Cointegration: Bayesian Significance Test

To estimate causal relationships, time series econometricians must be aware of spurious correlation, a problem first mentioned by Yule (1926). To deal with this problem, one can work either with differenced series or multivariate models: VAR (VEC or VECM) models. These models usually include at least one cointegration relation. Although the Bayesian literature on VAR/VEC is quite advanced, Bauwens et al. (1999) highlighted that "the topic of selecting the cointegrating rank has not yet given very useful and convincing results". The present article applies the Full Bayesian Significance Test (FBST), especially designed to deal with sharp hypotheses, to cointegration rank selection tests in VECM time series models. It shows the FBST implementation using both simulated and available (in the literature) data sets. As illustration, standard non informative priors are used.

Estimate of corrected values and the effect of correction for measurement error in dietary data obtained by the Food Frequency Questionnaire for Adolescents (AFFQ)

The scope of this study was to estimate calibrated values for dietary data obtained by the Food Frequency Questionnaire for Adolescents (FFQA) and illustrate the effect of this approach on food consumption data. The adolescents were assessed on two occasions, with an average interval of twelve months. In 2004, 393 adolescents participated, and 289 were then reassessed in 2005. Dietary data obtained by the FFQA were calibrated using the regression coefficients estimated from the average of two 24-hour recalls (24HR) of the subsample. The calibrated values were similar to the the 24HR reference measurement in the subsample. In 2004 and 2005 a significant difference was observed between the average consumption levels of the FFQA before and after calibration for all nutrients. With the use of calibrated data the proportion of schoolchildren who had fiber intake below the recommended level increased. Therefore, it is seen that calibrated data can be used to obtain adjusted associations due to reclassification of subjects within the predetermined categories.

Nonlinear (magnetic) correction to the field of a static charge in an external field

We find the first nonlinear correction to the field produced by a static charge at rest in a background constant magnetic field. It is quadratic in the charge and purely magnetic. The third-rank polarization tensor-the nonlinear response function-is written within the local approximation of the effective action in an otherwise model-and approximation-independent way within any P-invariant nonlinear electrodynamics, QED included. DOI: 10.1103/PhysRevD.86.125028

Early detection of doxorubicin myocardial injury by ultrasonic tissue characterization in an experimental animal model

In the clinical setting, the early detection of myocardial injury induced by doxorubicin (DXR) is still considered a challenge. To assess whether ultrasonic tissue characterization (UTC) can identify early DXR-related myocardial lesions and their correlation with collagen myocardial percentages, we studied 60 rats at basal status and prospectively after 2mg/Kg/week DXR endovenous infusion. Echocardiographic examinations were conducted at baseline and at 8,10,12,14 and 16 mg/Kg DXR cumulative dose. The left ventricle ejection fraction (LVEF), shortening fraction (SF), and the UTC indices: corrected coefficient of integrated backscatter (IBS) (tissue IBS intensity/phantom IBS intensity) (CC-IBS) and the cyclic variation magnitude of this intensity curve (MCV) were measured. The variation of each parameter of study through DXR dose was expressed by the average and standard error at specific DXR dosages and those at baseline. The collagen percent (%) was calculated in six control group animals and 24 DXR group animals. CC-IBS increased (1.29 +/- 0.27 x 1.1 +/- 0.26-basal; p=0.005) and MCV decreased (9.1 +/- 2.8 x 11.02 +/- 2.6-basal; p=0.006) from 8 mg/Kg to 16mg/Kg DXR. LVEF presented only a slight but significant decrease (80.4 +/- 6.9% x 85.3 +/- 6.9%-basal, p=0.005) from 8 mg/Kg to 16 mg/Kg DXR. CC-IBS was 72.2% sensitive and 83.3% specific to detect collagen deposition of 4.24%(AUC=0.76). LVEF was not accurate to detect initial collagen deposition (AUC=0.54). In conclusion: UTC was able to early identify the DXR myocardial lesion when compared to LVEF, showing good accuracy to detect the initial collagen deposition in this experimental animal model.

Error Autocorrelation and Linear Regression for Temperature-Based Evapotranspiration Estimates Improvement

Estimates of evapotranspiration on a local scale is important information for agricultural and hydrological practices. However, equations to estimate potential evapotranspiration based only on temperature data, which are simple to use, are usually less trustworthy than the Food and Agriculture Organization (FAO)Penman-Monteith standard method. The present work describes two correction procedures for potential evapotranspiration estimates by temperature, making the results more reliable. Initially, the standard FAO-Penman-Monteith method was evaluated with a complete climatologic data set for the period between 2002 and 2006. Then temperature-based estimates by Camargo and Jensen-Haise methods have been adjusted by error autocorrelation evaluated in biweekly and monthly periods. In a second adjustment, simple linear regression was applied. The adjusted equations have been validated with climatic data available for the Year 2001. Both proposed methodologies showed good agreement with the standard method indicating that the methodology can be used for local potential evapotranspiration estimates.

