A joint hazard and time scaling model to compare survival curves.

To provide a more general method for comparing survival experience, we propose a model that independently scales both hazard and time dimensions. To test the curve shape similarity of two time-dependent hazards, h1(t) and h2(t), we apply the proposed hazard relationship, h12(tKt)/ h1(t) = Kh, to h1. This relationship doubly scales h1 by the constant hazard and time scale factors, Kh and Kt, producing a transformed hazard, h12, with the same underlying curve shape as h1. We optimize the match of h12 to h2 by adjusting Kh and Kt. The corresponding survival relationship S12(tKt) = [S1(t)]KtKh transforms S1 into a new curve S12 of the same underlying shape that can be matched to the original S2. We apply this model to the curves for regional and local breast cancer contained in the National Cancer Institute's End Results Registry (1950-1973). Scaling the original regional curves, h1 and S1 with Kt = 1.769 and Kh = 0.263 produces transformed curves h12 and S12 that display congruence with the respective local curves, h2 and S2. This similarity of curve shapes suggests the application of the more complete curve shapes for regional disease as templates to predict the long-term survival pattern for local disease. By extension, this similarity raises the possibility of scaling early data for clinical trial curves according to templates of registry or previous trial curves, projecting long-term outcomes and reducing costs. The proposed model includes as special cases the widely used proportional hazards (Kt = 1) and accelerated life (KtKh = 1) models.

Time-Precision Flexible Arithmetic Unit

Paper submitted to the XVIII Conference on Design of Circuits and Integrated Systems (DCIS), Ciudad Real, España, 2003.

Dois ensaios em finanças

In the first chapter, we test some stochastic volatility models using options on the S&P 500 index. First, we demonstrate the presence of a short time-scale, on the order of days, and a long time-scale, on the order of months, in the S&P 500 volatility process using the empirical structure function, or variogram. This result is consistent with findings of previous studies. The main contribution of our paper is to estimate the two time-scales in the volatility process simultaneously by using nonlinear weighted least-squares technique. To test the statistical significance of the rates of mean-reversion, we bootstrap pairs of residuals using the circular block bootstrap of Politis and Romano (1992). We choose the block-length according to the automatic procedure of Politis and White (2004). After that, we calculate a first-order correction to the Black-Scholes prices using three different first-order corrections: (i) a fast time scale correction; (ii) a slow time scale correction; and (iii) a multiscale (fast and slow) correction. To test the ability of our model to price options, we simulate options prices using five different specifications for the rates or mean-reversion. We did not find any evidence that these asymptotic models perform better, in terms of RMSE, than the Black-Scholes model. In the second chapter, we use Brazilian data to compute monthly idiosyncratic moments (expected skewness, realized skewness, and realized volatility) for equity returns and assess whether they are informative for the cross-section of future stock returns. Since there is evidence that lagged skewness alone does not adequately forecast skewness, we estimate a cross-sectional model of expected skewness that uses additional predictive variables. Then, we sort stocks each month according to their idiosyncratic moments, forming quintile portfolios. We find a negative relationship between higher idiosyncratic moments and next-month stock returns. The trading strategy that sells stocks in the top quintile of expected skewness and buys stocks in the bottom quintile generates a significant monthly return of about 120 basis points. Our results are robust across sample periods, portfolio weightings, and to Fama and French (1993)’s risk adjustment factors. Finally, we identify a return reversal of stocks with high idiosyncratic skewness. Specifically, stocks with high idiosyncratic skewness have high contemporaneous returns. That tends to reverse, resulting in negative abnormal returns in the following month.

