ARMA Representation of Integrated and Realized Variances

This paper derives the ARMA representation of integrated and realized variances when the spot variance depends linearly on two autoregressive factors, i.e., SR SARV(2) models. This class of processes includes affine, GARCH diffusion, CEV models, as well as the eigenfunction stochastic volatility and the positive Ornstein-Uhlenbeck models. We also study the leverage effect case, the relationship between weak GARCH representation of returns and the ARMA representation of realized variances. Finally, various empirical implications of these ARMA representations are considered. We find that it is possible that some parameters of the ARMA representation are negative. Hence, the positiveness of the expected values of integrated or realized variances is not guaranteed. We also find that for some frequencies of observations, the continuous time model parameters may be weakly or not identified through the ARMA representation of realized variances.

Discrete time representation of continuous time ARMA processes

This paper derives exact discrete time representations for data generated by a continuous time autoregressive moving average (ARMA) system with mixed stock and flow data. The representations for systems comprised entirely of stocks or of flows are also given. In each case the discrete time representations are shown to be of ARMA form, the orders depending on those of the continuous time system. Three examples and applications are also provided, two of which concern the stationary ARMA(2, 1) model with stock variables (with applications to sunspot data and a short-term interest rate) and one concerning the nonstationary ARMA(2, 1) model with a flow variable (with an application to U.S. nondurable consumers’ expenditure). In all three examples the presence of an MA(1) component in the continuous time system has a dramatic impact on eradicating unaccounted-for serial correlation that is present in the discrete time version of the ARMA(2, 0) specification, even though the form of the discrete time model is ARMA(2, 1) for both models.

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.

Caracterização das vítimas de ferimentos por arma de fogo, atendidas pelo Serviço de Atendimento Móvel de Urgência em Campo Grande-MS

A violência, em todas as suas apresentações, tem crescido de forma avassaladora no país, elevando os indicadores de morbidade e mortalidade por causas externas. O uso das armas de fogo, muitas vezes, faz vítimas fatais ou que podem permanecer sequeladas. Tal fato tem aumentado o ônus do estado com internações hospitalares e acréscimo dos anos de vida perdidos da população jovem, que constitui a grande maioria dessas vítimas. Nesse sentido, o presente estudo objetivou fazer um levantamento das vítimas de ferimentos por arma de fogo, atendidas pelo Serviço de Atendimento Móvel de Urgência no município de Campo Grande-MS, no período de abril de 2005 a abril de 2007, nos dois primeiros anos de funcionamento, desde a implantação desse serviço na capital do Estado de Mato Grosso do Sul. Realizou-se estudo descritivo, baseado em análise documental do sistema de informação do SAMU do município de Campo Grande-MS. Foram descritos 233 atendimentos. Os resultados evidenciaram 213 vítimas do sexo masculino, a faixa etária mais acometida foi dos 20 aos 24 anos de idade, a cabeça e o pescoço foram as partes do corpo mais atingidas e a região Sul do município de Campo Grande foi a que concentrou maior número de atendimentos. Conclui-se que a violência por arma de fogo em Campo Grande-MS atinge a camada economicamente ativa da população e provém de regiões de bolsões de pobreza e desigualdade social, justificando a implantação de um serviço como o SAMU.

Methods of imagetic information representation

The aim of this paper is to highlight some of the methods of imagetic information representation, reviewing the literature of the area and proposing a model of methodology adapted to Brazilian museums. An elaboration of a methodology of imagetic information representation is developed based on Brazilian characteristics of information treatment in order to adapt it to museums. Finally, spreadsheets that show this methodology are presented.

The game inside the school: a representation of 5(th) graders physical education classes

Since the beginning of Physical Education entrance in the brazilin public schools, the game has been frequently used as content, and in the course of time that practice seems to be intensified. In spite of many approaches of different purposes to justify its pedagogic usefulness, the game has been used as an indiscriminate way due to the fascination that it provides to the students. The present study searches for a description and analysis of children`s (10-12 years old) attitudes behaviors in games, on Physical Education classes, inside a public school. The study was accomplished with the researcher also attending as a teacher (action research). For the accomplishment of the study 55 children were filmed in four different games, of different kinds (exposed, transformed, and spontaneous). The classes` description and analysis were focused in the attitude axis and it was defined four topics for the discussion: Conflicts, Respect of rules, Expressiveness, and Competitiveness. The relationship between the individual with the game and its culture were pointed as the main characteristics in the configuration of the ludicrous activity atmosphere. It was also possible to observe specific situations of this relationship, once the games were limited to the social games (Piaget category), in a school atmosphere where children have students roles. Due to the obtained results, the study proposes a reflexive practice in which the students notice their own attitudes and try to adapt the game to their needs and not he other way around. In this perspective, the teacher has an important mediator roll, once he will be responsible to point out the students` difficulties and promote discussions in favor to provide teamwork.

Experimental results on the nonlinear H(infinity) control via quasi-LPV representation and game theory for wheeled mobile robots

In this paper, nonlinear dynamic equations of a wheeled mobile robot are described in the state-space form where the parameters are part of the state (angular velocities of the wheels). This representation, known as quasi-linear parameter varying, is useful for control designs based on nonlinear H(infinity) approaches. Two nonlinear H(infinity) controllers that guarantee induced L(2)-norm, between input (disturbances) and output signals, bounded by an attenuation level gamma, are used to control a wheeled mobile robot. These controllers are solved via linear matrix inequalities and algebraic Riccati equation. Experimental results are presented, with a comparative study among these robust control strategies and the standard computed torque, plus proportional-derivative, controller.

