937 resultados para Algoritmic pairs trading, statistical arbitrage, Kalman filter, mean reversion.
Resumo:
Spasticity is a common disorder in people who have upper motor neuron injury. The involvement may occur at different levels. The Modified Ashworth Scale (MAS) is the most used method to measure involvement levels. But it corresponds to a subjective evaluation. Mechanomyography (MMG) is an objective technique that quantifies the muscle vibration during the contraction and stretching events. So, it may assess the level of spasticity accurately. This study aimed to investigate the correlation between spasticity levels determined by MAS with MMG signal in spastic and not spastic muscles. In the experimental protocol, we evaluated 34 members of 22 volunteers, of both genders, with a mean age of 39.91 13.77 years. We evaluated the levels of spasticity by MAS in flexor and extensor muscle groups of the knee and/or elbow, where one muscle group was the agonist and one antagonist. Simultaneously the assessment by the MAS, caught up the MMG signals. We used a custom MMG equipment to register and record the signals, configured in LabView platform. Using the MatLab computer program, it was processed the MMG signals in the time domain (median energy) and spectral domain (median frequency) for the three motion axes: X (transversal), Y (longitudinal) and Z (perpendicular). For bandwidth delimitation, we used a 3rd order Butterworth filter, acting in the range of 5-50 Hz. Statistical tests as Spearman's correlation coefficient, Kruskal-Wallis test and linear correlation test were applied. As results in the time domain, the Kruskal-Wallis test showed differences in median energy (MMGME) between MAS groups. The linear correlation test showed high linear correlation between MAS and MMGME for the agonist muscle as well as for the antagonist group. The largest linear correlation occurred between the MAS and MMG ME for the Z axis of the agonist muscle group (R2 = 0.9557) and the lowest correlation occurred in the X axis, for the antagonist muscle group (R2 = 0.8862). The Spearman correlation test also confirmed high correlation for all axes in the time domain analysis. In the spectral domain, the analysis showed an increase in the median frequency (MMGMF) in MAS greater levels. The highest correlation coefficient between MAS and MMGMF signal occurred in the Z axis for the agonist muscle group (R2 = 0.4883), and the lowest value occurred on the Y axis for the antagonist group (R2 = 0.1657). By means of the Spearman correlation test, the highest correlation occurred between the Y axis of the agonist group (0.6951; p <0.001) and the lowest value on the X axis of the antagonist group (0.3592; p <0.001). We conclude that there was a significantly high correlation between the MMGME and MAS in both muscle groups. Also between MMG and MAS occurred a significant correlation, however moderate for the agonist group, and low for the antagonist group. So, the MMGME proved to be more an appropriate descriptor to correlate with the degree of spasticity defined by the MAS.
Resumo:
Background: Most large acute stroke trials have been neutral. Functional outcome is usually analysed using a yes or no answer, e.g. death or dependency vs. independence. We assessed which statistical approaches are most efficient in analysing outcomes from stroke trials. Methods: Individual patient data from acute, rehabilitation and stroke unit trials studying the effects of interventions which alter functional outcome were assessed. Outcomes included modified Rankin Scale, Barthel Index, and 3 questions. Data were analysed using a variety of approaches which compare two treatment groups. The results for each statistical test for each trial were then compared. Results: Data from 55 datasets were obtained (47 trials, 54,173 patients). The test results differed substantially so that approaches which use the ordered nature of functional outcome data (ordinal logistic regression, t-test, robust ranks test, bootstrapping the difference in mean rank) were more efficient statistically than those which collapse the data into 2 groups (chi square) (ANOVA p<0.001). The findings were consistent across different types and sizes of trial and for the different measures of functional outcome. Conclusions: When analysing functional outcome from stroke trials, statistical tests which use the original ordered data are more efficient and more likely to yield reliable results. Suitable approaches included ordinal logistic regression, t-test, and robust ranks test.
Resumo:
Background and PurposeMost large acute stroke trials have been neutral. Functional outcome is usually analyzed using a yes or no answer, eg, death or dependency versus independence. We assessed which statistical approaches are most efficient in analyzing outcomes from stroke trials. MethodsIndividual patient data from acute, rehabilitation and stroke unit trials studying the effects of interventions which alter functional outcome were assessed. Outcomes included modified Rankin Scale, Barthel Index, and 3 questions. Data were analyzed using a variety of approaches which compare 2 treatment groups. The results for each statistical test for each trial were then compared. ResultsData from 55 datasets were obtained (47 trials, 54 173 patients). The test results differed substantially so that approaches which use the ordered nature of functional outcome data (ordinal logistic regression, t test, robust ranks test, bootstrapping the difference in mean rank) were more efficient statistically than those which collapse the data into 2 groups (2; ANOVA, P0.001). The findings were consistent across different types and sizes of trial and for the different measures of functional outcome. ConclusionsWhen analyzing functional outcome from stroke trials, statistical tests which use the original ordered data are more efficient and more likely to yield reliable results. Suitable approaches included ordinal logistic regression, test, and robust ranks test.
