792 resultados para Time-varying Risk


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OBJECTIVE There is increasing evidence that epileptic activity involves widespread brain networks rather than single sources and that these networks contribute to interictal brain dysfunction. We investigated the fast-varying behavior of epileptic networks during interictal spikes in right and left temporal lobe epilepsy (RTLE and LTLE) at a whole-brain scale using directed connectivity. METHODS In 16 patients, 8 with LTLE and 8 with RTLE, we estimated the electrical source activity in 82 cortical regions of interest (ROIs) using high-density electroencephalography (EEG), individual head models, and a distributed linear inverse solution. A multivariate, time-varying, and frequency-resolved Granger-causal modeling (weighted Partial Directed Coherence) was applied to the source signal of all ROIs. A nonparametric statistical test assessed differences between spike and baseline epochs. Connectivity results between RTLE and LTLE were compared between RTLE and LTLE and with neuropsychological impairments. RESULTS Ipsilateral anterior temporal structures were identified as key drivers for both groups, concordant with the epileptogenic zone estimated invasively. We observed an increase in outflow from the key driver already before the spike. There were also important temporal and extratemporal ipsilateral drivers in both conditions, and contralateral only in RTLE. A different network pattern between LTLE and RTLE was found: in RTLE there was a much more prominent ipsilateral to contralateral pattern than in LTLE. Half of the RTLE patients but none of the LTLE patients had neuropsychological deficits consistent with contralateral temporal lobe dysfunction, suggesting a relationship between connectivity changes and cognitive deficits. SIGNIFICANCE The different patterns of time-varying connectivity in LTLE and RTLE suggest that they are not symmetrical entities, in line with our neuropsychological results. The highest outflow region was concordant with invasive validation of the epileptogenic zone. This enhanced characterization of dynamic connectivity patterns could better explain cognitive deficits and help the management of epilepsy surgery candidates.

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We examined the life-span development of self-esteem and tested whether self-esteem influences the development of important life outcomes, including relationship satisfaction, job satisfaction, occupational status, salary, positive and negative affect, depression, and physical health. Data came from the Longitudinal Study of Generations. Analyses were based on 5 assessments across a 12-year period of a sample of 1,824 individuals ages 16 to 97 years. First, growth curve analyses indicated that self-esteem increases from adolescence to middle adulthood, reaches a peak at about age 50 years, and then decreases in old age. Second, cross-lagged regression analyses indicated that self-esteem is best modeled as a cause rather than a consequence of life outcomes. Third, growth curve analyses, with self-esteem as a time-varying covariate, suggested that self-esteem has medium-sized effects on life-span trajectories of affect and depression, small to medium-sized effects on trajectories of relationship and job satisfaction, a very small effect on the trajectory of health, and no effect on the trajectory of occupational status. These findings replicated across 4 generations of participants— children, parents, grandparents, and their great-grandparents. Together, the results suggest that self-esteem has a significant prospective impact on real-world life experiences and that high and low self-esteem are not mere epiphenomena of success and failure in important life domains.

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Initializing the ocean for decadal predictability studies is a challenge, as it requires reconstructing the little observed subsurface trajectory of ocean variability. In this study we explore to what extent surface nudging using well-observed sea surface temperature (SST) can reconstruct the deeper ocean variations for the 1949–2005 period. An ensemble made with a nudged version of the IPSLCM5A model and compared to ocean reanalyses and reconstructed datasets. The SST is restored to observations using a physically-based relaxation coefficient, in contrast to earlier studies, which use a much larger value. The assessment is restricted to the regions where the ocean reanalyses agree, i.e. in the upper 500 m of the ocean, although this can be latitude and basin dependent. Significant reconstruction of the subsurface is achieved in specific regions, namely region of subduction in the subtropical Atlantic, below the thermocline in the equatorial Pacific and, in some cases, in the North Atlantic deep convection regions. Beyond the mean correlations, ocean integrals are used to explore the time evolution of the correlation over 20-year windows. Classical fixed depth heat content diagnostics do not exhibit any significant reconstruction between the different existing bservation-based references and can therefore not be used to assess global average time-varying correlations in the nudged simulations. Using the physically based average temperature above an isotherm (14°C) alleviates this issue in the tropics and subtropics and shows significant reconstruction of these quantities in the nudged simulations for several decades. This skill is attributed to the wind stress reconstruction in the tropics, as already demonstrated in a perfect model study using the same model. Thus, we also show here the robustness of this result in an historical and observational context.

