Multivariate contemporaneous-threshold autoregressive models

This paper proposes a contemporaneous-threshold multivariate smooth transition autoregressive (C-MSTAR) model in which the regime weights depend on the ex ante probabilities that latent regime-specific variables exceed certain threshold values. A key feature of the model is that the transition function depends on all the parameters of the model as well as on the data. Since the mixing weights are also a function of the regime-specific innovation covariance matrix, the model can account for contemporaneous regime-specific co-movements of the variables. The stability and distributional properties of the proposed model are discussed, as well as issues of estimation, testing and forecasting. The practical usefulness of the C-MSTAR model is illustrated by examining the relationship between US stock prices and interest rates.

State-dependent threshold STAR models

In this paper we consider extensions of smooth transition autoregressive (STAR) models to situations where the threshold is a time-varying function of variables that affect the separation of regimes of the time series under consideration. Our specification is motivated by the observation that unusually high/low values for an economic variable may sometimes be best thought of in relative terms. State-dependent logistic STAR and contemporaneous-threshold STAR models are introduced and discussed. These models are also used to investigate the dynamics of U.S. short-term interest rates, where the threshold is allowed to be a function of past output growth and inflation.

Mitochondrial tRNA(Leu(UUR)) mutation m.3302A > G presenting as childhood-onset severe myopathy: threshold determination through segregation study.

Mitochondrial tRNA(Leu(UUR)) mutation m.3302A > G is associated with respiratory chain complex I deficiency and has been described as a rare cause of mostly adult-onset slowly progressive myopathy. Five families with 11 patients have been described so far; 5 of them died young due to cardiorespiratory failure. Here, we report on a segregation study in a family with an index patient who already presented at the age of 18 months with proximal muscular hypotonia, abnormal fatigability, and lactic acidosis. This early-onset myopathy was rapidly progressive. At 8 years, the patient is wheel-chair bound, requires nocturnal assisted ventilation, and suffers from recurrent respiratory infections. Severe complex I deficiency and nearly homoplasmy for m.3302A > G were found in muscle. We collected blood, hair, buccal swabs and muscle biopsies from asymptomatic adults in this pedigree and determined heteroplasmy levels in these tissues as well as OXPHOS activities in muscle. All participating asymptomatic adults had normal OXPHOS activities. In contrast to earlier reports, we found surprisingly little variation of heteroplasmy levels in different tissues of the same individual. Up to 45% mutation load in muscle and up to 38% mutation load in other tissues were found in non-affected adults. The phenotypic spectrum of tRNA(Leu(UUR)) m.3302A > G mutation seems to be wider than previously described. A threshold of more than 45% heteroplasmy in muscle seems to be necessary to alter complex I activity leading to clinical manifestation. The presented data may be helpful for prognostic considerations and counseling in affected families.

Regulation of the voltage-gated sodium channel Nav1.7 by ubiquitin ligase Nedd4-2

Background and aim: Neuropathic pain (NP) is a frequent and disabling disorder occurring as a consequence of a direct lesion of the nervous system and recurrently associated with a positive shift toward nervous system excitability. Peripheral nerve activity is mainly carried by voltage-gated sodium channels (VGSC), with Nav1.7 isoform being an important candidate since loss of function mutations of its gene is associated with congenital inability to experience pain. Interestingly, ubiquitin ligases from the Nedd4 family are well known proteins that regulate the turnover of many membrane proteins such as VGSC and we showed Nedd2-2 is downregualted in experimental models of chronic pain. The aim of this study was to investigate the importance of Nedd4-2 in the modulation of Nav1.7 at the membrane. Methods: In vitro: whole cell patch clamp on HEK293 cell line stably expressing Nav1.7 was used to record sodium currents (INa), where the peak current of INa reflects the quantity of functional Nav1.7 expressed at the membrane. The possibility that Nedd4-2 modulates the currents was assessed by investigating the effect of its cotransfection on INa. Biotinylation of cell surface was used to isolate membrane-targeted Nav1.7. Furthermore, as the interaction between Nedd4-2 and Nav isoforms was previously reported to rely on an xPPxYx sequence (PY-motif), we mutated this latter to study its impact in the specific interaction between Nav1.7 and Nedd4-2. GST-fusion proteins composed of the Nav1.7 c terminal 66 amino acids (wild-type or PY mutated) and GST were used to pull-down Nedd4-2 from lysates. Results: Co-transfection of Nav1.7 with Nedd4-2 reduced the Nav1.7 current amplitude by ~80% (n = 36, p <0.001), without modifying the biophysical properties of INa. In addition, we show that the quantity of Nav1.7 at the membrane was decreased when Nedd4-2 was present. This effect was dependent on the PY-motif since mutations in this sequence abolished the down-regulatory effect of Nedd4-2. The importance of this motif was further confirmed by pull down experiments since the PY mutant completely eliminate the interaction with Nedd4-2. Perspectives: Altogether, these results point to the importance of Nedd4-2 as a Nav1.7 regulator through cell surface modulation of this sodium channel. Further experiments in freshly dissociated neurons from wild type and Scn1bflox/Nedd4-2Cre mice are needed to confirm in vivo these preliminary data.

