Maximum likelihood estimation of higher-order integer-valued autoregressive processes

In this article, we extend the earlier work of Freeland and McCabe [Journal of time Series Analysis (2004) Vol. 25, pp. 701–722] and develop a general framework for maximum likelihood (ML) analysis of higher-order integer-valued autoregressive processes. Our exposition includes the case where the innovation sequence has a Poisson distribution and the thinning is binomial. A recursive representation of the transition probability of the model is proposed. Based on this transition probability, we derive expressions for the score function and the Fisher information matrix, which form the basis for ML estimation and inference. Similar to the results in Freeland and McCabe (2004), we show that the score function and the Fisher information matrix can be neatly represented as conditional expectations. Using the INAR(2) speci?cation with binomial thinning and Poisson innovations, we examine both the asymptotic e?ciency and ?nite sample properties of the ML estimator in relation to the widely used conditional least
squares (CLS) and Yule–Walker (YW) estimators. We conclude that, if the Poisson assumption can be justi?ed, there are substantial gains to be had from using ML especially when the thinning parameters are large.

Corpus callosum size and very preterm birth: relationship to neuropsychological outcome

Thinning of the corpus callosum (CC) is often observed in individuals who were born very preterm. Damage to the CC during neurodevelopment may be associated with poor neuropsychological performance. This study aimed to explore any evidence of CC pathology in adolescents aged 14-15 years who were born very preterm, and to investigate the relationship between CC areas and verbal skills. Seventy-two individuals born before 33 weeks of gestation and 51 age- and sex-matched full-term controls received structural MRI and neuropsychological assessment. Total CC area in very preterm adolescents was 7.5% smaller than in controls, after adjusting for total white matter volume (P=0.015). The absolute size of callosal subregions differed between preterm and fullterm adolescents: preterm individuals had a 14.7% decrease in posterior (P<0.0001) and an 11.6% decrease in mid-posterior CC quarters (P=0.029). Preterm individuals who had experienced periventricular haemorrhage and ventricular dilatation in the neonatal period showed the greatest decrease in CC area. In very preterm boys only, verbal IQ and verbal fluency scores were positively associated with total mid-sagittal CC size and midposterior surface area. These results suggest that very preterm birth adversely affects the development of the CC, particularly its posterior quarter, and this impairs verbal skills in boys.

Lateralisation of language function in young adults born very preterm

Objective: To explore, using functional magnetic resonance imaging (MRI), the functional organisation of phonological processing in young adults born very preterm.

Subjects: Six right handed male subjects with radiological evidence of thinning of the corpus callosum were selected from a cohort of very preterm subjects. Six normal right handed male volunteers acted as controls.

Method: Blood oxygenation level dependent contrast echoplanar images were acquired over five minutes at 1.5 T while subjects performed the tasks. During the ON condition, subjects were visually presented with pairs of non-words and asked to press a key when a pair of words rhymed (phonological processing). This task alternated with the OFF condition, which required subjects to make letter case judgments of visually presented pairs of consonant letter strings (orthographic processing). Generic brain activation maps were constructed from individual images by sinusoidal regression and non-parametric testing. Between group differences in the mean power of experimental response were identified on a voxel wise basis by analysis of variance.

Results: Compared with controls, the subjects with thinning of the corpus callosum showed significantly reduced power of response in the left hemisphere, including the peristriate cortex and the cerebellum, as well as in the right parietal association area. Significantly increased power of response was observed in the right precentral gyrus and the right supplementary motor area.

Conclusions: The data show evidence of increased frontal and decreased occipital activation in male subjects with neurodevelopmental thinning of the corpus callosum, which may be due to the operation of developmental compensatory mechanisms.

