On the observability of turbulent transport rates by Argo: supporting evidence from an inversion experiment

Although estimation of turbulent transport parameters using inverse methods is not new, there is little evaluation of the method in the literature. Here, it is shown that extended observation of the broad scale hydrography by Argo provides a path to improved estimates of regional turbulent transport rates. Results from a 20 year ocean state estimate produced with the ECCO v4 non-linear inverse modeling framework provide supporting evidence. Turbulent transport parameter maps are estimated under the constraints of fitting the extensive collection of Argo profiles collected through 2011. The adjusted parameters dramatically reduce misfits to in situ profiles as compared with earlier ECCO solutions. They also yield a clear reduction in the model drift away from observations over multi-century long simulations, both for assimilated variables (temperature and salinity) and independent variables (bio-geochemical tracers). Despite the minimal constraints imposed specifically on the estimated parameters, their geography is physically plausible and exhibits close connections with the upper ocean ocean stratification as observed by Argo. The estimated parameter adjustments furthermore have first order impacts on upper-ocean stratification and mixed layer depths over 20 years. These results identify the constraint of fitting Argo profiles as an effective observational basis for regional turbulent transport rates. Uncertainties and further improvements of the method are discussed.

Probabilistic wind power forecasts with an inverse power curve transformation and censored regression

Forecasting wind power is an important part of a successful integration of wind power into the power grid. Forecasts with lead times longer than 6 h are generally made by using statistical methods to post-process forecasts from numerical weather prediction systems. Two major problems that complicate this approach are the non-linear relationship between wind speed and power production and the limited range of power production between zero and nominal power of the turbine. In practice, these problems are often tackled by using non-linear non-parametric regression models. However, such an approach ignores valuable and readily available information: the power curve of the turbine's manufacturer. Much of the non-linearity can be directly accounted for by transforming the observed power production into wind speed via the inverse power curve so that simpler linear regression models can be used. Furthermore, the fact that the transformed power production has a limited range can be taken care of by employing censored regression models. In this study, we evaluate quantile forecasts from a range of methods: (i) using parametric and non-parametric models, (ii) with and without the proposed inverse power curve transformation and (iii) with and without censoring. The results show that with our inverse (power-to-wind) transformation, simpler linear regression models with censoring perform equally or better than non-linear models with or without the frequently used wind-to-power transformation.

Effects of Cobalt Chloride in Junctional Epithelium and Reduced Enamel Epithelium of the Rat Maxillary First Molar

Cobalt is one of the main components of cast metal alloys broadly used in dentistry. It is the constituent of 45 to 70% of numerous prosthetic works. There are evidences that metal elements cause systemic and local toxicity. The purpose of the present study was to evaluate the effects of cobalt on the junctional epithelium and reduced enamel epithelium of the first superior molar in rats, during lactation. To do this, 1-day old rats were used, whose mothers received 300mg of cobalt chloride per liter of distilled water in the drinker, during lactation. After 21 days, the rat pups were killed with an anesthetic overdose. The heads were separated, fixed in ""alfac"", decalcified and embedded in paraffin. Frontal sections stained with hematoxylin and eosin were employed. Karyometric methods allowed to estimate the following parameters: biggest, smallest and mean diameters, D/d ratio, perimeter, area, volume, volume/area ratio, eccentricity, form coefficient and contour index. Stereologic methods allow to evaluate: cytoplasm/nucleus ratio, cell and cytoplasm volume, cell number density, external surface/basal membrane ratio, thickness of the epithelial layers and surface density. All the collected data were subjected to statistic analysis by the non-parametric Wilcoxon-Mann-Whitney test. The nuclei of the studied tissues showed smaller values after karyometry for: diameters; perimeter, area, volume and volume/area ratio. Stereologically, it was observed, in the junctional epithelium and in the reduced enamel epithelium, smaller cells with scarce cytoplasm, reflected in the greater number of cells per mm3 of tissue. In this study, cobalt caused epithelial atrophy, indicating a direct action on the junctional and enamel epithelium.

