Variability in Modified Estimators of VaR and ES

Thesis (Master's)--University of Washington, 2016-06

Monte Carlo evidence on cointegration and causation

The small sample performance of Granger causality tests under different model dimensions, degree of cointegration, direction of causality, and system stability are presented. Two tests based on maximum likelihood estimation of error-correction models (LR and WALD) are compared to a Wald test based on multivariate least squares estimation of a modified VAR (MWALD). In large samples all test statistics perform well in terms of size and power. For smaller samples, the LR and WALD tests perform better than the MWALD test. Overall, the LR test outperforms the other two in terms of size and power in small samples.

The influence of the broccoli (Brassica oleracea var. itálica)fill weigth on postharvest quality

Broccoli is a vegetable of important economic value as well as a source of vitamin C and anticarcinogenic property substances. Although it can be minimally processed, this vegetable presents fast senescence, characterized by yellowing, loss of turgescence, development of off-odors, increase in enzymatic activity and reduction of nutritional value. Among the frequently used techniques that can extend the shelf-life of minimally processed broccoli, we have the use of cool storage and modified atmosphere packaging (MAP). Several factors interfere in the efficiency of MAP, influencing the speed and intensity of the changes on atmosphere composition. This work aimed to study the influence of the amount packaged broccoli on its postharvest quality, when stored at 1ºC. Results demonstrated strong influence of the use of MAP compared to control treatment. It was observed that for all packaged treatments there was better vitamin C retention, lower loss of weight, lower peroxidase activity and better turgidity score of broccoli. This study demonstrated that the treatments with higher amounts of product showed the worst performance on vitamin C and aroma evaluation. The peroxidase activity was also influenced, and the best results were found in the treatment with higher amounts, which presented lowest values. However there is a tendency of increase in the activity along the time, especially at the end of the experiment. It was not detected the influence of the fill weight about color evaluation.

3D-Var assimilation of insect-derived Doppler radar radial winds in convective cases using a high resolution model

The assimilation of Doppler radar radial winds for high resolution NWP may improve short term forecasts of convective weather. Using insects as the radar target, it is possible to provide wind observations during convective development. This study aims to explore the potential of these new observations, with three case studies. Radial winds from insects detected by 4 operational weather radars were assimilated using 3D-Var into a 1.5 km resolution version of the Met Office Unified Model, using a southern UK domain and no convective parameterization. The effect on the analysis wind was small, with changes in direction and speed up to 45° and 2 m s−1 respectively. The forecast precipitation was perturbed in space and time but not substantially modified. Radial wind observations from insects show the potential to provide small corrections to the location and timing of showers but not to completely relocate convergence lines. Overall, quantitative analysis indicated the observation impact in the three case studies was small and neutral. However, the small sample size and possible ground clutter contamination issues preclude unequivocal impact estimation. The study shows the potential positive impact of insect winds; future operational systems using dual polarization radars which are better able to discriminate between insects and clutter returns should provided a much greater impact on forecasts.

Adhesion of Salmonella enterica var Enteritidis strains lacking fimbriae and flagella to rat ileal explants cultured at the air interface or submerged in tissue culture medium

Rat ileal air interface and submerged explant models were developed and used to compare the adhesion of Salmonella enterica var Enteritidis wild-type strains with that of their isogenic single and multiple deletion mutants. The modified strains studied were defective for fimbriae, flagella, motility or chemotaxis and binding was assessed on tissues with and without an intact mucus layer. A multiple afimbriate/aflagellate (fim(-)/fla(-)) strain, a fimbriate but aflagellate (fla(-)) strain and a fimbriate/flagellate but non-motile (mot(-)) strain bound significantly less extensively to the explants than the corresponding wild-type strains. With the submerged explant model this difference was evident in tissues with or without a mucus layer, whereas in the air interface model it was observed only in tissues,vith an intact mucus layer. A smooth swimming chemotaxis-defective (che(-)) strain and single or multiple afimbriate strains bound to explants as well as their corresponding wild-type strain. This suggests that under the present experimental conditions fimbriae were not essential for attachment of S. enterica var Enteritidis to rat ileal explants, However; the possession of active flagella did appear to be an important factor. in enabling salmonellae to penetrate the gastrointestinal mucus layer and attach specifically to epithelial cells.

Desenvolvimento de iniciadores para detecção e identificação de Diaporthe phaseolorum var. meridionalis em sementes de soja

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Physical and chemical changes in juvenile and mature woods of Pinus elliottii var. elliottii by thermal modification

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

TEOR DE VITAMINA C, ATIVIDADE DE ASCORBATO OXIDASE E PERFIL SENSORIAL DE MANGA (Mangífera índica L.) VAR. HADEN, DURANTE O AMADURECIMENTO

The chemical and biochemical composition of mango, varies according to the cultivation conditions, variety and maturation state, generally containing a high level of ascorbic acid. In order to establish the correlation between the activity of the ascorbate oxidase [E.C.1.10.3.3], and ascorbic acid level in the ripening process of the Haden mango (Mangífera índica L.), sample of the fruits related to hard green stage (zero), 2, 4, 6, 8, 10, 12 and 14 days stored at 20 ± 2oC, were tested. The samples were obtained by cutting small cubes of 8 cm3 from pulps of 8 mangoes with texture without significant difference (p£0.05) at Magness-Taylor pressure tester scale. In each sample the activity of ascorbate oxidase was followed, in order to check its participation in possible substrate losses during the ripening fruits. The ascorbic acid level and sensory profile also was determined periodically during the ripening period. The enzymatic activity was spectrophotometrically determined at 245 nm and 30oC. The ascorbic acid was analyzed according modified AOAC methodology, and sensory analysis by descriptive quantitative analysis. Data were analyzed using correlation analysis, analysis of variance (ANOVA), Tukey's test, principal component analysis and stepwise discriminant analysis. During the ripening, the ascorbate oxidase activity increased (from 0 to 5.0 x 10-1 U/ml) and the ascorbic acid level decreased (from 209.3 mg to 110.0 mg per 100g of pulp), showing a significant (p£0.05) inverse linear correlation (r=-0.98). The descriptors terms for mangoes were: characteristic flavor, characteristic aroma, sourness, astringency, yellow coloration of pulp, sweetness and succulence. The sensory profile presented significant improvement during ripening. All sensory attributes increased significantly (p£0.05) except sourness and astringency, wich decreased during the ripening of mangoes.

Influência de diferentes embalagens de atmosfera modificada sobre a aceitação de uvas finas de mesa var. Itália mantidas sob refrigeração

Foi feito um estudo sobre o comportamento de uvas finas de mesa (Vitis vinifera L.) var. Itália frente à armazenagem refrigerada e à utilização de embalagem, para aumentar a vida-de-prateleira. Cachos da uva no estádio verde maduro foram embalados individualmente em três diferentes filmes plásticos (Cryovac® PD-900; Cryovac® PD-955 e Cryovac® PD-961EZ ) de alta permeabilidade ao oxigênio e ao gás carbônico e armazenados a 1ºC (85-95% UR) por 63 dias e a 25ºC (80-90% UR) por 21 dias; frutas sem embalagem serviram de controle. Ao longo da armazenagem foram realizadas análises sensoriais de aceitação quanto ao sabor e aparência, utilizando escala hedônica não estruturada de 9cm e 30 provadores por sessão. Foram realizadas também análises do teor de sólidos solúveis, acidez titulável e vitamina C ao longo da armazenagem. As frutas embaladas apresentaram taxas de perda de massa 28 vezes menores que as controle, mas não foi observada diferença significativa (p>0,05) entre as diferentes embalagens. A combinação de armazenagem a 1°C com o filme PD-955 prolongou a vida de prateleira das uvas por 63 dias contra 11 a 21 dias do controle. Nas uvas embaladas, o fim da vida-de-prateleira foi determinado por deterioração microbiológica e no controle pela perda de massa, que causou o enrugamento, perda de turgidez das bagas e ressecamento dos engaços e pedicelos.

Detecção e identificação de Diaporthe phaseolorum var. meridionalis em sementes de soja por PCR

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Efeito da modificação atmosférica em goiabas var. Paluma na redução de danos mecânicos em pós-colheita

In the postharvest management, the fruits can be exposed to injuries that depreciated the quality and the shelf life. Thus, it was evaluated the modified atmosphere effects on guavas var. Paluma subjected to different mechanical damages. Once harvested, the fruits were selected, sanitized and submitted to the treatments T1 (control) - without injuries or packaging in bags of low density polyethylene (LDPE); T2 - without injuries + LDPE bags; T3 - damage by fall of 1 m + LDPE bags; T4 - damage by compression of 9 N + LDPE bags; T5 - damage by fall of 1 m + damage by compression of 9 N + LDPE bags and T6 - damage by fall of 1 m + damage by compression of 9 N without LDPE bags. The treatments were kept in cold storage at 10 ± 1 o C and 94 ± 2% de R.H. The analysis of CO2/ethylene production, enzymatic activity, total and soluble pectins, pulp firmness, titratable acidity (TA), soluble solids (SS), reducing sugars and ascorbic acid were performed every 10 days of refrigeration, and an additional day outside cold storage (22 ± 1o C and 75 ± 3% R.H.) for 30 days. Guavas packed in LDPE bags, not subject to mechanical damage, presented the best quality standards. The fruits suffered only one kind of damage, when packaged, presented satisfactory pattern compared to the fruits without package and not exposed to any mechanical damages. Applying the two kinds of damages, the LDPE packaging was not adequate to decrease the metabolic rate of these fruits, making them unfit for marketing.

The Value Of The 2005 International Society Of Urological Pathology (isup) Modified Gleason Grading System As A Predictor Of Biochemical Recurrence After Radical Prostatectomy.

To compare time and risk to biochemical recurrence (BR) after radical prostatectomy of two chronologically different groups of patients using the standard and the modified Gleason system (MGS). Cohort 1 comprised biopsies of 197 patients graded according to the standard Gleason system (SGS) in the period 1997/2004, and cohort 2, 176 biopsies graded according to the modified system in the period 2005/2011. Time to BR was analyzed with the Kaplan-Meier product-limit analysis and prediction of shorter time to recurrence using univariate and multivariate Cox proportional hazards model. Patients in cohort 2 reflected time-related changes: striking increase in clinical stage T1c, systematic use of extended biopsies, and lower percentage of total length of cancer in millimeter in all cores. The MGS used in cohort 2 showed fewer biopsies with Gleason score ≤ 6 and more biopsies of the intermediate Gleason score 7. Time to BR using the Kaplan-Meier curves showed statistical significance using the MGS in cohort 2, but not the SGS in cohort 1. Only the MGS predicted shorter time to BR on univariate analysis and on multivariate analysis was an independent predictor. The results favor that the 2005 International Society of Urological Pathology modified system is a refinement of the Gleason grading and valuable for contemporary clinical practice.

Electronic And Structural Study Of Pt-modified Au Vicinal Surfaces: A Model System For Pt-au Catalysts.

Two single crystalline surfaces of Au vicinal to the (111) plane were modified with Pt and studied using scanning tunneling microscopy (STM) and X-ray photoemission spectroscopy (XPS) in ultra-high vacuum environment. The vicinal surfaces studied are Au(332) and Au(887) and different Pt coverage (θPt) were deposited on each surface. From STM images we determine that Pt deposits on both surfaces as nanoislands with heights ranging from 1 ML to 3 ML depending on θPt. On both surfaces the early growth of Pt ad-islands occurs at the lower part of the step edge, with Pt ad-atoms being incorporated into the steps in some cases. XPS results indicate that partial alloying of Pt occurs at the interface at room temperature and at all coverage, as suggested by the negative chemical shift of Pt 4f core line, indicating an upward shift of the d-band center of the alloyed Pt. Also, the existence of a segregated Pt phase especially at higher coverage is detected by XPS. Sample annealing indicates that the temperature rise promotes a further incorporation of Pt atoms into the Au substrate as supported by STM and XPS results. Additionally, the catalytic activity of different PtAu systems reported in the literature for some electrochemical reactions is discussed considering our findings.

A Modified Acidic Approach For Dna Extraction From Plant Species Containing High Levels Of Secondary Metabolites.

Purified genomic DNA can be difficult to obtain from some plant species because of the presence of impurities such as polysaccharides, which are often co-extracted with DNA. In this study, we developed a fast, simple, and low-cost protocol for extracting DNA from plants containing high levels of secondary metabolites. This protocol does not require the use of volatile toxic reagents such as mercaptoethanol, chloroform, or phenol and allows the extraction of high-quality DNA from wild and cultivated tropical species.

[the Modified Us7 Score In The Assessment Of Synovitis In Early Rheumatoid Arthritis].

To evaluate the modified US7 score (MUS7 score SYN) in the assessment of patients with early rheumatoid arthritis (ERA). In addition, dorsal and palmar recesses of the wrists as well as of small joints of the hands and feet were examined for the presence of synovitis by means of a global assessment of joints. The study sample comprised 32 patients treated for arthritis, with an average disease duration of 13 months. An ultrasound machine with high frequency transducer was used. Hands were also X-rayed and analysed by Larsen score. Out of the 832 examined joints, synovitis was detected in 173 (20,79%), tenosynovitis in 22 (4,91%), and erosions in 3 (1,56%). Synovitis was predominantly detected in the dorsal recess (73,38%) of MCP and PIP joints, when compared with palmar recess (26%). The presence of synovitis in the joints evaluated correlated with clinical (HAQ-DI, DAS28), laboratory (ACPA, RF, CRP), and ultrasound results (r = 0,37 to r = 0,42; p = 0,04 to p = 0,003). We found correlation of the MUS7 score SYN of the gray scale US or of the power Doppler US with DAS28 (PCR) values (r = 0,38; p = 0,0332), and with CRP results (r = 0,39; p = 0,0280), respectively. The dorsal recess, the wrist, and small joints can be considered as important sites to detect synovitis by the MUS7 score SYN in patients with ERA.