A bivariate regression model for matched paired survival data: local influence and residual analysis

The use of bivariate distributions plays a fundamental role in survival and reliability studies. In this paper, we consider a location scale model for bivariate survival times based on the proposal of a copula to model the dependence of bivariate survival data. For the proposed model, we consider inferential procedures based on maximum likelihood. Gains in efficiency from bivariate models are also examined in the censored data setting. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and compared to the performance of the bivariate regression model for matched paired survival data. Sensitivity analysis methods such as local and total influence are presented and derived under three perturbation schemes. The martingale marginal and the deviance marginal residual measures are used to check the adequacy of the model. Furthermore, we propose a new measure which we call modified deviance component residual. The methodology in the paper is illustrated on a lifetime data set for kidney patients.

Numerical analysis of an incremented statistical sampling procedure in MCNP

MCNP has stood so far as one of the main Monte Carlo radiation transport codes. Its use, as any other Monte Carlo based code, has increased as computers perform calculations faster and become more affordable along time. However, the use of Monte Carlo method to tally events in volumes which represent a small fraction of the whole system may turn to be unfeasible, if a straight analogue transport procedure (no use of variance reduction techniques) is employed and precise results are demanded. Calculations of reaction rates in activation foils placed in critical systems turn to be one of the mentioned cases. The present work takes advantage of the fixed source representation from MCNP to perform the above mentioned task in a more effective sampling way (characterizing neutron population in the vicinity of the tallying region and using it in a geometric reduced coupled simulation). An extended analysis of source dependent parameters is studied in order to understand their influence on simulation performance and on validity of results. Although discrepant results have been observed for small enveloping regions, the procedure presents itself as very efficient, giving adequate and precise results in shorter times than the standard analogue procedure. (C) 2007 Elsevier Ltd. All rights reserved.

Advanced functionality for radio analysis in the Offline software framework of the Pierre Auger Observatory

The advent of the Auger Engineering Radio Array (AERA) necessitates the development of a powerful framework for the analysis of radio measurements of cosmic ray air showers. As AERA performs ""radio-hybrid"" measurements of air shower radio emission in coincidence with the surface particle detectors and fluorescence telescopes of the Pierre Auger Observatory, the radio analysis functionality had to be incorporated in the existing hybrid analysis solutions for fluorescence and surface detector data. This goal has been achieved in a natural way by extending the existing Auger Offline software framework with radio functionality. In this article, we lay out the design, highlights and features of the radio extension implemented in the Auger Offline framework. Its functionality has achieved a high degree of sophistication and offers advanced features such as vectorial reconstruction of the electric field, advanced signal processing algorithms, a transparent and efficient handling of FFTs, a very detailed simulation of detector effects, and the read-in of multiple data formats including data from various radio simulation codes. The source code of this radio functionality can be made available to interested parties on request. (C) 2011 Elsevier B.V. All rights reserved.

Structural and thermodynamic analysis of thrombin:suramin interaction in solution and crystal phases

Suramin is a hexasulfonated naphthylurea which has been recently characterized as a non-competitive inhibitor of human alpha-thrombin activity over fibrinogen, although its binding site and mode of interaction with the enzyme remain elusive. Here, we determined two X-ray structure of the thrombin: suramin complex, refined at 2.4 angstrom resolution. While a single thrombin: suramin complex was found in the asymmetric unit cell of the crystal, some of the crystallographic contacts with symmetrically related molecules are mediated by both the enzyme and the ligand. Molecular dynamics simulations with the 1:1 complex demonstrate a large rearrangement of suramin in the complex, but with the protein scaffold and the more extensive protein-ligand regions keep unchanged. Small-angle X-ray scattering measurements at high micromolar concentration demonstrate a suramin-induced dimerization of the enzyme. These data indicating a dissimilar binding mode in the monomeric and oligomeric states, with a monomeric, 1:1 complex to be more likely to exist at the thrombin physiological, nanomolar concentration range. Collectively, close understanding on the structural basis for interaction is given which might establish a basis for design of suramin analogues targeting thrombin. Crown Copyright (C) 2009 Published by Elsevier B.V. All rights reserved.

