Linear least squares estimation of the first order moving average parameter

We propose an iterative procedure to minimize the sum of squares function which avoids the nonlinear nature of estimating the first order moving average parameter and provides a closed form of the estimator. The asymptotic properties of the method are discussed and the consistency of the linear least squares estimator is proved for the invertible case. We perform various Monte Carlo experiments in order to compare the sample properties of the linear least squares estimator with its nonlinear counterpart for the conditional and unconditional cases. Some examples are also discussed

Monte Carlo simulation of a whole-body counter using IGOR phantoms.

Whole-body counting is a technique of choice for assessing the intake of gamma-emitting radionuclides. An appropriate calibration is necessary, which is done either by experimental measurement or by Monte Carlo (MC) calculation. The aim of this work was to validate a MC model for calibrating whole-body counters (WBCs) by comparing the results of computations with measurements performed on an anthropomorphic phantom and to investigate the effect of a change in phantom's position on the WBC counting sensitivity. GEANT MC code was used for the calculations, and an IGOR phantom loaded with several types of radionuclides was used for the experimental measurements. The results show a reasonable agreement between measurements and MC computation. A 1-cm error in phantom positioning changes the activity estimation by >2%. Considering that a 5-cm deviation of the positioning of the phantom may occur in a realistic counting scenario, this implies that the uncertainty of the activity measured by a WBC is ∼10-20%.

Osteoporotic fracture risk in elderly women: estimation with quantitative heel US and clinical risk factors

PURPOSE: To derive a prediction rule by using prospectively obtained clinical and bone ultrasonographic (US) data to identify elderly women at risk for osteoporotic fractures. MATERIALS AND METHODS: The study was approved by the Swiss Ethics Committee. A prediction rule was computed by using data from a 3-year prospective multicenter study to assess the predictive value of heel-bone quantitative US in 6174 Swiss women aged 70-85 years. A quantitative US device to calculate the stiffness index at the heel was used. Baseline characteristics, known risk factors for osteoporosis and fall, and the quantitative US stiffness index were used to elaborate a predictive rule for osteoporotic fracture. Predictive values were determined by using a univariate Cox model and were adjusted with multivariate analysis. RESULTS: There were five risk factors for the incidence of osteoporotic fracture: older age (>75 years) (P < .001), low heel quantitative US stiffness index (<78%) (P < .001), history of fracture (P = .001), recent fall (P = .001), and a failed chair test (P = .029). The score points assigned to these risk factors were as follows: age, 2 (3 if age > 80 years); low quantitative US stiffness index, 5 (7.5 if stiffness index < 60%); history of fracture, 1; recent fall, 1.5; and failed chair test, 1. The cutoff value to obtain a high sensitivity (90%) was 4.5. With this cutoff, 1464 women were at lower risk (score, <4.5) and 4710 were at higher risk (score, >or=4.5) for fracture. Among the higher-risk women, 6.1% had an osteoporotic fracture, versus 1.8% of women at lower risk. Among the women who had a hip fracture, 90% were in the higher-risk group. CONCLUSION: A prediction rule obtained by using quantitative US stiffness index and four clinical risk factors helped discriminate, with high sensitivity, women at higher versus those at lower risk for osteoporotic fracture.

Validation of a wrist monitor for accurate estimation of RR intervals during sleep.

While the incidence of sleep disorders is continuously increasing in western societies, there is a clear demand for technologies to asses sleep-related parameters in ambulatory scenarios. The present study introduces a novel concept of accurate sensor to measure RR intervals via the analysis of photo-plethysmographic signals recorded at the wrist. In a cohort of 26 subjects undergoing full night polysomnography, the wrist device provided RR interval estimates in agreement with RR intervals as measured from standard electrocardiographic time series. The study showed an overall agreement between both approaches of 0.05 ± 18 ms. The novel wrist sensor opens the door towards a new generation of comfortable and easy-to-use sleep monitors.

Whole-rat protein content estimation: applicability of the Nx6.25 factor

The amino acid composition of the protein from three strains of rat (Wistar, Zucker lean and Zucker obese), subjected to reference and high-fat diets has been used to determine the mean empirical formula, molecular weight and N content of whole-rat protein. The combined whole protein of the rat was uniform for the six experimental groups, containing an estimate of 17.3% N and a mean aminoacyl residue molecular weight of 103.7. This suggests that the appropriate protein factor for the calculation of rat protein from its N content should be 5.77 instead of the classical 6.25. In addition, an estimate of the size of the non-protein N mass in the whole rat gave a figure in the range of 5.5 % of all N. The combination of the two calculations gives a protein factor of 5.5 for the conversion of total N into rat protein.

