Regression analysis of mean quality-adjusted survival time based on pseudo-observations

Regression models for the mean quality-adjusted survival time are specified from hazard functions of transitions between two states and the mean quality-adjusted survival time may be a complex function of covariates. We discuss a regression model for the mean quality-adjusted survival (QAS) time based on pseudo-observations, which has the advantage of directly modeling the effect of covariates in the QAS time. Both Monte Carlo Simulations and a real data set are studied. Copyright (C) 2009 John Wiley & Sons, Ltd.

Predictive models for chronic renal disease using decision trees, naïve bayes and case-based methods

Data mining can be used in healthcare industry to “mine” clinical data to discover hidden information for intelligent and affective decision making. Discovery of hidden patterns and relationships often goes intact, yet advanced data mining techniques can be helpful as remedy to this scenario. This thesis mainly deals with Intelligent Prediction of Chronic Renal Disease (IPCRD). Data covers blood, urine test, and external symptoms applied to predict chronic renal disease. Data from the database is initially transformed to Weka (3.6) and Chi-Square method is used for features section. After normalizing data, three classifiers were applied and efficiency of output is evaluated. Mainly, three classifiers are analyzed: Decision Tree, Naïve Bayes, K-Nearest Neighbour algorithm. Results show that each technique has its unique strength in realizing the objectives of the defined mining goals. Efficiency of Decision Tree and KNN was almost same but Naïve Bayes proved a comparative edge over others. Further sensitivity and specificity tests are used as statistical measures to examine the performance of a binary classification. Sensitivity (also called recall rate in some fields) measures the proportion of actual positives which are correctly identified while Specificity measures the proportion of negatives which are correctly identified. CRISP-DM methodology is applied to build the mining models. It consists of six major phases: business understanding, data understanding, data preparation, modeling, evaluation, and deployment.

Parameter estimation of Poisson generalized linear mixed models based on three different statistical principles : a simulation study

Generalized linear mixed models are flexible tools for modeling non-normal data and are useful for accommodating overdispersion in Poisson regression models with random effects. Their main difficulty resides in the parameter estimation because there is no analytic solution for the maximization of the marginal likelihood. Many methods have been proposed for this purpose and many of them are implemented in software packages. The purpose of this study is to compare the performance of three different statistical principles - marginal likelihood, extended likelihood, Bayesian analysis-via simulation studies. Real data on contact wrestling are used for illustration.

Evaluating the existence of structural change in the brazilian term structure of interest: evidence based on cointegration models with structural break

This paper investigates whether there is evidence of structural change in the Brazilian term structure of interest rates. Multivariate cointegration techniques are used to verify this evidence. Two econometrics models are estimated. The rst one is a Vector Autoregressive Model with Error Correction Mechanism (VECM) with smooth transition in the deterministic coe¢ cients (Ripatti and Saikkonen [25]). The second one is a VECM with abrupt structural change formulated by Hansen [13]. Two datasets were analysed. The rst one contains a nominal interest rate with maturity up to three years. The second data set focuses on maturity up to one year. The rst data set focuses on a sample period from 1995 to 2010 and the second from 1998 to 2010. The frequency is monthly. The estimated models suggest the existence of structural change in the Brazilian term structure. It was possible to document the existence of multiple regimes using both techniques for both databases. The risk premium for di¤erent spreads varied considerably during the earliest period of both samples and seemed to converge to stable and lower values at the end of the sample period. Long-term risk premiums seemed to converge to inter-national standards, although the Brazilian term structure is still subject to liquidity problems for longer maturities.

Simulation-based smoothing and filtering in factor stochastic volatility models : two econometric applications

In this article we use factor models to describe a certain class of covariance structure for financiaI time series models. More specifical1y, we concentrate on situations where the factor variances are modeled by a multivariate stochastic volatility structure. We build on previous work by allowing the factor loadings, in the factor mo deI structure, to have a time-varying structure and to capture changes in asset weights over time motivated by applications with multi pIe time series of daily exchange rates. We explore and discuss potential extensions to the models exposed here in the prediction area. This discussion leads to open issues on real time implementation and natural model comparisons.