Performance of balanced two-stage empirical predictors of realized cluster latent values from finite populations: A simulation study

Predictors of random effects are usually based on the popular mixed effects (ME) model developed under the assumption that the sample is obtained from a conceptual infinite population; such predictors are employed even when the actual population is finite. Two alternatives that incorporate the finite nature of the population are obtained from the superpopulation model proposed by Scott and Smith (1969. Estimation in multi-stage surveys. J. Amer. Statist. Assoc. 64, 830-840) or from the finite population mixed model recently proposed by Stanek and Singer (2004. Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 1119-1130). Predictors derived under the latter model with the additional assumptions that all variance components are known and that within-cluster variances are equal have smaller mean squared error (MSE) than the competitors based on either the ME or Scott and Smith`s models. As population variances are rarely known, we propose method of moment estimators to obtain empirical predictors and conduct a simulation study to evaluate their performance. The results suggest that the finite population mixed model empirical predictor is more stable than its competitors since, in terms of MSE, it is either the best or the second best and when second best, its performance lies within acceptable limits. When both cluster and unit intra-class correlation coefficients are very high (e.g., 0.95 or more), the performance of the empirical predictors derived under the three models is similar. (c) 2007 Elsevier B.V. All rights reserved.

Missing data mechanisms and their implications on the analysis of categorical data

We review some issues related to the implications of different missing data mechanisms on statistical inference for contingency tables and consider simulation studies to compare the results obtained under such models to those where the units with missing data are disregarded. We confirm that although, in general, analyses under the correct missing at random and missing completely at random models are more efficient even for small sample sizes, there are exceptions where they may not improve the results obtained by ignoring the partially classified data. We show that under the missing not at random (MNAR) model, estimates on the boundary of the parameter space as well as lack of identifiability of the parameters of saturated models may be associated with undesirable asymptotic properties of maximum likelihood estimators and likelihood ratio tests; even in standard cases the bias of the estimators may be low only for very large samples. We also show that the probability of a boundary solution obtained under the correct MNAR model may be large even for large samples and that, consequently, we may not always conclude that a MNAR model is misspecified because the estimate is on the boundary of the parameter space.

Bayesian Analysis for Nonlinear Regression Model Under Skewed Errors, with Application in Growth Curves

We have considered a Bayesian approach for the nonlinear regression model by replacing the normal distribution on the error term by some skewed distributions, which account for both skewness and heavy tails or skewness alone. The type of data considered in this paper concerns repeated measurements taken in time on a set of individuals. Such multiple observations on the same individual generally produce serially correlated outcomes. Thus, additionally, our model does allow for a correlation between observations made from the same individual. We have illustrated the procedure using a data set to study the growth curves of a clinic measurement of a group of pregnant women from an obstetrics clinic in Santiago, Chile. Parameter estimation and prediction were carried out using appropriate posterior simulation schemes based in Markov Chain Monte Carlo methods. Besides the deviance information criterion (DIC) and the conditional predictive ordinate (CPO), we suggest the use of proper scoring rules based on the posterior predictive distribution for comparing models. For our data set, all these criteria chose the skew-t model as the best model for the errors. These DIC and CPO criteria are also validated, for the model proposed here, through a simulation study. As a conclusion of this study, the DIC criterion is not trustful for this kind of complex model.