Multilayer mirrored bubbles with spatially-chirped and elastically-tuneable optical bandgaps

We demonstrate the multifolding Origami manufacture of elastically-deformable Distributed Bragg Reflector (DBR) membranes that reversibly color-tune across the full visible spectrum without compromising their peak reflectance. Multilayer films composed of alternating transparent rubbers are fixed over a 300 mu m wide pinhole and deformed by pressure into a concave shape. Pressure-induced color tuning from the near-IR to the blue arises from both changes in thickness of the constituent layers and from tilting of the curved DBR surfaces. The layer thickness and color distribution upon deformation, the band-gap variation and the repeatability of cyclic color tuning, are mapped through micro-spectroscopy. Such spatially-dependent thinning of the film under elastic deformation produces spatial chirps in the color, and are shown to allow reconstruction of complex 3D strain distributions. (C) 2012 Optical Society of America

Amniotic membrane transplantation for ocular surface reconstruction

Aims - To evaluate the efficacy of amniotic membrane transplantation (AMT) for ocular surface reconstruction. Methods - 10 consecutive patients who underwent AMT were included. The indications were: group A, cases with persistent epithelial defect after corneal abscess (n = 1), radiation (n = 1), or chemical burn (n = 3); group B, cases with epithelial defect and severe stromal thinning and impending or recent perforation, due to chemical burn (two patients, three eyes) or corneal abscess (n = 2); group C, to promote corneal epithelium healing and prevent scarring after symblepharon surgery with extensive corneo-conjunctival adhesion (n = 1). Under sterile conditions amniotic membrane was prepared from a fresh placenta of a seronegative pregnant woman and stored at -70°C. This technique involved the use of amniotic membrane to cover the entire cornea and perilimbal area in groups A and B, and the epithelial defect only in group C. Results - The cornea healed satisfactorily in four of five patients in group A, but the epithelial defect recurred in one of these patients. After AMT three patients underwent limbal transplantation and one penetrating keratoplasty and cataract extraction. In group B amniotic membrane transplantation was not helpful, and all cases underwent an urgent tectonic corneal graft. Surgery successfully released the symblepharon, promoted epithelialisation and prevented adhesions in the case of group C. Conclusion - AMT was effective to promote corneal healing in patients with persistent epithelial defect, and appeared to be helpful after surgery to release corneo-conjunctival adhesion. Most surgery for further surface rehabilitation. Amniotic membrane used as a patch was not effective to prevent tectonic corneal graft in cases with severe stromal thinning and impending or recent perforation.

Investigation of failures in Irish raised bogs

This paper presents the results of field geophysical testing and laboratory testing of peat from Carn Park and Roosky raised bogs in the Irish Midlands. The motivation for the work was highlight the importance of these areas and to begin to attempt to understand the reasons for the failure of the bogs despite them having surface slopes of some 1°. It was found that the peat is typical of that of Irish raised bogs being up to 8m thick towards the “high” dome of the bogs. The peat is characterised by low density, high water content, high organic content, low undrained shear strength and high compressibility. The peat is also relatively permeable at in situ stress. Geophysical electrical resistivity tomography and ground penetrating radar data shows a clear thinning of the peat in the area of the failures corresponding to a reduction in volume from dewatering by edge drains/peat harvesting. This finding is supported by detailed water content measurements. It was also shown that the peat base topography is relatively flat and indicates that the observed surface movement has come from within the peat rather than from the material below the peat. Potential causes of the failures include conventional slope instability, the effect of seepage forces or the release of built-up gas in the peat mass. Further measurements are required in order to study these in more detail.

Loss of Synaptic Connectivity, Particularly in Second Order Neurons Is a Key Feature of Diabetic Retinal Neuropathy in the Ins2Akita Mouse

Retinal neurodegeneration is a key component of diabetic retinopathy (DR), although the detailed neuronal damage remains ill-defined. Recent evidence suggests that in addition to amacrine and ganglion cell, diabetes may also impact on other retinal neurons. In this study, we examined retinal degenerative changes in Ins2^Akita diabetic mice. In scotopic electroretinograms (ERG), b-wave and oscillatory potentials were severely impaired in 9-month old Ins2^Akita mice. Despite no obvious pathology in fundoscopic examination, optical coherence tomography (OCT) revealed a progressive thinning of the retina from 3 months onwards. Cone but not rod photoreceptor loss was observed in 3-month-old diabetic mice. Severe impairment of synaptic connectivity at the outer plexiform layer (OPL) was detected in 9-month old Ins2Akita mice. Specifically, photoreceptor presynaptic ribbons were reduced by 25% and postsynaptic boutons by 70%, although the density of horizontal, rod- and cone-bipolar cells remained similar to non-diabetic controls. Significant reductions in GABAergic and glycinergic amacrine cells and Brn3a+ retinal ganglion cells were also observed in 9-month old Ins2^Akita mice. In conclusion, the Ins2^Akita mouse develops cone photoreceptor degeneration and the impairment of synaptic connectivity at the OPL, predominately resulting from the loss of postsynaptic terminal boutons. Our findings suggest that the Ins2^Akita mouse is a good model to study diabetic retinal neuropathy.

