Time series forecasting with the WARIMAX-GARCH method

It is well-known that causal forecasting methods that include appropriately chosen Exogenous Variables (EVs) very often present improved forecasting performances over univariate methods. However, in practice, EVs are usually difficult to obtain and in many cases are not available at all. In this paper, a new causal forecasting approach, called Wavelet Auto-Regressive Integrated Moving Average with eXogenous variables and Generalized Auto-Regressive Conditional Heteroscedasticity (WARIMAX-GARCH) method, is proposed to improve predictive performance and accuracy but also to address, at least in part, the problem of unavailable EVs. Basically, the WARIMAX-GARCH method obtains Wavelet “EVs” (WEVs) from Auto-Regressive Integrated Moving Average with eXogenous variables and Generalized Auto-Regressive Conditional Heteroscedasticity (ARIMAX-GARCH) models applied to Wavelet Components (WCs) that are initially determined from the underlying time series. The WEVs are, in fact, treated by the WARIMAX-GARCH method as if they were conventional EVs. Similarly to GARCH and ARIMA-GARCH models, the WARIMAX-GARCH method is suitable for time series exhibiting non-linear characteristics such as conditional variance that depends on past values of observed data. However, unlike those, it can explicitly model frequency domain patterns in the series to help improve predictive performance. An application to a daily time series of dam displacement in Brazil shows the WARIMAX-GARCH method to remarkably outperform the ARIMA-GARCH method, as well as the (multi-layer perceptron) Artificial Neural Network (ANN) and its wavelet version referred to as Wavelet Artificial Neural Network (WANN) as in [1], on statistical measures for both in-sample and out-of-sample forecasting

Field-theoretical renormalization group for a flat two-dimensional Fermi surface

We implement an explicit two-loop calculation of the coupling functions and the self-energy of interacting fermions with a two-dimensional flat Fermi surface in the framework of the field theoretical renormalization group (RG) approach. Throughout the calculation both the Fermi surface and the Fermi velocity are assumed to be fixed and unaffected by interactions. We show that in two dimensions, in a weak coupling regime, there is no significant change in the RG flow compared to the well-known one-loop results available in the literature. However, if we extrapolate the flow to a moderate coupling regime there are interesting new features associated with an anisotropic suppression of the quasiparticle weight Z along the Fermi surface, and the vanishing of the renormalized coupling functions for several choices of the external momenta.Comment: 16 pages and 22 figure

Manguezais: potencial fonte de microrganismos para o uso como agentes de biocontrole da podridão radicular e promotores de crescimento de plantas em hidroponia.