Simulation -based smoothing and filtering in factor stochastic volatility models : two econometric applications (July-2001)

The past decade has wítenessed a series of (well accepted and defined) financial crises periods in the world economy. Most of these events aI,"e country specific and eventually spreaded out across neighbor countries, with the concept of vicinity extrapolating the geographic maps and entering the contagion maps. Unfortunately, what contagion represents and how to measure it are still unanswered questions. In this article we measure the transmission of shocks by cross-market correlation\ coefficients following Forbes and Rigobon's (2000) notion of shift-contagion,. Our main contribution relies upon the use of traditional factor model techniques combined with stochastic volatility mo deIs to study the dependence among Latin American stock price indexes and the North American indexo More specifically, we concentrate on situations where the factor variances are modeled by a multivariate stochastic volatility structure. From a theoretical perspective, we improve currently available methodology by allowing the factor loadings, in the factor model structure, to have a time-varying structure and to capture changes in the series' weights over time. By doing this, we believe that changes and interventions experienced by those five countries are well accommodated by our models which learns and adapts reasonably fast to those economic and idiosyncratic shocks. We empirically show that the time varying covariance structure can be modeled by one or two common factors and that some sort of contagion is present in most of the series' covariances during periods of economical instability, or crisis. Open issues on real time implementation and natural model comparisons are thoroughly discussed.

DEMO models based automatic workflow process generation

Nowadays, more than half of the computer development projects fail to meet the final users' expectations. One of the main causes is insufficient knowledge about the organization of the enterprise to be supported by the respective information system. The DEMO methodology (Design and Engineering Methodology for Organizations) has been proved as a well-defined method to specify, through models and diagrams, the essence of any organization at a high level of abstraction. However, this methodology is platform implementation independent, lacking the possibility of saving and propagating possible changes from the organization models to the implemented software, in a runtime environment. The Universal Enterprise Adaptive Object Model (UEAOM) is a conceptual schema being used as a basis for a wiki system, to allow the modeling of any organization, independent of its implementation, as well as the previously mentioned change propagation in a runtime environment. Based on DEMO and UEAOM, this project aims to develop efficient and standardized methods, to enable an automatic conversion of DEMO Ontological Models, based on UEAOM specification into BPMN (Business Process Model and Notation) models of processes, using clear semantics, without ambiguities, in order to facilitate the creation of processes, almost ready for being executed on workflow systems that support BPMN.

Combining SERRS and electrochemistry to characterize sensors based on biomembrane mimetic models formed by phospholipids

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

Weather-based prediction of anthracnose severity using artificial neural network models

Data were collected and analysed from seven field sites in Australia, Brazil and Colombia on weather conditions and the severity of anthracnose disease of the tropical pasture legume Stylosanthes scabra caused by Colletotrichum gloeosporioides. Disease severity and weather data were analysed using artificial neural network (ANN) models developed using data from some or all field sites in Australia and/or South America to predict severity at other sites. Three series of models were developed using different weather summaries. of these, ANN models with weather for the day of disease assessment and the previous 24 h period had the highest prediction success, and models trained on data from all sites within one continent correctly predicted disease severity in the other continent on more than 75% of days; the overall prediction error was 21.9% for the Australian and 22.1% for the South American model. of the six cross-continent ANN models trained on pooled data for five sites from two continents to predict severity for the remaining sixth site, the model developed without data from Planaltina in Brazil was the most accurate, with >85% prediction success, and the model without Carimagua in Colombia was the least accurate, with only 54% success. In common with multiple regression models, moisture-related variables such as rain, leaf surface wetness and variables that influence moisture availability such as radiation and wind on the day of disease severity assessment or the day before assessment were the most important weather variables in all ANN models. A set of weights from the ANN models was used to calculate the overall risk of anthracnose for the various sites. Sites with high and low anthracnose risk are present in both continents, and weather conditions at centres of diversity in Brazil and Colombia do not appear to be more conducive than conditions in Australia to serious anthracnose development.

