879 resultados para finite-time stability
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Thesis presented in partial fulfillment of the requirements for the degree of Doctor of Philosophy in the subject of Electrical and Computer Engineering
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Trabalho de Projeto para obtenção do grau de mestre em Engenharia Civil na Área de Especialização em Estruturas
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Journal of Proteome Research (2006)5: 2720-2726
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In longitudinal studies of disease, patients may experience several events through a follow-up period. In these studies, the sequentially ordered events are often of interest and lead to problems that have received much attention recently. Issues of interest include the estimation of bivariate survival, marginal distributions and the conditional distribution of gap times. In this work we consider the estimation of the survival function conditional to a previous event. Different nonparametric approaches will be considered for estimating these quantities, all based on the Kaplan-Meier estimator of the survival function. We explore the finite sample behavior of the estimators through simulations. The different methods proposed in this article are applied to a data set from a German Breast Cancer Study. The methods are used to obtain predictors for the conditional survival probabilities as well as to study the influence of recurrence in overall survival.
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Dissertação de mestrado integrado em Engenharia Biomédica
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In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.
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This paper is devoted to the analysis of all constitutions equipped with electoral systems involving two step procedures. First, one candidate is elected in every jurisdiction by the electors in that jurisdiction, according to some aggregation procedure. Second, another aggregation procedure collects the names of the jurisdictional winners in order to designate the final winner. It appears that whenever individuals are allowed to change jurisdiction when casting their ballot, they are able to manipulate the result of the election except in very few cases. When imposing a paretian condition on every jurisdictions voting rule, it is shown that, in the case of any finite number of candidates, any two steps voting rule that is not manipulable by movement of the electors necessarily gives to every voter the power of overruling the unanimity on its own. A characterization of the set of these rules is next provided in the case of two candidates.
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We analyze the two-dimensional parabolic-elliptic Patlak-Keller-Segel model in the whole Euclidean space R2. Under the hypotheses of integrable initial data with finite second moment and entropy, we first show local in time existence for any mass of "free-energy solutions", namely weak solutions with some free energy estimates. We also prove that the solution exists as long as the entropy is controlled from above. The main result of the paper is to show the global existence of free-energy solutions with initial data as before for the critical mass 8 Π/Χ. Actually, we prove that solutions blow-up as a delta dirac at the center of mass when t→∞ keeping constant their second moment at any time. Furthermore, all moments larger than 2 blow-up as t→∞ if initially bounded.
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This paper considers the lag structures of dynamic models in economics, arguing that the standard approach is too simple to capture the complexity of actual lag structures arising, for example, from production and investment decisions. It is argued that recent (1990s) developments in the the theory of functional differential equations provide a means to analyse models with generalised lag structures. The stability and asymptotic stability of two growth models with generalised lag structures are analysed. The paper concludes with some speculative discussion of time-varying parameters.
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Over the past four decades, advanced economies experienced a large growth in gross external portfolio positions. This phenomenon has been described as Financial Globalization. Over roughly the same time frame, most of these countries also saw a substantial fall in the level and variability of inflation. Many economists have conjectured that financial globalization contributed to the improved performance in the level and predictability of inflation. In this paper, we explore the causal link running in the opposite direction. We show that a monetary policy rule which reduces inflation variability leads to an increase in the size of gross external positions, both in equity and bond portfolios. This appears to be a robust prediction of open economy macro models with endogenous portfolio choice. It holds across different modeling specifications and parameterizations. We also present preliminary empirical evidence which shows a negative relationship between inflation volatility and the size of gross external positions.
