Spelling suggestions: "subject:"principal components"" "subject:"aprincipal components""
181 |
Aplicação de métodos quimiométricos em estudos de bioequivalência do antibiótico amoxicilina / Application of chemistry methods in bioequivalence studies of antibiotic amoxicillinRamos, Douglas Rodrigues 28 February 2008 (has links)
Submitted by Luciana Ferreira (lucgeral@gmail.com) on 2018-07-19T10:53:48Z
No. of bitstreams: 2
Dissertação - Douglas Rodrigues Ramos - 2008.pdf: 918271 bytes, checksum: 173c60fac328e79faa1800dee72b28b0 (MD5)
license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Approved for entry into archive by Luciana Ferreira (lucgeral@gmail.com) on 2018-07-19T11:20:33Z (GMT) No. of bitstreams: 2
Dissertação - Douglas Rodrigues Ramos - 2008.pdf: 918271 bytes, checksum: 173c60fac328e79faa1800dee72b28b0 (MD5)
license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5) / Made available in DSpace on 2018-07-19T11:20:33Z (GMT). No. of bitstreams: 2
Dissertação - Douglas Rodrigues Ramos - 2008.pdf: 918271 bytes, checksum: 173c60fac328e79faa1800dee72b28b0 (MD5)
license_rdf: 0 bytes, checksum: d41d8cd98f00b204e9800998ecf8427e (MD5)
Previous issue date: 2008-02-28 / The generic medicines have brought to the national population a higher possibility to access the treatment with medication, the competition stimulation and the medicine exchange insertion, in which the reference formulation can be substituted by the generic medicine, without any harm to the treatment. ANVISA (National Agency of Sanitary Surveillance) regulates this national market, demanding the bioequivalence confirmation between test and reference medicines. Therefore, in a period of six years, those studies have been performed and several generic medicines have been liberated to commercialization. However, the exchange confirmation among the several generic and reference medication are still difficult to observe due to the complexity of the values obtained. The chemometrics analysis decreases the sample space of the complex data which allows samples similarity observation as well as their classification in distinct groups. For that, Principal Components Analysis (PCA) and the Hierarchical Cluster Analysis (HCA) have been used. With these techniques an n-dimension space statistics have been evaluated for a bi-dimension of six amoxicillin bioequivalence studies as capsules and suspensions and therefore, classified them in groups in accordance with the similarity of the formulations pharmacokinetic profiles, which has allowed the medicine exchange observation. The chemometrics applications in pharmacokinetic data differentiated the pharmaceuticals forms capsule and suspensions, of absorption and elimination parameters allowing the exchange avaliations of formulations showing been useful in research laboratories or by regulatories agency for the quality monitoring of the medicine. / Os medicamentos genéricos trouxeram a polução nacional maior possibilidade de acesso ao tratamento medicamentoso, estímulos à concorrência e inserção da intercambialidade de medicamentos, onde a formulação referência pode ser substituída pelo medicamento genérico, sem prejuízos ao tratamento. A ANVISA (Agência Nacional de Vigilância Sanitária) regulamenta este mercado nacional exigindo a comprovação da bioequivalência entre os medicamentos teste e referência. Assim no período de seis anos, estudos foram realizados e vários medicamentos genéricos foram liberados para a comercialização. Entretanto, a comprovação da intercambialidade entre os vários medicamentos genéricos e medicamentos referências ainda são de difíceis observações devido à complexidade dos dados obtidos. A análise quimiométrica reduz o espaço amostral de dados complexos possibilitando a observação da similaridade das amostras bem como a classificação das mesmas em grupos distintos. Para tal utilizou técnicas de Análise Componentes Principais (PCA) e a Análise Hierárquica de Agrupamentos (HCA). Com estas técnicas foram avaliados seis estudos bioequivalentes de Amoxicilina nas formas de cápsulas e suspensões, e posteriormente, classificados em grupos de acordo com a similaridade dos perfis farmacocinéticos destas formulações. A aplicação da quimiometria em dados de farmacocinéticos diferenciou as formas farmacêuticas cápsula e suspensão, os parâmetros de absorção e eliminação possibilitando a avaliação da intercambialidade das formulações demonstrando ser úteis em laboratórios de pesquisas ou por agências reguladoras para o monitoramento da qualidade de medicamentos.
