19 resultados para cross-unit cointegration

em Archivo Digital para la Docencia y la Investigación - Repositorio Institucional de la Universidad del País Vasco


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In a recent paper Leong-Huang:2010 {Journal of Applied Statistics 37, 215–233} proposed a wavelet-correlation-based approach to test for cointegration between two time series. However, correlation and cointegration are two different concepts even when wavelet analysis is used. It is known that statistics based on nonstationary integrated variables have non-standard asymptotic distributions. However, wavelet analysis offsets the integrating order of nonstationary series so that traditional asymptotics on stationary variables suffices to ascertain the statistical properties of wavelet-based statistics. Based on this, this note shows that wavelet correlations cannot be used as a test of cointegration.

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Background: The aims of this study were to evaluate the prevalence of HIV and its associated demographic and clinical factors among psychiatric inpatients of a general hospital. Methods: This was a single-center, observational, cross-sectional study that included patients consecutively admitted to our unit aged 16 years or older and with no relevant cognitive problems. The patients were evaluated using a semistructured interview and an appropriate test for HIV infection. Results: Of the 637 patients who were screened, 546 (86%) who consented to participate were included in the analyses. Twenty-five (4.6%, 95% confidence interval [CI] 3.0-6.8) patients were HIV-positive. The prevalence was higher among patients with substance misuse (17.4%, 95% CI 9.7-28.8). All except one of the 25 patients knew of their seropositive condition prior to participation in the study. Only 14 (56%) of the 25 seropositive patients had previously received pharmacological treatment for their infection. According to the multiple logistic regression analysis, the likelihood of HIV infection was lower in patients with higher levels of education and higher among patients who were single, had history of intravenous drug use, and had an HIV-positive partner, particularly if they did not use condoms. Among the patients with HIV infection, 18 (72%) had a history of suicide attempts compared with 181 (34.7%) of the patients without HIV infection (relative risk 2.1, 95% CI 1.6-2.7; P<0.001). Conclusion: HIV infection is highly prevalent in patients admitted to a psychiatric unit, especially those with a diagnosis of substance misuse. Seropositive patients show very poor treatment adherence. The risk of suicide seems to be very high in this population. Implementing interventions to reduce the suicide risk and improve adherence to antiretroviral therapy and psychotropic medications seems crucial.

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Background: While pain is frequently associated with unipolar depression, few studies have investigated the link between pain and bipolar depression. In the present study we estimated the prevalence and characteristics of pain among patients with bipolar depression treated by psychiatrists in their regular clinical practice. The study was designed to identify factors associated with the manifestation of pain in these patients.- Methods:Patients diagnosed with bipolar disorder (n=121) were selected to participate in a cross-sectional study in which DSM-IV-TR criteria were employed to identify depressive episodes. The patients were asked to describe any pain experienced during the study, and in the 6 weeks beforehand, by means of a Visual Analogical Scale (VAS).- Results: Over half of the bipolar depressed patients (51.2%, 95% CI: 41.9%–60.6%), and 2/3 of the female experienced concomitant pain. The pain was of moderate to severe intensity and prolonged duration, and it occurred at multiple sites, significantly limiting the patient’s everyday activities. The most important factors associated with the presence of pain were older age, sleep disorders and delayed diagnosis of bipolar disorder.- Conclusions: Chronic pain is common in bipolar depressed patients, and it is related to sleep disorders and delayed diagnosis of their disorder. More attention should be paid to study the presence of pain in bipolar depressed patients, in order to achieve more accurate diagnoses and to provide better treatment options.

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Santamaría, José Miguel; Pajares, Eterio; Olsen, Vickie; Merino, Raquel; Eguíluz, Federico (eds.)

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Eterio Pajares, Raquel Merino y José Miguel Santamaría (eds.)