Cardiovascular risk estimation and eligibility for statins in primary prevention comparing different strategies

Recommendations for statin use for primary prevention of coronary heart disease (CHD) are based on estimation of the 10-year CHD risk. It is unclear which risk algorithm and guidelines should be used in European populations. Using data from a population-based study in Switzerland, we first assessed 10-year CHD risk and eligibility for statins in 5,683 women and men 35 to 75 years of age without cardiovascular disease by comparing recommendations by the European Society of Cardiology without and with extrapolation of risk to age 60 years, the International Atherosclerosis Society, and the US Adult Treatment Panel III. The proportions of participants classified as high-risk for CHD were 12.5% (15.4% with extrapolation), 3.0%, and 5.8%, respectively. Proportions of participants eligible for statins were 9.2% (11.6% with extrapolation), 13.7%, and 16.7%, respectively. Assuming full compliance to each guideline, expected relative decreases in CHD deaths in Switzerland over a 10-year period would be 16.4% (17.5% with extrapolation), 18.7%, and 19.3%, respectively; the corresponding numbers needed to treat to prevent 1 CHD death would be 285 (340 with extrapolation), 380, and 440, respectively. In conclusion, the proportion of subjects classified as high risk for CHD varied over a fivefold range across recommendations. Following the International Atherosclerosis Society and the Adult Treatment Panel III recommendations might prevent more CHD deaths at the cost of higher numbers needed to treat compared with European Society of Cardiology guidelines.

Iowa Calibration of MEPDG Performance Prediction Models, 2013

This study aims to improve the accuracy of AASHTO Mechanistic-Empirical Pavement Design Guide (MEPDG) pavement performance predictions for Iowa pavement systems through local calibration of MEPDG prediction models. A total of 130 representative pavement sites across Iowa were selected. The selected pavement sites represent flexible, rigid, and composite pavement systems throughout Iowa. The required MEPDG inputs and the historical performance data for the selected sites were extracted from a variety of sources. The accuracy of the nationally-calibrated MEPDG prediction models for Iowa conditions was evaluated. The local calibration factors of MEPDG performance prediction models were identified to improve the accuracy of model predictions. The identified local calibration coefficients are presented with other significant findings and recommendations for use in MEPDG/DARWin-ME for Iowa pavement systems.

Iowa Calibration of MEPDG Performance Prediction Models: Tech Transfer Summary

This study aims to improve the accuracy of AASHTO Mechanistic-Empirical Pavement Design Guide (MEPDG) pavement performance predictions for Iowa pavement systems through local calibration of MEPDG prediction models. A total of 130 representative pavement sites across Iowa were selected. The selected pavement sites represent flexible, rigid, and composite pavement systems throughout Iowa. The required MEPDG inputs and the historical performance data for the selected sites were extracted from a variety of sources. The accuracy of the nationally-calibrated MEPDG prediction models for Iowa conditions was evaluated. The local calibration factors of MEPDG performance prediction models were identified to improve the accuracy of model predictions. The identified local calibration coefficients are presented with other significant findings and recommendations for use in MEPDG/DARWin-ME for Iowa pavement systems.

Bayesian estimation of speciation and extinction from incomplete fossil occurrence data.

The temporal dynamics of species diversity are shaped by variations in the rates of speciation and extinction, and there is a long history of inferring these rates using first and last appearances of taxa in the fossil record. Understanding diversity dynamics critically depends on unbiased estimates of the unobserved times of speciation and extinction for all lineages, but the inference of these parameters is challenging due to the complex nature of the available data. Here, we present a new probabilistic framework to jointly estimate species-specific times of speciation and extinction and the rates of the underlying birth-death process based on the fossil record. The rates are allowed to vary through time independently of each other, and the probability of preservation and sampling is explicitly incorporated in the model to estimate the true lifespan of each lineage. We implement a Bayesian algorithm to assess the presence of rate shifts by exploring alternative diversification models. Tests on a range of simulated data sets reveal the accuracy and robustness of our approach against violations of the underlying assumptions and various degrees of data incompleteness. Finally, we demonstrate the application of our method with the diversification of the mammal family Rhinocerotidae and reveal a complex history of repeated and independent temporal shifts of both speciation and extinction rates, leading to the expansion and subsequent decline of the group. The estimated parameters of the birth-death process implemented here are directly comparable with those obtained from dated molecular phylogenies. Thus, our model represents a step towards integrating phylogenetic and fossil information to infer macroevolutionary processes.