|
182 |
Fatores abióticos definidores da distribuição dos diferentes tipos florestais (floresta paludícula, floresta estacional semidecídua ribeirinha e cerradão), nos municípios de Batatais e Restinga, SP / Abiotic factors determining the distribution of different types of forests (swamp forest, semi-deciduous riverine forest and forested savanna) in the cities of Batatais and Restinga, northeast of São Paulo State, in Brazil.Vânia Korman 13 October 2008 (has links)
Com o objetivo de compreender quais fatores abióticos determinam a ocorrência das diferentes formações florestais na região de Batatais, entre as coordenadas 20038S e 20058S e 47037W e 47028W, foram escolhidas três propriedades agrícolas (Fazenda Monte Belo, em Restinga, SP e Fazenda Magnólia e Sítio Pratinha, em Batatais, SP), que apresentavam remanescentes florestais representativos da região (floresta ribeirinha paludícula, floresta estacional semidecídua ribeirinha e cerradão). Para descrever a composição florística e a estrutura da comunidade arbórea foram amostradas 05 parcelas de 10 x 10 m ao redor de cada estação tensiométrica. Para o estudo dos fatores abióticos foram determinados os parâmetros físicos e químicos dos solos e as curvas de retenção de água nos solos e piezometria. A discriminação das variáveis abióticas e de vegetação foi feita através da análise de componentes principais (PCA) e, na correlação entre a abundância de espécies e fatores abióticos, foram feitas análises diretas de gradiente por meio de Análise de Correlação Canônica (CCA). A textura dos solos (teores de argila, silte e areia) e a posição no terreno (cota), foram as variáveis ambientais mais importantes na distribuição das espécies e nas variações das fisionomias florestais, com influência na retenção hídrica e nos índices de fertilidade dos solos. Essas diferenças nos teores de argila em profundidade ao longo do declive, com influência direta na retenção de umidade dos solos ou mesmo na formação de ambientes paludículos, determinaram grupos distintos de espécies e fisionomias florestais: (i) um grupo de espécies de ocorrência típica nas fisionomias de Cerrado e fortemente associado às cotas mais elevadas (solos menos férteis, bem drenados e porcentagens mais baixas de argila e silte nas camadas mais profundas), entre as quais: Matayba juglandifolia, Trichilia pallida, Lithraea molleoides, Anadenanthera falcata, Myrcia tomentosa, Copaifera langsdorffii, Erytrhoxylum pelleteranum, Platipodium elegans, Chrysophyllum marginatum, Luehea divaricata, entre outras e (ii) um grupo com espécies indicadoras de Florestas Paludículas ou de ocorrência comum nestas fisionomias, associado aos solos das cotas mais baixas (Gleissolos), com porcentagens altas de argila e silte nas camadas superficiais, mais férteis e maior retenção hídrica: Cecropia pachystachya, Citronella gongonha, Rapanea guianensis, Talauma ovata e Tapirira guianensis. Pode-se considerar um terceiro grupo de transição entre Floresta Estacional Semidecídua e Cerradão, nas cotas intermediárias e menos úmidas (espécies amostradas em parcelas localizadas nas bordas das Florestas Paludículas), onde ocorreram espécies tanto de ambiente de Cerradão, como de Floresta Estacional Semidecídua, e algumas poucas de ambiente paludículo. As porcentagens mais elevadas de Areia nos solos do Sítio Pratinha, com influência na menor retenção hídrica e também nos índices de fertilidade (solos álicos, com maior acidez e os menos férteis), podem explicar algumas diferenças na composição e abundância das espécies entre fisionomias florestais iguais. O Cerradão da Fazenda Monte Belo, mostrou-se diferente floristicamente do Cerradão do Sítio Pratinha. Esta mesma diferença ocorreu em relação às Florestas Paludículas da Fazenda Magnólia e a do Sítio Pratinha. As poucasespécies de ocorrência comum tiveram populações diferentes. A CCA evidenciou também correlações de algumas espécies com determinadas variáveis de solo. / In order to understand what abiotic factors determine the occurrence of different forest formations in the region of Batatais, coordinated between 20038\'S and 20058\'S and 47037\'W and 47028\'W, three agricultural properties were chosen (Monte Belo, in the city of Restinga, SP and Magnolia and Pratinha in Batatais, SP, Brazil), which had forests representative of the region (swamp forest, semi-deciduous riverine forest and forested savanna). To describe the floristic composition and structure of the arboreal community, 05 plots of 10 x 10 meters around each tensiometric station were sampled. For the study of abiotic factors, the physico-chemical characteristics of the soils, the soil-water-retention curves and the groundwater fluctuation were determined. The discrimination of the environmental variables and arboreal species were made through the