Parametric accelerated failure time models with random effects and an application to kidney transplant survival

Accelerated failure time models with a shared random component are described, and are used to evaluate the effect of explanatory factors and different transplant centres on survival times following kidney transplantation. Different combinations of the distribution of the random effects and baseline hazard function are considered and the fit of such models to the transplant data is critically assessed. A mixture model that combines short- and long-term components of a hazard function is then developed, which provides a more flexible model for the hazard function. The model can incorporate different explanatory variables and random effects in each component. The model is straightforward to fit using standard statistical software, and is shown to be a good fit to the transplant data. Copyright (C) 2004 John Wiley Sons, Ltd.

Moderate Champagne consumption promotes an acute improvement in acute endothelial-independent vascular function in healthy human volunteers

Epidemiological studies have suggested an inverse correlation between red wine consumption and the incidence of CVD. However, Champagne wine has not been fully investigated for its cardioprotective potential. In order to assess whether acute and moderate Champagne wine consumption is capable of modulating vascular function, we performed a randomised, placebo-controlled, cross-over intervention trial. We show that consumption of Champagne wine, but not a control matched for alcohol, carbohydrate and fruit-derived acid content, induced an acute change in endothelium-independent vasodilatation at 4 and 8 h post-consumption. Although both Champagne wine and the control also induced an increase in endothelium-dependent vascular reactivity at 4 h, there was no significant difference between the vascular effects induced by Champagne or the control at any time point. These effects were accompanied by an acute decrease in the concentration of matrix metalloproteinase (MMP-9), a significant decrease in plasma levels of oxidising species and an increase in urinary excretion of a number of phenolic metabolites. In particular, the mean total excretion of hippuric acid, protocatechuic acid and isoferulic acid were all significantly greater following the Champagne wine intervention compared with the control intervention. Our data suggest that a daily moderate consumption of Champagne wine may improve vascular performance via the delivery of phenolic constituents capable of improving NO bioavailability and reducing matrix metalloproteinase activity.

Effects of cis-9,trans-11 and trans-1 0,cis-12 conjugated linoleic acid on immune cell function in healthy humans

Background: Animal studies have suggested that conjugated linoleic acid (CLA), a natural component of ruminant meat and dairy products, may confer beneficial effects on health. However, little information on the effects of CLA on immune function is available, especially in humans. Furthermore, the effects of individual isomers of CLA have not been adequately investigated. Objective: This study investigated the effects of supplementing the diet with 3 doses of highly enriched cis-9,trans-11 CLA (0.59, 1.19, and 2.38 g/d) or trans-10,cis-12 CLA (0.63, 1.26, and 2.52 g/d) on immune outcomes in healthy humans. Design: The study had a randomized, double-blind, crossover design. Healthy men consumed 1, 2, and 4 capsules sequentially that contained 80% of either cis-9,trans-11 CLA or trans-10,cis-12 CLA for consecutive 8-wk periods. This regimen was followed by a 6-wk washout and a crossover to the other isomer. Results: Both CLA isomers decreased mitogen-induced T lymphocyte activation in a dose-dependent manner. There was a significant negative correlation between mitogen-induced T lymphocyte activation and the proportions of both cis-9,trans-11 CLA and trans-10,cis-12 CLA in peripheral blood mononuclear cell lipids. However, CLA did not affect lymphocyte subpopulations or serum concentrations of C-reactive protein and did not have any consistent effects on ex vivo cytokine production. Conclusion: CLA supplementation results in a dose-dependent reduction in the mitogen-induced activation of T lymphocytes. The effects of cis-9,trans-l I CLA and trans-10,cis-12 CLA were similar, and there was a negative correlation between mitogen-induced T lymphocyte activation and the cis-9,trans-11 CLA and trans-10,cis-12 CLA contents of mononuclear cells.

