13 resultados para Switching autoregressive conditional heteroskedasticity

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo


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In this paper we use Markov chain Monte Carlo (MCMC) methods in order to estimate and compare GARCH models from a Bayesian perspective. We allow for possibly heavy tailed and asymmetric distributions in the error term. We use a general method proposed in the literature to introduce skewness into a continuous unimodal and symmetric distribution. For each model we compute an approximation to the marginal likelihood, based on the MCMC output. From these approximations we compute Bayes factors and posterior model probabilities. (C) 2012 IMACS. Published by Elsevier B.V. All rights reserved.

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Past research has demonstrated emergent conditional relations using a go/no-go procedure with pairs of figures displayed side-by-side on a computer screen. The present Study sought to extend applications Of this procedure. In Experiment, 1, we evaluated whether emergent conditional relations Could be demonstrated when two-component stimuli were displayed in figure-ground relationships-abstract figures displayed on backgrounds of different colors. Five normal)), capable adults participated. During training, each two-component stimulus Was presented successively. Responses emitted in the presence of some Stimulus pairs (A1B1, A2B2, A3B3, B1C1, B2C2 and B3C3) were reinforced, whereas responses emitted in the presence of other pairs (A1B2, A1B3, A2B1, A2B3, A3B1, A3B2, B1C2, B1C3, B2C1, B2C3, B3C1 and B3C2) were not. During tests, new configurations (AC and CA) were presented, thus emulating structurally the matching-to-sample tests employed in typical equivalence Studies. All participants showed emergent relations consistent with stimulus equivalence during testing. In Experiment 2, we systematically replicated the procedures with Stimulus compounds consisting Of four figures (A1, A2, C1 and C2) and two locations (left - B1 and right - 132). A,11 6 normally capable adults exhibited emergent stimulus-stimulus relations. Together, these experiments show that the go/no-go procedure is a potentially useful alternative for Studying emergent. conditional relations when matching-to-sample is procedurally cumbersome or impossible to use.

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We examine the impact of Brazil's Bolsa Escola/Familia program on Brazilian children's education outcomes. Bolsa provides cash payments to poor households if their children (ages 6 to 15) are enrolled in school. Using school census data to compare changes in enrollment, dropping out and grade promotion across schools that adopted Bolsa at different times, we estimate that the program has: increased enrollment by about 5.5% (6.5%) in grades 1-4 (grades 5-8); lowered dropout rates by 0.5 (0.4) percentage points in grades 1-4 (grades 5-8); and raised grade promotion rates by 0.9 (0.3) percentage points in grades 1-4 (grades 5-8). About one third of Brazil's children participate in Bolsa, so assuming no spillover effects onto non-participants implies that Bolsa's impacts are three times higher than these estimates. However, simple calculations using enrollment impacts suggest that Bolsa's benefits in terms of increased wages may not exceed its costs. (C) 2011 Elsevier B.V. All rights reserved.

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Purpose: This prospective randomized matched-pair controlled trial aimed to evaluate marginal bone levels and soft tissue alterations at implants restored according to the platform-switching concept with a new inward-inclined platform and compare them with external-hexagon implants. Materials and Methods: Traditional external-hexagon (control group) implants and inward-inclined platform implants (test group), all with the same implant body geometry and 13 mm in length, were inserted in a standardized manner in the posterior maxillae of 40 patients. Radiographic bone levels were measured by two independent examiners after 6, 12, and 18 months of prosthetic loading. Buccal soft tissue height was measured at the time of abutment connection and 18 months later. Results: After 18 months of loading, all 80 implants were clinically osseointegrated in the 40 participating patients. Radiographic evaluation showed mean bone losses of 0.5 +/- 0.1 mm (range, 0.3 to 0.7 mm) and 1.6 +/- 0.3 mm (range, 1.1 to 2.2 mm) for test and control implants, respectively. Soft tissue height showed a significant mean decrease of 2.4 mm in the control group, compared to 0.6 mm around the test implants. Conclusions: After 18 months, significantly greater bone loss was observed at implants restored according to the conventional external-hexagon protocol compared to the platform-switching concept. In addition, decreased soft tissue height was associated with the external-hexagon implants versus the platform-switched implants. INT J ORAL MAXILLOFAC IMPLANTS 2012;27:927-934.

