A compound class of Weibull and power series distributions

In this paper we introduce the Weibull power series (WPS) class of distributions which is obtained by compounding Weibull and power series distributions where the compounding procedure follows same way that was previously carried out by Adamidis and Loukas (1998) This new class of distributions has as a particular case the two-parameter exponential power series (EPS) class of distributions (Chahkandi and Gawk 2009) which contains several lifetime models such as exponential geometric (Adamidis and Loukas 1998) exponential Poisson (Kus 2007) and exponential logarithmic (Tahmasbi and Rezaei 2008) distributions The hazard function of our class can be increasing decreasing and upside down bathtub shaped among others while the hazard function of an EPS distribution is only decreasing We obtain several properties of the WPS distributions such as moments order statistics estimation by maximum likelihood and inference for a large sample Furthermore the EM algorithm is also used to determine the maximum likelihood estimates of the parameters and we discuss maximum entropy characterizations under suitable constraints Special distributions are studied in some detail Applications to two real data sets are given to show the flexibility and potentiality of the new class of distributions (C) 2010 Elsevier B V All rights reserved

Surface active ionic liquids: Study of the micellar properties of 1-(1-alkyl)-3-methylimidazolium chlorides and comparison with structurally related surfactants

The impetus for the increasing interest in studying surface active ionic liquids (SAILs; ionic liquids with long-chain ""tails"") is the enormous potential for their applications, e.g., in nanotechnology and biomedicine. The progress in these fields rests on understanding the relationship between surfactant structure and solution properties, hence applications. This need has prompted us to extend our previous study on 1-(1-hexadecyl)-3-methylimidazolium chloride to 1-(1-alkyl)-3-methylimidazolium chlorides, with alkyl chains containing 10, 12, and 14 carbons. In addition to investigating relevant micellar properties, we have compared the solution properties of the imidazolium-based surfactants with: 1-(1-alkyl)pyridinium chlorides, and benzyl (2-acylaminoethyl)dimethylammonium chlorides. The former series carries a heterocyclic ring head-group, but does not possess a hydrogen that is as acidic as H2 of the imidazolium ring. The latter series carries an aromatic ring, a quaternary nitrogen and (a hydrogen-bond forming) amide group. The properties of the imidazolium and pyridinium surfactants were determined in the temperature range from 15 to 75 degrees C. The techniques employed were conductivity, isothermal titration calorimetry, and static light scattering. The results showed the important effects of the interactions in the interfacial region on the micellar properties over the temperature range studied. (C) 2011 Elsevier Inc. All rights reserved.

Micellar properties of surface active ionic liquids: A comparison of 1-hexadecyl-3-methylimidazolium chloride with structurally related cationic surfactants

Ionic liquids, ILs, carrying long-chain alkyl groups are surface active, SAIIs. We investigated the micellar properties of the SAIL 1-hexadecyl-3-methylimidazolium chloride, C(16)MeImCl, and compared the data with 1-hexadecylpyridinium chloride, C(16)PYCl, and benzyl (3-hexadecanoylaminoethyl)dimethylammonium chloride, C(15)AEtBzMe(2)Cl. The properties compared include critical micelle concentration, cmc; thermodynamic parameters of micellization; empirical polarity and water concentrations in the interfacial regions. In the temperature range from 15 to 75 degrees C, the order of cmc in H(2)O and in D(2)O is C(16)PYCl > C(16)MeImCl > C(15)AEtBzMe(2)Cl. The enthalpies of micellization, Delta H(mic)(degrees), were calculated indirectly from by use of the van`t Hoff treatment; directly by isothermal titration calorimetry, ITC. Calculation of the degree of counter-ion dissociation, alpha(mic), from conductivity measurements, by use of Evans equation requires knowledge of the aggregation numbers, N(agg), at different temperatures. We have introduced a reliable method for carrying out this calculation, based on the volume and length of the monomer, and the dependence of N(agg) on temperature. The N(agg) calculated for C(16)PyCl and C(16)MeImCl were corroborated by light scattering measurements. Conductivity- and ITC-based Delta H(mic)(degrees) do not agree; reasons for this discrepancy are discussed. Micelle formation is entropy driven: at all studied temperatures for C(16)MeImCl; only up to 65 degrees C for C(16)PyCl; and up to 55 degrees C for C(15)AEtBzMe(2)Cl. All these data can be rationalized by considering hydrogen-bonding between the head-ions of the monomers in the micellar aggregate. The empirical polarities and concentrations of interfacial water were found to be independent of the nature of the head-group. (C) 2010 Elsevier Inc. All rights reserved.