Precipitation variability in Sao Paulo State, Brazil

The State of Sao Paulo is the richest in Brazil, responsible for over 30% of the Brazilian gross rate. It has a population of around 30 million and its economy is based on agriculture and industrial products. Any change in climate can have a profound influence on the socio-economics of the State. In order to determine changes in total and extreme rainfall over Sao Paulo State, climate change indices derived from daily precipitation data were calculated using specially designed software. Maps of trends for a subset of 59 rain gauge stations were analysed for the period 1950-1999 and also for a subset of this period, 1990-1999, representing more recent climate. A non-parametric Mann-Kendall test was applied to the time series. Maps of trends for six annual precipitation indices (annual total precipitation (PRCPTOT), very heavy precipitation days (R20mm), events greater than the 95th percentile (R95p), maximum five days precipitation total (RX5day), the length of the largest wet spell (CWD) and the length of the largest dry spell (CDD)) were analysed for the entire period. These exhibited statistically significant trends associated with a wetter climate. A significant increase in PRCPTOT, associated with very heavy precipitation days, were observed at more than 45% of the rain gauge stations. The Mann-Kendall test identified that the positive trend in PRCPTOT is possibly related to the increase in the R95p and R20mm indices. Therefore, the results suggest that there has been a change in precipitation intensity. In contrast, the indices for the more recent shorter time series are significantly different to the longer term indices. The results indicate that intense precipitation is becoming concentrated in a few days and spread over the period when the CDD and R20mm indices show positive trends, while negative ones are seen in the RX5day index. The trends found could be related to many anthropogenic aspects such as biomass burning aerosols and land use.

Reliability properties under a stopping time shift

Considering a series representation of a coherent system using a shift transform of the components lifetime T-i, at its critical level Y-i, we study two problems. First, under such a shift transform, we analyse the preservation properties of the non-parametric distribution classes and secondly the association preserving property of the components lifetime under such transformations. (c) 2007 Elsevier B.V. All rights reserved.

Recent developments in statistical methods for detecting genetic loci affecting phenotypic variability

A number of recent works have introduced statistical methods for detecting genetic loci that affect phenotypic variability, which we refer to as variability-controlling quantitative trait loci (vQTL). These are genetic variants whose allelic state predicts how much phenotype values will vary about their expected means. Such loci are of great potential interest in both human and non-human genetic studies, one reason being that a detected vQTL could represent a previously undetected interaction with other genes or environmental factors. The simultaneous publication of these new methods in different journals has in many cases precluded opportunity for comparison. We survey some of these methods, the respective trade-offs they imply, and the connections between them. The methods fall into three main groups: classical non-parametric, fully parametric, and semi-parametric two-stage approximations. Choosing between alternatives involves balancing the need for robustness, flexibility, and speed. For each method, we identify important assumptions and limitations, including those of practical importance, such as their scope for including covariates and random effects. We show in simulations that both parametric methods and their semi-parametric approximations can give elevated false positive rates when they ignore mean-variance relationships intrinsic to the data generation process. We conclude that choice of method depends on the trait distribution, the need to include non-genetic covariates, and the population size and structure, coupled with a critical evaluation of how these fit with the assumptions of the statistical model.

Uncertainties In Future Projections Of Extreme Rainfall: The Role Of Climate Model, Emission Scenario And Randomness

Climate change has resulted in substantial variations in annual extreme rainfall quantiles in different durations and return periods. Predicting the future changes in extreme rainfall quantiles is essential for various water resources design, assessment, and decision making purposes. Current Predictions of future rainfall extremes, however, exhibit large uncertainties. According to extreme value theory, rainfall extremes are rather random variables, with changing distributions around different return periods; therefore there are uncertainties even under current climate conditions. Regarding future condition, our large-scale knowledge is obtained using global climate models, forced with certain emission scenarios. There are widely known deficiencies with climate models, particularly with respect to precipitation projections. There is also recognition of the limitations of emission scenarios in representing the future global change. Apart from these large-scale uncertainties, the downscaling methods also add uncertainty into estimates of future extreme rainfall when they convert the larger-scale projections into local scale. The aim of this research is to address these uncertainties in future projections of extreme rainfall of different durations and return periods. We plugged 3 emission scenarios with 2 global climate models and used LARS-WG, a well-known weather generator, to stochastically downscale daily climate models’ projections for the city of Saskatoon, Canada, by 2100. The downscaled projections were further disaggregated into hourly resolution using our new stochastic and non-parametric rainfall disaggregator. The extreme rainfall quantiles can be consequently identified for different durations (1-hour, 2-hour, 4-hour, 6-hour, 12-hour, 18-hour and 24-hour) and return periods (2-year, 10-year, 25-year, 50-year, 100-year) using Generalized Extreme Value (GEV) distribution. By providing multiple realizations of future rainfall, we attempt to measure the extent of total predictive uncertainty, which is contributed by climate models, emission scenarios, and downscaling/disaggregation procedures. The results show different proportions of these contributors in different durations and return periods.

