Regression models for bivariate survival data

Multivariate lifetime data arise in various forms including recurrent event data when individuals are followed to observe the sequence of occurrences of a certain type of event; correlated lifetime when an individual is followed for the occurrence of two or more types of events, or when distinct individuals have dependent event times. In most studies there are covariates such as treatments, group indicators, individual characteristics, or environmental conditions, whose relationship to lifetime is of interest. This leads to a consideration of regression models.The well known Cox proportional hazards model and its variations, using the marginal hazard functions employed for the analysis of multivariate survival data in literature are not sufficient to explain the complete dependence structure of pair of lifetimes on the covariate vector. Motivated by this, in Chapter 2, we introduced a bivariate proportional hazards model using vector hazard function of Johnson and Kotz (1975), in which the covariates under study have different effect on two components of the vector hazard function. The proposed model is useful in real life situations to study the dependence structure of pair of lifetimes on the covariate vector . The well known partial likelihood approach is used for the estimation of parameter vectors. We then introduced a bivariate proportional hazards model for gap times of recurrent events in Chapter 3. The model incorporates both marginal and joint dependence of the distribution of gap times on the covariate vector . In many fields of application, mean residual life function is considered superior concept than the hazard function. Motivated by this, in Chapter 4, we considered a new semi-parametric model, bivariate proportional mean residual life time model, to assess the relationship between mean residual life and covariates for gap time of recurrent events. The counting process approach is used for the inference procedures of the gap time of recurrent events. In many survival studies, the distribution of lifetime may depend on the distribution of censoring time. In Chapter 5, we introduced a proportional hazards model for duration times and developed inference procedures under dependent (informative) censoring. In Chapter 6, we introduced a bivariate proportional hazards model for competing risks data under right censoring. The asymptotic properties of the estimators of the parameters of different models developed in previous chapters, were studied. The proposed models were applied to various real life situations.

Modeling and Analysis of Some Heavy Tailed Time Series

The thesis has covered various aspects of modeling and analysis of finite mean time series with symmetric stable distributed innovations. Time series analysis based on Box and Jenkins methods are the most popular approaches where the models are linear and errors are Gaussian. We highlighted the limitations of classical time series analysis tools and explored some generalized tools and organized the approach parallel to the classical set up. In the present thesis we mainly studied the estimation and prediction of signal plus noise model. Here we assumed the signal and noise follow some models with symmetric stable innovations.We start the thesis with some motivating examples and application areas of alpha stable time series models. Classical time series analysis and corresponding theories based on finite variance models are extensively discussed in second chapter. We also surveyed the existing theories and methods correspond to infinite variance models in the same chapter. We present a linear filtering method for computing the filter weights assigned to the observation for estimating unobserved signal under general noisy environment in third chapter. Here we consider both the signal and the noise as stationary processes with infinite variance innovations. We derived semi infinite, double infinite and asymmetric signal extraction filters based on minimum dispersion criteria. Finite length filters based on Kalman-Levy filters are developed and identified the pattern of the filter weights. Simulation studies show that the proposed methods are competent enough in signal extraction for processes with infinite variance.Parameter estimation of autoregressive signals observed in a symmetric stable noise environment is discussed in fourth chapter. Here we used higher order Yule-Walker type estimation using auto-covariation function and exemplify the methods by simulation and application to Sea surface temperature data. We increased the number of Yule-Walker equations and proposed a ordinary least square estimate to the autoregressive parameters. Singularity problem of the auto-covariation matrix is addressed and derived a modified version of the Generalized Yule-Walker method using singular value decomposition.In fifth chapter of the thesis we introduced partial covariation function as a tool for stable time series analysis where covariance or partial covariance is ill defined. Asymptotic results of the partial auto-covariation is studied and its application in model identification of stable auto-regressive models are discussed. We generalize the Durbin-Levinson algorithm to include infinite variance models in terms of partial auto-covariation function and introduce a new information criteria for consistent order estimation of stable autoregressive model.In chapter six we explore the application of the techniques discussed in the previous chapter in signal processing. Frequency estimation of sinusoidal signal observed in symmetric stable noisy environment is discussed in this context. Here we introduced a parametric spectrum analysis and frequency estimate using power transfer function. Estimate of the power transfer function is obtained using the modified generalized Yule-Walker approach. Another important problem in statistical signal processing is to identify the number of sinusoidal components in an observed signal. We used a modified version of the proposed information criteria for this purpose.