Enrichment of pathogenic alleles in the brittle cornea gene, ZNF469, in keratoconus

Keratoconus, a common inherited ocular disorder resulting in progressive corneal thinning, is the leading indication for corneal transplantation in the developed world. Genome-wide association studies have identified common SNPs 100 kb upstream of ZNF469 strongly associated with corneal thickness. Homozygous mutations in ZNF469 and PR domain-containing protein 5 (PRDM5) genes result in brittle cornea syndrome (BCS) Types 1 and 2, respectively. BCS is an autosomal recessive generalized connective tissue disorder associated with extreme corneal thinning and a high risk of corneal rupture. Some individuals with heterozygous PRDM5 mutations demonstrate a carrier ocular phenotype, which includes a mildly reduced corneal thickness, keratoconus and blue sclera. We hypothesized that heterozygous variants in PRDM5 and ZNF469 predispose to the development of isolated keratoconus. We found a significant enrichment of potentially pathologic heterozygous alleles in ZNF469 associated with the development of keratoconus (P = 0.00102) resulting in a relative risk of 12.0. This enrichment of rare potentially pathogenic alleles in ZNF469 in 12.5% of keratoconus patients represents a significant mutational load and highlights ZNF469 as the most significant genetic factor responsible for keratoconus identified to date.

Impacts of culling and exclusion of browsers on vegetation recovery across New Zealand forests

Introduced browsing animals negatively impact New Zealand's indigenous ecosystems. Eradicating introduced browsers is currently unfeasible at large scales, but culling since the 1960s has successfully reduced populations to a fraction of their earlier sizes. Here we ask whether culling of ungulates has allowed populations of woody plant species to recover across New Zealand forests. Using 73 pairs of permanent fenced exclosure and unfenced control plots, we found rapid increases in sapling densities within exclosures located in disturbed forests, particularly if a seedling bank was already present. Recovery was slower in thinning stands and hampered by dense fern cover. We inferred ungulate diet preference from species recovery rates inside exclosures to test whether culling increased abundance of preferred species across a national network of 574 unfenced permanent forest plots. Across this network, saplings were observed irrespective of their preference to ungulates in the 1970s, but preferred species were rarer within disturbed sites in the 1990s after long-term culling and despite nationwide increases in sapling densities. This indicates that preferred species are relatively heavily affected by browsing after culling, presumably because remaining animals will increase consumption of preferred species as competition is reduced. Our results clearly suggest that culling will not return preferred plants to the landscape immediately, even given suitable conditions for regeneration. Complete removal of ungulates rather than simply reducing their densities may be required for recovery in heavily browsed temperate forests, but since this is only feasible at small spatial scales, management efforts must target sites of high conservation value. © 2012 Elsevier Ltd.