Entropy Drives an Attached Water Molecule from the C- to N-Terminus on Protonated Proline

Results from infrared photodissociation (IRPD) spectroscopy and kinetics of singly hydrated, protonated proline indicate that the water molecule hydrogen bonds preferentially to the formally neutral carboxylic acid at low temperatures and at higher temperatures to the protonated N-terminus, which bears the formal charge. Hydration isomer populations obtained from IRPD kinetic data as a function of temperature are used to generate a van`t Hoff plot that reveals that C-terminal binding is enthalpically favored by 4.2-6.4 kJ/mol, whereas N-terminal binding is entropically favored by 31-43 J/(mol K), consistent with a higher calculated barrier for water molecule rotation at the C-terminus.

On the interaction of bovine serum albumin with ionic surfactants: Temperature induced EPR changes of a maleimide nitroxide reflect local protein dynamics and probe solvent accessibility

The interaction of bovine serum albumin (BSA) with the ionic surfactants sodium dodecylsulfate (SDS, anionic), cetyltrimethylammonium chloride (CTAC, cationic) and N-hexadecyl-N,N-dimethyl-3-ammonio-1-propanesulfonate (HPS, zwitterionic) was studied by electron paramagnetic resonance (EPR) spectroscopy of spin label covalently bound to the single free thiol group of the protein. EPR spectra simulation allows to monitor the protein dynamics at the labeling site and to estimate the changes in standard Gibbs free energy, enthalpy and entropy for transferring the nitroxide side chain from the more motionally restricted to the less restricted component. Whereas SDS and CTAC showed similar increases in the dynamics of the protein backbone for all measured concentrations. HPS presented a smaller effect at concentrations above 1.5 mM. At 10 mM of surfactants and 0.15 mM BSA, the standard Gibbs free energy change was consistent with protein backbone conformations more expanded and exposed to the solvent as compared to the native protein, but with a less pronounced effect for HPS. In the presence of the surfactants, the enthalpy change, related to the energy required to dissociate the nitroxide side chain from the protein, was greater, suggesting a lower water activity. The nitroxide side chain also detected a higher viscosity environment in the vicinity of the paramagnetic probe induced by the addition of the surfactants. The results suggest that the surfactant-BSA interaction, at higher surfactant concentration, is affected by the affinities of the surfactant to its own micelles and micelle-like aggregates. Complementary DLS data suggests that the temperature induced changes monitored by the nitroxide probe reflects local changes in the vicinity of the single thiol group of Cys-34 BSA residue. (C) 2011 Elsevier B.V. All rights reserved.

Deactivation of Ferrylmyoglobin by Vanillin as Affected by Vanillin Binding to beta-Lactoglobulin

Vanillin was found to be efficient as a deactivator of ferrylmyoglobin with a second-order rate constant of k(2) = S7 +/- 1 L mol(-1) s(-1) for reduction to metmyoglobin with Delta H(double dagger) = 58.3 +/- 0.3 kJ mol(-1) and Delta S(double dagger) = -14 +/- 1 J mol(-1) K(-1) in aqueous pH 7.4 solution at 25 degrees C. Binding to beta-lactoglobulin (AG) was found to affect the reactivity of vanillin at 25 degrees C only slightly to k(2) = 48 +/- 2 L mol(-1) s(-1) (Delta H(double dagger) = 68.4 +/- 0.4 kJ mol(-1) and Delta S(double dagger) = 17 +/- 1 J mol(-1) K(-1)) for deactivation of ferrylmyoglobin. Binding of vanillin to beta LG was found to have a binding stoichiometry vanillin/beta LG > 10 with K(A) = 6 x 10(2) L mol(-1) and an apparent total Delta H degrees of approximately -38 kJ mol(-1) and Delta S degrees = -S5.4 +/- 4J mol(-1) K(-1) at 25 degrees C and Delta C(p), (obs) = -1.02 kJ mol(-1) K(-1) indicative of increasing ordering in the complex, as determined by isothermal titration microcalorimetry. From tryptophan fluorescence quenching for beta LG by vanillin, approximately one vanillin was found to bind to each beta LG far stronger with K(A) = 5 x 10(4) L, mol(-1) and a Delta H degrees = 10.2 kJ mol(-1) and Delta S degrees = 55J mol(-1) K(-1) at 25 degrees C. The kinetic entropy/enthalpy compensation effect seen for vanillin reactivity by binding to beta LG is concluded to relate to the weakly bound vanillin oriented through hydrogen bonds on the beta LG surface with the phenolic group pointing toward the solvent, in effect making both Delta H(double dagger) and Delta S(double dagger) more positive. The more strongly bound vanillin capable of tryptophan quenching in the fiLG calyx seems less or nonreactive.