Principal Components Analysis (PCA), and in the correlation between the abundance of species and abiotic factors, direct analyses of gradient through Canonical Correspondence Analysis (CCA) were made. The texture of the soil (levels of clay, silt and sand) and the position on the ground (altitude) were the most important environmental variables in the distribution of species and variations of forest physiognomies, with influence in the retention rates of water and soil fertility. These differences in levels of clay in depth along the slope, with direct influence on the retention of soil moisture and even in the development of swampy environment, determined distinct groups of species and forest physiognomies: (i) a group of species of typical occurrence in physiognomies of Forested Savanna and strongly associated with higher altitude (less fertile, well-drained soil and lower percentages of clay and silt in the deeper layers), including: Matayba juglandifolia, Trichilia pallida, Lithraea molleoides, Anadenanthera falcata, Myrcia tomentosa, Copaifera langsdorffii, Erytrhoxylum pelleteranum, Platipodium elegans, Chrysophyllum marginatum, Luehea divaricata, among others, and (ii) a group with indicator species of Swamp Forests or common occurrence in these physiognomies, associated with lower altitude (Gleisoil), with high percentages of clay and silt in the upper and more fertile layers, and greater water retention: Cecropia pachystachya, Citronella gongonha, Rapanea guianensis, Talauma ovata and Tapirira guianensis. A third group of transition between Semi-deciduous Forest and Forested Savanna, in intermediate altitude and soils less humid (species sampled in plots located at the edges of Swamp Forests), occurred both in the Forested Savanna and in Semi-deciduous Forest and a few in swampy environment. The highest percentages of sand in the soil of Pratinha, with less influence on water retention and also on the rates of fertility (alic soils, with greater acidity and less fertile), may explain some differences in the composition and abundance of species of forest physiognomies equal. The forested Savanna of Monte Belo, has proved floristically different from the Forested Savanna of Pratinha. This same difference occurred in swamp forests of Magnolia and Pratinha. The few species of common occurrence had differentpopulations. The CCA also revealed correlations of some species with certain variables of soil.
|
183 |
Separação de grupos produzidos em bovinos leiteiros através de técnicas multivariadasSANTOS, Eucymara França Nunes 27 February 2009 (has links)
Submitted by (ana.araujo@ufrpe.br) on 2016-07-05T16:18:11Z
No. of bitstreams: 1
Eucymara Franca Nunes Santos.pdf: 2135134 bytes, checksum: 354f01bbca88dd1f124ff70f799207db (MD5) / Made available in DSpace on 2016-07-05T16:18:11Z (GMT). No. of bitstreams: 1
Eucymara Franca Nunes Santos.pdf: 2135134 bytes, checksum: 354f01bbca88dd1f124ff70f799207db (MD5)
Previous issue date: 2009-02-27 / Many varieties of techniques were used: analysis of main components, analysis of grouping and discriminant analysis with the objective of separating the productive groups genetically divergents, using data regarded to the production of milk from three different genetic groups: 1/2 HG; 3/4 HG; 7/8 HG. The used variables were: group genetic, weigh of the milk (kg) produced in the day of the control, weight of the milk (kg) produced in the first it milks, weigh of the milk (kg) produced in the second it milks, weigh of the milk (kg) produced in the third it milks, the age of the cow (days) in the date of the control, the age of the cow to the childbirth and interval of childbirths. The objectives of the analysis of main components were: proposing the use of the most appropriate data and verifing the most important variables. Providing the explanation of 92,84% of the variability of the data with the transformed data and the elimination of five no significants variables. Four distance measures and five methods of groupings were used in the analysis of groupings aiming at the indication of the best distance and the best method. It was verified that the distance of Mahalanobis taken together to the methods of medium connection, simple connection and centroid are the most suitable to contain the differents genetic groups. The discriminant analysis was used to select the most important variables and to establish discriminant equations that makes possible the new animals inclusion. Two variables were selected, and one was eliminated, the group 1/2 HG has got more correct classifications and the presented function was regarding to the standardized data for its better classifications. / Foram utilizadas as técnicas multivariada: análise de componentes principais, análise de agrupamentos e análise discriminante com o