Análise morfométrica da parede arterial após o implante de stent em aorta abdominal de suínos : estudo comparativo entre stents metálicos não recobertos e recobertos com politetrafluoroetileno

O espessamento intimal e a reestenose que ocorrem após os procedimentos de angioplastia transluminal percutânea e/ou o implante de stents representam uma causa freqüente de falência destes procedimentos. O principal achado patológico responsável pela reestenose parece ser a hiperplasia intimal, já que o dispositivo intravascular é resistente ao remodelamento arterial geométrico. O propósito deste estudo é avaliar, através da morfometria digital, o espessamento intimal presente nas regiões da parede arterial imediatamente proximal e distal ao implante de um stent metálico em configuração em “Z “ não recoberto ou recoberto com PTFE. Vinte e cinco suínos de raça mista, com seis a dez semanas de idade, pesando em média 20 kg foram divididos em três grupos. No grupo I, cinco animais foram submetidos à exposição cirúrgica retroperitoneal da aorta abdominal, aortotomia e manipulação com uma bainha introdutora de 12 F. O grupo II incluiu dez animais que foram submetidos ao implante de um stent metálico auto-expansível não recoberto. No grupo III, incluindo também dez animais, foram implantados stents recobertos com PTFE. Após quatro semanas, todos os animais foram sacrificados e o segmento aorto-ilíaco foi removido. Quatro animais foram excluídos do estudo por trombose da aorta (um animal do grupo II e três animais do grupo III). Para a análise morfométrica foram utilizados os testes não paramétricos de Wilcoxon e de Kruskal-Wallis, para as comparações, respectivamente, no mesmo grupo e entre os grupos. Foi adotado o nível de significância de 5% ( p< 0,05). Quando os espécimes da parede arterial, imediatamente proximal e distal aos stents foram comparados, nenhuma diferença estatisticamente significativa foi encontrada entre as áreas luminal, intimal, média ou índice intimal em cada grupo. Na comparação entre os grupos, as áreas intimal, média e o índice intimal não demonstraram variação estatisticamente significativa. Foram identificadas diferenças entre os grupos quanto às áreas luminais proximais (p = 0,036) e distais (p=0,044). Pelo teste de comparações múltiplas para Kruskal-Wallis (Teste de Dunn) identificou-se diferença significativa entre os grupos I e II. Entretanto, quando estas variáveis foram controladas pelo fator peso (relação área luminal/peso) a diferença não foi mais observada. Concluímos que, após quatro semanas, stents recobertos com PTFE induzem um espessamento intimal justa-stent similar ao observado com stents não recobertos ou com a simples manipulação arterial com uma bainha introdutora. Neste modelo experimental suíno, de curto seguimento, o revestimento com PTFE não foi responsável por adicional espessamento intimal.

Fatores genéticos e não genéticos em formas avançadas de Retinopatia Diabética em pacientes com Diabete Melito tipo 2

