187 resultados para Autoregressive-Moving Average model
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In this work we analyze the dynamical Casimir effect for a massless scalar field confined between two concentric spherical shells considering mixed boundary conditions. We thus generalize a previous result in literature [Phys. Rev. A 78, 032521 (2008)], where the same problem is approached for the field constrained to the Dirichlet-Dirichlet boundary conditions. A general expression for the average number of particle creation is deduced considering an arbitrary law of radial motion of the spherical shells. This expression is then applied to harmonic oscillations of the shells, and the number of particle production is analyzed and compared with the results previously obtained under Dirichlet-Dirichlet boundary conditions.
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The efficacy of fluorescence spectroscopy to detect squamous cell carcinoma is evaluated in an animal model following laser excitation at 442 and 532 nm. Lesions are chemically induced with a topical DMBA application at the left lateral tongue of Golden Syrian hamsters. The animals are investigated every 2 weeks after the 4th week of induction until a total of 26 weeks. The right lateral tongue of each animal is considered as a control site (normal contralateral tissue) and the induced lesions are analyzed as a set of points covering the entire clinically detectable area. Based on fluorescence spectral differences, four indices are determined to discriminate normal and carcinoma tissues, based on intraspectral analysis. The spectral data are also analyzed using a multivariate data analysis and the results are compared with histology as the diagnostic gold standard. The best result achieved is for blue excitation using the KNN (K-nearest neighbor, a interspectral analysis) algorithm with a sensitivity of 95.7% and a specificity of 91.6%. These high indices indicate that fluorescence spectroscopy may constitute a fast noninvasive auxiliary tool for diagnostic of cancer within the oral cavity. (C) 2008 Society of Photo-Optical Instrumentation Engineers.
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The existence of juxtaposed regions of distinct cultures in spite of the fact that people's beliefs have a tendency to become more similar to each other's as the individuals interact repeatedly is a puzzling phenomenon in the social sciences. Here we study an extreme version of the frequency-dependent bias model of social influence in which an individual adopts the opinion shared by the majority of the members of its extended neighborhood, which includes the individual itself. This is a variant of the majority-vote model in which the individual retains its opinion in case there is a tie among the neighbors' opinions. We assume that the individuals are fixed in the sites of a square lattice of linear size L and that they interact with their nearest neighbors only. Within a mean-field framework, we derive the equations of motion for the density of individuals adopting a particular opinion in the single-site and pair approximations. Although the single-site approximation predicts a single opinion domain that takes over the entire lattice, the pair approximation yields a qualitatively correct picture with the coexistence of different opinion domains and a strong dependence on the initial conditions. Extensive Monte Carlo simulations indicate the existence of a rich distribution of opinion domains or clusters, the number of which grows with L(2) whereas the size of the largest cluster grows with ln L(2). The analysis of the sizes of the opinion domains shows that they obey a power-law distribution for not too large sizes but that they are exponentially distributed in the limit of very large clusters. In addition, similarly to other well-known social influence model-Axelrod's model-we found that these opinion domains are unstable to the effect of a thermal-like noise.
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Thanks to recent advances in molecular biology, allied to an ever increasing amount of experimental data, the functional state of thousands of genes can now be extracted simultaneously by using methods such as cDNA microarrays and RNA-Seq. Particularly important related investigations are the modeling and identification of gene regulatory networks from expression data sets. Such a knowledge is fundamental for many applications, such as disease treatment, therapeutic intervention strategies and drugs design, as well as for planning high-throughput new experiments. Methods have been developed for gene networks modeling and identification from expression profiles. However, an important open problem regards how to validate such approaches and its results. This work presents an objective approach for validation of gene network modeling and identification which comprises the following three main aspects: (1) Artificial Gene Networks (AGNs) model generation through theoretical models of complex networks, which is used to simulate temporal expression data; (2) a computational method for gene network identification from the simulated data, which is founded on a feature selection approach where a target gene is fixed and the expression profile is observed for all other genes in order to identify a relevant subset of predictors; and (3) validation of the identified AGN-based network through comparison with the original network. The proposed framework allows several types of AGNs to be generated and used in order to simulate temporal expression data. The results of the network identification method can then be compared to the original network in order to estimate its properties and accuracy. Some of the most important theoretical models of complex networks have been assessed: the uniformly-random Erdos-Renyi (ER), the small-world Watts-Strogatz (WS), the scale-free Barabasi-Albert (BA), and geographical networks (GG). The experimental results indicate that the inference method was sensitive to average degree k variation, decreasing its network recovery rate with the increase of k. The signal size was important for the inference method to get better accuracy in the network identification rate, presenting very good results with small expression profiles. However, the adopted inference method was not sensible to recognize distinct structures of interaction among genes, presenting a similar behavior when applied to different network topologies. In summary, the proposed framework, though simple, was adequate for the validation of the inferred networks by identifying some properties of the evaluated method, which can be extended to other inference methods.