Speech Assessment for the Classification of Hypokinetic Dysthria in Parkinson Disease

The aim of this thesis is to investigate computerized voice assessment methods to classify between the normal and Dysarthric speech signals. In this proposed system, computerized assessment methods equipped with signal processing and artificial intelligence techniques have been introduced. The sentences used for the measurement of inter-stress intervals (ISI) were read by each subject. These sentences were computed for comparisons between normal and impaired voice. Band pass filter has been used for the preprocessing of speech samples. Speech segmentation is performed using signal energy and spectral centroid to separate voiced and unvoiced areas in speech signal. Acoustic features are extracted from the LPC model and speech segments from each audio signal to find the anomalies. The speech features which have been assessed for classification are Energy Entropy, Zero crossing rate (ZCR), Spectral-Centroid, Mean Fundamental-Frequency (Meanf0), Jitter (RAP), Jitter (PPQ), and Shimmer (APQ). Naïve Bayes (NB) has been used for speech classification. For speech test-1 and test-2, 72% and 80% accuracies of classification between healthy and impaired speech samples have been achieved respectively using the NB. For speech test-3, 64% correct classification is achieved using the NB. The results direct the possibility of speech impairment classification in PD patients based on the clinical rating scale.

Computerized identification of motor complications in Parkinson's disease

Objective: To investigate whether spirography-based objective measures are able to effectively characterize the severity of unwanted symptom states (Off and dyskinesia) and discriminate them from motor state of healthy elderly subjects. Background: Sixty-five patients with advanced Parkinson’s disease (PD) and 10 healthy elderly (HE) subjects performed repeated assessments of spirography, using a touch screen telemetry device in their home environments. On inclusion, the patients were either treated with levodopa-carbidopa intestinal gel or were candidates for switching to this treatment. On each test occasion, the subjects were asked trace a pre-drawn Archimedes spiral shown on the screen, using an ergonomic pen stylus. The test was repeated three times and was performed using dominant hand. A clinician used a web interface which animated the spiral drawings, allowing him to observe different kinematic features, like accelerations and spatial changes, during the drawing process and to rate different motor impairments. Initially, the motor impairments of drawing speed, irregularity and hesitation were rated on a 0 (normal) to 4 (extremely severe) scales followed by marking the momentary motor state of the patient into 2 categories that is Off and Dyskinesia. A sample of spirals drawn by HE subjects was randomly selected and used in subsequent analysis. Methods: The raw spiral data, consisting of stylus position and timestamp, were processed using time series analysis techniques like discrete wavelet transform, approximate entropy and dynamic time warping in order to extract 13 quantitative measures for representing meaningful motor impairment information. A principal component analysis (PCA) was used to reduce the dimensions of the quantitative measures into 4 principal components (PC). In order to classify the motor states into 3 categories that is Off, HE and dyskinesia, a logistic regression model was used as a classifier to map the 4 PCs to the corresponding clinically assigned motor state categories. A stratified 10-fold cross-validation (also known as rotation estimation) was applied to assess the generalization ability of the logistic regression classifier to future independent data sets. To investigate mean differences of the 4 PCs across the three categories, a one-way ANOVA test followed by Tukey multiple comparisons was used. Results: The agreements between computed and clinician ratings were very good with a weighted area under the receiver operating characteristic curve (AUC) coefficient of 0.91. The mean PC scores were different across the three motor state categories, only at different levels. The first 2 PCs were good at discriminating between the motor states whereas the PC3 was good at discriminating between HE subjects and PD patients. The mean scores of PC4 showed a trend across the three states but without significant differences. The Spearman’s rank correlations between the first 2 PCs and clinically assessed motor impairments were as follows: drawing speed (PC1, 0.34; PC2, 0.83), irregularity (PC1, 0.17; PC2, 0.17), and hesitation (PC1, 0.27; PC2, 0.77). Conclusions: These findings suggest that spirography-based objective measures are valid measures of spatial- and time-dependent deficits and can be used to distinguish drug-related motor dysfunctions between Off and dyskinesia in PD. These measures can be potentially useful during clinical evaluation of individualized drug-related complications such as over- and under-medications thus maximizing the amount of time the patients spend in the On state.