Introdução: A retinopatia diabética (RD) é a principal causa de novos casos de cegueira entre norte-americanos em idade produtiva. Existe uma associação entre RD e as outras complicações microvasculares do diabete melito. A associação da RD com a fase inicial da nefropatia, a microalbuminúria, não está esclarecida em pacientes com diabete melito (DM) tipo 2. Polimorfismos de genes (ENNP1; FABP2) relacionados à resistência insulínica, entre outros, poderiam estar associados à RD. Objetivo: O objetivo deste estudo foi avaliar fatores genéticos e não genéticos associados à RD avançada em pacientes com DM tipo 2. Métodos: Neste estudo caso-controle foram incluídos pacientes DM tipo 2 submetidos à avaliação clínica, laboratorial e oftalmológica. Foi realizada oftalmoscopia binocular indireta sob midríase e obtidas retinografias coloridas em 7 campos padronizados. Foram classificados como casos os pacientes portadores de RD avançada (formas graves de RD não proliferativa e RD proliferativa) e como controles os pacientes sem RD avançada (fundoscopia normal, e outras formas de RD). Foram estudados os polimorfismos K121Q do gene ENNP1 e A54T do gene FABP2. Na análise estatística foram utilizados testes paramétricos e não paramétricos conforme indicado. Foi realizada análise de regressão logística múltipla para avaliar fatores associados à RD avançada. O nível de significância adotado foi de 0,05%. Resultados: Foram avaliados 240 pacientes com DM tipo 2 com 60,6 ± 8,4 anos de idade e duração conhecida de DM de 14,4 ± 8,4 anos. Destes, 67 pacientes (27,9%) apresentavam RD avançada. Os pacientes com RD avançada apresentaram maior duração conhecida de DM (18,1 ± 8,1 vs. 12,9 ± 8,2 anos; P< 0,001), menor índice de massa corporal (IMC) (27,5 ± 4,2 vs. 29,0 ± 9,6 kg/m2; P= 0,019), além de uso de insulina mais freqüente (70,8% vs 35,3%; P< 0,001) e presença de nefropatia diabética (81,1% vs 34,8%; P< 0,001) quando comparados com os pacientes sem RD avançada. Na avaliação laboratorial os pacientes com RD avançada apresentaram valores mais elevados de creatinina sérica [1,4 (0,6 -13,6) vs 0,8 (0,5-17,9) mg/dl; P<0,001] e de albuminúria [135,0 (3,6-1816,0) vs 11,3 (1,5-5105,0) μg/min; P<0,001] quando comparados com pacientes sem RD avançada. A distribuição dos genótipos dos polimorfismos do ENNP1 e FABP2 não foi diferente entre os grupos. A análise de regressão logística múltipla demonstrou que a presença de nefropatia (OR=6,59; IC95%: 3,01-14,41; P<0,001) e o uso de insulina (OR=3,47; IC95%: 1,60- 7,50; P=0,002) foram os fatores associados à RD avançada, ajustados para a duração de DM, presença de hipertensão arterial, glicohemoglobina e IMC. Quando na análise foram incluídos apenas pacientes normoalbuminúricos e microalbuminúricos, a microalbuminúria (OR=3,8; IC95%: 1,38-10,47; P=0,010), o uso de insulina (OR=5,04; IC95%: 1,67-15,21; P=0,004), a duração do DM (OR=1,06 IC95%: 1,00-1,13; P=0,048) e a glicohemoglobina (OR=1,35; IC95%: 1,02-1,79; P=0,034) foram os fatores associados à RD avançada, ajustados para a presença de hipertensão arterial e IMC. Conclusão: Pacientes com DM tipo 2 portadores de formas avançadas de RD apresentam mais freqüentemente envolvimento renal pelo DM, incluindo o estágio de microalbuminúria. Uma avaliação renal com medida de albuminúria dever ser incorporada como avaliação de rotina nestes pacientes.

Nonparametric specification tests for conditional duration models

This paper deals with the testing of autoregressive conditional duration (ACD) models by gauging the distance between the parametric density and hazard rate functions implied by the duration process and their non-parametric estimates. We derive the asymptotic justification using the functional delta method for fixed and gamma kernels, and then investigate the finite-sample properties through Monte Carlo simulations. Although our tests display some size distortion, bootstrapping suffices to correct the size without compromising their excellent power. We show the practical usefulness of such testing procedures for the estimation of intraday volatility patterns.

Brazilian indexing and inertial inflation: evidence from time-varying estimates of an inflation transfer function

This paper is a theoretica1 and empirica1 study of the re1ationship between indexing po1icy and feedback mechanisms in the inflationary adjustment process in Brazil. The focus of our study is on two policy issues: (1) did the Brazilian system of indexing of interest rates, the exchange rate, and wages make inflation so dependent on its own past values that it created a significant feedback process and inertia in the behaviour of inflation in and (2) was the feedback effect of past inf1ation upon itself so strong that dominated the effect of monetary/fiscal variables upon current inflation? This paper develops a simple model designed to capture several "stylized facts" of Brazi1ian indexing po1icy. Separate ru1es of "backward indexing" for interest rates, the exchange rate, and wages, reflecting the evolution of po1icy changes in Brazil, are incorporated in a two-sector model of industrial and agricultural prices. A transfer function derived irom this mode1 shows inflation depending on three factors: (1) past values of inflation, (2) monetary and fiscal variables, and (3) supply- .shock variables. The indexing rules for interest rates, the exchange rate, and wages place restrictions on the coefficients of the transfer function. Variations in the policy-determined parameters of the indexing rules imply changes in the coefficients of the transfer function for inflation. One implication of this model, in contrast to previous results derived in analytically simpler models of indexing, is that a higher degree of indexing does not make current inflation more responsive to current monetary shocks. The empirical section of this paper studies the central hypotheses of this model through estimation of the inflation transfer function with time-varying parameters. The results show a systematic non-random variation of the transfer function coefficients closely synchronized with changes in the observed values of the wage-indexing parameters. Non-parametric tests show the variation of the transfer function coefficients to be statistically significant at the time of the changes in wage indexing rules in Brazil. As the degree of indexing increased, the inflation feadback coefficients increased, while the effect of external price and agricultura shocs progressively increased and monetary effects progressively decreased.

