A Nonstationary Model of Newborn EEG

The detection of seizure in the newborn is a critical aspect of neurological research. Current automatic detection techniques are difficult to assess due to the problems associated with acquiring and labelling newborn electroencephalogram (EEG) data. A realistic model for newborn EEG would allow confident development, assessment and comparison of these detection techniques. This paper presents a model for newborn EEG that accounts for its self-similar and non-stationary nature. The model consists of background and seizure sub-models. The newborn EEG background model is based on the short-time power spectrum with a time-varying power law. The relationship between the fractal dimension and the power law of a power spectrum is utilized for accurate estimation of the short-time power law exponent. The newborn EEG seizure model is based on a well-known time-frequency signal model. This model addresses all significant time-frequency characteristics of newborn EEG seizure which include; multiple components or harmonics, piecewise linear instantaneous frequency laws and harmonic amplitude modulation. Estimates of the parameters of both models are shown to be random and are modelled using the data from a total of 500 background epochs and 204 seizure epochs. The newborn EEG background and seizure models are validated against real newborn EEG data using the correlation coefficient. The results show that the output of the proposed models has a higher correlation with real newborn EEG than currently accepted models (a 10% and 38% improvement for background and seizure models, respectively).

Viral Load Predicts New World Health Organization Stage 3 and 4 Events in HIV-Infected Children Receiving Highly Active Antiretroviral Therapy, Independent of CD4 T Lymphocyte Value

Background. Many resource-limited countries rely on clinical and immunological monitoring without routine virological monitoring for human immunodeficiency virus (HIV)-infected children receiving highly active antiretroviral therapy (HAART). We assessed whether HIV load had independent predictive value in the presence of immunological and clinical data for the occurrence of new World Health Organization (WHO) stage 3 or 4 events (hereafter, WHO events) among HIV-infected children receiving HAART in Latin America. Methods. The NISDI (Eunice Kennedy Shriver National Institute of Child Health and Human Development International Site Development Initiative) Pediatric Protocol is an observational cohort study designed to describe HIV-related outcomes among infected children. Eligibility criteria for this analysis included perinatal infection, age ! 15 years, and continuous HAART for >= 6 months. Cox proportional hazards modeling was used to assess time to new WHO events as a function of immunological status, viral load, hemoglobin level, and potential confounding variables; laboratory tests repeated during the study were treated as time-varying predictors. Results. The mean duration of follow-up was 2.5 years; new WHO events occurred in 92 (15.8%) of 584 children. In proportional hazards modeling, most recent viral load 15000 copies/mL was associated with a nearly doubled risk of developing a WHO event (adjusted hazard ratio, 1.81; 95% confidence interval, 1.05-3.11; P = 033), even after adjustment for immunological status defined on the basis of CD4 T lymphocyte value, hemoglobin level, age, and body mass index. Conclusions. Routine virological monitoring using the WHO virological failure threshold of 5000 copies/mL adds independent predictive value to immunological and clinical assessments for identification of children receiving HAART who are at risk for significant HIV-related illness. To provide optimal care, periodic virological monitoring should be considered for all settings that provide HAART to children.

A fuzzy Reed-Frost model for epidemic spreading

In this paper, we present a fuzzy approach to the Reed-Frost model for epidemic spreading taking into account uncertainties in the diagnostic of the infection. The heterogeneities in the infected group is based on the clinical signals of the individuals (symptoms, laboratorial exams, medical findings, etc.), which are incorporated into the dynamic of the epidemic. The infectivity level is time-varying and the classification of the individuals is performed through fuzzy relations. Simulations considering a real problem with data of the viral epidemic in a children daycare are performed and the results are compared with a stochastic Reed-Frost generalization.

On a possible mechanism for peripheral nerve stimulation during magnetic resonance imaging scans

When patients undergo a magnetic resonance imaging scan, they are subject to both strong static and temporal magnetic fields. The temporal fields are designed to vary at each point in the region being imaged. This is achieved by the use of gradient coils. However, when the gradient coils are switched very rapidly, the strongly time-varying magnetic fields produced can be responsible for stimulating nerves in the peripheral regions of the body. This paper gives a somewhat novel explanation for this phenomenon. The physical mechanism suggested is supported by an illustrative theoretical calculation.

