989 resultados para Frequency dependence parameters


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In the present investigation we studied the fusogenic process developed by influenza A, B and C viruses on cell surfaces and different factors associated with virus and cell membrane structures. The biological activity of purified virus strains was evaluated in hemagglutination, sialidase and fusion assays. Hemolysis by influenza A, B and C viruses ranging from 77.4 to 97.2%, from 20.0 to 65.0%, from 0.2 to 93.7% and from 9.0 to 76.1% was observed when human, chicken, rabbit and monkey erythrocytes, respectively, were tested at pH 5.5. At this pH, low hemolysis indexes for influenza A, B and C viruses were observed if horse erythrocytes were used as target cells for the fusion process, which could be explained by an inefficient receptor binding activity of influenza on N-glycolyl sialic acids. Differences in hemagglutinin receptor binding activity due to its specificity to N-acetyl or N-glycolyl cell surface oligosaccharides, density of these cellular receptors and level of negative charges on the cell surface may possibly explain these results, showing influence on the sialidase activity and the fusogenic process. Comparative analysis showed a lack of dependence between the sialidase and fusion activities developed by influenza B viruses. Influenza A viruses at low sialidase titers (<2) also exhibited clearly low hemolysis at pH 5.5 (15.8%), while influenza B viruses with similarly low sialidase titers showed highly variable hemolysis indexes (0.2 to 78.0%). These results support the idea that different virus and cell-associated factors such as those presented above have a significant effect on the multifactorial fusion process

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The most common reason for a low-voltage induction motor breakdown is a bearing failure. Along with the increasing popularity of modern frequency converters, bearing failures have become the most important motor fault type. Conditions in which bearing currents are likely to occur are generated as a side effect of fast du/dt switching transients. Once present, different types of bearing currents can accelerate the mechanical wear of bearings by causing deformation of metal parts in the bearing and degradation of the lubricating oil properties.The bearing current phenomena are well known, and several bearing current measurement and mitigation methods have been proposed. Nevertheless, in order to develop more feasible methods to measure and mitigate bearing currents, better knowledge of the phenomena is required. When mechanical wear is caused by bearing currents, the resulting aging impact has to be monitored and dealt with. Moreover, because of the stepwise aging mechanism, periodically executed condition monitoring measurements have been found ineffective. Thus, there is a need for feasible bearing current measurement methods that can be applied in parallel with the normal operation of series production drive systems. In order to reach the objectives of feasibility and applicability, nonintrusive measurement methods are preferred. In this doctoral dissertation, the characteristics and conditions of bearings that are related to the occurrence of different kinds of bearing currents are studied. Further, the study introduces some nonintrusive radio-frequency-signal-based approaches to detect and measure parameters that are associated with the accelerated bearing wear caused by bearing currents.

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The objective of the present study was to determine contrast sensitivity curves of concentric circular patterns with radial frequencies of 0.25, 0.5, 1.0, 2.0, and 4.0 cycles per degree in young and older adult volunteers. These parameters were also compared with sensitivity contrasts for sine-wave gratings. All participants had normal acuity vision and were free of identifiable ocular illness. Contrast sensitivity was measured in 6 young adults aged 19 to 23 years and 6 older adults aged 60 to 69 years using the psychophysical forced-choice method. In this paradigm the volunteers had to decide which of two stimuli contained the above radial frequencies at low contrast levels. The other neutral stimulus was gray with homogeneous luminance. We detected a decline in contrast sensitivity for older adults at all radial frequencies compared to young adults. Also, contrast sensitivity for sine-wave gratings at all measured frequencies was better, as predicted, for all young adults. Maximum sensitivities in the radial frequency contrast sensitivity function and contrast sensitivity function occurred at 0.25 and 0.5 cycles per degree, respectively, for both young and older adults. These results suggest age-related changes in the contrast sensitivity function for concentric symmetrical stimuli.