Custos de ajustamento e a dinâmica da estrutura de capital em empresas brasileiras

Diversos estudos de Finanças Corporativas consideram os custos associados aos ajustes da estrutura de capital das empresas irrelevantes tanto na forma quanto em magnitude. Este estudo analisou empiricamente a influência dos custos de ajustamento na dinâmica dos ajustes da estrutura de capital de empresas brasileiras de capital aberto no período de 1999 a 2007. A alavancagem foi abordada sob três diferentes cenários, considerando a presença de custos fixos, custos proporcionais e por uma composição de custos fixos e proporcionais através de simulações utilizando um modelo reduzido da estrutura de capital. Em seguida a análise não paramétrica da amostra revelou que as empresas apresentam um comportamento dinâmico em suas decisões de financiamento para o ajuste da estruturas de capital, mas que não se revelou contínuo. A utilização de um modelo de duration mostrou-se adequado para mensurar o intervalo de tempo entre os ajustes da estrutura de capital das empresas. Os resultados são extremamente relevantes e suportam a teoria de um comportamento de rebalanceamento dinâmico pelas empresas de suas estruturas de capital em torno de um intervalo ótimo. Entretanto os ajustes não ocorrem de forma imediata e a persistência de choques à estrutura de capital deve-se em sua maior parte aos custos associados aos ajustes do que a uma possível indiferença à estrutura de capital. . Este trabalho constitui-se como pioneiro no mercado brasileiro acerca dos custos de ajustamento da estrutura de capital e abre espaço para a discussão do comportamento ótimo em torno da estrutura de capital de empresas nacionais.

Volatilidade no mercado acionário brasileiro: negociação ou passagem do tempo? Um estudo empírico

A pesquisa testou se, a exemplo do que ocorre nos mercados acionários internacionais, a volatilidade no mercado acionário brasileiro está mais associada à negociação do que à passagem do tempo. Testes paramétricos e não-paramétricos aplicados a séries de retornos diários do IBOVESPA e de vinte e oito ações isoladas, no período de 1º de julho de 1994 a 30 de junho de 1999, autorizam a afirmativa de que, na matéria em foco, nosso mercado não se distingue dos mercados internacionais.

Preços futuros brasileiros seguem um passeio aleatório? um estudo empírico

A pesquisa teve como objetivo testar se preços no mercado futuro brasileiro seguem um passeio aleatório - uma das versões da chamada Hipótese do Mercado Eficiente. Foram estudados os preços dos contratos futuros de Ibovespa e de dólar comercial, de 30 de junho de 1994 a 31 de dezembro de 1998. Aplicação de testes paramétricos e não-paramétricos envolvendo a Relação de Variâncias (Variance Ratio) de Lo-MacKinlay levam à conclusão de que a hipótese testada não pode ser rejeitada, apontando, portanto, para eficiência em tais mercados.

O impacto das práticas ITIL na flexibilidade organizacional - evidências empíricas em uma empresa multinacional de TI

The present work has as main objective the identification and impact analysis for the practice ITIL in the organizational flexibility of a multinational IT company, being this study of quali-quantitative and exploratory nature. To achieve this objective, some theoretical studies on bureaucracy, organization flexibility, control, IT governance and ITIL were done, as a form to better understand the research problem. For analysis effect a set of eleven ITIL process was considered in this research ¿ service desk, incident management, problem management, change management, configuration management, release management, service level management, availability management, capacity management, continuity management and finally IT financial services management ¿ grouped in its two core areas ¿ service support and service delivery. Then a scale was constructed and validated, on the basis of theoretical models developed by Volberda (1997), Tenório (2002) and Golden and Powell (1999), to measure the flexibility related to each process comprising the ITIL core. The dimensions adopted to measure flexibility were: organization design task, managerial task, IT impact on work force, HR management, efficiency impact, sensitivity, versatility and robustness. The instrument used in research was a semi-structured interview, which was divided in two parts. The data collection was performed with ten interviewed people from an IT multinational company, based on convenience, some were managers and there were users, some were ITIL certified and others not. The statistic tests of t student and Wilcoxon non-parametric were adopted. The result of the research indicated that the ITIL service support area, for possessing greater operational focus, presents flexibility trend. The opposite was found for the service delivery area, which has greater tactical focus. The results also suggest that the change management discipline was the one that contributed for the most flexibility inside the company, followed by incident management discipline and the service desk function.