Digital spiral analysis for objective assessment of fine motor timing variability in Parkinson's disease

OBJECTIVES: To develop a method for objective assessment of fine motor timing variability in Parkinson’s disease (PD) patients, using digital spiral data gathered by a touch screen device. BACKGROUND: A retrospective analysis was conducted on data from 105 subjects including65 patients with advanced PD (group A), 15 intermediate patients experiencing motor fluctuations (group I), 15 early stage patients (group S), and 10 healthy elderly subjects (HE) were examined. The subjects were asked to perform repeated upper limb motor tasks by tracing a pre-drawn Archimedes spiral as shown on the screen of the device. The spiral tracing test was performed using an ergonomic pen stylus, using dominant hand. The test was repeated three times per test occasion and the subjects were instructed to complete it within 10 seconds. Digital spiral data including stylus position (x-ycoordinates) and timestamps (milliseconds) were collected and used in subsequent analysis. The total number of observations with the test battery were as follows: Swedish group (n=10079), Italian I group (n=822), Italian S group (n = 811), and HE (n=299). METHODS: The raw spiral data were processed with three data processing methods. To quantify motor timing variability during spiral drawing tasks Approximate Entropy (APEN) method was applied on digitized spiral data. APEN is designed to capture the amount of irregularity or complexity in time series. APEN requires determination of two parameters, namely, the window size and similarity measure. In our work and after experimentation, window size was set to 4 and similarity measure to 0.2 (20% of the standard deviation of the time series). The final score obtained by APEN was normalized by total drawing completion time and used in subsequent analysis. The score generated by this method is hence on denoted APEN. In addition, two more methods were applied on digital spiral data and their scores were used in subsequent analysis. The first method was based on Digital Wavelet Transform and Principal Component Analysis and generated a score representing spiral drawing impairment. The score generated by this method is hence on denoted WAV. The second method was based on standard deviation of frequency filtered drawing velocity. The score generated by this method is hence on denoted SDDV. Linear mixed-effects (LME) models were used to evaluate mean differences of the spiral scores of the three methods across the four subject groups. Test-retest reliability of the three scores was assessed after taking mean of the three possible correlations (Spearman’s rank coefficients) between the three test trials. Internal consistency of the methods was assessed by calculating correlations between their scores. RESULTS: When comparing mean spiral scores between the four subject groups, the APEN scores were different between HE subjects and three patient groups (P=0.626 for S group with 9.9% mean value difference, P=0.089 for I group with 30.2%, and P=0.0019 for A group with 44.1%). However, there were no significant differences in mean scores of the other two methods, except for the WAV between the HE and A groups (P<0.001). WAV and SDDV were highly and significantly correlated to each other with a coefficient of 0.69. However, APEN was not correlated to neither WAV nor SDDV with coefficients of 0.11 and 0.12, respectively. Test-retest reliability coefficients of the three scores were as follows: APEN (0.9), WAV(0.83) and SD-DV (0.55). CONCLUSIONS: The results show that the digital spiral analysis-based objective APEN measure is able to significantly differentiate the healthy subjects from patients at advanced level. In contrast to the other two methods (WAV and SDDV) that are designed to quantify dyskinesias (over-medications), this method can be useful for characterizing Off symptoms in PD. The APEN was not correlated to none of the other two methods indicating that it measures a different construct of upper limb motor function in PD patients than WAV and SDDV. The APEN also had a better test-retest reliability indicating that it is more stable and consistent over time than WAV and SDDV.