Reconstruction threshold for the hardcore model

"Vegeu el resum a l'inici del document del fitxer adjunt."

Use-dependent block of the voltage-gated Na+ channel by tetrodotoxin and saxitoxin: Effect of pore mutations that change ionic selectivity.

Voltage-gated Na(+) channels (NaV channels) are specifically blocked by guanidinium toxins such as tetrodotoxin (TTX) and saxitoxin (STX) with nanomolar to micromolar affinity depending on key amino acid substitutions in the outer vestibule of the channel that vary with NaV gene isoforms. All NaV channels that have been studied exhibit a use-dependent enhancement of TTX/STX affinity when the channel is stimulated with brief repetitive voltage depolarizations from a hyperpolarized starting voltage. Two models have been proposed to explain the mechanism of TTX/STX use dependence: a conformational mechanism and a trapped ion mechanism. In this study, we used selectivity filter mutations (K1237R, K1237A, and K1237H) of the rat muscle NaV1.4 channel that are known to alter ionic selectivity and Ca(2+) permeability to test the trapped ion mechanism, which attributes use-dependent enhancement of toxin affinity to electrostatic repulsion between the bound toxin and Ca(2+) or Na(+) ions trapped inside the channel vestibule in the closed state. Our results indicate that TTX/STX use dependence is not relieved by mutations that enhance Ca(2+) permeability, suggesting that ion-toxin repulsion is not the primary factor that determines use dependence. Evidence now favors the idea that TTX/STX use dependence arises from conformational coupling of the voltage sensor domain or domains with residues in the toxin-binding site that are also involved in slow inactivation.

