150 resultados para distribution function
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There is sparse systematic examination of the potential for growth as well as distress that may occur for some adult survivors of childhood sexual abuse. The presented study explored posttraumatic growth and its relationship with negative posttrauma outcomes within the specific population of survivors of childhood sexual abuse (N = 40). Results showed that 95% of the participants experienced clinically significant post-traumatic stress disorder symptomatology related to their childhood sexual abuse. In conjunction with these high levels of negative symptoms, the population evidenced posttraumatic growth levels that were comparable to other trauma samples. This research has clinical relevance in terms of adding to the knowledge base on sexual abuse and the usefulness of this knowledge in therapeutic interventions and relationships.
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This study considers the solution of a class of linear systems related with the fractional Poisson equation (FPE) (−∇2)α/2φ=g(x,y) with nonhomogeneous boundary conditions on a bounded domain. A numerical approximation to FPE is derived using a matrix representation of the Laplacian to generate a linear system of equations with its matrix A raised to the fractional power α/2. The solution of the linear system then requires the action of the matrix function f(A)=A−α/2 on a vector b. For large, sparse, and symmetric positive definite matrices, the Lanczos approximation generates f(A)b≈β0Vmf(Tm)e1. This method works well when both the analytic grade of A with respect to b and the residual for the linear system are sufficiently small. Memory constraints often require restarting the Lanczos decomposition; however this is not straightforward in the context of matrix function approximation. In this paper, we use the idea of thick-restart and adaptive preconditioning for solving linear systems to improve convergence of the Lanczos approximation. We give an error bound for the new method and illustrate its role in solving FPE. Numerical results are provided to gauge the performance of the proposed method relative to exact analytic solutions.
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It is known that adenosine 5'-triphosphate (ATP) is a cotransmitter in the heart. Additionally, ATP is released from ischemic and hypoxic myocytes. Therefore, cardiac-derived sources of ATP have the potential to modify cardiac function. ATP activates P2X(1-7) and P2Y(1-14) receptors; however, the presence of P2X and P2Y receptor subtypes in strategic cardiac locations such as the sinoatrial node has not been determined. An understanding of P2X and P2Y receptor localization would facilitate investigation of purine receptor function in the heart. Therefore, we used quantitative PCR and in situ hybridization to measure the expression of mRNA of all known purine receptors in rat left ventricle, right atrium and sinoatrial node (SAN), and human right atrium and SAN. Expression of mRNA for all the cloned P2 receptors was observed in the ventricles, atria, and SAN of the rat. However, their abundance varied in different regions of the heart. P2X(5) was the most abundant of the P2X receptors in all three regions of the rat heart. In rat left ventricle, P2Y(1), P2Y(2), and P2Y(14) mRNA levels were highest for P2Y receptors, while in right atrium and SAN, P2Y(2) and P2Y(14) levels were highest, respectively. We extended these studies to investigate P2X(4) receptor mRNA in heart from rats with coronary artery ligation-induced heart failure. P2X(4) receptor mRNA was upregulated by 93% in SAN (P < 0.05), while a trend towards an increase was also observed in the right atrium and left ventricle (not significant). Thus, P2X(4)-mediated effects might be modulated in heart failure. mRNA for P2X(4-7) and P2Y(1,2,4,6,12-14), but not P2X(2,3) and P2Y(11), was detected in human right atrium and SAN. In addition, mRNA for P2X(1) was detected in human SAN but not human right atrium. In human right atrium and SAN, P2X(4) and P2X(7) mRNA was the highest for P2X receptors. P2Y(1) and P2Y(2) mRNA were the most abundant for P2Y receptors in the right atrium, while P2Y(1), P2Y(2), and P2Y(14) were the most abundant P2Y receptor subtypes in human SAN. This study shows a widespread distribution of P2 receptor mRNA in rat heart tissues but a more restricted presence and distribution of P2 receptor mRNA in human atrium and SAN. This study provides further direction for the elucidation of P2 receptor modulation of heart rate and contractility.
Molecular architecture of the human sinus node: insights into the function of the cardiac pacemaker.
