136 resultados para Polynomial distributed lag models

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo (BDPI/USP)


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Background: Patients with chronic obstructive pulmonary disease (COPD) can have recurrent disease exacerbations triggered by several factors, including air pollution. Visits to the emergency respiratory department can be a direct result of short-term exposure to air pollution. The aim of this study was to investigate the relationship between the daily number of COPD emergency department visits and the daily environmental air concentrations of PM(10), SO(2), NO(2), CO and O(3) in the City of Sao Paulo, Brazil. Methods: The sample data were collected between 2001 and 2003 and are categorised by gender and age. Generalised linear Poisson regression models were adopted to control for both short-and long-term seasonal changes as well as for temperature and relative humidity. The non-linear dependencies were controlled using a natural cubic spline function. Third-degree polynomial distributed lag models were adopted to estimate both lag structures and the cumulative effects of air pollutants. Results: PM(10) and SO(2) readings showed both acute and lagged effects on COPD emergency department visits. Interquartile range increases in their concentration (28.3 mg/m(3) and 7.8 mg/m(3), respectively) were associated with a cumulative 6-day increase of 19% and 16% in COPD admissions, respectively. An effect on women was observed at lag 0, and among the elderly the lag period was noted to be longer. Increases in CO concentration showed impacts in the female and elderly groups. NO(2) and O(3) presented mild effects on the elderly and in women, respectively. Conclusion: These results indicate that air pollution affects health in a gender-and age-specific manner and should be considered a relevant risk factor that exacerbates COPD in urban environments.

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Background: People with less education in Europe, Asia, and the United States are at higher risk of mortality associated with daily and longer-term air pollution exposure. We examined whether educational level modified associations between mortality and ambient particulate pollution (PM(10)) in Latin America, using several timescales. Methods: The study population included people who died during 1998-2002 in Mexico City, Mexico; Santiago, Chile; and Sao Paulo, Brazil. We fit city-specific robust Poisson regressions to daily deaths for nonexternal-cause mortality, and then stratified by age, sex, and educational attainment among adults older than age 21 years (none, some primary, some secondary, and high school degree or more). Predictor variables included a natural spline for temporal trend, linear PM(10) and apparent temperature at matching lags, and day-of-week indicators. We evaluated PM(10) for lags 0 and I day, and fit an unconstrained distributed lag model for cumulative 6-day effects. Results: The effects of a 10-mu g/m(3) increment in lag 1 PM(10) on all nonextemal-cause adult mortality were for Mexico City 0.39% (95% confidence interval = 0.131/-0.65%); Sao Paulo 1.04% (0.71%-1.38%); and for Santiago 0.61% (0.40%-0.83%. We found cumulative 6-day effects for adult mortality in Santiago (0.86% [0.48%-1.23%]) and Sao Paulo (1.38% [0.85%-1.91%]), but no consistent gradients by educational status. Conclusions: PM(10) had important short- and intermediate-term effects on mortality in these Latin American cities, but associations did not differ consistently by educational level.

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A total of 152,145 weekly test-day milk yield records from 7317 first lactations of Holstein cows distributed in 93 herds in southeastern Brazil were analyzed. Test-day milk yields were classified into 44 weekly classes of DIM. The contemporary groups were defined as herd-year-week of test-day. The model included direct additive genetic, permanent environmental and residual effects as random and fixed effects of contemporary group and age of cow at calving as covariable, linear and quadratic effects. Mean trends were modeled by a cubic regression on orthogonal polynomials of DIM. Additive genetic and permanent environmental random effects were estimated by random regression on orthogonal Legendre polynomials. Residual variances were modeled using third to seventh-order variance functions or a step function with 1, 6,13,17 and 44 variance classes. Results from Akaike`s and Schwarz`s Bayesian information criterion suggested that a model considering a 7th-order Legendre polynomial for additive effect, a 12th-order polynomial for permanent environment effect and a step function with 6 classes for residual variances, fitted best. However, a parsimonious model, with a 6th-order Legendre polynomial for additive effects and a 7th-order polynomial for permanent environmental effects, yielded very similar genetic parameter estimates. (C) 2008 Elsevier B.V. All rights reserved.