Contributos para a análise estatística de séries de contagem

A análise das séries temporais de valores inteiros tornou-se, nos últimos anos, uma área de investigação importante, não só devido à sua aplicação a dados de contagem provenientes de diversos campos da ciência, mas também pelo facto de ser uma área pouco explorada, em contraste com a análise séries temporais de valores contínuos. Uma classe que tem obtido especial relevo é a dos modelos baseados no operador binomial thinning, da qual se destaca o modelo auto-regressivo de valores inteiros de ordem p. Esta classe é muito vasta, pelo que este trabalho tem como objectivo dar um contributo para a análise estatística de processos de contagem que lhe pertencem. Esta análise é realizada do ponto de vista da predição de acontecimentos, aos quais estão associados mecanismos de alarme, e também da introdução de novos modelos que se baseiam no referido operador. Em muitos fenómenos descritos por processos estocásticos a implementação de um sistema de alarmes pode ser fundamental para prever a ocorrência de um acontecimento futuro. Neste trabalho abordam-se, nas perspectivas clássica e bayesiana, os sistemas de alarme óptimos para processos de contagem, cujos parâmetros dependem de covariáveis de interesse e que variam no tempo, mais concretamente para o modelo auto-regressivo de valores inteiros não negativos com coeficientes estocásticos, DSINAR(1). A introdução de novos modelos que pertencem à classe dos modelos baseados no operador binomial thinning é feita quando se propõem os modelos PINAR(1)T e o modelo SETINAR(2;1). O modelo PINAR(1)T tem estrutura periódica, cujas inovações são uma sucessão periódica de variáveis aleatórias independentes com distribuição de Poisson, o qual foi estudado com detalhe ao nível das suas propriedades probabilísticas, métodos de estimação e previsão. O modelo SETINAR(2;1) é um processo auto-regressivo de valores inteiros, definido por limiares auto-induzidos e cujas inovações formam uma sucessão de variáveis independentes e identicamente distribuídas com distribuição de Poisson. Para este modelo estudam-se as suas propriedades probabilísticas e métodos para estimar os seus parâmetros. Para cada modelo introduzido, foram realizados estudos de simulação para comparar os métodos de estimação que foram usados.

Modelos autoregressivos por limiares em séries de contagem

A modelação e análise de séries temporais de valores inteiros têm sido alvo de grande investigação e desenvolvimento nos últimos anos, com aplicações várias em diversas áreas da ciência. Nesta tese a atenção centrar-se-á no estudo na classe de modelos basedos no operador thinning binomial. Tendo como base o operador thinning binomial, esta tese focou-se na construção e estudo de modelos SETINAR(2; p(1); p(2)) e PSETINAR(2; 1; 1)T , modelos autorregressivos de valores inteiros com limiares autoinduzidos e dois regimes, admitindo que as inovações formam uma sucessão de variáveis independentes com distribuição de Poisson. Relativamente ao primeiro modelo analisado, o modelo SETINAR(2; p(1); p(2)), além do estudo das suas propriedades probabilísticas e de métodos, clássicos e bayesianos, para estimar os parâmetros, analisou-se a questão da seleção das ordens, no caso de elas serem desconhecidas. Com este objetivo consideraram-se algoritmos de Monte Carlo via cadeias de Markov, em particular o algoritmo Reversible Jump, abordando-se também o problema da seleção de modelos, usando metodologias clássica e bayesiana. Complementou-se a análise através de um estudo de simulação e uma aplicação a dois conjuntos de dados reais. O modelo PSETINAR(2; 1; 1)T proposto, é também um modelo autorregressivo com limiares autoinduzidos e dois regimes, de ordem unitária em cada um deles, mas apresentando uma estrutura periódica. Estudaram-se as suas propriedades probabilísticas, analisaram-se os problemas de inferência e predição de futuras observações e realizaram-se estudos de simulação.

Detailed phenotypic and genotypic characterization of bietti crystalline dystrophy