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Background: The inference of gene regulatory networks (GRNs) from large-scale expression profiles is one of the most challenging problems of Systems Biology nowadays. Many techniques and models have been proposed for this task. However, it is not generally possible to recover the original topology with great accuracy, mainly due to the short time series data in face of the high complexity of the networks and the intrinsic noise of the expression measurements. In order to improve the accuracy of GRNs inference methods based on entropy (mutual information), a new criterion function is here proposed. Results: In this paper we introduce the use of generalized entropy proposed by Tsallis, for the inference of GRNs from time series expression profiles. The inference process is based on a feature selection approach and the conditional entropy is applied as criterion function. In order to assess the proposed methodology, the algorithm is applied to recover the network topology from temporal expressions generated by an artificial gene network (AGN) model as well as from the DREAM challenge. The adopted AGN is based on theoretical models of complex networks and its gene transference function is obtained from random drawing on the set of possible Boolean functions, thus creating its dynamics. On the other hand, DREAM time series data presents variation of network size and its topologies are based on real networks. The dynamics are generated by continuous differential equations with noise and perturbation. By adopting both data sources, it is possible to estimate the average quality of the inference with respect to different network topologies, transfer functions and network sizes. Conclusions: A remarkable improvement of accuracy was observed in the experimental results by reducing the number of false connections in the inferred topology by the non-Shannon entropy. The obtained best free parameter of the Tsallis entropy was on average in the range 2.5 <= q <= 3.5 (hence, subextensive entropy), which opens new perspectives for GRNs inference methods based on information theory and for investigation of the nonextensivity of such networks. The inference algorithm and criterion function proposed here were implemented and included in the DimReduction software, which is freely available at http://sourceforge.net/projects/dimreduction and http://code.google.com/p/dimreduction/.
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We consider a Random Walk in Random Environment (RWRE) moving in an i.i.d. random field of obstacles. When the particle hits an obstacle, it disappears with a positive probability. We obtain quenched and annealed bounds on the tails of the survival time in the general d-dimensional case. We then consider a simplified one-dimensional model (where transition probabilities and obstacles are independent and the RWRE only moves to neighbour sites), and obtain finer results for the tail of the survival time. In addition, we study also the ""mixed"" probability measures (quenched with respect to the obstacles and annealed with respect to the transition probabilities and vice-versa) and give results for tails of the survival time with respect to these probability measures. Further, we apply the same methods to obtain bounds for the tails of hitting times of Branching Random Walks in Random Environment (BRWRE).