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Nowadays, digital computer systems and networks are the main engineering tools, being used in planning, design, operation, and control of all sizes of building, transportation, machinery, business, and life maintaining devices. Consequently, computer viruses became one of the most important sources of uncertainty, contributing to decrease the reliability of vital activities. A lot of antivirus programs have been developed, but they are limited to detecting and removing infections, based on previous knowledge of the virus code. In spite of having good adaptation capability, these programs work just as vaccines against diseases and are not able to prevent new infections based on the network state. Here, a trial on modeling computer viruses propagation dynamics relates it to other notable events occurring in the network permitting to establish preventive policies in the network management. Data from three different viruses are collected in the Internet and two different identification techniques, autoregressive and Fourier analyses, are applied showing that it is possible to forecast the dynamics of a new virus propagation by using the data collected from other viruses that formerly infected the network. Copyright (c) 2008 J. R. C. Piqueira and F. B. Cesar. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

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Distributed control systems consist of sensors, actuators and controllers, interconnected by communication networks and are characterized by a high number of concurrent process. This work presents a proposal for a procedure to model and analyze communication networks for distributed control systems in intelligent building. The approach considered for this purpose is based on the characterization of the control system as a discrete event system and application of coloured Petri net as a formal method for specification, analysis and verification of control solutions. With this approach, we develop the models that compose the communication networks for the control systems of intelligent building, which are considered the relationships between the various buildings systems. This procedure provides a structured development of models, facilitating the process of specifying the control algorithm. An application example is presented in order to illustrate the main features of this approach.

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The objective of the present study was to estimate milk yield genetic parameters applying random regression models and parametric correlation functions combined with a variance function to model animal permanent environmental effects. A total of 152,145 test-day milk yields from 7,317 first lactations of Holstein cows belonging to herds located in the southeastern region of Brazil were analyzed. Test-day milk yields were divided into 44 weekly classes of days in milk. Contemporary groups were defined by herd-test-day comprising a total of 2,539 classes. The model included direct additive genetic, permanent environmental, and residual random effects. The following fixed effects were considered: contemporary group, age of cow at calving (linear and quadratic regressions), and the population average lactation curve modeled by fourth-order orthogonal Legendre polynomial. Additive genetic effects were modeled by random regression on orthogonal Legendre polynomials of days in milk, whereas permanent environmental effects were estimated using a stationary or nonstationary parametric correlation function combined with a variance function of different orders. The structure of residual variances was modeled using a step function containing 6 variance classes. The genetic parameter estimates obtained with the model using a stationary correlation function associated with a variance function to model permanent environmental effects were similar to those obtained with models employing orthogonal Legendre polynomials for the same effect. A model using a sixth-order polynomial for additive effects and a stationary parametric correlation function associated with a seventh-order variance function to model permanent environmental effects would be sufficient for data fitting.

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A novel technique for selecting the poles of orthonormal basis functions (OBF) in Volterra models of any order is presented. It is well-known that the usual large number of parameters required to describe the Volterra kernels can be significantly reduced by representing each kernel using an appropriate basis of orthonormal functions. Such a representation results in the so-called OBF Volterra model, which has a Wiener structure consisting of a linear dynamic generated by the orthonormal basis followed by a nonlinear static mapping given by the Volterra polynomial series. Aiming at optimizing the poles that fully parameterize the orthonormal bases, the exact gradients of the outputs of the orthonormal filters with respect to their poles are computed analytically by using a back-propagation-through-time technique. The expressions relative to the Kautz basis and to generalized orthonormal bases of functions (GOBF) are addressed; the ones related to the Laguerre basis follow straightforwardly as a particular case. The main innovation here is that the dynamic nature of the OBF filters is fully considered in the gradient computations. These gradients provide exact search directions for optimizing the poles of a given orthonormal basis. Such search directions can, in turn, be used as part of an optimization procedure to locate the minimum of a cost-function that takes into account the error of estimation of the system output. The Levenberg-Marquardt algorithm is adopted here as the optimization procedure. Unlike previous related work, the proposed approach relies solely on input-output data measured from the system to be modeled, i.e., no information about the Volterra kernels is required. Examples are presented to illustrate the application of this approach to the modeling of dynamic systems, including a real magnetic levitation system with nonlinear oscillatory behavior.

