969 resultados para dynamic adverse selection


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INTRODUCTION Surgical decompression for lumbar spinal stenosis (LSS) has been associated with poorer outcomes in patients with pronounced low back pain (LBP) as compared to patients with predominant leg pain. This cross registry study assessed potential benefits of the interlaminar coflex® device as an add-on to bony decompression alone. METHODS Patients with lumbar decompression plus coflex® (SWISSspine registry) were compared with decompressed controls (Spine Tango registry). Inclusion criteria were LSS and a preoperative back pain level of ≥5 points. 1:1 propensity score-based matching was performed. Outcome measures were back and leg pain relief, COMI score improvement, patient satisfaction, complication, and revision rates. RESULTS 50 matched pairs without residual significant differences but age were created. At the 7-9 months follow-up interval the coflex® group had higher back (p=0.014) and leg pain relief (p<0.001) and COMI score improvement (p=0.029) than the decompression group. Patient satisfaction was 90% in both groups. No revision was documented in the coflex® and one in the decompression group (2.0%). DISCUSSION In the short-term, lumbar decompression with coflex® compared with decompression alone in patients with LSS and pronounced LBP at baseline is a safe and effective treatment option that appears beneficial regarding clinical and functional outcomes. However, residual confounding of non-measured covariables may have partially influenced our findings. Also, despite careful inclusion and exclusion of cases the cross registry approach introduces a potential for selection bias that we could not totally control for and that makes additional studies necessary.

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The study investigates the role of credit risk in a continuous time stochastic asset allocation model, since the traditional dynamic framework does not provide credit risk flexibility. The general model of the study extends the traditional dynamic efficiency framework by explicitly deriving the optimal value function for the infinite horizon stochastic control problem via a weighted volatility measure of market and credit risk. The model's optimal strategy was then compared to that obtained from a benchmark Markowitz-type dynamic optimization framework to determine which specification adequately reflects the optimal terminal investment returns and strategy under credit and market risks. The paper shows that an investor's optimal terminal return is lower than typically indicated under the traditional mean-variance framework during periods of elevated credit risk. Hence I conclude that, while the traditional dynamic mean-variance approach may indicate the ideal, in the presence of credit-risk it does not accurately reflect the observed optimal returns, terminal wealth and portfolio selection strategies.

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Geostrophic surface velocities can be derived from the gradients of the mean dynamic topography-the difference between the mean sea surface and the geoid. Therefore, independently observed mean dynamic topography data are valuable input parameters and constraints for ocean circulation models. For a successful fit to observational dynamic topography data, not only the mean dynamic topography on the particular ocean model grid is required, but also information about its inverse covariance matrix. The calculation of the mean dynamic topography from satellite-based gravity field models and altimetric sea surface height measurements, however, is not straightforward. For this purpose, we previously developed an integrated approach to combining these two different observation groups in a consistent way without using the common filter approaches (Becker et al. in J Geodyn 59(60):99-110, 2012, doi:10.1016/j.jog.2011.07.0069; Becker in Konsistente Kombination von Schwerefeld, Altimetrie und hydrographischen Daten zur Modellierung der dynamischen Ozeantopographie, 2012, http://nbn-resolving.de/nbn:de:hbz:5n-29199). Within this combination method, the full spectral range of the observations is considered. Further, it allows the direct determination of the normal equations (i.e., the inverse of the error covariance matrix) of the mean dynamic topography on arbitrary grids, which is one of the requirements for ocean data assimilation. In this paper, we report progress through selection and improved processing of altimetric data sets. We focus on the preprocessing steps of along-track altimetry data from Jason-1 and Envisat to obtain a mean sea surface profile. During this procedure, a rigorous variance propagation is accomplished, so that, for the first time, the full covariance matrix of the mean sea surface is available. The combination of the mean profile and a combined GRACE/GOCE gravity field model yields a mean dynamic topography model for the North Atlantic Ocean that is characterized by a defined set of assumptions. We show that including the geodetically derived mean dynamic topography with the full error structure in a 3D stationary inverse ocean model improves modeled oceanographic features over previous estimates.