Applying sequential injection analysis (SIA) and response surface methodology for optimization of Fenton-based processes

This work presents the use of sequential injection analysis (SIA) and the response surface methodology as a tool for optimization of Fenton-based processes. Alizarin red S dye (C.I. 58005) was used as a model compound for the anthraquinones family. whose pigments have a large use in coatings industry. The following factors were considered: [H(2)O(2)]:[Alizarin] and [H(2)O(2)]:[FeSO(4)] ratios and pH. The SIA system was designed to add reagents to the reactor and to perform on-line sampling of the reaction medium, sending the samples to a flow-through spectrophotometer for monitoring the color reduction of the dye. The proposed system fed the statistical program with degradation data for fast construction of response surface plots. After optimization, 99.7% of the dye was degraded and the TOC content was reduced to 35% of the original value. Low reagents consumption and high sampling throughput were the remarkable features of the SIA system. (C) 2008 Published by Elsevier B.V.

Optimised dose titration for Duodopatreatment based on simulation experiments– implementation in a decision supportsystem

The aim of this work was to design a set of rules for levodopa infusion dose adjustment in Parkinson’s disease based on a simulation experiments. Using this simulator, optimal infusions dose in different conditions were calculated. There are seven conditions (-3 to +3)appearing in a rating scale for Parkinson’s disease patients. By finding mean of the differences between conditions and optimal dose, two sets of rules were designed. The set of rules was optimized by several testing. Usefulness for optimizing the titration procedure of new infusion patients based on rule-based reasoning was investigated. Results show that both of the number of the steps and the errors for finding optimal dose was shorten by new rules. At last, the dose predicted with new rules well on each single occasion of majority of patients in simulation experiments.

A GUI for online presentation of steel and steelmaking ladle temperature data and simulation.

Continuous casting is a casting process that produces steel slabs in a continuous manner with steel being poured at the top of the caster and a steel strand emerging from the mould below. Molten steel is transferred from the AOD converter to the caster using a ladle. The ladle is designed to be strong and insulated. Complete insulation is never achieved. Some of the heat is lost to the refractories by convection and conduction. Heat losses by radiation also occur. It is important to know the temperature of the melt during the process. For this reason, an online model was previously developed to simulate the steel and ladle wall temperatures during the ladle cycle. The model was developed as an ODE based model using grey box modeling technique. The model’s performance was acceptable and needed to be presented in a user friendly way. The aim of this thesis work was basically to design a GUI that presents steel and ladle wall temperatures calculated by the model and also allow the user to make adjustments to the model. This thesis work also discusses the sensitivity analysis of different parameters involved and their effects on different temperature estimations.

Financial time series analysis : Chaos and neurodynamics approach

This work aims at combining the Chaos theory postulates and Artificial Neural Networks classification and predictive capability, in the field of financial time series prediction. Chaos theory, provides valuable qualitative and quantitative tools to decide on the predictability of a chaotic system. Quantitative measurements based on Chaos theory, are used, to decide a-priori whether a time series, or a portion of a time series is predictable, while Chaos theory based qualitative tools are used to provide further observations and analysis on the predictability, in cases where measurements provide negative answers. Phase space reconstruction is achieved by time delay embedding resulting in multiple embedded vectors. The cognitive approach suggested, is inspired by the capability of some chartists to predict the direction of an index by looking at the price time series. Thus, in this work, the calculation of the embedding dimension and the separation, in Takens‘ embedding theorem for phase space reconstruction, is not limited to False Nearest Neighbor, Differential Entropy or other specific method, rather, this work is interested in all embedding dimensions and separations that are regarded as different ways of looking at a time series by different chartists, based on their expectations. Prior to the prediction, the embedded vectors of the phase space are classified with Fuzzy-ART, then, for each class a back propagation Neural Network is trained to predict the last element of each vector, whereas all previous elements of a vector are used as features.