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Enhancing the handover process in broadband wireless communication deployment has traditionally motivated many research initiatives. In a high-speed railway domain, the challenge is even greater. Owing to the long distances covered, the mobile node gets involved in a compulsory sequence of handover processes. Consequently, poor performance during the execution of these handover processes significantly degrades the global end-to-end performance. This article proposes a new handover strategy for the railway domain: the RMPA handover, a Reliable Mobility Pattern Aware IEEE 802.16 handover strategy "customized" for a high-speed mobility scenario. The stringent high mobility feature is balanced with three other positive features in a high-speed context: mobility pattern awareness, different sources for location discovery techniques, and a previously known traffic data profile. To the best of the authors' knowledge, there is no IEEE 802.16 handover scheme that simultaneously covers the optimization of the handover process itself and the efficient timing of the handover process. Our strategy covers both areas of research while providing a cost-effective and standards-based solution. To schedule the handover process efficiently, the RMPA strategy makes use of a context aware handover policy; that is, a handover policy based on the mobile node mobility pattern, the time required to perform the handover, the neighboring network conditions, the data traffic profile, the received power signal, and current location and speed information of the train. Our proposal merges all these variables in a cross layer interaction in the handover policy engine. It also enhances the handover process itself by establishing the values for the set of handover configuration parameters and mechanisms of the handover process. RMPA is a cost-effective strategy because compatibility with standards-based equipment is guaranteed. The major contributions of the RMPA handover are in areas that have been left open to the handover designer's discretion. Our simulation analysis validates the RMPA handover decision rules and design choices. Our results supporting a high-demand video application in the uplink stream show a significant improvement in the end-to-end quality of service parameters, including end-to-end delay (22%) and jitter (80%), when compared with a policy based on signal-to-noise-ratio information.

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Background: Poor outcomes of invasive candidiasis (IC) are associated with the difficulty in establishing the microbiological diagnosis at an early stage. New scores and laboratory tests have been developed in order to make an early therapeutic intervention in an attempt to reduce the high mortality associated with invasive fungal infections. Candida albicans IFA IgG has been recently commercialized for germ tube antibody detection (CAGTA). This test provides a rapid and simple diagnosis of IC (84.4% sensitivity and 94.7% specificity). The aim of this study is to identify the patients who could be benefited by the use of CAGTA test in critical care setting. Methods: A prospective, cohort, observational multicentre study was carried out in six medical/surgical Intensive care units (ICU) of tertiary-care Spanish hospitals. Candida albicans Germ Tube Antibody test was performed twice a week if predetermined risk factors were present, and serologically demonstrated candidiasis was considered if the testing serum dilution was >= 1: 160 in at least one sample and no other microbiological evidence of invasive candidiasis was found. Results: Fifty-three critically ill non-neutropenic patients (37.7% post surgery) were included. Twenty-two patients (41.5%) had CAGTA-positive results, none of them with positive blood culture for Candida. Neither corrected colonization index nor antifungal treatment had influence on CAGTA results. This finding could corroborate that the CAGTA may be an important biomarker to distinguish between colonization and infection in these patients. The presence of acute renal failure at the beginning of the study was more frequent in CAGTA-negative patients. Previous surgery was statistically more frequent in CAGTA-positive patients. Conclusions: This study identified previous surgery as the principal clinical factor associated with CAGTA-positive results and emphasises the utility of this promising technique, which was not influenced by high Candida colonization or antifungal treatment. Our results suggest that detection of CAGTA may be important for the diagnosis of invasive candidiasis in surgical patients admitted in ICU.

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Temperature-sensitive poly(N-isopropylacrylamide) (PNIPA) nanohydrogels were synthesized by nanoemulsion polymerization in water-in-oil systems. Several cross-linking degrees and the incorporation of acrylic acid as comonomer at different concentrations were tested to produce nanohydrogels with a wide range of properties. The physicochemical properties of PNIPA nanohydrogels, and their relationship with the swelling-collapse behaviour, were studied to evaluate the suitability of PNIPA nanoparticles as smart delivery systems (for active packaging). The swelling-collapse transition was analyzed by the change in the optical properties of PNIPA nanohydrogels using ultraviolet-visible spectroscopy. The thermodynamic parameters associated with the nanohydrogels collapse were calculated using a mathematical approach based on the van't Hoff analysis, assuming a two-state equilibrium (swollen to collapsed). A mathematical model is proposed to predict both the thermally induced collapse, and the collapse induced by the simultaneous action of two factors (temperature and pH, or temperature and organic solvent concentration). Finally, van't Hoff analysis was compared with differential scanning calorimetry. The results obtained allow us to solve the problem of determining the molecular weight of the structural repeating unit in cross-linked NIPA polymers, which, as we show, can be estimated from the ratio of the molar heat capacity (obtained from the van't Hoff analysis) to the specific heat capacity (obtained from calorimetric measurements).

