943 resultados para intra-day data
Resumo:
v. 1. Statistical summaries.--v. 2. Basic degree-day data.
Resumo:
2000 Mathematics Subject Classification: 62H12, 62P99
Resumo:
Research on the topic of liquidity has greatly benefited from the improved availability of data. Researchers have addressed questions regarding the factors that influence bid-ask spreads and the relationship between spreads and risk, return and liquidity. Intra-day data have been used to measure the effective spread and researchers have been able to refine the concepts of liquidity to include the price impact of transactions on a trade-by-trade analysis. The growth in the creation of tax-transparent securities has greatly enhanced the visibility of securitized real estate, and has naturally led to the question of whether the increased visibility of real estate has caused market liquidity to change. Although the growth in the public market for securitized real estate has occurred in international markets, it has not been accompanied by universal publication of transaction data. Therefore this paper develops an aggregate daily data-based test for liquidity and applies the test to US data in order to check for consistency with the results of prior intra-day analysis. If the two approaches produce similar results, we can apply the same technique to markets in which less detailed data are available and offer conclusions on the liquidity of a wider set of markets.
Resumo:
In recent years, Germany has significantly increased its share of electricity produced from renewable sources, which is mainly due to the Renewable Energy Act (EEG). The EEG substantially impacts the dynamics of intra-day electricity prices by increasing the likelihood of negative prices. In this paper, we present a non-Gaussian process to model German intra-day electricity prices and propose an estimation procedure for this model. Most importantly, our model is able to generate extreme positive and negative spikes. A simulation study demonstrates the ability of our model to capture the characteristics of the data.
Resumo:
In this paper we check whether generator's bid behavior at the Spanish whosale electricity market is consistent with the hypothesis of profit maximization on their residual demands. Using OMEL data, we find the arc-elacticity of the residual demand around the system marginal price. The results suggest thet the larger firms are not actually profit-msximization. We argue how the regulatory environment may drive these results. Finally, we repeat the analysis for the first session of the intra-day market where presumably firms may not have the same incentives as in the day-ahead market.
Resumo:
Agricultural workers are exposed to folpet, but biomonitoring data are limited. Phthalimide (PI), phthalamic acid (PAA), and phthalic acid (PA) are the ring metabolites of this fungicide according to animal studies, but they have not yet been measured in human urine as metabolites of folpet, only PA as a metabolite of phthalates. The objective of this study was thus to develop a reliable gas chromatography-tandem mass spectrometry (GC-MS) method to quantify the sum of PI, PAA, and PA ring-metabolites of folpet in human urine. Briefly, the method consisted of adding p-methylhippuric acid as an internal standard, performing an acid hydrolysis at 100 °C to convert ring-metabolites into PA, purifying samples by ethyl acetate extraction, and derivatizing with N,O-bis(trimethylsilyl)trifluoro acetamide prior to GC-MS analysis. The method had a detection limit of 60.2 nmol/L (10 ng/mL); it was found to be accurate (mean recovery, 97%), precise (inter- and intra-day percentage relative standard deviations <13%), and with a good linearity (R (2) > 0.98). Validation was conducted using unexposed peoples urine spiked at concentrations ranging from 4.0 to 16.1 μmol/L, along with urine samples of volunteers dosed with folpet, and of exposed workers. The method proved to be (1) suitable and accurate to determine the kinetic profile of PA equivalents in the urine of volunteers orally and dermally administered folpet and (2) relevant for the biomonitoring of exposure in workers.
Resumo:
This work presents a comparison between three analytical methods developed for the simultaneous determination of eight quinolones regulated by the European Union (marbofloxacin, ciprofloxacin, danofloxacin, enrofloxacin, difloxacin, sarafloxacin, oxolinic acid and flumequine) in pig muscle, using liquid chromatography with fluorescence detection (LC-FD), liquid chromatography-mass spectrometry (LC-MS) and liquid chromatography-tandem mass spectrometry (LC-MS/MS). The procedures involve an extraction of the quinolones from the tissues, a step for clean-up and preconcentration of the analytes by solid-phase extraction and a subsequent liquid chromatographic analysis. The limits of detection of the methods ranged from 0.1 to 2.1 ng g−1 using LC-FD, from 0.3 to 1.8 using LC-MS and from 0.2 to 0.3 using LC-MS/MS, while inter- and intra-day variability was under 15 % in all cases. Most of those data are notably lower than the maximum residue limits established by the European Union for quinolones in pig tissues. The methods have been applied for the determination of quinolones in six different commercial pig muscle samples purchased in different supermarkets located in the city of Granada (south-east Spain).