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We introduce a multistable subordinator, which generalizes the stable subordinator to the case of time-varying stability index. This enables us to define a multifractional Poisson process. We study properties of these processes and establish the convergence of a continuous-time random walk to the multifractional Poisson process.

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OBJECTIVES In HIV-negative populations light to moderate alcohol consumption is associated with a lower cardiovascular morbidity and mortality than alcohol abstention. Whether the same holds true for HIV-infected individuals has not been evaluated in detail. DESIGN Cohort study METHODS:: Adults on antiretroviral therapy in the Swiss HIV Cohort Study with follow-up after August 2005 were included. We categorized alcohol consumption into: abstention, low (1-9 g/d), moderate (10-29 g/d in females and 10-39g/d in men) and high alcohol intake. Cox proportional hazards models were used to describe the association between alcohol consumption and cardiovascular disease free survival (combined endpoint) as well as cardiovascular disease events (CADE) and overall survival. Baseline and time-updated risk factors for CADE were included in the models. RESULTS Among 9,741 individuals included, there were 788 events of major CADE or death during 46,719 years of follow-up, corresponding to an incidence of 1.69 events/100 person-years. Follow-up according to alcohol consumption level was 51% abstention, 20% low, 23% moderate and 6% high intake. As compared to abstention, low (hazard ratio 0.79, 95% confidence interval 0.63-0.98) and moderate alcohol intake (0.78, 0.64-0.95) were associated with a lower incidence of the combined endpoint. There was no significant association between alcohol consumption and CADE. CONCLUSIONS Compared to abstention, low and moderate alcohol intake were associated with a better CADE-free survival. However, this result was mainly driven by mortality and the specific impact of drinking patterns and type of alcoholic beverage on this outcome remains to be determined.

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This paper reviews the methods, benefits and challenges associated with the adoption and translation of computational fluid dynamics (CFD) modelling within cardiovascular medicine. CFD, a specialist area of mathematics and a branch of fluid mechanics, is used routinely in a diverse range of safety-critical engineering systems, which increasingly is being applied to the cardiovascular system. By facilitating rapid, economical, low-risk prototyping, CFD modelling has already revolutionised research and development of devices such as stents, valve prostheses, and ventricular assist devices. Combined with cardiovascular imaging, CFD simulation enables detailed characterisation of complex physiological pressure and flow fields and the computation of metrics which cannot be directly measured, for example, wall shear stress. CFD models are now being translated into clinical tools for physicians to use across the spectrum of coronary, valvular, congenital, myocardial and peripheral vascular diseases. CFD modelling is apposite for minimally-invasive patient assessment. Patient-specific (incorporating data unique to the individual) and multi-scale (combining models of different length- and time-scales) modelling enables individualised risk prediction and virtual treatment planning. This represents a significant departure from traditional dependence upon registry-based, population-averaged data. Model integration is progressively moving towards 'digital patient' or 'virtual physiological human' representations. When combined with population-scale numerical models, these models have the potential to reduce the cost, time and risk associated with clinical trials. The adoption of CFD modelling signals a new era in cardiovascular medicine. While potentially highly beneficial, a number of academic and commercial groups are addressing the associated methodological, regulatory, education- and service-related challenges.

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This study examines the effect of the Great Moderation on the relationship between U.S. output growth and its volatility over the period 1947 to 2006. First, we consider the possible effects of structural change in the volatility process. In so doing, we employ GARCH-M and ARCH-M specifications of the process describing output growth rate and its volatility with and without a one-time structural break in volatility. Second, our data analyses and empirical results suggest no significant relationship between the output growth rate and its volatility, favoring the traditional wisdom of dichotomy in macroeconomics. Moreover, the evidence shows that the time-varying variance falls sharply or even disappears once we incorporate a one-time structural break in the unconditional variance of output starting 1982 or 1984. That is, the integrated GARCH effect proves spurious. Finally, a joint test of a trend change and a one-time shift in the volatility process finds that the one-time shift dominates.