The full-spectrum correlated-k method for longwave atmospheric radiative transfer using an effective Planck function

The correlated k-distribution (CKD) method is widely used in the radiative transfer schemes of atmospheric models and involves dividing the spectrum into a number of bands and then reordering the gaseous absorption coefficients within each one. The fluxes and heating rates for each band may then be computed by discretizing the reordered spectrum into of order 10 quadrature points per major gas and performing a monochromatic radiation calculation for each point. In this presentation it is shown that for clear-sky longwave calculations, sufficient accuracy for most applications can be achieved without the need for bands: reordering may be performed on the entire longwave spectrum. The resulting full-spectrum correlated k (FSCK) method requires significantly fewer monochromatic calculations than standard CKD to achieve a given accuracy. The concept is first demonstrated by comparing with line-by-line calculations for an atmosphere containing only water vapor, in which it is shown that the accuracy of heating-rate calculations improves approximately in proportion to the square of the number of quadrature points. For more than around 20 points, the root-mean-squared error flattens out at around 0.015 K/day due to the imperfect rank correlation of absorption spectra at different pressures in the profile. The spectral overlap of m different gases is treated by considering an m-dimensional hypercube where each axis corresponds to the reordered spectrum of one of the gases. This hypercube is then divided up into a number of volumes, each approximated by a single quadrature point, such that the total number of quadrature points is slightly fewer than the sum of the number that would be required to treat each of the gases separately. The gaseous absorptions for each quadrature point are optimized such that they minimize a cost function expressing the deviation of the heating rates and fluxes calculated by the FSCK method from line-by-line calculations for a number of training profiles. This approach is validated for atmospheres containing water vapor, carbon dioxide, and ozone, in which it is found that in the troposphere and most of the stratosphere, heating-rate errors of less than 0.2 K/day can be achieved using a total of 23 quadrature points, decreasing to less than 0.1 K/day for 32 quadrature points. It would be relatively straightforward to extend the method to include other gases.

Correlation shifts and real estate portfolio management

The success of any diversification strategy depends upon the quality of the estimated correlation between assets. It is well known, however, that there is a tendency for the average correlation among assets to increase when the market falls and vice-versa. Thus, assuming that the correlation between assets is a constant over time seems unrealistic. Nonetheless, these changes in the correlation structure as a consequence of changes in the market’s return suggests that correlation shifts can be modelled as a function of the market return. This is the idea behind the model of Spurgin et al (2000), which models the beta or systematic risk, of the asset as a function of the returns in the market. This is an approach that offers particular attractions to fund managers as it suggest ways by which they can adjust their portfolios to benefit from changes in overall market conditions. In this paper the Spurgin et al (2000) model is applied to 31 real estate market segments in the UK using monthly data over the period 1987:1 to 2000:12. The results show that a number of market segments display significant negative correlation shifts, while others show significantly positive correlation shifts. Using this information fund managers can make strategic and tactical portfolio allocation decisions based on expectations of market volatility alone and so help them achieve greater portfolio performance overall and especially during different phases of the real estate cycle.

Asset allocation, cross-class correlation and the structure of property returns

Practical applications of portfolio optimisation tend to proceed on a “top down” basis where funds are allocated first at asset class level (between, say, bonds, cash, equities and real estate) and then, progressively, at sub-class level (within property to sectors, office, retail, industrial for example). While there are organisational benefits from such an approach, it can potentially lead to sub-optimal allocations when compared to a “global” or “side-by-side” optimisation. This will occur where there are correlations between sub-classes across the asset divide that are masked in aggregation – between, for instance, City offices and the performance of financial services stocks. This paper explores such sub-class linkages using UK monthly stock and property data. Exploratory analysis using clustering procedures and factor analysis suggests that property performance and equity performance are distinctive: there is little persuasive evidence of contemporaneous or lagged sub-class linkages. Formal tests of the equivalence of optimised portfolios using top-down and global approaches failed to demonstrate significant differences, whether or not allocations were constrained. While the results may be a function of measurement of market returns, it is those returns that are used to assess fund performance. Accordingly, the treatment of real estate as a distinct asset class with diversification potential seems justified.

Correlation between Fourier series expansion and Hückel orbital theory

The Fourier series can be used to describe periodic phenomena such as the one-dimensional crystal wave function. By the trigonometric treatements in Hückel theory it is shown that Hückel theory is a special case of Fourier series theory. Thus, the conjugated π system is in fact a periodic system. Therefore, it can be explained why such a simple theorem as Hückel theory can be so powerful in organic chemistry. Although it only considers the immediate neighboring interactions, it implicitly takes account of the periodicity in the complete picture where all the interactions are considered. Furthermore, the success of the trigonometric methods in Hückel theory is not accidental, as it based on the fact that Hückel theory is a specific example of the more general method of Fourier series expansion. It is also important for education purposes to expand a specific approach such as Hückel theory into a more general method such as Fourier series expansion.

