979 resultados para efficacité moyenne-variance
Resumo:
La douleur chronique non cancéreuse (DCNC) est un phénomène complexe et des interventions multimodales qui abordent à la fois ses dimensions biologiques et psychosociales sont considérées comme l’approche optimale pour traiter ce type de désordre. La prescription d'opioïdes pour la DCNC a augmenté d’une façon fulgurante au cours des deux dernières décennies, mais les preuves supportant l'efficacité à long terme de ce type de médicament en termes de réduction de la sévérité de la douleur et d’amélioration de la qualité de vie des patients souffrant de DCNC sont manquantes. L'objectif de cette étude était d'investiguer dans un contexte de vraie vie l'efficacité à long terme des opioïdes pour réduire l’intensité et l’impact de la douleur et améliorer la qualité de vie reliée à la santé des patients souffrant de DCNC sur une période d’une année. Méthodes: Les participants à cette étude étaient 1490 patients (âge moyen = 52,37 (écart-type = 13,9); femmes = 60,9%) enrôlés dans le Registre Québec Douleur entre octobre 2008 et Avril 2011 et qui ont complété une série de questionnaires avant d'initier un traitement dans un centre multidisciplinaire tertiaire de gestion de la douleur ainsi qu’à 6 et 12 mois plus tard. Selon leur profil d'utilisation d'opioïdes (PUO), les patients ont été classés en 1) non-utilisateurs, 2) utilisateurs non persistants, et 3) utilisateurs persistants. Les données ont été analysées à l'aide du modèle d'équation d'estimation généralisée. Résultats: Chez les utilisateurs d’opioïdes, 52% en ont cessé la prise à un moment ou à un autre pendant la période de suivi. Après ajustement pour l'âge et le sexe, le PUO a prédit d’une manière significative l’intensité de la douleur ressentie en moyenne sur des périodes de 7 jours (p <0,001) ainsi que la qualité de vie physique (pQDV) dans le temps (p <0,001). Comparés aux non-utilisateurs, les utilisateurs persistants avaient des niveaux significativement plus élevés d'intensité de douleur et une moins bonne pQDV. Une interaction significative a été trouvée entre le PUO et le temps dans la prédiction de l’intensité de douleur ressentie à son maximum (p = 0,001), les utilisateurs persistants sont ceux rapportant les scores les plus élevés à travers le temps. Une interaction significative a aussi été observée entre le PUO et le type de douleur dans la prédiction de l'impact de la douleur dans diverses sphères de la vie quotidienne (p = 0,048) et de la mQDV (p = 0,042). Indépendamment du type de douleur, les utilisateurs persistants ont rapporté des scores plus élevés d'interférence de douleur ainsi qu’une moins bonne mQDV par rapport aux non-utilisateurs. Cependant, la magnitude de ces effets était de petite taille (d de Cohen <0,5), une observation qui remet en question la puissance et la signification clinique des différences observées entre ces groupes. Conclusion: Nos résultats contribuent à maintenir les doutes sur l'efficacité d’une thérapie à long terme à base d’opioïdes et remettent ainsi en question le rôle que peut jouer ce type de médicament dans l'arsenal thérapeutique pour la gestion de la DCNC.
Resumo:
Due to the several kinds of services that use the Internet and data networks infra-structures, the present networks are characterized by the diversity of types of traffic that have statistical properties as complex temporal correlation and non-gaussian distribution. The networks complex temporal correlation may be characterized by the Short Range Dependence (SRD) and the Long Range Dependence - (LRD). Models as the fGN (Fractional Gaussian Noise) may capture the LRD but not the SRD. This work presents two methods for traffic generation that synthesize approximate realizations of the self-similar fGN with SRD random process. The first one employs the IDWT (Inverse Discrete Wavelet Transform) and the second the IDWPT (Inverse Discrete Wavelet Packet Transform). It has been developed the variance map concept that allows to associate the LRD and SRD behaviors directly to the wavelet transform coefficients. The developed methods are extremely flexible and allow the generation of Gaussian time series with complex statistical behaviors.
