Computational tools for comparing asymmetric GARCH models via Bayes factors

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.

Analysis of energy dissipation in stirred suspension polymerisation reactors using computational fluid dynamics

This work evaluates the spatial distribution of normalised rates of droplet breakage and droplet coalescence in liquidliquid dispersions maintained in agitated tanks at operation conditions normally used to perform suspension polymerisation reactions. Particularly, simulations are performed with multiphase computational fluid dynamics (CFD) models to represent the flow field in liquidliquid styrene suspension polymerisation reactors for the first time. CFD tools are used first to compute the spatial distribution of the turbulent energy dissipation rates (e) inside the reaction vessel; afterwards, normalised rates of droplet breakage and particle coalescence are computed as functions of e. Surprisingly, multiphase simulations showed that the rates of energy dissipation can be very high near the free vortex surfaces, which has been completely neglected in previous works. The obtained results indicate the existence of extremely large energy dissipation gradients inside the vessel, so that particle breakage occurs primarily in very small regions that surround the impeller and the free vortex surface, while particle coalescence takes place in the liquid bulk. As a consequence, particle breakage should be regarded as an independent source term or a boundary phenomenon. Based on the obtained results, it can be very difficult to justify the use of isotropic assumptions to formulate particle population balances in similar systems, even when multiple compartment models are used to describe the fluid dynamic behaviour of the agitated vessel. (C) 2011 Canadian Society for Chemical Engineering

Computational and experimental characterization of a low-cost piezoelectric valveless diaphragm pump

Flow pumps act as important devices in areas such as Bioengineering, Medicine, and Pharmacy, among other areas of Engineering, mainly for delivering liquids or gases at small-scale and precision flow rate quantities. Principles for pumping fluids based on piezoelectric actuators have been widely studied, since they allow the construction of pump systems for displacement of small fluid volumes with low power consumption. This work studies valveless piezoelectric diaphragm pumps for flow generation, which uses a piezoelectric ceramic (PZT) as actuator to move a membrane (diaphragm) up and down as a piston. The direction of the flow is guaranteed by valveless configuration based on a nozzle-diffuser system that privileges the flow in just one pumping direction. Most research efforts on development of valveless flow pump deal either with computational simulations based on simplified models or with simplified physical approaches based on analytical models. The main objective of this work is the study of a methodology to develop a low-cost valveless piezoelectric diaphragm flow pump using computational simulations, parametric study, prototype manufacturing, and experimental characterization. The parametric study has shown that the eccentricity of PZT layer and metal layer plays a key role in the performance of the pump.

Competing regression models for longitudinal data

The choice of an appropriate family of linear models for the analysis of longitudinal data is often a matter of concern for practitioners. To attenuate such difficulties, we discuss some issues that emerge when analyzing this type of data via a practical example involving pretestposttest longitudinal data. In particular, we consider log-normal linear mixed models (LNLMM), generalized linear mixed models (GLMM), and models based on generalized estimating equations (GEE). We show how some special features of the data, like a nonconstant coefficient of variation, may be handled in the three approaches and evaluate their performance with respect to the magnitude of standard errors of interpretable and comparable parameters. We also show how different diagnostic tools may be employed to identify outliers and comment on available software. We conclude by noting that the results are similar, but that GEE-based models may be preferable when the goal is to compare the marginal expected responses.

Models of passive and active dendrite motoneuron pools and their differences in muscle force control

Motoneuron (MN) dendrites may be changed from a passive to an active state by increasing the levels of spinal cord neuromodulators, which activate persistent inward currents (PICs). These exert a powerful influence on MN behavior and modify the motor control both in normal and pathological conditions. Motoneuronal PICs are believed to induce nonlinear phenomena such as the genesis of extra torque and torque hysteresis in response to percutaneous electrical stimulation or tendon vibration in humans. An existing large-scale neuromuscular simulator was expanded to include MN models that have a capability to change their dynamic behaviors depending on the neuromodulation level. The simulation results indicated that the variability (standard deviation) of a maintained force depended on the level of neuromodulatory activity. A force with lower variability was obtained when the motoneuronal network was under a strong influence of PICs, suggesting a functional role in postural and precision tasks. In an additional set of simulations when PICs were active in the dendrites of the MN models, the results successfully reproduced experimental results reported from humans. Extra torque was evoked by the self-sustained discharge of spinal MNs, whereas differences in recruitment and de-recruitment levels of the MNs were the main reason behind torque and electromyogram (EMG) hysteresis. Finally, simulations were also used to study the influence of inhibitory inputs on a MN pool that was under the effect of PICs. The results showed that inhibition was of great importance in the production of a phasic force, requiring a reduced co-contraction of agonist and antagonist muscles. These results show the richness of functionally relevant behaviors that can arise from a MN pool under the action of PICs.

