Parameter identification in time series models

Time series analysis can be categorized into three different approaches: classical, Box-Jenkins, and State space. Classical approach makes a basement for the analysis and Box-Jenkins approach is an improvement of the classical approach and deals with stationary time series. State space approach allows time variant factors and covers up a broader area of time series analysis. This thesis focuses on parameter identifiablity of different parameter estimation methods such as LSQ, Yule-Walker, MLE which are used in the above time series analysis approaches. Also the Kalman filter method and smoothing techniques are integrated with the state space approach and MLE method to estimate parameters allowing them to change over time. Parameter estimation is carried out by repeating estimation and integrating with MCMC and inspect how well different estimation methods can identify the optimal model parameters. Identification is performed in probabilistic and general senses and compare the results in order to study and represent identifiability more informative way.

Gender-related pathways for behavior problems in the offspring of alcoholic fathers

The objective of the present study was to examine gender differences in the influence of paternal alcoholism on children's social-emotional development and to determine whether paternal alcoholism is associated with a greater number of externalizing symptoms in the male offspring. From the Mannheim Study of Risk Children, an ongoing longitudinal study of a high-risk population, the developmental data of 219 children [193 (95 boys and 98 girls) of non-alcoholic fathers, non-COAs, and 26 (14 boys, 12 girls) of alcoholic fathers, COAs] were analyzed from birth to the age of 11 years. Paternal alcoholism was defined according to the ICD-10 categories of alcohol dependence and harmful use. Socio-demographic data, cognitive development, number and severity of behavior problems, and gender-related differences in the rates of externalizing and internalizing symptoms were assessed using standardized instruments (IQ tests, Child Behavior Checklist questionnaire and diagnostic interviews). The general linear model analysis revealed a significant overall effect of paternal alcoholism on the number of child psychiatric problems (F = 21.872, d.f. = 1.217, P < 0.001). Beginning at age 2, significantly higher numbers of externalizing symptoms were observed among COAs. In female COAs, a pattern similar to that of the male COAs emerged, with the predominance of delinquent and aggressive behavior. Unlike male COAs, females showed an increase of internalizing symptoms up to age 11 years. Of these, somatic complaints revealed the strongest discriminating effect in 11-year-old females. Children of alcoholic fathers are at high risk for psychopathology. Gender-related differences seem to exist and may contribute to different phenotypes during development from early childhood to adolescence.

Effect of air pollution on diabetes and cardiovascular diseases in São Paulo, Brazil

Type 2 diabetes increases the risk of cardiovascular mortality and these patients, even without previous myocardial infarction, run the risk of fatal coronary heart disease similar to non-diabetic patients surviving myocardial infarction. There is evidence showing that particulate matter air pollution is associated with increases in cardiopulmonary morbidity and mortality. The present study was carried out to evaluate the effect of diabetes mellitus on the association of air pollution with cardiovascular emergency room visits in a tertiary referral hospital in the city of São Paulo. Using a time-series approach, and adopting generalized linear Poisson regression models, we assessed the effect of daily variations in PM10, CO, NO2, SO2, and O3 on the daily number of emergency room visits for cardiovascular diseases in diabetic and non-diabetic patients from 2001 to 2003. A semi-parametric smoother (natural spline) was adopted to control long-term trends, linear term seasonal usage and weather variables. In this period, 45,000 cardiovascular emergency room visits were registered. The observed increase in interquartile range within the 2-day moving average of 8.0 µg/m³ SO2 was associated with 7.0% (95%CI: 4.0-11.0) and 20.0% (95%CI: 5.0-44.0) increases in cardiovascular disease emergency room visits by non-diabetic and diabetic groups, respectively. These data indicate that air pollution causes an increase of cardiovascular emergency room visits, and that diabetic patients are extremely susceptible to the adverse effects of air pollution on their health conditions.