objetivo de separar os grupos produtivos geneticamente divergentes, utilizando dados referente a produção de leite de três diferentes grupos genéticos: 1/2 HG; 3/4 HG; 7/8 HG. As variáveis utilizadas foram: grupo genético, peso do leite (kg) produzido no dia do controle, peso do leite (kg) produzido na primeira ordenha, peso do leite (kg) produzido na segunda ordenha, peso do leite (kg) produzido na terceira ordenha, idade da vaca (dias) na data do controle, idade da vaca ao parto e intervalo de partos. Os objetivos da análise de componentes principais foram: propor a utilização dos dados mais adequados e verificar as variáveis mais importantes. Proporcionando a explicação de 92,84% da variabilidade dos dados com os dados transformados e a eliminação de cinco variáveis não significativas. Foram utilizadas quatro medidas de distância e cinco métodos de agrupamentos na análise de agrupamentos objetivando indicar a melhor distância e o melhor método. Constatou-se que a distância de Mahalanobis juntamente aos métodos de ligação média, ligação simples e centróide são os mais indicados para agrupar os diferentes grupos genéticos. A análise discriminante foi utilizada para selecionar as variáveis mais importantes e estabelecer equações discriminantes que possibilite a inclusão de novos indivíduos. Foram selecionadas duas variáveis, e eliminada uma, o grupo 1/2 HG obteve mais classificações corretas e a função apresentada foi referente aos dados padronizados por possuir melhores classificações.
|
184 |
Detecção de falhas em motores elétricos através da transformada wavelet packet e métodos de redução de dimensionalidade / Fault detection in eletric motor through Wavelet packet transform and dimensionality reduction methodsVaranis, Marcus Vinicius Monteiro, 1979- 08 May 2014 (has links)
Orientador: Robson Pederiva / Tese (doutorado) - Universidade Estadual de Campinas, Faculdade de Engenharia Mecânica / Made available in DSpace on 2018-08-26T01:39:31Z (GMT). No. of bitstreams: 1
Varanis_MarcusViniciusMonteiro_D.pdf: 5116959 bytes, checksum: b16ac36565b93c6bf49eb1863f7e9823 (MD5)
Previous issue date: 2014 / Resumo: Motores elétricos são componentes de grande importância na maioria dos equipamentos de plantas industriais. As diversas falhas que ocorrem nas máquinas de indução podem gerar consequências severas no processo industrial. Os principais problemas estão relacionados à elevação dos custos de produção, piora nas condições do processo e de segurança e, sobretudo piora na qualidade do produto final. Muitas destas falhas mostram-se progressivas. Neste trabalho, apresenta-se uma contribuição ao estudo de Técnicas de Processamento de Sinais Baseadas na Transformada Wavelet para extração de parâmetros de Energia e Entropia a partir de sinais de vibração para detecção de falhas no regime não-estacionário (parada e partida do motor). Em conjunto com a transformada Wavelet utilizam-se métodos de redução de dimensionalidade como, a análise em componentes principais (PCA e a análise Linear Discriminante (LDA). O uso de uma bancada experimental mostra que os resultados da classificação têm alta precisão / Abstract: Electric motors are very important components in most industrial plants equipment. The several faults occurring in induction machines can generate severe consequences in the industrial process. The main problems are related to high production costs, worsening the conditions of process and security, and especially poor quality of the final product. Many of these failures are shown progressive. This work presents a contribution to the study of Signal Processing Techniques Based on Wavelet Packet Transform for extracting parameters of Energy and Entropy, together makes the use of dimensionality reduction methods like the Principal components Analysis (PCA) and Linear Dscriminant Analysis (LDA). This analysis is done from the acquisition of vibration signals in Non-Stationary state (stop and start the engine). The results show that the performance of classification has high accuracy based on experimental work / Doutorado / Mecanica dos Sólidos e Projeto Mecanico / Doutor em Engenharia Mecânica
|
185 |
Previsão da inadimplência bancária no Brasil através dos métodos FAVAR e FAVECMSemple, Philip Alexander 04 February 2013 (has links)
Submitted by philip semple (philip.semple@gmail.com) on 2013-03-05T15:18:19Z
No. of bitstreams: 1
Dissert_v2.pdf: 1128003 bytes, checksum: 0763467efee5097f1860a76603845b42 (MD5) / Approved for entry into archive by Suzinei Teles Garcia Garcia (suzinei.garcia@fgv.br) on 2013-03-05T17:17:49Z (GMT) No. of bitstreams: 1
Dissert_v2.pdf: 1128003 bytes, checksum: 0763467efee5097f1860a76603845b42 (MD5) / Made available in DSpace on 2013-03-05T17:32:21Z (GMT). No. of bitstreams: 1
Dissert_v2.pdf: 1128003 bytes, checksum: 0763467efee5097f1860a76603845b42 (MD5)