Shear stress and sediment transport calculations for sheet flow under waves

A simple method is provided for calculating transport rates of not too fine (d(50) greater than or equal to 0.20 mm) sand under sheet flow conditions. The method consists of a Meyer-Peter-type transport formula operating on a time-varying Shields parameter, which accounts for both acceleration-asymmetry and boundary layer streaming. While velocity moment formulae, e.g.., = Constant x calibrated against U-tube measurements, fail spectacularly under some real waves (Ribberink, J.S., Dohmen-Janssen, C.M., Hanes, D.M., McLean, S.R., Vincent, C., 2000. Near-bed sand transport mechanisms under waves. Proc. 27th Int. Conf. Coastal Engineering, Sydney, ASCE, New York, pp. 3263-3276, Fig. 12), the new method predicts the real wave observations equally well. The reason that the velocity moment formulae fail under these waves is partly the presence of boundary layer streaming and partly the saw-tooth asymmetry, i.e., the front of the waves being steeper than the back. Waves with saw-tooth asymmetry may generate a net landward sediment transport even if = 0, because of the more abrupt acceleration under the steep front. More abrupt accelerations are associated with thinner boundary layers and greater pressure gradients for a given velocity magnitude. The two real wave effects are incorporated in a model of the form Q(s)(t) = Q(s)[theta(t)] rather than Q(S)(t) = Q(S)[u(infinity)(t)], i.e., by expressing the transport rate in terms of an instantaneous Shields parameter rather than in terms of the free stream velocity, and accounting for both streaming and accelerations in the 0(t) calculations. The instantaneous friction velocities u(*)(t) and subsequently theta(t) are calculated as follows. Firstly, a linear filter incorporating the grain roughness friction factor f(2.5) and a phase angle phi(tau) is applied to u(infinity)(t). This delivers u(*)(t) which is used to calculate an instantaneous grain roughness Shields parameter theta(2.5)(t). Secondly, a constant bed shear stress is added which corresponds to the streaming related bed shear stress -rho ($) over bar((u) over tilde(w) over tilde)(infinity) . The method can be applied to any u(infinity)(t) time series, but further experimental validation is recommended before application to conditions that differ strongly from the ones considered below. The method is not recommended for rippled beds or for sheet flow with typical prototype wave periods and d(50) < 0.20 turn. In such scenarios, time lags related to vertical sediment movement become important, and these are not considered by the present model. (C) 2002 Elsevier Science B.V. All rights reserved.

On the induced electric field gradients in the human body for magnetic stimulation by gradient coils in MRI

Prior theoretical studies indicate that the negative spatial derivative of the electric field induced by magnetic stimulation may he one of the main factors contributing to depolarization of the nerve fiber. This paper studies this parameter for peripheral nerve stimulation (PNS) induced by time.-varying gradient fields during MRI scans. The numerical calculations are based on an efficient, quasi-static, finite-difference scheme and an anatomically realistic human, full-body model. Whole-body cylindrical and planar gradient sets in MRI systems and various input signals have been explored. The spatial distributions of the induced electric field and their gradients are calculated and attempts are made to correlate these areas with reported experimental stimulation data. The induced electrical field pattern is similar for both the planar coils and cylindrical coils. This study provides some insight into the spatial characteristics of the induced field gradients for PNS in MRI, which may be used to further evaluate the sites where magnetic stimulation is likely to occur and to optimize gradient coil design.