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Background: In the analysis of effects by cell treatment such as drug dosing, identifying changes on gene network structures between normal and treated cells is a key task. A possible way for identifying the changes is to compare structures of networks estimated from data on normal and treated cells separately. However, this approach usually fails to estimate accurate gene networks due to the limited length of time series data and measurement noise. Thus, approaches that identify changes on regulations by using time series data on both conditions in an efficient manner are demanded. Methods: We propose a new statistical approach that is based on the state space representation of the vector autoregressive model and estimates gene networks on two different conditions in order to identify changes on regulations between the conditions. In the mathematical model of our approach, hidden binary variables are newly introduced to indicate the presence of regulations on each condition. The use of the hidden binary variables enables an efficient data usage; data on both conditions are used for commonly existing regulations, while for condition specific regulations corresponding data are only applied. Also, the similarity of networks on two conditions is automatically considered from the design of the potential function for the hidden binary variables. For the estimation of the hidden binary variables, we derive a new variational annealing method that searches the configuration of the binary variables maximizing the marginal likelihood. Results: For the performance evaluation, we use time series data from two topologically similar synthetic networks, and confirm that our proposed approach estimates commonly existing regulations as well as changes on regulations with higher coverage and precision than other existing approaches in almost all the experimental settings. For a real data application, our proposed approach is applied to time series data from normal Human lung cells and Human lung cells treated by stimulating EGF-receptors and dosing an anticancer drug termed Gefitinib. In the treated lung cells, a cancer cell condition is simulated by the stimulation of EGF-receptors, but the effect would be counteracted due to the selective inhibition of EGF-receptors by Gefitinib. However, gene expression profiles are actually different between the conditions, and the genes related to the identified changes are considered as possible off-targets of Gefitinib. Conclusions: From the synthetically generated time series data, our proposed approach can identify changes on regulations more accurately than existing methods. By applying the proposed approach to the time series data on normal and treated Human lung cells, candidates of off-target genes of Gefitinib are found. According to the published clinical information, one of the genes can be related to a factor of interstitial pneumonia, which is known as a side effect of Gefitinib.

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This new and general method here called overflow current switching allows a fast, continuous, and smooth transition between scales in wide-range current measurement systems, like electrometers. This is achieved, using a hydraulic analogy, by diverting only the overflow current, such that no slow element is forced to change its state during the switching. As a result, this approach practically eliminates the long dead time in low-current (picoamperes) switching. Similar to a logarithmic scale, a composition of n adjacent linear scales, like a segmented ruler, measures the current. The use of a linear wide-range system based on this technique assures fast and continuous measurement in the entire range, without blind regions during transitions and still holding suitable accuracy for many applications. A full mathematical development of the method is given. Several computer realistic simulations demonstrated the viability of the technique.

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Introduction: The purpose of this ecological study was to evaluate the urban spatial and temporal distribution of tuberculosis (TB) in Ribeirao Preto, State of Sao Paulo, southeast Brazil, between 2006 and 2009 and to evaluate its relationship with factors of social vulnerability such as income and education level. Methods: We evaluated data from TBWeb, an electronic notification system for TB cases. Measures of social vulnerability were obtained from the SEADE Foundation, and information about the number of inhabitants, education and income of the households were obtained from Brazilian Institute of Geography and Statistics. Statistical analyses were conducted by a Bayesian regression model assuming a Poisson distribution for the observed new cases of TB in each area. A conditional autoregressive structure was used for the spatial covariance structure. Results: The Bayesian model confirmed the spatial heterogeneity of TB distribution in Ribeirao Preto, identifying areas with elevated risk and the effects of social vulnerability on the disease. We demonstrated that the rate of TB was correlated with the measures of income, education and social vulnerability. However, we observed areas with low vulnerability and high education and income, but with high estimated TB rates. Conclusions: The study identified areas with different risks for TB, given that the public health system deals with the characteristics of each region individually and prioritizes those that present a higher propensity to risk of TB. Complex relationships may exist between TB incidence and a wide range of environmental and intrinsic factors, which need to be studied in future research.