Previous issue date: 2013-02-04 / The purpose of this study is to develop econometric models for time series prediction of the behavior of aggregate delinquency using a broad set of information through the FAVAR (Factor-Augmented Vector Autoregressive) of Bernanke, Boivin and Eliasz (2005) and FAVECM (Factor-augmented Error Correction Models) of Baneerjee and Marcellino (2008) methods. From this, out of sample forecasts were made in order to compare the effectiveness of predicting models against simple univariate models; ARIMA (model autoregressive integrated moving average) and SARIMA (seasonal autoregressive integrated moving average). To evaluate the predictive efficiency of the methodologies was used Hansen, Lunde e James (2011) MCS (Model Confidence Set) method. This methodology allows comparing the superiority of one or more forecasting models against other models. / O objetivo do presente trabalho é utilizar modelos econométricos de séries de tempo para previsão do comportamento da inadimplência agregada utilizando um conjunto amplo de informação, através dos métodos FAVAR (Factor-Augmented Vector Autoregressive) de Bernanke, Boivin e Eliasz (2005) e FAVECM (Factor-augmented Error Correction Models) de Baneerjee e Marcellino (2008). A partir disso, foram construídas previsões fora da amostra de modo a comparar a eficácia de projeção dos modelos contra modelos univariados mais simples - ARIMA - modelo auto-regressivo integrado de média móvel e SARIMA - modelo sazonal auto-regressivo integrado de média móvel. Para avaliação da eficácia preditiva foi utilizada a metodologia MCS (Model Confidence Set) de Hansen, Lunde e James (2011) Essa metodologia permite comparar a superioridade de modelos temporais vis-à-vis a outros modelos.
|
186 |
ESTUDO DO CONSUMO E DO NÚMERO DE CONSUMIDORES DE ENERGIA ELÉTRICA DO RS POR MEIO DE COMPONENTES PRINCIPAIS E MODELOS DE PREVISÃO / STUDY OF CONSUMPTION AND NUMBER OF CONSUMERS OF ELECTRICITY THROUGH THE RS AND PRINCIPAL COMPONENTS MODELS FOR PREDICTINGSouza, Francisca Mendonça 20 January 2011 (has links)
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / The economic growth of the state of Rio Grande do Sul as well as the rest of the country is closely connected with the distribution and power generation. Thus for the
state's energy system does not collapse (shortage / surplus) in steps of generation and supply, it is necessary to study the distribution of energy generated and the number of consumers. Therefore, the purpose of this study is to determine a reference variable by means of principal component analysis in order to analyze the
overall behavior of consumption and consumers in MWh of electricity in the Rio Grande do Sul, by means of linear models of forecast (ARIMA) and nonlinear (ARCH). The analysis refers to the number of consumers and to the consumption of electrical energy to the RS, conducted by the three largest electricity distributors, including AES-Sul, CEEE and GER from January 1998 to December 2009. The
mathematical models for the variables studied are able to model satisfactorily the data, enabling an analysis of their behavior, able to monitor and determine the
movement of the series under study as a whole, providing management measures, both companies supply distributor as the number of customers of each company, allowing an analysis on the stability of the production process. / O crescimento econômico do estado do Rio Grande do Sul, assim como do restante do país, está intimamente ligado à distribuição e geração de energia elétrica. Desta forma, para que o sistema energético do estado não entre em colapso
(falta/excesso) nas etapas de geração e fornecimento, é necessário o estudo da distribuição da energia gerada e do número de consumidores. Portanto, o objetivo deste estudo é determinar uma variável de referência, por meio da análise de
componentes principais, de forma a analisar globalmente o comportamento do consumo em MWh e dos consumidores de energia elétrica do Rio Grande do Sul por meio de modelos de previsão lineares (ARIMA) e não lineares(ARCH). A análise
refere-se ao número de consumidores e ao consumo de energia elétrica no estado do RS, realizado pelas três maiores distribuidoras de energia elétrica, nomeadamente a AES-Sul, CEEE e RGE, no período de janeiro de 1998 a dezembro de 2009. Os modelos matemáticos encontrados para as variáveis
estudadas são capazes de modelar satisfatoriamente os dados, possibilitando uma análise de seu comportamento, capaz de acompanhar e de determinar o movimento
das séries em estudo de forma global, proporcionando medidas de gerenciamento, tanto das empresas distribuidoras de fornecimento quanto do número de consumidores de cada empresa, permitindo uma análise sobre a estabilidade do
processo produtivo.