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We introduce two probabilistic, data-driven models that predict a ship's speed and the situations where a ship is probable to get stuck in ice based on the joint effect of ice features such as the thickness and concentration of level ice, ice ridges, rafted ice, moreover ice compression is considered. To develop the models to datasets were utilized. First, the data from the Automatic Identification System about the performance of a selected ship was used. Second, a numerical ice model HELMI, developed in the Finnish Meteorological Institute, provided information about the ice field. The relations between the ice conditions and ship movements were established using Bayesian learning algorithms. The case study presented in this paper considers a single and unassisted trip of an ice-strengthened bulk carrier between two Finnish ports in the presence of challenging ice conditions, which varied in time and space. The obtained results show good prediction power of the models. This means, on average 80% for predicting the ship's speed within specified bins, and above 90% for predicting cases where a ship may get stuck in ice. We expect this new approach to facilitate the safe and effective route selection problem for ice-covered waters where the ship performance is reflected in the objective function.

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Coccolithophores are unicellular marine algae that produce biogenic calcite scales and substantially contribute to marine primary production and carbon export to the deep ocean. Ongoing ocean acidification particularly impairs calcifying organisms, mostly resulting in decreased growth and calcification. Recent studies revealed that the immediate physiological response in the coccolithophore Emiliania huxleyi to ocean acidification may be partially compensated by evolutionary adaptation, yet the underlying molecular mechanisms are currently unknown. Here, we report on the expression levels of 10 candidate genes putatively relevant to pH regulation, carbon transport, calcification and photosynthesis in E. huxleyi populations short-term exposed to ocean acidification conditions after acclimation (physiological response) and after 500 generations of high CO2 adaptation (adaptive response). The physiological response revealed downregulation of candidate genes, well reflecting the concomitant decrease of growth and calcification. In the adaptive response, putative pH regulation and carbon transport genes were up-regulated, matching partial restoration of growth and calcification in high CO2-adapted populations. Adaptation to ocean acidification in E. huxleyi likely involved improved cellular pH regulation, presumably indirectly affecting calcification. Adaptive evolution may thus have the potential to partially restore cellular pH regulatory capacity and thereby mitigate adverse effects of ocean acidification.

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Knowing the size of the terms to which program variables are bound at run-time in logic programs is required in a class of applications related to program optimization such as, for example, granularity analysis and selection among different algorithms or control rules whose performance may be dependent on such size. Such size is difficult to even approximate at compile time and is thus generally computed at run-time by using (possibly predefined) predicates which traverse the terms involved. We propose a technique based on program transformation which has the potential of performing this computation much more efficiently. The technique is based on finding program procedures which are called before those in which knowledge regarding term sizes is needed and which traverse the terms whose size is to be determined, and transforming such procedures so that they compute term sizes "on the fly". We present a systematic way of determining whether a given program can be transformed in order to compute a given term size at a given program point without additional term traversal. Also, if several such transformations are possible our approach allows finding minimal transformations under certain criteria. We also discuss the advantages and applications of our technique and present some performance results.

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The stepped and excessively slow execution of pseudo-dynamic tests has been found to be the source of some errors arising from strain-rate effect and stress relaxation. In order to control those errors, a new continuous test method which allows the selection of a more suitable time scale factor in the response is proposed in this work. By dimensional analysis, such scaled-time response is obtained theoretically by augmenting the inertial and damping properties of the structure, for which we propose the use of hydraulic pistons which are servo-controlled to produce active mass and damping, nevertheless using an equipment which is similar to that required in a pseudo-dynamic test. The results of the successful implementation of this technique for a simple specimen are shown here.

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Multi-carrier modulations are widely employed in ionospheric communications to mitigate the adverse effects of the HF channel. In this paper we show how performance achieved by these modulations can be further increased by means of CSIbased precoding techniques in the context of our research on interactive digital voice communications. Depending on communication constraints and channel parameters, we will show which of the studied modulations and precoding techniques to select so that to maximise performance.