Influence of magnetically-induced E-fields on cardiac electric activity during MRI: A modeling study

In modern magnetic resonance imaging (MRI), patients are exposed to strong, time-varying gradient magnetic fields that may be able to induce electric fields (E-fields)/currents in tissues approaching the level of physiological significance. In this work we present theoretical investigations into induced E-fields in the thorax, and evaluate their potential influence on cardiac electric activity under the assumption that the sites of maximum E-field correspond to the myocardial stimulation threshold (an abnormal circumstance). Whole-body cylindrical and planar gradient coils were included in the model. The calculations of the induced fields are based on an efficient, quasi-static, finite-difference scheme and an anatomically realistic, whole-body model. The potential for cardiac stimulation was evaluated using an electrical model of the heart. Twelve-lead electrocardiogram (ECG) signals were simulated and inspected for arrhythmias caused by the applied fields for both healthy and diseased hearts. The simulations show that the shape of the thorax and the conductive paths significantly influence induced E-fields. In healthy patients, these fields are not sufficient to elicit serious arrhythmias with the use of contemporary gradient sets. However, raising the strength and number of repeated switching episodes of gradients, as is certainly possible in local chest gradient sets, could expose patients to increased risk. For patients with cardiac disease, the risk factors are elevated. By the use of this model, the sensitivity of cardiac pathologies, such as abnormal conductive pathways, to the induced fields generated by an MRI sequence can be investigated. (C) 2003 Wiley-Liss, Inc.

A curva de Phillips no Brasil e a política de metas de inflação : uma análise da evolução do trade-off durante o período 1980-2010

Diante de uma discussão não consensual a respeito da existência ou não de um trade-off entre inflação e desemprego (curva de Phillips), esta dissertação analisa a evolução desta relação na economia brasileira no período 1980-2010 através de duas análises diferentes: A primeira é uma análise considerada estática, realizada com a utilização de uma regressão linear simples. A segunda consiste em uma análise dinâmica, onde é utilizada uma regressão com coeficientes time-varying, com a estimação dos coeficientes sendo realizada com a aplicação do filtro de Kalman. Os resultados econométricos mostraram que a relação entre inflação e desemprego de fato se alterou ao longo do período analisado: A curva de Phillips se torna horizontal após o Plano Real e fica levemente positiva após o Regime de Metas de Inflação. Sendo assim, este trabalho basicamente se divide em duas partes: A primeira consiste de uma contextualização teórica da relação entre inflação e desemprego e do regime de metas de inflação. A segunda parte traz a análise econométrica, onde é descrita a evolução do trade-off. Diante dos resultados encontrados, são apresentadas suas possíveis causas e é realizada uma análise qualitativa da atual política monetária praticada pelo Banco Central do Brasil.

Proposta de um algoritmo GPC adaptativo com baixo custo computacional

Esta dissertação propõe um algoritmo do Controlador Preditivo Generalizado (GPC) com horizonte de controle igual a um para ser aplicado em plantas industriais com modelos variantes no tempo, simples o su ficiente para ser implementado em Controlador Lógico Programável (PLC). A solução explícita do controlador é obtida em função dos parâmetros do modelo e dos parâmetros de sintonia do GPC (horizonte nal de predição hp e o fator de supressão do sinal de controle ), além das entradas e saídas presentes e passadas. A sintonia do fator de supressão e do horizonte de previsão GPC é feita através do lugar das raízes da equação característica do sistema em malha fechada, sempre que os parâmetros do modelo da planta industrial (estável ou instável em malha aberta) forem modificados.

Conditioning information in mutual fund performance evaluation: Portuguese evidence

We estimate and compare the performance of Portuguese-based mutual funds that invest in the domestic market and in the European market using unconditional and conditional models of performance evaluation. Besides applying both partial and full conditional models, we use European information variables, instead of the most common local ones, and consider stochastically detrended conditional variables in order to avoid spurious regressions. The results suggest that mutual fund managers are not able to outperform the market, presenting negative or neutral performance. The incorporation of conditioning information in performance evaluation models is supported by our findings, as it improves the explanatory power of the models and there is evidence of both time-varying betas and alphas related to the public information variables. It is also shown that the number of lags to be used in the stochastic detrending procedure is a critical choice, as it will impact the significance of the conditioning information. In addition, we observe a distance effect, since managers who invest locally seem to outperform those who invest in the European market. However, after controlling for public information, this effect is slightly reduced. Furthermore, the results suggest that survivorship bias has a small impact on performance estimates.