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This paper applies the concepts and methods of complex networks to the development of models and simulations of master-slave distributed real-time systems by introducing an upper bound in the allowable delivery time of the packets with computation results. Two representative interconnection models are taken into account: Uniformly random and scale free (Barabasi-Albert), including the presence of background traffic of packets. The obtained results include the identification of the uniformly random interconnectivity scheme as being largely more efficient than the scale-free counterpart. Also, increased latency tolerance of the application provides no help under congestion.

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Frutalin is a homotetrameric alpha-D-galactose (D-Gal)-binding lectin that activates natural killer cells in vitro and promotes leukocyte migration in vivo. Because lectins are potent lymphocyte stimulators, understanding the interactions that occur between them and cell surfaces can help to the action mechanisms involved in this process. In this paper, we present a detailed investigation of the interactions of frutalin with phospho- and glycolipids using Langmuir monolayers as biomembrane models. The results confirm the specificity of frutalin for D-Gal attached to a biomembrane. Adsorption of frutalin was more efficient for the galactose polar head lipids, in contrast to the one for sulfated galactose, in which a lag time is observed, indicating a rearrangement of the monolayer to incorporate the protein. Regarding ganglioside GM1 monolayers, lower quantities of the protein were adsorbed, probably due to the farther apart position of D-galactose from the interface. Binary mixtures containing galactocerebroside revealed small domains formed at high lipid packing in the presence of frutalin, suggesting that lectin induces the clusterization and the forming of domains in vitro, which may be a form of receptor internalization. This is the first experimental evidence of such lectin effect, and it may be useful to understand the mechanism of action of lectins at the molecular level. (C) 2010 Elsevier B.V. All rights reserved.

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The class of symmetric linear regression models has the normal linear regression model as a special case and includes several models that assume that the errors follow a symmetric distribution with longer-than-normal tails. An important member of this class is the t linear regression model, which is commonly used as an alternative to the usual normal regression model when the data contain extreme or outlying observations. In this article, we develop second-order asymptotic theory for score tests in this class of models. We obtain Bartlett-corrected score statistics for testing hypotheses on the regression and the dispersion parameters. The corrected statistics have chi-squared distributions with errors of order O(n(-3/2)), n being the sample size. The corrections represent an improvement over the corresponding original Rao`s score statistics, which are chi-squared distributed up to errors of order O(n(-1)). Simulation results show that the corrected score tests perform much better than their uncorrected counterparts in samples of small or moderate size.

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The main object of this paper is to discuss the Bayes estimation of the regression coefficients in the elliptically distributed simple regression model with measurement errors. The posterior distribution for the line parameters is obtained in a closed form, considering the following: the ratio of the error variances is known, informative prior distribution for the error variance, and non-informative prior distributions for the regression coefficients and for the incidental parameters. We proved that the posterior distribution of the regression coefficients has at most two real modes. Situations with a single mode are more likely than those with two modes, especially in large samples. The precision of the modal estimators is studied by deriving the Hessian matrix, which although complicated can be computed numerically. The posterior mean is estimated by using the Gibbs sampling algorithm and approximations by normal distributions. The results are applied to a real data set and connections with results in the literature are reported. (C) 2011 Elsevier B.V. All rights reserved.