Study of conformational changes of ASIC1a by voltage-clamp fluorometry

Le fonctionnement du système nerveux est sensible aux variations de la concentration d'acide. Une acidification des tissus peut se produire pendant une activité neuronale intense ou dans des situations physiopathologiques telles que l'inflammation ou les lésions cérébrales. Les canaux ioniques sensibles à l'acide (ASIC) sont activés par acidification et jouent un rôle important dans la détection des changements d'acide. Les ASICs contribuent à la dégénérescence neuronale après une lésion cérébrale, puisque leur inhibition limite la lésion neuronale. L'acidification induite par une inflammation du tissu nerveux conduit à des stimuli de douleur, qui sont détectés par ces canaux. En effet, les toxines qui bloquent spécifiquement les ASICs montrent des effets analgésiques dans des modèles animaux. La structure 3D d'ASIC peut être comparée à une main qui tient une boule entre son pouce et le doigt. Les différents domaines d'ASIC sont appelés doigt, pouce, jointure, boule-ß et paume. Les domaines transmembranaires représentent le poignet de cette main. Mon projet de thèse vise à décrire les mouvements survenant sur ce canal pendant son activité. A cet effet, j'ai utilisé une technique combinée qui permet la mesure des mouvements en temps réel durant l'activité du canal. J'ai montré les réarrangements des domaines extracellulaires pendant l'activité ASIC. Ces mouvements sont transmis au pore du canal, ou ils contrôlent sa fermeture et ouverture. La direction de ces mouvements a été évaluée pour les domaines doigt et jointure, et nous avons montré qu'ils s'éloignent de la boule-ß lors de l'acidification. J'ai également été en mesure de décrire les mouvements qui se produisent dans la poche acidique, une zone qui est considérée comme importante, car elle représente le site de liaison de certaines toxines de venin qui agissent sur les ASICs. J'ai ainsi pu montrer que les domaines doigt et le pouce qui forment la poche acidique se rapprochent l'un de l'autre pendant l'activation du canal. Ces résultats sont en accord avec des observations précédentes réalisées sur les ASICs par d'autres chercheurs. Enfin, cette analyse approfondie permet d'améliorer les connaissances sur le contrôle de l'activité ASIC; de plus, les mécanismes trouvés ici sont probablement partagés entre les canaux de la famille à laquelle appartiennent les ASICs. -- Les acid-sensing ion channels (ASICs) sont des canaux sodiques ouverts par les protons et principalement exprimés dans le système nerveux. Ils sont impliqués dans la détection des protons dans de nombreux états physiologiques et pathologiques comme l'ischémie et la perception de la douleur. La structure cristalline de l'isoforme ASIC1 de poulet a été déterminée dans l'état désensibilisé et ouvert. Les études fonctionnelles indiquent que la protonation des résidus clés dans la boucle extracellulaire déclenche des changements de conformation conduisant à l'ouverture du canal. Cependant, les mécanismes moléculaires qui relient la protonation à l'ouverture et la fermeture du canal n'ont pas encore été clarifiés. Dans cette étude, nous avons utilisé la voltage-clamp fluorimétrie (VCF) pour révéler les mouvements de l'activité associée qui se produisent dans les différents domaines de l'ASICla. Les fluorophores positionnés dans le pouce, la paume, le doigt, l'articulation et dans les domaines de l'entrée du pore extracellulaire ont montré des signaux de VCF liés à des changements de conformation au cours de l'activité du canal. La synchronisation des changements de fluorescence indique une séquence complexe de mouvements en fonction du pH. La cinétique de la fluorescence et des signaux de courant ont été comparés les uns aux autres afin de déterminer si le mouvement détecté par le signal de fluorescence correspond à une transition fonctionnelle définie du canal. Certains des résidus testés se sont révélés être étroitement liés à la désensibilisation du canal ou au rétablissement après la désensibilisation. En outre, nous avons trouvé qu'un tryptophane endogène de la boule-ß diminue le signal de fluorescence des sondes positionnées dans les domaines doigt et jointure. L'augmentation observée de ces signaux indique que ces domaines s'éloignent à une distance à partir de la boucle de la boule-ß. Sur la base de ce principe, nous avons généré des paires Trp-Cys « quencher», dans lequel le Cys est utilisé comme site d'ancrage pour attacher le fluorophore. Ensuite, nous avons évalué les changements de conformation qui se produisent au niveau de la poche acide, une zone importante pour la fonction et la régulation d'ASIC. Les signaux de fluorescence indiquent un mouvement de l'hélice supérieure du pouce vers le doigt et une rotation de la boule-ß dans le sens horaire. L'analyse de la cinétique indique que les mouvements des sous-domaines qui composent la poche acide se produisent pendant la désensibilisation du canal. Mon projet de doctorat représente la première analyse approfondie des changements conformationnels dépendants de l'activité des ASICs et fournit des informations sur les mécanismes de contrôle de l'activité du canal qui sont probablement partagés avec d'autres canaux proches.

p.L1612P, a novel voltage-gated sodium channel Nav1.7 mutation inducing a cold sensitive paroxysmal extreme pain disorder.

BACKGROUND: Mutations in the SCN9A gene cause chronic pain and pain insensitivity syndromes. We aimed to study clinical, genetic, and electrophysiological features of paroxysmal extreme pain disorder (PEPD) caused by a novel SCN9A mutation. METHODS: Description of a 4-generation family suffering from PEPD with clinical, genetic and electrophysiological studies including patch clamp experiments assessing response to drug and temperature. RESULTS: The family was clinically comparable to those reported previously with the exception of a favorable effect of cold exposure and a lack of drug efficacy including with carbamazepine, a proposed treatment for PEPD. A novel p.L1612P mutation in the Nav1.7 voltage-gated sodium channel was found in the four affected family members tested. Electrophysiologically the mutation substantially depolarized the steady-state inactivation curve (V1/2 from -61.8 ± 4.5 mV to -30.9 ± 2.2 mV, n = 4 and 7, P < 0.001), significantly increased ramp current (from 1.8% to 3.4%, n = 10 and 12) and shortened recovery from inactivation (from 7.2 ± 5.6 ms to 2.2 ± 1.5 ms, n = 11 and 10). However, there was no persistent current. Cold exposure reduced peak current and prolonged recovery from inactivation in wild-type and mutated channels. Amitriptyline only slightly corrected the steady-state inactivation shift of the mutated channel, which is consistent with the lack of clinical benefit. CONCLUSIONS: The novel p.L1612P Nav1.7 mutation expands the PEPD spectrum with a unique combination of clinical symptoms and electrophysiological properties. Symptoms are partially responsive to temperature but not to drug therapy. In vitro trials of sodium channel blockers or temperature dependence might help predict treatment efficacy in PEPD.