Resumo: Microrganismos residentes de manguezais são adaptados aos baixos teores de oxigênio e flutuações de salinidade, condições encontradas em ambientes hidropônicos. Essa adaptação ecológica torna esses microrganismos em potenciais agentes de controle biológico de podridões radiculares, importantes doenças que incidem sobre cultivos hidropônicos e promotores de crescimento de plantas, pois um dos principais problemas encontrados no biocontrole e na promoção de crescimento em hidroponia é a baixa adaptação dos microrganismos introduzidos. O objetivo do trabalho foi avaliar a capacidade de 28 isolados de microrganismos residentes de manguezais no controle da podridão radicular causada por Pythium aphanidermatum e na promoção de crescimento em pepino hidropônico. Dentre os microrganismos avaliados para o controle da doença em mini-hidroponia, utilizando plântulas de pepino, Gordonia rubripertincta SO-3B-2, uma mistura de isolados (G. rubripertincta SO-3B-2, MB- P3A-49, MB-P3-C68 e SO-3L-3 de Pseudomonas stutzeri) e Bacillus cereus AVIC-3-6 aumentaram a sobrevivência das plântulas. Em condições de casa-de-vegetação, G. rubripertincta SO-3B-2 e P. stutzeri MB-P3A-49 promoveram o crescimento vegetal das plantas não infestadas com o patógeno. Concluimos que, microrganismos residentes de manguezais são potenciais agentes de controle biológico da podridão radicular e da promoção de crescimento em cultivos hidropônicos. Mangrove microbes are well adapted to low oxygen and salinity fluctuation environments, conditions found in hydroponic systems. This ecological adaptation makes these microbes suitably adapted for use in hydroponic crops as biological control agents of root rot, important disease in hydroponic crops; and as plant growth promoters, because one of the most important issues found in the biocontrol and plant growth promotion in hydroponic crops is the low survival of the added microbes to the nutrient solution. The aim of this work was to evaluate the ability of 28 mangrove microbes strains for the control of root rot caused by Pythium aphanidermatum and growth promotion in hydroponic cucumber. Among the 28 strains evaluated to disease control in small-hydroponic system using cucumber seedlings, Gordonia rubripertincta SO-3B-2, the mix strains (G. rubripertincta SO-3B-2, MB-P3A-49, MB-P3-C68 and SO-3L-3 of Pseudomonas stutzeri), and Bacillus cereus AVIC-3-6 increased the seedlings survival. In greenhouse conditions G. rubripertincta SO-3B-2 and P. stutzeri MB- P3A-49 increased growth of plants not infested with the pathogen. We conclude that microbes from mangroves have potential value as biocontrol agents and growth promotion in hydroponic crops.bitstream/item/48672/1/boletim-59.pd

Efeito do herbicida Chlorimuron-Ethyl em biótipos resistente e suscetível de Euphorbia heterophylla.

O objetivo deste estudo foi verificar os efeitos do chlorimuron-ethyl, inibidor da enzima acetolactato sintase (ALS), no crescimento foliar (largura e comprimento) e em altura de plantas de Euphorbia heterophylla suscetíveis e resistentes aos herbicidas inibidores da ALS, aos 30 dias após a aplicação do herbicida. O experimento foi conduzido em casa de vegetação, utilizando-se o delineamento inteiramente casualizado, com 11 repetições por dose aplicada do herbicida. Foram observadas respostas diferenciais entre os biótipos. As características analisadas variaram segundo a dose utilizada do herbicida. Nenhuma das doses experimentais, incluindo a comercial, foi capaz de controlar, eficientemente, o desenvolvimento das plantas resistentes

O potencial da pecuária de corte nas regiões tropicais e subtropicais da América Latina.

Vantagens e limitações oferecidas pelos trópicos à produção de bovinos de corte. Estágio de desenvolvimento da pecuária bovina de corte. Mercado consumidor de carne. Potencial do aumento de produção de carne bovina na América Latina.bitstream/item/104684/1/Potencial-da-pecuaria-de-corte.pd

A canonical transformation and the tunneling probability for the birth of an asymptotically DeSitter universe with dust

In the present work, we study the quantum cosmology description of closed Friedmann-Robertson-Walker models in the presence of a positive cosmological constant and a generic perfect fluid. We work in the Schutz's variational formalism. If one uses the scale factor and its canonically conjugated momentum as the phase space variables that describe the geometrical sector of these models, one obtains Wheeler-DeWitt equations with operator ordering ambiguities. In order to avoid those ambiguities and simplify the quantum treatment of the models, we introduce new phase space variables. We explicitly demonstrate that the transformation leading from the old set of variables to the new one is canonical. In order to show that the above canonical transformations simplify the quantum treatment of those models, we consider a particular model where the perfect fluid is dust. We solve the Wheeler-DeWitt equation numerically using the Crank-Nicholson scheme and determine the time evolution of the initial wave function. Finally, we compare the results for the present model with the ones for another model where the only difference is the presence of a radiative perfect fluid, instead of dust.Comment: Revtex4, 18 pages, 2 EPS figure

Avaliação de cultivares de milho nas regiões nordeste e oeste do Pará.

bitstream/item/27748/1/com.tec.77.pd