|
187 |
Using factor analysis to determine why students select UWC as higher education instituteOsman, Abuelgasim Ahemd Atta-Almanan January 2009 (has links)
Magister Scientiae - MSc / This study investigates the most important reasons behind the rst-year students' decision to select University of the Western Cape (UWC) as higher education institution. These reasons were organized into a few factors for easy interpretation. The data to be analyzed for this project is a subsection of the data collected during the orientation period of 2008. During the orientation week of 2008, the questionnaires were completed on a voluntary basis by new rst-year students. All questionnaires were anonymously completed and therefore the data does not contain any information that could be linked to any individual. For the purpose of this study, only the black African and coloured students were considered. The other racial groups were not analyzed due to too small sample sizes. Questionnaires with missing information on the reasons for selecting UWC were not nalyzed. We ended up with a sample of size 600. The data were statistically analyzed, using descriptive statistics, bivariate analyses, factor analysis, coefficient of congruence and bootstrap factor analysis. The results indicated that the most important reasons a ecting students to choose UWC were identi ed as good academic reputation, family member's advice, UWC graduates are successful and UWC graduates get good jobs. The least important reasons were found to be not accepted anywhere, parents / family members graduated from UWC, recruited by UWC and wanted to study near to home. The results also indicated that there were significant differences among students according to population groups, parent's monthly income and grade 12 average. Factor analysis of 12 variables yielded three extracted factors upon which student decisions were based. Similarities of these three factors were tested, and a high similarity among demographic characteristics and grade 12 average were found. Additional analyses were conducted to measure the accuracy of factor analyses models constructed using Spearman and Polychoric correlation matrices. The results indicated that both correlation matrices were nbiased, with higher variance and higher loadings when the Polychoric correlation matrix was used to construct a factor analysis model for categorical data. / South Africa
|
188 |
A Systematic Revision of the Carex Nardina Complex (Cyperaceae)Sawtell, Wayne MacLeod January 2012 (has links)
The Carex nardina complex is a group of one to three species (C. nardina, C. hepburnii, C. stantonensis) and six taxa of unispicate sedges (Cyperaceae), the taxonomy of which has been controversial since the 1800s. As initial DNA phylogenies suggested that the complex was nested within Carex section Filifoliae and sister to C. elynoides, a species often confused with C. nardina and sympatric with it in the western North American Cordillera, analyses were conducted to determine whether C. hepburnii, C. stantonensis and other infraspecific taxa could be the result of hybridization. Morphometric and molecular analyses found no substantial evidence for hybridization and supported the recognition of no taxon beyond C. nardina. Consequently, this study concludes that the complex comprises a single variable species, Carex nardina, distributed throughout arctic North America south through the western Cordillera to New Mexico with a minor portion of its range in northeastern Russia, northwestern Scandinavia and Iceland.
|
189 |
Principal component analysis in Finance / Analýza klíčových komponent ve financíchFučík, Vojtěch January 2015 (has links)
The main objective of this thesis is to summarize and possibly interconnect the existing methodology on principal components analysis, hierarchical clustering and topological organization in the financial and economic networks, linear regression and GARCH modeling. In the thesis the clustering ability of PCA is compared with the more conventional approaches on a set of world stock market indices returns in different time periods where the time division is represented by The World Financial Crisis of 2007-2009. It is also observed whether the clustering of DJIA index components is underlied by the industry sector to which the individual stocks belong. Joining together PCA with classical linear regression creates principal components regression which is further in the thesis applied to the German DAX 30 index logarithmic returns forecasting using various macroeconomic and financial predictors. The correlation between two energy stocks returns - Chevron and ExxonMobil is forecasted using orthogonal (or PCA) GARCH. The constructed forecast is then compared with the predictions constructed by the conventional multivariate volatility models - EWMA and DCC GARCH.