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The Canadian unemployment insurance program is designed to reflect the varying risk of joblessness across regions. Regions that are considered low-risk areas subsidize higher risk ones. A region's risk is typically proxied by its relative unemployment rate. We use a dynamic, heterogeneous-agent model calibrated to Canada to analyze voters preferences between a uniformly generous unemployment insurance and the current system with asymmetric generosity. We find that Canada's unusual unemployment insurance system is surprisingly close to what voters would choose in spite of the possibilities of moral hazard and self-insurance through asset build-up.

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Previous studies (e.g., Hamori, 2000; Ho and Tsui, 2003; Fountas et al., 2004) find high volatility persistence of economic growth rates using generalized autoregressive conditional heteroskedasticity (GARCH) specifications. This paper reexamines the Japanese case, using the same approach and showing that this finding of high volatility persistence reflects the Great Moderation, which features a sharp decline in the variance as well as two falls in the mean of the growth rates identified by Bai and Perronâs (1998, 2003) multiple structural change test. Our empirical results provide new evidence. First, excess kurtosis drops substantially or disappears in the GARCH or exponential GARCH model that corrects for an additive outlier. Second, using the outlier-corrected data, the integrated GARCH effect or high volatility persistence remains in the specification once we introduce intercept-shift dummies into the mean equation. Third, the time-varying variance falls sharply, only when we incorporate the break in the variance equation. Fourth, the ARCH in mean model finds no effects of our more correct measure of output volatility on output growth or of output growth on its volatility.

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The current international integration of financial markets provides a channel for currency depreciation to affect stock prices. Moreover, the recent financial crisis in Asia with its accompanying exchange rate volatility affords a case study to examine that channel. This paper applies a bivariate GARCH-M model of the reduced form of stock market returns to investigate empirically the effects of daily currency depreciation on stock market returns for five newly emerging East Asian stock markets during the Asian financial crisis. The evidence shows that the conditional variances of stock market returns and depreciation rates exhibit time-varying characteristics for all countries. Domestic currency depreciation and its uncertainty adversely affects stock market returns across countries. The significant effects of foreign exchange market events on stock market returns suggest that international fund managers who invest in the newly emerging East Asian stock markets must evaluate the value and stability of the domestic currency as a part of their stock market investment decisions.

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This paper revisits the issue of conditional volatility in real GDP growth rates for Canada, Japan, the United Kingdom, and the United States. Previous studies find high persistence in the volatility. This paper shows that this finding largely reflects a nonstationary variance. Output growth in the four countries became noticeably less volatile over the past few decades. In this paper, we employ the modified ICSS algorithm to detect structural change in the unconditional variance of output growth. One structural break exists in each of the four countries. We then use generalized autoregressive conditional heteroskedasticity (GARCH) specifications modeling output growth and its volatility with and without the break in volatility. The evidence shows that the time-varying variance falls sharply in Canada, Japan, and the U.K. and disappears in the U.S., excess kurtosis vanishes in Canada, Japan, and the U.S. and drops substantially in the U.K., once we incorporate the break in the variance equation of output for the four countries. That is, the integrated GARCH (IGARCH) effect proves spurious and the GARCH model demonstrates misspecification, if researchers neglect a nonstationary unconditional variance.

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This paper proposes asymptotically optimal tests for unstable parameter process under the feasible circumstance that the researcher has little information about the unstable parameter process and the error distribution, and suggests conditions under which the knowledge of those processes does not provide asymptotic power gains. I first derive a test under known error distribution, which is asymptotically equivalent to LR tests for correctly identified unstable parameter processes under suitable conditions. The conditions are weak enough to cover a wide range of unstable processes such as various types of structural breaks and time varying parameter processes. The test is then extended to semiparametric models in which the underlying distribution in unknown but treated as unknown infinite dimensional nuisance parameter. The semiparametric test is adaptive in the sense that its asymptotic power function is equivalent to the power envelope under known error distribution.