OBJECTIVE: To provide a detailed phenotype/genotype characterization of Bietti crystalline dystrophy (BCD). DESIGN: Observational case series. PARTICIPANTS: Twenty patients from 17 families recruited from a multiethnic British population. METHODS: Patients underwent color fundus photography, near-infrared (NIR) imaging, fundus autofluorescence (FAF) imaging, spectral domain optical coherence tomography (SD-OCT), and electroretinogram (ERG) assessment. The gene CYP4V2 was sequenced. MAIN OUTCOME MEASURES: Clinical, imaging, electrophysiologic, and molecular genetics findings. RESULTS: Patients ranged in age from 19 to 72 years (median, 40 years), with a visual acuity of 6/5 to perception of light (median, 6/12). There was wide intrafamilial and interfamilial variability in clinical severity. The FAF imaging showed well-defined areas of retinal pigment epithelium (RPE) loss that corresponded on SD-OCT to well-demarcated areas of outer retinal atrophy. Retinal crystals were not evident on FAF imaging and were best visualized with NIR imaging. Spectral domain OCT showed them to be principally located on or in the RPE/Bruch's membrane complex. Disappearance of the crystals, revealed by serial recording, was associated with severe disruption and thinning of the RPE/Bruch's membrane complex. Cases with extensive RPE degeneration (N = 5) had ERGs consistent with generalized rod and cone dysfunction, but those with more focal RPE atrophy showed amplitude reduction without delay (N = 3), consistent with restricted loss of function, or that was normal (N = 2). Likely disease-causing variants were identified in 34 chromosomes from 17 families. Seven were novel, including p.Met66Arg, found in all 11 patients from 8 families of South Asian descent. This mutation appears to be associated with earlier onset (median age, 30 years) compared with other substitutions (median age, 41 years). Deletions of exon 7 were associated with more severe disease. CONCLUSIONS: The phenotype is highly variable. Several novel variants are reported, including a highly prevalent substitution in patients of South Asian descent that is associated with earlier-onset disease. Autofluorescence showed sharply demarcated areas of RPE loss that coincided with abrupt edges of outer retinal atrophy on SD-OCT; crystals were generally situated on or in the RPE/Bruch's complex but could disappear over time with associated RPE disruption. These results support a role for the RPE in disease pathogenesis.

Friction losses of Newtonian and non-Newtonian fluids flowing in laminar regime in a helical coil

This study aimed to carry out experimental work to determine, for Newtonian and non-Newtonian fluids, the friction factor (fc) with simultaneous heat transfer, at constant wall temperature as boundary condition, in fully developed laminar flow inside a vertical helical coil. The Newtonian fluids studied were aqueous solutions of glycerol, 25%, 36%, 43%, 59% and 78% (w/w). The non-Newtonian fluids were aqueous solutions of carboxymethylcellulose (CMC), a polymer, with concentrations of 0.2%, 0.3%, 0.4% and 0.6% (w/w) and aqueous solutions of xanthan gum (XG), another polymer, with concentrations of 0.1% and 0.2% (w/w). According to the rheological study done, the polymer solutions had shear-thinning behavior and different values of viscoelasticity. The helical coil used has an internal diameter, curvature ratio, length and pitch, respectively: 0.00483 m, 0.0263, 5.0 m and 11.34 mm. It was concluded that the friction factors, with simultaneous heat transfer, for Newtonian fluids can be calculated using expressions from literature for isothermal flows. The friction factors for CMC and XG solutions are similar to those for Newtonian fluids when the Dean number, based in a generalized Reynolds number, is less than 80. For Dean numbers higher than 80, the friction factors of the CMC solutions are lower those of the XG solutions and of the Newtonian fluids. In this range the friction factors decrease with the increase of the viscometric component of the solution and increase for increasing elastic component. The change of behavior at Dean number 80, for Newtonian and non-Newtonian fluids, is in accordance with the study of Ali [4]. There is a change of behavior at Dean number 80, for Newtonian and non-Newtonian fluids, which is in according to previous studies. The data also showed that the use of the bulk temperature or of the film temperature to calculate the physical properties of the fluid has a residual effect in the friction factor values.

Heat transfer coefficients from Newtonian and non-Newtonian fluids flowing in laminar regime in a helical coil

