Modeling multilevel sleep transitional data via Poisson log-linear multilevel models

This paper proposes Poisson log-linear multilevel models to investigate population variability in sleep state transition rates. We specifically propose a Bayesian Poisson regression model that is more flexible, scalable to larger studies, and easily fit than other attempts in the literature. We further use hierarchical random effects to account for pairings of individuals and repeated measures within those individuals, as comparing diseased to non-diseased subjects while minimizing bias is of epidemiologic importance. We estimate essentially non-parametric piecewise constant hazards and smooth them, and allow for time varying covariates and segment of the night comparisons. The Bayesian Poisson regression is justified through a re-derivation of a classical algebraic likelihood equivalence of Poisson regression with a log(time) offset and survival regression assuming piecewise constant hazards. This relationship allows us to synthesize two methods currently used to analyze sleep transition phenomena: stratified multi-state proportional hazards models and log-linear models with GEE for transition counts. An example data set from the Sleep Heart Health Study is analyzed.

Time delay estimation with hidden Markov models

Most traditional methods for extracting the relationships between two time series are based on cross-correlation. In a non-linear non-stationary environment, these techniques are not sufficient. We show in this paper how to use hidden Markov models to identify the lag (or delay) between different variables for such data. Adopting an information-theoretic approach, we develop a procedure for training HMMs to maximise the mutual information (MMI) between delayed time series. The method is used to model the oil drilling process. We show that cross-correlation gives no information and that the MMI approach outperforms maximum likelihood.

Parameterized Link Functions in Generalized Linear Random Effect Models: a Case Study on Breast Cancer Treatment

In non-linear random effects some attention has been very recently devoted to the analysis ofsuitable transformation of the response variables separately (Taylor 1996) or not (Oberg and Davidian 2000) from the transformations of the covariates and, as far as we know, no investigation has been carried out on the choice of link function in such models. In our study we consider the use of a random effect model when a parameterized family of links (Aranda-Ordaz 1981, Prentice 1996, Pregibon 1980, Stukel 1988 and Czado 1997) is introduced. We point out the advantages and the drawbacks associated with the choice of this data-driven kind of modeling. Difficulties in the interpretation of regression parameters, and therefore in understanding the influence of covariates, as well as problems related to loss of efficiency of estimates and overfitting, are discussed. A case study on radiotherapy usage in breast cancer treatment is discussed.

Influência do jet lag social em marcadores circadianos de atividade - repouso e cardíaco em estudantes de medicina

Studies reveal that in recent decades a decrease in sleep duration has occurred. Social commitments, such as work and school are often not aligned to the "biological time" of individuals. Added to this, there is a reduced force of zeitgeber caused by less exposure to daylight and larger exposure to evenings. This causes a chronic sleep debt that is offset in a free days. Indeed, a restriction and extent of sleep called "social Jet lag" occurs weekly. Sleep deprivation has been associated to obesity, cancer, and cardiovascular risk. It is suggested that the autonomic nervous system is a pathway that connects sleep problems to cardiovascular diseases. However, beyond the evidence demonstrated by studies using models of acute and controlled sleep deprivation, studies are needed to investigate the effects of chronic sleep deprivation as it occurs in the social jet lag. The aim of this study was to investigate the influence of social jet lag in circadian rest-activity markers and heart function in medical students. It is a cross-sectional, observational study conducted in the Laboratory of Neurobiology and Biological Rhythmicity (LNRB) at the Department of Physiology UFRN. Participated in the survey medical students enrolled in the 1st semester of their course at UFRN. Instruments for data collection: Munich Chronotype Questionnaire, Morningness Eveningness Questionnaire of Horne and Östberg, Pittsburgh Sleep Quality Index, Epworth Sleepiness Scale, Actimeter; Heart rate monitor. Analysed were descriptive variables of sleep, nonparametric (IV60, IS60, L5 and M10) and cardiac indexes of time domain, frequency (LF, HF LF / HF) and nonlinear (SD1, SD2, SD1 / SD2). Descriptive, comparative and correlative statistical analysis was performed with SPSS software version 20. 41 students participated in the study, 48.8% (20) females and 51.2% (21) males, 19.63 ± 2.07 years. The social jet lag had an average of 02: 39h ± 00:55h, 82.9% (34) with social jet lag ≥ 1h and there was a negative correlation with the Munich chronotype score indicating greater sleep deprivation in subjects prone to eveningness. Poor sleep quality was detected in 90.2% (37) (X2 = 26.56, p <0.001) and 56.1% (23) excessive daytime sleepiness (X2 = 0.61, p = 0.435). Significant differences were observed in the values of LFnu, HFnu and LF / HF between the groups of social jet lag <2h and ≥ 2h and correlation of the social jet lag with LFnu (rs = 0.354, p = 0.023), HFnu (rs = - 0.354 , p = 0.023) and LF / HF (r = 0.355, p = 0.023). There was also a negative association between IV60 and indexes in the time domain and non-linear. It is suggested that chronic sleep deprivation may be associated with increased sympathetic activation promoting greater cardiovascular risk.

