967 resultados para Discrete Conditional Phase-type model
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The 30th ACM/SIGAPP Symposium On Applied Computing (SAC 2015). 13 to 17, Apr, 2015, Embedded Systems. Salamanca, Spain.
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The high penetration of distributed energy resources (DER) in distribution networks and the competitive environment of electricity markets impose the use of new approaches in several domains. The network cost allocation, traditionally used in transmission networks, should be adapted and used in the distribution networks considering the specifications of the connected resources. The main goal is to develop a fairer methodology trying to distribute the distribution network use costs to all players which are using the network in each period. In this paper, a model considering different type of costs (fixed, losses, and congestion costs) is proposed comprising the use of a large set of DER, namely distributed generation (DG), demand response (DR) of direct load control type, energy storage systems (ESS), and electric vehicles with capability of discharging energy to the network, which is known as vehicle-to-grid (V2G). The proposed model includes three distinct phases of operation. The first phase of the model consists in an economic dispatch based on an AC optimal power flow (AC-OPF); in the second phase Kirschen's and Bialek's tracing algorithms are used and compared to evaluate the impact of each resource in the network. Finally, the MW-mile method is used in the third phase of the proposed model. A distribution network of 33 buses with large penetration of DER is used to illustrate the application of the proposed model.
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Dissertação para obtenção do Grau de Mestre em Biotecnologia
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This project characterizes the accuracy of the escrowed dividend model on the value of European options on a stock paying discrete dividend. A description of the escrowed dividend model is provided, and a comparison between this model and the benchmark model is realized. It is concluded that options on stocks with either low volatility, low dividend yield, low ex-dividend to maturity ratio or that are deep in or out of the money are reasonably priced with the escrowed dividend model.
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Alzheimer's disease (AD) is a neurodegenerative disorder characterized by a marked decline in cognition and memory function. Increasing evidence highlights the essential role of neuroinflammatory and immune-related molecules, including those produced at the brain barriers, on brain immune surveillance, cellular dysfunction and amyloid beta (Aß) pathology in AD. Therefore, understanding the response at the brain barriers may unravel novel pathways of relevance for the pathophysiology of AD. Herein, we focused on the study of the choroid plexus (CP), which constitutes the blood-cerebrospinal fluid barrier, in aging and in AD. Specifically, we used the PDGFB-APPSwInd (J20) transgenic mouse model of AD, which presents early memory decline and progressive Aß accumulation, and littermate age-matched wild-type (WT) mice, to characterize the CP transcriptome at 3, 5-6 and 11-12months of age. The most striking observation was that the CP of J20 mice displayed an overall overexpression of type I interferon (IFN) response genes at all ages. Moreover, J20 mice presented a high expression of type II IFN genes in the CP at 3months, which became lower than WT at 5-6 and 11-12months. Importantly, along with a marked memory impairment and increased glial activation, J20 mice also presented a similar overexpression of type I IFN genes in the dorsal hippocampus at 3months. Altogether, these findings provide new insights on a possible interplay between type I and II IFN responses in AD and point to IFNs as targets for modulation in cognitive decline.
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Due to communication and technology developments, residential consumers are enabled to participate in Demand Response Programs (DRPs), control their consumption and decrease their cost by using Household Energy Management (HEM) systems. On the other hand, capability of energy storage systems to improve the energy efficiency causes that employing Phase Change Materials (PCM) as thermal storage systems to be widely addressed in the building applications. In this paper, an operational model of HEM system considering the incorporation of more than one type of PCM in plastering mortars (hybrid PCM) is proposed not only to minimize the customerâ s cost in different DRPs but also to guaranty the habitantsâ  satisfaction. Moreover, the proposed model ensures the technical and economic limits of batteries and electrical appliances. Different case studies indicate that implementation of hybrid PCM in the buildings can meaningfully affect the operational pattern of HEM systems in different DRPs. The results reveal that the customerâ s electricity cost can be reduced up to 48% by utilizing the proposed model.
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Dissertação de mestrado integrado em Civil Engineering
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Tese de Doutoramento em Engenharia Civil.
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Magdeburg, Univ., Fak. für Mathematik, Diss., 2009
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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.
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BACKGROUND: We conducted a randomized, phase II, multicenter study to evaluate the anti-epidermal growth factor receptor (EGFR) mAb panitumumab (P) in combination with chemoradiotherapy (CRT) with standard-dose capecitabine as neoadjuvant treatment for wild-type KRAS locally advanced rectal cancer (LARC). PATIENTS AND METHODS: Patients with wild-type KRAS, T3-4 and/or N+ LARC were randomly assigned to receive CRT with or without P (6 mg/kg). The primary end-point was pathological near-complete or complete tumor response (pNC/CR), defined as grade 3 (pNCR) or 4 (pCR) histological regression by Dworak classification (DC). RESULTS: Forty of 68 patients were randomly assigned to P + CRT and 28 to CRT. pNC/CR was achieved in 21 patients (53%) treated with P + CRT [95% confidence interval (CI) 36%-69%] versus 9 patients (32%) treated with CRT alone (95% CI: 16%-52%). pCR was achieved in 4 (10%) and 5 (18%) patients, and pNCR in 17 (43%) and 4 (14%) patients. In immunohistochemical analysis, most DC 3 cells were not apoptotic. The most common grade ≥3 toxic effects in the P + CRT/CRT arm were diarrhea (10%/6%) and anastomotic leakage (15%/4%). CONCLUSIONS: The addition of panitumumab to neoadjuvant CRT in patients with KRAS wild-type LARC resulted in a high pNC/CR rate, mostly grade 3 DC. The results of both treatment arms exceeded prespecified thresholds. The addition of panitumumab increased toxicity.