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Background: Worldwide distribution of surgical interventions is unequal. Developed countries account for the majority of surgeries and information about non-cardiac operations in developing countries is scarce. The purpose of our study was to describe the epidemiological data of non-cardiac surgeries performed in Brazil in the last years. Methods and Findings: This is a retrospective cohort study that investigated the time window from 1995 to 2007. We collected information from DATASUS, a national public health system database. The following variables were studied: number of surgeries, in-hospital expenses, blood transfusion related costs, length of stay and case fatality rates. The results were presented as sum, average and percentage. The trend analysis was performed by linear regression model. There were 32,659,513 non-cardiac surgeries performed in Brazil in thirteen years. An increment of 20.42% was observed in the number of surgeries in this period and nowadays nearly 3 million operations are performed annually. The cost of these procedures has increased tremendously in the last years. The increment of surgical cost was almost 200%. The total expenses related to surgical hospitalizations were more than $10 billion in all these years. The yearly cost of surgical procedures to public health system was more than $1.27 billion for all surgical hospitalizations, and in average, U$445.24 per surgical procedure. The total cost of blood transfusion was near $98 million in all years and annually approximately $10 million were spent in perioperative transfusion. The surgical mortality had an increment of 31.11% in the period. Actually, in 2007, the surgical mortality in Brazil was 1.77%. All the variables had a significant increment along the studied period: r square (r(2)) = 0.447 for the number of surgeries (P = 0.012), r(2) = 0.439 for in-hospital expenses (P = 0.014) and r(2) = 0.907 for surgical mortality (P = 0.0055). Conclusion: The volume of surgical procedures has increased substantially in Brazil through the past years. The expenditure related to these procedures and its mortality has also increased as the number of operations. Better planning of public health resource and strategies of investment are needed to supply the crescent demand of surgery in Brazil.
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We study a general stochastic rumour model in which an ignorant individual has a certain probability of becoming a stifler immediately upon hearing the rumour. We refer to this special kind of stifler as an uninterested individual. Our model also includes distinct rates for meetings between two spreaders in which both become stiflers or only one does, so that particular cases are the classical Daley-Kendall and Maki-Thompson models. We prove a Law of Large Numbers and a Central Limit Theorem for the proportions of those who ultimately remain ignorant and those who have heard the rumour but become uninterested in it.
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A mechanism for the kinetic instabilities observed in the galvanostatic electro-oxidation of methanol is suggested and a model developed. The model is investigated using stoichiometric network analysis as well as concepts from algebraic geometry (polynomial rings and ideal theory) revealing the occurrence of a Hopf and a saddle-node bifurcation. These analytical solutions are confirmed by numerical integration of the system of differential equations. (C) 2010 American Institute of Physics
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The extracellular hemoglobin of Glossoscolex paulistus (HbGp) is constituted of subunits containing heme groups, monomers and trimers, and nonheme structures, called linkers, and the whole protein has a minimum molecular mass near 3.1 x 10(6) Da. This and other proteins of the same family are useful model systems for developing blood substitutes due to their extracellular nature, large size, and resistance to oxidation. HbGp samples were studied by dynamic light scattering (DLS). In the pH range 6.0-8.0, HbGp is stable and has a monodisperse size distribution with a z-average hydrodynamic diameter (D-h) of 27 +/- 1 nm. A more alkaline pH induced an irreversible dissociation process, resulting in a smaller D-h of 10 +/- 1 nm. The decrease in D-h suggests a complete hemoglobin dissociation. Gel filtration chromatography was used to show unequivocally the oligomeric dissociation observed at alkaline pH. At pH 9.0, the dissociation kinetics is slow, taking a minimum of 24 h to be completed. Dissociation rate constants progressively increase at higher pH, becoming, at pH 10.5, not detectable by DILS. Protein temperature stability was also pH-dependent. Melting curves for HbGp showed oligomeric dissociation and protein denaturation as a function of pH. Dissociation temperatures were lower at higher pH. Kinetic studies were also performed using ultraviolet-visible absorption at the Soret band. Optical absorption monitors the hemoglobin autoxidation while DLS gives information regarding particle size changes in the process of protein dissociation. Absorption was analyzed at different pH values in the range 9.0-9.8 and at two temperatures, 25 degrees C and 38 degrees C. At 25 degrees C, for pH 9.0 and 9.3, the kinetics monitored by ultraviolet-visible absorption presents a monoexponential behavior, whereas for pH 9.6 and 9.8, a biexponential behavior was observed, consistent with heme heterogeneity at more alkaline pH. The kinetics at 38 degrees C is faster than that at 25 degrees C and is biexponential in the whole pH range. DLS dissociation rates are faster than the autoxidation dissociation rates at 25 degrees C. Autoxiclation and dissociation processes are intimately related, so that oligomeric protein dissociation promotes the increase of autoxidation rate and vice versa. The effect of dissociation is to change the kinetic character of the autoxidation of hemes from monoexponential to biexponential, whereas the reverse change is not as effective. This work shows that DLS can be used to follow, quantitatively and in real time, the kinetics of changes in the oligomerization of biologic complex supramolecular systems. Such information is relevant for the development of mimetic systems to be used as blood substitutes.