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In this paper, we propose nonlinear elliptical models for correlated data with heteroscedastic and/or autoregressive structures. Our aim is to extend the models proposed by Russo et al. [22] by considering a more sophisticated scale structure to deal with variations in data dispersion and/or a possible autocorrelation among measurements taken throughout the same experimental unit. Moreover, to avoid the possible influence of outlying observations or to take into account the non-normal symmetric tails of the data, we assume elliptical contours for the joint distribution of random effects and errors, which allows us to attribute different weights to the observations. We propose an iterative algorithm to obtain the maximum-likelihood estimates for the parameters and derive the local influence curvatures for some specific perturbation schemes. The motivation for this work comes from a pharmacokinetic indomethacin data set, which was analysed previously by Bocheng and Xuping [1] under normality.

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Increasing age is associated with a reduction in overall heart rate variability as well as changes in complexity of physiologic dynamics. The aim of this study was to verify if the alterations in autonomic modulation of heart rate caused by the aging process could be detected by Shannon entropy (SE), conditional entropy (CE) and symbolic analysis (SA). Complexity analysis was carried out in 44 healthy subjects divided into two groups: old (n = 23, 63 +/- A 3 years) and young group (n = 21, 23 +/- A 2). It was analyzed SE, CE [complexity index (CI) and normalized CI (NCI)] and SA (0V, 1V, 2LV and 2ULV patterns) during short heart period series (200 cardiac beats) derived from ECG recordings during 15 min of rest in a supine position. The sequences characterized by three heart periods with no significant variations (0V), and that with two significant unlike variations (2ULV) reflect changes in sympathetic and vagal modulation, respectively. The unpaired t test (or Mann-Whitney rank sum test when appropriate) was used in the statistical analysis. In the aging process, the distributions of patterns (SE) remain similar to young subjects. However, the regularity is significantly different; the patterns are more repetitive in the old group (a decrease of CI and NCI). The amounts of pattern types are different: 0V is increased and 2LV and 2ULV are reduced in the old group. These differences indicate marked change of autonomic regulation. The CE and SA are feasible techniques to detect alteration in autonomic control of heart rate in the old group.

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The autoregressive (AR) estimator, a non-parametric method, is used to analyze functional magnetic resonance imaging (fMRI) data. The same method has been used, with success, in several other time series data analysis. It uses exclusively the available experimental data points to estimate the most plausible power spectra compatible with the experimental data and there is no need to make any assumption about non-measured points. The time series, obtained from fMRI block paradigm data, is analyzed by the AR method to determine the brain active regions involved in the processing of a given stimulus. This method is considerably more reliable than the fast Fourier transform or the parametric methods. The time series corresponding to each image pixel is analyzed using the AR estimator and the corresponding poles are obtained. The pole distribution gives the shape of power spectra, and the pixels with poles at the stimulation frequency are considered as the active regions. The method was applied in simulated and real data, its superiority is shown by the receiver operating characteristic curves which were obtained using the simulated data.