Measuring fund performance using multi-factor models: evidence for the Portuguese market

This paper examines the performance of Portuguese equity funds investing in the domestic and in the European Union market, using several unconditional and conditional multi-factor models. In terms of overall performance, we find that National funds are neutral performers, while European Union funds under-perform the market significantly. These results do not seem to be a consequence of management fees. Overall, our findings are supportive of the robustness of conditional multi-factor models. In fact, Portuguese equity funds seem to be relatively more exposed to smallcaps and more value-oriented. Also, they present strong evidence of time-varying betas and, in the case of the European Union funds, of time-varying alphas too. Finally, in terms of market timing, our tests suggest that mutual fund managers in our sample do not exhibit any market timing abilities. Nevertheless, we find some evidence of timevarying conditional market timing abilities but only at the individual fund level.

Style and performance of international socially responsible funds in Europe

This paper analyses the performance and investment styles of internationally oriented Socially Responsible Investment (SRI)funds, domiciled in eight European markets, in comparison with characteristics-matched conventional funds. To the best of our knowledge, this is the first multi-country study, focused on international SRI funds (investing in Global and in European equities), to combine the matched-pairs approach with the use of robust conditional multi-factor performance evaluation models, which allow for both time-varying alphas and betas and also control for home biases and spurious regression biases.In general, the results show that differences in the performance of international SRI funds and their conventional peers are not statistically significant. Regarding investment styles, SRI and conventional funds exhibit similar factor exposures in most cases. In addition,conventional benchmarks present a higher explaining power of SRI fund returns than SRI benchmarks. Our results also show significant differences in the investment styles of SRI funds according to whether they use “best-in-class” screening strategies or not. When compared to SRI funds that employ simple negative and/or positive screens, SRI “best-in-class” funds present significantly lower exposures to small caps and momentum strategies and significantly higher exposures to local stocks.

What drives corporate default risk premia? Evidence from the CDS market

This paper studies the evolution of the default risk premia for European firms during the years surrounding the recent credit crisis. We employ the information embedded in Credit Default Swaps (CDS) and Moody’s KMV EDF default probabilities to analyze the common factors driving this risk premia. The risk premium is characterized in several directions: Firstly, we perform a panel data analysis to capture the relationship between CDS spreads and actual default probabilities. Secondly, we employ the intensity framework of Jarrow et al. (2005) in order to measure the theoretical effect of risk premium on expected bond returns. Thirdly, we carry out a dynamic panel data to identify the macroeconomic sources of risk premium. Finally, a vector autoregressive model analyzes which proportion of the co-movement is attributable to financial or macro variables. Our estimations report coefficients for risk premium substantially higher than previously referred for US firms and a time varying behavior. A dominant factor explains around 60% of the common movements in risk premia. Additionally, empirical evidence suggests a public-to-private risk transfer between the sovereign CDS spreads and corporate risk premia.

Lipid content of frozen fish: comparison of different extraction methods and variability during freezing storage

In this work, a microwave-assisted extraction (MAE) methodology was compared with several conventional extraction methods (Soxhlet, Bligh & Dyer, modified Bligh & Dyer, Folch, modified Folch, Hara & Radin, Roese-Gottlieb) for quantification of total lipid content of three fish species: horse mackerel (Trachurus trachurus), chub mackerel (Scomber japonicus), and sardine (Sardina pilchardus). The influence of species, extraction method and frozen storage time (varying from fresh to 9 months of freezing) on total lipid content was analysed in detail. The efficiencies of methods MAE, Bligh & Dyer, Folch, modified Folch and Hara & Radin were the highest and although they were not statistically different, differences existed in terms of variability, with MAE showing the highest repeatability (CV = 0.034). Roese-Gottlieb, Soxhlet, and modified Bligh & Dyer methods were very poor in terms of efficiency as well as repeatability (CV between 0.13 and 0.18).

Analysis of stock market indices through multidimensional scaling

We propose a graphical method to visualize possible time-varying correlations between fifteen stock market values. The method is useful for observing stable or emerging clusters of stock markets with similar behaviour. The graphs, originated from applying multidimensional scaling techniques (MDS), may also guide the construction of multivariate econometric models.