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BACKGROUND: Although we know much about the molecular makeup of the sinus node (SN) in small mammals, little is known about it in humans. The aims of the present study were to investigate the expression of ion channels in the human SN and to use the data to predict electrical activity. METHODS AND RESULTS: Quantitative polymerase chain reaction, in situ hybridization, and immunofluorescence were used to analyze 6 human tissue samples. Messenger RNA (mRNA) for 120 ion channels (and some related proteins) was measured in the SN, a novel paranodal area, and the right atrium (RA). The results showed, for example, that in the SN compared with the RA, there was a lower expression of Na(v)1.5, K(v)4.3, K(v)1.5, ERG, K(ir)2.1, K(ir)6.2, RyR2, SERCA2a, Cx40, and Cx43 mRNAs but a higher expression of Ca(v)1.3, Ca(v)3.1, HCN1, and HCN4 mRNAs. The expression pattern of many ion channels in the paranodal area was intermediate between that of the SN and RA; however, compared with the SN and RA, the paranodal area showed greater expression of K(v)4.2, K(ir)6.1, TASK1, SK2, and MiRP2. Expression of ion channel proteins was in agreement with expression of the corresponding mRNAs. The levels of mRNA in the SN, as a percentage of those in the RA, were used to estimate conductances of key ionic currents as a percentage of those in a mathematical model of human atrial action potential. The resulting SN model successfully produced pacemaking. CONCLUSIONS: Ion channels show a complex and heterogeneous pattern of expression in the SN, paranodal area, and RA in humans, and the expression pattern is appropriate to explain pacemaking.
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The ability to forecast machinery failure is vital to reducing maintenance costs, operation downtime and safety hazards. Recent advances in condition monitoring technologies have given rise to a number of prognostic models for forecasting machinery health based on condition data. Although these models have aided the advancement of the discipline, they have made only a limited contribution to developing an effective machinery health prognostic system. The literature review indicates that there is not yet a prognostic model that directly models and fully utilises suspended condition histories (which are very common in practice since organisations rarely allow their assets to run to failure); that effectively integrates population characteristics into prognostics for longer-range prediction in a probabilistic sense; which deduces the non-linear relationship between measured condition data and actual asset health; and which involves minimal assumptions and requirements. This work presents a novel approach to addressing the above-mentioned challenges. The proposed model consists of a feed-forward neural network, the training targets of which are asset survival probabilities estimated using a variation of the Kaplan-Meier estimator and a degradation-based failure probability density estimator. The adapted Kaplan-Meier estimator is able to model the actual survival status of individual failed units and estimate the survival probability of individual suspended units. The degradation-based failure probability density estimator, on the other hand, extracts population characteristics and computes conditional reliability from available condition histories instead of from reliability data. The estimated survival probability and the relevant condition histories are respectively presented as “training target” and “training input” to the neural network. The trained network is capable of estimating the future survival curve of a unit when a series of condition indices are inputted. Although the concept proposed may be applied to the prognosis of various machine components, rolling element bearings were chosen as the research object because rolling element bearing failure is one of the foremost causes of machinery breakdowns. Computer simulated and industry case study data were used to compare the prognostic performance of the proposed model and four control models, namely: two feed-forward neural networks with the same training function and structure as the proposed model, but neglected suspended histories; a time series prediction recurrent neural network; and a traditional Weibull distribution model. The results support the assertion that the proposed model performs better than the other four models and that it produces adaptive prediction outputs with useful representation of survival probabilities. This work presents a compelling concept for non-parametric data-driven prognosis, and for utilising available asset condition information more fully and accurately. It demonstrates that machinery health can indeed be forecasted. The proposed prognostic technique, together with ongoing advances in sensors and data-fusion techniques, and increasingly comprehensive databases of asset condition data, holds the promise for increased asset availability, maintenance cost effectiveness, operational safety and – ultimately – organisation competitiveness.
