975 resultados para Mean-variance analysis


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In this paper, the optimal reactive power planning problem under risk is presented. The classical mixed-integer nonlinear model for reactive power planning is expanded into two stage stochastic model considering risk. This new model considers uncertainty on the demand load. The risk is quantified by a factor introduced into the objective function and is identified as the variance of the random variables. Finally numerical results illustrate the performance of the proposed model, that is applied to IEEE 30-bus test system to determine optimal amount and location for reactive power expansion.

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Background: Aortic aneurysm and dissection are important causes of death in older people. Ruptured aneurysms show catastrophic fatality rates reaching near 80%. Few population-based mortality studies have been published in the world and none in Brazil. The objective of the present study was to use multiple-cause-of-death methodology in the analysis of mortality trends related to aortic aneurysm and dissection in the state of Sao Paulo, between 1985 and 2009. Methods: We analyzed mortality data from the Sao Paulo State Data Analysis System, selecting all death certificates on which aortic aneurysm and dissection were listed as a cause-of-death. The variables sex, age, season of the year, and underlying, associated or total mentions of causes of death were studied using standardized mortality rates, proportions and historical trends. Statistical analyses were performed by chi-square goodness-of-fit and H Kruskal-Wallis tests, and variance analysis. The joinpoint regression model was used to evaluate changes in age-standardized rates trends. A p value less than 0.05 was regarded as significant. Results: Over a 25-year period, there were 42,615 deaths related to aortic aneurysm and dissection, of which 36,088 (84.7%) were identified as underlying cause and 6,527 (15.3%) as an associated cause-of-death. Dissection and ruptured aneurysms were considered as an underlying cause of death in 93% of the deaths. For the entire period, a significant increased trend of age-standardized death rates was observed in men and women, while certain non-significant decreases occurred from 1996/2004 until 2009. Abdominal aortic aneurysms and aortic dissections prevailed among men and aortic dissections and aortic aneurysms of unspecified site among women. In 1985 and 2009 death rates ratios of men to women were respectively 2.86 and 2.19, corresponding to a difference decrease between rates of 23.4%. For aortic dissection, ruptured and non-ruptured aneurysms, the overall mean ages at death were, respectively, 63.2, 68.4 and 71.6 years; while, as the underlying cause, the main associated causes of death were as follows: hemorrhages (in 43.8%/40.5%/13.9%); hypertensive diseases (in 49.2%/22.43%/24.5%) and atherosclerosis (in 14.8%/25.5%/15.3%); and, as associated causes, their principal overall underlying causes of death were diseases of the circulatory (55.7%), and respiratory (13.8%) systems and neoplasms (7.8%). A significant seasonal variation, with highest frequency in winter, occurred in deaths identified as underlying cause for aortic dissection, ruptured and non-ruptured aneurysms. Conclusions: This study introduces the methodology of multiple-causes-of-death to enhance epidemiologic knowledge of aortic aneurysm and dissection in Sao Paulo, Brazil. The results presented confer light to the importance of mortality statistics and the need for epidemiologic studies to understand unique trends in our own population.

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Background: Aortic aneurysm and dissection are important causes of death in older people. Ruptured aneurysms show catastrophic fatality rates reaching near 80%. Few population-based mortality studies have been published in the world and none in Brazil. The objective of the present study was to use multiple-cause-of-death methodology in the analysis of mortality trends related to aortic aneurysm and dissection in the state of Sao Paulo, between 1985 and 2009. Methods: We analyzed mortality data from the Sao Paulo State Data Analysis System, selecting all death certificates on which aortic aneurysm and dissection were listed as a cause-of-death. The variables sex, age, season of the year, and underlying, associated or total mentions of causes of death were studied using standardized mortality rates, proportions and historical trends. Statistical analyses were performed by chi-square goodness-of-fit and H Kruskal-Wallis tests, and variance analysis. The joinpoint regression model was used to evaluate changes in age-standardized rates trends. A p value less than 0.05 was regarded as significant. Results: Over a 25-year period, there were 42,615 deaths related to aortic aneurysm and dissection, of which 36,088 (84.7%) were identified as underlying cause and 6,527 (15.3%) as an associated cause-of-death. Dissection and ruptured aneurysms were considered as an underlying cause of death in 93% of the deaths. For the entire period, a significant increased trend of age-standardized death rates was observed in men and women, while certain non-significant decreases occurred from 1996/2004 until 2009. Abdominal aortic aneurysms and aortic dissections prevailed among men and aortic dissections and aortic aneurysms of unspecified site among women. In 1985 and 2009 death rates ratios of men to women were respectively 2.86 and 2.19, corresponding to a difference decrease between rates of 23.4%. For aortic dissection, ruptured and non-ruptured aneurysms, the overall mean ages at death were, respectively, 63.2, 68.4 and 71.6 years; while, as the underlying cause, the main associated causes of death were as follows: hemorrhages (in 43.8%/40.5%/13.9%); hypertensive diseases (in 49.2%/22.43%/24.5%) and atherosclerosis (in 14.8%/25.5%/15.3%); and, as associated causes, their principal overall underlying causes of death were diseases of the circulatory (55.7%), and respiratory (13.8%) systems and neoplasms (7.8%). A significant seasonal variation, with highest frequency in winter, occurred in deaths identified as underlying cause for aortic dissection, ruptured and non-ruptured aneurysms. Conclusions: This study introduces the methodology of multiple-causes-of-death to enhance epidemiologic knowledge of aortic aneurysm and dissection in São Paulo, Brazil. The results presented confer light to the importance of mortality statistics and the need for epidemiologic studies to understand unique trends in our own population.

