Stochastic simulation of time-series models combined with geostatistics to predict water-table scenarios in a Guarani Aquifer System outcrop area, Brazil

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Time series analysis for minority game simulations of financial markets

The minority game (MG) model introduced recently provides promising insights into the understanding of the evolution of prices, indices and rates in the financial markets. In this paper we perform a time series analysis of the model employing tools from statistics, dynamical systems theory and stochastic processes. Using benchmark systems and a financial index for comparison, several conclusions are obtained about the generating mechanism for this kind of evolution. The motion is deterministic, driven by occasional random external perturbation. When the interval between two successive perturbations is sufficiently large, one can find low dimensional chaos in this regime. However, the full motion of the MG model is found to be similar to that of the first differences of the SP500 index: stochastic, nonlinear and (unit root) stationary. (C) 2002 Elsevier B.V. B.V. All rights reserved.

Loss of sleep spindle frequency deceleration in Obstructive Sleep Apnea

Objective: Sleep spindles have been suggested as surrogates of thalamo-cortical activity. Internal frequency modulation within a spindle's time frame has been demonstrated in healthy subjects, showing that spindles tend to decelerate their frequency before termination. We investigated internal frequency modulation of slow and fast spindles according to Obstructive Sleep Apnea (OSA) severity and brain topography. Methods: Seven non-OSA subjects and 21 patients with OSA contributed with 30 min of Non-REM sleep stage 2, subjected to a Matching pursuit procedure with Gabor chirplet functions for automatic detection of sleep spindles and quantification of sleep spindle internal frequency modulation (chirp rate). Results: Moderate OSA patients showed an inferior percentage of slow spindles with deceleration when compared to Mild and Non-OSA groups in frontal and parietal regions. In parietal regions, the percentage of slow spindles with deceleration was negatively correlated with global apnea-hypopnea index (r s = -0.519, p = 0.005). Discussion: Loss of physiological sleep spindle deceleration may either represent a disruption of thalamo-cortical loops generating spindle oscillations or some compensatory mechanism, an interesting venue for future research in the context of cognitive dysfunction in OSA. Significance: Quantification of internal frequency modulation (chirp rate) is proposed as a promising approach to advance description of sleep spindle dynamics in brain pathology. © 2013 International Federation of Clinical Neurophysiology.

The bias in reversing the Box-Cox transformation in time series forecasting: An empirical study based on neural networks

The Box-Cox transformation is a technique mostly utilized to turn the probabilistic distribution of a time series data into approximately normal. And this helps statistical and neural models to perform more accurate forecastings. However, it introduces a bias when the reversion of the transformation is conducted with the predicted data. The statistical methods to perform a bias-free reversion require, necessarily, the assumption of Gaussianity of the transformed data distribution, which is a rare event in real-world time series. So, the aim of this study was to provide an effective method of removing the bias when the reversion of the Box-Cox transformation is executed. Thus, the developed method is based on a focused time lagged feedforward neural network, which does not require any assumption about the transformed data distribution. Therefore, to evaluate the performance of the proposed method, numerical simulations were conducted and the Mean Absolute Percentage Error, the Theil Inequality Index and the Signal-to-Noise ratio of 20-step-ahead forecasts of 40 time series were compared, and the results obtained indicate that the proposed reversion method is valid and justifies new studies. (C) 2014 Elsevier B.V. All rights reserved.

Time-series-based maximization of distributed wind power generation integration

Energy policies and technological progress in the development of wind turbines have made wind power the fastest growing renewable power source worldwide. The inherent variability of this resource requires special attention when analyzing the impacts of high penetration on the distribution network. A time-series steady-state analysis is proposed that assesses technical issues such as energy export, losses, and short-circuit levels. A multiobjective programming approach based on the nondominated sorting genetic algorithm (NSGA) is applied in order to find configurations that maximize the integration of distributed wind power generation (DWPG) while satisfying voltage and thermal limits. The approach has been applied to a medium voltage distribution network considering hourly demand and wind profiles for part of the U.K. The Pareto optimal solutions obtained highlight the drawbacks of using a single demand and generation scenario, and indicate the importance of appropriate substation voltage settings for maximizing the connection of MPG.

Structural Health Monitoring in Smart Structures Through Time Series Analysis

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Treatment of snoring and sleep apnea syndrome with a removable mandibular advancement device in patients without TMD

INTRODUCTION: Among the sleep disorders reported by the American Academy of Sleep, the most common is obstructive sleep apnea-hypopnea syndrome (OSAHS), which is caused by difficulties in air passage and complete interruption of air flow in the airway. This syndrome is associated with increased morbidity and mortality in apneic individuals. OBJECTIVE: It was the objective of this paper to evaluate a removable mandibular advancement device as it provides a noninvasive, straightforward treatment readily accepted by patients. METHODS: In this study, 15 patients without temporomandibular disorders (TMD) and with excessive daytime sleepiness or snoring were evaluated. Data were collected by means of: Polysomnography before and after placement of an intraoral appliance, analysis of TMD signs and symptoms using a patient history questionnaire, muscle and TMJ palpation. RESULTS: After treatment, the statistical analysis (t-test, and the before and after test) showed a mean reduction of 77.6% (p=0.001) in the apnea-hypopnea index, an increase in lowest oxyhemoglobin saturation (p=0.05), decrease in desaturation (p=0.05), decrease in micro-awakenings or EEG arousals (p=0.05) and highly significant improvement in daytime sleepiness (p=0.005), measured by the Epworth Sleepiness Scale. No TMD appeared during the monitoring period. CONCLUSION: The oral device developed in this study was considered effective for mild to moderate OSAHS.

Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series

In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior distribution, respectively. We also considered a reparameterization of those models in order to map the space of the parameters into real space. This procedure permits choosing prior normal distributions for the transformed parameters. The posterior summaries were obtained using Monte Carlo Markov chain methods (MCMC). The methodology was evaluated by considering the Telebras series from the Brazilian financial market. The results show that the two methods are able to adjust ARCH models with different numbers of parameters. The empirical Bayesian method provided a more parsimonious model to the data and better adjustment than the complete Bayesian method.

Linear readout of dynamic phase modulation index in an optical voltage sensor using the new J(1) ... J(3) spectral method

The J(1)...J(3) is a recent optical method for linear readout of dynamic phase modulation index in homodyne interferometers. In this work, the J(1)... J(3) method is applied to measure voltage in an optical voltage sensor. Based on the classical J(1)...J(4) method, the J(1)... J(3) technique shows to be more stable to phase drift and simpler for implementation than the original one. The sensor dynamic range is enhanced. The agreement between theoretical and experimental results, based on 1/f noise, is demonstrated.

Efficacy of an Oral Appliance for the Treatment of Obstructive Sleep Apnea

Purpose: The aim of this study was to validate the use of a mandibular repositioner appliance (MRA) to treat obstructive sleep apnea (OSA) and primary snoring, comparing polysomnographic and Epworth Sleepiness Scale (ESS) data obtained prior to and during MRA treatment. Materials and Methods: Sixty-three patients who presented with different degrees of OSA severity or primary snoring were fitted to a PM positioner between 2009 and 2011. The diagnosis was established by a polysomnogram (PSG) prior to treatment and after 6 months to verify the efficacy of MRA therapy. Subjective daytime sleepiness was evaluated by ESS questionnaire prior to treatment and at the follow-up. Results: Patients were divided into primary snoring and OSA groups. For the primary snoring group, PSG variables did not show significant results, except for a decrease in snoring. For the OSA group, the mean apnea-hypopnea index (AHI) was reduced from 23.0 +/- 11 to 5.3 +/- 4.0 and median ESS reduced significantly from 13.0 to 8.5. Complete response (AHI < 5) was found in 25 (40%) patients and partial response (AHI <= 10) in 27 (43%) patients. Conclusion: The findings validate the efficacy of the adjustable PM positioner for the safe treatment of OSA.

A time series sequestration and storage model of atmospheric carbon dioxide

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Correlation Between the Friedman Staging System and the Upper Airway Volume in Patients With Obstructive Sleep Apnea

Purpose: This study was designed to evaluate the correlation between computed tomography findings and data from the physical examination and the Friedman Staging System (FSS) in patients with obstructive sleep apnea (OSA). Patients and Methods: We performed a retrospective evaluation by reviewing the medical records of 33 patients (19 male and 14 female patients) with a mean body mass index of 30.38 kg/m 2 and mean age of 49.35 years. Among these patients, 14 presented with severe OSA, 7 had moderate OSA, 7 had mild OSA, and 5 were healthy. Results: The patients were divided into 2 groups according to the FSS: Group A comprised patients with FSS stage I or II, and group B comprised patients with FSS stage III. By use of the Fisher exact test, a positive relationship between the FSS stage and apnea-hypopnea index ( P = .011) and between the FSS stage and body mass index ( P = .012) was found. There was no correlation between age ( P = .55) and gender ( P = .53) with the FSS stage. The analysis of variance test comparing the upper airway volume between the 2 groups showed P =.018. Conclusions: In this sample the FSS and upper airway volume showed an inverse correlation and were useful in analyzing the mechanisms of airway collapse in patients with OSA.

Polysomnografic findings of obstrutive sleep apnea in children with adenotonsillar hypertrophy

Serous Background: There are few studies assessing the clinical manifestations of sleep breathing disorders and polysomnograms in several pediatric age ranges. This studied aimed to assess polysomnography results such as apnea-hypopnea index, mean oxygen saturation and sleep efficiency in children presenting with airway obstruction and adenotonsillar hypertrophy complaints, and to establish whether they are correlated to age and sex. Methods: A retrospective study with children of both sexes, aged between 2 and 12 years, with clinically suspected obstructive sleep apnea syndrome and adenotonsillar hypertrophy, who underwent polysomnography before surgery. The children were allocated to groups according to their age range (Group I: 2 to 4 years old; Group II: 5 to 8 years old; Group III: 9 to 12 years old). Apnea-hypopnea index, mean oxygen saturation and sleep efficiency data were compared between sexes and among the three groups (Student’s t test, p < 0.05). Results: Of 167 children studied by polysomnography, 76.6% were of school age and 67% were male. For all studied age ranges, there was no difference between sexes for the investigated parameters (body mass index, apnea-hypopnea index, mean oxygen saturation and sleep efficiency). As regards mean oxygen saturation, Group I showed the lowest value (89.9 ± 6.2). Apnea-hypopnea indexes were higher in male children aged between 2 and 4 years (9.9 ± 5.2). Group III had the lowest sleep efficiency (84.1 ± 9.2). Conclusion: There was a predilection of more severe cases of obstructive sleep apnea syndrome for children younger than four years, shown by higher apnea-hypopnea index per hour and lower mean oxygen saturation in this age range.