Resumo:
In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.
Resumo:
In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.
Resumo:
In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.
Resumo:
The Coefficient of Variance (mean standard deviation/mean Response time) is a measure of response time variability that corrects for differences in mean Response time (RT) (Segalowitz & Segalowitz, 1993). A positive correlation between decreasing mean RTs and CVs (rCV-RT) has been proposed as an indicator of L2 automaticity and more generally as an index of processing efficiency. The current study evaluates this claim by examining lexical decision performance by individuals from three levels of English proficiency (Intermediate ESL, Advanced ESL and L1 controls) on stimuli from four levels of item familiarity, as defined by frequency of occurrence. A three-phase model of skill development defined by changing rCV-RT.values was tested. Results showed that RTs and CVs systematically decreased as a function of increasing proficiency and frequency levels, with the rCV-RT serving as a stable indicator of individual differences in lexical decision performance. The rCV-RT and automaticity/restructuring account is discussed in light of the findings. The CV is also evaluated as a more general quantitative index of processing efficiency in the L2.
Resumo:
We consider the case of two cavity modes of the electromagnetic field, which are coupled via the action of a parametric amplifier. The fields are allowed to leak from the cavity and homodyne measurement is performed on one of the modes. Because of the correlations between the modes, this leads to a reduction of the variance in a quadrature of the other mode, although no measurement is performed on it directly. We discuss how this relates to the Einstein-Podolky-Rosen Gedankenexperiment.
Resumo:
Purpose: Children`s postural alignment undergoes many adjustments due to the changes in body proportions during the stages of growth. The objective of this study was to quantitatively characterize and analyze spinal postural standards in 7- and 8-year-old children to verify which of the differences found were correlated to age and sex. Methods: Two hundred thirty public school students (Amparo, Sao Paulo, Brazil) aged 7 to 8 years were divided into groups according to postural alignment, which were further subdivided by sex and age, for comparison. Digital photos of upright Subjects were analyzed to evaluate posture. Lumbar and thoracic curvature, pelvic inclination, head posture, and lateral spine deviation were measured using CorelDraw (Ottawa, Canada) software guidelines and bone landmarks. Descriptive statistics and analysis of variance data analysis were utilized to verify differences among the groups. This was a cross-sectional, descriptive study. Results: Mean values for the variables analyzed were calculated. For lumbar lordosis, 7-year-old boys showed 38.49 degrees +/- 15.32 degrees in comparison to all other groups (42.29 degrees +/- 7.13 degrees). For thoracic kyphosis, the 7-year-old children presented 28.07 degrees +/- 7.73 degrees. and the 8-year-olds 30.32 degrees +/- 7.73 degrees. Pelvic inclination presented a mean value of 15.82 degrees +/- 5.46 degrees and single lateral spine deviation mean value of 3.48 degrees +/- 2.12 degrees. Conclusion: For the sample studied, differences based on sex and age were found for some of the body segments analyzed. The values found in this study may contribute to improved physiotherapeutic treatment when associated with other aspects of the clinical assessment and symptomatology. (J Manipulative Physiol Ther 2009;32: 154-159)
Resumo:
The P3(00) event-related potential (ERP) component is widely used as a measure of cognitive functioning and provides a sensitive electrophysiological index of the attentional and working memory demands of a task. This study investigated what proportion of the variance in the amplitude and latency of the P3, elicited in a delayed response working memory task, could be attributed to genetic factors. In 335 adolescent twin pairs and 48 siblings, the amplitude and latency of the P3 were examined at frontal, central, and parietal sites. Additive genetic factors accounted for 48% to 61% of the variance in P3 amplitude. Approximately one-third of the genetic variation at frontal sites was mediated by a common genetic factor that also influenced the genetic variation at parietal and central sites. Familial resemblance in P3 latency was due to genetic influence that accounted for 44% to 50% of the variance. Genetic covariance in P3 latency across sites was substantial, with a large part of the variance found at parietal, central, and frontal sites attributed to a common genetic factor. The findings provide further evidence that the P3 is a promising phenotype of neural activity of the brain and has the potential to be used in linkage and association analysis in the search for quantitative trait loci (QTLs) influencing cognition.