ARMA modeling of time series based on rational approximation of spectral density function

This study is concerned with Autoregressive Moving Average (ARMA) models of time series. ARMA models form a subclass of the class of general linear models which represents stationary time series, a phenomenon encountered most often in practice by engineers, scientists and economists. It is always desirable to employ models which use parameters parsimoniously. Parsimony will be achieved by ARMA models because it has only finite number of parameters. Even though the discussion is primarily concerned with stationary time series, later we will take up the case of homogeneous non stationary time series which can be transformed to stationary time series. Time series models, obtained with the help of the present and past data is used for forecasting future values. Physical science as well as social science take benefits of forecasting models. The role of forecasting cuts across all fields of management-—finance, marketing, production, business economics, as also in signal process, communication engineering, chemical processes, electronics etc. This high applicability of time series is the motivation to this study.

Adrenergic and serotonergic function in dna synthesis during rat liver regeneration and in hepatocyte cultures

The adult mammalian liver is predominantly in a quiescent state with respect to cell division. This quiescent state changes dramatically, however, if the liver is injured by toxic, infectious or mechanic agents (Ponder, 1996). Partial hepatectomy (PH) which consists of surgical removal of two-thirds of the liver, has been used to stimulate hepatocyte proliferation (Higgins & Anderson 1931). This experimental model of liver regeneration has been the target of many studies to probe the mechanisms responsible for liver cell growth control (Michalopoulos, 1990; Taub, 1996). After PH most of the remaining cells in the renmant liver respond with co-ordinated waves of DNA synthesis and divide in a process called compensatory hyperplasia. Hence, liver regeneration is a model of relatively synchronous cell cycle progression in vivo. In contrast to hepatomas, cell division is terminated under some intrinsic control when the original cellular mass has been regained. This has made liver regeneration a useful model to dissect the biochemical and molecular mechanisms of cell division regulation. The liver is thus, one of the few adult organs that demonstrates a physiological growth rewonse (Fausto & Mead, 1989; Fausto & Webber, 1994). The regulation of liver cell proliferation involves circulating or intrahepatic factors that are involved in either the priming of hepatocytes to enter the cell cycle (Go to G1) or progression through the cell cycle. In order to understand the basis of liver regeneration it is mandatory to define the mechanisms which (a) trigger division, (b) allow the liver to concurrently grow and maintain dilferentiated fimction and (c) terminate cell proliferation once the liver has reached the appropriate mass. Studies on these aspects of liver regeneration will provide basic insight of cell growth and dilferentiation, liver diseases like viral hepatitis, toxic damage and liver transplant where regeneration of the liver is essential. In the present study, Go/G1/S transition of hepatocytes re-entering the cell cycle after PH was studied with special emphasis on the involvement of neurotransmitters, their receptors and second messenger function in the control of cell division during liver regeneration

Characterizations of some continuous distributions using partial moments

Inthis paper,we define partial moments for a univariate continuous random variable. A recurrence relationship for the Pearson curve using the partial moments is established. The interrelationship between the partial moments and other reliability measures such as failure rate, mean residual life function are proved. We also prove some characterization theorems using the partial moments in the context of length biased models and equilibrium distributions

Quantile based reliability aspects of partial moments

Partial moments are extensively used in literature for modeling and analysis of lifetime data. In this paper, we study properties of partial moments using quantile functions. The quantile based measure determines the underlying distribution uniquely. We then characterize certain lifetime quantile function models. The proposed measure provides alternate definitions for ageing criteria. Finally, we explore the utility of the measure to compare the characteristics of two lifetime distributions

