964 resultados para Continuous High-frequency Sampling


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We propose and analyse a hybrid numerical–asymptotic hp boundary element method (BEM) for time-harmonic scattering of an incident plane wave by an arbitrary collinear array of sound-soft two-dimensional screens. Our method uses an approximation space enriched with oscillatory basis functions, chosen to capture the high-frequency asymptotics of the solution. We provide a rigorous frequency-explicit error analysis which proves that the method converges exponentially as the number of degrees of freedom N increases, and that to achieve any desired accuracy it is sufficient to increase N in proportion to the square of the logarithm of the frequency as the frequency increases (standard BEMs require N to increase at least linearly with frequency to retain accuracy). Our numerical results suggest that fixed accuracy can in fact be achieved at arbitrarily high frequencies with a frequency-independent computational cost, when the oscillatory integrals required for implementation are computed using Filon quadrature. We also show how our method can be applied to the complementary ‘breakwater’ problem of propagation through an aperture in an infinite sound-hard screen.

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While eye movements have been used widely to investigate how skilled adult readers process written language, relatively little research has used this methodology with children. This is unfortunate as, as we discuss here, eye-movement studies have significant potential to inform our understanding of children’s reading development. We consider some of the empirical and theoretical issues that arise when using this methodology with children, illustrating our points with data from an experiment examining word frequency effects in 8-year-old children’s sentence reading. Children showed significantly longer gaze durations to low than high-frequency words, demonstrating that linguistic characteristics of text drive children’s eye movements as they read. We discuss these findings within the broader context of how eye-movement studies can inform our understanding of children’s reading, and can assist with the development of appropriately targeted interventions to support children as they learn to read.

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This paper characterizes the dynamics of jumps and analyzes their importance for volatility forecasting. Using high-frequency data on four prominent energy markets, we perform a model-free decomposition of realized variance into its continuous and discontinuous components. We find strong evidence of jumps in energy markets between 2007 and 2012. We then investigate the importance of jumps for volatility forecasting. To this end, we estimate and analyze the predictive ability of several Heterogenous Autoregressive (HAR) models that explicitly capture the dynamics of jumps. Conducting extensive in-sample and out-of-sample analyses, we establish that explicitly modeling jumps does not significantly improve forecast accuracy. Our results are broadly consistent across our four energy markets, forecasting horizons, and loss functions

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Objetivos – Descrever as características clínicas de crianças entre 1 e 12 meses hospitalizadas com diagnóstico de bronquiolite viral aguda (BVA), nos primeiros dias de internação, e verificar se o tempo de dessaturação de oxigênio (TD) tem valor prognóstico nesses pacientes. Metodologia – Estudo de coorte realizado de maio a outubro de 2001 com 111 pacientes entre 1 e 12 meses de idade internados no Hospital da Criança Santo Antônio, de Porto Alegre (RS), com diagnóstico de BVA na admissão, com saturação transcutânea de oxigênio da hemoglobina (SatHb) menor que 95% e em oxigenoterapia por cateter extranasal há menos de 24 horas. A gravidade foi verificada através do tempo de internação, tempo de oxigenoterapia e tempo para saturar 95% em ar ambiente (desfechos). Foram realizadas avaliações clínicas duas vezes ao dia (manhã e tarde), durante o período em que o paciente necessitou de oxigênio suplementar (até atingir saturação transcutânea de oxigênio de 95% em ar ambiente), com limite de dez avaliações. Os pacientes tiveram o oxigênio adicional retirado. Foi verificado, então, o tempo necessário para a saturação decrescer até 90% (TD90) e 85% (TD85), limitando-se a medida em no máximo cinco minutos. Foi constituído um escore de gravidade com os sinais clínicos anotados. Utilizou-se o teste do qui-quadrado ou teste exato de Fischer para comparar entre si os grupos de variáveis categóricas e o teste t ou MannWhitney para variáveis numéricas. Foi utilizada a correlação de Spearman para avaliar associações entre variáveis contínuas de distribuição assimétrica (escore de gravidade, tempo de internação, tempo de oxigenoterapia total e tempo para saturar acima ou igual a 95% em ar ambiente). Considerou-se alfa crítico de 5% em todas as comparações, exceto nas correlações em que foi utilizada a correção de Bonferroni para comparações múltiplas (30 correlações: p= 0,002; 10 correlações: p= 0,005). Os dados relativos ao peso e estatura para a idade foram digitados e analisados no programa específico do EpiInfo que utiliza o padrão NCHS (EpiNut). Resultados – Houve leve predomínio do sexo masculino (54%), predominância de idade inferior a quatro meses (61,3%), prevalência maior nos meses de junho e julho, freqüência elevada de história de prematuridade (23%) e de baixo peso de nascimento (14%). As manifestações clínicas prévias à hospitalização (falta de ar, chiado no peito, febre e parar de respirar) ocorreram, na sua maioria, nos três dias anteriores. Da população estudada, 45% tinha história de sibilância prévia, a maioria com um ou dois episódios relatados (31,5%). Esses pacientes foram analisados separadamente e tiveram resultados semelhantes ao grupo com BVA. A freqüência de desnutrição moderada e grave, excluídos os pacientes com história de prematuridade, foi de 26 pacientes (23%). Todos os pacientes utilizaram broncodilatador inalatório; 20% do grupo com BVA receberam corticosteróides sistêmicos e 47% de toda população, antibióticos. A mediana do uso de oxigênio em pacientes com BVA foi de 4,4 dias (IIQ 70,2-165,2) e o tempo de oxigenoterapia até saturar 95% em ar ambiente foi de 3,4 dias (IIQ 55-128). A mediana do tempo de internação hospitalar foi de 7 dias (IIQ 5-10,5) entre os pacientes com BVA; neste aspecto, apresentou diferença (p = 0,041) em relação ao grupo com sibilância prévia, que teve um tempo de internação mais longo (9 dias, IIQ 5-12). Observou-se pouca variabilidade clínica no período estudado, através da aplicação do escore clínico. Não se encontraram correlações estatisticamente significativas entre os escores clínicos e os TDs com os desfechos. Conclusões – Os TDs como elementos auxiliares na avaliação de pacientes em oxigenoterapia não foram clinicamente úteis neste estudo. É possível, no entanto, que, avaliando pacientes com maiores diferenças clínicas entre si, essas aferições possam mostrar-se importantes.

