Early warnings of heart rate deterioration

Hospitals can experience difficulty in detecting and responding to early signs of patient deterioration leading to late intensive care referrals, excess mortality and morbidity, and increased hospital costs. Our study aims to explore potential indicators of physiological deterioration by the analysis of vital-signs. The dataset used comprises heart rate (HR) measurements from MIMIC II waveform database, taken from six patients admitted to the Intensive Care Unit (ICU) and diagnosed with severe sepsis. Different indicators were considered: 1) generic early warning indicators used in ecosystems analysis (autocorrelation at-1-lag (ACF1), standard deviation (SD), skewness, kurtosis and heteroskedasticity) and 2) entropy analysis (kernel entropy and multi scale entropy). Our preliminary findings suggest that when a critical transition is approaching, the equilibrium state changes what is visible in the ACF1 and SD values, but also by the analysis of the entropy. Entropy allows to characterize the complexity of the time series during the hospital stay and can be used as an indicator of regime shifts in a patient’s condition. One of the main problems is its dependency of the scale used. Our results demonstrate that different entropy scales should be used depending of the level of entropy verified.

International stock portfolio selection and performance measures recognizing higher moments of return distributions

Since the seminal works of Markowitz (1952), Sharpe (1964), and Lintner (1965), numerous studies on portfolio selection and performance measure have been based upon the mean-variance framework. However, several researchers (e.g., Arditti (1967, and 1971), Samuelson (1970), and Rubinstein (1973)) argue that the higher moments cannot be neglected unless there is reason to believe that: (i) the asset returns are normally distributed and the investor's utility function is quadratic, or (ii) the empirical evidence demonstrates that higher moments are irrelevant to the investor's decision. Based on the same argument, this dissertation investigates the impact of higher moments of return distributions on three issues concerning the 14 international stock markets.^ First, the portfolio selection with skewness is determined using: the Polynomial Goal Programming in which investor preferences for skewness can be incorporated. The empirical findings suggest that the return distributions of international stock markets are not normally distributed, and that the incorporation of skewness into an investor's portfolio decision causes a major change in the construction of his optimal portfolio. The evidence also indicates that an investor will trade expected return of the portfolio for skewness. Moreover, when short sales are allowed, investors are better off as they attain higher expected return and skewness simultaneously.^ Second, the performance of international stock markets are evaluated using two types of performance measures: (i) the two-moment performance measures of Sharpe (1966), and Treynor (1965), and (ii) the higher-moment performance measures of Prakash and Bear (1986), and Stephens and Proffitt (1991). The empirical evidence indicates that higher moments of return distributions are significant and relevant to the investor's decision. Thus, the higher moment performance measures should be more appropriate to evaluate the performances of international stock markets. The evidence also indicates that various measures provide a vastly different performance ranking of the markets, albeit in the same direction.^ Finally, the inter-temporal stability of the international stock markets is investigated using the Parhizgari and Prakash (1989) algorithm for the Sen and Puri (1968) test which accounts for non-normality of return distributions. The empirical finding indicates that there is strong evidence to support the stability in international stock market movements. However, when the Anderson test which assumes normality of return distributions is employed, the stability in the correlation structure is rejected. This suggests that the non-normality of the return distribution is an important factor that cannot be ignored in the investigation of inter-temporal stability of international stock markets. ^

Essays on emissions trading markets

This dissertation is a collection of three economics essays on different aspects of carbon emission trading markets. The first essay analyzes the dynamic optimal emission control strategies of two nations. With a potential to become the largest buyer under the Kyoto Protocol, the US is assumed to be a monopsony, whereas with a large number of tradable permits on hand Russia is assumed to be a monopoly. Optimal costs of emission control programs are estimated for both the countries under four different market scenarios: non-cooperative no trade, US monopsony, Russia monopoly, and cooperative trading. The US monopsony scenario is found to be the most Pareto cost efficient. The Pareto efficient outcome, however, would require the US to make side payments to Russia, which will even out the differences in the cost savings from cooperative behavior. The second essay analyzes the price dynamics of the Chicago Climate Exchange (CCX), a voluntary emissions trading market. By examining the volatility in market returns using AR-GARCH and Markov switching models, the study associates the market price fluctuations with two different political regimes of the US government. Further, the study also identifies a high volatility in the returns few months before the market collapse. Three possible regulatory and market-based forces are identified as probable causes of market volatility and its ultimate collapse. Organizers of other voluntary markets in the US and worldwide may closely watch for these regime switching forces in order to overcome emission market crashes. The third essay compares excess skewness and kurtosis in carbon prices between CCX and EU ETS (European Union Emission Trading Scheme) Phase I and II markets, by examining the tail behavior when market expectations exceed the threshold level. Dynamic extreme value theory is used to find out the mean price exceedence of the threshold levels and estimate the risk loss. The calculated risk measures suggest that CCX and EU ETS Phase I are extremely immature markets for a risk investor, whereas EU ETS Phase II is a more stable market that could develop as a mature carbon market in future years.