A Study of Single Stage Semi‐Dry Anaerobic Digestion of Organic Fraction of Municipal Solid Waste

Solid waste generation is a natural consequence of human activity and is increasing along with population growth, urbanization and industrialization. Improper disposal of the huge amount of solid waste seriously affects the environment and contributes to climate change by the release of greenhouse gases. Practicing anaerobic digestion (AD) for the organic fraction of municipal solid waste (OFMSW) can reduce emissions to environment and thereby alleviate the environmental problems together with production of biogas, an energy source, and digestate, a soil amendment. The amenability of substrate for biogasification varies from substrate to substrate and different environmental and operating conditions such as pH, temperature, type and quality of substrate, mixing, retention time etc. Therefore, the purpose of this research work is to develop feasible semi-dry anaerobic digestion process for the treatment of OFMSW from Kerala, India for potential energy recovery and sustainable waste management. This study was carried out in three phases in order to reach the research purpose. In the first phase, batch study of anaerobic digestion of OFMSW was carried out for 100 days at 32°C (mesophilic digestion) for varying substrate concentrations. The aim of this study was to obtain the optimal conditions for biogas production using response surface methodology (RSM). The parameters studied were initial pH, substrate concentration and total organic carbon (TOC). The experimental results showed that the linear model terms of initial pH and substrate concentration and the quadratic model terms of the substrate concentration and TOC had significant individual effect (p < 0.05) on biogas yield. However, there was no interactive effect between these variables (p > 0.05). The optimum conditions for maximizing the biogas yield were a substrate concentration of 99 g/l, an initial pH of 6.5 and TOC of 20.32 g/l. AD of OFMSW with optimized substrate concentration of 99 g/l [Total Solid (TS)-10.5%] is a semi-dry digestion system .Under the optimized condition, the maximum biogas yield was 53.4 L/kg VS (volatile solid).. In the second phase, semi-dry anaerobic digestion of organic solid wastes was conducted for 45 days in a lab-scale batch experiment for substrate concentration of 100 g/l (TS-11.2%) for investigating the start-up performances under thermophilic condition (50°C). The performance of the reactor was evaluated by measuring the daily biogas production and calculating the degradation of total solids and the total volatile solids. The biogas yield at the end of the digestion was 52.9 L/kg VS for the substrate concentration of 100 g/l. About 66.7% of volatile solid degradation was obtained during the digestion. A first order model based on the availability of substrate as the limiting factor was used to perform the kinetic studies of batch anaerobic digestion system. The value of reaction rate constant, k, obtained was 0.0249 day-1. A laboratory bench scale reactor with a capacity of 36.8 litres was designed and fabricated to carry out the continuous anaerobic digestion of OFMSW in the third phase. The purpose of this study was to evaluate the performance of the digester at total solid concentration of 12% (semi-dry) under mesophlic condition (32°C). The digester was operated with different organic loading rates (OLRs) and constant retention time. The performance of the reactor was evaluated using parameters such as pH, volatile fatty acid (VFA), alkalinity, chemical oxygen demand (COD), TOC and ammonia-N as well as biogas yield. During the reactor’s start-up period, the process is stable and there is no inhibition occurred and the average biogas production was 14.7 L/day. The reactor was fed in continuous mode with different OLRs (3.1,4.2 and 5.65 kg VS/m3/d) at constant retention time of 30 days. The highest volatile solid degradation of 65.9%, with specific biogas production of 368 L/kg VS fed was achieved with OLR of 3.1 kg VS/m3/d. Modelling and simulation of anaerobic digestion of OFMSW in continuous operation is done using adapted Anaerobic Digestion Model No 1 (ADM1).The proposed model, which has 34 dynamic state variables, considers both biochemical and physicochemical processes and contains several inhibition factors including three gas components. The number of processes considered is 28. The model is implemented in Matlab® version 7.11.0.584(R2010b). The model based on adapted ADM1 was tested to simulate the behaviour of a bioreactor for the mesophilic anaerobic digestion of OFMSW at OLR of 3.1 kg VS/m3/d. ADM1 showed acceptable simulating results.