Foraminiferal oxygen and carbon isotopic measurements from 5 sites of southern Atlantic and Pacific

The stratigraphy and paleoceanography of the late Miocene and early Pliocene have been examined at six sites in the South Atlantic and southwest Pacific oceans: Deep Sea Drilling Project (DSDP) sites 284, 516A, 519, 588, and 590 and two piston cores from Chain cruise 115. A consistent stratigraphy was developed among sites using graphic correlation, which resulted in age models for all sites that are tied to the revised paleomagnetic time scale of Berggren et al. (1985). Applying these chronologies, we assessed latitudinal and interocean contrasts in the stratigraphic ranges of late Miocene-early Pliocene planktonic foraminiferal and nanno - fossil datums. Salient stratigraphic results include (1) The last appearance datum (LAD) of Globoquadrina dehiscens is a late Miocene (approx. 6.4 Ma) event in the subtropics and is not useful for the placement of the Miocene/Pliocene (M/P) boundary in this biogeographic province. (2) The first appearance datum (FAD) of Globorotalia crassaformis occurred at 5.1 Ma in the South Atlantic near the M/P boundary, suggesting that Gr. crassaformis may have first evolved in the South Atlantic and later migrated to other regions. (3) In the southwest Pacific, the FADs of Gr. margaritae (5.97 Ma), Gr. puncticulata (5.09 Ma), and Gr. crassaformis (4.87 Ma) are significantly time transgressive between temperate and warm subtropical regions. Time lags of 1.0 m.y. were required for these species to adapt to physical and/or biotic conditions peripheral to their endemic biogeographic provinces. (4) Between the subtropics of the South Atlantic and southwest Pacific, many planktonic foraminiferal datums (FAD of Dentogloboquadrina altispira, Gr. cibaoensis, Gr. conomiozea, Gr. margaritae, and Gq. dehiscens and LAD of Gr. cibaoensis) markedly depart from the correlation suggested by magnetostratigraphy, indicating that these datum levels are unreliable for correlation between these ocean basins. (5) In contrast, available calcareous nannofossil datum levels fall on or near the paleomagnetic correlation line, indicating synchroneity of events within the subtropics. (6) Biostratigraphic, magnetic, and 87Sr/86Sr correlation between sites 588 and 519 and the M/P neostratotype at Capo Rossello, Sicily, suggests that the base of the Zanclean stratotype occurs at 5.1-5.0 Ma in the lower reversed subchron of the Gilbert, about 2-3 * 10**5 years above the Gilbert/Chron 5 boundary. Oxygen isotopic results from DSDP sites 284, 519, and CH115 piston cores confirm a prolonged benthic d18O increase in the latest Miocene between 5.6 and 5.0 Ma, as originally proposed by Shackleton and Kennett (1975). At DSDP site 588, the benthic d18O record in the latest Miocene is marked by high-frequency fluctuations with amplitude variations of 0.5per mill, and a long-period wavelength component of 400,000 years. Maximum d18O values, however, occurred during the late Miocene (Kapitean Stage) between 5.5 and 5.1 Ma. The late Miocene d18O changes resulted from mid- and high-latitude cooling and pulses of ice sheet expansion and contraction. Glacial events were most intense during the latest Miocene (Kapitean Stage), and occurred at 5.50-5.35 Ma and at 5.10 Ma. Glacial events are estimated to have lowered sea level by 40 to 60 m and contributed to the isolation and desiccation of the Mediterranean Basin during the late Messinian. Interglacial conditions prevailed at 5.2 Ma and between 5.0 and 4.1 Ma in the early Pliocene. The beginning of the Pliocene was marked by changes in many proxy climatic indicators at all sites, suggesting a prolonged interval of warm, interglacial conditions between 5.0 and 4.1 Ma during the earliest Pliocene.

Upper Eocene to Oligocene strontium, carbon and oxygen isotope record of DSDP holes

We improved upper Eocene to Oligocene deep-sea chronostratigraphic control by integrating isotope (87Sr/86Sr, delta18O, delta13C) stratigraphy and magnetostratigraphy. Most previous attempts to establish the timing of isotope fluctuations have relied upon biostratigraphic age estimates which have uncertainties of 0.5 to over 4.0 m.y. Deep Sea Drilling Project (DSDP) Site 522 contains the best available upper Eocene to Oligocene magnetostratigraphic record which allows first-order correlations of isotope records (87Sr/86Sr, delta18O, delta13C) to the Geomagnetic Polarity Time Scale (GPTS). Empirical calibrations between the 87Sr/86Sr of foraminifera and magnetochronology at Site 522 allow more precise correlation of ,unknown' samples with the GPTS. For example, shallow water and high-latitude sections may be tied into the deep-sea record. Sr-isotope stratigraphic resolution for the latest Eocene to Oligocene is approximately 2 m.y.