Documentation and sedimentology of core PS1021-1 from the Antarctic continental margin off Kap Norvegia

Sedimentological analyses concerning ice rafted debris, grain size distribution, biogenous components, and clay mineral composition of four sediment cores from the Antarctic continental margin off Kapp Norvegia reveal a cyclical pattern of three different sediment facies. These are classified into warm and cold types representing warm and cold climatic periods and a short transition period from cold to warm events. The sedimentological parameters reflect the variations within the cryosphere and the hydrosphere, which are directly influenced by the climatic fluctuations. The unusually high content of carbonaceous planktonic and benthonic foraminifera in these polar sediments, as well as the interfingering of terrigeneous and biogeneous-rich sediments with increasing distance from the continent, might reflect the influence of the Weddell Sea Polynya and the oscillations of polynya, pack-ice and ice shelf extent during the late Pleistocene.

Sedimentology of the northwestern Weddel Sea continental shelf and slope

Geologie cores on two profiles oriented normaly to the continental shelf and slope, have been investigated to reconstruct the Quaternary sedimentary history of the southeast continental border of South Orkney (NW Weddell Sea). The sediments were described macroscopically and their fabric investigated by use of X-radiographs. Laboratory work comprised detailed grain-size analysis, determination of the watercontent, carbonate, organic carbon and sand fraction.composition. Stable oxygen and carbon isotopes have been measured On planktonic foraminifera. Palaeomagnetism, analysis of 230Th-content and detailed comparison of the lithlogic Parameters with the oxygen isotope stages (Martinson curve) were used for stratigraphic classification of the sediments. The sediment cores from the continental slope comprise a maximum age of 300,000 years B. P.. Bottom currents, ice rafting and biogenic input are the main sources of sediment. Based on lithologic parameters a distinction between glacial and interglacial facies is possible. Silty clays without microfossils and few bioturbation characterise the sediments of the glacial facies. Only small amounts of icerafted debris can be recognized. This type of sediment was accumulated during times of lower sea-level and drastically reduced rate of bottom water production. Based on grain-size distribution, bottom current velocities of 0.01 cmls were calculated. Thick sea-ice coverage reduced biogenic production in the surface water, and as consequence benthic communities were depleted. Because of the reduced benthic life, sediments are only slithly bioturbated. At the beginning of the interglacial Stage, the sea-level rised rapidly, and calving rate of icebergs, combined with input of ice-rafted material, increased considerably. Sediments of this transition facies are silty cliiys with a high proportion of coarse ice-rafted debris, but without microfossils. With the onset of bottom water production in connection with shelf ice water, sediments of interglacial facies were formed. They consist of silty clays to clayey silts with considerable content of sand and gravel. Sediments are strongly bioturbated. Based On the sediment caracteristics, current velocities of the bottom water were calculated to be of 0.96 cmls for interglacials. At the southern slope of a NW/SE-striking ridge, bottom water current is channelized, resulting in a drastic increase of current velocities. Current velocities up to 7.5 cm/s lead to formation of residual sediments. While the continental slope has predominantly fine sediments, the South Orkney shelf are mainly sandy silts and silty sands with a high proportion of gravel. These sediments were formed dominantly by ice-rafting during Brunhes- and Matuyama-Epoch. Currents removed the fine fraction of the sediments. Based on microfossil contents it was not possible to differentiate sediments from glacial to interglacial. In the upper Parts of the cores graded sequences truncated by erosion were observed. These sequences were formed during Brunhes-Epoch by strong currents with velocities decreasing periodically from about 7.5 cm/s to about 1 cm/s. Sediments with a high proportion of siliceous microfossils but barren of foraminifera compose the lower part of the shelf cores. These sediments have formed during the warmer Matuyama-Epoch.

Sedimentology on two cores from Scoresby Sund, Greenland

Reconstruction of the postglacial palaeoenvironmental evolution was the main objective of marine geological investigations in the Scorcsby Sund fjord system. For this purpose, samples of marine sediments, taken on RV Polarstern cruises ARK-V/3b and ARK-VII/3b in 1988 and 1990, have been analysed. All investigated fjord sediments are paratills. However, remarkable changes in sediment fabric and composition occur with depth in cores. They are attributable to different modes of sediment deposition. Therefore, a subdivision of the postglacial palaeoenvironmental history into periods of considerably different sedimentary conditions is feasible. The change of sedimentary fades with time is interpreted by deposition under changing climatic conditions during the postglacial. Displacements of cyclonic and anticyclonic centers in the atmosphere change amount of precipitation at the east coast of Greenland. Precipitation strongly influences extension of local ice caps of coastal areas and duration of coverage of the fjords by sea ice. These factors again control the sedimentary regime in the fjord system.