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[EN] One universal feature of human languages is the division between grammatical functors and content words. From a learnability point of view, functors might provide entry points or anchors into the syntactic structure of utterances due to their high frequency. Despite its potentially universal scope, this hypothesis has not yet been tested on typologically different languages and on populations of different ages. Here we report a corpus study and an artificial grammar learning experiment testing the anchoring hypothesis in Basque, Japanese, French, and Italian adults. We show that adults are sensitive to the distribution of functors in their native language and use them when learning new linguistic material. However, compared to infants’ performance on a similar task, adults exhibit a slightly different behavior, matching the frequency distributions of their native language more closely than infants do. This finding bears on the issue of the continuity of language learning mechanism.

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Singular Value Decomposition (SVD) is a key linear algebraic operation in many scientific and engineering applications. In particular, many computational intelligence systems rely on machine learning methods involving high dimensionality datasets that have to be fast processed for real-time adaptability. In this paper we describe a practical FPGA (Field Programmable Gate Array) implementation of a SVD processor for accelerating the solution of large LSE problems. The design approach has been comprehensive, from the algorithmic refinement to the numerical analysis to the customization for an efficient hardware realization. The processing scheme rests on an adaptive vector rotation evaluator for error regularization that enhances convergence speed with no penalty on the solution accuracy. The proposed architecture, which follows a data transfer scheme, is scalable and based on the interconnection of simple rotations units, which allows for a trade-off between occupied area and processing acceleration in the final implementation. This permits the SVD processor to be implemented both on low-cost and highend FPGAs, according to the final application requirements.

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The analysis of the evolution of the M3 money aggregate is an important element in the definition and implementation of monetary policy for the ECB. A well-defined and stable long run demand function is an essential requisite for M3 to be a valid monetary tool. Therefore, this paper analyzes based in cointegration techniques the existence of a long run money demand, estimating it and testing its stability for the Euro Area and for ten of its member countries. Specifically, bearing in mind the high degree of monetary instability that the current economic crisis has created in the Euro Area, we also test whether this has had a noticeable impact in the cointegration among real money demand and its determinants. The analysis gives evidence of the existence of a long run relationship when the aggregated Euro Area and six of the ten countries are considered. However, these relationships are highly instable since the outbreak of the financial crisis, leading in some cases to even rejecting cointegration. All this suggests that the ECB’s strategy of focusing in the M3 monetary aggregates could not be a convenient approach under the current circumstances

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This paper investigates zoning in a cross-border linear city that consists of two bordering towns. In each town a local regulator has a say in the location of the local firm. The incentive to gain consumers from the other town, or not to lose local consumers, may push regulators to approve only locations for firms close enough to the frontier. When zoning is costly an asymmetric equilibrium may emerge: only one regulator resorts to zoning. In the case of towns of different sizes the regulator of the larger town is the only one that zones in an asymmetric equilibrium.

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Enzyme-catalyzed production of biodiesel is the object of extensive research due to the global shortage of fossil fuels and increased environmental concerns. Herein we report the preparation and main characteristics of a novel biocatalyst consisting of Cross-Linked Enzyme Aggregates (CLEAs) of Candida antarctica lipase B (CALB) which are covalently bound to magnetic nanoparticles, and tackle its use for the synthesis of biodiesel from non-edible vegetable and waste frying oils. For this purpose, insolubilized CALB was covalently cross-linked to magnetic nanoparticles of magnetite which the surface was functionalized with –NH2 groups. The resulting biocatalyst combines the relevant catalytic properties of CLEAs (as great stability and feasibility for their reutilization) and the magnetic character, and thus the final product (mCLEAs) are superparamagnetic particles of a robust catalyst which is more stable than the free enzyme, easily recoverable from the reaction medium and reusable for new catalytic cycles. We have studied the main properties of this biocatalyst and we have assessed its utility to catalyze transesterification reactions to obtain biodiesel from non-edible vegetable oils including unrefined soybean, jatropha and cameline, as well as waste frying oil. Using 1% mCLEAs (w/w of oil) conversions near 80% were routinely obtained at 30°C after 24 h of reaction, this value rising to 92% after 72 h. Moreover, the magnetic biocatalyst can be easily recovered from the reaction mixture and reused for at least ten consecutive cycles of 24 h without apparent loss of activity. The obtained results suggest that mCLEAs prepared from CALB can become a powerful biocatalyst for application at industrial scale with better performance than those currently available.