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Using intraday data for the most actively traded stocks on the São Paulo Stock Market (BOVESPA) index, this study considers two recently developed models from the literature on the estimation and prediction of realized volatility: the Heterogeneous Autoregressive Model of Realized Volatility (HAR-RV), developed by Corsi (2009), and the Mixed Data Sampling model (MIDAS-RV), developed by Ghysels et al. (2004). Using measurements to compare in-sample and out-of-sample forecasts, better results were obtained with the MIDAS-RV model for in-sample forecasts. For out-of-sample forecasts, however, there was no statistically signi cant di¤erence between the models. We also found evidence that the use of realized volatility induces distributions of standardized returns that are closer to normal

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This paper proposes a two-step procedure to back out the conditional alpha of a given stock using high-frequency data. We rst estimate the realized factor loadings of the stocks, and then retrieve their conditional alphas by estimating the conditional expectation of their risk-adjusted returns. We start with the underlying continuous-time stochastic process that governs the dynamics of every stock price and then derive the conditions under which we may consistently estimate the daily factor loadings and the resulting conditional alphas. We also contribute empiri-cally to the conditional CAPM literature by examining the main drivers of the conditional alphas of the S&P 100 index constituents from January 2001 to December 2008. In addition, to con rm whether these conditional alphas indeed relate to pricing errors, we assess the performance of both cross-sectional and time-series momentum strategies based on the conditional alpha estimates. The ndings are very promising in that these strategies not only seem to perform pretty well both in absolute and relative terms, but also exhibit virtually no systematic exposure to the usual risk factors (namely, market, size, value and momentum portfolios).

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This work proposes a method to examine variations in the cointegration relation between preferred and common stocks in the Brazilian stock market via Markovian regime switches. It aims on contributing for future works in "pairs trading" and, more specifically, to price discovery, given that, conditional on the state, the system is assumed stationary. This implies there exists a (conditional) moving average representation from which measures of "information share" (IS) could be extracted. For identification purposes, the Markov error correction model is estimated within a Bayesian MCMC framework. Inference and capability of detecting regime changes are shown using a Montecarlo experiment. I also highlight the necessity of modeling financial effects of high frequency data for reliable inference.