This study aimed to carry out experimental work to obtain, for Newtonian and non-Newtonian fluids, heat transfer coefficients, at constant wall temperature as boundary condition, in fully developed laminar flow inside a helical coil. The Newtonian fluids studied were aqueous solutions of glycerol, 25%, 36%, 43%, 59% and 78% (w/w) and the non-Newtonian fluids aqueous solutions of carboxymethylcellulose (CMC), a polymer, with concentrations 0.1%, 0.2%, 0.3%, 0.4% and 0.6% (w/w) and aqueous solutions of xanthan gum (XG), another polymer, with concentrations 0.1% and 0.2% (w/w). According to the rheological study performed, the polymer solutions had shear thinning behavior and different values of elasticity. The helical coil used has internal diameter, curvature ratio, length and pitch, respectively: 0.004575 m, 0.0263, 5.0 m and 11.34 mm. The Nusselt numbers for the CMC solutions are, on average, slightly higher than those for Newtonian fluids, for identical Prandtl and generalized Dean numbers. As outcome, the viscous component of the shear thinning polymer tends to potentiate the mixing effect of the Dean cells. The Nusselt numbers of the XG solutions are significant lower than those of the Newtonian solutions, for identical Prandtl and generalized Dean numbers. Therefore, the elastic component of the polymer tends to diminish the mixing effect of the Dean cells. A global correlation, for Nusselt number as a function of Péclet, generalized Dean and Weissenberg numbers for all Newtonian and non-Newtonian solutions studied, is presented.

Estudo de Ferramentas FEA Comerciais na Simulação Numérica de Processos de Conformação de Chapas Metálicas. Aplicação à Indústria Automóvel.

Os componentes obtidos através da conformação plástica de chapas têm uma grande importância, tanto na etapa de concepção do produto como na etapa de produção na indústria automóvel. Isto comprova-se pelo facto de, em média, cada automóvel integrar cerca de 500 componentes estampados para construir o chassis e a carroçaria [Alves 2003]. Deste total de componentes, 50 são de grandes dimensões (portas, tejadilho, painéis inferior e laterais, entre outros) e necessitam, em média, de cinco ferramentas para o seu fabrico, sendo o custo estimado para cada ferramenta de 230 000 € [Col 2000, Alves 2003]. Para além da indústria automóvel, a conformação plástica de chapas metálicas é um processo tecnológico presente nas indústrias relativas à aeroespacial, petrolífera, decoração, alimentar, entre outras. Do ponto de vista do enquadramento económico, cerca de 20% do custo total de um automóvel novo é devido à incorporação de componentes metálicos estampados. [Alves 2003]. A pressão do “Mercado Global” faz com que os custos relativos à matéria-prima, energia e mão-de-obra sejam uma constante em termos de redução do seu impacte no orçamento das empresas fornecedoras destes produtos. É neste contexto que surge a necessidade da realização deste estudo de Benchmark de Softwares, tornando-se bastante importante, quer ao nível da competitividade industrial, quer ao nível da inovação para novos produtos. A análise por elementos finitos desempenha um papel primordial no tryout virtual e otimização das ferramentas e processos de conformação plástica. Os objetivos principais deste estudo de simulação numérica são a identificação e comparação dos resultados obtidos pelo AUTOFORM e pelo PAMSTAMP, para cada uma das variáveis identificadas como as mais influentes na robustez dos processos de estampagem de chapa metálica. Estas variáveis identificadas são: consumo de material (Draw-in) após conformação; forças de conformação; valores de variação de espessura e dos valores de extensão e resultados de Springback. Os resultados obtidos são comparados com os resultados experimentais e, desta forma, avalia-se a capacidade inovadora e a eficácia de cada um dos softwares, obtendo-se assim, uma orientação mais real para o software mais indicado aos objetivos impostos pela indústria automóvel. Para este efeito, a indústria automóvel, como maior impulsionador e motor da investigação na área da simulação numérica aplicada aos processos de estampagem, tem aderido em peso ao Benchmarking. Um exemplo disto, é o que acontece nas conferências Numisheet. O Benchmark #2 da conferência Numisheet 2008 é analisado pormenorizadamente e os resultados numéricos e experimentais são comparados e apresentados. Dois materiais distintos (aço HC260LAD e liga de alumínio AC170), assim como três modelos com geometrias diferentes (com e sem freios) são apresentados neste relatório. Com vista à redução dos ciclos tentativa-erro, tem-se adotado ciclos virtuais ou numéricos e tem-se incrementado a interatividade entre as fases de concepção e projeto, num conceito muito próprio, mas cada vez mais abrangente, denominado “produção virtual”. É nesta filosofia que se insere a simulação numérica dos processos de conformação de chapa.