Comparison of some theoretical models for fittings of the temperature dependence of the fundamental energy gap in GaAs

In this work we report on a comparison of some theoretical models usually used to fit the dependence on temperature of the fundamental energy gap of semiconductor materials. We used in our investigations the theoretical models of Viña, Pässler-p and Pässler-ρ to fit several sets of experimental data, available in the literature for the energy gap of GaAs in the temperature range from 12 to 974 K. Performing several fittings for different values of the upper limit of the analyzed temperature range (Tmax), we were able to follow in a systematic way the evolution of the fitting parameters up to the limit of high temperatures and make a comparison between the zero-point values obtained from the different models by extrapolating the linear dependence of the gaps at high T to T = 0 K and that determined by the dependence of the gap on isotope mass. Using experimental data measured by absorption spectroscopy, we observed the non-linear behavior of Eg(T) of GaAs for T > ΘD.

A simple way to introduce fibers into FEM models

This communication proposes a simple way to introduce fibers into finite element modelling. This is a promising formulation to deal with fiber-reinforced composites by the finite element method (FEM), as it allows the consideration of short or long fibers placed arbitrarily inside a continuum domain (matrix). The most important feature of the formulation is that no additional degree of freedom is introduced into the pre-existent finite element numerical system to consider any distribution of fiber inclusions. In other words, the size of the system of equations used to solve a non-reinforced medium is the same as the one used to solve the reinforced counterpart. Another important characteristic is the reduced work required by the user to introduce fibers, avoiding `rebar` elements, node-by-node geometrical definitions or even complex mesh generation. An additional characteristic of the technique is the possibility of representing unbounded stresses at the end of fibers using a finite number of degrees of freedom. Further studies are required for non-linear applications in which localization may occur. Along the text the linear formulation is presented and the bounded connection between fibers and continuum is considered. Four examples are presented, including non-linear analysis, to validate and show the capabilities of the formulation. Copyright (c) 2007 John Wiley & Sons, Ltd.

Distributed energy resource short-term scheduling using signaled particle swarm optimization

Distributed Energy Resources (DER) scheduling in smart grids presents a new challenge to system operators. The increase of new resources, such as storage systems and demand response programs, results in additional computational efforts for optimization problems. On the other hand, since natural resources, such as wind and sun, can only be precisely forecasted with small anticipation, short-term scheduling is especially relevant requiring a very good performance on large dimension problems. Traditional techniques such as Mixed-Integer Non-Linear Programming (MINLP) do not cope well with large scale problems. This type of problems can be appropriately addressed by metaheuristics approaches. This paper proposes a new methodology called Signaled Particle Swarm Optimization (SiPSO) to address the energy resources management problem in the scope of smart grids, with intensive use of DER. The proposed methodology’s performance is illustrated by a case study with 99 distributed generators, 208 loads, and 27 storage units. The results are compared with those obtained in other methodologies, namely MINLP, Genetic Algorithm, original Particle Swarm Optimization (PSO), Evolutionary PSO, and New PSO. SiPSO performance is superior to the other tested PSO variants, demonstrating its adequacy to solve large dimension problems which require a decision in a short period of time.

ANN based support for distributed energy resources scheduling in smart grids

The future scenarios for operation of smart grids are likely to include a large diversity of players, of different types and sizes. With control and decision making being decentralized over the network, intelligence should also be decentralized so that every player is able to play in the market environment. In the new context, aggregator players, enabling medium, small, and even micro size players to act in a competitive environment, will be very relevant. Virtual Power Players (VPP) and single players must optimize their energy resource management in order to accomplish their goals. This is relatively easy to larger players, with financial means to have access to adequate decision support tools, to support decision making concerning their optimal resource schedule. However, the smaller players have difficulties in accessing this kind of tools. So, it is required that these smaller players can be offered alternative methods to support their decisions. This paper presents a methodology, based on Artificial Neural Networks (ANN), intended to support smaller players’ resource scheduling. The used methodology uses a training set that is built using the energy resource scheduling solutions obtained with a reference optimization methodology, a mixed-integer non-linear programming (MINLP) in this case. The trained network is able to achieve good schedule results requiring modest computational means.