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Com o objetivo de avaliar a importância da eletrocardiografia de alta resolução no diagnóstico da cardiomiopatia arritmogênica do ventrículo direito do Boxer, 20 cães sem evidências de doença cardíaca estrutural à avaliação ecodopplercardiográfica foram agrupados de acordo com a frequência de arritmias ventriculares, avaliadas pela eletrocardiografia ambulatorial de 24 horas, e submetidos ao exame eletrocardiográfico de alta resolução. Duração do complexo QRS filtrado, duração dos sinais de baixa amplitude (menor que 40µV) dos últimos 40 milissegundos do complexo QRS e raiz quadrada média da voltagem ao quadrado dos últimos 40 milissegundos do complexo QRS (RMS40) foram as variáveis avaliadas. Não foram observadas diferenças significativas entre os grupos em relação às variáveis estudadas. Sendo assim, os resultados do presente estudo sugerem que a eletrocardiografia de alta resolução não é uma ferramenta útil no auxílio diagnóstico da cardiomiopatia arritmogênica do ventrículo direito dos cães da raça Boxer que não apresentam alterações miocárdicas evidentes ou disfunção sistólica.

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One of the main environmental cues for the adjustment of temporal organization of the animals is the light-dark cycle (LD), which undergoes changes in phase duration throughout the seasons. Photoperiod signaling by melatonin in mammals allows behavioral changes along the year, as in the activity-rest cycle, in mood states and in cognitive performance. The aim of this study was to investigate if common marmoset (Callithrix jacchus) exhibits behavioral changes under short and long photoperiods in a 24h cycle, assessing their individual behaviors, vocal repertoire, exploratory activity (EA), recognition memory (RM) and the circadian rhythm of locomotor activity (CRA). Eight adult marmosets were exposed to a light-dark cycle of 12:12; LD 08:16; LD 12:12 and LD 16:08, sequentially, for four weeks in each condition. Locomotor activity was recorded 24h/day by passive infrared motion detectors above the individual cages. A video camera system was programmed to record each animal, twice a week, on the first two light hours. From the videos, frequency of behaviors was registered as anxiety-like, grooming, alert, hanging position, staying in nest box and feeding using continuous focal animal sampling method. Simultaneously, the calls emitted in the experimental room were recorded by a single microphone centrally located and categorized as affiliative (whirr, chirp), contact (phee), long distance (loud shrill), agonistic (twitter) and alarm (tsik, seep, see). EA was assessed on the third hour after lights onset on the last week of each condition. In a first session, marmosets were exposed to one unfamiliar object during 15 min and 24h later, on the second session, a novel object was added to evaluate RM. Results showed that long days caused a decreased of amplitude and period variance of the CRA, but not short days. Short days decreased the total daily activity and active phase duration. On long days, active phase duration increased due to an advance of activity onset in relation to symmetric days. However, not all subjects started the activity earlier on long days. The activity offset was similar to symmetric days for the majority of marmosets. Results of EA showed that RM was not affected by short or long days, and that the marmosets exhibited a decreased in duration of EA on long days. Frequency and type of calls and frequency of anxiety-like behaviors, staying in nest box and grooming were lower on the first two light hours on long days. Considering the whole active phase of marmosets as we elucidate the results of vocalizations and behaviors, it is possible that these changes in the first two light hours are due to the shifting of temporal distribution of marmoset activities, since some animals did not advance the activity onset on long days. Consequently, the marmosets mean decreased because the sampling was not possible. In conclusion, marmosets synchronized the CRA to the tested photoperiods and as the phase angle varied a lot among marmosets it is suggested that they can use different strategies. Also, long days had an effect on activity-rest cycle and exploratory behaviors

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Em agosto de 1983 foram observados 85 habitantes do Município de Humaitá, Estado do Amazonas, Brasil, com a finalidade de estudar a prevalência dos antígenos de HLA -A, -B, -C e DR, dentre os quais 38 eram doentes com malária causada pelo Plasmodium falciparum Todos eles foram examinados para avaliação de esplenomegalia, exame parasitológico de sangue e pesquisa de anticorpos de malária. Foram constituídos três grupos: (I) 25 indivíduos nascidos na região Amazônica que nunca tiveram malária; (II) 38 indivíduos naturais da Amazônia que tinham sido tratados de malária no passado, ou que estavam tendo malária atual, e (III) 22 doentes com malária que contraíram na Amazônia e eram procedentes de outras regiões do Brasil. Foram colhidas amostras de sangue de cada um deles, separados os linfôcitos e os antígenos de HLA foram tipados pelo teste de microlinfocitotoxidade. Houve elevada freqüência de antígenos não identificados, nos grupos estudados, o que sugere ou a existência de homozigoze, oufenôtipo não identificado nessa população. Houve alta freqüência fenotípica de antígeno deAg(W24) (44,7%) no Grupo II, quando comparado ao Grupo 1(32%) ou Grupo III (9%). Os indivíduos do Grupo II mostraram também elevada freqüência do antígeno DR4 (80%) quando comparado ao Grupo 1(36,3%) ou Grupo III(16,6%). Essas observações sugerem a possibilidade de suscetibilidadegenética ã malária entre os nativos da Amazônia e indicam a necessidade da realização de inquéritos mais extensos sobre a freqüência de antígenos de HLA em habitantes de zona endêmica de malária.

