948 resultados para Random Coefficient Autoregressive Model{ RCAR (1)}
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La candidose oro-pharyngée (COP) est l’infection fongique opportuniste la plus commune chez les individus infectés par le VIH-1. La production des cytokines Il-17 et Il-22 par les lymphocytes Th17 est importante lors de la résolution de la COP, puisque ces cytokines induisent la production de peptides antifongiques et le recrutement des neutrophiles polymorphonucléaires. Toutefois, les lymphocytes Th17 sont préférentiellement déplétés chez les individus infectés par le VIH-1. Le modèle de COP chez la souris transgénique (Tg) CD4C/HIVMutA, exprimant les gènes nef, env et rev du VIH-1, permettra de déterminer si des altérations quantitatives et/ou fonctionnelles des sous-populations de lymphocytes T CD4+ causent la sensibilité à la candidose. Les sous-populations Th1, Th2, Th1Th17, Th17 et Treg, ainsi que leurs précurseurs, les lymphocytes T CD4+ naïfs, sont sévèrement déplétées dans les ganglions cervicaux de la souris Tg. Cependant, les lymphocytes T CD4+ naïfs conservent la capacité à se différencier in vitro en présence de cytokines polarisantes et à produire les cytokines typiques des diverses sous-populations. De plus, les cytokines requises pour la polarisation des lymphocytes T CD4+ naïfs n’étaient pas réduites dans les ganglions cervicaux des souris Tg, 7 jours après le début de l’infection. Les gènes S100a8, Ccl20, Il17 et Il22 étaient surexprimés en réponse à la COP chez la souris non-Tg, mais pas chez la souris Tg. Le traitement de souris Tg infectées à l’aide de la combinaison des cytokines Il-17 et Il-22 réduit significativement la charge fongique buccale de C. albicans et le nombre d’hyphes dans l’épithélium de la langue et restaure la capacité à surexprimer des gènes S100a8, Ccl20 et Il22. Ces résultats démontrent que la perturbation de l’induction de l’immunité innée par l’Il-17 et l’Il-22 augmente la susceptibilité à la COP chez la souris Tg.
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The formation of coherently strained three-dimensional (3D) islands on top of the wetting layer in the Stranski-Krastanov mode of growth is considered in a model in 1 + 1 dimensions accounting for the anharmonicity and nonconvexity of the real interatomic forces. It is shown that coherent 3D islands can be expected to form in compressed rather than expanded overlayers beyond a critical lattice misfit. In expanded overlayers the classical Stranski-Krastanov growth is expected to occur because the misfit dislocations can become energetically favored at smaller island sizes. The thermodynamic reason for coherent 3D islanding is incomplete wetting owing to the weaker adhesion of the edge atoms. Monolayer height islands with a critical size appear as necessary precursors of the 3D islands. This explains the experimentally observed narrow size distribution of the 3D islands. The 2D-3D transformation takes place by consecutive rearrangements of mono- to bilayer, bi- to trilayer islands, etc., after the corresponding critical sizes have been exceeded. The rearrangements are initiated by nucleation events, each one needing to overcome a lower energetic barrier than the one before. The model is in good qualitative agreement with available experimental observations.
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Introducción: La demencia se ha convertido en una enfermedad de alta prevalencia en el adulto mayor. Hoy en día el uso de benzodiazepinas en esta población es alto, siendo reportado previamente cambios cognitivos por estos medicamentos, sin ser claro si existe mayor riesgo de demencia asociada a su consumo. El objetivo de este estudio es determinar si existe riesgo en el uso de benzodiazepinas para el posterior desarrollo de demencia. Metodología. Revisión de la literatura de estudios de cohortes y casos y controles que midan el riesgo de demencia asociada al uso de benzodiazepinas para su posterior análisis estadístico. Resultados: De los 638 artículos encontrados en la búsqueda, 4 cumplieron con los criterios de selección. El cálculo estadístico arroja un OR de modelo de efectos aleatorios de 1,8683 (IC 95 %, 0,7258-4,8098) y un OR de efectos fijos 4,2549 (IC 95 %, 3,9389-4,5963). Discusión: Los hallazgos sugieren un mayor riesgo de demencia asociado al uso de benzodiazepinas, los hallazgos deben ser manejados con cautela por la heterogeneidad obtenida. Conclusiones: Puede existir un riesgo de demencia asociada al uso de benzodiazepinas en mayores de 45 años, se considera que el uso en el adulto mayor debe ser más prudente.