(Table 2) Oxygen and carbon isotope composition of planktonic foraminiferal species from DSDP Holes 93-603B and 93-604, and one benthic species from Hole 93-604

Holes 603C and 604 of DSDP Leg 93 were drilled on the western Atlantic continental rise at water depths of 4633 m and 2364 m, respectively. In Hole 603C, a nearly continuous, undisturbed, and complete section of Pliocene and lower Pleistocene sediments was recovered by hydraulic piston coring; in Hole 604, a section of uppermost Miocene to Pleistocene sediments was incompletely recovered by rotary coring. In order to reconstruct the Pliocene and Pleistocene history of isotopic variations, 139 oxygen and carbon isotope values were determined for planktonic and monospecific benthic foraminifer samples from these holes. Large parts of the Pleistocene history could not, however, be documented because sample intervals were large and sediments at Site 604 were redeposited. Time correlation is based on magnetostratigraphic (Hole 603C) and micropaleontologic (Hole 603C, Site 604) interpretation. Stable isotope analyses were carried out on the planktonic foraminiferal species Globigerinoides ruber, G. obliquus, and Globorotalia inflata from Hole 603C (48 analyses) and from Site 604 (48 analyses); at Site 604, the benthic foraminifer Uvigerina peregrina (43 analyses) was also studied through the section. Age calibration for Hole 603C is based on the magnetostratigraphy of Canninga et al. (1987; doi:10.2973/dsdp.proc.93.130.1987), which uses the time scale of Lowrie and Alvarez (1981).

(Table 1) Magnetozone boundaries, age and sedimentation rate at DSDP Hole 93-605

Natural Remanent Magnetization (NRM) was measured for regularly spaced samples from the 620-m-thick, lower middle Eocene to upper Maestrichtian section of DSDP Site 605. The total NRM of the Eocene chalks was too low (5-50 µA/m) to establish a reliable magnetic polarity stratigraphy. However, the results from the somewhat more clayrich Paleocene-upper Maestrichtian section are useful. A fourfold quality classification of the results of progressive demagnetization studies aided in determining the polarity of the original remanence. Two types (1 and 2a) showed a Characteristic Remanent Magnetization (ChRM) direction with reversed and normal polarity, respectively; the third type (2b) can be interpreted as having a reversed ChRM, which could not be cleaned, whereas the fourth type (3) is considered to be unreliable. The Site 605 magnetic polarity stratigraphy compares well with published sections, adding important detail to the correlation with planktonic microfossil zones and, hence, to the resolution of this portion of the time scale (C24-C32 on the Berggren et al., 1985, scale). The Cretaceous/Tertiary boundary occurs in a reversed polarity zone that has been correlated with Subchron C29r. We suspect the presence of an unconformity at the boundary between lithostratigraphic Units Va and IV a location which is also the level of Reflection Horizon A*.

Space-Time Smoothing Models for Surveillance and Complex Survey Data

Thesis (Ph.D.)--University of Washington, 2016-06

On the existence of solutions to boundary value problems on time scales

This work formulates existence theorems for solutions to two-point boundary value problems on time scales. The methods used include maximum principles, a priori bounds and topological degree theory.