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This article develops a weighted least squares version of Levene's test of homogeneity of variance for a general design, available both for univariate and multivariate situations. When the design is balanced, the univariate and two common multivariate test statistics turn out to be proportional to the corresponding ordinary least squares test statistics obtained from an analysis of variance of the absolute values of the standardized mean-based residuals from the original analysis of the data. The constant of proportionality is simply a design-dependent multiplier (which does not necessarily tend to unity). Explicit results are presented for randomized block and Latin square designs and are illustrated for factorial treatment designs and split-plot experiments. The distribution of the univariate test statistic is close to a standard F-distribution, although it can be slightly underdispersed. For a complex design, the test assesses homogeneity of variance across blocks, treatments, or treatment factors and offers an objective interpretation of residual plot.
Resumo:
Latitudinal clines provide natural systems that may allow the effect of natural selection on the genetic variance to be determined. Ten clinal populations of Drosophila serrata collected from the eastern coast of Australia were used to examine clinal patterns in the trait mean and genetic variance of the life-history trait egg-to-adult development time. Development time significantly lengthened from tropical areas to temperate areas. The additive genetic variance for development time in each population was not associated with latitude but was associated with the population mean development time. Additive genetic variance tended to be larger in populations with more extreme development times and appeared to be consistent with allele frequency change. In contrast, the nonadditive genetic variance was not associated with the population mean but was associated with latitude. Levels of nonadditive genetic variance were greatest in the region of the cline where the gradient in the change in mean was greatest, consistent with Barton's (1999) conjecture that the generation of linkage disequilibrium may become an important component of the genetic variance in systems with a spatially varying optimum.
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A presente tese pretende fazer uma abordagem ao crescimento dos consumos de energia elétrica, que se tem verificado, nos últimos anos, no setor das telecomunicações e das tecnologias de informação; devido ao constante crescimento das redes, dos equipamentos a ela ligados e do tráfego que nelas transita. Num contexto de globalização da economia, no qual, as redes de telecomunicações e de energia elétrica são dois dos maiores contribuintes, a presente tese procura encontrar enquadramentos e soluções para um dos maiores desafios que a humanidade enfrenta atualmente, e que em parte, é consequente dessa globalização: encontrar novas fontes e formas de utilização da energia, -particularmente da energia elétrica - para que a humanidade continue a usufruir, de uma forma sustentável, dos benefícios que a mesma proporciona. Na primeira parte, procura-se fazer uma abordagem que utiliza fontes de informação e conhecimento, do mercado global, nomeadamente, entidades reguladoras e normalizadoras, operadores, fornecedores de tecnologias e consumidores, que abrangessem os três maiores mercados mundiais – União Europeia, Estados Unidos da América e Ásia-Pacífico. Considerou-se fundamental fazê-lo, por se tratar de uma dissertação no âmbito de um Mestrado com o selo de garantia EUR-ACE. Ao longo da dissertação analisou-se a temática da eficiência energética nas redes de telecomunicações e das tecnologias de informação e comunicação, um tema cada vez mais pertinente, já que o número de pessoas com ligações à Internet, já supera os 3 mil milhões, e as redes passaram a ser o meio por onde são transmitidos, a cada segundo, terabytes de sinais de voz, dados e vídeo. Procurou-se encontrar as linhas de orientação que estão a ser traçadas, para otimizar os consumos energéticos, de um complexo sistema convergente de redes e serviços, formado por entidades reguladoras e normalizadoras, operadores, fornecedores de tecnologias e consumidores, onde nem sempre as fronteiras estão perfeitamente definidas. Perante a constatação da realidade exposta, analisou-se as políticas energéticas desenvolvidas nos últimos anos, pelos vários players do mercado das telecomunicações, das tecnologias de informação e dos sistemas elétricos de energia bem como algumas métricas e objetivos comumente aceites. viii São analisados os contributos das partes