Air pollution effects on myocardial infarction

OBJECTIVE: Myocardial infarction is an acute and severe cardiovascular disease that generally leads to patient admissions to intensive care units and few cases are initially admitted to infirmaries. The objective of the study was to assess whether estimates of air pollution effects on myocardial infarction morbidity are modified by the source of health information. METHODS: The study was carried out in hospitals of the Brazilian Health System in the city of São Paulo, Southern Brazil. A time series study (1998-1999) was performed using two outcomes: infarction admissions to infirmaries and to intensive care units, both for people older than 64 years of age. Generalized linear models controlling for seasonality (long and short-term trends) and weather were used. The eight-day cumulative effects of air pollutants were assessed using third degree polynomial distributed lag models. RESULTS: Almost 70% of daily hospital admissions due to myocardial infarction were to infirmaries. Despite that, the effects of air pollutants on infarction were higher for intensive care units admissions. All pollutants were positively associated with the study outcomes but SO2 presented the strongest statistically significant association. An interquartile range increase on SO2 concentration was associated with increases of 13% (95% CI: 6-19) and 8% (95% CI: 2-13) of intensive care units and infirmary infarction admissions, respectively. CONCLUSIONS: It may be assumed there is a misclassification of myocardial infarction admissions to infirmaries leading to overestimation. Also, despite the absolute number of events, admissions to intensive care units data provides a more adequate estimate of the magnitude of air pollution effects on infarction admissions.

The effects of air pollution on cardiovascular diseases: lag structures

OBJECTIVE: To assess the lag structure between air pollution exposure and elderly cardiovascular diseases hospital admissions, by gender. METHODS: Health data of people aged 64 years or older was stratified by gender in São Paulo city, Southeastern Brazil, from 1996 to 2001. Daily levels of air pollutants (CO, PM10, O3, NO2, and SO2) , minimum temperature, and relative humidity were also analyzed. It were fitted generalized additive Poisson regressions and used constrained distributed lag models adjusted for long time trend, weekdays, weather and holidays to assess the lagged effects of air pollutants on hospital admissions up to 20 days after exposure. RESULTS: Interquartile range increases in PM10 (26.21 mug/m³) and SO2 (10.73 mug/m³) were associated with 3.17% (95% CI: 2.09-4.25) increase in congestive heart failure and 0.89% (95% CI: 0.18-1.61) increase in total cardiovascular diseases at lag 0, respectively. Effects were higher among female group for most of the analyzed outcomes. Effects of air pollutants for different outcomes and gender groups were predominately acute and some "harvesting" were found. CONLUSIONS: The results show that cardiovascular diseases in São Paulo are strongly affected by air pollution.

An Extension of Gompertzian Growth Dynamics Weibull and Frechet Models

In this work a new probabilistic and dynamical approach to an extension of the Gompertz law is proposed. A generalized family of probability density functions, designated by Beta* (p, q), which is proportional to the right hand side of the Tsoularis-Wallace model, is studied. In particular, for p = 2, the investigation is extended to the extreme value models of Weibull and Frechet type. These models, described by differential equations, are proportional to the hyper-Gompertz growth model. It is proved that the Beta* (2, q) densities are a power of betas mixture, and that its dynamics are determined by a non-linear coupling of probabilities. The dynamical analysis is performed using techniques of symbolic dynamics and the system complexity is measured using topological entropy. Generally, the natural history of a malignant tumour is reflected through bifurcation diagrams, in which are identified regions of regression, stability, bifurcation, chaos and terminus.

Análise estática não linear de um edifício em betão armado

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Civil

Modified particle swarm optimization for day-ahead distributed energy resources scheduling including vehicle-to-grid

Mestrado em Engenharia Electrotécnica – Sistemas Eléctricos de Energia

Project, modelling and simulation of air stripping columns for the treatment of groundwater contaminated with volatile organic compounds

Volatile organic compounds are a common source of groundwater contamination that can be easily removed by air stripping in columns with random packing and using a counter-current flow between the phases. This work proposes a new methodology for the column design for any particular type of packing and contaminant avoiding the necessity of a pre-defined diameter used in the classical approach. It also renders unnecessary the employment of the graphical Eckert generalized correlation for pressure drop estimates. The hydraulic features are previously chosen as a project criterion and only afterwards the mass transfer phenomena are incorporated, in opposition to conventional approach. The design procedure was translated into a convenient algorithm using C++ as programming language. A column was built in order to test the models used either in the design or in the simulation of the column performance. The experiments were fulfilled using a solution of chloroform in distilled water. Another model was built to simulate the operational performance of the column, both in steady state and in transient conditions. It consists in a system of two partial non linear differential equations (distributed parameters). Nevertheless, when flows are steady, the system became linear, although there is not an evident solution in analytical terms. In steady state the resulting system of ODE can be solved, allowing for the calculation of the concentration profile in both phases inside the column. In transient state the system of PDE was numerically solved by finite differences, after a previous linearization.

Predicting GDP growth in the Euro Area

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics