966 resultados para Nonstationary Procedure


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This paper is partially supported by project ISM-4 of Department for Scientific Research, “Paisii Hilendarski” University of Plovdiv.

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In this paper, we develop finite-sample inference procedures for stationary and nonstationary autoregressive (AR) models. The method is based on special properties of Markov processes and a split-sample technique. The results on Markovian processes (intercalary independence and truncation) only require the existence of conditional densities. They are proved for possibly nonstationary and/or non-Gaussian multivariate Markov processes. In the context of a linear regression model with AR(1) errors, we show how these results can be used to simplify the distributional properties of the model by conditioning a subset of the data on the remaining observations. This transformation leads to a new model which has the form of a two-sided autoregression to which standard classical linear regression inference techniques can be applied. We show how to derive tests and confidence sets for the mean and/or autoregressive parameters of the model. We also develop a test on the order of an autoregression. We show that a combination of subsample-based inferences can improve the performance of the procedure. An application to U.S. domestic investment data illustrates the method.

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Electrochemical systems are ideal working-horses for studying oscillatory dynamics. Experimentally obtained time series, however, are usually associated with a spontaneous drift in some uncontrollable parameter that triggers transitions among different oscillatory patterns, despite the fact that all controllable parameters are kept constant. Herein we present an empirical method to stabilize experimental potential time series. The method consists of applying a negative galvanodynamic sweep to compensate the spontaneous drift and was tested for the oscillatory electro-oxidation of methanol on platinum. For a wide range of applied currents, the base system presents spontaneous transitions from quasi-harmonic to mixed mode oscillations. Temporal patterns were stabilized by galvanodynamic sweeps at different rates. The procedure resulted in a considerable increase in the number of oscillatory cycles from 5 to 20 times, depending on the specific temporal pattern. The spontaneous drift has been associated with uncompensated oscillations, in which the coverage of some adsorbed species are not reestablished after one cycle; i.e., there is a net accumulation and/or depletion of adsorbed species during oscillations. We interpreted the rate of the galvanodynamic sweep in terms of the time scales of the poisoning processes that underlies the uncompensated oscillations and thus the spontaneous slow drift.

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Master thesis discusses the analysis of changes in biological signals on time based on dynamic time warping algorithm (DTW). Special attention is paid to problems of tiny changes analysis incomplex nonstationary biological signals. Electrocardiographic (ECG) signals are used as an example inthis study; in particular, repolarization segments of heart beat cycles. The aim of the research is studyingthe possibility of applying DTW algorithm for the analysis of small changes in the repolarization segments of heart beat cycles. The research has the following tasks:- Studying repolarization segments of heart beat cycles, andmethods of their analysis;- Studying DTW algorithm and its modifications, finding the most appropriate modification for analyzing changes in biological signals;- Development of methods for analyzing the warping path(output parameter of DTW algorithm).

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Dynamic spectrum management (DSM) comprises a new set of techniques for multiuser power allocation and/or detection in digital subscriber line (DSL) networks. At the Alcatel Research and Innovation Labs, we have recently developed a DSM test bed, which allows the performance of DSM algorithms to be evaluated in practice. With this test bed, we have evaluated the performance of a DSM level-1 algorithm known as iterative water-filling in an ADSL scenario. This paper describes the results of, on the one hand, the performance gains achieved with iterative water-filling, and, on the other hand, the nonstationary noise robustness of DSM-enabled ADSL modems. It will be shown that DSM trades off nonstationary noise robustness for performance improvements. A new bit swap procedure is then introduced to increase the noise robustness when applying DSM.

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In this paper, we discuss some practical implications for implementing adaptable network algorithms applied to non-stationary time series problems. Two real world data sets, containing electricity load demands and foreign exchange market prices, are used to test several different methods, ranging from linear models with fixed parameters, to non-linear models which adapt both parameters and model order on-line. Training with the extended Kalman filter, we demonstrate that the dynamic model-order increment procedure of the resource allocating RBF network (RAN) is highly sensitive to the parameters of the novelty criterion. We investigate the use of system noise for increasing the plasticity of the Kalman filter training algorithm, and discuss the consequences for on-line model order selection. The results of our experiments show that there are advantages to be gained in tracking real world non-stationary data through the use of more complex adaptive models.