Effect of inspiratory threshold loading on ventilatory kinetics during constant-load exercise.

Humoral factors play an important role in the control of exercise hyperpnea. The role of neuromechanical ventilatory factors, however, is still being investigated. We tested the hypothesis that the afferents of the thoracopulmonary system, and consequently of the neuromechanical ventilatory loop, have an influence on the kinetics of oxygen consumption (VO2), carbon dioxide output (VCO2), and ventilation (VE) during moderate intensity exercise. We did this by comparing the ventilatory time constants (tau) of exercise with and without an inspiratory load. Fourteen healthy, trained men (age 22.6 +/- 3.2 yr) performed a continuous incremental cycle exercise test to determine maximal oxygen uptake (VO2max = 55.2 +/- 5.8 ml x min(-1) x kg(-1)). On another day, after unloaded warm-up they performed randomized constant-load tests at 40% of their VO2max for 8 min, one with and the other without an inspiratory threshold load of 15 cmH2O. Ventilatory variables were obtained breath by breath. Phase 2 ventilatory kinetics (VO2, VCO2, and VE) could be described in all cases by a monoexponential function. The bootstrap method revealed small coefficients of variation for the model parameters, indicating an accurate determination for all parameters. Paired Student's t-tests showed that the addition of the inspiratory resistance significantly increased the tau during phase 2 of VO2 (43.1 +/- 8.6 vs. 60.9 +/- 14.1 s; P < 0.001), VCO2 (60.3 +/- 17.6 vs. 84.5 +/- 18.1 s; P < 0.001) and VE (59.4 +/- 16.1 vs. 85.9 +/- 17.1 s; P < 0.001). The average rise in tau was 41.3% for VO2, 40.1% for VCO2, and 44.6% for VE. The tau changes indicated that neuromechanical ventilatory factors play a role in the ventilatory response to moderate exercise.

Ubiquitylation of voltage-gated sodium channels.

Ion channel proteins are regulated by different types of posttranslational modifications. The focus of this review is the regulation of voltage-gated sodium channels (Navs) upon their ubiquitylation. The amiloride-sensitive epithelial sodium channel (ENaC) was the first ion channel shown to be regulated upon ubiquitylation. This modification results from the binding of ubiquitin ligase from the Nedd4 family to a protein-protein interaction domain, known as the PY motif, in the ENaC subunits. Many of the Navs have similar PY motifs, which have been demonstrated to be targets of Nedd4-dependent ubiquitylation, tagging them for internalization from the cell surface. The role of Nedd4-dependent regulation of the Nav membrane density in physiology and disease remains poorly understood. Two recent studies have provided evidence that Nedd4-2 is downregulated in dorsal root ganglion (DRG) neurons in both rat and mouse models of nerve injury-induced neuropathic pain. Using two different mouse models, one with a specific knockout of Nedd4-2 in sensory neurons and another where Nedd4-2 was overexpressed with the use of viral vectors, it was demonstrated that the neuropathy-linked neuronal hyperexcitability was the result of Nav1.7 and Nav1.8 overexpression due to Nedd4-2 downregulation. These studies provided the first in vivo evidence of the role of Nedd4-2-dependent regulation of Nav channels in a disease state. This ubiquitylation pathway may be involved in the development of symptoms and diseases linked to Nav-dependent hyperexcitability, such as pain, cardiac arrhythmias, epilepsy, migraine, and myotonias.

Regulation of the cardiac voltage-gated sodium channel Nav1.5 : regulation of Nav1.5 by ubiquitin-protein ligases of the Nedd4/Nedd4-like family and characterisation of two novel mutations in the gene encoding Nav1.5 (SCN5A) implicated in the Brugada syndrome triggered by fever