Rosuvastatin and vascular dysfunction markers in pulmonary arterial hypertension: a placebo-controlled study

We investigated whether chronic rosuvastatin administration could improve the abnormalities of the circulating levels of vascular dysfunction markers in pulmonary arterial hypertension (PAH). Sixty patients, aged 13 to 60 years, with idiopathic (N = 14) or congenital heart disease-associated PAH (N = 46) were equally but randomly assigned to rosuvastatin treatment (10 mg a day, orally) or placebo for 6 months in a blind fashion. Plasma levels of P-selectin, tissue-plasminogen activator and its inhibitor as well as von Willebrand factor antigen were measured by enzyme-linked immunoassay before and after 1, 3, and 6 months of treatment. Baseline levels of biomarkers were elevated (68, 16, 45 and 46% increase relative to controls, for P-selectin, von Willebrand factor antigen, tissue-plasminogen activator and its inhibitor, respectively; P < 0.001). P-selectin values at baseline, 1, 3, and 6 months were 39.9 ± 18.5, 37.6 ± 14.6, 34.8 ± 14.6, and 35.4 ± 13.9 ng/mL, respectively, for the rosuvastatin group and 45.7 ± 26.8, 48.0 ± 26.9, 48.1 ± 25.7, and 45.7 ± 25.6 ng/mL for the placebo group. The P-selectin level was lower in the rosuvastatin group compared with placebo throughout treatment (P = 0.037, general linear model). A trend was observed towards a decrease in tissue-plasminogen activator in the statin group (16% reduction, P = 0.094), with no significant changes in the other markers. Since P-selectin is crucial in inflammation and thrombosis, its reduction by rosuvastatin is potentially relevant in the pathophysiological scenario of PAH.

Histomorphometric analysis of the response of rat skeletal muscle to swimming, immobilization and rehabilitation

The objective of the present study was to determine to what extent, if any, swimming training applied before immobilization in a cast interferes with the rehabilitation process in rat muscles. Female Wistar rats, mean weight 260.52 ± 16.26 g, were divided into 4 groups of 6 rats each: control, 6 weeks under baseline conditions; trained, swimming training for 6 weeks; trained-immobilized, swimming training for 6 weeks and then immobilized for 1 week; trained-immobilized-rehabilitated, swimming training for 6 weeks, immobilized for 1 week and then remobilized with swimming for 2 weeks. The animals were then sacrificed and the soleus and tibialis anterior muscles were dissected, frozen in liquid nitrogen and processed histochemically (H&E and mATPase). Data were analyzed statistically by the mixed effects linear model (P < 0.05). Cytoarchitectural changes such as degenerative characteristics in the immobilized group and regenerative characteristics such as centralized nucleus, fiber size variation and cell fragmentation in the groups submitted to swimming were more significant in the soleus muscle. The diameters of the lesser soleus type 1 and type 2A fibers were significantly reduced in the trained-immobilized group compared to the trained group (P < 0.001). In the tibialis anterior, there was an increase in the number of type 2B fibers and a reduction in type 2A fibers when trained-immobilized rats were compared to trained rats (P < 0.001). In trained-immobilized-rehabilitated rats, there was a reduction in type 2B fibers and an increase in type 2A fibers compared to trained-immobilized rats (P < 0.009). We concluded that swimming training did not minimize the deleterious effects of immobilization on the muscles studied and that remobilization did not favor tissue re-adaptation.

Effect of estrogen receptor-alpha (ESR1) gene polymorphism on high density lipoprotein levels in response to hormone replacement therapy

Studies have shown that estrogen replacement therapy and estrogen plus progestin replacement therapy alter serum levels of total, LDL and HDL cholesterol levels. However, HDL cholesterol levels in women vary considerably in response to hormone replacement therapy (HRT). A significant portion of the variability of these levels has been attributed to genetic factors. Therefore, we investigated the influence of estrogen receptor-alpha (ESR1) gene polymorphisms on HDL levels in response to postmenopausal HRT. We performed a prospective cohort study on 54 postmenopausal women who had not used HRT before the study and had no significant general medical illness. HRT consisted of conjugated equine estrogen and medroxyprogesterone acetate continuously for 1 year. The lipoprotein levels were measured from blood samples taken before the start of therapy and after 1 year of HRT. ESR1 polymorphism (MspI C>T, HaeIII C>T, PvuII C>T, and XbaI A>G) frequencies were assayed by restriction fragment length polymorphism. A general linear model was used to describe the relationships between HDL levels and genotypes after adjusting for age. A significant increase in HDL levels was observed after HRT (P = 0.029). Women with the ESR1 PvuII TT genotype showed a statistically significant increase in HDL levels after HRT (P = 0.032). No association was found between other ESR1 polymorphisms and HDL levels. According to our results, the ESR1 PvuII TT genotype was associated with increased levels of HDL after 1 year of HRT.