Resumo:
Paperiteollisuus on energiaintensiivistä teollisuutta, jossa on tehty pitkään työtä tuotantoprosessien energiatehokkuuden parantamiseksi. Paperitehtaan energiakustannuksiin voidaan kuitenkin vaikuttaa myös sähkötaseen hallinnalla ja sähkön kysyntäjouston avulla. Tehtaan seuraavan vuorokauden sähkön kulutus pyritään ennustamaan mahdollisimman tarkasti, mutta esimerkiksi paperitehtaan häiriötilanteissa sähkötase poikkeaa ennustetusta. Tällöin sähkötasetta voidaan korjata ensisijaisesti sähkön jälkimarkkinoiden eli Elbas- kaupankäynnin avulla. Ellei tasetta saada korjattua sähkön jälkimarkkinoilla tase-ero korjataan tasesähköllä, jonka hinta muodostuu säätösähkömarkkinoilla. Tasesähkön hinta saattaa poiketa Elspot- markkinahinnasta voimakkaasti, jolloin tase-erosta joko hyödytään tai hävitään kustannusmielessä. Tämän työn tarkoituksena on selvittää sähkötasehallinnan parantamisen ja sähkön kysyntäjouston vaikutukset paperitehtaan energiakustannuksiin. Työssä tutkittiin tehtaan sähkö-tasehallinnan nykytilannetta ja selvitettiin tase-erojen kustannusvaikuttavuutta. Lisäksi työssä luotiin ajomalleja sähkön kysyntäjouston toteuttamiselle massatehtaan eri tuotantoprosesseille, sekä määritettiin rajahintoja seuraavan vuorokauden energiaennusteeseen. Onnistunut energiaennuste perustuu paperitehtaan käynnin tarkkoihin ja ajankohtaisiin lähtötietoihin. Sähkötaseen poikkeamiin voidaan puolestaan varautua paremmin, kun informaatio tehtaan prosessien alasajosta tulee voimalaitoksen tietoon mahdollisimman aikaisin. Sähkötaseen poikkeamien hallinta voidaan tehdä, joko Elbas- kaupan tai tasesähkön avulla. Ajankohdasta ja tasepoikkeaman volyymista riippuen täytyy tehdä valinta, kumpi vaihtoehdoista on kustannusmielessä kannattavampi. Paperitehtaan eri prosesseille luoduilla ajomalleilla saatiin esiin huomattava säästöpotentiaali. Ajomallien noudattaminen vaatii suunnitelmallista tuotannon hallintaa ja sähkön Elspot- hinnan käyttäytymisen säännöllistä seurantaa. Seuraavan vuorokauden rajahintatietojen määrittämisen pohjalta voidaan arvioida, millä Elspot- hinnalla sähkön myynti muuttuu paperin tuotantoa kannattavammaksi.
Resumo:
Free and total carnitine quantification is important as a complementary test for the diagnosis of unusual metabolic diseases, including fatty acid degradation disorders. The present study reports a new method for the quantification of free and total carnitine in dried plasma specimens by isotope dilution electrospray tandem mass spectrometry with sample derivatization. Carnitine is determined by looking for the precursor of ions of m/z = 103 of N-butylester derivative, and the method is validated by comparison with radioenzymatic assay. We obtained an inter- and intra-day assay coefficient of variation of 4.3 and 2.3, respectively. Free and total carnitine was analyzed in 309 dried plasma spot samples from children ranging in age from newborn to 14 years using the new method, which was found to be suitable for calculating reference age-related values for free and total carnitine (less than one month: 19.3 ± 2.4 and 23.5 ± 2.9; one to twelve months: 28.8 ± 10.2 and 35.9 ± 11.4; one to seven years: 30.7 ± 10.3 and 38.1 ± 11.9; seven to 14 years: 33.7 ± 11.6, and 43.1 ± 13.8 µM, respectively). No difference was found between males and females. A significant difference was observed between neonates and the other age groups. We compare our data with reference values in the literature, most of them obtained by radioenzymatic assay. However, this method is laborious and time consuming. The electrospray tandem mass spectrometry method presented here is a reliable, rapid and automated procedure for carnitine quantitation.
Resumo:
Liberalization of electricity markets has resulted in a competed Nordic electricity market, in which electricity retailers play a key role as electricity suppliers, market intermediaries, and service providers. Although these roles may remain unchanged in the near future, the retailers’ operation may change fundamentally as a result of the emerging smart grid environment. Especially the increasing amount of distributed energy resources (DER), and improving opportunities for their control, are reshaping the operating environment of the retailers. This requires that the retailers’ operation models are developed to match the operating environment, in which the active use of DER plays a major role. Electricity retailers have a clientele, and they operate actively in the electricity markets, which makes them a natural market party to offer new services for end-users aiming at an efficient and market-based use of DER. From the retailer’s point of view, the active use of DER can provide means to adapt the operation to meet the challenges posed by the smart grid environment, and to pursue the ultimate objective of the retailer, which is to maximize the profit of operation. This doctoral dissertation introduces a methodology for the comprehensive use of DER in an electricity retailer’s short-term profit optimization that covers operation in a variety of marketplaces including day-ahead, intra-day, and reserve markets. The analysis results provide data of the key profit-making opportunities and the risks associated with different types of DER use. Therefore, the methodology may serve as an efficient tool for an experienced operator in the planning of the optimal market-based DER use. The key contributions of this doctoral dissertation lie in the analysis and development of the model that allows the retailer to benefit from profit-making opportunities brought by the use of DER in different marketplaces, but also to manage the major risks involved in the active use of DER. In addition, the dissertation introduces an analysis of the economic potential of DER control actions in different marketplaces including the day-ahead Elspot market, balancing power market, and the hourly market of Frequency Containment Reserve for Disturbances (FCR-D).