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1. Species' distribution modelling relies on adequate data sets to build reliable statistical models with high predictive ability. However, the money spent collecting empirical data might be better spent on management. A less expensive source of species' distribution information is expert opinion. This study evaluates expert knowledge and its source. In particular, we determine whether models built on expert knowledge apply over multiple regions or only within the region where the knowledge was derived. 2. The case study focuses on the distribution of the brush-tailed rock-wallaby Petrogale penicillata in eastern Australia. We brought together from two biogeographically different regions substantial and well-designed field data and knowledge from nine experts. We used a novel elicitation tool within a geographical information system to systematically collect expert opinions. The tool utilized an indirect approach to elicitation, asking experts simpler questions about observable rather than abstract quantities, with measures in place to identify uncertainty and offer feedback. Bayesian analysis was used to combine field data and expert knowledge in each region to determine: (i) how expert opinion affected models based on field data and (ii) how similar expert-informed models were within regions and across regions. 3. The elicitation tool effectively captured the experts' opinions and their uncertainties. Experts were comfortable with the map-based elicitation approach used, especially with graphical feedback. Experts tended to predict lower values of species occurrence compared with field data. 4. Across experts, consensus on effect sizes occurred for several habitat variables. Expert opinion generally influenced predictions from field data. However, south-east Queensland and north-east New South Wales experts had different opinions on the influence of elevation and geology, with these differences attributable to geological differences between these regions. 5. Synthesis and applications. When formulated as priors in Bayesian analysis, expert opinion is useful for modifying or strengthening patterns exhibited by empirical data sets that are limited in size or scope. Nevertheless, the ability of an expert to extrapolate beyond their region of knowledge may be poor. Hence there is significant merit in obtaining information from local experts when compiling species' distribution models across several regions.
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This paper presents a reliability-based reconfiguration methodology for power distribution systems. Probabilistic reliability models of the system components are considered and Monte Carlo method is used while evaluating the reliability of the distribution system. The reconfiguration is aimed at maximizing the reliability of the power supplied to the customers. A binary particle swarm optimization (BPSO) algorithm is used as a tool to determine the optimal configuration of the sectionalizing and tie switches in the system. The proposed methodology is applied on a modified IEEE 13-bus distribution system.
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Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.
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In this paper, we present a finite sample analysis of the sample minimum-variance frontier under the assumption that the returns are independent and multivariate normally distributed. We show that the sample minimum-variance frontier is a highly biased estimator of the population frontier, and we propose an improved estimator of the population frontier. In addition, we provide the exact distribution of the out-of-sample mean and variance of sample minimum-variance portfolios. This allows us to understand the impact of estimation error on the performance of in-sample optimal portfolios. Key Words: minimum-variance frontier; efficiency set constants; finite sample distribution
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A comprehensive voltage imbalance sensitivity analysis and stochastic evaluation based on the rating and location of single-phase grid-connected rooftop photovoltaic cells (PVs) in a residential low voltage distribution network are presented. The voltage imbalance at different locations along a feeder is investigated. In addition, the sensitivity analysis is performed for voltage imbalance in one feeder when PVs are installed in other feeders of the network. A stochastic evaluation based on Monte Carlo method is carried out to investigate the risk index of the non-standard voltage imbalance in the network in the presence of PVs. The network voltage imbalance characteristic based on different criteria of PV rating and location and network conditions is generalized. Improvement methods are proposed for voltage imbalance reduction and their efficacy is verified by comparing their risk index using Monte Carlo simulations.
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The refractive error of a human eye varies across the pupil and therefore may be treated as a random variable. The probability distribution of this random variable provides a means for assessing the main refractive properties of the eye without the necessity of traditional functional representation of wavefront aberrations. To demonstrate this approach, the statistical properties of refractive error maps are investigated. Closed-form expressions are derived for the probability density function (PDF) and its statistical moments for the general case of rotationally-symmetric aberrations. A closed-form expression for a PDF for a general non-rotationally symmetric wavefront aberration is difficult to derive. However, for specific cases, such as astigmatism, a closed-form expression of the PDF can be obtained. Further, interpretation of the distribution of the refractive error map as well as its moments is provided for a range of wavefront aberrations measured in real eyes. These are evaluated using a kernel density and sample moments estimators. It is concluded that the refractive error domain allows non-functional analysis of wavefront aberrations based on simple statistics in the form of its sample moments. Clinicians may find this approach to wavefront analysis easier to interpret due to the clinical familiarity and intuitive appeal of refractive error maps.