Estimation of soil nitrate in the spring as a basis for adjustment of nitrogen fertiliser rates

Selostus: Maassa olevan nitraattitypen arviointi simulointimallin avulla

Protein-ligand binding free energy estimation using molecular mechanics and continuum electrostatics. Application to HIV-1 protease inhibitors.

A method is proposed for the estimation of absolute binding free energy of interaction between proteins and ligands. Conformational sampling of the protein-ligand complex is performed by molecular dynamics (MD) in vacuo and the solvent effect is calculated a posteriori by solving the Poisson or the Poisson-Boltzmann equation for selected frames of the trajectory. The binding free energy is written as a linear combination of the buried surface upon complexation, SASbur, the electrostatic interaction energy between the ligand and the protein, Eelec, and the difference of the solvation free energies of the complex and the isolated ligand and protein, deltaGsolv. The method uses the buried surface upon complexation to account for the non-polar contribution to the binding free energy because it is less sensitive to the details of the structure than the van der Waals interaction energy. The parameters of the method are developed for a training set of 16 HIV-1 protease-inhibitor complexes of known 3D structure. A correlation coefficient of 0.91 was obtained with an unsigned mean error of 0.8 kcal/mol. When applied to a set of 25 HIV-1 protease-inhibitor complexes of unknown 3D structures, the method provides a satisfactory correlation between the calculated binding free energy and the experimental pIC5o without reparametrization.

Using spatially distributed parameters and multi-response objective functions to solve parameterization of complex applications of semi-distributed hydrological models

Application of semi-distributed hydrological models to large, heterogeneous watersheds deals with several problems. On one hand, the spatial and temporal variability in catchment features should be adequately represented in the model parameterization, while maintaining the model complexity in an acceptable level to take advantage of state-of-the-art calibration techniques. On the other hand, model complexity enhances uncertainty in adjusted model parameter values, therefore increasing uncertainty in the water routing across the watershed. This is critical for water quality applications, where not only streamflow, but also a reliable estimation of the surface versus subsurface contributions to the runoff is needed. In this study, we show how a regularized inversion procedure combined with a multiobjective function calibration strategy successfully solves the parameterization of a complex application of a water quality-oriented hydrological model. The final value of several optimized parameters showed significant and consistentdifferences across geological and landscape features. Although the number of optimized parameters was significantly increased by the spatial and temporal discretization of adjustable parameters, the uncertainty in water routing results remained at reasonable values. In addition, a stepwise numerical analysis showed that the effects on calibration performance due to inclusion of different data types in the objective function could be inextricably linked. Thus caution should be taken when adding or removing data from an aggregated objective function.

Source-wavelet estimation during full-waveform inversion of ground-penetrating radar data

A major issue in the application of waveform inversion methods to crosshole ground-penetrating radar (GPR) data is the accurate estimation of the source wavelet. Here, we explore the viability and robustness of incorporating this step into a recently published time-domain inversion procedure through an iterative deconvolution approach. Our results indicate that, at least in non-dispersive electrical environments, such an approach provides remarkably accurate and robust estimates of the source wavelet even in the presence of strong heterogeneity of both the dielectric permittivity and electrical conductivity. Our results also indicate that the proposed source wavelet estimation approach is relatively insensitive to ambient noise and to the phase characteristics of the starting wavelet. Finally, there appears to be little to no trade-off between the wavelet estimation and the tomographic imaging procedures.

Calibration and application of the MN2D dynamics model to the avalanches of Las Leñas (Argentina)

During the winters of 1999 and 2000 large avalanches occurred in the ski resort of Las Leñas (Los Andes, Mendoza, Argentina). On 8 September 1999 an avalanche of new, dry snow ran over a path with a 1000 m vertical drop. On 30 June and on 1 July 2000 five avalanches of similar vertical drop, which start with new snow, entrained very wet snow during their descent, and evolved into dense snow avalanches. To use the MN2D dynamics model correctly, calibration of model parameters is necessary. Also, no previous works with the use of dynamics models exist in South America. The events used to calibrate the model occurred during the winters of 1999 and 2000 and are a good sample of the kind of avalanches which can occur in this area of the Andes range. By considering the slope morphology and topography, the snow and meteorological conditions and the results of the model simulations, it was estimated that these avalanches were not extreme events with a return period greater than one hundred years. This implies that, in natural conditions, bigger, extreme avalanches could happen. In this work, the MN2D dynamics model is calibrated with two different avalanches of the same magnitude: dry and wet. The importance of the topographic data in the simulation is evaluated. It is concluded that MN2D dynamics model can be used to simulate dry extreme avalanches in Argentinean Andes but not to simulate extreme wet avalanches, which are much more sensitive to the topography.