Assessing the Conservation Status and Threats to Priority Plants: a threat assessment approach and case study in South-East Queensland, Australia

bstract: During the Regional Forest Agreement (RFA) process in south-east Queensland, the conservation status of, and threats to, priority vascular plant taxa in the region was assessed. Characteristics of biology, demography and distribution were used to assess the species' intrinsic risk of extinction. In contrast, the threats to the taxa (their extrinsic risk of extinction) were assessed using a decision-support protocol for setting conservation targets for taxa lacking population viability analyses and habitat modelling data. Disturbance processes known or suspected to be adversely affecting the taxa were evaluated for their intensity, extent and time-scale. Expert opinion was used to provide much of the data and to assess the recommended protection areas. Five categories of intrinsic risk of extinction were recognised for the 105 priority taxa: critically endangered (43 taxa); endangered (29); vulnerable (21); rare (10); and presumed extinct (2). Only 6 of the 103 extant taxa were found to be adequately reserved and the majority were considered inadequately protected to survive the current regimes of threatening processes affecting them. Data were insufficient to calculate a protection target for one extant taxon. Over half of the taxa require all populations to be conserved as well as active management to alleviate threatening processes. The most common threats to particular taxa were competition from weeds or native species, inappropriate fire regimes, agricultural clearing, forestry, grazing by native or feral species, drought, urban development, illegal collection of plants, and altered hydrology. Apart from drought and competition from native species, these disturbances are largely influenced or initiated by human actions. Therefore, as well as increased protection of most of the taxa, active management interventions are necessary to reduce the effects of threatening processes and to enable the persistence of the taxa.

Particle formation during soy protein precipitation

The current success of soy foods is driving soy ingredient manufacturers to develop innovative products for food manufacturers. One such innovation is separating the soy proteins glycinin and beta-conglycinin to take advantage of their individual functional and nutritional properties. Precipitation by acidification is a low-cost method for separating these two proteins. Separation is achieved by preferentially precipitating glycinin at pH ~ 6 while beta-conglycinin remains in solution. Understanding the particle formation during protein precipitation is important as it can influence the efficiency of the precipitation process as well as subsequent downstream processes such as the particle-liquid separation step, usually achieved by centrifugation. Most of the previous soy protein precipitation studies are limited to precipitation at pH 4 as this is the pH range most commonly used in the commercial manufacturing of soy protein isolates. To date, there have been no studies on the particle formation during precipitation at pH > 5.Precipitation of soy protein is generally thought to occur by the rapid formation of primary particles in the size range of 0.1 - 0.3 microns followed by aggregation of these particles via collision to aggregates of size about 1 - 50 microns. The formation of the primary particles occurs on a time scale much shorter than that of the overall precipitation process (Nelson and Glatz, 1985). This study shows that precipitation of soy protein is indeed rapid. At high pH levels, binary liquid-liquid separation occurs forming a protein-rich heavy phase. The protein-rich phase appears as droplets which can be coalesced to form a uniform bulk layer under centrifugation forces. Upon lowering the pH level by the addition of acid, further protein is precipitated as amorphous material which binds the droplets together to form aggregates of amorphous precipitates. Liquid-liquid separation has been observed in many protein solutions but this phenomenon has only scarcely been reported in the literature for soy proteins. It presents an exciting opportunity for an innovative product. Features of the liquid-phase protein such as protein yield and purity will be characterized.

Real-time control of a Tokamak plasma using neural networks

This paper presents results from the first use of neural networks for the real-time feedback control of high temperature plasmas in a Tokamak fusion experiment. The Tokamak is currently the principal experimental device for research into the magnetic confinement approach to controlled fusion. In the Tokamak, hydrogen plasmas, at temperatures of up to 100 Million K, are confined by strong magnetic fields. Accurate control of the position and shape of the plasma boundary requires real-time feedback control of the magnetic field structure on a time-scale of a few tens of microseconds. Software simulations have demonstrated that a neural network approach can give significantly better performance than the linear technique currently used on most Tokamak experiments. The practical application of the neural network approach requires high-speed hardware, for which a fully parallel implementation of the multi-layer perceptron, using a hybrid of digital and analogue technology, has been developed.