Sedimentology on cores off Filchner Shelf Ice, Weddell Sea, Antarctica

The sediments of 14 box cores and 7 gravity cores, mainly taken directly in front of the Filchner(-Ronne) ice shelf northwest of Berkner Island (Weddell Sea), allowed to distinguish six sediment types. On the one hand,the retreat of the at first grounded and then floated ice from the last glacial maximum is documented. On the other hand,the sediments give an insight into extensive Holocene sediment deposition and remobilization northwest of Berkner Island. The ortho till was deposited directly by the grounded ice sheet and is lacking any marine influence. After floating of the ice shelf, partly very weIl stratified, partly unstratified, non-bioturbated paratill is deposited beneath the ice shelf. Lack of IRD-content in the paratill immediately above the orthotill indicates freezing at the bottom of the ice, at least for a short period after the ice became afloat. The orthotill and paratill contain small amounts of fragmented Tertiary diatoms, which allow the conclusion, that glacial-marine sediments in the accumulation area of the Ronne ice shelf will be eroded and later deposited by ice in the investigation area. Starting of bioturbation and therefore change in sedimentation from paratill to bioturbated paratill,is caused by the retreat of the ice shelf to its actual position. Isostatic uplift of the sea-bed after the Ice Age causes minor water depths with higher current velocities. The fine-fraction is eroding and mean particle-size will increase. Maybe, also isostatic uplift is responsible for repeated great advances of the floated ice shelf as shown in an erosional horizon in some cores containing bioturbated paratill. Postglacial sediment-thicknesses exceed 3 m. Assuming floating of the ice 15.000 YBP, accumulation rates reach nearly 20cm/lOOO years. Following the theories about sediment input in front of wide ice shelves, this was not expected. In the shallower water depths of Berkner Bank, the oscillations of the ice shelf are recorded in the sediments. Sorting and redistribution by high current velocities from beneath the ice up to the calving line, lead to the deposition of the weIl to very weIl sorted sandy till. In front of the calving line the finer fraction will settle down. Remobilization is possible by bioturbation and increasing current-velocity. According to the intensity of mixing of the sandy till with the fine fraction, modified till or muddy till results.

Physical properties and sedimentology of 4 profiles fom the South Atlantic

Ultrasonic P wavc transmission seismograms recorded on sediment cores have been analyzed to study the acoustic and estimate the clastic properties of marine sediments from different provinces dominated by terrigenous, calcareous, amI diatomaceous sedimentation. Instantaneous frequencies computed from the transmission seismograms are displayed as gray-shaded images to give an acoustic overview of the lithology of each core. Ccntirneter-scale variations in the ultrasonic waveforms associated with lithological changes are illustrated by wiggle traces in detail. Cross-correlation, multiple-filter, and spectral ratio techniques are applied to derive P wave velocities and attenuation coefficients. S wave velocities and attenuation coefficients, elastic moduli, and permeabilities are calculated by an inversion scheme based on the Biot-Stoll viscoelastic model. Together wilh porosity measurements, P and S wave scatter diagrams are constructed to characterize different sediment types by their velocity- and attenuation-porosity relationships. They demonstrate that terrigenous, calcareous, and diatomaceous sediments cover different velocity- and attenuation-porosity ranges. In terrigcnous sediments, P wave vclocities and attenuation coefficients decrease rapidly with increasing porosity, whereas S wave velocities and shear moduli are very low. Calcareous sediments behave similarly at relatively higher porosities. Foraminifera skeletons in compositions of terrigenous mud and calcareous ooze cause a stiffening of the frame accompanied by higher shear moduli, P wave velocities, and attenuation coefficients. In diatomaceous ooze the contribution of the shear modulus becomes increasingly important and is controlled by the opal content, whereas attenuation is very low. This leads to the opportunity to predict the opal content from nondestructive P wave velocity measurements at centimeter-scale resolution.

San Francisco Coastal System grain size and geochemical data for sand provenance study

Over 150 million cubic meter of sand-sized sediment has disappeared from the central region of the San Francisco Bay Coastal System during the last half century. This enormous loss may reflect numerous anthropogenic influences, such as watershed damming, bay-fill development, aggregate mining, and dredging. The reduction in Bay sediment also appears to be linked to a reduction in sediment supply and recent widespread erosion of adjacent beaches, wetlands, and submarine environments. A unique, multi-faceted provenance study was performed to definitively establish the primary sources, sinks, and transport pathways of beach sized-sand in the region, thereby identifying the activities and processes that directly limit supply to the outer coast. This integrative program is based on comprehensive surficial sediment sampling of the San Francisco Bay Coastal System, including the seabed, Bay floor, area beaches, adjacent rock units, and major drainages. Analyses of sample morphometrics and biological composition (e.g., Foraminifera) were then integrated with a suite of tracers including 87Sr/86Sr and 143Nd/144Nd isotopes, rare earth elements, semi-quantitative X-ray diffraction mineralogy, and heavy minerals, and with process-based numerical modeling, in situ current measurements, and bedform asymmetry to robustly determine the provenance of beach-sized sand in the region.

