Generation of self-similar Gaussian time series by means of the DWT and DWPT variance maps

Due to the several kinds of services that use the Internet and data networks infra-structures, the present networks are characterized by the diversity of types of traffic that have statistical properties as complex temporal correlation and non-gaussian distribution. The networks complex temporal correlation may be characterized by the Short Range Dependence (SRD) and the Long Range Dependence - (LRD). Models as the fGN (Fractional Gaussian Noise) may capture the LRD but not the SRD. This work presents two methods for traffic generation that synthesize approximate realizations of the self-similar fGN with SRD random process. The first one employs the IDWT (Inverse Discrete Wavelet Transform) and the second the IDWPT (Inverse Discrete Wavelet Packet Transform). It has been developed the variance map concept that allows to associate the LRD and SRD behaviors directly to the wavelet transform coefficients. The developed methods are extremely flexible and allow the generation of Gaussian time series with complex statistical behaviors.

Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market

In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

SPINAL POSTURAL ALIGNMENT VARIANCE ACCORDING TO SEX AND AGE IN 7-AND 8-YEAR-OLD CHILDREN

Purpose: Children`s postural alignment undergoes many adjustments due to the changes in body proportions during the stages of growth. The objective of this study was to quantitatively characterize and analyze spinal postural standards in 7- and 8-year-old children to verify which of the differences found were correlated to age and sex. Methods: Two hundred thirty public school students (Amparo, Sao Paulo, Brazil) aged 7 to 8 years were divided into groups according to postural alignment, which were further subdivided by sex and age, for comparison. Digital photos of upright Subjects were analyzed to evaluate posture. Lumbar and thoracic curvature, pelvic inclination, head posture, and lateral spine deviation were measured using CorelDraw (Ottawa, Canada) software guidelines and bone landmarks. Descriptive statistics and analysis of variance data analysis were utilized to verify differences among the groups. This was a cross-sectional, descriptive study. Results: Mean values for the variables analyzed were calculated. For lumbar lordosis, 7-year-old boys showed 38.49 degrees +/- 15.32 degrees in comparison to all other groups (42.29 degrees +/- 7.13 degrees). For thoracic kyphosis, the 7-year-old children presented 28.07 degrees +/- 7.73 degrees. and the 8-year-olds 30.32 degrees +/- 7.73 degrees. Pelvic inclination presented a mean value of 15.82 degrees +/- 5.46 degrees and single lateral spine deviation mean value of 3.48 degrees +/- 2.12 degrees. Conclusion: For the sample studied, differences based on sex and age were found for some of the body segments analyzed. The values found in this study may contribute to improved physiotherapeutic treatment when associated with other aspects of the clinical assessment and symptomatology. (J Manipulative Physiol Ther 2009;32: 154-159)

Likelihood ratio tests for variance components in linear mixed models

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.

Avaliação da inclinação dentária no tratamento compensatório do padrão II com tomografia computadorizada

OBJETIVO: avaliar as alterações nas inclinações dos dentes anteriores causadas pelo tratamento ortodôntico, utilizando-se aparelho Straight-Wire, prescrição II Capelozza, antes e após a fase de nivelamento com fios ortodônticos de aço de secção retangular. MÉTODOS: foram selecionados 17 indivíduos adultos de padrão facial II, má oclusão Classe II, indicados para tratamento ortodôntico compensatório. As inclinações dos dentes anteriores foram avaliadas em três tempos clínicos, após o uso dos fios ortodônticos de diâmetros 0,020" (T1); 0,019" x 0,025" (T2) e 0,021" x 0,025" (T3), através de exames de tomografia computadorizada. Empregou-se a análise de variância de Friedman, com nível de significância de 5%, na comparação entre os tempos. RESULTADOS: observou-se que o fios retangulares empregados não foram capazes de produzir uma mudança significativa na mediana da inclinação dentária, exceto por uma discreta alteração nos incisivos laterais inferiores (p<0,05). Por outro lado, constatou-se que a variação das inclinações observadas era menor no fio retangular 0,021" x 0,025", principalmente para os incisivos superiores (p<0,001). CONCLUSÃO: fios retangulares 0,021" x 0,025" produzem uma maior homogeneidade no grau de variação na inclinação dos incisivos superiores, embora sem mudança significativa na sua mediana.