Evaluating partial root-zone irrigation and mulching in okra (Abelmoschus esculentus L.) under a sub-humid tropical climate

The field experiments were conducted to compare the alternate partial root-zone irrigation (APRI) with and without black plastic mulch (BPM) with full root-zone irrigation (FRI) in furrow-irrigated okra (Abelmoschus esculentus L. Moench) at Bhubaneswar, India. APRI means that one of the two neighbouring furrows was alternately irrigated during consecutive watering. FRI was the conventional method where every furrow was irrigated during each watering. The used irrigation levels were 25% available soil moisture depletion (ASMD), 50% ASMD, and 75% ASMD. The plant growth and yield parameters were observed to be significantly (p < 0.05) higher with frequent irrigation (at 25% ASMD) under all irrigation strategies. However, APRI + BPM produced the maximum plant growth and yield using 22% and 56% less water over APRI without BPM and FRI, respectively. The highest pod yield (10025 kg ha^-1) was produced under APRI at 25% ASMD + BPM, which was statistically at par with the pod yield under APRI at 50% ASMD + BPM. Irrigation water use efficiency (IWUE), which indicates the pod yield per unit quantity of irrigation water, was estimated to be highest (12.3 kg m^-3) under APRI at 50% ASMD + BPM, followed by APRI at 25% ASMD + BPM. Moreover, the treatment APRI at 50% ASMD + BPM was found economically superior to other treatments, generating more net return (US $ 952 ha^-1) with higher benefit–cost ratio (1.70).

The function of SIFamide, PDF, and further neuropeptides in the circadian system of Rhyparobia maderae

Der täglich Wechsel von Hell- und Dunkelphasen führte während der Evolution zur Entwicklung innerer Uhren in nahezu allen Organismen. In der Schabe Rhyparobia maderae lokalisierten Läsions- und Transplantationsexperimente die innere Uhr in der akzessorischen Medulla (AME). Dieses kleine birnenförmige Neuropil am ventromedianen Rand der Medulla ist mit etwa 240 Neuronen assoziiert, die eine hohe Anzahl an zum Teil kolokalisierten Neuropeptiden und Neurotransmittern exprimieren. Diese Signalstoffe scheinen essentiell zu sein für die Synchronisation der inneren Uhr mit der Umwelt, der Kopplung der beiden bilateralen AME, der Aufrechterhaltung des circadianen Rhythmus sowie der zeitlichen Steuerung bestimmter Verhaltensweisen. Während die Funktion einiger dieser neuronalen Botenstoffe bereits gut untersucht ist, fehlt sie für andere. Zudem ist noch ungeklärt, wann einzelne Botenstoffe im circadianen Netzwerk agieren. Im Fokus dieser Studie lag daher die Erforschung der Funktion von SIFamide und Corazonin im circadianen Netzwerk sowie die weitere Untersuchung der Funktionen der Neuropeptide MIP und PDF. Es konnte gezeigt werden, dass SIFamide auch in R. maderae in vier großen neurosekretorischen Zellen in der pars intercerebralis exprimiert wird. Varikosenreiche SIFamide-immureaktive (-ir) Fasern innervieren eine Vielzahl an Neuropilen und finden sich auch in der Hüllregion der AME. Injektionsexperimente resultierten in einer monophasischen Phasen-Antwort-Kurve (PRC) mit einer Verzögerung zur frühen subjektiven Nacht. SIFamide ist also ein Eingangssignal für das circadiane Netzwerk und könnte in der Kontrolle der Schalf/Wach-Homöostase involviert sein. Auch Corazonin fungiert als Eingangssignal. Da die Injektionsexperimente in einer monophasischen PRC mit einem Phasenvorschub zur späten subjektiven Nacht resultierten, ist davon auszugehen, dass die Corazonin-ir AME-Zelle Bestandteil des Morning-Oszillator-Netzwerkes in R. maderae ist. Darüber hinaus zeigten Backfill-Experimente, dass MIP an der Kopplung beider AMAE beteiligt ist. ELISA-Quantifizierungen der PDF-Level im Tagesverlauf ergaben Schwankungen in der Konzentration, die auf eine Ausschüttung des Peptids während des Tages hindeuten – ähnlich wie es in Drosophila melanogaster der Fall ist. Dies spiegelt sich in der vervollständigten bimodalen PDF-PRC wieder. Hier führen Injektionen zu einem Phasenvorschub, bevor maximale Peptidlevel erreicht werden, sowie zu einer Phasenverzögerung, sobald die Peptidlevel wieder zu sinken beginnen. Die PRCs erlauben somit Rückschlüsse auf den Zeitpunkt der maximalen Peptidfreisetzung. PDF-ir Neuriten findet sich zudem in sämtlichen Ganglien des ventralen Strickleiternervensystems, was eine Funktion in der Kontrolle der Prozesse impliziert, die durch die Mustergeneratoren in Thorakal- und Abdominalganglien gesteuert werden.