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Currently there is a trend for the expansion of the area cropped with sugarcane (Saccharum officinarum L.), driven by an increase in the world demand for biofuels, due to economical, environmental, and geopolitical issues. Although sugarcane is traditionally harvested by burning dried leaves and tops, the unburned, mechanized harvest has been progressively adopted. The use of process based models is useful in understanding the effects of plant litter in soil C dynamics. The objective of this work was to use the CENTURY model in evaluating the effect of sugarcane residue management in the temporal dynamics of soil C. The approach taken in this work was to parameterize the CENTURY model for the sugarcane crop, to simulate the temporal dynamics of soil C, validating the model through field experiment data, and finally to make predictions in the long term regarding soil C. The main focus of this work was the comparison of soil C stocks between the burned and unburned litter management systems, but the effect of mineral fertilizer and organic residue applications were also evaluated. The simulations were performed with data from experiments with different durations, from 1 to 60 yr, in Goiana and Timbauba, Pernambuco, and Pradopolis, Sao Paulo, all in Brazil; and Mount Edgecombe, Kwazulu-Natal, South Africa. It was possible to simulate the temporal dynamics of soil C (R(2) = 0.89). The predictions made with the model revealed that there is, in the long term, a trend for higher soil C stocks with the unburned management. This increase is conditioned by factors such as climate, soil texture, time of adoption of the unburned system, and N fertilizer management.
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The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual minority game (MG) models do not exhibit multifractality, we study here one of its variants that does. We show that the nonsynchronous MG models in the nonergodic phase is multifractal and in this sense, together with other stylized facts, constitute a better modeling tool. Using the structure function (SF) approach we detected the stationary and the scaling range of the time series generated by the MG model and, from the linear (non-linear) behavior of the SF we identified the fractal (multifractal) regimes. Finally, using the wavelet transform modulus maxima (WTMM) technique we obtained its multifractal spectrum width for different dynamical regimes. (C) 2009 Elsevier Ltd. All rights reserved.
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We study the dynamics of the adoption of new products by agents with continuous opinions and discrete actions (CODA). The model is such that the refusal in adopting a new idea or product is increasingly weighted by neighbor agents as evidence against the product. Under these rules, we study the distribution of adoption times and the final proportion of adopters in the population. We compare the cases where initial adopters are clustered to the case where they are randomly scattered around the social network and investigate small world effects on the final proportion of adopters. The model predicts a fat tailed distribution for late adopters which is verified by empirical data. (C) 2009 Elsevier B.V. All rights reserved.
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The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.
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In this work we study an agent based model to investigate the role of asymmetric information degrees for market evolution. This model is quite simple and may be treated analytically since the consumers evaluate the quality of a certain good taking into account only the quality of the last good purchased plus her perceptive capacity beta. As a consequence, the system evolves according to a stationary Markov chain. The value of a good offered by the firms increases along with quality according to an exponent alpha, which is a measure of the technology. It incorporates all the technological capacity of the production systems such as education, scientific development and techniques that change the productivity rates. The technological level plays an important role to explain how the asymmetry of information may affect the market evolution in this model. We observe that, for high technological levels, the market can detect adverse selection. The model allows us to compute the maximum asymmetric information degree before the market collapses. Below this critical point the market evolves during a limited period of time and then dies out completely. When beta is closer to 1 (symmetric information), the market becomes more profitable for high quality goods, although high and low quality markets coexist. The maximum asymmetric information level is a consequence of an ergodicity breakdown in the process of quality evaluation. (C) 2011 Elsevier B.V. All rights reserved.