stationary time series which can be transformed to stationary time series. Time series models, obtained with the help of the present and past data is used for forecasting future values. Physical science as well as social science take benefits of forecasting models. The role of forecasting cuts across all fields of management-—finance, marketing, production, business economics, as also in signal process, communication engineering, chemical processes, electronics etc. This high applicability of time series is the motivation to this study.

Double sampling (x)over-bar control chart for a first-order autoregressive moving average process model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Precision of yule-walker methods for the arma spectral model

In this work a new method is proposed of separated estimation for the ARMA spectral model based on the modified Yule-Walker equations and on the least squares method. The proposal of the new method consists of performing an AR filtering in the random process generated obtaining a new random estimate, which will reestimate the ARMA model parameters, given a better spectrum estimate. Some numerical examples will be presented in order to ilustrate the performance of the method proposed, which is evaluated by the relative error and the average variation coefficient.

Análise dos processos de decomposição e sucessão ecológica em carcaças de suínos (Sus scrofa L.) mortos por disparo de arma de fogo e overdose de cocaína e protocolo de procedimento diante de corpo de delito

Pós-graduação em Biologia Geral e Aplicada - IBB

[meanings Of The Sickening Process For Patients With Systemic Lupus Erythematosus: A Review Of The Literature.]

Systemic lupus erythematosus is an autoimmune disease that causes many psychological repercussions that have been studied through qualitative research. These are considered relevant, since they reveal the amplitude experienced by patients. Given this importance, this study aims to map the qualitative production in this theme, derived from studies of experiences of adult patients of both genders and that had used as a tool a semi-structured interview and/or field observations, and had made use of a sampling by a saturation criterion to determine the number of participants in each study. The survey was conducted in Pubmed, Lilacs, Psycinfo e Cochrane databases, searching productions in English and Portuguese idioms published between January 2005 and June 2012. The 19 revised papers that have dealt with patients in the acute phase of the disease showed themes that were categorized into eight topics that contemplated the experienced process at various stages, from the onset of the disease, extending through the knowledge of the diagnosis and the understanding of the manifestations of the disease, drug treatment and general care, evolution and prognosis. The collected papers also point to the difficulty of understanding, of the patients, on what consists the remission phase, revealing also that this is a clinical stage underexplored by psychological studies.

[in Process Citation].

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O aluno com deficiência visual nas aulas de educação física : análise do processo inclusivo = The student with visual impairments : analysis of inclusive process

Universidade Estadual de Campinas . Faculdade de Educação Física

Hegemonia e contra-hegemonia na construção de políticas de esporte e lazer : a experiência do Consórcio Brasília = Hegemony and counter-hegemony in the process of sport and leisure policy-making : the experience of the Consortium Brasilia

Universidade Estadual de Campinas . Faculdade de Educação Física

Terapêutica interdisciplinar para fratura cominutiva de côndilo por projétil de arma de fogo: enfoque miofuncional

TEMA: ferimentos causados por projéteis de arma de fogo apresentam alta incidência na região da cabeça e face. A articulação temporomandibular pode estar envolvida, além de estruturas anatômicas importantes como o nervo facial, necessitando de equipe multidisciplinar para efetuar tratamento adequado. PROCEDIMENTOS: apresentação de caso clínico de fratura condilar cominutiva causada por projétil de arma de fogo tratado de forma não-cirúrgica associado à terapia miofuncional orofacial. Paciente encaminhado para avaliação e procedimentos fonoaudiológicos após conduta da equipe de cirurgia bucomaxilofacial, sem remoção do projétil, alojado superficialmente, próximo da origem do músculo esternocleidomastóideo à direita, com fratura condilar cominutiva e lesão do nervo facial. Foram aspectos observados em avaliação: mordida aberta anterior, importante redução da amplitude dos movimentos mandibulares com desvios para o lado acometido, ausência de lateralidade contralateral, dor muscular, paralisia e parestesia em terço médio e superior da hemiface direita. Realizadas sessões de terapia miofuncional seguindo protocolo específico para traumas de face constando de: drenagem de edema; manipulações na musculatura levantadora da mandíbula ipsilateral; ampliação e correção dos movimentos mandibulares; procedimentos específicos referentes à paralisia facial e reorganização funcional direcionada. RESULTADOS: após oito semanas de terapia os resultados obtidos mostram restabelecimento de amplitude e da simetria dos movimentos mandibulares, reorganização da mastigação, adequação da deglutição e fala, remissão da sintomatologia dolorosa e remissão da paralisia do terço médio. CONCLUSÃO: o tratamento conservador da fratura por meio da terapia miofuncional orofacial resultou na reabilitação funcional da mandíbula e face dirigindo os movimentos e estimulando a adequação das funções estomatognáticas.