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Several methods to improve multiple distant microphone (MDM) speaker diarization based on Time Delay of Arrival (TDOA) features are evaluated in this paper. All of them avoid the use of a single reference channel to calculate the TDOA values and, based on different criteria, select among all possible pairs of microphones a set of pairs that will be used to estimate the TDOA's. The evaluated methods have been named the "Dynamic Margin" (DM), the "Extreme Regions" (ER), the "Most Common" (MC), the "Cross Correlation" (XCorr) and the "Principle Component Analysis" (PCA). It is shown that all methods improve the baseline results for the development set and four of them improve also the results for the evaluation set. Improvements of 3.49% and 10.77% DER relative are obtained for DM and ER respectively for the test set. The XCorr and PCA methods achieve an improvement of 36.72% and 30.82% DER relative for the test set. Moreover, the computational cost for the XCorr method is 20% less than the baseline.

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Most data stream classification techniques assume that the underlying feature space is static. However, in real-world applications the set of features and their relevance to the target concept may change over time. In addition, when the underlying concepts reappear, reusing previously learnt models can enhance the learning process in terms of accuracy and processing time at the expense of manageable memory consumption. In this paper, we propose mining recurring concepts in a dynamic feature space (MReC-DFS), a data stream classification system to address the challenges of learning recurring concepts in a dynamic feature space while simultaneously reducing the memory cost associated with storing past models. MReC-DFS is able to detect and adapt to concept changes using the performance of the learning process and contextual information. To handle recurring concepts, stored models are combined in a dynamically weighted ensemble. Incremental feature selection is performed to reduce the combined feature space. This contribution allows MReC-DFS to store only the features most relevant to the learnt concepts, which in turn increases the memory efficiency of the technique. In addition, an incremental feature selection method is proposed that dynamically determines the threshold between relevant and irrelevant features. Experimental results demonstrating the high accuracy of MReC-DFS compared with state-of-the-art techniques on a variety of real datasets are presented. The results also show the superior memory efficiency of MReC-DFS.

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Background DCE@urLAB is a software application for analysis of dynamic contrast-enhanced magnetic resonance imaging data (DCE-MRI). The tool incorporates a friendly graphical user interface (GUI) to interactively select and analyze a region of interest (ROI) within the image set, taking into account the tissue concentration of the contrast agent (CA) and its effect on pixel intensity. Results Pixel-wise model-based quantitative parameters are estimated by fitting DCE-MRI data to several pharmacokinetic models using the Levenberg-Marquardt algorithm (LMA). DCE@urLAB also includes the semi-quantitative parametric and heuristic analysis approaches commonly used in practice. This software application has been programmed in the Interactive Data Language (IDL) and tested both with publicly available simulated data and preclinical studies from tumor-bearing mouse brains. Conclusions A user-friendly solution for applying pharmacokinetic and non-quantitative analysis DCE-MRI in preclinical studies has been implemented and tested. The proposed tool has been specially designed for easy selection of multi-pixel ROIs. A public release of DCE@urLAB, together with the open source code and sample datasets, is available at http://www.die.upm.es/im/archives/DCEurLAB/ webcite.

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Road accidents are a very relevant issue in many countries and macroeconomic models are very frequently applied by academia and administrations to reduce their frequency and consequences. The selection of explanatory variables and response transformation parameter within the Bayesian framework for the selection of the set of explanatory variables a TIM and 3IM (two input and three input models) procedures are proposed. The procedure also uses the DIC and pseudo -R2 goodness of fit criteria. The model to which the methodology is applied is a dynamic regression model with Box-Cox transformation (BCT) for the explanatory variables and autorgressive (AR) structure for the response. The initial set of 22 explanatory variables are identified. The effects of these factors on the fatal accident frequency in Spain, during 2000-2012, are estimated. The dependent variable is constructed considering the stochastic trend component.