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Increased heart rate variability (HRV) and high-frequency content of the terminal region of the ventricular activation of signal-averaged ECG (SAECG) have been reported in athletes. The present study investigates HRV and SAECG parameters as predictors of maximal aerobic power (VO2max) in athletes. HRV, SAECG and VO2max were determined in 18 high-performance long-distance (25 ± 6 years; 17 males) runners 24 h after a training session. Clinical visits, ECG and VO2max determination were scheduled for all athletes during thew training period. A group of 18 untrained healthy volunteers matched for age, gender, and body surface area was included as controls. SAECG was acquired in the resting supine position for 15 min and processed to extract average RR interval (Mean-RR) and root mean squared standard deviation (RMSSD) of the difference of two consecutive normal RR intervals. SAECG variables analyzed in the vector magnitude with 40-250 Hz band-pass bi-directional filtering were: total and 40-µV terminal (LAS40) duration of ventricular activation, RMS voltage of total (RMST) and of the 40-ms terminal region of ventricular activation. Linear and multivariate stepwise logistic regressions oriented by inter-group comparisons were adjusted in significant variables in order to predict VO2max, with a P < 0.05 considered to be significant. VO2max correlated significantly (P < 0.05) with RMST (r = 0.77), Mean-RR (r = 0.62), RMSSD (r = 0.47), and LAS40 (r = -0.39). RMST was the independent predictor of VO2max. In athletes, HRV and high-frequency components of the SAECG correlate with VO2max and the high-frequency content of SAECG is an independent predictor of VO2max.

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We compared the effect of the number of weekly repetitions of a static stretching program on the flexibility, hamstring tightness and electromyographic activity of the hamstring and of the triceps surae muscles. Thirty-one healthy subjects with hamstring tightness, defined as the inability to perform total knee extension, and shortened triceps surae, defined by a tibiotarsal angle wider than 90° during trunk flexion, were divided into three groups: G1 performed the stretching exercises once a week; G2, three times a week, and G3, five times a week. The parameters were determined before and after the stretching program. Flexibility improved in all groups after intervention, from 7.65 ± 10.38 to 3.67 ± 12.08 in G1, from 10.73 ± 12.07 to 0.77 ± 10.45 in G2, and from 14.20 ± 10.75 to 6.85 ± 12.19 cm in G3 (P < 0.05 for all comparisons). The increase in flexibility was higher in G2 than in G1 (P = 0.018), while G2 and G3 showed no significant difference (G1: 4 ± 2.17, G2: 10 ± 5.27; G3: 7.5 ± 4.77 cm). Hamstring tightness improved in all groups, from 37.90 ± 6.44 to 29 ± 11.65 in G1, from 39.82 ± 9.63 to 21.91 ± 8.40 in G2, and from 37.20 ± 6.63 to 26.10 ± 5.72° in G3 (P < 0.05 for all comparisons). During stretching, a statistically significant difference was observed in electromyographic activity of biceps femoris muscle between G1 and G3 (P = 0.048) and G2 and G3 (P = 0.0009). No significant differences were found in electromyographic activity during maximal isometric contraction. Stretching exercises performed three times a week were sufficient to improve flexibility and range of motion compared to subjects exercising once a week, with results similar to those of subjects who exercised five times a week.

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Alcohol dependence poses a serious medical and sociological problem. It is influenced by multiple environmental and genetic factors, which may determine differences in alcohol metabolism. Genetic polymorphism of the enzymes involved in alcohol metabolism is highly ethnically and race dependent. The purpose of this study was to investigate the differences, if present, in the allele and genotype frequency of alcohol dehydrogenase 1B (ADH1B), ADH1C and the microsomal ethanol-oxidizing system (MEOS/CYP2E1) between alcohol-dependent individuals and controls and also to determine if these genotypes cause a difference in the age at which the patients become alcohol dependent. The allele and genotype frequencies of ADH1B, ADH1C, and CYP2E1 were determined in 204 alcohol dependent men and 172 healthy volunteers who do not drink alcohol (control group). Genotyping was performed by PCR-RFLP methods on white cell DNA. ADH1B*1 (99.3%) and ADH1C*1 (62.5%) alleles and ADH1B*1/*1 (N = 201) and ADH1C*1/*1 (N = 85) genotypes were statistically more frequent among alcohol-dependent subjects than among controls (99.3 and 62.5%, N = 201 and 85 vs 94.5 and 40.7%, N = 153 and 32, respectively). Differences in the CYP2E1 allele and genotype distribution between groups were not significant. The persons with ADH1C*1/*1 and CYP2E1*c1/*c2 genotypes became alcohol dependent at a considerably younger age than the subjects with ADH1C*1/*2, ADH1C*2/*2 and CYP2E1*c1/*c1 genotypes (28.08, 25.67 years vs 36.0, 45.05, 34.45 years, respectively). In the Polish men examined, ADH1C*1 and ADH1B*1 alleles and ADH1C*1/*1 and ADH1B*1/*1 genotypes favor alcohol dependence. The ADH1B*2 allele may protect from alcohol dependence. However, subjects with ADH1C*1/*1 and CYP2E1*c1/*c2 genotypes become alcohol dependent at a considerably younger age than the subjects with ADH1C*1/*2, ADH1C*2/*2 and CYP2E1*c1/*c1 genotypes.