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In this paper, we attempt to give a theoretical underpinning to the well established empirical stylized fact that asset returns in general and the spot FOREX returns in particular display predictable volatility characteristics. Adopting Moore and Roche s habit persistence version of Lucas model we nd that both the innovation in the spot FOREX return and the FOREX return itself follow "ARCH" style processes. Using the impulse response functions (IRFs) we show that the baseline simulated FOREX series has "ARCH" properties in the quarterly frequency that match well the "ARCH" properties of the empirical monthly estimations in that when we scale the x-axis to synchronize the monthly and quarterly responses we find similar impulse responses to one unit shock in variance. The IRFs for the ARCH processes we estimate "look the same" with an approximately monotonic decreasing fashion. The Lucas two-country monetary model with habit can generate realistic conditional volatility in spot FOREX return.
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Glutaric aciduria type I (glutaryl-CoA dehydrogenase deficiency) is an inborn error of metabolism that usually manifests in infancy by an acute encephalopathic crisis and often results in permanent motor handicap. Biochemical hallmarks of this disease are elevated levels of glutarate and 3-hydroxyglutarate in blood and urine. The neuropathology of this disease is still poorly understood, as low lysine diet and carnitine supplementation do not always prevent brain damage, even in early-treated patients. We used a 3D in vitro model of rat organotypic brain cell cultures in aggregates to mimic glutaric aciduria type I by repeated administration of 1 mM glutarate or 3-hydroxyglutarate at two time points representing different developmental stages. Both metabolites were deleterious for the developing brain cells, with 3-hydroxyglutarate being the most toxic metabolite in our model. Astrocytes were the cells most strongly affected by metabolite exposure. In culture medium, we observed an up to 11-fold increase of ammonium in the culture medium with a concomitant decrease of glutamine. We further observed an increase in lactate and a concomitant decrease in glucose. Exposure to 3-hydroxyglutarate led to a significantly increased cell death rate. Thus, we propose a three step model for brain damage in glutaric aciduria type I: (i) 3-OHGA causes the death of astrocytes, (ii) deficiency of the astrocytic enzyme glutamine synthetase leads to intracerebral ammonium accumulation, and (iii) high ammonium triggers secondary death of other brain cells. These unexpected findings need to be further investigated and verified in vivo. They suggest that intracerebral ammonium accumulation might be an important target for the development of more effective treatment strategies to prevent brain damage in patients with glutaric aciduria type I.
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In this paper, we analyse the asymptotic behavior of solutions of the continuous kinetic version of flocking by Cucker and Smale [16], which describes the collective behavior of an ensemble of organisms, animals or devices. This kinetic version introduced in [24] is here obtained starting from a Boltzmann-type equation. The large-time behavior of the distribution in phase space is subsequently studied by means of particle approximations and a stability property in distances between measures. A continuous analogue of the theorems of [16] is shown to hold for the solutions on the kinetic model. More precisely, the solutions will concentrate exponentially fast their velocity to their mean while in space they will converge towards a translational flocking solution.
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L-Type Ca(2+) and K(ATP) Channels in Pacing-Induced Cardioprotection. AIMS: The L-type Ca(2+) channel, the sarcolemmal (sarcK(ATP)), and mitochondrial K(ATP) (mitoK(ATP)) channels are involved in myocardial preconditioning. We aimed at determining to what extent these channels can also participate in pacing-induced cardioprotection. METHODS: Hearts of 4-day-old chick embryos were paced in ovo during 12 hour using asynchronous intermittent ventricular stimulation at 110% of the intrinsic rate. Sham operated and paced hearts were then submitted in vitro to anoxia (30 minutes) and reoxygenation (60 minutes). These hearts were exposed to L-type Ca(2+) channel agonist Bay-K-8644 (BAY-K) or blocker verapamil, nonselective K(ATP) channel antagonist glibenclamide (GLIB), mitoK(ATP) channel agonist diazoxide (DIAZO), or antagonist 5-hydroxydecanoate. Electrocardiogram, electromechanical delay (EMD) reflecting excitation-contraction (E-C) coupling, and contractility were determined. RESULTS: Under normoxia, heart rate, QT duration, conduction, EMD, and ventricular shortening were similar in sham and paced hearts. During reoxygenation, arrhythmias ceased earlier and ventricular EMD recovered faster in paced hearts than in sham hearts. In sham hearts, BAY-K (but not verapamil), DIAZO (but not 5-hydroxydecanoate) or GLIB accelerated recovery of ventricular EMD, reproducing the pacing-induced protection. By contrast, none of these agents further ameliorated recovery of the paced hearts. CONCLUSION: The protective effect of chronic asynchronous pacing at near physiological rate on ventricular E-C coupling appears to be associated with subtle activation of L-type Ca(2+) channel, inhibition of sarcK(ATP) channel, and/or opening of mitoK(ATP) channel.