A general class of zero-or-one inflated beta regression models

This paper proposes a general class of regression models for continuous proportions when the data contain zeros or ones. The proposed class of models assumes that the response variable has a mixed continuous-discrete distribution with probability mass at zero or one. The beta distribution is used to describe the continuous component of the model, since its density has a wide range of different shapes depending on the values of the two parameters that index the distribution. We use a suitable parameterization of the beta law in terms of its mean and a precision parameter. The parameters of the mixture distribution are modeled as functions of regression parameters. We provide inference, diagnostic, and model selection tools for this class of models. A practical application that employs real data is presented. (C) 2011 Elsevier B.V. All rights reserved.

Computational framework to support integration of biomolecular and clinical data within a translational approach

Background The use of the knowledge produced by sciences to promote human health is the main goal of translational medicine. To make it feasible we need computational methods to handle the large amount of information that arises from bench to bedside and to deal with its heterogeneity. A computational challenge that must be faced is to promote the integration of clinical, socio-demographic and biological data. In this effort, ontologies play an essential role as a powerful artifact for knowledge representation. Chado is a modular ontology-oriented database model that gained popularity due to its robustness and flexibility as a generic platform to store biological data; however it lacks supporting representation of clinical and socio-demographic information. Results We have implemented an extension of Chado – the Clinical Module - to allow the representation of this kind of information. Our approach consists of a framework for data integration through the use of a common reference ontology. The design of this framework has four levels: data level, to store the data; semantic level, to integrate and standardize the data by the use of ontologies; application level, to manage clinical databases, ontologies and data integration process; and web interface level, to allow interaction between the user and the system. The clinical module was built based on the Entity-Attribute-Value (EAV) model. We also proposed a methodology to migrate data from legacy clinical databases to the integrative framework. A Chado instance was initialized using a relational database management system. The Clinical Module was implemented and the framework was loaded using data from a factual clinical research database. Clinical and demographic data as well as biomaterial data were obtained from patients with tumors of head and neck. We implemented the IPTrans tool that is a complete environment for data migration, which comprises: the construction of a model to describe the legacy clinical data, based on an ontology; the Extraction, Transformation and Load (ETL) process to extract the data from the source clinical database and load it in the Clinical Module of Chado; the development of a web tool and a Bridge Layer to adapt the web tool to Chado, as well as other applications. Conclusions Open-source computational solutions currently available for translational science does not have a model to represent biomolecular information and also are not integrated with the existing bioinformatics tools. On the other hand, existing genomic data models do not represent clinical patient data. A framework was developed to support translational research by integrating biomolecular information coming from different “omics” technologies with patient’s clinical and socio-demographic data. This framework should present some features: flexibility, compression and robustness. The experiments accomplished from a use case demonstrated that the proposed system meets requirements of flexibility and robustness, leading to the desired integration. The Clinical Module can be accessed in http://dcm.ffclrp.usp.br/caib/pg=iptrans webcite.

Theoretical models to predict the mechanical behavior of thick composite tubes

This paper shows theoretical models (analytical formulations) to predict the mechanical behavior of thick composite tubes and how some parameters can influence this behavior. Thus, firstly, it was developed the analytical formulations for a pressurized tube made of composite material with a single thick ply and only one lamination angle. For this case, the stress distribution and the displacement fields are investigated as function of different lamination angles and reinforcement volume fractions. The results obtained by the theoretical model are physic consistent and coherent with the literature information. After that, the previous formulations are extended in order to predict the mechanical behavior of a thick laminated tube. Both analytical formulations are implemented as a computational tool via Matlab code. The results obtained by the computational tool are compared to the finite element analyses, and the stress distribution is considered coherent. Moreover, the engineering computational tool is used to perform failure analysis, using different types of failure criteria, which identifies the damaged ply and the mode of failure.

Models for capacitated lot-sizing problem with backlogging, setup carryover and crossover

Setup operations are significant in some production environments. It is mandatory that their production plans consider some features, as setup state conservation across periods through setup carryover and crossover. The modelling of setup crossover allows more flexible decisions and is essential for problems with long setup times. This paper proposes two models for the capacitated lot-sizing problem with backlogging and setup carryover and crossover. The first is in line with other models from the literature, whereas the second considers a disaggregated setup variable, which tracks the starting and completion times of the setup operation. This innovative approach permits a more compact formulation. Computational results show that the proposed models have outperformed other state-of-the-art formulation.