Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series

In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior distribution, respectively. We also considered a reparameterization of those models in order to map the space of the parameters into real space. This procedure permits choosing prior normal distributions for the transformed parameters. The posterior summaries were obtained using Monte Carlo Markov chain methods (MCMC). The methodology was evaluated by considering the Telebras series from the Brazilian financial market. The results show that the two methods are able to adjust ARCH models with different numbers of parameters. The empirical Bayesian method provided a more parsimonious model to the data and better adjustment than the complete Bayesian method.

Correlation of photodynamic activity and singlet oxygen quantum yields in two series of hydrophobic monocationic porphyrins

The photodynamic properties of eight hydrophobic monocationic methyl and ruthenium polypyridine complex derivatives of free-base and zinc(II) meso-triphenyl-monopyridylporphyrin series were evaluated and compared using HeLa cells as model. The cream-like polymeric nanocapsule formulations of marine atelocollagen/xanthan gum, prepared by the coacervation method, exhibited high phototoxicity but negligible cytotoxicity in the dark. Interestingly, the formulations of a given series presented similar photodynamic activities but the methylated free-base derivatives were significantly more phototoxic than the respective ruthenated photosensitizers, reflecting the higher photoinduced singlet oxygen quantum yields of those monocationic porphyrin dyes.

Intraoperative ultrasonography for presumed brain metastases: a case series study

Brain metastases (BM) are one of the most common intracranial tumors and surgical treatment can improve both the functional outcomes and patient survival, particularly when systemic disease is controlled. Image-guided BM resection using intraoperative exams, such as intraoperative ultrasound (IOUS), can lead to better surgical results. Methods: To evaluate the use of IOUS for BM resection, 20 consecutives patients were operated using IOUS to locate tumors, identify their anatomical relationships and surgical cavity after resection. Technical difficulties, complications, recurrence and survival rates were noted. Results: IOUS proved effective for locating, determining borders and defining the anatomical relationships of BM, as well as to identify incomplete tumor resection. No complications related to IOUS were seen. Conclusion: IOUS is a practical supporting method for the resection of BM, but further studies comparing this method with other intraoperative exams are needed to evaluate its actual contribution and reliability.

Evaluation of physiologic complexity in time series using generalized sample entropy and surrogate data analysis

Complexity in time series is an intriguing feature of living dynamical systems, with potential use for identification of system state. Although various methods have been proposed for measuring physiologic complexity, uncorrelated time series are often assigned high values of complexity, errouneously classifying them as a complex physiological signals. Here, we propose and discuss a method for complex system analysis based on generalized statistical formalism and surrogate time series. Sample entropy (SampEn) was rewritten inspired in Tsallis generalized entropy, as function of q parameter (qSampEn). qSDiff curves were calculated, which consist of differences between original and surrogate series qSampEn. We evaluated qSDiff for 125 real heart rate variability (HRV) dynamics, divided into groups of 70 healthy, 44 congestive heart failure (CHF), and 11 atrial fibrillation (AF) subjects, and for simulated series of stochastic and chaotic process. The evaluations showed that, for nonperiodic signals, qSDiff curves have a maximum point (qSDiff(max)) for q not equal 1. Values of q where the maximum point occurs and where qSDiff is zero were also evaluated. Only qSDiff(max) values were capable of distinguish HRV groups (p-values 5.10 x 10(-3); 1.11 x 10(-7), and 5.50 x 10(-7) for healthy vs. CHF, healthy vs. AF, and CHF vs. AF, respectively), consistently with the concept of physiologic complexity, and suggests a potential use for chaotic system analysis. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4758815]

Calibration of a Species-Specific Spectral Vegetation Index for Leaf Area Index (LAI) Monitoring: Example with MODIS Reflectance Time-Series on Eucalyptus Plantations