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Palynological, geochemical, and physical records were used to document Holocene paleoceanographic changes in marine sediment core from Dease Strait in the western part of the main axis of the Northwest Passage (core 2005-804-006 PC latitude 68°59.552'N, longitude 106°34.413'W). Quantitative estimates of past sea surface conditions were inferred from the modern analog technique applied to dinoflagellate cyst assemblages. The chronology of core 2005-804-006 PC is based on a combined use of the paleomagnetic secular variation records and the CALS7K.2 time-varying spherical harmonic model of the geomagnetic field. The age-depth model indicates that the core spans the last ~7700 cal years B.P., with a sedimentation rate of 61 cm/ka. The reconstructed sea surface parameters were compared with those from Barrow Strait and Lancaster Sound (cores 2005-804-004 PC and 2004-804-009 PC, respectively), which allowed us to draw a millennial-scale Holocene sea ice history along the main axis of the Northwest Passage (MANWP). Overall, our data are in good agreement with previous studies based on bowhead whale remains. However, dinoflagellate sea surface based reconstructions suggest several new features. The presence of dinoflagellate cysts in the three cores for most of the Holocene indicates that the MANWP was partially ice-free over the last 10,000 years. This suggests that the recent warming observed in the MANWP could be part of the natural climate variability at the millennial time scale, whereas anthropogenic forcing could have accelerated the warming over the past decades. We associate Holocene climate variability in the MANWP with a large-scale atmospheric pattern, such as the Arctic Oscillation, which may have operated since the early Holocene. In addition to a large-scale pattern, more local conditions such as coastal current, tidal effects, or ice cap proximity may have played a role on the regional sea ice cover. These findings highlight the need to further develop regional investigations in the Arctic to provide realistic boundary conditions for climatic simulations.

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Pack ice in the Bellingshausen Sea contained moderate to high stocks of microalgal biomass (3-10 mg Chl a/m**2) spanning the range of general sea-ice microalgal microhabitats (e.g., bottom, interior and surface) during the International Polar Year (IPY) Sea Ice Mass Balance in the Antarctic (SIMBA) studies. Measurements of irradiance above and beneath the ice as well as optical properties of the microalgae therein demonstrated that absorption of photosynthetically active radiation (PAR) by particulates (microalgae and detritus) had a substantial influence on attenuation of PAR and irradiance transmission in areas with moderate snow covers (0.2-0.3 m) and more moderate effects in areas with low snow cover. Particulates contributed an estimated 25 to 90% of the attenuation coefficients for the first-year sea ice at wavelengths less than 500 nm. Strong ultraviolet radiation (UVR) absorption by particulates was prevalent in the ice habitats where solar radiation was highest - with absorption coefficients by ice algae often being as large as that of the sea ice. Strong UVR-absorption features were associated with an abundance of dinoflagellates and a general lack of diatoms - perhaps suggesting UVR may be influencing the structure of some parts of the sea-ice microbial communities in the pack ice during spring. We also evaluated the time-varying changes in the spectra of under-ice irradiances in the austral spring and showed dynamics associated with changes that could be attributed to coupled changes in the ice thickness (mass balance) and microalgal biomass. All results are indicative of radiation-induced changes in the absorption properties of the pack ice and highlight the non-linear, time-varying, biophysical interactions operating within the Antarctic pack ice ecosystem.

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Preliminary studies of hydrothermally altered massive basalts formed at the fast-spreading Mendoza Rise and recovered from DSDP Holes 597B and 597C indicate the presence of three secondary mineral assemblages which formed in the following order: (1) trioctahedral chlorite and talc, (2) goethite and smectite, and (3) calcite and celadonite. The sequential precipitation of these mineral assemblages denotes high water:rock ratios and time-varying conditions of temperature (early >200°C to late <30°C) and state of oxidation (early nonoxidative to late oxidative). A decrease in the relative proportion of oxidative mineral assemblages with depth to 70 m in Site 597 basement indicates a zone of oxidative alteration that became shallower with time as the deeper, more constricted fracture systems were filled by secondary mineralization. In this report we present the first results of the K-Ar dating of celadonite formation age; celadonite formation reflects end-stage hydrothermal alteration in Site 597 basement. Three celadonite dates obtained from Site 597 samples include 13.1 ± 0.3 m.y. from 17 m basement depth (Hole 597B), 19.9 ± 0.4 m.y. from 18 m basement depth (Hole 597C), and 19.3 ± 1.6 m.y. from 60 m basement depth (Hole 597C). The age of host rock crystallization (28.6 m.y.) and the K-Ar dates of celadonite formation establish that hydrothermal alteration in the upper 70 m of Site 597 basement continued for at least 10 m.y. and possibly as long as 16 m.y. after basalt crystallization at the ridge crest. Assuming a half-spreading rate of 55 km/m.y., we calculate that hydrothermal circulation was active in shallow basement at a distance of at least 550 km off ridge crest and possibly as far as 1000 km off ridge crest.