O risco espacial e fatores associados ao edentulismo em idosos em município do Sudeste do Brasil

Objetivou-se identificar fatores associados ao edentulismo e o seu risco espacial em idosos. Foi realizado um estudo transversal em uma amostra de 372 indivíduos de 60 anos e mais, no Município de Botucatu, São Paulo, Brasil, em 2005. Razões de prevalência brutas e ajustadas foram estimadas por meio de regressão de Poisson, com estimativa robusta da variância e procedimentos de modelagem hierárquica. A análise espacial foi realizada por estimativas de densidade de Kernel. A prevalência de edentulismo foi de 63,17%. Os fatores sociodemográficos associados ao edentulismo foram a baixa escolaridade, o aumento do número de pessoas por cômodo, não possuir automóvel e idade mais avançada, presença de comorbidades, ausência de um cirurgião-dentista regular e ter realizado a última consulta há três anos ou mais. A análise espacial mostrou maior risco nas áreas periféricas. Obteve-se uma melhor compreensão da perda dentária entre os idosos, subsidiando o planejamento de ações em saúde coletiva.

Avaliação cefalométrica da estabilidade pós-expansão rápida da maxila assistida cirurgicamente

OBJETIVO: avaliar as possíveis alterações e a estabilidade dentária e esquelética no sentido transversal, bem como as possíveis alterações verticais da face (AFAI), produzidas pela Expansão Rápida da Maxila Assistida Cirurgicamente (ERMAC). MÉTODOS: a amostra selecionada para este estudo retrospectivo foi composta por 60 telerradiografias em norma frontal, de 15 pacientes, sendo 6 do gênero masculino e 9 do gênero feminino, com média de idades de 23 anos e 3 meses. O disjuntor Hyrax foi instalado e o procedimento cirúrgico adotado envolveu a separação da sutura palatina mediana e não-abordagem da sutura pterigomaxilar. A ativação foi realizada do terceiro dias após a cirurgia até o término da expansão, determinada por critérios clínicos. Todos os pacientes foram radiografados nas fases pré-expansão (T1); pós-expansão imediata (T2); 3 meses pós-expansão, com o próprio disjuntor como contenção (T3); e 6 meses pós-expansão, com a placa removível de acrílico como contenção (T4). Medidas lineares foram obtidas a partir dos traçados cefalométricos gerados por um programa computadorizado (Radiocef Studio 2) e analisadas estatisticamente pelos testes de variância (ANOVA) e Tukey ao nível de 5% de significância. RESULTADOS E CONCLUSÕES: concluiu-se que a ERMAC produziu aumentos estatisticamente significativos da cavidade nasal, da largura maxilar e da distância intermolares superiores, de T1 para T2, os quais se mantiveram em T3 e T4. A largura facial e as distâncias intermolares inferiores não apresentaram alterações após a ERMAC. Avaliando o comportamento vertical da face, notou-se um aumento da AFAI nas fases T1 para T2, que diminuiu após a contenção de 3 meses (T3) e permaneceu estável em T4, embora aumentada se comparada com T1.

Antibacterial activity of root canal filling materials for primary teeth: zinc oxide and eugenol cement, Calen paste thickened with zinc oxide, Sealapex and EndoREZ