Mismatch Negativity (MMN) reveals inefficient auditory ventral stream function in chronic auditory comprehension impairments

Background: Auditory discrimination is significantly impaired in Wernicke’s aphasia (WA) and thought to be causatively related to the language comprehension impairment which characterises the condition. This study used mismatch negativity (MMN) to investigate the neural responses corresponding to successful and impaired auditory discrimination in WA. Methods: Behavioural auditory discrimination thresholds of CVC syllables and pure tones were measured in WA (n=7) and control (n=7) participants. Threshold results were used to develop multiple-deviant mismatch negativity (MMN) oddball paradigms containing deviants which were either perceptibly or non-perceptibly different from the standard stimuli. MMN analysis investigated differences associated with group, condition and perceptibility as well as the relationship between MMN responses and comprehension (within which behavioural auditory discrimination profiles were examined). Results: MMN waveforms were observable to both perceptible and non-perceptible auditory changes. Perceptibility was only distinguished by MMN amplitude in the PT condition. The WA group could be distinguished from controls by an increase in MMN response latency to CVC stimuli change. Correlation analyses displayed relationship between behavioural CVC discrimination and MMN amplitude in the control group, where greater amplitude corresponded to better discrimination. The WA group displayed the inverse effect; both discrimination accuracy and auditory comprehension scores were reduced with increased MMN amplitude. In the WA group, a further correlation was observed between the lateralisation of MMN response and CVC discrimination accuracy; the greater the bilateral involvement the better the discrimination accuracy. Conclusions: The results from this study provide further evidence for the nature of auditory comprehension impairment in WA and indicate that the auditory discrimination deficit is grounded in a reduced ability to engage in efficient hierarchical processing and the construction of invariant auditory objects. Correlation results suggest that people with chronic WA may rely on an inefficient, noisy right hemisphere auditory stream when attempting to process speech stimuli.

A refined parametric model for short term load forecasting

Abstract We present a refined parametric model for forecasting electricity demand which performed particularly well in the recent Global Energy Forecasting Competition (GEFCom 2012). We begin by motivating and presenting a simple parametric model, treating the electricity demand as a function of the temperature and day of the data. We then set out a series of refinements of the model, explaining the rationale for each, and using the competition scores to demonstrate that each successive refinement step increases the accuracy of the model’s predictions. These refinements include combining models from multiple weather stations, removing outliers from the historical data, and special treatments of public holidays.

Parametric preference functionals under risk in the gain domain: a Bayesian analysis

The performance of rank dependent preference functionals under risk is comprehensively evaluated using Bayesian model averaging. Model comparisons are made at three levels of heterogeneity plus three ways of linking deterministic and stochastic models: the differences in utilities, the differences in certainty equivalents and contextualutility. Overall, the"bestmodel", which is conditional on the form of heterogeneity is a form of Rank Dependent Utility or Prospect Theory that cap tures the majority of behaviour at both the representative agent and individual level. However, the curvature of the probability weighting function for many individuals is S-shaped, or ostensibly concave or convex rather than the inverse S-shape commonly employed. Also contextual utility is broadly supported across all levels of heterogeneity. Finally, the Priority Heuristic model, previously examined within a deterministic setting, is estimated within a stochastic framework, and allowing for endogenous thresholds does improve model performance although it does not compete well with the other specications considered.

Short-term variability of solar wind number density, speed and dynamic pressure as a function of the interplanetary magnetic field components: A survey over two solar cycles

The variability of hourly values of solar wind number density, number density variation, speed, speed variation and dynamic pressure with IMF Bz and magnitude |B| has been examined for the period 1965–1986. We wish to draw attention to a strong correlation in number density and number density fluctuation with IMF Bz characterised by a symmetric increasing trend in these quantities away from Bz = 0 nT. The fluctuation level in solar wind speed is found to be relatively independent of Bz. We infer that number density and number density variability dominate in controlling solar wind dynamic pressure and dynamic pressure variability. It is also found that dynamic pressure is correlated with each component of IMF and that there is evidence of morphological differences between the variation with each component. Finally, we examine the variation of number density, speed, dynamic pressure and fluctuation level in number density and speed with IMF magnitude |B|. Again we find that number density variation dominates over solar wind speed in controlling dynamic pressure.