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Abstract Background Overflow metabolism is an undesirable characteristic of aerobic cultures of Saccharomyces cerevisiae during biomass-directed processes. It results from elevated sugar consumption rates that cause a high substrate conversion to ethanol and other bi-products, severely affecting cell physiology, bioprocess performance, and biomass yields. Fed-batch culture, where sucrose consumption rates are controlled by the external addition of sugar aiming at its low concentrations in the fermentor, is the classical bioprocessing alternative to prevent sugar fermentation by yeasts. However, fed-batch fermentations present drawbacks that could be overcome by simpler batch cultures at relatively high (e.g. 20 g/L) initial sugar concentrations. In this study, a S. cerevisiae strain lacking invertase activity was engineered to transport sucrose into the cells through a low-affinity and low-capacity sucrose-H+ symport activity, and the growth kinetics and biomass yields on sucrose analyzed using simple batch cultures. Results We have deleted from the genome of a S. cerevisiae strain lacking invertase the high-affinity sucrose-H+ symporter encoded by the AGT1 gene. This strain could still grow efficiently on sucrose due to a low-affinity and low-capacity sucrose-H+ symport activity mediated by the MALx1 maltose permeases, and its further intracellular hydrolysis by cytoplasmic maltases. Although sucrose consumption by this engineered yeast strain was slower than with the parental yeast strain, the cells grew efficiently on sucrose due to an increased respiration of the carbon source. Consequently, this engineered yeast strain produced less ethanol and 1.5 to 2 times more biomass when cultivated in simple batch mode using 20 g/L sucrose as the carbon source. Conclusion Higher cell densities during batch cultures on 20 g/L sucrose were achieved by using a S. cerevisiae strain engineered in the sucrose uptake system. Such result was accomplished by effectively reducing sucrose uptake by the yeast cells, avoiding overflow metabolism, with the concomitant reduction in ethanol production. The use of this modified yeast strain in simpler batch culture mode can be a viable option to more complicated traditional sucrose-limited fed-batch cultures for biomass-directed processes of S. cerevisiae.

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Abstract Background To understand the molecular mechanisms underlying important biological processes, a detailed description of the gene products networks involved is required. In order to define and understand such molecular networks, some statistical methods are proposed in the literature to estimate gene regulatory networks from time-series microarray data. However, several problems still need to be overcome. Firstly, information flow need to be inferred, in addition to the correlation between genes. Secondly, we usually try to identify large networks from a large number of genes (parameters) originating from a smaller number of microarray experiments (samples). Due to this situation, which is rather frequent in Bioinformatics, it is difficult to perform statistical tests using methods that model large gene-gene networks. In addition, most of the models are based on dimension reduction using clustering techniques, therefore, the resulting network is not a gene-gene network but a module-module network. Here, we present the Sparse Vector Autoregressive model as a solution to these problems. Results We have applied the Sparse Vector Autoregressive model to estimate gene regulatory networks based on gene expression profiles obtained from time-series microarray experiments. Through extensive simulations, by applying the SVAR method to artificial regulatory networks, we show that SVAR can infer true positive edges even under conditions in which the number of samples is smaller than the number of genes. Moreover, it is possible to control for false positives, a significant advantage when compared to other methods described in the literature, which are based on ranks or score functions. By applying SVAR to actual HeLa cell cycle gene expression data, we were able to identify well known transcription factor targets. Conclusion The proposed SVAR method is able to model gene regulatory networks in frequent situations in which the number of samples is lower than the number of genes, making it possible to naturally infer partial Granger causalities without any a priori information. In addition, we present a statistical test to control the false discovery rate, which was not previously possible using other gene regulatory network models.

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INTRODUCTION: The purpose of this ecological study was to evaluate the urban spatial and temporal distribution of tuberculosis (TB) in Ribeirão Preto, State of São Paulo, southeast Brazil, between 2006 and 2009 and to evaluate its relationship with factors of social vulnerability such as income and education level. METHODS: We evaluated data from TBWeb, an electronic notification system for TB cases. Measures of social vulnerability were obtained from the SEADE Foundation, and information about the number of inhabitants, education and income of the households were obtained from Brazilian Institute of Geography and Statistics. Statistical analyses were conducted by a Bayesian regression model assuming a Poisson distribution for the observed new cases of TB in each area. A conditional autoregressive structure was used for the spatial covariance structure. RESULTS: The Bayesian model confirmed the spatial heterogeneity of TB distribution in Ribeirão Preto, identifying areas with elevated risk and the effects of social vulnerability on the disease. We demonstrated that the rate of TB was correlated with the measures of income, education and social vulnerability. However, we observed areas with low vulnerability and high education and income, but with high estimated TB rates. CONCLUSIONS: The study identified areas with different risks for TB, given that the public health system deals with the characteristics of each region individually and prioritizes those that present a higher propensity to risk of TB. Complex relationships may exist between TB incidence and a wide range of environmental and intrinsic factors, which need to be studied in future research.