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Identifying and comparing different steady states is an important task for clinical decision making. Data from unequal sources, comprising diverse patient status information, have to be interpreted. In order to compare results an expressive representation is the key. In this contribution we suggest a criterion to calculate a context-sensitive value based on variance analysis and discuss its advantages and limitations referring to a clinical data example obtained during anesthesia. Different drug plasma target levels of the anesthetic propofol were preset to reach and maintain clinically desirable steady state conditions with target controlled infusion (TCI). At the same time systolic blood pressure was monitored, depth of anesthesia was recorded using the bispectral index (BIS) and propofol plasma concentrations were determined in venous blood samples. The presented analysis of variance (ANOVA) is used to quantify how accurately steady states can be monitored and compared using the three methods of measurement.

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In this paper, we show statistical analyses of several types of traffic sources in a 3G network, namely voice, video and data sources. For each traffic source type, measurements were collected in order to, on the one hand, gain better understanding of the statistical characteristics of the sources and, on the other hand, enable forecasting traffic behaviour in the network. The latter can be used to estimate service times and quality of service parameters. The probability density function, mean, variance, mean square deviation, skewness and kurtosis of the interarrival times are estimated by Wolfram Mathematica and Crystal Ball statistical tools. Based on evaluation of packet interarrival times, we show how the gamma distribution can be used in network simulations and in evaluation of available capacity in opportunistic systems. As a result, from our analyses, shape and scale parameters of gamma distribution are generated. Data can be applied also in dynamic network configuration in order to avoid potential network congestions or overflows. Copyright © 2013 John Wiley & Sons, Ltd.

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The aim of this study was to compare two methods of surface roughness analysis, perfilometry and spectrophotometry, applied to the surface of ionomeric materials (Chelon Fil, Vitremer and Dyract), submitted to different surface finishing treatments. For the perfilometric analysis, sixty specimens of each material were made and randomly separated into three experimental groups. The average surface roughness (Ra, mm) was measured on each specimen by a surface perfilometer (Mitutoyo Surftest 211). The spectrophotometric analysis consisted in quantifying the dye impregnated in the samples. The dyes used were 0.5% fuchsin and 0.5% erythrosin. Data were submitted to variance analysis (ANOVA) and t-Student test at a 0.05 significance level. There was no linear correlation between average roughness and superficial deposition of dye. Perfilometric analysis revealed that 12- and 30-bladed carbide burs caused the roughest surface of Chelon Fil, followed by Sof-Lex discs and mylar band. There were no significant differences between the specimens submitted to finishing and polishing with Sof-Lex discs and the control group (mylar band) for Vitremer, nevertheless, the highest Ra values were obtained when 12- and 30-bladed burs were used. For Dyract, there was no significant difference between the three treatments. The mean values of superficial deposition of dye for Chelon Fil, Vitremer and Dyract were: 1.7261, 1.4759, 1.3318, respectively. There were no significant differences between the restorative materials when different finishing and polishing systems were used.

