A BAYESIAN HIERARCHICAL MODEL FOR CONSTRAINED DISTRIBUTED LAG FUNCTIONS: ESTIMATING THE TIME COURSE OF HOSPITALIZATION ASSOCIATED WITH AIR POLLUTION EXPOSURE

Numerous time series studies have provided strong evidence of an association between increased levels of ambient air pollution and increased levels of hospital admissions, typically at 0, 1, or 2 days after an air pollution episode. An important research aim is to extend existing statistical models so that a more detailed understanding of the time course of hospitalization after exposure to air pollution can be obtained. Information about this time course, combined with prior knowledge about biological mechanisms, could provide the basis for hypotheses concerning the mechanism by which air pollution causes disease. Previous studies have identified two important methodological questions: (1) How can we estimate the shape of the distributed lag between increased air pollution exposure and increased mortality or morbidity? and (2) How should we estimate the cumulative population health risk from short-term exposure to air pollution? Distributed lag models are appropriate tools for estimating air pollution health effects that may be spread over several days. However, estimation for distributed lag models in air pollution and health applications is hampered by the substantial noise in the data and the inherently weak signal that is the target of investigation. We introduce an hierarchical Bayesian distributed lag model that incorporates prior information about the time course of pollution effects and combines information across multiple locations. The model has a connection to penalized spline smoothing using a special type of penalty matrix. We apply the model to estimating the distributed lag between exposure to particulate matter air pollution and hospitalization for cardiovascular and respiratory disease using data from a large United States air pollution and hospitalization database of Medicare enrollees in 94 counties covering the years 1999-2002.

A model to simulate the moment-rotation and crack width of FRC members reinforced with longitudinal bars

The present work describes a model for the determination of the moment–rotation relationship of a cross section of fiber reinforced concrete (FRC) elements that also include longitudinal bars for the flexural reinforcement (R/FRC). Since a stress–crack width relationship (σ–w)(σ–w) is used to model the post-cracking behavior of a FRC, the σ–w directly obtained from tensile tests, or derived from inverse analysis applied to the results obtained in three-point notched beam bending tests, can be adopted in this approach. For a more realistic assessment of the crack opening, a bond stress versus slip relationship is assumed to simulate the bond between longitudinal bars and surrounding FRC. To simulate the compression behavior of the FRC, a shear friction model is adopted based on the physical interpretation of the post-peak compression softening behavior registered in experimental tests. By allowing the formation of a compressive FRC wedge delimited by shear band zones, the concept of concrete crushing failure mode in beams failing in bending is reinterpreted. By using the moment–rotation relationship, an algorithm was developed to determine the force–deflection response of statically determinate R/FRC elements. The model is described in detail and its good predictive performance is demonstrated by using available experimental data. Parametric studies were executed to evidence the influence of relevant parameters of the model on the serviceability and ultimate design conditions of R/FRC elements failing in bending.

Creep and damage models for the service behaviour of structural members

Deformability is often a crucial to the conception of many civil-engineering structural elements. Also, design is all the more burdensome if both long- and short-term deformability has to be considered. In this thesis, long- and short-term deformability has been studied from the material and the structural modelling point of view. Moreover, two materials have been handled: pultruded composites and concrete. A new finite element model for thin-walled beams has been introduced. As a main assumption, cross-sections rigid are considered rigid in their plane; this hypothesis replaces that of the classical beam theory of plane cross-sections in the deformed state. That also allows reducing the total number of degrees of freedom, and therefore making analysis faster compared with twodimensional finite elements. Longitudinal direction warping is left free, allowing describing phenomena such as the shear lag. The new finite-element model has been first applied to concrete thin-walled beams (such as roof high span girders or bridge girders) subject to instantaneous service loadings. Concrete in his cracked state has been considered through a smeared crack model for beams under bending. At a second stage, the FE-model has been extended to the viscoelastic field and applied to pultruded composite beams under sustained loadings. The generalized Maxwell model has been adopted. As far as materials are concerned, long-term creep tests have been carried out on pultruded specimens. Both tension and shear tests have been executed. Some specimen has been strengthened with carbon fibre plies to reduce short- and long- term deformability. Tests have been done in a climate room and specimens kept 2 years under constant load in time. As for concrete, a model for tertiary creep has been proposed. The basic idea is to couple the UMLV linear creep model with a damage model in order to describe nonlinearity. An effective strain tensor, weighting the total and the elasto-damaged strain tensors, controls damage evolution through the damage loading function. Creep strains are related to the effective stresses (defined by damage models) and so associated to the intact material.