Influence Assessment in an Heteroscedastic Errors-in-Variables Model

The main goal of this article is to consider influence assessment in models with error-prone observations and variances of the measurement errors changing across observations. The techniques enable to identify potential influential elements and also to quantify the effects of perturbations in these elements on some results of interest. The approach is illustrated with data from the WHO MONICA Project on cardiovascular disease.

Hybrid Water Demand Forecasting Model Associating Artificial Neural Network with Fourier Series

This paper addressed the problem of water-demand forecasting for real-time operation of water supply systems. The present study was conducted to identify the best fit model using hourly consumption data from the water supply system of Araraquara, Sa approximate to o Paulo, Brazil. Artificial neural networks (ANNs) were used in view of their enhanced capability to match or even improve on the regression model forecasts. The ANNs used were the multilayer perceptron with the back-propagation algorithm (MLP-BP), the dynamic neural network (DAN2), and two hybrid ANNs. The hybrid models used the error produced by the Fourier series forecasting as input to the MLP-BP and DAN2, called ANN-H and DAN2-H, respectively. The tested inputs for the neural network were selected literature and correlation analysis. The results from the hybrid models were promising, DAN2 performing better than the tested MLP-BP models. DAN2-H, identified as the best model, produced a mean absolute error (MAE) of 3.3 L/s and 2.8 L/s for training and test set, respectively, for the prediction of the next hour, which represented about 12% of the average consumption. The best forecasting model for the next 24 hours was again DAN2-H, which outperformed other compared models, and produced a MAE of 3.1 L/s and 3.0 L/s for training and test set respectively, which represented about 12% of average consumption. DOI: 10.1061/(ASCE)WR.1943-5452.0000177. (C) 2012 American Society of Civil Engineers.

Polarimetric X-band weather radar measurements in the tropics: radome and rain attenuation correction

A polarimetric X-band radar has been deployed during one month (April 2011) for a field campaign in Fortaleza, Brazil, together with three additional laser disdrometers. The disdrometers are capable of measuring the raindrop size distributions (DSDs), hence making it possible to forward-model theoretical polarimetric X-band radar observables at the point where the instruments are located. This setup allows to thoroughly test the accuracy of the X-band radar measurements as well as the algorithms that are used to correct the radar data for radome and rain attenuation. For the campaign in Fortaleza it was found that radome attenuation dominantly affects the measurements. With an algorithm that is based on the self-consistency of the polarimetric observables, the radome induced reflectivity offset was estimated. Offset corrected measurements were then further corrected for rain attenuation with two different schemes. The performance of the post-processing steps was analyzed by comparing the data with disdrometer-inferred polarimetric variables that were measured at a distance of 20 km from the radar. Radome attenuation reached values up to 14 dB which was found to be consistent with an empirical radome attenuation vs. rain intensity relation that was previously developed for the same radar type. In contrast to previous work, our results suggest that radome attenuation should be estimated individually for every view direction of the radar in order to obtain homogenous reflectivity fields.

Bayesian model accounting for within-class biological variability in Serial Analysis of Gene Expression (SAGE)

Abstract Background An important challenge for transcript counting methods such as Serial Analysis of Gene Expression (SAGE), "Digital Northern" or Massively Parallel Signature Sequencing (MPSS), is to carry out statistical analyses that account for the within-class variability, i.e., variability due to the intrinsic biological differences among sampled individuals of the same class, and not only variability due to technical sampling error. Results We introduce a Bayesian model that accounts for the within-class variability by means of mixture distribution. We show that the previously available approaches of aggregation in pools ("pseudo-libraries") and the Beta-Binomial model, are particular cases of the mixture model. We illustrate our method with a brain tumor vs. normal comparison using SAGE data from public databases. We show examples of tags regarded as differentially expressed with high significance if the within-class variability is ignored, but clearly not so significant if one accounts for it. Conclusion Using available information about biological replicates, one can transform a list of candidate transcripts showing differential expression to a more reliable one. Our method is freely available, under GPL/GNU copyleft, through a user friendly web-based on-line tool or as R language scripts at supplemental web-site.