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OBJETIVO: Avaliar estado nutricional e risco cardiovascular de executivos. MÉTODOS: Estudo transversal. Foram avaliados 329 executivos de ambos os gêneros, com idade entre 31 e 70 anos, submetidos a check-up de saúde em hospital privado do município de São Paulo. Foram mensuradas as variáveis referentes a peso, estatura e circunferência da cintura (CC) e determinado o Índice de Massa Corporal (IMC). Foram analisados pressão arterial, níveis séricos de colesterol total e frações, triacilglicerol, glicose e ácido úrico. Prática habitual de atividade física foi avaliada por meio do Questionário Internacional de Atividade Física (IPAQ) e o risco cardiovascular pelo Escore de Framingham. A análise de variância e o método de Bonferroni foram utilizados para o tratamento estatístico. RESULTADOS: Média de idade foi 44,6 anos (DP=6,8), predominando o gênero masculino (89,7%). Quanto ao estilo de vida, 17% eram tabagistas e 7,3% sedentários. Os resultados médios encontrados para os exames clínicos e bioquímicos foram: pressão arterial 117,8 x 78,6 mmHg (DP=12 x 8,3), colesterol total 200,5 mg/dL (DP=35,9), LDL-c 121,8 mg/dL (DP=29,9), HDL-c 52,2 mg/dL (DP=10,9), triacilglicerol 133,7 mg/dL (DP=76,8), glicose 96,3 mg/dL (DP=20,5) e ácido úrico 6,0 e 4,2 mg/dL (DP=1,0 e 0,9) para homens e mulheres, respectivamente. O IMC médio foi de excesso de peso (26,1kg/m²; DP=6,8). A CC média estava normal entre as mulheres (79,6cm; DP=7,3) e indicou risco elevado para doenças crônicas entre os homens (96,1cm; DP=8,9). O Risco de Framingham médio foi de 5,7%. CONCLUSÃO: Os executivos estavam com excesso de peso e apresentaram baixo risco cardiovascular.

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Standalone levelised cost assessments of electricity supply options miss an important contribution that renewable and non-fossil fuel technologies can make to the electricity portfolio: that of reducing the variability of electricity costs, and their potentially damaging impact upon economic activity. Portfolio theory applications to the electricity generation mix have shown that renewable technologies, their costs being largely uncorrelated with non-renewable technologies, can offer such benefits. We look at the existing Scottish generation mix and examine drivers of changes out to 2020. We assess recent scenarios for the Scottish generation mix in 2020 against mean-variance efficient portfolios of electricity-generating technologies. Each of the scenarios studied implies a portfolio cost of electricity that is between 22% and 38% higher than the portfolio cost of electricity in 2007. These scenarios prove to be “inefficient” in the sense that, for example, lower variance portfolios can be obtained without increasing portfolio costs, typically by expanding the share of renewables. As part of extensive sensitivity analysis, we find that Wave and Tidal technologies can contribute to lower risk electricity portfolios, while not increasing portfolio cost.

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Random amplified polymorphic DNA (RAPD) markers were used to analyze 119 DNA samples of three Colombian Anopheles nuneztovari populations to study genetic variation and structure. Genetic diversity, estimated from heterozygosity, averaged 0.34. Genetic flow was greater between the two populations located in Western Colombia (F ST: 0.035; Nm: 6.8) but lower between these two and the northeastern population (F ST: 0.08; Nm: 2.8). According to molecular variance analysis, the genetic distance between populations was significant (phiST 0.1131, P < 0.001). The variation among individuals within populations (phiST 0.8869, P < 0.001)was also significant, suggesting a greater degree of population subdivision, not considered in this study. Both the parameters evaluated and the genetic flow suggest that Colombian An. nuneztovari populations are co-specific.

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Inadequate usage can degrade natural resources, particularly soils. More attention has been paid to practices aiming at the recovery of degraded soils in the last years, e.g, the use of organic fertilizers, liming and introduction of species adapted to adverse conditions. The purpose of this study was therefore to investigate the recovery of physical properties of a Red Latosol (Oxisol) degraded by the construction of a hydroelectric power station. In the study area, a soil layer about 8m thick had been withdrawn by heavy machines leading not only to soil compaction, but resulting in high-degree degradation. The experiment was arranged in a completely randomized design with nine treatments and four replications. The treatments consisted of: 1- soil mobilization by tilling (to ensure the effect of mechanical mobilization in all treatments) without planting, but growth of spontaneous vegetation; 2- Black velvet bean (Stizolobium aterrimum Piper & Tracy); 3- Pigeonpea (Cajanus cajan (L.) DC); 4- Liming + black velvet bean; 5-Liming + pigeonpea until 1994, when replaced by jack bean (Canavalia ensiformis); 6- Liming + gypsum + black velvet bean; 7- Liming + gypsum + pigeonpea until 1994, when replaced by jack bean; and two controls as reference: 8- Native Cerrado vegetation and 9- bare soil (no tilling and no planting), left under natural conditions and in this situation, without spontaneous vegetation. In treatments 1 through 7, the soil was tilled. Treatments were installed in 1992 and left unmanaged for seven years, until brachiaria (Brachiaria decumbens) was planted in all plots in 1999. Seventeen years after implantation, the properties soil macroporosity, microporosity, total porosity, bulk density and aggregate stability were assessed in the previously described treatments in the soil layers 0.00-0.10; 0.10-0.20 and 0.20-0.40 m, and soil Penetration Resistance and soil moisture in 0.00-0.15 and 0.15-0.30 m. The plants were evaluated for: brachiaria dry matter and spontaneous growth of native tree species in the plots as of 2006. Results were analyzed by variance analysis and Tukey´s test at 5 % for mean comparison. In all treatments, except for the bare soil (no recovery measures), ongoing recovery of the degraded soil physical properties was observed. Macroporosity, soil bulk density and total porosity were good soil quality indicators. The occurrence of spontaneous native species indicated the soil recovery process. The best adapted species was Machaerium acutifolium Vogel, with the largest number of plants and most advanced development; the dry matter production of B. decumbens in recovering soil was similar to normal conditions, evidencing soil recovery.

