235 resultados para Risk-Neutral Probability

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


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A novel methodology to assess the risk of power transformer failures caused by external faults, such as short-circuit, taking the paper insulation condition into account, is presented. The risk index is obtained by contrasting the insulation paper condition with the probability that the transformer withstands the short-circuit current flowing along the winding during an external fault. In order to assess the risk, this probability and the value of the degree of polymerization of the insulating paper are regarded as inputs of a type-2 fuzzy logic system (T2-FLS), which computes the fuzzy risk level. A Monte Carlo simulation has been used to find the survival function of the currents flowing through the transformer winding during a single-phase or a three-phase short-circuit. The Roy Billinton Test System and a real power system have been used to test the results. (C) 2008 Elsevier B.V. All rights reserved.

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The structural engineering community in Brazil faces new challenges with the recent occurrence of high intensity tornados. Satellite surveillance data shows that the area covering the south-east of Brazil, Uruguay and some of Argentina is one of the world most tornado-prone areas, second only to the infamous tornado alley in central United States. The design of structures subject to tornado winds is a typical example of decision making in the presence of uncertainty. Structural design involves finding a good balance between the competing goals of safety and economy. This paper presents a methodology to find the optimum balance between these goals in the presence of uncertainty. In this paper, reliability-based risk optimization is used to find the optimal safety coefficient that minimizes the total expected cost of a steel frame communications tower, subject to extreme storm and tornado wind loads. The technique is not new, but it is applied to a practical problem of increasing interest to Brazilian structural engineers. The problem is formulated in the partial safety factor format used in current design codes, with all additional partial factor introduced to serve as optimization variable. The expected cost of failure (or risk) is defined as the product of a. limit state exceedance probability by a limit state exceedance cost. These costs include costs of repairing, rebuilding, and paying compensation for injury and loss of life. The total expected failure cost is the sum of individual expected costs over all failure modes. The steel frame communications, tower subject of this study has become very common in Brazil due to increasing mobile phone coverage. The study shows that optimum reliability is strongly dependent on the cost (or consequences) of failure. Since failure consequences depend oil actual tower location, it turn,,; out that different optimum designs should be used in different locations. Failure consequences are also different for the different parties involved in the design, construction and operation of the tower. Hence, it is important that risk is well understood by the parties involved, so that proper contracts call be made. The investigation shows that when non-structural terms dominate design costs (e.g, in residential or office buildings) it is not too costly to over-design; this observation is in agreement with the observed practice for non-optimized structural systems. In this situation, is much easier to loose money by under-design. When by under-design. When structural material cost is a significant part of design cost (e.g. concrete dam or bridge), one is likely to lose significantmoney by over-design. In this situation, a cost-risk-benefit optimization analysis is highly recommended. Finally, the study also shows that under time-varying loads like tornados, the optimum reliability is strongly dependent on the selected design life.

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Background: In a number of malaria endemic regions, tourists and travellers face a declining risk of travel associated malaria, in part due to successful malaria control. Many millions of visitors to these regions are recommended, via national and international policy, to use chemoprophylaxis which has a well recognized morbidity profile. To evaluate whether current malaria chemo-prophylactic policy for travellers is cost effective when adjusted for endemic transmission risk and duration of exposure. a framework, based on partial cost-benefit analysis was used Methods: Using a three component model combining a probability component, a cost component and a malaria risk component, the study estimated health costs avoided through use of chemoprophylaxis and costs of disease prevention (including adverse events and pre-travel advice for visits to five popular high and low malaria endemic regions) and malaria transmission risk using imported malaria cases and numbers of travellers to malarious countries. By calculating the minimal threshold malaria risk below which the economic costs of chemoprophylaxis are greater than the avoided health costs we were able to identify the point at which chemoprophylaxis would be economically rational. Results: The threshold incidence at which malaria chemoprophylaxis policy becomes cost effective for UK travellers is an accumulated risk of 1.13% assuming a given set of cost parameters. The period a travellers need to remain exposed to achieve this accumulated risk varied from 30 to more than 365 days, depending on the regions intensity of malaria transmission. Conclusions: The cost-benefit analysis identified that chemoprophylaxis use was not a cost-effective policy for travellers to Thailand or the Amazon region of Brazil, but was cost-effective for travel to West Africa and for those staying longer than 45 days in India and Indonesia.