Sedimentology of core M74/4_1143-1

Periplatform ooze is an admixture of pelagic carbonate and sediment derived from neritic carbonate platforms. Compositional variations of periplatform ooze allow the rectonstruction of past sea-level changes. Periplatform ooze formed during sea-level highstands is finer grained and richer in aragonit through the elevated input of material from the flooded platform compared to periplatform ooze formed during the episodes of lowered sea level. In many cases, however, the sea floor around carbonate platforms is subjected to bottom currents which are expected to affect sediment composition, i.e. through winnowing of the fine fraction. The interaction of sea-level driven highstand shedding and current impact on the formation of periplatform ooze is influenced or even distorted by changing current activity, an integrated study using seismic, hydroacoustic and sedimentological data has been performed on periplatform ooze deposited in the Inner Sea of the Maldives. The Miocene to Pleistocene succession of drift deposits is subdivided into nine units; limits of seismostratigraphic units correspond to changes or turnarounds in grain size trends in cores recovered at ODP Site 716 and NEOMA Site 1143. For the Pleistocene it can be shown how changes in grain size occur in concert with sea-level changes and changes of the monsoonal system, which is thought to be a major driver bottom currents in the Maldives. A clear hightstand shedding pattern only appears in the data at a time of of relaxation of monsoonal strength during the last 315 ky. Results imply (1) that drift sediments provide a potential target for analyzing past changes in oceanic currents and (2) that the ooze composition bears a mixed signal of input and physical winnowing at the sea floor.

Grain size and heavy mineral analysis of Sander in Schleswig-Holstein, Germany

Die Sandergebiete sind von 5 Zentren her geschüttet, den Gletschertoren bei Flensburg, Frörup/Översee, Idstedt/Lürschau, Schleswig, Owschlag. Die Körnung der Schmelzwassersande nimmt mit zunehmender Entfernung von den Gletschertoren zunächst schnell, von Medianwerten über 1 mm auf Medianwerte um 0,4 mm in 10 km, dann langsam bis auf Medianwerte unter 0,2 mm in 30 km Entfernung ab. Sortierung und Symmetrie der Sande steigen entsprechend. Aus den Kornverteilungen lassen sich die Fließgeschwindigkeiten bei der Ablagerung ablesen. Sie sind geringer gewesen, als es die mächtigen und verbreiteten Akkumulationen erscheinen lassen. Bereits in 6 km Entfernung vom Eisrand flossen die Schmelzwässer als träge Bäche (0,3 m/sec) ab. In den Gletschertoren traten stoßweise extreme Fließgeschwindigkeiten auf, waren aber nur in geringem Maße am Gesamtaufbau der Sander beteiligt. Die Verbreitung der Würmsande paßt sich den Formen einer älteren Landschaft an. Sie läßt sich im behandelten Gebiet mit Hilfe der Schwermineralanalyse deutlich gegenüber den rißzeitlichen Ablagerungen abgrenzen, da die Verteilungen in den verschiedenaltrigen Sedimenten unterschiedlich sind. Vor Allem das Hornblende/Epidotverhältnis (Hornblendezahl nach STEINERT) ist ein gutes Kriterium. Da rißzeitliche Ablagerungen von den Schmelzwässern aufgearbeitet wurden, und zudem die Hornblenden im Laufe des Transportes stark abrollen, verwischen sich die Unterschiede in weiter Entfernung vom Eisrand. Schmelzwassersande der Würmvereisung sind vor Allem im Norden des Arbeitsgebietes weit nach Westen, bis an die nordfriesischen Inseln, geschüttet worden. Die Schmelzwässer benutzten als Durchlässe zu den Senken des Eemmeeres an der Westküste Täler in rißzeitlichen Hochgebieten. Die Wassermengen wurden hier gebündelt, sodaß sich auf den Eemablagerungen im Anschluß an die Durchlässe "Sekundärsander" ausbreiteten. Die Mächtigkeit der anstehenden Würm-Sandergebiete beträgt bis zu 20 m, meistens zwischen 10 und 15 m. An der Westküste sind die Schmelzwasserablagerungen von marinem Alluvium überdeckt. Teile der morphographisch als junge Sanderebenen erscheinenden Gebiete bestehen in Wirklichkeit aus rißzeitlichen, von jungen Schmelzwässern allenfalls oberflächlich umgearbeiteten Ablagerungen der älteren Vereisung. So ist der westliche und südwestliche Teil des Schleisanders schon während der Rißvereisung aufgeschüttet.