High-precision measurements of the co-polar correlation coefficient: non-Gaussian errors and retrieval of the dispersion parameter µ in rainfall

The co-polar correlation coefficient (ρhv) has many applications, including hydrometeor classification, ground clutter and melting layer identification, interpretation of ice microphysics and the retrieval of rain drop size distributions (DSDs). However, we currently lack the quantitative error estimates that are necessary if these applications are to be fully exploited. Previous error estimates of ρhv rely on knowledge of the unknown "true" ρhv and implicitly assume a Gaussian probability distribution function of ρhv samples. We show that frequency distributions of ρhv estimates are in fact highly negatively skewed. A new variable: L = -log10(1 - ρhv) is defined, which does have Gaussian error statistics, and a standard deviation depending only on the number of independent radar pulses. This is verified using observations of spherical drizzle drops, allowing, for the first time, the construction of rigorous confidence intervals in estimates of ρhv. In addition, we demonstrate how the imperfect co-location of the horizontal and vertical polarisation sample volumes may be accounted for. The possibility of using L to estimate the dispersion parameter (µ) in the gamma drop size distribution is investigated. We find that including drop oscillations is essential for this application, otherwise there could be biases in retrieved µ of up to ~8. Preliminary results in rainfall are presented. In a convective rain case study, our estimates show µ to be substantially larger than 0 (an exponential DSD). In this particular rain event, rain rate would be overestimated by up to 50% if a simple exponential DSD is assumed.

Functional and morphologic evaluation of kidney proximal tubuli and correlation with renal allograft prognosis

P>Renal transplant patients with stable graft function and proximal tubular dysfunction (PTD) have an increased risk for chronic allograft nephropathy (CAN). In this study, we investigated the histologic pattern associated with PTD and its correlation with graft outcome. Forty-nine transplant patients with stable graft function were submitted to a biopsy. Simultaneously, urinary retinol-binding protein (uRBP) was measured and creatinine clearance was also determined. Banff`s score and semi-quantitative histologic analyses were performed to assess tubulointerstitial alterations. Patients were followed for 24.0 +/- 7.8 months. At biopsy time, mean serum creatinine was 1.43 +/- 0.33 mg/dl. Twelve patients (24.5%) had uRBP >= 1 mg/l, indicating PTD and 67% of biopsies had some degree of tubulointerstitial injury. At the end of the study period, 18 (36.7%) patients had lost renal function. uRBP levels were not associated with morphologic findings of interstitial fibrosis and tubular atrophy (IF/TA), interstitial fibrosis measured by Sirius red or tubulointerstitial damage. However, in multivariate analysis, the only variable associated with the loss of renal function was uRBP level >= 1 mg/l, determining a risk of 5.290 of loss of renal function (P = 0.003). Renal transplant patients who present PTD have functional alteration, which is not associated with morphologic alteration. This functional alteration is associated to progressive decrease in renal function.

Parametric analysis of discrepant sets of data

In this paper a new parametric method to deal with discrepant experimental results is developed. The method is based on the fit of a probability density function to the data. This paper also compares the characteristics of different methods used to deduce recommended values and uncertainties from a discrepant set of experimental data. The methods are applied to the (137)Cs and (90)Sr published half-lives and special emphasis is given to the deduced confidence intervals. The obtained results are analyzed considering two fundamental properties expected from an experimental result: the probability content of confidence intervals and the statistical consistency between different recommended values. The recommended values and uncertainties for the (137)Cs and (90)Sr half-lives are 10,984 (24) days and 10,523 (70) days, respectively. (C) 2009 Elsevier B.V. All rights reserved.

Effects of Side-Chain and Electron Exchange Correlation on the Band Structure of Perylene Diimide Liquid Crystals: A Density Functional Study

The structural and electronic properties of perylene diimide liquid crystal PPEEB are studied using ab initio methods based on the density functional theory (I)FT). Using available experimental crystallographic data as a guide, we propose a detailed structural model for the packing of solid PPEEB. We find that due to the localized nature of the band edge wave function, theoretical approaches beyond the standard method, such as hybrid functional (PBE0), are required to correctly characterize the band structure of this material. Moreover, unlike previous assumptions, we observe the formation of hydrogen bonds between the side chains of different molecules, which leads to a dispersion of the energy levels. This result indicates that the side chains of the molecular crystal not only are responsible for its structural conformation but also can be used for tuning the electronic and optical properties of these materials.