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This paper describes the modeling of a weed infestation risk inference system that implements a collaborative inference scheme based on rules extracted from two Bayesian network classifiers. The first Bayesian classifier infers a categorical variable value for the weed-crop competitiveness using as input categorical variables for the total density of weeds and corresponding proportions of narrow and broad-leaved weeds. The inferred categorical variable values for the weed-crop competitiveness along with three other categorical variables extracted from estimated maps for the weed seed production and weed coverage are then used as input for a second Bayesian network classifier to infer categorical variables values for the risk of infestation. Weed biomass and yield loss data samples are used to learn the probability relationship among the nodes of the first and second Bayesian classifiers in a supervised fashion, respectively. For comparison purposes, two types of Bayesian network structures are considered, namely an expert-based Bayesian classifier and a naive Bayes classifier. The inference system focused on the knowledge interpretation by translating a Bayesian classifier into a set of classification rules. The results obtained for the risk inference in a corn-crop field are presented and discussed. (C) 2009 Elsevier Ltd. All rights reserved.

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Background We validated a strategy for diagnosis of coronary artery disease ( CAD) and prediction of cardiac events in high-risk renal transplant candidates ( at least one of the following: age >= 50 years, diabetes, cardiovascular disease). Methods A diagnosis and risk assessment strategy was used in 228 renal transplant candidates to validate an algorithm. Patients underwent dipyridamole myocardial stress testing and coronary angiography and were followed up until death, renal transplantation, or cardiac events. Results The prevalence of CAD was 47%. Stress testing did not detect significant CAD in 1/3 of patients. The sensitivity, specificity, and positive and negative predictive values of the stress test for detecting CAD were 70, 74, 69, and 71%, respectively. CAD, defined by angiography, was associated with increased probability of cardiac events [log-rank: 0.001; hazard ratio: 1.90, 95% confidence interval (CI): 1.29-2.92]. Diabetes (P=0.03; hazard ratio: 1.58, 95% CI: 1.06-2.45) and angiographically defined CAD (P=0.03; hazard ratio: 1.69, 95% CI: 1.08-2.78) were the independent predictors of events. Conclusion The results validate our observations in a smaller number of high-risk transplant candidates and indicate that stress testing is not appropriate for the diagnosis of CAD or prediction of cardiac events in this group of patients. Coronary angiography was correlated with events but, because less than 50% of patients had significant disease, it seems premature to recommend the test to all high-risk renal transplant candidates. The results suggest that angiography is necessary in many high-risk renal transplant candidates and that better noninvasive methods are still lacking to identify with precision patients who will benefit from invasive procedures. Coron Artery Dis 21: 164-167 (C) 2010 Wolters Kluwer Health vertical bar Lippincott Williams & Wilkins.

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Background: Many factors have been associated with the onset and maintenance of depressive symptoms in later life, although this knowledge is yet to be translated into significant health gains for the population. This study gathered information about common modifiable and non-modifiable risk factors for depression with the aim of developing a practical probabilistic model of depression that can be used to guide risk reduction strategies. \Methods: A cross-sectional study was undertaken of 20,677 community-dwelling Australians aged 60 years or over in contact with their general practitioner during the preceding 12 months. Prevalent depression (minor or major) according to the Patient Health Questionnaire (PHQ-9) assessment was the main outcome of interest. Other measured exposures included self-reported age, gender, education, loss of mother or father before age 15 years, physical or sexual abuse before age 15 years, marital status, financial stress, social support, smoking and alcohol use, physical activity, obesity, diabetes, hypertension, and prevalent cardiovascular diseases, chronic respiratory diseases and cancer. Results: The mean age of participants was 71.7 +/- 7.6 years and 57.9% were women. Depression was present in 1665 (8.0%) of our subjects. Multivariate logistic regression showed depression was independently associated with age older than 75 years, childhood adverse experiences, adverse lifestyle practices (smoking, risk alcohol use, physical inactivity), intermediate health hazards (obesity, diabetes and hypertension), comorbid medical conditions (clinical history of coronary heart disease, stroke, asthma, chronic obstructive pulmonary disease, emphysema or cancers), and social or financial strain. We stratified the exposures to build a matrix that showed that the probability of depression increased progressively with the accumulation of risk factors, from less than 3% for those with no adverse factors to more than 80% for people reporting the maximum number of risk factors. Conclusions: Our probabilistic matrix can be used to estimate depression risk and to guide the introduction of risk reduction strategies. Future studies should now aim to clarify whether interventions designed to mitigate the impact of risk factors can change the prevalence and incidence of depression in later life.