Employee social responsibility:development of an ESR measure and a multi-level investigation of antecedent and boundary conditions

The following thesis instigates the discussion on corporate social responsibility (CSR) through a review of literature on the conceptualisation, determinants, and remunerations of organisational CSR engagement. The case is made for the need to draw attention to the micro-levels of CSR, and consequently focus on employee social responsibility at multiple levels of analysis. In order to further research efforts in this area, the prerequisite of an employee social responsibility behavioural measurement tool is acknowledged. Accordingly, the subsequent chapters outline the process of scale development and validation, resulting in a robust, reliable and valid employee social responsibility scale. This scale is then put to use in a field study, and the noteworthy roles of the antecedent and boundary conditions of transformational leadership, assigned CSR priority, and CSR climate are confirmed at the group and individual level. Directionality of these relationships is subsequently alluded to in a time-lagged investigation, set within a simulated business environment. The thesis collates and discusses the contributions of the findings from the research series, which highlight a consistent three-way interaction effect of transformational leadership, assigned CSR priority and CSR climate. Specifically, efforts are made to outline various avenues for future research, given the infancy of the micro-level study of employee social responsibility.

Complex temporal patterns in molecular dynamics:a direct measure of the phase-space exploration by the trajectory at macroscopic time scales

Computer simulated trajectories of bulk water molecules form complex spatiotemporal structures at the picosecond time scale. This intrinsic complexity, which underlies the formation of molecular structures at longer time scales, has been quantified using a measure of statistical complexity. The method estimates the information contained in the molecular trajectory by detecting and quantifying temporal patterns present in the simulated data (velocity time series). Two types of temporal patterns are found. The first, defined by the short-time correlations corresponding to the velocity autocorrelation decay times (â‰0.1â€ps), remains asymptotically stable for time intervals longer than several tens of nanoseconds. The second is caused by previously unknown longer-time correlations (found at longer than the nanoseconds time scales) leading to a value of statistical complexity that slowly increases with time. A direct measure based on the notion of statistical complexity that describes how the trajectory explores the phase space and independent from the particular molecular signal used as the observed time series is introduced. © 2008 The American Physical Society.