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Históricamente se ha reconocido que los conflictos internos afectan de manera directa variables a nivel individual como la salud de las personas, los niveles de escolaridad y el desplazamiento forzoso de los afectados. Sin embargo, solo hasta la última década las investigaciones académicas se han inclinado en documentar y cuantificar rigurosamente los efectos colaterales de la violencia sobre las condiciones de vida de los individuos. La presente investigación estudia cómo la exposición al conflicto en Colombia ha afectado las decisiones en términos de mercado laboral de las personas. La estrategia de identificación internaliza los reconocidos problemas de endogeneidad del conflicto con variables de actividad y desarrollo económico y presenta resultados robustos a fenómenos de migración interna y desplazamiento. En términos de participación laboral y desempleo, se encuentran efectos heterogéneos a nivel de género como respuestas a la violencia experimentada. En particular, la probabilidad de participación laboral de las mujeres se incremente como consecuencia de la exposición al conflicto, mientras que la de desempleo disminuye. Para los hombres, los resultados muestran una menor probabilidad de participación, efecto contrario al de las mujeres, y un efecto análogo en términos de desempleo. La investigación no encuentra efectos diferenciales en términos de informalidad laboral.
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We look at at the empirical validity of Schelling’s models for racial residential segregation applied to the case of Chicago. Most of the empirical literature has focused exclusively the single neighborhood model, also known as the tipping point model and neglected a multineighborhood approach or a unified approach. The multi-neighborhood approach introduced spatial interaction across the neighborhoods, in particular we look at spatial interaction across neighborhoods sharing a border. An initial exploration of the data indicates that spatial contiguity might be relevant to properly analyse the so call tipping phenomena of predominately non-Hispanic white neighborhoods to predominantly minority neighborhoods within a decade. We introduce an econometric model that combines an approach to estimate tipping point using threshold effects and a spatial autoregressive model. The estimation results from the model disputes the existence of a tipping point, that is a discontinuous change in the rate of growth of the non-Hispanic white population due to a small increase in the minority share of the neighborhood. In addition we find that racial distance between the neighborhood of interest and it surrounding neighborhoods has an important effect on the dynamics of racial segregation in Chicago.
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L'objectiu d'aquesta tesi doctoral consisteix en determinar si el model de gestió dels recursos humans de les empreses matrius japoneses es transferible a les filials japoneses de Catalunya. Per tot això després d'un estudi teòric sobre la literatura existent del model de gestió dels recursos humans japonès i la internacionalització dels recursos humans, s'ha realitzat un treball empíric mitjançant una enquesta a les filials japoneses instal.lades a Catalunya. En el qüestionari s'analitzen diferents àmbits de la gestió dels recursos humans i que constitueixen les 7 hipòtesis del nostre treball de camp basades en el model de recursos humans japonès referides a: 1- Reclutament i selecció, 2- Promoció i Rotació, 3- Lideratge, comunicació i treball en equip, 4- Motivació, clima laboral i cultura empresrial, 5- Formació i desenvolupament, 6- Avaluació de l'acompliment, y 7- Retribució i beneficis socials. Tot això ens ha indicat quina es la tendència del model japonès de recursos humans a les filials catalanes tenint en compte que estem analitzant un contexte cultural diferent a la idiosincrasia dels treballadors japonesos. El treball ens ha permés de proposar dues línies d'investigació, una a determinar en el temps i una altre en l'espai. En el temps amb la nova generació s'està produint un canvi cultural en el qual els joves japonesos intenten importar part dels valors occidentals que es veurà reflectit al llarg de 10-20 anys. I en l'espai l'aplicació de l'estudi a altres països europeus, com Anglaterra, França i Alemanya que són els principals països on els japonesos prefereixen instal.lar-se.