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ABSTRACT Dual-trap optical tweezers are often used in high-resolution measurements in single-molecule biophysics. Such measurements can be hindered by the presence of extraneous noise sources, the most prominent of which is the coupling of fluctuations along different spatial directions, which may affect any optical tweezers setup. In this article, we analyze, both from the theoretical and the experimental points of view, the most common source for these couplings in dual-trap optical-tweezers setups: the misalignment of traps and tether. We give criteria to distinguish different kinds of misalignment, to estimate their quantitative relevance and to include them in the data analysis. The experimental data is obtained in a, to our knowledge, novel dual-trap optical-tweezers setup that directly measures forces. In the case in which misalignment is negligible, we provide a method to measure the stiffness of traps and tether based on variance analysis. This method can be seen as a calibration technique valid beyond the linear trap region. Our analysis is then employed to measure the persistence length of dsDNA tethers of three different lengths spanning two orders of magnitude. The effective persistence length of such tethers is shown to decrease with the contour length, in accordance with previous studies.

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This work describes the validation of a method for quantification of famotidine in capsules by UV spectrophotometry using as solvents buffer solution at pH 2.5 and buffer solution at pH 4.5. The results show that the method is practical, selective, accurate, precise and linear from 10.0 to 25.0 µg/mL of famotidine in both solvents. However, a variance analysis showed a lower mean percentage of famotidine when buffer at pH 2.5 is used. This effect was attributed to the instability of famotidine in acidic media. Therefore, the use of pH 4.5 buffer was considered suitable for analysis of famotidine in capsules.

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The thesis examines the performance persistence of hedge funds using complement methodologies (namely cross-sectional regressions, quantile portfolio analysis and Spearman rank correlation test). In addition, six performance ranking metrics and six different combinations of selection and holding periods are compared. The data is gathered from HFI and Tremont databases covering over 14,000 hedge funds and time horizon is set from January 1996 to December 2007. The results suggest that there definitely exists performance persistence among hedge funds and the strength and existence of persistence vary among fund styles. The persistence depends on the metrics and combination of selection and prediction period applied. According to the results, the combination of 36-month selection and holding period outperforms other five period combinations in capturing performance persistence within the sample. Furthermore, model-free performance metrics capture persistence more sensitively than model-specific metrics. The study is the first one ever to use MVR as a performance ranking metric, and surprisingly MVR is more sensitive to detect persistence than other performance metrics employed.

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Laparoscopy is not widely used as a tool to perform assisted reproduction techniques in South American cervids; thus, scarce information in literature is available regarding its effects and appropriate anesthetic protocols to perform it. This study evaluated the effect of laparoscopy on heart rate (HR), respiration rate (RR), saturation of oxyhemoglobin (SpO2) and rectal temperature (RT) of six female brown brocket deer (Mazama gouazoubira) anesthetized with ketamine (5mg/kg), xylazine (0.3mg/kg), midazolam (0.5mg/kg) combination i.v. and isoflurane. Twelve laparoscopies were performed and each animal was used twice with a 40-day interval. After anesthetized, the animals were placed in dorsal recumbency to perform laparoscopy procedure using abdominal CO2 insufflations (14.2 ± 2.39mmHg; M ± SE). The main events of the laparoscopy procedure were divided into three periods: animal without (P1) and with abdominal insufflation (P2) and abdominal insufflation with the hips raised at 45º (P3). As a control, the animals were anesthetized again 40 days after the last laparoscopy, and were maintained in a dorsal recumbency for the same average duration of the previous anesthesia and no laparoscopy procedure was conducted. The period of anesthesia for the controls was also divided into P1, P2, and P3 considering the average duration of these periods in previous laparoscopies performed. Data were analyzed through the (ANOVA) variance analysis followed by Tukey test and values at P<0.05 were considered significant. No significant differences were observed in the parameters evaluated at P1, P2 and P3 between the animals submitted to laparoscopy and control. However, the RR mean between P1 (38.8 ± 4.42) and P3 (32.7 ± 4.81); and the RT mean between the P1 (38.2ºC ± 0.17), P2 (37.6ºC ± 0.19) and P3 (37.0ºC ± 0.21) varied significantly, independent of the laparoscopy. These data indicated that laparoscopy didn't cause any significant alterations in the cardiorespiratory parameters evaluated, even though the anesthetic protocol used can cause a reduction in the RT contributing to development of hypothermia during anesthesia.