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Artificial reproduction and gamete fertilization were evaluated in Salminus hilarii wild and domesticated broodstocks. Wild and domesticated broodstocks were artificially induced to reproduction using a carp pituitary treatment. Four groups were considered: Group 1 (G1), fish caught in the wild maintained for three years in the same conditions as the domesticated broodstocks and spawned naturally; Group 2 (G2), broodstock born and raised in captivity and spawned naturally; Group 3 (G3), wild broodstocks, which were manually stripped for gamete collection and dry fertilization; and Group 4 (G4), domesticated males and females, also manually stripped. Oocytes, eggs, and larvae were sampled at different time intervals throughout embryonic development. Yolk sac absorption occurred approximately 24-29 h after hatching. Twenty-six h after hatching, the larvae mouths opened. Cannibalism was identified just 28-30 h after hatching. There was no morphological difference in embryonic development among all groups. The number of released eggs per gram of female was: G1: 83.3 ± 24.5 and G2: 103.8 ± 37.4; however, the fertilization success was lower in G2 (42.0 ± 6.37 %) compared with G1 (54.7 ± 3.02%) (P = 0.011). Hand-stripping of oocytes was not successful and the fertilization rate was zero. The reproduction of this species in captivity is viable, but it is necessary to improve broodstock management to enhance fertilization rates and obtain better fingerling production for restocking programs.

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A photometric procedure for the determination of ClO(-) in tap water employing a miniaturized multicommuted flow analysis setup and an LED-based photometer is described. The analytical procedure was implemented using leucocrystal violet (LCV; 4,4', 4 ''-methylidynetris (N, N-dimethylaniline), C(25)H(31)N(3)) as a chromogenic reagent. Solenoid micropumps employed for solutions propelling were assembled together with the photometer in order to compose a compact unit of small dimensions. After control variables optimization, the system was applied for the determination of ClO(-) in samples of tap water, and aiming accuracy assessment samples were also analyzed using an independent method. Applying the paired t-test between results obtained using both methods, no significant difference at the 95% confidence level was observed. Other useful features include low reagent consumption, 2.4 mu g of LCV per determination, a linear response ranging from 0.02 up to 2.0 mg L(-1) ClO(-), a relative standard deviation of 1.0% (n = 11) for samples containing 0.2 mg L(-1) ClO(-), a detection limit of 6.0 mu g L(-1) ClO(-), a sampling throughput of 84 determinations per hour, and a waste generation of 432 mu L per determination.

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In some circumstances ice floes may be modeled as beams. In general this modeling supposes constant thickness, which contradicts field observations. Action of currents, wind and the sequence of contacts, causes thickness to vary. Here this effect is taken into consideration on the modeling of the behavior of ice hitting inclined walls of offshore platforms. For this purpose, the boundary value problem is first equated. The set of equations so obtained is then transformed into a system of equations, that is then solved numerically. For this sake an implicit solution is developed, using a shooting method, with the accompanying Jacobian. In-plane coupling and the dependency of the boundary terms on deformation, make the problem non-linear and the development particular. Deformation and internal resultants are then computed for harmonic forms of beam profile. Forms of giving some additional generality to the problem are discussed.

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In this work, thermal and optical properties of the commercial Q-98 neodymium-doped phosphate glass have been measured at low temperature, from 50 to 300 K. The time-resolved thermal lens spectrometry together with the optical interferometry and the thermal relaxation calorimetry methods were used to investigate the glass athermal characteristics described by the temperature coefficient of the optical path length change, ds/dT. The thermal diffusivity was also determined, and the temperature coefficients of electronic polarizability, linear thermal expansion, and refractive index were calculated and used to explain ds/dT behavior. ds/dT measured via thermal lens method was found to be zero at 225 K. The results provided a complete characterization of the thermo-optical properties of the Q-98 glass, which may be useful for those using this material for diode-pumped solid-state lasers. (C) 2009 American Institute of Physics. [doi: 10.1063/1.3234396]

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A flow system designed with solenoid micro-pumps is proposed for fast and greener spectrophotometric determination of free glycerol in biodiesel. Glycerol was extracted from samples without using organic solvents. The determination involves glycerol oxidation by periodate, yielding formaldehyde followed by formation of the colored (3,5-diacetil-1,4-dihidrolutidine) product upon reaction with acetylacetone. The coefficient of variation, sampling rate and detection limit were estimated as 1.5% (20.0 mg L(-1) glycerol, n =10), 34 h(-1), and 1.0 mg L(-1) (99.7% confidence level), respectively. A linear response was observed from 5 to 50 mg L(-1), with reagent consumption estimated as 345 mu g of KIO(4) and 15 mg of acetylacetone per determination. The procedure was successfully applied to the analysis of biodiesel samples and the results agreed with the batch reference method at the 95% confidence level. (C) 2010 Elsevier B.V. All rights reserved.