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Heart rate variability (HRV) provides important information about cardiac autonomic modulation. Since it is a noninvasive and inexpensive method, HRV has been used to evaluate several parameters of cardiovascular health. However, the internal reproducibility of this method has been challenged in some studies. Our aim was to determine the intra-individual reproducibility of HRV parameters in short-term recordings obtained in supine and orthostatic positions. Electrocardiographic (ECG) recordings were obtained from 30 healthy subjects (20-49 years, 14 men) using a digital apparatus (sampling ratio = 250 Hz). ECG was recorded for 10 min in the supine position and for 10 min in the orthostatic position. The procedure was repeated 2-3 h later. Time and frequency domain analyses were performed. Frequency domain included low (LF, 0.04-0.15 Hz) and high frequency (HF, 0.15-0.4 Hz) bands. Power spectral analysis was performed by the autoregressive method and model order was set at 16. Intra-subject agreement was assessed by linear regression analysis, test of difference in variances and limits of agreement. Most HRV measures (pNN50, RMSSD, LF, HF, and LF/HF ratio) were reproducible independent of body position. Better correlation indexes (r > 0.6) were obtained in the orthostatic position. Bland-Altman plots revealed that most values were inside the agreement limits, indicating concordance between measures. Only SDNN and NNv in the supine position were not reproducible. Our results showed reproducibility of HRV parameters when recorded in the same individual with a short time between two exams. The increased sympathetic activity occurring in the orthostatic position probably facilitates reproducibility of the HRV indexes.

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Immobilization, used in clinical practice to treat traumatologic problems, causes changes in muscle, but it is not known whether changes also occur in nerves. We investigated the effects of immobilization on excitability and compound action potential (CAP) and the ultrastructure of the rat sciatic nerve. Fourteen days after immobilization of the right leg of adult male Wistar rats (n=34), animals were killed and the right sciatic nerve was dissected and mounted in a moist chamber. Nerves were stimulated at a baseline frequency of 0.2 Hz and tested for 2 min at 20, 50, and 100 Hz. Immobilization altered nerve excitability. Rheobase and chronaxy changed from 3.13±0.05 V and 52.31±1.95 µs (control group, n=13) to 2.84±0.06 V and 59.71±2.79 µs (immobilized group, n=15), respectively. Immobilization altered the amplitude of CAP waves and decreased the conduction velocity of the first CAP wave (from 93.63±7.49 to 79.14±5.59 m/s) but not of the second wave. Transmission electron microscopy showed fragmentation of the myelin sheath of the sciatic nerve of immobilized limbs and degeneration of the axon. In conclusion, we demonstrated that long-lasting leg immobilization can induce alterations in nerve function.

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The aims of this study were to evaluate the forced oscillation technique (FOT) and pulmonary densitovolumetry in acromegalic patients and to examine the correlations between these findings. In this cross-sectional study, 29 non-smoking acromegalic patients and 17 paired controls were subjected to the FOT and quantification of lung volume using multidetector computed tomography (Q-MDCT). Compared with the controls, the acromegalic patients had a higher value for resonance frequency [15.3 (10.9-19.7) vs 11.4 (9.05-17.6) Hz, P=0.023] and a lower value for mean reactance [0.32 (0.21-0.64) vs 0.49 (0.34-0.96) cm H2O/L/s2, P=0.005]. In inspiratory Q-MDCT, the acromegalic patients had higher percentages of total lung volume (TLV) for nonaerated and poorly aerated areas [0.42% (0.30-0.51%) vs 0.25% (0.20-0.32%), P=0.039 and 3.25% (2.48-3.46%) vs 1.70% (1.45-2.15%), P=0.001, respectively]. Furthermore, the acromegalic patients had higher values for total lung mass in both inspiratory and expiratory Q-MDCT [821 (635-923) vs 696 (599-769) g, P=0.021 and 844 (650-945) vs 637 (536-736) g, P=0.009, respectively]. In inspiratory Q-MDCT, TLV showed significant correlations with all FOT parameters. The TLV of hyperaerated areas showed significant correlations with intercept resistance (rs=−0.602, P<0.001) and mean resistance (rs=−0.580, P<0.001). These data showed that acromegalic patients have increased amounts of lung tissue as well as nonaerated and poorly aerated areas. Functionally, there was a loss of homogeneity of the respiratory system. Moreover, there were correlations between the structural and functional findings of the respiratory system, consistent with the pathophysiology of the disease.