Shear behavior of reinforced concrete slabs under concentrated load: an investigation through Sequentially Linear Analysis

ABSTRACT (italiano) Con crescente attenzione riguardo al problema della sicurezza di ponti e viadotti esistenti nei Paesi Bassi, lo scopo della presente tesi è quello di studiare, mediante la modellazione con Elementi Finiti ed il continuo confronto con risultati sperimentali, la risposta in esercizio di elementi che compongono infrastrutture del genere, ovvero lastre in calcestruzzo armato sollecitate da carichi concentrati. Tali elementi sono caratterizzati da un comportamento ed una crisi per taglio, la cui modellazione è, da un punto di vista computazionale, una sfida piuttosto ardua, a causa del loro comportamento fragile combinato a vari effetti tridimensionali. La tesi è incentrata sull'utilizzo della Sequentially Linear Analysis (SLA), un metodo di soluzione agli Elementi Finiti alternativo rispetto ai classici approcci incrementali e iterativi. Il vantaggio della SLA è quello di evitare i ben noti problemi di convergenza tipici delle analisi non lineari, specificando direttamente l'incremento di danno sull'elemento finito, attraverso la riduzione di rigidezze e resistenze nel particolare elemento finito, invece dell'incremento di carico o di spostamento. Il confronto tra i risultati di due prove di laboratorio su lastre in calcestruzzo armato e quelli della SLA ha dimostrato in entrambi i casi la robustezza del metodo, in termini di accuratezza dei diagrammi carico-spostamento, di distribuzione di tensioni e deformazioni e di rappresentazione del quadro fessurativo e dei meccanismi di crisi per taglio. Diverse variazioni dei più importanti parametri del modello sono state eseguite, evidenziando la forte incidenza sulle soluzioni dell'energia di frattura e del modello scelto per la riduzione del modulo elastico trasversale. Infine è stato effettuato un paragone tra la SLA ed il metodo non lineare di Newton-Raphson, il quale mostra la maggiore affidabilità della SLA nella valutazione di carichi e spostamenti ultimi insieme ad una significativa riduzione dei tempi computazionali. ABSTRACT (english) With increasing attention to the assessment of safety in existing dutch bridges and viaducts, the aim of the present thesis is to study, through the Finite Element modeling method and the continuous comparison with experimental results, the real response of elements that compose these infrastructures, i.e. reinforced concrete slabs subjected to concentrated loads. These elements are characterized by shear behavior and crisis, whose modeling is, from a computational point of view, a hard challenge, due to their brittle behavior combined with various 3D effects. The thesis is focused on the use of Sequentially Linear Analysis (SLA), an alternative solution technique to classical non linear Finite Element analyses that are based on incremental and iterative approaches. The advantage of SLA is to avoid the well-known convergence problems of non linear analyses by directly specifying a damage increment, in terms of a reduction of stiffness and strength in the particular finite element, instead of a load or displacement increment. The comparison between the results of two laboratory tests on reinforced concrete slabs and those obtained by SLA has shown in both the cases the robustness of the method, in terms of accuracy of load-displacements diagrams, of the distribution of stress and strain and of the representation of the cracking pattern and of the shear failure mechanisms. Different variations of the most important parameters have been performed, pointing out the strong incidence on the solutions of the fracture energy and of the chosen shear retention model. At last a confrontation between SLA and the non linear Newton-Raphson method has been executed, showing the better reliability of the SLA in the evaluation of the ultimate loads and displacements, together with a significant reduction of computational times.

Bayesian Hierarchical Distributed Lag Models for Summer Ozone Exposure and Cardio-Respiratory Mortality

In this paper, we develop Bayesian hierarchical distributed lag models for estimating associations between daily variations in summer ozone levels and daily variations in cardiovascular and respiratory (CVDRESP) mortality counts for 19 U.S. large cities included in the National Morbidity Mortality Air Pollution Study (NMMAPS) for the period 1987 - 1994. At the first stage, we define a semi-parametric distributed lag Poisson regression model to estimate city-specific relative rates of CVDRESP associated with short-term exposure to summer ozone. At the second stage, we specify a class of distributions for the true city-specific relative rates to estimate an overall effect by taking into account the variability within and across cities. We perform the calculations with respect to several random effects distributions (normal, t-student, and mixture of normal), thus relaxing the common assumption of a two-stage normal-normal hierarchical model. We assess the sensitivity of the results to: 1) lag structure for ozone exposure; 2) degree of adjustment for long-term trends; 3) inclusion of other pollutants in the model;4) heat waves; 5) random effects distributions; and 6) prior hyperparameters. On average across cities, we found that a 10ppb increase in summer ozone level for every day in the previous week is associated with 1.25 percent increase in CVDRESP mortality (95% posterior regions: 0.47, 2.03). The relative rate estimates are also positive and statistically significant at lags 0, 1, and 2. We found that associations between summer ozone and CVDRESP mortality are sensitive to the confounding adjustment for PM_10, but are robust to: 1) the adjustment for long-term trends, other gaseous pollutants (NO_2, SO_2, and CO); 2) the distributional assumptions at the second stage of the hierarchical model; and 3) the prior distributions on all unknown parameters. Bayesian hierarchical distributed lag models and their application to the NMMAPS data allow us estimation of an acute health effect associated with exposure to ambient air pollution in the last few days on average across several locations. The application of these methods and the systematic assessment of the sensitivity of findings to model assumptions provide important epidemiological evidence for future air quality regulations.