Detection of patients with functional dyspepsia using wavelet transform applied to their electrogastrogram

The aim of the present study was to develop a classifier able to discriminate between healthy controls and dyspeptic patients by analysis of their electrogastrograms. Fifty-six electrogastrograms were analyzed, corresponding to 42 dyspeptic patients and 14 healthy controls. The original signals were subsampled, filtered and divided into the pre-, post-, and prandial stages. A time-frequency transformation based on wavelets was used to extract the signal characteristics, and a special selection procedure based on correlation was used to reduce their number. The analysis was carried out by evaluating different neural network structures to classify the wavelet coefficients into two groups (healthy subjects and dyspeptic patients). The optimization process of the classifier led to a linear model. A dimension reduction that resulted in only 25% of uncorrelated electrogastrogram characteristics gave 24 inputs for the classifier. The prandial stage gave the most significant results. Under these conditions, the classifier achieved 78.6% sensitivity, 92.9% specificity, and an error of 17.9 ± 6% (with a 95% confidence level). These data show that it is possible to establish significant differences between patients and normal controls when time-frequency characteristics are extracted from an electrogastrogram, with an adequate component reduction, outperforming the results obtained with classical Fourier analysis. These findings can contribute to increasing our understanding of the pathophysiological mechanisms involved in functional dyspepsia and perhaps to improving the pharmacological treatment of functional dyspeptic patients.

Morphometric evaluation of nitric oxide synthase isoforms and their cytokine regulators predict pulmonary dysfunction and survival in systemic sclerosis

Because histopathological changes in the lungs of patients with systemic sclerosis (SSc) are consistent with alveolar and vessel cell damage, we presume that this interaction can be characterized by analyzing the expression of proteins regulating nitric oxide (NO) and plasminogen activator inhibitor-1 (PAI-1) synthesis. To validate the importance of alveolar-vascular interactions and to explore the quantitative relationship between these factors and other clinical data, we studied these markers in 23 cases of SSc nonspecific interstitial pneumonia (SSc-NSIP). We used immunohistochemistry and morphometry to evaluate the amount of cells in alveolar septa and vessels staining for NO synthase (NOS) and PAI-1, and the outcomes of our study were cellular and fibrotic NSIP, pulmonary function tests, and survival time until death. General linear model analysis demonstrated that staining for septal inducible NOS (iNOS) related significantly to staining of septal cells for interleukin (IL)-4 and to septal IL-13. In univariate analysis, higher levels of septal and vascular cells staining for iNOS were associated with a smaller percentage of septal and vascular cells expressing fibroblast growth factor and myofibroblast proliferation, respectively. Multivariate Cox model analysis demonstrated that, after controlling for SSc-NSIP histological patterns, just three variables were significantly associated with survival time: septal iNOS (P=0.04), septal IL-13 (P=0.03), and septal basic fibroblast growth factor (bFGF; P=0.02). Augmented NOS, IL-13, and bFGF in SSc-NSIP histological patterns suggest a possible functional role for iNOS in SSc. In addition, the extent of iNOS, PAI-1, and IL-4 staining in alveolar septa and vessels provides a possible independent diagnostic measure for the degree of pulmonary dysfunction and fibrosis with an impact on the survival of patients with SSc.