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We investigate the directional distribution of heavy neutral atoms in the heliosphere by using heavy neutral maps generated with the IBEX-Lo instrument over three years from 2009 to 2011. The interstellar neutral (ISN) O&Ne gas flow was found in the first-year heavy neutral map at 601 keV and its flow direction and temperature were studied. However, due to the low counting statistics, researchers have not treated the full sky maps in detail. The main goal of this study is to evaluate the statistical significance of each pixel in the heavy neutral maps to get a better understanding of the directional distribution of heavy neutral atoms in the heliosphere. Here, we examine three statistical analysis methods: the signal-to-noise filter, the confidence limit method, and the cluster analysis method. These methods allow us to exclude background from areas where the heavy neutral signal is statistically significant. These methods also allow the consistent detection of heavy neutral atom structures. The main emission feature expands toward lower longitude and higher latitude from the observational peak of the ISN O&Ne gas flow. We call this emission the extended tail. It may be an imprint of the secondary oxygen atoms generated by charge exchange between ISN hydrogen atoms and oxygen ions in the outer heliosheath.
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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.
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In the presented paper, the temporal and statistical properties of a Lyot filter based multiwavelength random DFB fiber laser with a wide flat spectrum, consisting of individual lines, were investigated. It was shown that separate spectral lines forming the laser spectrum have mostly Gaussian statistics and so represent stochastic radiation, but at the same time the entire radiation is not fully stochastic. A simple model, taking into account phenomenological correlations of the lines' initial phases was established. Radiation structure in the experiment and simulation proved to be different, demanding interactions between different lines to be described via a NLSE-based model.
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The present work aims to provide a deeper understanding of thermally driven turbulence and to address some modelling aspects related to the physics of the flow. For this purpose, two idealized systems are investigated by Direct Numerical Simulation: the rotating and non-rotating Rayleigh-Bnard convection. The preliminary study of the flow topologies shows how the coherent structures organise into different patterns depending on the rotation rate. From a statistical perspective, the analysis of the turbulent kinetic energy and temperature variance budgets allows to identify the flow regions where the production, the transport, and the dissipation of turbulent fluctuations occur. To provide a multi-scale description of the flows, a theoretical framework based on the Kolmogorov and Yaglom equations is applied for the first time to the Rayleigh-Bnard convection. The analysis shows how the spatial inhomogeneity modulates the dynamics at different scales and wall-distances. Inside the core of the flow, the space of scales can be divided into an inhomogeneity-dominated range at large scales, an inertial-like range at intermediate scales and a dissipative range at small scales. This classic scenario breaks close to the walls, where the inhomogeneous mechanisms and the viscous/diffusive processes are important at every scale and entail more complex dynamics. The same theoretical framework is extended to the filtered velocity and temperature fields of non-rotating Rayleigh-Bnard convection. The analysis of the filtered Kolmogorov and Yaglom equations reveals the influence of the residual scales on the filtered dynamics both in physical and scale space, highlighting the effect of the relative position between the filter length and the crossover that separates the inhomogeneity-dominated range from the quasi-homogeneous range. The assessment of the filtered and residual physics results to be instrumental for the correct use of the existing Large-Eddy Simulation models and for the development of new ones.
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The main purpose of this thesis is to go beyond two usual assumptions that accompany theoretical analysis in spin-glasses and inference: the i.i.d. (independently and identically distributed) hypothesis on the noise elements and the finite rank regime. The first one appears since the early birth of spin-glasses. The second one instead concerns the inference viewpoint. Disordered systems and Bayesian inference have a well-established relation, evidenced by their continuous cross-fertilization. The thesis makes use of techniques coming both from the rigorous mathematical machinery of spin-glasses, such as the interpolation scheme, and from Statistical Physics, such as the replica method. The first chapter contains an introduction to the Sherrington-Kirkpatrick and spiked Wigner models. The first is a mean field spin-glass where the couplings are i.i.d. Gaussian random variables. The second instead amounts to establish the information theoretical limits in the reconstruction of a fixed low rank matrix, the spike, blurred by additive Gaussian noise. In chapters 2 and 3 the i.i.d. hypothesis on the noise is broken by assuming a noise with inhomogeneous variance profile. In spin-glasses this leads to multi-species models. The inferential counterpart is called spatial coupling. All the previous models are usually studied in the Bayes-optimal setting, where everything is known about the generating process of the data. In chapter 4 instead we study the spiked Wigner model where the prior on the signal to reconstruct is ignored. In chapter 5 we analyze the statistical limits of a spiked Wigner model where the noise is no longer Gaussian, but drawn from a random matrix ensemble, which makes its elements dependent. The thesis ends with chapter 6, where the challenging problem of high-rank probabilistic matrix factorization is tackled. Here we introduce a new procedure called "decimation" and we show that it is theoretically to perform matrix factorization through it.