Effects of the condylar process fracture on facial symmetry in rats submitted to protein undernutrition

PURPOSE: To investigate the facial symmetry of rats submitted to experimental mandibular condyle fracture and with protein undernutrition (8% of protein) by means of cephalometric measurements. METHODS: Forty-five adult Wistar rats were distributed in three groups: fracture group, submitted to condylar fracture with no changes in diet; undernourished fracture group, submitted to hypoproteic diet and condylar fracture; undernourished group, kept until the end of experiment, without condylar fracture. Displaced fractures of the right condyle were induced under general anesthesia. The specimens were submitted to axial radiographic incidence, and cephalometric mensurations were made using a computer system. The values obtained were subjected to statistical analyses among the groups and between the sides in each group. RESULTS: There was significative decrease of the values of serum proteins and albumin in the undernourished fracture group. There was deviation of the median line of the mandible relative to the median line of the maxilla, significative to undernutrition fracture group, as well as asymmetry of the maxilla and mandible, in special in the final period of experiment. CONCLUSION: The mandibular condyle fracture in rats with proteic undernutrition induced an asymmetry of the mandible, also leading to consequences in the maxilla.

Influence of specimens' design and manufacturing process on microtensile bond strength to enamel: laboratory and FEA comparison

This study evaluated the effect of specimens' design and manufacturing process on microtensile bond strength, internal stress distributions (Finite Element Analysis - FEA) and specimens' integrity by means of Scanning Electron Microscopy (SEM) and Laser Scanning Confocal Microscopy (LCM). Excite was applied to flat enamel surface and a resin composite build-ups were made incrementally with 1-mm increments of Tetric Ceram. Teeth were cut using a diamond disc or a diamond wire, obtaining 0.8 mm² stick-shaped specimens, or were shaped with a Micro Specimen Former, obtaining dumbbell-shaped specimens (n = 10). Samples were randomly selected for SEM and LCM analysis. Remaining samples underwent microtensile test, and results were analyzed with ANOVA and Tukey test. FEA dumbbell-shaped model resulted in a more homogeneous stress distribution. Nonetheless, they failed under lower bond strengths (21.83 ± 5.44 MPa)c than stick-shaped specimens (sectioned with wire: 42.93 ± 4.77 MPaª; sectioned with disc: 36.62 ± 3.63 MPa b), due to geometric irregularities related to manufacturing process, as noted in microscopic analyzes. It could be concluded that stick-shaped, nontrimmed specimens, sectioned with diamond wire, are preferred for enamel specimens as they can be prepared in a less destructive, easier, and more precise way.

Effect of nitric oxide inhibitor and donor substances on the infammatory process caused by endodontic irrigants

Nitric oxide (NO) has been considered a key molecule in infammation. OBJECTIVE: The aim of this study was to evaluate the effect of treatment with L-NAME and sodium nitroprussiate, substances that inhibit and release NO, respectively, on tissue tolerance to endodontic irrigants. MATERIAL AND METHODS: The vital dye exudation method was used in a rat subcutaneous tissue model. Injections of 2% Evans blue were administered intravenously into the dorsal penial vein of 14 male rats (200-300 g). The NO inhibitor and donor substances were injected into the subcutaneous tissue in the dorsal region, forming two groups of animals: G1 was inoculated with L-NAME and G2 with sodium nitroprussiate. Both groups received injections of the test endodontic irrigants: acetic acid, 15% citric acid, 17% EDTA-T and saline (control). After 30 min, analysis of the extravasated dye was performed by light absorption spectrophotometry (620 nm). RESULTS: There was statistically signifcant difference (p<0.05) between groups 1 and 2 for all irrigants. L-NAME produced a less intense infammatory reaction and nitroprussiate intensifed this process. CONCLUSIONS: Independently of the administration of NO inhibitors and donors, EDTA-T produced the highest irritating potential in vital tissue among the tested irrigating solutions.

Dependence of the crossover exponent with the diffusion rate in the generalized contact process model

We study how the crossover exponent, phi, between the directed percolation (DP) and compact directed percolation (CDP) behaves as a function of the diffusion rate in a model that generalizes the contact process. Our conclusions are based in results pointed by perturbative series expansions and numerical simulations, and are consistent with a value phi = 2 for finite diffusion rates and phi = 1 in the limit of infinite diffusion rate.