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Dynamic measurements will become a standard for bridge monitoring in the near future. This fact will produce an important cost reduction for maintenance. US Administration has a long term intensive research program in order to diminish the estimated current maintenance cost of US$7 billion per year over 20 years. An optimal intervention maintenance program demands a historical dynamical record, as well as an updated mathematical model of the structure to be monitored. In case that a model of the structure is not actually available it is possible to produce it, however this possibility does not exist for missing measurement records from the past. Current acquisition systems to monitor structures can be made more efficient by introducing the following improvements, under development in the Spanish research Project “Low cost bridge health monitoring by ambient vibration tests using wireless sensors”: (a) a complete wireless system to acquire sensor data, (b) a wireless system that permits the localization and the hardware identification of the whole sensor system. The applied localization system has been object of a recent patent, and (c) automatization of the modal identification process, aimed to diminish human intervention. This system is assembled with cheap components and allows the simultaneous use of a large number of sensors at a low placement cost. The engineer’s intervention is limited to the selection of sensor positions, probably based on a preliminary FE analysis. In case of multiple setups, also the position of a number of fixed reference sensors has to be decided. The wireless localization system will obtain the exact coordinates of all these sensors positions. When the selection of optimal positions is difficult, for example because of the lack of a proper FE model, this can be compensated by using a higher number of measuring (also reference) points. The described low cost acquisition system allows the responsible bridge administration to obtain historical dynamic identification records at reasonable costs that will be used in future maintenance programs. Therefore, due to the importance of the baseline monitoring record of a new bridge, a monitoring test just after its construction should be highly recommended, if not compulsory.

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In this paper we focus on the selection of safeguards in a fuzzy risk analysis and management methodology for information systems (IS). Assets are connected by dependency relationships, and a failure of one asset may affect other assets. After computing impact and risk indicators associated with previously identified threats, we identify and apply safeguards to reduce risks in the IS by minimizing the transmission probabilities of failures throughout the asset network. However, as safeguards have associated costs, the aim is to select the safeguards that minimize costs while keeping the risk within acceptable levels. To do this, we propose a dynamic programming-based method that incorporates simulated annealing to tackle optimizations problems.