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This paper investigates dynamic completeness of financial markets in which the underlying risk process is a multi-dimensional Brownian motion and the risky securities dividends geometric Brownian motions. A sufficient condition, that the instantaneous dispersion matrix of the relative dividends is non-degenerate, was established recently in the literature for single-commodity, pure-exchange economies with many heterogenous agents, under the assumption that the intermediate flows of all dividends, utilities, and endowments are analytic functions. For the current setting, a different mathematical argument in which analyticity is not needed shows that a slightly weaker condition suffices for general pricing kernels. That is, dynamic completeness obtains irrespectively of preferences, endowments, and other structural elements (such as whether or not the budget constraints include only pure exchange, whether or not the time horizon is finite with lump-sum dividends available on the terminal date, etc.)
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In this article, we consider solutions starting close to some linearly stable invariant tori in an analytic Hamiltonian system and we prove results of stability for a super-exponentially long interval of time, under generic conditions. The proof combines classical Birkhoff normal forms and a new method to obtain generic Nekhoroshev estimates developed by the author and L. Niederman in another paper. We will mainly focus on the neighbourhood of elliptic fixed points, the other cases being completely similar.
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This article analyses stability and volatility of party preferences using data from the Swiss Household-Panel (SHP), which, for the first time, allow studying transitions and stability of voters over several years in Switzerland. Analyses cover the years 1999- 2007 and systematically distinguish changes between party blocks and changes within party blocks. The first part looks at different patterns of change, which show relatively high volatility. The second part tests several theories on causes of such changes applying a multinomial random-effects model. Results show that party preferences stabilise with their duration and with age and that the electoral cycle, political sophistication, socio-structural predispositions, the household-context as well as party size and the number of parties each explain part of electoral volatility. Different results for withinand between party-block changes underlie the importance of that differentiation.
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Dilatation of the ascending aorta (AAD) is a prevalent aortopathy that occurs frequently associated with bicuspid aortic valve (BAV), the most common human congenital cardiac malformation. The molecular mechanisms leading to AAD associated with BAV are still poorly understood. The search for differentially expressed genes in diseased tissue by quantitative real-time PCR (qPCR) is an invaluable tool to fill this gap. However, studies dedicated to identify reference genes necessary for normalization of mRNA expression in aortic tissue are scarce. In this report, we evaluate the qPCR expression of six candidate reference genes in tissue from the ascending aorta of 52 patients with a variety of clinical and demographic characteristics, normal and dilated aortas, and different morphologies of the aortic valve (normal aorta and normal valve n = 30; dilated aorta and normal valve n = 10; normal aorta and BAV n = 4; dilated aorta and BAV n = 8). The expression stability of the candidate reference genes was determined with three statistical algorithms, GeNorm, NormFinder and Bestkeeper. The expression analyses showed that the most stable genes for the three algorithms employed were CDKN1β, POLR2A and CASC3, independently of the structure of the aorta and the valve morphology. In conclusion, we propose the use of these three genes as reference genes for mRNA expression analysis in human ascending aorta. However, we suggest searching for specific reference genes when conducting qPCR experiments with new cohort of samples.
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Maintenance by the kidney of stable plasma K(+) values is crucial, as plasma K(+) controls muscle and nerve activity. Since renal K(+) excretion is regulated by the circadian clock, we aimed to identify the ion transporters involved in this process. In control mice, the renal mRNA expression of H,K-ATPase type 2 (HKA2) is 25% higher during rest compared to the activity period. Conversely, under dietary K(+) restriction, HKA2 expression is ∼40% higher during the activity period. This reversal suggests that HKA2 contributes to the circadian regulation of K(+) homeostasis. Compared to their wild-type (WT) littermates, HKA2-null mice fed a normal diet have 2-fold higher K(+) renal excretion during rest. Under K(+) restriction, their urinary K(+) loss is 40% higher during the activity period. This inability to excrete K(+) "on time" is reflected in plasma K(+) values, which vary by 12% between activity and rest periods in HKA2-null mice but remain stable in WT mice. Analysis of the circadian expression of HKA2 regulators suggests that Nrf2, but not progesterone, contributes to its rhythmicity. Therefore, HKA2 acts to maintain the circadian rhythm of urinary K(+) excretion and preserve stable plasma K(+) values throughout the day.