A time series analysis of meteorological factors and hospital outpatient admissions for cardiovascular disease in the Northern district of Guizhou Province, China

Findings on the effects of weather on health, especially the effects of ambient temperature on overall morbidity, remain inconsistent. We conducted a time series study to examine the acute effects of meteorological factors (mainly air temperature) on daily hospital outpatient admissions for cardiovascular disease (CVD) in Zunyi City, China, from January 1, 2007 to November 30, 2009. We used the generalized additive model with penalized splines to analyze hospital outpatient admissions, climatic parameters, and covariate data. Results show that, in Zunyi, air temperature was associated with hospital outpatient admission for CVD. When air temperature was less than 10°C, hospital outpatient admissions for CVD increased 1.07-fold with each increase of 1°C, and when air temperature was more than 10°C, an increase in air temperature by 1°C was associated with a 0.99-fold decrease in hospital outpatient admissions for CVD over the previous year. Our analyses provided statistically significant evidence that in China meteorological factors have adverse effects on the health of the general population. Further research with consistent methodology is needed to clarify the magnitude of these effects and to show which populations and individuals are vulnerable.

Decreased brain-derived neurotrophic factor plasma levels in psoriasis patients

Brain-derived neurotrophic factor (BDNF) is associated with neuroplasticity and synaptic strength, and is decreased in conditions associated with chronic stress. Nevertheless, BDNF has not yet been investigated in psoriasis, a chronic inflammatory systemic disease that is exacerbated by stress. Therefore, our aim was to determine BDNF plasma levels in psoriasis patients and healthy controls. Adult patients (n=94) presenting with psoriasis for at least 1 year were enrolled, and age- and gender-matched with healthy controls (n=307) from the Brazilian Longitudinal Study of Adult Health (ELSA-Brasil). Participants had neither a previous history of coronary artery disease nor current episode of major depression. BDNF plasma levels were determined using the Promega ELISA kit. A general linear model was used to compare BDNF levels in psoriasis patients and controls, with age, gender, systolic blood pressure, serum fasting glucose, blood lipid levels, triglycerides, smoking status, and body mass index examined. After adjusting for clinical and demographic variables, significantly decreased BNDF plasma levels were observed in psoriasis patients (P=0.01) (estimated marginal means of 3922 pg/mL; 95%CI=2660-5135) compared with controls (5788 pg/mL; 95%CI=5185-6442). Similar BDNF levels were found in both mild and severe cases of psoriasis. Our finding, that BDNF is decreased in psoriasis, supports the concept of a brain-skin connection in psoriasis. Further studies should determine if BDNF is increased after specific psoriasis treatments, and associated with different disease stages.

Analysis of fracture healing in osteopenic bone caused by disuse: experimental study

Osteoporosis has become a serious global public health issue. Hence, osteoporotic fracture healing has been investigated in several previous studies because there is still controversy over the effect osteoporosis has on the healing process. The current study aimed to analyze two different periods of bone healing in normal and osteopenic rats. Sixty, 7-week-old female Wistar rats were randomly divided into four groups: unrestricted and immobilized for 2 weeks after osteotomy (OU2), suspended and immobilized for 2 weeks after osteotomy (OS2), unrestricted and immobilized for 6 weeks after osteotomy (OU6), and suspended and immobilized for 6 weeks after osteotomy (OS6). Osteotomy was performed in the middle third of the right tibia 21 days after tail suspension, when the osteopenic condition was already set. The fractured limb was then immobilized by orthosis. Tibias were collected 2 and 6 weeks after osteotomy, and were analyzed by bone densitometry, mechanical testing, and histomorphometry. Bone mineral density values from bony calluses were significantly lower in the 2-week post-osteotomy groups compared with the 6-week post-osteotomy groups (multivariate general linear model analysis, P<0.000). Similarly, the mechanical properties showed that animals had stronger bones 6 weeks after osteotomy compared with 2 weeks after osteotomy (multivariate general linear model analysis, P<0.000). Histomorphometry indicated gradual bone healing. Results showed that osteopenia did not influence the bone healing process, and that time was an independent determinant factor regardless of whether the fracture was osteopenic. This suggests that the body is able to compensate for the negative effects of suspension.

