Objective: To evaluate the effect that seasonality has on the occurrence of respiratory symptoms in a Brazilian city with a tropical climate. Methods: This was a cross-sectional study, in which data related to subjects who sought outpatient treatment at a primary health care clinic in the city of Goiânia, Brazil, were correlated with daily meteorological data. Over a one-year period, all the pa...

Bayesian parameter estimation and prediction of a linear-in-parameters model with colored noise is addressed. It is based on a novel mixture model called ARMMAX. ARMMAX is a finite mixture with its ARMAX components having a common ARX part. It assumes that the common ARX part describes a fixed deterministic input-output relationship and allows for varying characteristics of the driving colored ...

The joint problem of the recursive estimation of an optimal predictor for the closed-loop system and the unbiased parameter estimation of an ARMAX plant model in closed-loop operation is considered. A special reparameterized optimal predictor for the closed-loop is introduced. This allows a parameter estimation algorithm for the plant model to be derived which is globally asymptotically stable ...

In this paper, the amplitude and variance-constrained LQG control is considered for a plant given by discretetime ARMAX model. The minimization of constrained quadratic cost is approached by Kalman filter, approximation of the probability density function (pdf) of the state by the Gaussian one and by by tuning of the Lagrange multiplier. The obtained optimization algorithm is simulated for seco...

This paper presents a mathematical model of an inventory system from the warehouse of goods Distribution Company using system identification approach. Considering items ordered from suppliers and items shipped to customers, as the inputs of the system and the stock level as the output system. In this paper, ARX model and ARMAX model are outlined and compared. The performances of each type of mo...

We analyze the possibility of improving the prediction of stock market indicators by adding information about public mood expressed in Twitter posts. To estimate public mood, we analysed frequencies of 175 emotional markers words, emoticons, acronyms and abbreviations in more than two billion tweets collected via Twitter API over a period from 13.02.2013 to 22.04.2015. We explored the Granger c...

Because physics-based building models are difficult to obtain as each is individual, there an increasing interest in generating suitable for MPC directly from measurement data. Machine learning methods have been widely applied this problem and validated mostly simulation; are, however, few studies on a direct comparison of different or validation real buildings be found the literature. Methods ...

How do changes in the market architecture affect the dynamics of deregulated electricity prices? We investigate this issue in the context of the Italian Power Exchange (IPEX), using data on the daily average day-ahead price (PUN) between April 2004 and December 2008. Estimates of baseline time series models (ARMAX and ARMAX-EGARCH) and their forecasting performances suggest that the trend in na...

Islet transplantation can provide metabolic stability for patients with type 1 diabetes; however, more than one donor pancreas is usually required to achieve insulin independence. To evaluate possible mechanistic defects underlying impaired graft function, we studied five subjects at 3 months and four subjects at 12 months following intraportal islet transplantation who had received comparable ...