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FAMOUS is an ocean-atmosphere general circulation model of low resolution, capable of simulating approximately 120 years of model climate per wallclock day using current high performance computing facilities. It uses most of the same code as HadCM3, a widely used climate model of higher resolution and computational cost, and has been tuned to reproduce the same climate reasonably well. FAMOUS is useful for climate simulations where the computational cost makes the application of HadCM3 unfeasible, either because of the length of simulation or the size of the ensemble desired. We document a number of scientific and technical improvements to the original version of FAMOUS. These improvements include changes to the parameterisations of ozone and sea-ice which alleviate a significant cold bias from high northern latitudes and the upper troposphere, and the elimination of volume-averaged drifts in ocean tracers. A simple model of the marine carbon cycle has also been included. A particular goal of FAMOUS is to conduct millennial-scale paleoclimate simulations of Quaternary ice ages; to this end, a number of useful changes to the model infrastructure have been made.
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Stream-water flows and in-stream nitrate and ammonium concentrations in a small (36.7 ha) Atlantic Forest catchment were simulated using the Integrated Nitrogen in CAtchments (INCA) model version 1.9.4. The catchment, at Cunha, is in the Serra do Mar State Park, SE Brazil and is nearly pristine because the nearest major conurbations, Sao Paulo and Rio, are some 450 km distant. However, intensive farming may increase nitrogen (N) deposition and there are growing pressures for urbanisation. The mean-monthly discharges and NO3-N concentration dynamics were simulated adequately for the calibration and validation periods with (simulated) loss rates of 6.55 kg.ha(-1) yr(-1) for NO3-N and 3.85 kg.ha(-1) yr(-1) for NH4-N. To investigate the effects of elevated levels of N deposition in the future, various scenarios for atmospheric deposition were simulated; the highest value corresponded to that in a highly polluted area of Atlantic Forest in Sao Paulo City. It was found that doubling the atmospheric deposition generated a 25% increase in the N leaching rate, while at levels approaching the highly polluted Sao Paulo deposition rate, five times higher than the current rate, leaching increased by 240%, which would create highly eutrophic conditions, detrimental to downstream water quality. The results indicate that the INCA model can be useful for estimating N concentration and fluxes for different atmospheric deposition rates and hydrological conditions.
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Observations show the oceans have warmed over the past 40 yr. with appreciable regional variation and more warming at the surface than at depth. Comparing the observations with results from two coupled ocean-atmosphere climate models [the Parallel Climate Model version 1 (PCM) and the Hadley Centre Coupled Climate Model version 3 (HadCM3)] that include anthropogenic forcing shows remarkable agreement between the observed and model-estimated warming. In this comparison the models were sampled at the same locations as gridded yearly observed data. In the top 100 m of the water column the warming is well separated from natural variability, including both variability arising from internal instabilities of the coupled ocean-atmosphere climate system and that arising from volcanism and solar fluctuations. Between 125 and 200 m the agreement is not significant, but then increases again below this level, and remains significant down to 600 m. Analysis of PCM's heat budget indicates that the warming is driven by an increase in net surface heat flux that reaches 0.7 W m(-2) by the 1990s; the downward longwave flux increases bv 3.7 W m(-2). which is not fully compensated by an increase in the upward longwave flux of 2.2 W m(-2). Latent and net solar heat fluxes each decrease by about 0.6 W m(-2). The changes in the individual longwave components are distinguishable from the preindustrial mean by the 1920s, but due to cancellation of components. changes in the net surface heat flux do not become well separated from zero until the 1960s. Changes in advection can also play an important role in local ocean warming due to anthropogenic forcing, depending, on the location. The observed sampling of ocean temperature is highly variable in space and time. but sufficient to detect the anthropogenic warming signal in all basins, at least in the surface layers, bv the 1980s.