|
190 |
Increased leaching of metals as a result of foundation work / Ökad urlakning av metaller till följd av grundläggningsarbeteMattisson, Emmy January 2018 (has links)
Heavy metal contamination in the environment is a global issue that is likely to increase in the future. This report investigates a construction area in which increased concentrations of the heavy metals cadmium, cobalt, copper, nickel and zinc and a decreased pH-value has been observed in the surface water recipient. The focus is on assessing contamination characteristics and identifying suitable remediation methods to avoid a river protected by environmental quality standards further downstream from getting contaminated. The bedrock in the area is sulphide containing and releases acidic leachate when oxidising, which is assumed to have occurred due to plane blasting and filling of residual rock. The contamination characteristics were assessed with the statistical methods modified double mass analysis and principal components analysis. A water balance was established to obtain the flowrates, discharge volumes and to determine the masses of the released metals in the surface water. Identification of suitable remediation methods was performed through a literature study of available remediation methods and using the findings of the assessments as basis. The results showed that there was a significant increase in metal concentrations and decrease in pH-value roughly around the same time as blasting and filling of residual rocks in the area was begun and that there were elevated levels of sulphide and sulphur, but they could not be specifically linked to any media. The yearly masses of metals released from the area into the surface water were between 77-98 % higher than allowed by the established guidelines. By separating the water assumed to carry the majority of the contaminants from the remaining natural water in the watershed, the volume that needs to be treated can be halved. As the contamination is so extensive, a mixture of remediation methods was proposed, including installing green roofs to decrease the runoff from the area, confining the crushed rock with bentonite and installing a filter for fast, efficient reduction. For long-term remediation, it is suggested to optimise the existing sedimentation basins and wetlands. The conclusions were that it will be very expensive to remediate the contamination, due to the extent and magnitude, and that handling sulphide containing bedrock for construction purposes should be legally regulated in order to avoid negative environmental and economic impacts. / Förorening av tungmetaller i naturen är ett globalt problem som troligtvis kommer öka i framtiden. Den här rapporten undersöker en byggarbetsplats där ökade koncentrationer av metallerna kadmium, kobolt, koppar, nickel och zink samt ett minskat pH-värde har observerats i ytvattenrecipienten. Fokus ligger på att analysera föroreningskaraktärer och identifiera lämpliga åtgärdsmetoder för att undvika att en å nedströms som är skyddad av miljökvalitetsnormer ska förorenas. Berggrunden i området är sulfidförande och släpper ut surt lakvatten när den oxiderar, vilket är antaget har hänt till följd av plansprängning och utfyllnad av överblivet bergmaterial. Föroreningskaraktärerna analyserades med de statistiska metoderna modified double mass analysis och principalkomponentsanalys. En vattenbalans etablerades för att ta fram flöden, volymer och för att bestämma massorna av de frigjorda metallerna i ytvattnet. Identifiering av lämpliga åtgärdsmetoder gjordes med en litteraturstudie av tillgängliga metoder som grund. Resultaten visade att det är en signifikant ökning av metallkoncentrationer och minskning i pH-värde runt samma tid som sprängning och utfyllning av bergmaterial påbörjades samt att det är förhöjda halter av sulfid och svavel, men de kunde inte bli associerade med ett specifikt media. De årliga massorna av frigjorda metaller som släpps ut från området i ytvattnet är mellan 77-98 % högre än tillåtet av de etablerade riktlinjerna. Genom att separera vattnet som kan antas innehålla majoriteten av föroreningarna från det naturliga vattenflödet i avrinningsområdet kan volymen som behöver renas halveras. Eftersom föroreningen är så omfattande föreslås en kombination av åtgärdsmetoder; installation av gröna tak för att minska avrinningen från området, inneslutning av utfyllnadsmaterialet med bentonit och installation av ett filter för snabb, effektiv reduktion. För mer långsiktig rening föreslås det att optimera de existerande sedimentationsdammarna och våtmarken. Slutsatsen är att det kommer bli väldigt dyrt att åtgärda föroreningen på grund av dess omfattning, och hantering av sulfidförande berg för exploateringssyfte borde vara lagstadgat för att undvika miljömässiga och ekonomiska kostnader.
|
Page generated in 0.0891 seconds