Energy Analysis within Industrial Hydraulics and Correspondent Solar PV System Design

Energy efficiency and renewable energy use are two main priorities leading to industrial sustainability nowadays according to European Steel Technology Platform (ESTP). Modernization efforts can be done by industries to improve energy consumptions of the production lines. These days, steel making industrial applications are energy and emission intensive. It was estimated that over the past years, energy consumption and corresponding CO2 generation has increased steadily reaching approximately 338.15 parts per million in august 2010 [1]. These kinds of facts and statistics have introduced a lot of room for improvement in energy efficiency for industrial applications through modernization and use of renewable energy sources such as solar Photovoltaic Systems (PV).The purpose of this thesis work is to make a preliminary design and simulation of the solar photovoltaic system which would attempt to cover the energy demand of the initial part of the pickling line hydraulic system at the SSAB steel plant. For this purpose, the energy consumptions of this hydraulic system would be studied and evaluated and a general analysis of the hydraulic and control components performance would be done which would yield a proper set of guidelines contributing towards future energy savings. The results of the energy efficiency analysis showed that the initial part of the pickling line hydraulic system worked with a low efficiency of 3.3%. Results of general analysis showed that hydraulic accumulators of 650 liter size should be used by the initial part pickling line system in combination with a one pump delivery of 100 l/min. Based on this, one PV system can deliver energy to an AC motor-pump set covering 17.6% of total energy and another PV system can supply a DC hydraulic pump substituting 26.7% of the demand. The first system used 290 m2 area of the roof and was sized as 40 kWp, the second used 109 m2 and was sized as 15.2 kWp. It was concluded that the reason for the low efficiency was the oversized design of the system. Incremental modernization efforts could help to improve the hydraulic system energy efficiency and make the design of the solar photovoltaic system realistically possible. Two types of PV systems where analyzed in the thesis work. A method was found calculating the load simulation sequence based on the energy efficiency studies to help in the PV system simulations. Hydraulic accumulators integrated into the pickling line worked as energy storage when being charged by the PV system as well.

Load Adapted Solar Thermal Combisystems - Optical Analysis and Systems Optimization

In a northern European climate a typical solar combisystem for a single family house normally saves between 10 and 30 % of the auxiliary energy needed for space heating and domestic water heating. It is considered uneconomical to dimension systems for higher energy savings. Overheating problems may also occur. One way of avoiding these problems is to use a collector that is designed so that it has a low optical efficiency in summer, when the solar elevation is high and the load is small, and a high optical efficiency in early spring and late fall when the solar elevation is low and the load is large.The study investigates the possibilities to design the system and, in particular, the collector optics, in order to match the system performance with the yearly variations of the heating load and the solar irradiation. It seems possible to design practically viable load adapted collectors, and to use them for whole roofs ( 40 m2) without causing more overheating stress on the system than with a standard 10 m2 system. The load adapted collectors collect roughly as much energy per unit area as flat plate collectors, but they may be produced at a lower cost due to lower material costs. There is an additional potential for a cost reduction since it is possible to design the load adapted collector for low stagnation temperatures making it possible to use less expensive materials. One and the same collector design is suitable for a wide range of system sizes and roof inclinations. The report contains descriptions of optimized collector designs, properties of realistic collectors, and results of calculations of system output, stagnation performance and cost performance. Appropriate computer tools for optical analysis, optimization of collectors in systems and a very fast simulation model have been developed.

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.

Simulation model using meta heuristic algorithms for achieving optimal arrangement of storage bins in a sawmill yard

Bin planning (arrangements) is a key factor in the timber industry. Improper planning of the storage bins may lead to inefficient transportation of resources, which threaten the overall efficiency and thereby limit the profit margins of sawmills. To address this challenge, a simulation model has been developed. However, as numerous alternatives are available for arranging bins, simulating all possibilities will take an enormous amount of time and it is computationally infeasible. A discrete-event simulation model incorporating meta-heuristic algorithms has therefore been investigated in this study. Preliminary investigations indicate that the results achieved by GA based simulation model are promising and better than the other meta-heuristic algorithm. Further, a sensitivity analysis has been done on the GA based optimal arrangement which contributes to gaining insights and knowledge about the real system that ultimately leads to improved and enhanced efficiency in sawmill yards. It is expected that the results achieved in the work will support timber industries in making optimal decisions with respect to arrangement of storage bins in a sawmill yard.