Stress relaxation behavior of PMMA/PS polymer blends

In this work, the stress relaxation behavior of PMMA/PS blends, with or without random copolymer addition, submitted to step shear strain experiments in the linear and nonlinear regime was studied. The effect of blend composition (ranging from 10 to 30 wt.% of dispersed phase), viscosity ratio (ranging from 0.1 to 7.5), and random copolymer addition (for concentrations up to 8 wt.% with respect to the dispersed phase) was evaluated and correlated to the evolution of the morphology of the blends. All blends presented three relaxation stages: a first fast relaxation which was attributed to the relaxation of the pure phases, a second one which was characterized by the presence of a plateau, and a third fast one. The relaxation was shown to be faster for less extended and smaller droplets and to be influenced by coalescence for blends with a dispersed phase concentration larger than 20 wt.%. The relaxation of the blend was strongly influenced by the matrix viscosity. The addition of random copolymer resulted in a slower relaxation of the droplets.

Air Pollution and Mortality in Latin America The Role of Education

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.

Um elemento finito fisicamente não-linear para vigas mistas aço-betão

Dissertação para obtenção do Grau de Mestre em Engenharia Civil

Effects of quantitative easing on the USA economy: A test for policy effectiveness

The catastrophic disruption in the USA financial system in the wake of the financial crisis prompted the Federal Reserve to launch a Quantitative Easing (QE) programme in late 2008. In line with Pesaran and Smith (2014), I use a policy effectiveness test to assess whether this massive asset purchase programme was effective in stimulating the economic activity in the USA. Specifically, I employ an Autoregressive Distributed Lag Model (ARDL), in order to obtain a counterfactual for the USA real GDP growth rate. Using data from 1983Q1 to 2009Q4, the results show that the beneficial effects of QE appear to be weak and rather short-lived. The null hypothesis of policy ineffectiveness is not rejected, which suggests that QE did not have a meaningful impact on output growth.

Ex vivo Pulsatile Perfusion of Human Saphenous Veins Induces Intimal Hyperplasia and Increased Levels of the Plasminogen Activator Inhibitor 1.

Vessel wall trauma induces vascular remodeling processes including the development of intimal hyperplasia (IH). To assess the development of IH in human veins, we have used an ex vivo vein support system (EVVSS) allowing the perfusion of freshly isolated segments of saphenous veins in the presence of a pulsatile flow which reproduced arterial conditions regarding shear stress, flow rate and pressure during a period of 7 and 14 days. Compared to the corresponding freshly harvested human veins, histomorphometric analysis showed a significant increase in the intimal thickness which was already maximal after 7 days of perfusion. Expression of the endothelial marker CD31 demonstrated the presence of endothelium up to 14 days of perfusion. In our EVVSS model, the activity as well as the mRNA and protein expression levels of plasminogen activator inhibitor 1, the inhibitor of urokinase-type plasminogen activator (uPA) and tissue-type plasminogen activator (tPA), were increased after 7 days of perfusion, whereas the expression levels of tPA and uPA were not altered. No major change was observed between 7 and 14 days of perfusion. These data show that our newly developed EVVSS is a valuable setting to study ex vivo remodeling of human veins submitted to a pulsatile flow.

Research networks and inventors’ mobility as drivers of innovation evidence from Europe

We investigate the importance of the labour mobility of inventors, as well as the scale, extent and density of their collaborative research networks, for regional innovation outcomes. To do so, we apply a knowledge production function framework at the regional level and include inventors’ networks and their labour mobility as regressors. Our empirical approach takes full account of spatial interactions by estimating a spatial lag model together, where necessary, with a spatial error model. In addition, standard errors are calculated using spatial heteroskedasticity and autocorrelation consistent estimators to ensure their robustness in the presence of spatial error autocorrelation and heteroskedasticity of unknown form. Our results point to the existence of a robust positive correlation between intraregional labour mobility and regional innovation, whilst the relationship with networks is less clear. However, networking across regions positively correlates with a region’s innovation intensity.

Osakkeiden hintojen muutokset makrotalouden muuttujia ennakoivina tekijöinä 2001-2011: BRIC-maat , euroalue, Japani ja USA.