This study evaluated in vitro the antibacterial activity of 4 root canal filling materials for primary teeth - zinc oxide and eugenol cement (ZOE), Calen paste thickened with zinc oxide (Calen/ZO), Sealapex sealer and EndoREZ sealer - against 5 bacterial strains commonly found in endodontic infections (Kocuria rhizophila, Enterococcus faecalis, Streptococcus mutans, Escherichia coli and Staphylococcus aureus) using the agar diffusion test (agar-well technique). Calen paste, 1% chlorhexidine digluconate (CHX) and distilled water served as controls. Seven wells per dish were made at equidistant points and immediately filled with the test and control materials. After incubation of the plates at 37oC for 24 h, the diameter of the zones of bacterial growth inhibition produced around the wells was measured (in mm) with a digital caliper under reflected light. Data were analyzed statistically by analysis of variance and Tukey's post-hoc test (?=0.05). There were statistically significant differences (p<0.0001) among the zones of bacterial growth inhibition produced by the different materials against all target microorganisms. K. rhizophila was inhibited more effectively (p<0.05) by ZOE, while Calen/ZO had its highest antibacterial activity against E. faecalis (p<0.05). S. mutans was inhibited by Calen/ZO, Sealapex and ZOE in the same intensity (p>0.05). E. coli was inhibited more effectively (p<0.05) by ZOE, followed by Calen/ZO and Sealapex. Calen/ZO and ZOE were equally effective (p>0.05) against S. aureus, while Sealapex had the lowest antibacterial efficacy (p<0.05) against this microorganism. EndoREZ presented antibacterial activity only against K. rhizophila and S. aureus. The Calen paste and Calen/ZO produced larger zones of inhibition than 1% CHX when the marker microorganism was E faecalis. In conclusion, the in vitro antibacterial activity of the 4 root canal filling materials for primary teeth against bacterial strains commonly found in endodontic infections can be presented in a decreasing order of efficacy as follows: ZOE>Calen/ZO>Sealapex>EndoREZ.

Abrasion wear resistance of different artificial teeth opposed to metal and composite antagonists

One of the most important properties of artificial teeth is the abrasion wear resistance, which is determinant in the maintenance of the rehabilitation's occlusal pattern. OBJECTIVES: This in vitro study aims to evaluate the abrasion wear resistance of 7 brands of artificial teeth opposed to two types of antagonists. MATERIAL AND METHODS: Seven groups were prepared with 12 specimens each (BIOLUX & BL, TRILUX & TR, BLUE DENT & BD, BIOCLER & BC, POSTARIS & PO, ORTHOSIT & OR, GNATHOSTAR & GN), opposed to metallic (M & nickel-chromium alloy), and to composite antagonists (C & Solidex indirect composite). A mechanical loading device was used (240 cycles/min, 4 Hz speed, 10 mm antagonist course). Initial and final contours of each specimen were registered with aid of a profile projector (20x magnification). The linear difference between the two profiles was measured and the registered values were subjected to ANOVA and Tukey's test. RESULTS: Regarding the antagonists, only OR (M = 10.45 ± 1.42 µm and C = 2.77 ± 0.69 µm) and BC (M = 6.70 ± 1.37 µm and C = 4.48 ± 0.80 µm) presented statistically significant differences (p < 0.05). Best results were obtained with PO (C = 2.33 ± 0.91 µm and M = 1.78 ± 0.42 µm), followed by BL (C = 3.70 ± 1.32 µm and M = 3.70 ± 0.61 µm), statistically similar for both antagonists (p>0.05). Greater result variance was obtained with OR, which presented the worse results opposed to Ni-Cr (10.45 ± 1.42 µm), and results similar to the best ones against composite (2.77 ± 0.69 µm). CONCLUSIONS: Within the limitations of this study, it may be concluded that the antagonist material is a factor of major importance to be considered in the choice of the artificial teeth to be used in the prosthesis.

Accuracy of stone casts obtained by different impression materials

Several impression materials are available in the Brazilian marketplace to be used in oral rehabilitation. The aim of this study was to compare the accuracy of different impression materials used for fixed partial dentures following the manufacturers' instructions. A master model representing a partially edentulous mandibular right hemi-arch segment whose teeth were prepared to receive full crowns was used. Custom trays were prepared with auto-polymerizing acrylic resin and impressions were performed with a dental surveyor, standardizing the path of insertion and removal of the tray. Alginate and elastomeric materials were used and stone casts were obtained after the impressions. For the silicones, impression techniques were also compared. To determine the impression materials' accuracy, digital photographs of the master model and of the stone casts were taken and the discrepancies between them were measured. The data were subjected to analysis of variance and Duncan's complementary test. Polyether and addition silicone following the single-phase technique were statistically different from alginate, condensation silicone and addition silicone following the double-mix technique (p < .05), presenting smaller discrepancies. However, condensation silicone was similar (p > .05) to alginate and addition silicone following the double-mix technique, but different from polysulfide. The results led to the conclusion that different impression materials and techniques influenced the stone casts' accuracy in a way that polyether, polysulfide and addition silicone following the single-phase technique were more accurate than the other materials.