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A high incidence of waterborne diseases is observed worldwide and in order to address contamination problems prior to an outbreak, quantitative microbial risk assessment is a useful tool for estimating the risk of infection. The objective of this paper was to assess the probability of Giardia infection from consuming water from shallow wells in a peri-urban area. Giardia has been described as an important waterborne pathogen and reported in several water sources, including ground waters. Sixteen water samples were collected and examined according to the US EPA (1623, 2005). A Monte Carlo method was used to address the potential risk as described by the exponential dose response model. Giardia cysts occurred in 62.5% of the samples (0.1-36.1 cysts/l). A median risk of 10-1 for the population was estimated and the adult ingestion was the highest risk driver. This study illustrates the vulnerability of shallow well water supply systems in peri-urban areas.

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The aim of this study was to assess the prevalence and risk factors of apical periodontitis in endodontically treated teeth in a selected population of Brazilian adults. A total of 1,372 periapical radiographs of endodontically treated teeth were analyzed based on the quality of root filling, status of coronal restoration and presence of posts associated with apical periodontitis (AP). Data were analyzed statistically using odds ratio, confidence intervals and chi-square test. The prevalence of AP with adequate endodontic treatment was low (16.5%). This percentage dropped to 12.1% in cases with adequate root filling and adequate coronal restoration. Teeth with adequate endodontic treatment and poor coronal restoration had an AP prevalence of 27.9%. AP increased to 71.7% in teeth with poor endodontic treatment associated with poor coronal restoration. When poor endodontic treatment was combined with adequate coronal restoration, AP prevalence was 61.8%. The prevalence of AP was low when associated with high technical quality of root canal treatment. Poor coronal restoration increased the risk of AP even when endodontic treatment was adequate (OR=2.80; 95%CI=1.87-4.22). The presence of intracanal posts had no influence on AP prevalence.

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This study aimed to assess the prevalence of aggressive periodontitis (AgP), and to investigate the association between demographic, socioeconomic and behavioral risk indicators with AgP in an untreated and isolated young population in Southeastern Brazil. For this cross-sectional survey, 134 subjects aged 12-29 years were selected by a census. Of those eligible, 101 subjects received a full-mouth clinical examination, and were interviewed using a structured written questionnaire. Cases were defined as individuals with 4 or more teeth with attachment loss > 4 mm or > 5 mm in the age groups 12-19 and 20-29, respectively. Overall, 9.9% of the subjects presented AgP (10.3% of the 12-19-year-olds and 9.7% of the 20-29-year-olds). The only risk indicator significantly associated with AgP in this isolated population was a high proportion of sites (> 30%) presenting supragingival calculus [OR = 23.2]. Having experienced an urgency dental treatment was a protective factor for AgP [OR = 0.1]. The authors concluded that this isolated and untreated population from Brazil presented a high prevalence of AgP. Local plaque-retaining factors played a major role in the prevalence of AgP in this isolated population, and should be included in further studies evaluating this destructive periodontal disease form.

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In this work we study the problem of modeling identification of a population employing a discrete dynamic model based on the Richards growth model. The population is subjected to interventions due to consumption, such as hunting or farming animals. The model identification allows us to estimate the probability or the average time for a population number to reach a certain level. The parameter inference for these models are obtained with the use of the likelihood profile technique as developed in this paper. The identification method here developed can be applied to evaluate the productivity of animal husbandry or to evaluate the risk of extinction of autochthon populations. It is applied to data of the Brazilian beef cattle herd population, and the the population number to reach a certain goal level is investigated.

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OBJECTIVE: To analyze household risk factors associated with high lead levels in surface dental enamel. METHODS: A cross-sectional study was conducted with 160 Brazilian adolescents aged 14-18 years living in poor neighborhoods in the city of Bauru, southeastern Brazil, from August to December 2008. Body lead concentrations were assessed in surface dental enamel acid-etch microbiopsies. Dental enamel lead levels were measured by graphite furnace atomic absorption spectrometry and phosphorus levels were measured by inductively coupled plasma optical emission spectrometry. The parents answered a questionnaire about their children's potential early (05 years old) exposure to well-known lead sources. Logistic regression was used to identify associations between dental enamel lead levels and each environmental risk factor studied. Social and familial covariables were included in the models. RESULTS: The results suggest that the adolescents studied were exposed to lead sources during their first years of life. Risk factors associated with high dental enamel lead levels were living in or close to a contaminated area (OR = 4.49; 95% CI: 1.69;11.97); and member of the household worked in the manufacturing of paints, paint pigments, ceramics or batteries (OR = 3.43; 95% CI: 1.31;9.00). Home-based use of lead-glazed ceramics, low-quality pirated toys, anticorrosive paint on gates and/or sale of used car batteries (OR = 1.31; 95% CI: 0.56;3.03) and smoking (OR = 1.66; 95% CI: 0.52;5.28) were not found to be associated with high dental enamel lead levels. CONCLUSIONS: Surface dental enamel can be used as a marker of past environmental exposure to lead and lead concentrations detected are associated to well-known sources of lead contamination.

