9,527 research outputs found

    Estimation and forecasting in SUINAR(1) model

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    This work considers a generalization of the INAR(1) model to the panel data first order Seemingly Unrelated INteger AutoRegressive Poisson model, SUINAR(1). It presents Bayesian and classical methodologies to estimate the parameters of Poisson SUINAR(1) model and to forecast future observations of the process. In particular, prediction intervals for forecasts - classical approach - and HPD prediction intervals - Bayesian approach - are derived. A simulation study is provided to give additional insight into the finite sample behaviour of the parameter estimates and forecasts

    Replicated INAR(1) processes

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    Replicated time series are a particular type of repeated measures, which consist of time-sequences of measurements taken from several subjects (experimental units). We consider independent replications of count time series that are modelled by first-order integer-valued autoregressive processes, INAR(1). In this work, we propose several estimation methods using the classical and the Bayesian approaches and both in time and frequency domains. Furthermore, we study the asymptotic properties of the estimators. The methods are illustrated and their performance is compared in a simulation study. Finally, the methods are applied to a set of observations concerning sunspot data.PRODEP II

    Forecasting in INAR(1) model

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    In this work we consider the problem of forecasting integer-valued time series, modelled by the INAR(1) process introduced by McKenzie (1985) and Al-Osh and Alzaid (1987). The theoretical properties and practical applications of INAR and related processes have been discussed extensively in the literature but there is still some discussion on the problem of producing coherent, i.e. integer-valued, predictions. Here Bayesian methodology is used to obtain point predictions as well as confidence intervals for future values of the process. The predictions thus obtained are compared with their classic counterparts. The proposed approaches are illustrated with a simulation study and a real example

    Drying rates in shrinking medium: Case study of banana

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    Drying of foodstuffs is used to improve product stability, but presents some potentially harmful side effects such as shrinkage. The reduction of the relative humidity of the environment was studied in this work to substitute heating during drying, also taking into account the effect on shrinkage. Drying experiments of cylindrical slices of banana were conducted in commercial equipment, with controlled temperature and relative humidity. The samples of banana. with diameter/thickness aspect ratio of approximately five, were used. Results showed the existence of a constant drying flux period is when the variation of the transfer area is taken into account, which is evidence that the shrinking is two-dimensional. Relative humidity, and not only temperature, influences the final characteristics of the product. With this, an equivalence project of drying rates is considered in different conditions for the optimization of energy costs and product quality.24456156

    Gender differences in V藱O2 and HR kinetics at the onset of moderate and heavy exercise intensity in adolescents

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    The majority of the studies on (V)over dotO(2) kinetics in pediatric populations investigated gender differences in prepubertal children during submaximal intensity exercise, but studies are lacking in adolescents. The purpose of this study was to test the hypothesis that gender differences exist in the (V)over dotO(2) and heart rate (HR) kinetic responses to moderate (M) and heavy (H) intensity exercise in adolescents. Twenty-one healthy African-American adolescents (9 males, 15.8 +/- 1.1 year; 12 females, 15.7 +/- 1 year) performed constant work load exercise on a cycle ergometer at M and H. The (V)over dotO(2) kinetics of the male group was previously analyzed (Lai et al., Appl. Physiol. Nutr. Metab. 33:107-117, 2008b). For both genders, (V)over dotO(2) and HR kinetics were described with a single exponential at M and a double exponential at H. The fundamental time constant (tau(1)) of (V)over dotO(2) was significantly higher in female than male at M (45 +/- 7 vs. 36 +/- 11 sec, P < 0.01) and H (41 +/- 8 vs. 29 +/- 9 sec, P < 0.01), respectively. The functional gain (G(1)) was not statistically different between gender at M and statistically higher in females than males at H: 9.7 +/- 1.2 versus 10.9 +/- 1.3 mL min(-1) W-1, respectively. The amplitude of the slow component was not significantly different between genders. The HR kinetics were significantly (tau(1), P < 0.01) slower in females than males at M (61 +/- 16 sec vs. 45 +/- 20 sec, P < 0.01) and H (42 +/- 10 sec vs. 30 +/- 8 sec, P = 0.03). The G(1) of HR was higher in females than males at M: 0.53 +/- 0.11 versus 0.98 +/- 0.2 bpm W-1 and H: 0.40 +/- 0.11 versus 0.73 +/- 0.23 bpm W-1, respectively. Gender differences in the (V)over dotO(2) and HR kinetics suggest that oxygen delivery and utilization kinetics of female adolescents differ from those in male adolescents