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A new approach to the determination of the thermal parameters of high-power batteries is introduced here. Application of local heat flux measurement with a gradient heat flux sensor (GHFS) allows determination of the cell thermal parameters in di_erent surface points of the cell. The suggested methodology is not cell destructive as it does not require deep discharge of the cell or application of any charge/discharge cycles during measurements of the thermal parameters of the cell. The complete procedure is demonstrated on a high-power Li-ion pouch cell, and it is verified on a sample with well-known thermal parameters. A comparison of the experimental results with conventional thermal characterization methods shows an acceptably low error. The dependence of the cell thermal parameters on state of charge (SoC) and measurement points on the surface was studied by the proposed measurement approach.

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The superconducting transition temperature Tc of metallic glasses ZrxFelOO-x (x=80, 75), Zr75(NixFelOO-x)25 (x=75, 50, 25), and CU2SZr75 were measured under quasi-hydrostatic pressure up to 8 OPa (80kbar). The volume (pressure) dependence of the electron-phonon coupling parameters Aep for CU25Zr75 was calculated using the McMillan equatio11. Using this volume dependence of Aep and the modified McMillan equation which incorporates spin-fluctuations, the volume dependence of the spin fluctuation parameter, Asf, was determined in Zr75Ni25, ZrxFelOO-x , a11d Zr75(NixFelOO-x)25. It was found that with increasing pressure, spinfluctuations are suppressed at a faster rate in ZrxFe lOO-x and Zr75(NixFelOO-x)25, as Fe concentration is increased. The rate of suppression of spin-fluctuations with pressure was also found to be higher in Fe-Zr glasses than in Ni-Zr glasses of similar composition.

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In this paper, we characterize the asymmetries of the smile through multiple leverage effects in a stochastic dynamic asset pricing framework. The dependence between price movements and future volatility is introduced through a set of latent state variables. These latent variables can capture not only the volatility risk and the interest rate risk which potentially affect option prices, but also any kind of correlation risk and jump risk. The standard financial leverage effect is produced by a cross-correlation effect between the state variables which enter into the stochastic volatility process of the stock price and the stock price process itself. However, we provide a more general framework where asymmetric implied volatility curves result from any source of instantaneous correlation between the state variables and either the return on the stock or the stochastic discount factor. In order to draw the shapes of the implied volatility curves generated by a model with latent variables, we specify an equilibrium-based stochastic discount factor with time non-separable preferences. When we calibrate this model to empirically reasonable values of the parameters, we are able to reproduce the various types of implied volatility curves inferred from option market data.

