937 resultados para Algoritmic pairs trading, statistical arbitrage, Kalman filter, mean reversion.
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This work analyses a real time orbit estimator using the raw navigation solution provided by GPS receivers. The estimation algorithm considers a Kalman filter with a rather simple orbit dynamic model and random walk modeling of the receiver clock bias and drift. Using the Topex/Poseidon satellite as test bed, characteristics of model truncation, sampling rates and degradation of the GPS receiver (Selective Availability) were analysed. Copyright © 2007 by ABCM.
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PURPOSE: To assess the occurrence of metabolic syndrome (MetS) in postmenopausal breast cancer survivors. METHODS: A total of 158 breast cancer survivors were included in this cross-sectional study. Eligibility criteria were: women with amenorrhea >12 months and age ≥45 years, treated for breast cancer and no metastasis for at least five years. Clinical history and anthropometric indicator data (body mass index (BMI), and waist circumference, (WC) were collected. Biochemical parameters, including total cholesterol, HDL, LDL, triglycerides (TG), glucose and C-reactive protein (CRP), were measured. MetS was diagnosed as the presence of at least three of the following diagnostic criteria: WC>88 cm, blood pressure≥130/85 mmHg, triglycerides≥150 mg/dl, HDL <50 mg/dL,and glucose≥100 mg/dL. The Student's t-test and χ 2 test were used for statistical analysis. RESULTS: The mean age of breast cancer survivors was 63.1±8.6 years, with a mean follow-up of 9.1±4.0 years. MetS was diagnosed in 48.1% (76/158) and the most prevalent diagnostic criterion was abdominal obesity (WC>88 cm), affecting 54.4% (86/158) of the women. The patients without MetS had a longer follow-up compared those with MetS (p<0.05). Regarding the current BMI, PN average, those without MetS were overweight, and those with MetS were obese (p<0.05). Among the latter, comparison of BMI at the time of cancer diagnosis and current BMI (27.8±5.4 versus 33.4±5.4 kg/m2) showed a significant weight gain (p<0.05). Mean CRP values were higher in women with MetS (p<0.05). In the comparison of tumor characteristics and cancer treatments there was no difference between groups (p>0.05). CONCLUSION: Postmenopausal breast cancer survivors had a higher risk of developing metabolic syndrome and central obesity.
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An algorithm for real-time and onboard orbit determination applying the Extended Kalman Filter (EKF) method is developed. Aiming at a very simple and still fairly accurate orbit determination, an analysis is performed to ascertain an adequacy of modeling complexity versus accuracy. The minimum set of to-be-estimated states to reach the level of accuracy of tens of meters is found to have at least the position, velocity, and user clock offset components. The dynamical model is assessed through several tests, covering force model, numerical integration scheme and step size, and simplified variational equations. The measurement model includes only relevant effects to the order of meters. The EKF method is chosen to be the simplest real-time estimation algorithm with adequate tuning of its parameters. In the developed procedure, the obtained position and velocity errors along a day vary from 15 to 20 m and from 0.014 to 0.018 m/s, respectively, with standard deviation from 6 to 10 m and from 0.006 to 0.008 m/s, respectively, with the SA either on or off. The results, as well as analysis of the final adopted models used, are presented in this work. © 2013 Ana Paula Marins Chiaradia et al.
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Coordenação de Aperfeiçoamento de Pessoal de NÃvel Superior (CAPES)
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Pós-graduação em Ciências Cartográficas - FCT
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Coordenação de Aperfeiçoamento de Pessoal de NÃvel Superior (CAPES)
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Coordenação de Aperfeiçoamento de Pessoal de NÃvel Superior (CAPES)
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Coordenação de Aperfeiçoamento de Pessoal de NÃvel Superior (CAPES)
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Coordenação de Aperfeiçoamento de Pessoal de NÃvel Superior (CAPES)
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Coordenação de Aperfeiçoamento de Pessoal de NÃvel Superior (CAPES)
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Conselho Nacional de Desenvolvimento CientÃfico e Tecnológico (CNPq)
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Coordenação de Aperfeiçoamento de Pessoal de NÃvel Superior (CAPES)
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Pós-graduação em Engenharia Mecânica - FEG
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Métodos: O trabalho foi realizado no Serviço de Oftalmologia do Hospital Universitário Bettina Ferro de Souza, Belém, Pará, Brasil. O desenho experimental consistiu em séries de casos comparados. O estudo incluiu 60 indivÃduos com catarata. Metade dos pacientes foi submetida à extração de catarata extracapsular convencional (ECEE) e a outra metade à extração de catarata por facoemulsificação (PHACO). Os pacientes foram entrevistados usando-se o questionário Visual Function 14 (VF-14) para determinar a qualidade de vida antes e 30 dias depois da cirurgia. Os resultados do exame oftalmológico foram registrados no arquivo de cada paciente e disponibilizados ao longo do trabalho. Foram usados análise de variância simples e comparação post-hoc com teste de Tukey e teste dos sinais para a análise estatÃstica dos resultados. Resultados: O Ãndice de satisfação médio VF-14 foi 38,0 e 89,4 antes e após a cirurgia, respectivamente, para o grupo ECEE, sendo 47,0 e 94,1 para o grupo PHACO. A melhora na qualidade de vida após a cirurgia foi significativa em ambos os grupos de pacientes (p<0,0001), tendo sido semelhante em ambos os grupos. Conclusão: A melhora observada na qualidade de vida avaliada foi significativa e diretamente relacionada à satisfação dos pacientes com os resultados da cirurgia, a qual também foi significativa (p<0,0001). A satisfação e a qualidade de vida são fatores individuais. Consequentemente, as respostas dos pacientes relativas à melhoria em cada atividade são subjetivas e dependem unicamente da percepção individual.