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In this paper, the placement and sizing of Distributed Generators (DG) in distribution networks are determined optimally. The objective is to minimize the loss and to improve the reliability. The constraints are the bus voltage, feeder current and the reactive power flowing back to the source side. The placement and size of DGs are optimized using a combination of Discrete Particle Swarm Optimization (DPSO) and Genetic Algorithm (GA). This increases the diversity of the optimizing variables in DPSO not to be stuck in the local minima. To evaluate the proposed algorithm, the semi-urban 37-bus distribution system connected at bus 2 of the Roy Billinton Test System (RBTS), which is located at the secondary side of a 33/11 kV distribution substation, is used. The results finally illustrate the efficiency of the proposed method.
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Low back pain is an increasing problem in industrialised countries and although it is a major socio-economic problem in terms of medical costs and lost productivity, relatively little is known about the processes underlying the development of the condition. This is in part due to the complex interactions between bone, muscle, nerves and other soft tissues of the spine, and the fact that direct observation and/or measurement of the human spine is not possible using non-invasive techniques. Biomechanical models have been used extensively to estimate the forces and moments experienced by the spine. These models provide a means of estimating the internal parameters which can not be measured directly. However, application of most of the models currently available is restricted to tasks resembling those for which the model was designed due to the simplified representation of the anatomy. The aim of this research was to develop a biomechanical model to investigate the changes in forces and moments which are induced by muscle injury. In order to accurately simulate muscle injuries a detailed quasi-static three dimensional model representing the anatomy of the lumbar spine was developed. This model includes the nine major force generating muscles of the region (erector spinae, comprising the longissimus thoracis and iliocostalis lumborum; multifidus; quadratus lumborum; latissimus dorsi; transverse abdominis; internal oblique and external oblique), as well as the thoracolumbar fascia through which the transverse abdominis and parts of the internal oblique and latissimus dorsi muscles attach to the spine. The muscles included in the model have been represented using 170 muscle fascicles each having their own force generating characteristics and lines of action. Particular attention has been paid to ensuring the muscle lines of action are anatomically realistic, particularly for muscles which have broad attachments (e.g. internal and external obliques), muscles which attach to the spine via the thoracolumbar fascia (e.g. transverse abdominis), and muscles whose paths are altered by bony constraints such as the rib cage (e.g. iliocostalis lumborum pars thoracis and parts of the longissimus thoracis pars thoracis). In this endeavour, a separate sub-model which accounts for the shape of the torso by modelling it as a series of ellipses has been developed to model the lines of action of the oblique muscles. Likewise, a separate sub-model of the thoracolumbar fascia has also been developed which accounts for the middle and posterior layers of the fascia, and ensures that the line of action of the posterior layer is related to the size and shape of the erector spinae muscle. Published muscle activation data are used to enable the model to predict the maximum forces and moments that may be generated by the muscles. These predictions are validated against published experimental studies reporting maximum isometric moments for a variety of exertions. The model performs well for fiexion, extension and lateral bend exertions, but underpredicts the axial twist moments that may be developed. This discrepancy is most likely the result of differences between the experimental methodology and the modelled task. The application of the model is illustrated using examples of muscle injuries created by surgical procedures. The three examples used represent a posterior surgical approach to the spine, an anterior approach to the spine and uni-lateral total hip replacement surgery. Although the three examples simulate different muscle injuries, all demonstrate the production of significant asymmetrical moments and/or reduced joint compression following surgical intervention. This result has implications for patient rehabilitation and the potential for further injury to the spine. The development and application of the model has highlighted a number of areas where current knowledge is deficient. These include muscle activation levels for tasks in postures other than upright standing, changes in spinal kinematics following surgical procedures such as spinal fusion or fixation, and a general lack of understanding of how the body adjusts to muscle injuries with respect to muscle activation patterns and levels, rate of recovery from temporary injuries and compensatory actions by other muscles. Thus the comprehensive and innovative anatomical model which has been developed not only provides a tool to predict the forces and moments experienced by the intervertebral joints of the spine, but also highlights areas where further clinical research is required.