Experiencia con la realización de nefrectomía parcial para el tratamiento de masas renales : estudio multicéntrico

Objetivo: Reportar la experiencia obtenida con la realización de Nefrectomía Parcial para el tratamiento de masas renales en la Fundación Santa Fe de Bogotá y Fundación Cardioinfantil. Materiales y Métodos: Se revisó el registro de procedimientos quirúrgicos de las dos instituciones entre enero de 2005 y marzo de 2011. Se incluyeron los pacientes llevados a nefrectomía parcial y se revisaron las historias clínicas. Se excluyeron pacientes operados por patología no tumoral. Se registraron variables preoperatorias, intraoperatorias y postoperatorias. Se creó una base de datos en Excel y se elaboró un análisis descriptivo de las variables utilizando el paquete estadístico Stata 10.0. Resultados: Se realizaron un total de 63 nefrectomías parciales. Se analizaron 59 que fueron realizadas por sospecha de patología tumoral (quistes complejos o cáncer). El promedio de edad fué 60.7 años. En los pacientes con sospecha de tumor renal, la principal indicación para el procedimiento conservador fue el tamaño de la masa (82.53%). La creatinina preoperatoria fue 1.01 mg/dl en promedio. El abordaje utilizado con mayor frecuencia fue la lumbotomía (89.8%). En 79.6% de los casos se realizó isquemia fría. El sangrado fue 354 cc en promedio. En 6.77 % de los pacientes fue necesario ampliar el margen. El diagnóstico definitivo más frecuente fue carcinoma de células claras en el 72.8% de los casos. La creatinina postoperatoria fue de 1.14mg/dl en promedio. Un 98.3% de los pacientes permanecen libres de recaída con un seguimiento promedio de 27 meses. Conclusiones: La nefrectomía parcial por abordaje a cielo abierto es un procedimiento oncológicamente efectivo, con baja morbimortalidad y que permite mantener la función renal, en manos experimentadas. Es considerada el patrón de oro para el tratamiento de masas renales en estado T1a, tumores bilaterales, en pacientes con falla renal o en aquellos que tengan enfermedades que potencialmente la afecten.

Supervivencia cáncer específica posterior a nefrectomía radical frente a nefrectomía parcial en carcinoma renal t2: revisión sistemática

Introducción: El tratamiento estándar para los tumores renales localizados es la nefrectomía radical, sin embargo debido a la variación el tamaño del tumor renal en el momento del diagnóstico, se ha reemplazado en algunos casos por la nefrectomía parcial. Objetivo: Este estudio busca comparar el resultado oncológico de la nefrectomía parcial en términos de supervivencia cáncer específica, respecto a la nefrectomía radical, en pacientes mayores de 50 años con carcinoma renal estadio II (T2N0M0) Métodos: Se realizó una revisión sistemática de la literatura, con inclusión de estudios de casos y controles, cohortes y experimentos clínicos aleatorizados incluidos en las bases de datos de MEDLINE , EMBASE y CENTRAL Resultados: La búsqueda inicial emitió un total de 101 resultados, 11 artículos fueron preseleccionados y sólo un artículo cumplió con los criterios de selección; éste se clasificó como nivel de evidencia II. Conclusión: No fue posible concluir su equivalencia oncológica de la nefrectomía radical con la nefrectomía parcial, dado que no hay diseños de estudios que permitan llegar a esta conclusión.