Abstract: The genesis of the cardiac action potential, which accounts for the cardiac contraction, is due to the sodium current INa mediated by the voltage-gated sodium channel Nav1.5. Several cardiac arrhythmias such as the Brugada syndrome are known te be caused by mutations in SCN5A, the gene encoding Nav1.5. Studies of these mutations allowed a better understanding of biophysical and functional properties of Nav1.5. However, only few investigations have been performed in order to understand the regulation of Nav1.5. During my thesis, I investigated different mechanisms of regulation of Nav1.5 using a heterologous expression system, HEK293 cells, coupled with a technique of sodium current recording: the patch clamp in whole cell configuration. In previous studies it has been shown that an enzyme of the Nedd4 family (Nedd4-2) regulates an epithelial sodium channel via the interaction with PY-motifs present in the latter. Interestingly, Nav1.5 contains a similar PY-motif, which motivated us to study the role of Nedd4-2 expressed in heart for the regulation of Nav1.5. In a second study, we investigated the implication of two Nav1.5 mutants, which were either less functional or net functional (Nav1.5 R535X and Nav1.5 L325R respectively) implied in the genesis of the Brugada syndrome by fever. Our results established two mechanisms implied in Nav1.5 regulation. The first one implies that following the interaction between the PY-motif of Nav1.5 and Nedd4- 2 Nav1.5 is ubiquitinated by Nedd4-2. This ubiquitination leads to the internalization of Nav1 .5. The second mechanism is a phenomenon called the "dominant negative" effect of Nav1.5 L325R on Nay1.5 where the decrease of 'Na is potentially due to the retention of Nav1.5 by Nav1.5 L325R in an undefined intracellular compartment. These studies defined two mechanisms of Nav1.5 regulation, which could play an important role for the genesis of cardiac arrhythmias where molecular processes are still poorly understood. Résumé La genèse du potentiel d'action cardiaque, permettant la contraction cardiaque, est due au courant sodique INa issu des canaux sodiques cardiaques dépendants du voltage Nav1.5. Nombreuses arythmies cardiaques telles que le syndrome de Brugada sont connues pour être liées à des mutations du gène SCN5A, codant pour Nav1.5. L'étude de ces mutations a permis une meilleure compréhension des propriétés structurelles et fonctionnelles de Nav1.5 et leurs implications dans la genèse de ces pathologies. Néanmoins peu d'études ont été menées afin de comprendre les mécanismes de régulation de Nav1.5. Mon travail de thèse a consisté à étudier des mécanismes de régulation de Nav1.5 en utilisant un système d'expression hétérologue, les cellules HEK293, couplé à une technique d'enregistrement des courants sodiques, le "patch clamp" en configuration cellule entière. La présence sur Nav1.5 d'un motif-PY similaire à ceux nécessaires pour la régulation d'un canal épithélial sodique par une enzyme de la famille de Nedd4, nous a amenée à étudier le rôle de ces ubiquitine-ligases, en particulier Nedd4-2, dans la régulation de Nav1.5. La seconde étude s'est intéressée aux conséquences de deux mutations de SCN5A codant pour deux mutants peu ou pas fonctionnels (Nav1.5 L325R et Nav1.5 R535X respectivement) retrouvées chez des patients présentant un syndrome de Brugada exacerbé par un état fébrile. Nos résultats ont permis d'établir deux mécanismes de régulation de Nav1.5 L'un par Nedd4-2 qui implique rubiquitination de Nav1.5 par cette ligase suite à l'interaction entre le motif-PY de Nav1.5 et Nedd4-2. Cette modification déclenche l'internalisation du canal impliquée dans la diminution d'INa. Le second mécanisme quant à lui est un effet "dominant négatif" de Nav1.5 L325R sur Nav1.5 aboutissant à une diminution d'INa suite à la séquestration intracellulaire potentielle de Nav1.5 par Nav1.5 L325R. Ces études ont mis en évidence deux mécanismes de régulation de Nav1.5 pouvant jouer un rôle majeur dans la genèse et/ou l'accentuation des arythmies cardiaques dont les processus moléculaires au sein des cardiomyocytes, impliquant des modifications du courant sodiques, sont encore mal compris. Résumé destiné à un large public La dépolarisation électrique de la membrane des cellules cardiaques permet la contraction du coeur. La génèse de cette activité électrique est due au courant sodique issu d'un type de canal à sodium situé dans la membrane des cellules cardiaques. De nombreuses pathologies provoquant des troubles du rythme cardiaque sont issues de mutations du gène qui code pour ce canal à sodium. Ces canaux mutants, entrainant diverses pathologies cardiaques telles que le syndrome de Brugada, ont été largement étudiées. Néanmoins, peu de travaux ont été réalisés sur les mécanismes de régulation de ce canal à sodium non muté. Mon travail de thèse a consisté à étudier certains des mécanismes de régulation de ce canal à sodium en utilisant une technique permettant l'enregistrement des courants sodiques issus de l'expression de ces canaux à sodium à la membrane de cellules mammifères. La présence sur ce canal à sodium d'une structure spécifique, similaire à celle nécessaire pour la régulation d'un canal épithélial à sodium par une enzyme appelée Nedd4-2, nous a amenée à étudier le rôle de cette enzyme dans la régulation de ce canal à sodium. La seconde étude s'est intéressée aux rôles de deux mutations du gène codant pour ce canal à sodium retrouvées chez des patients présentant un syndrome de Brugada exacerbé par la fièvre. Nos résultats nous ont permis d'établir deux mécanismes de régulation de ce canal à sodium diminuant le courant sodique l'un par l'action de l'enzyme Nedd4-2, suite à son interaction avec ce canal, qui modifie ce canal à sodium (ubiquitination) diminuant de ce fait la densité membranaire du canal. L'autre par un mécanisme suggérant un effet négatif de l'un des canaux mutants sur l'expression à la membrane du canal à sodium non muté. Ces études ont mis en évidence deux mécanismes de régulation de ce canal à sodium pouvant jouer un rôle majeur dans la genèse et/ou l'accentuation des troubles du rythme cardiaques dont les mécanismes cellulaires sont encore incompris.