interessadas, para o desenvolvimento de políticas energéticas eficazes, por forma a permitirem uma implementação, que considere o funcionamento dos equipamentos como um todo, e não de uma forma isolada como tradicionalmente o assunto era abordado. As especificidades na forma como funcionam as redes de telecomunicações e respetivos equipamentos, são expostas sobre várias óticas, comprovando-se que a temática da eficiência energética é uma das áreas mais difíceis lidar, de todas as consideradas nas políticas energéticas. Demonstrou-se que muitos dos equipamentos não estão otimizados em termos de gestão de energia, procurou-se evidenciar as consequências dessa realidade, uma vez que os equipamentos referidos, têm a necessidade de estar permanentemente a ser alimentados pela rede de energia elétrica, para garantir as funções para que foram projetados. Da pesquisa efetuada e descrita ao longo da dissertação, constatamos o empenho de toda a comunidade científica, operadores e agências de energia e de telecomunicações, em resolver o problema, já que há a consciencialização de que o ritmo de crescimento da rede e equipamentos terminais, é superior ao registado na melhoria da eficiência energética dos vários componentes e equipamentos terminais. Na segunda parte do relatório da tese, procurou-se testar a aplicabilidade das normas e recomendações dos organismos que tutelam a atividade a nível global - algumas publicadas nos últimos 2 anos - a um caso prático. Um edifício hospitalar de média dimensão. Foi elaborada uma aplicação informática, que suportada numa metodologia padronizada, seja capaz de fazer a avaliação da eficiência energética dos equipamentos serviços de telecomunicações de informação e comunicação em funcionamento do hospital. Por dificuldades de disponibilidade dos responsáveis do edifício, os resultados ficaram aquém do esperado. Conseguiu-se desenhar a aplicação, inventariar-se apenas parte dos equipamentos. Demonstrou-se que, a forma como alguns equipamentos estão a ser utilizados, não cumprem regras de utilização racional e eficiente. Procurou-se sensibilizar alguns dos responsáveis, para a necessidade de alterar comportamentos e prosseguir o processo de inventariação, por forma, a que o trabalho iniciado atinja os objetivos propostos.
Resumo:
Ever since the appearance of the ARCH model [Engle(1982a)], an impressive array of variance specifications belonging to the same class of models has emerged [i.e. Bollerslev's (1986) GARCH; Nelson's (1990) EGARCH]. This recent domain has achieved very successful developments. Nevertheless, several empirical studies seem to show that the performance of such models is not always appropriate [Boulier(1992)]. In this paper we propose a new specification: the Quadratic Moving Average Conditional heteroskedasticity model. Its statistical properties, such as the kurtosis and the symmetry, as well as two estimators (Method of Moments and Maximum Likelihood) are studied. Two statistical tests are presented, the first one tests for homoskedasticity and the second one, discriminates between ARCH and QMACH specification. A Monte Carlo study is presented in order to illustrate some of the theoretical results. An empirical study is undertaken for the DM-US exchange rate.
Resumo:
Public opinion surveys have become progressively incorporated into systems of official statistics. Surveys of the economic climate are usually qualitative because they collect opinions of businesspeople and/or experts about the long-term indicators described by a number of variables. In such cases the responses are expressed in ordinal numbers, that is, the respondents verbally report, for example, whether during a given trimester the sales or the new orders have increased, decreased or remained the same as in the previous trimester. These data allow to calculate the percent of respondents in the total population (results are extrapolated), who select every one of the three options. Data are often presented in the form of an index calculated as the difference between the percent of those who claim that a given variable has improved in value and of those who claim that it has deteriorated. As in any survey conducted on a sample the question of the measurement of the sample error of the results has to be addressed, since the error influences both the reliability of the results and the calculation of the sample size adequate for a desired confidence interval. The results presented here are based on data from the Survey of the Business Climate (Encuesta de Clima Empresarial) developed through the collaboration of the Statistical Institute of Catalonia (Institut d’Estadística de Catalunya) with the Chambers of Commerce (Cámaras de Comercio) of Sabadell and Terrassa.