12 resultados para Time-varying Risk

em University of Queensland eSpace - Australia


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We consider a problem of robust performance analysis of linear discrete time varying systems on a bounded time interval. The system is represented in the state-space form. It is driven by a random input disturbance with imprecisely known probability distribution; this distributional uncertainty is described in terms of entropy. The worst-case performance of the system is quantified by its a-anisotropic norm. Computing the anisotropic norm is reduced to solving a set of difference Riccati and Lyapunov equations and a special form equation.

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We use the consumption-based asset pricing model with habit formation to study the predictability and cross-section of returns from the international equity markets. We find that the predictability of returns from many developed countries' equity markets is explained in part by changing prices of risks associated with consumption relative to habit at the world as well as local levels. We also provide an exploratory investigation of the cross-sectional implications of the model under the complete world market integration hypothesis and find that the model performs mildly better than the traditional consumption-based model. the unconditional and conditional world CAPMs and a three-factor international asset pricing model. (C) 2004 Elsevier B.V. All rights reserved.

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Background: One of the major immediate and long-term health issues in modern society is the problem of overweight and obesity. This paper examines the role of the workplace in the problem by studying the association between occupational sitting time and overweight and obesity (body mass index [BMI] >= 25) in a sample of adult Australians in full-time employment. Methods: Data on age, gender, occupation, physical activity, occupational sitting time, and BMI were collected in September 2003 from a sample of 1579 adult men and women in full-time employment at the time of the survey. Logistic regression was used to examine the association between occupational sitting time and overweight and obesity. Results: Mean occupational sitting time was > 3 hours/day, and significantly higher in men (209 minutes) than in women (189 minutes, p =0.026). Univariate analyses showed significant associations between occupational sitting time and BMI of >= 25 in men but not in women. After adjusting for age, occupation, and physical activity, the odds ratio for BMI >= 25 was 1.92 (confidence interval: 1.17-3.17) in men who reported sitting for > 6 hours/day, compared with those who sat for < 45 minutes/day. Conclusions: Occupational sitting time was independently associated with overweight and obesity in men who were in full-time paid work. These results suggest that the workplace may play an important role in the growing problem of overweight and obesity. Further research is needed to clearly understand the association between sitting time at work and over-weight and obesity in women.

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In this paper, a new method for characterizing the newborn heart rate variability (HRV) is proposed. The central of the method is the newly proposed technique for instantaneous frequency (IF) estimation specifically designed for nonstationary multicomponen signals such as HRV. The new method attempts to characterize the newborn HRV using features extracted from the time–frequency (TF) domain of the signal. These features comprise the IF, the instantaneous bandwidth (IB) and instantaneous energy (IE) of the different TF components of the HRV. Applied to the HRV of both normal and seizure suffering newborns, this method clearly reveals the locations of the spectral peaks and their time-varying nature. The total energy of HRV components, ET and ratio of energy concentrated in the low-frequency (LF) to that in high frequency (HF) components have been shown to be significant features in identifying the HRV of newborn with seizures.

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This paper presents a metafrontier production function model for firms in different groups having different technologies. The metafrontier model enables the calculation of comparable technical efficiencies for firms operating under different technologies. The model also enables the technology gaps to be estimated for firms under different technologies relative to the potential technology available to the industry as a whole. The metafrontier model is applied in the analysis of panel data on garment firms in five different regions of Indonesia, assuming that the regional stochastic frontier production function models have technical inefficiency effects with the time-varying structure proposed by Battese and Coelli ( 1992).

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In various signal-channel-estimation problems, the channel being estimated may be well approximated by a discrete finite impulse response (FIR) model with sparsely separated active or nonzero taps. A common approach to estimating such channels involves a discrete normalized least-mean-square (NLMS) adaptive FIR filter, every tap of which is adapted at each sample interval. Such an approach suffers from slow convergence rates and poor tracking when the required FIR filter is "long." Recently, NLMS-based algorithms have been proposed that employ least-squares-based structural detection techniques to exploit possible sparse channel structure and subsequently provide improved estimation performance. However, these algorithms perform poorly when there is a large dynamic range amongst the active taps. In this paper, we propose two modifications to the previous algorithms, which essentially remove this limitation. The modifications also significantly improve the applicability of the detection technique to structurally time varying channels. Importantly, for sparse channels, the computational cost of the newly proposed detection-guided NLMS estimator is only marginally greater than that of the standard NLMS estimator. Simulations demonstrate the favourable performance of the newly proposed algorithm. © 2006 IEEE.