The aim of this thesis is to examine stock returns as predictive indicators to macroeconomic variables in BRIC-countries, Japan, USA and euro area. We picked to represent macroeconomic variables interest rate, inflation, currency, gross domestic product and industrial production. For the beginning we examined previous studies and theory about the subject. Hypothesis of this thesis were derived from the previous studies. To conduct the results we used tests such augmented Dickey-Fuller, Engle-Granger co-integration, Granger causality and lagged distribution model. According to results stock returns do predictive macroeconomic variables and specifically changes of GDP and industrial production. There were few evidences of stock returns predictive power of inflation.

Sedimentology and micromorphology of drumlin sediments at Chimney Bluffs State Park, New York, United States of America

The drumlin sediments at Chimney Bluffs, New York appear to represent a block-inmatrix style glacial melange. This melange comprises sand stringers, lenses and intraclasts juxtaposed in an apparently massive diamicton. Thin section examination of these glacigenic deposits has revealed microstructures indicative of autokinetic subglacial defonnation which are consistent with a deformable bed origin for the diamicton. These features include banding and. necking of matrix grains, oriented plasma fabrics and the formation of pressure shadows at the long axis ends of elongate clasts. Preservation of primary stratification within the sand intraclasts appears to suggest that these features were pre-existing up-ice deposits that were frozen, entrained, then deposited as part of a defonning till layer beneath an advancing ice sheet. Multi-directional micro-shearing within the sand blocks is thought to reflect the frozen nature of the sand units in such a high strain environment. It is also contended that dewatering of the sediment pile leading to the eventual immobilisation of the defonning till layer was responsible for opening sub-horizontal fissures within the diamicton. These features were subsequently infilled with mass flow poorly sorted sands and silts which were subjected to ductile defonnation during the waning stages of an actively deforming till layer. Microstructures indicative of the dewatering processes in the sand units include patches of fine-grained particles within a coarser-grained matrix and the presence of concentrated zones of translocated clays. However, these units were probably confined within an impermeable diamicton casing that prevented massive pore water influxes from the deforming till layer~ Hence, these microstructures probably reflect localised dewatering of the sand intraclasts. A layered subglacial shear zone model is proposed for the various features exhibited by the drumlin sediments. The complexity of these structures is explained in terms of ii superposing deformation styles in response to changing pore water pressures. Constructional glaciotectonics, as implied by the occurrence of sub-horizontal fissuring, is suggested as the mechanism for the stacking of the sand intraclast units within the diamicton. The usefulness of micromorphology in complimenting the traditional sedimentology of glacigenic deposits is emphasised by the current study. An otherwise massive diamicton was shown to contain microstructures indicative of the very high strain rates expected in a complexly deforming till layer. . It is quite obvious from this investigation that the classification of diamictons needs to be re-examined for evidence of microstructures that could lead to the re-interpretation of diamicton forming processes. RESUME Le pacquet de sediments drumlinaire de Chimney Bluffs, New York, represent un "bloc-en-matrice" genre de melange glaciale. Des structures microscopique comprennent l'evidence pour la defonnation intrinseque attribuee a l'origine lit non resistant du drumlin. PreselVation des structures primaires au coeur des blocs arenaces suggere que ceux sont des depots preexistant qui furent geles, entraines et par la suite sedimentes au milieu d'une couche de debris sous-glaciaires en voie de deformation. Des failles microscopiques a l'interieur des blocs arenaces appuient aussi l'idee d'un bloc cohesif (c'est-a-dire gele) au centre d'un till non resistant. Des implications significatives s'emergent de cette etude pour les conditions sous-glaciaire et les processus de la formation des drumlin.

Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes.

In this paper, we develop finite-sample inference procedures for stationary and nonstationary autoregressive (AR) models. The method is based on special properties of Markov processes and a split-sample technique. The results on Markovian processes (intercalary independence and truncation) only require the existence of conditional densities. They are proved for possibly nonstationary and/or non-Gaussian multivariate Markov processes. In the context of a linear regression model with AR(1) errors, we show how these results can be used to simplify the distributional properties of the model by conditioning a subset of the data on the remaining observations. This transformation leads to a new model which has the form of a two-sided autoregression to which standard classical linear regression inference techniques can be applied. We show how to derive tests and confidence sets for the mean and/or autoregressive parameters of the model. We also develop a test on the order of an autoregression. We show that a combination of subsample-based inferences can improve the performance of the procedure. An application to U.S. domestic investment data illustrates the method.

Non-testability of equal weights spatial dependence

We show that any invariant test for spatial autocorrelation in a spatial error or spatial lag model with equal weights matrix has power equal to size. This result holds under the assumption of an elliptical distribution. Under Gaussianity, we also show that any test whose power is larger than its size for at least one point in the parameter space must be biased.