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In this paper, a fuzzy Markov random field (FMRF) model is used to segment land-objects into free, grass, building, and road regions by fusing remotely, sensed LIDAR data and co-registered color bands, i.e. scanned aerial color (RGB) photo and near infra-red (NIR) photo. An FMRF model is defined as a Markov random field (MRF) model in a fuzzy domain. Three optimization algorithms in the FMRF model, i.e. Lagrange multiplier (LM), iterated conditional mode (ICM), and simulated annealing (SA), are compared with respect to the computational cost and segmentation accuracy. The results have shown that the FMRF model-based ICM algorithm balances the computational cost and segmentation accuracy in land-cover segmentation from LIDAR data and co-registered bands.
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Linear models of market performance may be misspecified if the market is subdivided into distinct regimes exhibiting different behaviour. Price movements in the US Real Estate Investment Trusts and UK Property Companies Markets are explored using a Threshold Autoregressive (TAR) model with regimes defined by the real rate of interest. In both US and UK markets, distinctive behaviour emerges, with the TAR model offering better predictive power than a more conventional linear autoregressive model. The research points to the possibility of developing trading rules to exploit the systematically different behaviour across regimes.
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Geophysical time series sometimes exhibit serial correlations that are stronger than can be captured by the commonly used first‐order autoregressive model. In this study we demonstrate that a power law statistical model serves as a useful upper bound for the persistence of total ozone anomalies on monthly to interannual timescales. Such a model is usually characterized by the Hurst exponent. We show that the estimation of the Hurst exponent in time series of total ozone is sensitive to various choices made in the statistical analysis, especially whether and how the deterministic (including periodic) signals are filtered from the time series, and the frequency range over which the estimation is made. In particular, care must be taken to ensure that the estimate of the Hurst exponent accurately represents the low‐frequency limit of the spectrum, which is the part that is relevant to long‐term correlations and the uncertainty of estimated trends. Otherwise, spurious results can be obtained. Based on this analysis, and using an updated equivalent effective stratospheric chlorine (EESC) function, we predict that an increase in total ozone attributable to EESC should be detectable at the 95% confidence level by 2015 at the latest in southern midlatitudes, and by 2020–2025 at the latest over 30°–45°N, with the time to detection increasing rapidly with latitude north of this range.
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In this paper we investigate the price discovery process in single-name credit spreads obtained from bond, credit default swap (CDS), equity and equity option prices. We analyse short term price discovery by modelling daily changes in credit spreads in the four markets with a vector autoregressive model (VAR). We also look at price discovery in the long run with a vector error correction model (VECM). We find that in the short term the option market clearly leads the other markets in the sub-prime crisis (2007-2009). During the less severe sovereign debt crisis (2009-2012) and the pre-crisis period, options are still important but CDSs become more prominent. In the long run, deviations from the equilibrium relationship with the option market still lead to adjustments in the credit spreads observed or implied from other markets. However, options no longer dominate price discovery in any of the periods considered. Our findings have implications for traders, credit risk managers and financial regulators.
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This paper examines the predictability of real estate asset returns using a number of time series techniques. A vector autoregressive model, which incorporates financial spreads, is able to improve upon the out of sample forecasting performance of univariate time series models at a short forecasting horizon. However, as the forecasting horizon increases, the explanatory power of such models is reduced, so that returns on real estate assets are best forecast using the long term mean of the series. In the case of indirect property returns, such short-term forecasts can be turned into a trading rule that can generate excess returns over a buy-and-hold strategy gross of transactions costs, although none of the trading rules developed could cover the associated transactions costs. It is therefore concluded that such forecastability is entirely consistent with stock market efficiency.
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This paper employs a vector autoregressive model to investigate the impact of macroeconomic and financial variables on a UK real estate return series. The results indicate that unexpected inflation, and the interest rate term spread have explanatory powers for the property market. However, the most significant influence on the real estate series are the lagged values of the real estate series themselves. We conclude that identifying the factors that have determined UK property returns over the past twelve years remains a difficult task.