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Aims: To evaluate efficacy of a pathway-based quality improvement intervention on appropriate prescribing of the low molecular weight heparin, enoxaparin, in patients with varying risk categories of acute coronary syndrome (ACS). Methods: Rates of enoxaparin use retrospectively evaluated before and after pathway implementation at an intervention hospital were compared to concurrent control patients at a control hospital; both were community hospitals in south-east Queensland. The study population was a group of randomly selected patients (n = 439) admitted to study hospitals with a discharge diagnosis of chest pain, angina, or myocardial infarction, and stratified into high, intermediate, low-risk ACS or non-cardiac chest pain: 146 intervention patients (September-November 2003), 147 historical controls (August-December 2001) at the intervention hospital; 146 concurrent controls (September-November 2003) at the control hospital. Interventions were active implementation of a user-modified clinical pathway coupled with an iterative education programme to medical staff versus passive distribution of a similar pathway without user modification or targeted education. Outcome measures were rates of appropriate enoxaparin use in high-risk ACS patients and rates of inappropriate use in intermediate and low-risk patients. Results: Appropriate use of enoxaparin in high-risk ACS patients was above 90% in all patient groups. Inappropriate use of enoxaparin was significantly reduced as a result of pathway use in intermediate risk (9% intervention patients vs 75% historical controls vs 45% concurrent controls) and low-risk patients (9% vs 62% vs 41%; P < 0.001 for all comparisons). Pathway use was associated with a 3.5-fold (95% CI: 1.3-9.1; P = 0.012) increase in appropriate use of enoxaparin across all patient groups. Conclusion: Active implementation of an acute chest pain pathway combined with continuous education reduced inappropriate use of enoxaparin in patients presenting with intermediate or low-risk ACS.

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In recent years many real time applications need to handle data streams. We consider the distributed environments in which remote data sources keep on collecting data from real world or from other data sources, and continuously push the data to a central stream processor. In these kinds of environments, significant communication is induced by the transmitting of rapid, high-volume and time-varying data streams. At the same time, the computing overhead at the central processor is also incurred. In this paper, we develop a novel filter approach, called DTFilter approach, for evaluating the windowed distinct queries in such a distributed system. DTFilter approach is based on the searching algorithm using a data structure of two height-balanced trees, and it avoids transmitting duplicate items in data streams, thus lots of network resources are saved. In addition, theoretical analysis of the time spent in performing the search, and of the amount of memory needed is provided. Extensive experiments also show that DTFilter approach owns high performance.

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Purpose. Drivers adopt smaller safety margins when pulling out in front of motorcycles compared with cars. This could partly account for why the most common motorcycle/car accident involves a car violating a motorcyclist's right of way. One possible explanation is the size-arrival effect in which smaller objects are perceived to arrive later than larger objects. That is, drivers may estimate the time to arrival of motorcycles to be later than cars because motorcycles are smaller. Methods. We investigated arrival time judgments using a temporal occlusion paradigm. Drivers recruited from the student population (n = 28 and n = 33) saw video footage of oncoming vehicles and had to press a response button when they judged that vehicles would reach them. Results. In experiment 1, the time to arrival of motorcycles was estimated to be significantly later than larger vehicles (a car and a van) for different approach speeds and viewing times. In experiment 2, we investigated an alternative explanation to the size-arrival effect: that the smaller size of motorcycles places them below the threshold needed for observers to make an accurate time to arrival judgment using tau. We found that the motorcycle/car difference in arrival time estimates was maintained for very short occlusion durations when tau could be estimated for both motorcycles and cars. Conclusions. Results are consistent with the size-arrival effect and are inconsistent with the tau threshold explanation. Drivers estimate motorcycles will reach them later than cars across a range of conditions. This could have safety implications.

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The purpose of this study was to examine the effects of different methods of measuring training volume, controlled in different ways, on selected variables that reflect acute neuromuscular responses. Eighteen resistance-trained males performed three fatiguing protocols of dynamic constant external resistance exercise, involving elbow flexors, that manipulated either time-under-tension (TUT) or volume load (VL), defined as the product of training load and repetitions. Protocol A provided a standard for TUT and VL. Protocol B involved the same VL as Protocol A but only 40% concentric TUT; Protocol C was equated to Protocol A for TUT but only involved 50% VL. Fatigue was assessed by changes in maximum voluntary isometric contraction (MVIC), interpolated doublet (ID), muscle twitch characteristics (peak twitch, time to peak twitch, 0.5 relaxation time, and mean rates of force development and twitch relaxation). All protocols produced significant changes (P