Resumo:
This paper studies the electricity hourly load demand in the area covered by a utility situated in the southeast of Brazil. We propose a stochastic model which employs generalized long memory (by means of Gegenbauer processes) to model the seasonal behavior of the load. The model is proposed for sectional data, that is, each hour’s load is studied separately as a single series. This approach avoids modeling the intricate intra-day pattern (load profile) displayed by the load, which varies throughout days of the week and seasons. The forecasting performance of the model is compared with a SARIMA benchmark using the years of 1999 and 2000 as the out-of-sample. The model clearly outperforms the benchmark. We conclude for general long memory in the series.
Resumo:
Pós-graduação em Química - IQ
Resumo:
Objective In the last decades aroused the interest for bone tissue bank as an alternative to autogenous grafting, avoiding donor sites morbidity, surgical time, and costs reduction. The purpose of the study was to compare allografts (ALg) with autografts (AUg) using histology, immunochemistry, and tomographic analysis. Material and methods Fifty-six New Zealand White rabbits were submitted to surgical procedures. Twenty animals were donors and 36 were actually submitted to onlay grafting with ALg (experimental group) and AUg (control group) randomly placed bilaterally in the mandible. Six animals of each group were sacrificed at 3, 5, 7, 10, 20, and 60 postoperative days. Immunolabeling was accomplished with osteoprotegerin (OPG); receptor activator of nuclear factor-k ligand (RANKL); alkaline phosphatase (ALP); osteopontin (OPN); vascular endothelial growth factor (VEGF); tartrate-resistant acid phosphatase (TRAP); collagen type I (COL I); and osteocalcin (OC). Density and volume of the grafts was evaluated on tomography obtained at the surgery and sacrifice. Results The ALg and AUg exhibited similar patterns of density and volume throughout the experiments. The intra-group data showed statistical differences at days 7 and 60 in comparison with other time points (P = 0.001), in both groups. A slight graft expansion from fixation until day 20 (P = 0.532) was observed in the AUg group and then resorbed significantly at the day 60 (P = 0.015). ALg volume remained stable until day 7 and decreased at day 10 (P = 0.045). The light microscopy analysis showed more efficient incorporation of AUg onto the recipient bed if compared with the ALg group. The immunohistochemical labeling picked: at days 10 and 20 with OPG in the AUg group and at day 7 with TRAP in the ALg group (P = 0.001 and P = 0.002, respectively). Conclusions ALg and AUg were not differing in patterns of volume and density during entire experiment. Histological data exhibit more efficient AUg incorporation into recipient bed compared with the ALg group. Immunohistochemistry outcomes demonstrated similar pattern for both ALg and AUg groups, except for an increasing resorption activity in the ALg group mediated by TRAP and in the AUg group by higher OPG labeling. However, this latter observation does not seem to influence clinical outcomes.
Resumo:
Research has shown that physical activity serves a preventive function against the development of several major chronic diseases. However, studying physical activity and its health benefits is difficult due to the complexity of measuring physical activity. The overall aim of this research is to contribute to the knowledge of both correlates and measurement of physical activity. Data from the Women On The Move study were used for this study (n = 260), and the results are presented in three papers. The first paper focuses on the measurement of physical activity and compares an alternate coding method with the standard coding method for calculating energy expenditure from a 7-day activity diary. Results indicate that the alternative coding scheme could produce similar results to the standard coding in terms of total activity expenditure. Even though agreement could not be achieved by dimension, the study lays the groundwork for a coding system that saves considerable amount of time in coding activity and has the ability to estimate expenditure more accurately for activities that can be performed at varying intensity levels. The second paper investigates intra-day variability in physical activity by estimating the variation in energy expenditure for workers and non-workers and identifying the number of days of diary self-report necessary to reliably estimate activity. The results indicate that 8 days of activity are needed to reliably estimate total activity for individuals who don't work and 12 days of activity are needed to reliably estimate total activity for those who work. Days of diary self-report required by dimension for those who don't work range from 6 to 16 and for those who work from 6 to 113. The final paper presents findings on the relationship between daily living activity and Type A behavior pattern. Significant findings are observed for total activity and leisure activity with the Temperament Scale summary score. Significant findings are also observed for total activity, household chores, work, leisure activity, exercise, and inactivity with one or more of the individual items on the Temperament Scale. However, even though some significant findings were observed, the overall models did not reveal meaningful associations. ^