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El estudio sísmico en los últimos 50 años y el análisis del comportamiento dinámico del suelo revelan que el comportamiento del suelo es altamente no lineal e histéretico incluso para pequeñas deformaciones. El comportamiento no lineal del suelo durante un evento sísmico tiene un papel predominante en el análisis de la respuesta de sitio. Los análisis unidimensionales de la respuesta sísmica del suelo son a menudo realizados utilizando procedimientos lineales equivalentes, que requieren generalmente pocos parámetros conocidos. Los análisis de respuesta de sitio no lineal tienen el potencial para simular con mayor precisión el comportamiento del suelo, pero su aplicación en la práctica se ha visto limitada debido a la selección de parámetros poco documentadas y poco claras, así como una inadecuada documentación de los beneficios del modelado no lineal en relación al modelado lineal equivalente. En el análisis del suelo, el comportamiento del suelo es aproximado como un sólido Kelvin-Voigt con un módulo de corte elástico y amortiguamiento viscoso. En el análisis lineal y no lineal del suelo se están considerando geometrías y modelos reológicos más complejos. El primero está siendo dirigido por considerar parametrizaciones más ricas del comportamiento linealizado y el segundo mediante el uso de multi-modo de los elementos de resorte-amortiguador con un eventual amortiguador fraccional. El uso del cálculo fraccional está motivado en gran parte por el hecho de que se requieren menos parámetros para lograr la aproximación exacta a los datos experimentales. Basándose en el modelo de Kelvin-Voigt, la viscoelasticidad es revisada desde su formulación más estándar a algunas descripciones más avanzada que implica la amortiguación dependiente de la frecuencia (o viscosidad), analizando los efectos de considerar derivados fraccionarios para representar esas contribuciones viscosas. Vamos a demostrar que tal elección se traduce en modelos más ricos que pueden adaptarse a diferentes limitaciones relacionadas con la potencia disipada, amplitud de la respuesta y el ángulo de fase. Por otra parte, el uso de derivados fraccionarios permite acomodar en paralelo, dentro de un análogo de Kelvin-Voigt generalizado, muchos amortiguadores que contribuyen a aumentar la flexibilidad del modelado para la descripción de los resultados experimentales. Obviamente estos modelos ricos implican muchos parámetros, los asociados con el comportamiento y los relacionados con los derivados fraccionarios. El análisis paramétrico de estos modelos requiere técnicas numéricas eficientemente capaces de simular comportamientos complejos. El método de la Descomposición Propia Generalizada (PGD) es el candidato perfecto para la construcción de este tipo de soluciones paramétricas. Podemos calcular off-line la solución paramétrica para el depósito de suelo, para todos los parámetros del modelo, tan pronto como tales soluciones paramétricas están disponibles, el problema puede ser resuelto en tiempo real, porque no se necesita ningún nuevo cálculo, el solucionador sólo necesita particularizar on-line la solución paramétrica calculada off-line, que aliviará significativamente el procedimiento de solución. En el marco de la PGD, parámetros de los materiales y los diferentes poderes de derivación podrían introducirse como extra-coordenadas en el procedimiento de solución. El cálculo fraccional y el nuevo método de reducción modelo llamado Descomposición Propia Generalizada han sido aplicado en esta tesis tanto al análisis lineal como al análisis no lineal de la respuesta del suelo utilizando un método lineal equivalente. ABSTRACT Studies of earthquakes over the last 50 years and the examination of dynamic soil behavior reveal that soil behavior is highly nonlinear and hysteretic even at small strains. Nonlinear behavior of soils during a seismic event has a predominant role in current site response analysis. One-dimensional seismic ground response analysis are often performed using equivalent-linear procedures, which require few, generally well-known parameters. Nonlinear analyses have the potential to more accurately simulate soil behavior, but their implementation in practice has been limited because of poorly documented and unclear parameter selection, as well as inadequate documentation of the benefits of nonlinear modeling relative to equivalent linear modeling. In soil analysis, soil behaviour is approximated as a Kelvin-Voigt solid with a elastic shear modulus and viscous damping. In linear and nonlinear analysis more complex geometries and more complex rheological models are being considered. The first is being addressed by considering richer parametrizations of the linearized behavior and the second by using multi-mode spring-dashpot elements with eventual fractional damping. The use of fractional calculus is motivated in large part by the fact that fewer parameters are required to achieve accurate approximation of experimental data. Based in Kelvin-Voigt model the viscoelastodynamics is revisited from its most standard formulation to some more advanced description involving frequency-dependent damping (or viscosity), analyzing the effects of considering fractional derivatives for representing such viscous contributions. We will prove that such a choice results in richer models that can accommodate different constraints related to the dissipated power, response amplitude and phase angle. Moreover, the use of fractional derivatives allows to accommodate in parallel, within a generalized Kelvin-Voigt analog, many dashpots that contribute to increase the modeling flexibility for describing experimental findings. Obviously these rich models involve many parameters, the ones associated with the behavior and the ones related to the fractional derivatives. The parametric analysis of all these models require efficient numerical techniques able to simulate complex behaviors. The Proper Generalized Decomposition (PGD) is the perfect candidate for producing such kind of parametric solutions. We can compute off-line the parametric solution for the soil deposit, for all parameter of the model, as soon as such parametric solutions are available, the problem can be solved in real time because no new calculation is needed, the solver only needs particularize on-line the parametric solution calculated off-line, which will alleviate significantly the solution procedure. Within the PGD framework material parameters and the different derivation powers could be introduced as extra-coordinates in the solution procedure. Fractional calculus and the new model reduction method called Proper Generalized Decomposition has been applied in this thesis to the linear analysis and nonlinear soil response analysis using a equivalent linear method.