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.

Conditional simulation of random fields by successive residuals

This paper presents a new approach to the LU decomposition method for the simulation of stationary and ergodic random fields. The approach overcomes the size limitations of LU and is suitable for any size simulation. The proposed approach can facilitate fast updating of generated realizations with new data, when appropriate, without repeating the full simulation process. Based on a novel column partitioning of the L matrix, expressed in terms of successive conditional covariance matrices, the approach presented here demonstrates that LU simulation is equivalent to the successive solution of kriging residual estimates plus random terms. Consequently, it can be used for the LU decomposition of matrices of any size. The simulation approach is termed conditional simulation by successive residuals as at each step, a small set (group) of random variables is simulated with a LU decomposition of a matrix of updated conditional covariance of residuals. The simulated group is then used to estimate residuals without the need to solve large systems of equations.

Genetic constraints on the evolution of mate recognition under natural selection

Field populations of Drosophila serrata display reproductive character displacement in cuticular hydrocarbons (CHCs) when sympatric with Drosophila birchii. We have previously shown that the naturally occurring pattern of reproductive character displacement can be experimentally replicated by exposing field allopatric populations of D. serrata to experimental sympatry with D. birchii. Here, we tested whether the repeated evolution of reproductive character displacement in natural and experimental populations was a consequence of genetic constraints on the evolution of CHCs. The genetic variance-covariance (G) matrices for CHCs were determined for populations of D. serrata that had evolved in either the presence or absence of D. birchii under field and experimental conditions. Natural selection on mate recognition under both field and experimental sympatric conditions increased the genetic variance in CHCs consistent with a response to selection based on rare alleles. A close association between G eigenstructure and the eigenstructure of the phenotypic divergence (D) matrix in natural and experimental populations suggested that G matrix eigenstructure may have determined the direction in which reproductive character displacement evolved during the reinforcement of mate recognition.

Mean anisotropy of homogeneous Gaussian random fields and anisotropic norms of linear translation-invariant operators on multidimensional integer lattices

Sensitivity of output of a linear operator to its input can be quantified in various ways. In Control Theory, the input is usually interpreted as disturbance and the output is to be minimized in some sense. In stochastic worst-case design settings, the disturbance is considered random with imprecisely known probability distribution. The prior set of probability measures can be chosen so as to quantify how far the disturbance deviates from the white-noise hypothesis of Linear Quadratic Gaussian control. Such deviation can be measured by the minimal Kullback-Leibler informational divergence from the Gaussian distributions with zero mean and scalar covariance matrices. The resulting anisotropy functional is defined for finite power random vectors. Originally, anisotropy was introduced for directionally generic random vectors as the relative entropy of the normalized vector with respect to the uniform distribution on the unit sphere. The associated a-anisotropic norm of a matrix is then its maximum root mean square or average energy gain with respect to finite power or directionally generic inputs whose anisotropy is bounded above by a≥0. We give a systematic comparison of the anisotropy functionals and the associated norms. These are considered for unboundedly growing fragments of homogeneous Gaussian random fields on multidimensional integer lattice to yield mean anisotropy. Correspondingly, the anisotropic norms of finite matrices are extended to bounded linear translation invariant operators over such fields.

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).