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Although the asymptotic distributions of the likelihood ratio for testing hypotheses of null variance components in linear mixed models derived by Stram and Lee [1994. Variance components testing in longitudinal mixed effects model. Biometrics 50, 1171-1177] are valid, their proof is based on the work of Self and Liang [1987. Asymptotic properties of maximum likelihood estimators and likelihood tests under nonstandard conditions. J. Amer. Statist. Assoc. 82, 605-610] which requires identically distributed random variables, an assumption not always valid in longitudinal data problems. We use the less restrictive results of Vu and Zhou [1997. Generalization of likelihood ratio tests under nonstandard conditions. Ann. Statist. 25, 897-916] to prove that the proposed mixture of chi-squared distributions is the actual asymptotic distribution of such likelihood ratios used as test statistics for null variance components in models with one or two random effects. We also consider a limited simulation study to evaluate the appropriateness of the asymptotic distribution of such likelihood ratios in moderately sized samples. (C) 2008 Elsevier B.V. All rights reserved.

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Likelihood ratio tests can be substantially size distorted in small- and moderate-sized samples. In this paper, we apply Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-321] adjusted likelihood ratio statistic to exponential family nonlinear models. We show that the adjustment term has a simple compact form that can be easily implemented from standard statistical software. The adjusted statistic is approximately distributed as X(2) with high degree of accuracy. It is applicable in wide generality since it allows both the parameter of interest and the nuisance parameter to be vector-valued. Unlike the modified profile likelihood ratio statistic obtained from Cox and Reid [Cox, D.R., Reid, N., 1987. Parameter orthogonality and approximate conditional inference. journal of the Royal Statistical Society B49, 1-39], the adjusted statistic proposed here does not require an orthogonal parameterization. Numerical comparison of likelihood-based tests of varying dispersion favors the test we propose and a Bartlett-corrected version of the modified profile likelihood ratio test recently obtained by Cysneiros and Ferrari [Cysneiros, A.H.M.A., Ferrari, S.L.P., 2006. An improved likelihood ratio test for varying dispersion in exponential family nonlinear models. Statistics and Probability Letters 76 (3), 255-265]. (C) 2008 Elsevier B.V. All rights reserved.

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Birnbaum-Saunders models have largely been applied in material fatigue studies and reliability analyses to relate the total time until failure with some type of cumulative damage. In many problems related to the medical field, such as chronic cardiac diseases and different types of cancer, a cumulative damage caused by several risk factors might cause some degradation that leads to a fatigue process. In these cases, BS models can be suitable for describing the propagation lifetime. However, since the cumulative damage is assumed to be normally distributed in the BS distribution, the parameter estimates from this model can be sensitive to outlying observations. In order to attenuate this influence, we present in this paper BS models, in which a Student-t distribution is assumed to explain the cumulative damage. In particular, we show that the maximum likelihood estimates of the Student-t log-BS models attribute smaller weights to outlying observations, which produce robust parameter estimates. Also, some inferential results are presented. In addition, based on local influence and deviance component and martingale-type residuals, a diagnostics analysis is derived. Finally, a motivating example from the medical field is analyzed using log-BS regression models. Since the parameter estimates appear to be very sensitive to outlying and influential observations, the Student-t log-BS regression model should attenuate such influences. The model checking methodologies developed in this paper are used to compare the fitted models.

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The main purpose of this work is to study the behaviour of Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-32] adjusted likelihood ratio statistic in testing simple hypothesis in a new class of regression models proposed here. The proposed class of regression models considers Dirichlet distributed observations, and the parameters that index the Dirichlet distributions are related to covariates and unknown regression coefficients. This class is useful for modelling data consisting of multivariate positive observations summing to one and generalizes the beta regression model described in Vasconcellos and Cribari-Neto [Vasconcellos, K.L.P., Cribari-Neto, F., 2005. Improved maximum likelihood estimation in a new class of beta regression models. Brazilian journal of Probability and Statistics 19,13-31]. We show that, for our model, Skovgaard`s adjusted likelihood ratio statistics have a simple compact form that can be easily implemented in standard statistical software. The adjusted statistic is approximately chi-squared distributed with a high degree of accuracy. Some numerical simulations show that the modified test is more reliable in finite samples than the usual likelihood ratio procedure. An empirical application is also presented and discussed. (C) 2009 Elsevier B.V. All rights reserved.