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An environmentally friendly analytical procedure with high sensitivity for determination of carbaryl pesticide in natural waters was developed. The flow system was designed with solenoid micro-pumps in order to improve mixing conditions and minimize reagent consumption as well as waste generation. A long pathlength (100 cm) flow cell based on a liquid core waveguide (LCW) was employed to increase the sensitivity in detection of the indophenol formed from the reaction between carbaryl and p-aminophenol (PAP). A clean-up step based on cloud-point extraction was explored to remove the interfering organic matter, avoiding the use of toxic organic solvents. A linear response was observed within the range 5-200 mu g L(-1) and the detection limit, coefficient of variation and sampling rate were estimated as 1.7 mu g L(-1) (99.7% confidence level), 0.7% (n=20) and 55 determinations per hour, respectively. The reagents consumption was 1.9 mu g of PAP and 5.7 mu g of potassium metaperiodate, with volume of 2.6 mL of effluent per determination. The proposed procedure was selective for the determination of carbaryl, without interference from other carbamate pesticides. Recoveries within 84% and 104% were estimated for carbaryl spiked to water samples and the results obtained were also in agreement with those found by a batch spectrophotometric procedure at the 95% confidence level. The waste of the analytical procedure was treated with potassium persulphate and ultraviolet irradiation, yielding a colorless residue and a decrease of 94% of total organic carbon. In addition, the residue after treatment was not toxic for Vibrio fischeri bacteria. (c) 2010 Elsevier B.V. All rights reserved.

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The determination of uric acid in urine shows clinical importance, once it can be related to human organism dysfunctions, such as gout. An analytical procedure employing a multicommuted flow system was developed for the determination of uric acid in urine samples. Cu(II) ions are reduced by uric acid to Cu(I) that can be quantified by spectrophotometry in the presence of 2,2`-biquinoline 4,4`-dicarboxylic acid (BCA). The analytical response was linear between 10 and 100 mu mol L(-1) uric acid with a detection limit of 3.0 mu mol L(-1) (99.7% confidence level). Coefficient of variation of 1.2% and sampling rate of 150 determinations per hour were achieved. Per determination, 32 mu g of CuSO(4) and 200 mu g of BCA were consumed, generating 2.0 mL of waste. Recoveries from 91 to 112% were estimated and the results for 7 urine samples agreed with those obtained by the commercially available enzymatic kit for determination of uric acid. The procedure required 100-fold dilution of urine samples, minimizing sample consumption and interfering effects. In order to avoid the manual dilution step, on-line sample dilution was achieved by a simple system reconfiguration attaining a sampling rate of 95 h(-1). (C) 2009 Elsevier B.V. All rights reserved.

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In the current work a Green Analytical Chemistry (GAC) procedure for photometric determination of orthophosphate in river water at mu g L-1 concentration level is described. The flow system module and the LED-based photometer were assembled together to constitute a compact unit in order to allow that a flow cell with optical path-length of 100mm was coupled to them. The photometric procedure based on the molybdenum blue method was implemented employing the multicommuted flow injection analysis approach, which provided facilities to allow reduction of reagent consumption and as well as waste generation. Aiming to prove the usefulness of the system, orthophosphate in river and tap waters was determined. Accuracy was ascertained by spiking samples with orthophosphate solution yielding recoveries ranging from 96% up to 107%. Other profitable features such as a wide linear response range between 10 to 800 mu g L-1 [image omitted]; a detection limit (3 sigma criterion) of 2.4 mu g L-1 [image omitted]; a relative standard deviation (n=7) of 2% using a typical water sample with concentration of 120 mu g L-1 [image omitted]; reagent consumption of 3.0mg ammonium molybdate, 0.3mg hydrazine sulfate, and 0.03mg stannous chloride per determination; a waste generation of 2.4mL per determination; and a sampling throughput of 20 determination per hours were also achieved.

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An improved flow-based procedure is proposed for turbidimetric sulphate determination in waters. The flow system was designed with solenoid micro-pumps in order to improve mixing conditions and minimize reagent consumption as well as waste generation. Stable baselines were observed in view of the pulsed flow characteristic of the systems designed with solenoid micro-pumps, thus making the use of washing solutions unnecessary. The nucleation process was improved by stopping the flow prior to the measurement, thus avoiding the need of sulphate addition. When a 1-cm optical path flow cell was employed, linear response was achieved within 20-200 mg L(-1), described by the equation S = -0.0767 + 0.00438C (mg L(-1)), r = 0.999. The detection limit was estimated as 3 mg L(-1) at the 99.7% confidence level and the coefficient of variation was 2.4% (n = 20). The sampling rate was estimated as 33 determinations per hour. A long pathlength (100-cm) flow cell based on a liquid core waveguide was exploited to increase sensitivity in turbidimetry. Baseline drifts were avoided by a periodical washing step with EDTA in alkaline medium. Linear response was observed within 7-16 mg L(-1), described by the equation S = -0.865 + 0.132C (mg L(-1)), r = 0.999. The detection limit was estimated as 150 mu g L(-1) at the 99.7% confidence level and the coefficient of variation was 3.0% (n = 20). The sampling rate was estimated as 25 determinations per hour. The results obtained for freshwater and rain water samples were in agreement with those achieved by batch turbidimetry at the 95% confidence level. (C) 2008 Elsevier B.V All rights reserved.