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Nous développons dans cette thèse, des méthodes de bootstrap pour les données financières de hautes fréquences. Les deux premiers essais focalisent sur les méthodes de bootstrap appliquées à l’approche de "pré-moyennement" et robustes à la présence d’erreurs de microstructure. Le "pré-moyennement" permet de réduire l’influence de l’effet de microstructure avant d’appliquer la volatilité réalisée. En se basant sur cette ap- proche d’estimation de la volatilité intégrée en présence d’erreurs de microstructure, nous développons plusieurs méthodes de bootstrap qui préservent la structure de dépendance et l’hétérogénéité dans la moyenne des données originelles. Le troisième essai développe une méthode de bootstrap sous l’hypothèse de Gaussianité locale des données financières de hautes fréquences. Le premier chapitre est intitulé: "Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns". Nous proposons dans ce chapitre, des méthodes de bootstrap robustes à la présence d’erreurs de microstructure. Particulièrement nous nous sommes focalisés sur la volatilité réalisée utilisant des rendements "pré-moyennés" proposés par Podolskij et Vetter (2009), où les rendements "pré-moyennés" sont construits sur des blocs de rendements à hautes fréquences consécutifs qui ne se chevauchent pas. Le "pré-moyennement" permet de réduire l’influence de l’effet de microstructure avant d’appliquer la volatilité réalisée. Le non-chevauchement des blocs fait que les rendements "pré-moyennés" sont asymptotiquement indépendants, mais possiblement hétéroscédastiques. Ce qui motive l’application du wild bootstrap dans ce contexte. Nous montrons la validité théorique du bootstrap pour construire des intervalles de type percentile et percentile-t. Les simulations Monte Carlo montrent que le bootstrap peut améliorer les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques, pourvu que le choix de la variable externe soit fait de façon appropriée. Nous illustrons ces méthodes en utilisant des données financières réelles. Le deuxième chapitre est intitulé : "Bootstrapping pre-averaged realized volatility under market microstructure noise". Nous développons dans ce chapitre une méthode de bootstrap par bloc basée sur l’approche "pré-moyennement" de Jacod et al. (2009), où les rendements "pré-moyennés" sont construits sur des blocs de rendements à haute fréquences consécutifs qui se chevauchent. Le chevauchement des blocs induit une forte dépendance dans la structure des rendements "pré-moyennés". En effet les rendements "pré-moyennés" sont m-dépendant avec m qui croît à une vitesse plus faible que la taille d’échantillon n. Ceci motive l’application d’un bootstrap par bloc spécifique. Nous montrons que le bloc bootstrap suggéré par Bühlmann et Künsch (1995) n’est valide que lorsque la volatilité est constante. Ceci est dû à l’hétérogénéité dans la moyenne des rendements "pré-moyennés" au carré lorsque la volatilité est stochastique. Nous proposons donc une nouvelle procédure de bootstrap qui combine le wild bootstrap et le bootstrap par bloc, de telle sorte que la dépendance sérielle des rendements "pré-moyennés" est préservée à l’intérieur des blocs et la condition d’homogénéité nécessaire pour la validité du bootstrap est respectée. Sous des conditions de taille de bloc, nous montrons que cette méthode est convergente. Les simulations Monte Carlo montrent que le bootstrap améliore les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques. Nous illustrons cette méthode en utilisant des données financières réelles. Le troisième chapitre est intitulé: "Bootstrapping realized covolatility measures under local Gaussianity assumption". Dans ce chapitre nous montrons, comment et dans quelle mesure on peut approximer les distributions des estimateurs de mesures de co-volatilité sous l’hypothèse de Gaussianité locale des rendements. En particulier nous proposons une nouvelle méthode de bootstrap sous ces hypothèses. Nous nous sommes focalisés sur la volatilité réalisée et sur le beta réalisé. Nous montrons que la nouvelle méthode de bootstrap appliquée au beta réalisé était capable de répliquer les cummulants au deuxième ordre, tandis qu’il procurait une amélioration au troisième degré lorsqu’elle est appliquée à la volatilité réalisée. Ces résultats améliorent donc les résultats existants dans cette littérature, notamment ceux de Gonçalves et Meddahi (2009) et de Dovonon, Gonçalves et Meddahi (2013). Les simulations Monte Carlo montrent que le bootstrap améliore les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques et les résultats de bootstrap existants. Nous illustrons cette méthode en utilisant des données financières réelles.

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This paper introduces a framework for analysis of cross-sectional dependence in the idiosyncratic volatilities of assets using high frequency data. We first consider the estimation of standard measures of dependence in the idiosyncratic volatilities such as covariances and correlations. Next, we study an idiosyncratic volatility factor model, in which we decompose the co-movements in idiosyncratic volatilities into two parts: those related to factors such as the market volatility, and the residual co-movements. When using high frequency data, naive estimators of all of the above measures are biased due to the estimation errors in idiosyncratic volatility. We provide bias-corrected estimators and establish their asymptotic properties. We apply our estimators to high-frequency data on 27 individual stocks from nine different sectors, and document strong cross-sectional dependence in their idiosyncratic volatilities. We also find that on average 74% of this dependence can be explained by the market volatility.

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We consider the problem of conducting inference on nonparametric high-frequency estimators without knowing their asymptotic variances. We prove that a multivariate subsampling method achieves this goal under general conditions that were not previously available in the literature. We suggest a procedure for a data-driven choice of the bandwidth parameters. Our simulation study indicates that the subsampling method is much more robust than the plug-in method based on the asymptotic expression for the variance. Importantly, the subsampling method reliably estimates the variability of the Two Scale estimator even when its parameters are chosen to minimize the finite sample Mean Squared Error; in contrast, the plugin estimator substantially underestimates the sampling uncertainty. By construction, the subsampling method delivers estimates of the variance-covariance matrices that are always positive semi-definite. We use the subsampling method to study the dynamics of financial betas of six stocks on the NYSE. We document significant variation in betas within year 2006, and find that tick data captures more variation in betas than the data sampled at moderate frequencies such as every five or twenty minutes. To capture this variation we estimate a simple dynamic model for betas. The variance estimation is also important for the correction of the errors-in-variables bias in such models. We find that the bias corrections are substantial, and that betas are more persistent than the naive estimators would lead one to believe.