Resumo:
To detect the presence of male DNA in vaginal samples collected from survivors of sexual violence and stored on filter paper. A pilot study was conducted to evaluate 10 vaginal samples spotted on sterile filter paper: 6 collected at random in April 2009 and 4 in October 2010. Time between sexual assault and sample collection was 4-48hours. After drying at room temperature, the samples were placed in a sterile envelope and stored for 2-3years until processing. DNA extraction was confirmed by polymerase chain reaction for human -globin, and the presence of prostate-specific antigen (PSA) was quantified. The presence of the Y chromosome was detected using primers for sequences in the TSPY (Y7/Y8 and DYS14) and SRY genes. -Globin was detected in all 10 samples, while 2 samples were positive for PSA. Half of the samples amplified the Y7/Y8 and DYS14 sequences of the TSPY gene and 30% amplified the SRY gene sequence of the Y chromosome. Four male samples and 1 female sample served as controls. Filter-paper spots stored for periods of up to 3years proved adequate for preserving genetic material from vaginal samples collected following sexual violence.
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A miniaturised gas analyser is described and evaluated based on the use of a substrate-integrated hollow waveguide (iHWG) coupled to a microsized near-infrared spectrophotometer comprising a linear variable filter and an array of InGaAs detectors. This gas sensing system was applied to analyse surrogate samples of natural fuel gas containing methane, ethane, propane and butane, quantified by using multivariate regression models based on partial least square (PLS) algorithms and Savitzky-Golay 1(st) derivative data preprocessing. The external validation of the obtained models reveals root mean square errors of prediction of 0.37, 0.36, 0.67 and 0.37% (v/v), for methane, ethane, propane and butane, respectively. The developed sensing system provides particularly rapid response times upon composition changes of the gaseous sample (approximately 2 s) due the minute volume of the iHWG-based measurement cell. The sensing system developed in this study is fully portable with a hand-held sized analyser footprint, and thus ideally suited for field analysis. Last but not least, the obtained results corroborate the potential of NIR-iHWG analysers for monitoring the quality of natural gas and petrochemical gaseous products.
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To compare variations in bone mineral density (BMD) and body composition (BC) in depot-medroxyprogesterone acetate (DMPA) users and nonusers after providing counselling on healthy lifestyle habits. An exploratory study in which women aged 18 to 40 years participated: 29 new DMPA users and 25 new non-hormonal contraceptive users. All participants were advised on healthy lifestyle habits: sun exposure, walking and calcium intake. BMD and BC were assessed at baseline and 12 months later. Statistical analysis included the Mann-Whitney test or Student's t-test followed by multiple linear regression analysis. Compared to the controls, DMPA users had lower BMD at vertebrae L1 and L4 after 12 months of use. They also had a mean increase of 2 kg in total fat mass and an increase of 2.2% in body fat compared to the non-hormonal contraceptive users. BMD loss at L1 was less pronounced in DMPA users with a calcium intake 1 g/day compared to DMPA users with a lower calcium intake. DMPA use was apparently associated with lower BMD and an increase in fat mass at 12 months of use. Calcium intake 1 g/day attenuates BMD loss in DMPA users. Counselling on healthy lifestyle habits failed to achieve its aims.