The leaf area index (LAI) is a key characteristic of forest ecosystems. Estimations of LAI from satellite images generally rely on spectral vegetation indices (SVIs) or radiative transfer model (RTM) inversions. We have developed a new and precise method suitable for practical application, consisting of building a species-specific SVI that is best-suited to both sensor and vegetation characteristics. Such an SVI requires calibration on a large number of representative vegetation conditions. We developed a two-step approach: (1) estimation of LAI on a subset of satellite data through RTM inversion; and (2) the calibration of a vegetation index on these estimated LAI. We applied this methodology to Eucalyptus plantations which have highly variable LAI in time and space. Previous results showed that an RTM inversion of Moderate Resolution Imaging Spectroradiometer (MODIS) near-infrared and red reflectance allowed good retrieval performance (R-2 = 0.80, RMSE = 0.41), but was computationally difficult. Here, the RTM results were used to calibrate a dedicated vegetation index (called "EucVI") which gave similar LAI retrieval results but in a simpler way. The R-2 of the regression between measured and EucVI-simulated LAI values on a validation dataset was 0.68, and the RMSE was 0.49. The additional use of stand age and day of year in the SVI equation slightly increased the performance of the index (R-2 = 0.77 and RMSE = 0.41). This simple index opens the way to an easily applicable retrieval of Eucalyptus LAI from MODIS data, which could be used in an operational way.

Electronic Properties of Water in Liquid Environment. A Sequential QM/MM Study Using the Free Energy Gradient Method

There is a continuous search for theoretical methods that are able to describe the effects of the liquid environment on molecular systems. Different methods emphasize different aspects, and the treatment of both the local and bulk properties is still a great challenge. In this work, the electronic properties of a water molecule in liquid environment is studied by performing a relaxation of the geometry and electronic distribution using the free energy gradient method. This is made using a series of steps in each of which we run a purely molecular mechanical (MM) Monte Carlo Metropolis simulation of liquid water and subsequently perform a quantum mechanical/molecular mechanical (QM/MM) calculation of the ensemble averages of the charge distribution, atomic forces, and second derivatives. The MP2/aug-cc-pV5Z level is used to describe the electronic properties of the QM water. B3LYP with specially designed basis functions are used for the magnetic properties. Very good agreement is found for the local properties of water, such as geometry, vibrational frequencies, dipole moment, dipole polarizability, chemical shift, and spin-spin coupling constants. The very good performance of the free energy method combined with a QM/MM approach along with the possible limitations are briefly discussed.

A Validated Chromatographic Method for the Determination of Flavonoids in Copaifera langsdorffii by HPLC

Hydroethanolic extracts of C. langsdorffii leaves have therapeutic potential. This work reports a validated chromatographic method for the quantification of polar compounds in the hydroethanolic extract of C. langsdorffii leaves. A reliable HPLC method was developed using two monolithic columns linked in series (100 x 4.6 mm - C-18), with nonlinear gradient elution, and UV detection set at 257 nm. A procedure for the extraction of flavonols was also developed, which involved the use of 70% aqueous ethanol and the addition of benzophenone as the internal standard. The developed method led to a good detection response as the values for linearity were between 10.3 and 1000 mu g/mL, and those for recovery between 84.2 and 111.1%. The detection limit ranged from 0.02 to 1.70 mu g/mL and the quantitation limit from 0.07 to 5.1 mu g/mL, with a maximum RSD of 5.24%. Five compounds, rutin, quercetin-3-O-alpha-L-rhamnopyranoside, kaempferol-3-O-alpha-L-rhamnopyranoside, quercetin and kaempferol, were quantified. This method could, therefore, be used for the quality control of hydroethanolic extracts of Copaifera leaves and their cosmetic and pharmaceutical products.

Economic optimization method to design telescope irrigation of multiples outlets

In this study is presented an economic optimization method to design telescope irrigation laterals (multidiameter) with regular spaced outlets. The proposed analytical hydraulic solution was validated by means of a pipeline composed of three different diameters. The minimum acquisition cost of the telescope pipeline was determined by an ideal arrangement of lengths and respective diameters for each one of the three segments. The mathematical optimization method based on the Lagrange multipliers provides a strategy for finding the maximum or minimum of a function subject to certain constraints. In this case, the objective function describes the acquisition cost of pipes, and the constraints are determined from hydraulic parameters as length of irrigation laterals and total head loss permitted. The developed analytical solution provides the ideal combination of each pipe segment length and respective diameter, resulting in a decreased of the acquisition cost.