Evolution of clinical and functional results after arthroscopic treatment of Discoid Meniscus. A case series study of 31 cases.

Purpose: To evaluate the evolution of clinical and functional outcomes of symptomatic discoid lateral meniscus treated arthroscopically over time and to investigate the relationship between associated intra-articular findings and outcomes. Methods: Of all patients treated arthroscopically between 1995 and 2010, patients treated for symptomatic discoid meniscus were identified in the hospital charts. Baseline data (demographics, previous trauma of ipsilateral knee, and associated intra-articular findings) and medium term outcome data from clinical follow-up examinations (pain, locking, snapping and instability of the operated knee) were extracted from clinical records. Telephone interviews were conducted at long term in 28 patients (31 knees). Interviews comprised clinical outcomes as well as functional outcomes as assessed by the International Knee Documentation Committee Subjective Knee Evaluation Form (IKDC). Results: All patients underwent arthroscopic partial meniscectomy. The mean follow-up time for data extracted from clinical records was 11 months (SD ± 12). A significant improvement was found for pain in 77% (p<0.001), locking in 13%, (p=0.045) and snapping in 39 % (p<0.005). The mean follow-up time of the telephone interview was 60 months (SD ± 43). Improvement from baseline was generally less after five years than after one year and functional outcomes of the IKDC indicated an abnormal function after surgery (IKDC mean= 84.5, SD ± 20). In some patients, 5 year-outcomes were even worse than their preoperative condition. Nonetheless, 74% of patients perceived their knee function as improved. Furthermore, better results were seen in patients without any associated intra-articular findings. Conclusions: Arthroscopical partial meniscectomy is an effective intervention to relieve symptoms in patients with discoid meniscus in the medium-term; however, results trend to deteriorate over time. A trend towards better outcome for patients with no associated intra-articular findings was observed.

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Balance function following cochlear implantation

Imbalance is a risk of cochlear implantation. This is particularly important in patients receiving bilateral implants, who are often children. 25 adult and pediatric patients undergoing cochlear implantation were tested pre-operatively and post-operatively using tests of balance function. Results showed moderate losses in some test paradigms following implantation in the patient group as a whole. While changes in balance function due to cochlear implantation are not uncommon, their practical effect on function may be minor.

The timing of Quaternary calcrete development in semi-arid southeast Spain: Investigating the role of climate on calcrete genesis

Quaternary-aged calcrete horizons are common weathering products in arid and semi-arid regions. It is, however, unclear how calcrete forming processes respond to the major oscillations in climate that occur over the Quaternary period. This paper presents a U-series-based calcrete age database from the Sorbas basin, southeast Spain. The study constructs an age frequency distribution of these ages which is consequently compared to a range of palaeoenvironmental records from the Mediterranean. The age distribution presented here suggests that the formation of pedogenic calcrete horizons in the Sorbas basin primarily occurs during 'warm' isotope stages (MIS 1 and 5), with very few calcrete ages occurring during cold glacial/stadial stages (MIS 2, 3 and 4). It is suggested that this is a function of the environments that existed during 'warm' isotope stages being more conducive to calcrete development than those that existed during cold climate episodes. In a semi-arid region such as the Sorbas basin it is likely that increased aridity during glacial stages, coupled with reduced vegetation and accelerated landscape instability, was crucial in reducing rates of calcrete formation. In a semi-arid region such as southeast Spain, calcrete formation during the Quaternary, therefore, oscillates with climate change but is primarily a "warm" episode phenomenon. It is suggested that further studies are required to see how calcrete genesis responds to environmental change in more humid parts of the Mediterranean. (C) 2009 Elsevier B.V. All rights reserved.