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To investigate the degree of T2 relaxometry changes over time in groups of patients with familial mesial temporal lobe epilepsy (FMTLE) and asymptomatic relatives. We conducted both cross-sectional and longitudinal analyses of T2 relaxometry with Aftervoxel, an in-house software for medical image visualization. The cross-sectional study included 35 subjects (26 with FMTLE and 9 asymptomatic relatives) and 40 controls; the longitudinal study was composed of 30 subjects (21 with FMTLE and 9 asymptomatic relatives; the mean time interval of MRIs was 4.4 1.5 years) and 16 controls. To increase the size of our groups of patients and relatives, we combined data acquired in 2 scanners (2T and 3T) and obtained z-scores using their respective controls. General linear model on SPSS21 was used for statistical analysis. In the cross-sectional analysis, elevated T2 relaxometry was identified for subjects with seizures and intermediate values for asymptomatic relatives compared to controls. Subjects with MRI signs of hippocampal sclerosis presented elevated T2 relaxometry in the ipsilateral hippocampus, while patients and asymptomatic relatives with normal MRI presented elevated T2 values in the right hippocampus. The longitudinal analysis revealed a significant increase in T2 relaxometry for the ipsilateral hippocampus exclusively in patients with seizures. The longitudinal increase of T2 signal in patients with seizures suggests the existence of an interaction between ongoing seizures and the underlying pathology, causing progressive damage to the hippocampus. The identification of elevated T2 relaxometry in asymptomatic relatives and in patients with normal MRI suggests that genetic factors may be involved in the development of some mild hippocampal abnormalities in FMTLE.
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Assessment of central blood pressure (BP) has grown substantially over recent years because evidence has shown that central BP is more relevant to cardiovascular outcomes than peripheral BP. Thus, different classes of antihypertensive drugs have different effects on central BP despite similar reductions in brachial BP. The aim of this study was to investigate the effect of nebivolol, a -blocker with vasodilator properties, on the biochemical and hemodynamic parameters of hypertensive patients. Experimental single cohort study conducted in the outpatient clinic of a university hospital. Twenty-six patients were recruited. All of them underwent biochemical and hemodynamic evaluation (BP, heart rate (HR), central BP and augmentation index) before and after 3 months of using nebivolol. 88.5% of the patients were male; their mean age was 49.7 9.3 years and most of them were overweight (29.6 3.1 kg/m2) with large abdominal waist (102.1 7.2 cm). There were significant decreases in peripheral systolic BP (P = 0.0020), diastolic BP (P = 0.0049), HR (P < 0.0001) and central BP (129.9 12.3 versus 122.3 10.3 mmHg; P = 0.0083) after treatment, in comparison with the baseline values. There was no statistical difference in the augmentation index or in the biochemical parameters, from before to after the treatment. Nebivolol use seems to be associated with significant reduction of central BP in stage I hypertensive patients, in addition to reductions in brachial systolic and diastolic BP.
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To assess the effects of a soy dietary supplement on the main biomarkers of cardiovascular health in postmenopausal women compared with the effects of low-dose hormone therapy (HT) and placebo. Double-blind, randomized and controlled intention-to-treat trial. Sixty healthy postmenopausal women, aged 40-60 years, 4.1 years mean time since menopause were recruited and randomly assigned to 3 groups: a soy dietary supplement group (isoflavone 90mg), a low-dose HT group (estradiol 1 mg plus noretisterone 0.5 mg) and a placebo group. Lipid profile, glucose level, body mass index, blood pressure and abdominal/hip ratio were evaluated in all the participants at baseline and after 16 weeks. Statistical analyses were performed using the 2 test, Fisher's exact test, Kruskal-Wallis non-parametric test, analysis of variance (ANOVA), paired Student's t-test and Wilcoxon test. After a 16-week intervention period, total cholesterol decreased 11.3% and LDL-cholesterol decreased 18.6% in the HT group, but both did not change in the soy dietary supplement and placebo groups. Values for triglycerides, HDL-cholesterol, glucose level, body mass index, blood pressure and abdominal/hip ratio did not change over time in any of the three groups. The use of dietary soy supplement did not show any significant favorable effect on cardiovascular health biomarkers compared with HT. The trial is registered at the Brazilian Clinical Trials Registry (Registro Brasileiro de Ensaios Clnicos - ReBEC), number RBR-76mm75.
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The search for an Alzheimer's disease (AD) biomarker is one of the most relevant contemporary research topics due to the high prevalence and social costs of the disease. Functional connectivity (FC) of the default mode network (DMN) is a plausible candidate for such a biomarker. We evaluated 22 patients with mild AD and 26 age- and gender-matched healthy controls. All subjects underwent resting functional magnetic resonance imaging (fMRI) in a 3.0 T scanner. To identify the DMN, seed-based FC of the posterior cingulate was calculated. We also measured the sensitivity/specificity of the method, and verified a correlation with cognitive performance. We found a significant difference between patients with mild AD and controls in average z-scores: DMN, whole cortical positive (WCP) and absolute values. DMN individual values showed a sensitivity of 77.3% and specificity of 70%. DMN and WCP values were correlated to global cognition and episodic memory performance. We showed that individual measures of DMN connectivity could be considered a promising method to differentiate AD, even at an early phase, from normal aging. Further studies with larger numbers of participants, as well as validation of normal values, are needed for more definitive conclusions.