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Um inquérito de base populacional foi conduzido na população urbana de todas as capitais e do Distrito Federal no Brasil para fornecer informações sobre a prevalência de hepatites virais e fatores de risco, entre 2005 e 2009. Este artigo descreve o delineamento e a metodologia do estudo que envolveu a população com idade entre 5 e 19 anos para hepatite A e 10 a 69 anos para hepatite B e C. As entrevistas e amostras de sangue foram obtidas através de visitas domiciliares e a amostra selecionada a partir de uma amostragem estratificada em múltiplos estágios (por conglomerado) com igual probabilidade para cada domínio de estudo (região e faixa etária). Nacionalmente, 19.280 residências e ~31.000 indivíduos foram selecionados. O tamanho da amostra foi suficiente para detectar uma prevalência em torno de 0,1% e para avaliar os fatores de risco por região. A metodologia apresentou-se viável para distinguir entre diferentes padrões epidemiológicos da hepatite A, B e C. Estes dados serão de valia para a avaliação das políticas de vacinação e para o desenho de estratégias de controle.

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O objetivo foi analisar o perfil dos recém-nascidos, mães e mortalidade neonatal precoce, segundo complexidade do hospital e vínculo com o Sistema Único de Saúde (SUS), na Região Metropolitana de São Paulo, Brasil. Estudo baseado em dados de nascidos vivos, óbitos e cadastro de hospitais. Para obter a tipologia de complexidade e o perfil da clientela, empregaram-se análise fatorial e de clusters. O SUS atende mais recém-nascidos de risco e mães com baixa escolaridade, pré-natal insuficiente e adolescentes. A probabilidade de morte neonatal precoce foi 5,6‰ nascidos vivos (65% maior no SUS), sem diferenças por nível de complexidade do hospital, exceto nos de altíssima (SUS) e média (não-SUS) complexidade. O diferencial de mortalidade neonatal precoce entre as duas redes é menor no grupo de recém-nascidos < 1.500g (22%), entretanto, a taxa é 131% mais elevada no SUS para os recém-nascidos > 2.500g. Há uma concentração de nascimentos de alto risco na rede SUS, contudo a diferença de mortalidade neonatal precoce entre a rede SUS e não-SUS é menor nesse grupo de recém-nascidos. Novos estudos são necessários para compreender melhor a elevada mortalidade de recém-nascidos > 2.500g no SUS.

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The objective of the study was to estimate the frequency of recurrent falls and identify the main associated risk factors. The BRAZOS is the first epidemiological study performed on a representative sample of the Brazilian population. Anthropometric data, living habits, previous fractures, falls, dietary intake, physical activity and quality of life were evaluated in 2,420 individuals aged 40 and older. Recurrent falls were reported by 15.5% of men and 25.6% of women. Among women, the risk factors significantly associated to recurrent falls were age, previous fracture, sedentary lifestyle, poor quality of life, diabetes mellitus and current use of benzodiazepine. In men, the risk factors were age, poor quality of life, intake of alcoholic beverages, diabetes mellitus, previous fracture and use of benzodiazepine. A greater intake of vitamin D had a protector effect on the risk of recurrent falls. These findings demonstrated the high prevalence of recurrent falls and emphasize that a multidisciplinary approach is necessary to minimize recurrent falls and their consequences, including osteoporotic fractures.

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Milk intake is widely recommended for a healthy diet. Recent evidences suggest that milk/dairy products are associated with a lower risk of type 2 diabetes and hypertension. On the other hand, high calcium intake has been associated with a higher risk of prostate cancer. The calcium and vitamin D content in dairy foods could have beneficial effects on glucose metabolism and renin/angiotensin system as well regulates body weight. The association between high dairy/calcium consumption and prostate cancer risk are related to the presence of estrogens and insulin like growth factor (IGF-I) in milk. Based on the current evidence, it is possible that milk/dairy products, when consumed in adequate amounts and mainly with reduced fat content, has a beneficial effect on the prevention of hypertension and diabetes. Its potential role in the pathogenesis of prostate cancer is not well supported and requires additional study.