Purification of plasmid DNA for use in human gene therapy

Two key issues defined the focus of this research in manufacturing plasmid DNA for use In human gene therapy. First, the processing of E.coli bacterial cells to effect the separation of therapeutic plasmid DNA from cellular debris and adventitious material. Second, the affinity purification of the plasmid DNA in a Simple one-stage process. The need arises when considering the concerns that have been recently voiced by the FDA concerning the scalability and reproducibility of the current manufacturing processes in meeting the quality criteria of purity, potency, efficacy, and safety for a recombinant drug substance for use in humans. To develop a preliminary purification procedure, an EFD cross-flow micro-filtration module was assessed for its ability to effect the 20-fold concentration, 6-time diafiltration, and final clarification of the plasmid DNA from the subsequent cell lysate that is derived from a 1 liter E.coli bacterial cell culture. Historically, the employment of cross-flow filtration modules within procedures for harvesting cells from bacterial cultures have failed to reach the required standards dictated by existing continuous centrifuge technologies, frequently resulting in the rapid blinding of the membrane with bacterial cells that substantially reduces the permeate flux. By challenging the EFD module, containing six helical wound tubular membranes promoting centrifugal instabilities known as Dean vortices, with distilled water between the Dean number's of 187Dn and 818Dn,and the transmembrane pressures (TMP) of 0 to 5 psi. The data demonstrated that the fluid dynamics significantly influenced the permeation rate, displaying a maximum at 227Dn (312 Imh) and minimum at 818Dn (130 Imh) for a transmembrane pressure of 1 psi. Numerical studies indicated that the initial increase and subsequent decrease resulted from a competition between the centrifugal and viscous forces that create the Dean vortices. At Dean numbers between 187Dn and 227Dn , the forces combine constructively to increase the apparent strength and influence of the Dean vortices. However, as the Dean number in increases above 227 On the centrifugal force dominates the viscous forces, compressing the Dean vortices into the membrane walls and reducing their influence on the radial transmembrane pressure i.e. the permeate flux reduced. When investigating the action of the Dean vortices in controlling tile fouling rate of E.coli bacterial cells, it was demonstrated that the optimum cross-flow rate at which to effect the concentration of a bacterial cell culture was 579Dn and 3 psi TMP, processing in excess of 400 Imh for 20 minutes (i.e., concentrating a 1L culture to 50 ml in 10 minutes at an average of 450 Imh). The data demonstrated that there was a conflict between the Dean number at which the shear rate could control the cell fouling, and the Dean number at which tile optimum flux enhancement was found. Hence, the internal geometry of the EFD module was shown to sub-optimal for this application. At 579Dn and 3 psi TMP, the 6-fold diafiltration was shown to occupy 3.6 minutes of process time, processing at an average flux of 400 Imh. Again, at 579Dn and 3 psi TMP the clarification of the plasmid from tile resulting freeze-thaw cell lysate was achieved at 120 Iml1, passing 83% (2,5 mg) of the plasmid DNA (6,3 ng μ-1 10.8 mg of genomic DNA (∼23,00 Obp, 36 ng μ-1 ), and 7.2 mg of cellular proteins (5-100 kDa, 21.4 ngμ-1 ) into the post-EFD process stream. Hence the EFD module was shown to be effective, achieving the desired objectives in approximately 25 minutes. On the basis of its ability to intercalate into low molecular weight dsDNA present in dilute cell lysates, and be electrophoresed through agarose, the fluorophore PicoGreen was selected for the development of a suitable dsDNA assay. It was assesseel for its accuracy, and reliability, In determining the concentration and identity of DNA present in samples that were eleclrophoresed through agarose gels. The signal emitted by intercalated PicoGreen was shown to be constant and linear, and that the mobility of the PicaGreen-DNA complex was not affected by the intercalation. Concerning the secondary purification procedure, various anion-exchange membranes were assessed for their ability to capture plasmid DNA from the post-EFD process stream. For a commercially available Sartorius Sartobind Q15 membrane, the reduction in the equilibriumbinding capacity for  ctDNA in buffer of increasing ionic demonstrated that DNA was being.adsorbed by electrostatic  interactions only. However, the problems associated with fluid distribution across the membrane demonstrated that the membrane housing was the predominant cause of the .erratic breakthrough curves. Consequently, this would need to be rectified before such a membrane could be integrated into the current system, or indeed be scaled beyond laboratory scale. However, when challenged with the process material, the data showed that considerable quantities of protein (1150 μg) were adsorbed preferentially to the plasmid DNA (44 μg). This was also shown for derived Pall Gelman UltraBind US450 membranes that had been functionalised by varying molecular weight poly-L~lysine and polyethyleneimine ligands. Hence the anion-exchange membranes were shown to be ineffective in capturing plasmid DNA from the process stream. Finally, work was performed to integrate a sequence-specific DNA·binding protein into a single-stage DNA chromatography, isolating plasmid DNA from E.coli cells whilst minimising the contamination from genomic DNA and cellular protein. Preliminary work demonstrated that the fusion protein was capable of isolating pUC19 DNA into which the recognition sequence for the fusion-protein had been inserted (pTS DNA) when in the presence of the conditioned process material. Althougth the pTS recognition sequence differs from native pUC19 sequences by only 2 bp, the fusion protein was shown to act as a highly selective affinity ligand for pTS DNA alone. Subsequently, the scale of the process was scaled 25-fold and positioned directly following the EFD system. In conclusion, the integration of the EFD micro-filtration system and zinc-finger affinity purification technique resulted in the capture of approximately 1 mg of plasmid DNA was purified from 1L of E.coli  culture in a simple two stage process, resulting in the complete removal of genomic DNA and 96.7% of cellular protein in less than 1 hour of process time.