Congenital ataxia and hemiplegic migraine with cerebral edema associated with a novel gain of function mutation in the calcium channel CACNA1A.

Mutations in the CACNA1A gene, encoding the α1 subunit of the voltage-gated calcium channel Ca(V)2.1 (P/Q-type), have been associated with three neurological phenotypes: familial and sporadic hemiplegic migraine type 1 (FHM1, SHM1), episodic ataxia type 2 (EA2), and spinocerebellar ataxia type 6 (SCA6). We report a child with congenital ataxia, abnormal eye movements and developmental delay who presented severe attacks of hemiplegic migraine triggered by minor head traumas and associated with hemispheric swelling and seizures. Progressive cerebellar atrophy was also observed. Remission of the attacks was obtained with acetazolamide. A de novo 3 bp deletion was found in heterozygosity causing loss of a phenylalanine residue at position 1502, in one of the critical transmembrane domains of the protein contributing to the inner part of the pore. We characterized the electrophysiology of this mutant in a Xenopus oocyte in vitro system and showed that it causes gain of function of the channel. The mutant Ca(V)2.1 activates at lower voltage threshold than the wild type. These findings provide further evidence of this molecular mechanism as causative of FHM1 and expand the phenotypic spectrum of CACNA1A mutations with a child exhibiting severe SHM1 and non-episodic ataxia of congenital onset.

Modelling world investment markets using threshold conditional correlation models

In this paper we propose a parsimonious regime-switching approach to model the correlations between assets, the threshold conditional correlation (TCC) model. This method allows the dynamics of the correlations to change from one state (or regime) to another as a function of observable transition variables. Our model is similar in spirit to Silvennoinen and Teräsvirta (2009) and Pelletier (2006) but with the appealing feature that it does not suffer from the course of dimensionality. In particular, estimation of the parameters of the TCC involves a simple grid search procedure. In addition, it is easy to guarantee a positive definite correlation matrix because the TCC estimator is given by the sample correlation matrix, which is positive definite by construction. The methodology is illustrated by evaluating the behaviour of international equities, govenrment bonds and major exchange rates, first separately and then jointly. We also test and allow for different parts in the correlation matrix to be governed by different transition variables. For this, we estimate a multi-threshold TCC specification. Further, we evaluate the economic performance of the TCC model against a constant conditional correlation (CCC) estimator using a Diebold-Mariano type test. We conclude that threshold correlation modelling gives rise to a significant reduction in portfolio´s variance.

Two methods for voltage sag source location

This paper presents and compares two approaches to estimate the origin (upstream or downstream) of voltage sag registered in distribution substations. The first approach is based on the application of a single rule dealing with features extracted from the impedances during the fault whereas the second method exploit the variability of waveforms from an statistical point of view. Both approaches have been tested with voltage sags registered in distribution substations and advantages, drawbacks and comparative results are presented

A survey on voltage sag events in power systems

This paper aims to survey the techniques and methods described in literature to analyse and characterise voltage sags and the corresponding objectives of these works. The study has been performed from a data mining point of view