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Cimetidine, referred as antiandrogenic agent, has caused alterations in the seminiferous tubules, including alterations in the peritubular tissue and death of myoid cells by apoptosis. Regarding the structural and functional importance of the peritubular tissue for the maintenance of Sertoli cells (SC), we purpose to investigate the SC-basement membrane interface, focusing the morphological features of SC and their interaction with the basement membrane in the affected tubules by cimetidine. Ten animals were distributed into two groups, control (CG) and cimetidine (CmG) which received saline solution and 50 mg of cimetidine per kg of body weight, respectively, for 52 days. The testes were fixed, dehydrated and embedded for analyses under light and transmission electron microscopy. Paraffin sections were submitted to the TUNEL method; sections of testes embedded in glycol methacrylate were submitted to PAS method and stained by H&E for morphological and quantitative analyses of Sertoli Cells. In the CmG, the SC nuclei were positive to the TUNEL method and showed typical morphological alterations of cell death by apoptosis (from early to advanced stages). A significant reduction in the number of Sertoli Cells was probably due to death of these cells by apoptosis. A close relationship between SC nuclear alterations (including a high frequency of dislocated nuclei from the basal portion) and damage in the peritubular tissue was observed. The ultrastructural analysis showed a parallelism between the gradual advancement of apoptotic process in SC and detachment of the anchoring sites (hemidesmosomes) of SC plasma membrane from the lamina densa. The presence of portions of lamina densa underlying the detached hemidesmosomes indicates a continuous deposition of lamina densa, resulting in the thickening of the basal lamina. The results indicate a possible disarrangement of the SC cytoskeleton, including the focal adhesion structure. These alterations are related to SC apoptosis and probably result from disturbs induced by cimetidine on the peritubular tissue.

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Obesity affects sex hormone secretion, which can negatively influence prostatic structure, homeostasis, and disease. This investigation aimed to evaluate the repercussions of obesity induced by a high-fat diet on the rat prostate, with or without treatment with the aromatase inhibitor, Letrozole. Adult Wistar rats were fed a high-fat diet (20% saturated fat, O) for 15 weeks to induce obesity or received a balanced diet (4% fat, C). Then, a group of C and O rats were daily treated with Letrozole (1 mg/kg b.w. per day) for 2 weeks (CL and OL, respectively). Subsequently, ventral prostate was processed for analysis by transmission electron microscopy, immunohistochemistry, and Western blotting. Obesity decreased 70% of the testosterone plasma level. The prostate showed epithelial atrophy and dilated acini in the intermediate portion and epithelial wrinkling in the distal tips. The relative frequency of smooth muscle alpha-actin in the O group increased by 67%. Ultrastructurally, epithelial cells in obese animals presented altered secretory organelles, lipid droplets, and thicker subjacent fibromuscular layer. Letrozole treatment caused a partial restoration of the prostatic changes caused by obesity. Obesity increased the prostatic content of fibroblast growth factor-2 (FGF-2) by 150%, and Letrozole treatment increased this protein even more in the control and obese groups. This investigation shows that obesity provokes structural and ultrastructural changes in the epithelium of rat prostate; these changes might affect gland homeostasis and physiology. The epithelial and smooth muscle cell hyperplasia and increased FGF-2 expression observed in this experimental model of obesity/insulin-resistance might explain the high frequency of benign prostatic hyperplasia in insulin-resistant men.

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RECAW - CNPq

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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The aim of this study was to evaluate the plasma concentration of diclofenac sodium (DS) in dogs submitted to diclofenaco phonophoresis and to evaluate if phonophoresis induces greater absorption of this drug in dogs. Five dogs were used in eight different groups at different times: One group received oral administration of 40mg of DS per dog and seven groups received topical application of emulgel DS. The topical application area was 20cm(2). A continuous ultrasound frequency of 1MHz and intensity of 0.4W cm(-2) was used. Blood collections were performed before the treatment (T0), and 1h (T1) and 4h (T2) after ultrasound application for all groups. DS concentrations in plasma were measured by high performance liquid choramatohraphy (HPLC). There was significant increase of DS plasma concentration only at T1 in the oral administration group. It was not possible to detect any concentration of DS in the plasma of dogs after topical application of DS, even after DS phonophoresis. The facilitation of transdermal penetration by ultrasound has not been verified under the protocol specified in this research.