Effect of casting atmosphere on the shear bond strength of a ceramic to Ni-Cr and Ni-Cr-Be alloys

The success of metal-ceramic restorations depends on an optimal bond between metal and ceramic. This study evaluated the effect of 3 casting atmospheres on the metal-ceramic bond strength (MCBS) of 2 Ni-Cr alloys, with beryllium (Fit Cast V) and without beryllium (Fit Cast SB). Sixty acrylic resin patterns (8 mm long and 5 mm diameter) were obtained using a fluorocarbon resin matrix. Wax was used to refine the surface of acrylic resin patterns that were invested and cast in an induction casting machine under normal, vacuum, and argon atmospheres at a temperature of 1340ºC. The castings were divested manually and airborne-particle abraded with 100-µm aluminum-oxide. Ten castings were obtained for each group. The IPS Classic V ceramic was applied (2 mm high and 5 mm diameter). The shear bond strength was tested in a mechanical testing machine with a crosshead speed of 2.0 mm/min. The MCBS data (MPa) were subjected to 2-way analysis of variance (α=0.05). There was no statistically significant difference (p>0.05) between the alloys or among the casting atmospheres. Within the limitations of this study, it may be concluded that the presence of beryllium and the casting atmosphere did not interfere in the MCBS of the evaluated metal-ceramic combinations

Effectiveness of different final irrigation protocols in removing debris in flattened root canals

This study evaluated in vitro the capacity of debris removal from the apical third of flattened root canals, using different final irrigation protocols. Thirty human mandibular central incisors with a mesiodistal flattened root were prepared using rotary instrumentation by Endo-Flare 25.12 and Hero 642 30.06, 35.02, 40.02 files, irrigated with 2 mL of 1% NaOCl after each file. The specimens were randomly distributed into 5 groups according to the final irrigation of root canals: Group I: 10 mL of distilled water (control), Group II: 10 mL of 1% NaOCl for 8 min, Group III: 2 mL of 1% NaOCl for 2 min (repeated 4 times), Group IV: 10 mL of 2.5% NaOCl for 8 min, and Group V: 10 mL of 2.5% NaOCl for 2 min (repeated 4 times). The apical thirds of the specimens were subjected to histological processing and 6-μm cross-sections were obtained and stained with hematoxylin-eosin. The specimens were examined under optical microscopy at ×40 magnification and the images were subjected to morphometric analysis using the Scion image-analysis software. The total area of root canal and the area with debris were measured in square millimeters. Analysis of variance showed no statistically significant difference (p>0.05) among the groups GI (2.39 ± 3.59), GII (2.91 ± 2.21), GIII (0.73 ± 1.36), GIV (0.95 ± 0.84) and GV (0.51 ± 0.22). In conclusion, the final irrigation protocols evaluated in this study using the Luer syringe presented similar performance in the removal of debris from the apical third of flattened root canals.

Can previous acid etching increase the bond strength of a self-etching primer adhesive to enamel?

Because a greater research effort has been directed to analyzing the adhesive effectiveness of self etch primers to dentin, the aim of this study was to evaluate, by microtensile testing, the bond strength to enamel of a composite resin combined with a conventional adhesive system or with a self-etching primer adhesive, used according to its original prescription or used with previous acid etching. Thirty bovine teeth were divided into 3 groups with 10 teeth each (n= 10). In one of the groups, a self-etching primer (Clearfil SE Bond - Kuraray) was applied in accordance with the manufacturer's instructions and, in the other, it was applied after previous acid etching. In the third group, a conventional adhesive system (Scotchbond Multipurpose Plus - 3M-ESPE) was applied in accordance with the manufacturer's instructions. The results obtained by analysis of variance revealed significant differences between the adhesive systems (F = 22.31). The self-etching primer (Clearfil SE Bond) presented lower enamel bond strength values than the conventional adhesive system (Scotchbond Multipurpose Plus) (m = 39.70 ± 7.07 MPa) both when used according to the original prescription (m = 27.81 ± 2.64 MPa) and with previous acid etching (m = 25.08 ± 4.92 MPa).