A novel continuous time representation for the scheduling of pipeline systems with pumping yield rate constraints

Pipeline systems play a key role in the petroleum business. These operational systems provide connection between ports and/or oil fields and refineries (upstream), as well as between these and consumer markets (downstream). The purpose of this work is to propose a novel MINLP formulation based on a continuous time representation for the scheduling of multiproduct pipeline systems that must supply multiple consumer markets. Moreover, it also considers that the pipeline operates intermittently and that the pumping costs depend on the booster stations yield rates, which in turn may generate different flow rates. The proposed continuous time representation is compared with a previously developed discrete time representation [Rejowski, R., Jr., & Pinto, J. M. (2004). Efficient MILP formulations and valid cuts for multiproduct pipeline scheduling. Computers and Chemical Engineering, 28, 1511] in terms of solution quality and computational performance. The influence of the number of time intervals that represents the transfer operation is studied and several configurations for the booster stations are tested. Finally, the proposed formulation is applied to a larger case, in which several booster configurations with different numbers of stages are tested. (C) 2007 Elsevier Ltd. All rights reserved.

MODELING THE UNVOICED COMPONENT IN THE CANONICAL REPRESENTATION OF SPEECH

The canonical representation of speech constitutes a perfect reconstruction (PR) analysis-synthesis system. Its parameters are the autoregressive (AR) model coefficients, the pitch period and the voiced and unvoiced components of the excitation represented as transform coefficients. Each set of parameters may be operated on independently. A time-frequency unvoiced excitation (TFUNEX) model is proposed that has high time resolution and selective frequency resolution. Improved time-frequency fit is obtained by using for antialiasing cancellation the clustering of pitch-synchronous transform tracks defined in the modulation transform domain. The TFUNEX model delivers high-quality speech while compressing the unvoiced excitation representation about 13 times over its raw transform coefficient representation for wideband speech.

Distinct conformational properties determined by implicit and explicit representation of protein-solvent interactions. An analytical and computer simulation study

In the protein folding problem, solvent-mediated forces are commonly represented by intra-chain pairwise contact energy. Although this approximation has proven to be useful in several circumstances, it is limited in some other aspects of the problem. Here we show that it is possible to achieve two models to represent the chain-solvent system. one of them with implicit and other with explicit solvent, such that both reproduce the same thermodynamic results. Firstly, lattice models treated by analytical methods, were used to show that the implicit and explicitly representation of solvent effects can be energetically equivalent only if local solvent properties are time and spatially invariant. Following, applying the same reasoning Used for the lattice models, two inter-consistent Monte Carlo off-lattice models for implicit and explicit solvent are constructed, being that now in the latter the solvent properties are allowed to fluctuate. Then, it is shown that the chain configurational evolution as well as the globule equilibrium conformation are significantly distinct for implicit and explicit solvent systems. Actually, strongly contrasting with the implicit solvent version, the explicit solvent model predicts: (i) a malleable globule, in agreement with the estimated large protein-volume fluctuations; (ii) thermal conformational stability, resembling the conformational hear resistance of globular proteins, in which radii of gyration are practically insensitive to thermal effects over a relatively wide range of temperatures; and (iii) smaller radii of gyration at higher temperatures, indicating that the chain conformational entropy in the unfolded state is significantly smaller than that estimated from random coil configurations. Finally, we comment on the meaning of these results with respect to the understanding of the folding process. (C) 2009 Elsevier B.V. All rights reserved.

EOPAS, the EthnoER online representation of interlinear text

One of the goals of the ARC funded Eresearch project called Sharing access and analytical tools for ethnographic digital media using high speed networks, or simply EthnoER is to take outputs of normal linguistic analytical processes and present them online in a system we have called the EthnoER online presentation and annotation system, or EOPAS.

Level-one highest weight representation of U-q[sl((N)over-cap vertical bar 1)] and Bosonization of the multicomponent Super t-J model

We study the level-one irreducible highest weight representations of the quantum affine superalgebra U-q[sl((N) over cap\1)], and calculate their characters and supercharacters. We obtain bosonized q-vertex operators acting on the irreducible U-q[sl((N) over cap\1)] modules and derive the exchange relations satisfied by the vertex operators. We give the bosonization of the multicomponent super t-J model by using the bosonized vertex operators. (C) 2000 American Institute of Physics. [S0022- 2488(00)00508-9].

Credit assignment: The memory representation of dynamic task events

The experiment examined the influence of memory for prior instances on aircraft conflict detection. Participants saw pairs of similar aircraft repeatedly conflict with each other. Performance improvements suggest that participants credited the conflict status of familiar aircraft pairs to repeated static features such as speed, and dynamic features such as aircraft relative position. Participants missed conflicts when a conflict pair resembled a pair that had repeatedly passed safely. Participants either did not attend to, or interpret, the bearing of aircraft correctly as a result of false memory-based expectations. Implications for instance models and situational awareness in dynamic systems are discussed.

The formal representation of process system modelling assumptions and their implications

In order to analyse the effect of modelling assumptions in a formal, rigorous way, a syntax of modelling assumptions has been defined. The syntax of modelling assumptions enables us to represent modelling assumptions as transformations acting on the set of model equations. The notion of syntactical correctness and semantical consistency of sets of modelling assumptions is defined and methods for checking them are described. It is shown on a simple example how different modelling assumptions act on the model equations and their effect on the differential index of the resulted model is also indicated.