Phase transitions in biodegradable films based on blends of gelatin and poly (vinyl alcohol)

The aim of this work was to study the effect of the hydrolysis degree (HD) and the concentration (C PVA) of two types of poly (vinyl alcohol) (PVA) and the effect of the type and the concentration of plasticizers on the phase properties of biodegradable films based on blends of gelatin and PVA, using a response-surface methodology. The films were made by casting and the studied properties were their glass (Tg) and melting (Tm) transition temperatures, which were determined by diferential scanning calorimetry (DSC). For the data obtained on the first scan, the fitting of the linear model was statistically significant and predictive only for the second melting temperature. In this case, the most important effect on the second Tm of the first scan was due to the HD of the PVA. In relation to the second scan, the linear model could be fit to Tg data with only two statistically significant parameters. Both the PVA and plasticizer concentrations had an important effect on Tg. Concerning the second Tm of the second scan, the linear model was fit to data with two statistically significant parameters, namely the HD and the plasticizer concentration. But, the most important effect was provoked by the HD of the PVA.

Form, size and volumetric expansion of Adzuki beans (Vigna angularis) during soaking

This study analyzed the variation in shape and size of Adzuki beans during soaking at different temperatures. In addition, different mathematical models were fitted to the experimental values of volumetric expansion, selecting the best one. Grains of Adzuki beans (Vigna angularis) with moisture content of approximately 0.25 (decimal d.b.) were manually harvested; they were, then, dried to 0.128 (decimal d.b.). The beans were subjected to soaking in distilled water at the temperatures 18 ± 1, 27 ± 1, 36 ± 1, and 45 ± 1 °C, in five repetitions. Recipients containing 80 mL of distilled water and 20 g of beans for each sample were used. The samples were periodically weighed in order to determine the water absorption. After that, the samples were removed from the recipients and placed on filter papers for two minutes to drain the surface water. Water absorption continued until the beans reached the saturation moisture content. It was concluded that, the form of the Adzuki beans was altered regularly, the orthogonal axes expanded differentially in the radial and axial directions, and that the linear model appropriately described the volumetric expansion of the Adzuki beans, among the series of models analyzed for the temperatures 18, 27, 36 and 45 °C.

Mathematical modeling of dehydration of 'Fuji' and 'Gala' apples slices using infrared

The objective of this work was to determine and model the infrared dehydration curves of apple slices - Fuji and Gala varieties. The slices were dehydrated until constant mass, in a prototype dryer with infrared heating source. The applied temperatures ranged from 50 to 100 °C. Due to the physical characteristics of the product, the dehydration curve was divided in two periods, constant and falling, separated by the critical moisture content. A linear model was used to describe the constant dehydration period. Empirical models traditionally used to model the drying behavior of agricultural products were fitted to the experimental data of the falling dehydration period. Critical moisture contents of 2.811 and 3.103 kgw kgs-1 were observed for the Fuji and Gala varieties, respectively. Based on the results, it was concluded that the constant dehydration rates presented a direct relationship with the temperature; thus, it was possible to fit a model that describes the moisture content variation in function of time and temperature. Among the tested models, which describe the falling dehydration period, the model proposed by Midilli presented the best fit for all studied conditions.

Ionsonde Measurement Trend

Time series analysis has gone through different developmental stages before the current modern approaches. These can broadly categorized as the classical time series analysis and modern time series analysis approach. In the classical one, the basic target of the analysis is to describe the major behaviour of the series without necessarily dealing with the underlying structures. On the contrary, the modern approaches strives to summarize the behaviour of the series going through its underlying structure so that the series can be represented explicitly. In other words, such approach of time series analysis tries to study the series structurally. The components of the series that make up the observation such as the trend, seasonality, regression and disturbance terms are modelled explicitly before putting everything together in to a single state space model which give the natural interpretation of the series. The target of this diploma work is to practically apply the modern approach of time series analysis known as the state space approach, more specifically, the dynamic linear model, to make trend analysis over Ionosonde measurement data. The data is time series of the peak height of F2 layer symbolized by hmF2 which is the height of high electron density. In addition, the work also targets to investigate the connection between solar activity and the peak height of F2 layer. Based on the result found, the peak height of the F2 layer has shown a decrease during the observation period and also shows a nonlinear positive correlation with solar activity.