Aggregation-based decomposition for multi-divisional models

The aggregation theory of mathematical programming is used to study decentralization in convex programming models. A two-level organization is considered and a aggregation-disaggregation scheme is applied to such a divisionally organized enterprise. In contrast to the known aggregation techniques, where the decision variables/production planes are aggregated, it is proposed to aggregate resources allocated by the central planning department among the divisions. This approach results in a decomposition procedure, in which the central unit has no optimization problem to solve and should only average local information provided by the divisions.

Structural Health Monitoring based on AR models and PZT sensors

This paper presents a new approach for damage detection in Structural Health Monitoring (SHM) systems, which is based on the Electromechanical Impedance (EMI) principle and Autoregressive (AR) models. Typical applications of EMI in SHM are based on computing the Frequency Response Function (FRF). In this work the procedure is based on the EMI principle but the results are determined through the coefficients of AR models, which are computed from the time response of PZT transducers bonded to the monitored structure, and acting as actuator and sensors at the same time. The procedure is based on exciting the PZT transducers using a wide band chirp signal and getting its time response. The AR models are obtained in both healthy and damaged conditions and used to compute statistics indexes. Practical tests were carried out in an aluminum plate and the results have demonstrated the effectiveness of the proposed method. © 2012 IEEE.

Finding best urban routes based on analyses of high level and IOPT Petri net models

This paper presents a tool that combines two kinds of Petri Net analyses to set the fastest routes to one vehicle in a bounded area of traffic urban. The first analysis consists of the discovery of possible routes in a state space generated from an IOPT Petri net model given the initial marking as the vehicle position. The second analysis receives the routes found in the first analysis and calculates the state equations at incidence matrix created from the High Level Petri net model to define the fastest route for each vehicle that arrive in the roads. It was considered the exchange of information between vehicle and infrastructure (V2I) to get the position and speed of all vehicles and support the analyses. With the results obtained we conclude that is possible optimizing the urban traffic flow if this tool is applied to all vehicles in a bounded urban traffic. © 2012 IEEE.

Pathological and behavioral risk factors for higher serum c-reactive protein concentrations in free-living adults - A Brazilian community-based study

Low-grade chronic systemic inflammation is often associated with chronic non-communicable diseases, and its most frequently used marker, the C-reactive protein (CRP), has become an identifier of such diseases as well as an independent predictor for cardiovascular disorders and mortality. CRP is produced in response to pro-inflammatory signaling and to individual and behavioral factors, leading to pathological states. The aim of this study was to rank the predicting factors of high CRP concentrations in free-living adults from a community-based sample. We evaluated 522 adults (40-84 years old; 381 women) for anthropometric characteristics, dietary intake, clinical and physical tests, and blood analysis. Subjects were assigned to groups, according to CRP concentrations, as normal CRP (G1;<3.0 mg/L; n = 269), high CRP (G2; 3.0-6.0 mg/L; n = 139), and very high CRP (G3; >6.0 mg/dL; n = 116). Statistical comparison between groups used one-way ANOVA or Kruskal-Wallis tests, and prediction of altered values in increasing CRP was evaluated by proportional hazard models (odds ratio). CRP distribution was influenced by gender, body mass index, body and abdominal fatness, blood leukocytes, and neutrophil counts. The higher CRP group was discriminated by the above variables in addition to lower VO2max, serum metabolic syndrome components (triglycerides, glucose, and HDL cholesterol), higher insulin, homeostasis assessment of insulin resistance, uric acid, gamma-GT, and homocysteine. After adjustments, only fatness, blood leukocytes, and hyperglycemia remained as independent predictors for increased serum CRP concentrations. Intervention procedures to treat low-grade chronic inflammation in overweight women would mainly focus on restoring muscle mass and functions in addition to an antioxidant-rich diet. © 2012 Springer Science+Business Media, LLC.