We're Chained: an analysis of systemic risk in finance

This dissertation presents two papers on how to deal with simple systemic risk measures to assess portfolio risk characteristics. The first paper deals with the Granger-causation of systemic risk indicators based in correlation matrices in stock returns. Special focus is devoted to the Eigenvalue Entropy as some previous literature indicated strong re- sults, but not considering different macroeconomic scenarios; the Index Cohesion Force and the Absorption Ratio are also considered. Considering the S&P500, there is not ev- idence of Granger-causation from Eigenvalue Entropies and the Index Cohesion Force. The Absorption Ratio Granger-caused both the S&P500 and the VIX index, being the only simple measure that passed this test. The second paper develops this measure to capture the regimes underlying the American stock market. New indicators are built using filtering and random matrix theory. The returns of the S&P500 is modelled as a mixture of normal distributions. The activation of each normal distribution is governed by a Markov chain with the transition probabilities being a function of the indicators. The model shows that using a Herfindahl-Hirschman Index of the normalized eigenval- ues exhibits best fit to the returns from 1998-2013.

On the interaction of bovine serum albumin with ionic surfactants: Temperature induced EPR changes of a maleimide nitroxide reflect local protein dynamics and probe solvent accessibility

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Função de distribuição generalizada aplicada à velocidade de rotação estelar

In the present work we use a Tsallis maximum entropy distribution law to fit the observations of projected rotational velocity measurements of stars in the Pleiades open cluster. This new distribution funtion which generalizes the Ma.xwel1-Boltzmann one is derived from the non-extensivity of the Boltzmann-Gibbs entropy. We also present a oomparison between results from the generalized distribution and the Ma.xwellia.n law, and show that the generalized distribution fits more closely the observational data. In addition, we present a oomparison between the q values of the generalized distribution determined for the V sin i distribution of the main sequence stars (Pleiades) and ones found for the observed distribution of evolved stars (subgiants). We then observe a correlation between the q values and the star evolution stage for a certain range of stel1ar mass

Conexão entre as redes complexas e estatística de Kaniadakis e busca eficiente das propriedades críticas do processo epidêmico difusivo 1D

In this work we study a connection between a non-Gaussian statistics, the Kaniadakis statistics, and Complex Networks. We show that the degree distribution P(k)of a scale free-network, can be calculated using a maximization of information entropy in the context of non-gaussian statistics. As an example, a numerical analysis based on the preferential attachment growth model is discussed, as well as a numerical behavior of the Kaniadakis and Tsallis degree distribution is compared. We also analyze the diffusive epidemic process (DEP) on a regular lattice one-dimensional. The model is composed of A (healthy) and B (sick) species that independently diffusive on lattice with diffusion rates DA and DB for which the probabilistic dynamical rule A + B → 2B and B → A. This model belongs to the category of non-equilibrium systems with an absorbing state and a phase transition between active an inactive states. We investigate the critical behavior of the DEP using an auto-adaptive algorithm to find critical points: the method of automatic searching for critical points (MASCP). We compare our results with the literature and we find that the MASCP successfully finds the critical exponents 1/ѵ and 1/zѵ in all the cases DA =DB, DA DB. The simulations show that the DEP has the same critical exponents as are expected from field-theoretical arguments. Moreover, we find that, contrary to a renormalization group prediction, the system does not show a discontinuous phase transition in the regime o DA >DB.

Teoria cinética não extensiva: efeitos físicos em gases e plasmas

The standard kinetic theory for a nonrelativistic diluted gas is generalized in the spirit of the nonextensive statistic distribution introduced by Tsallis. The new formalism depends on an arbitrary q parameter measuring the degree of nonextensivity. In the limit q = 1, the extensive Maxwell-Boltzmann theory is recovered. Starting from a purely kinetic deduction of the velocity q-distribution function, the Boltzmann H-teorem is generalized for including the possibility of nonextensive out of equilibrium effects. Based on this investigation, it is proved that Tsallis' distribution is the necessary and sufficient condition defining a thermodynamic equilibrium state in the nonextensive context. This result follows naturally from the generalized transport equation and also from the extended H-theorem. Two physical applications of the nonextensive effects have been considered. Closed analytic expressions were obtained for the Doppler broadening of spectral lines from an excited gas, as well as, for the dispersion relations describing the eletrostatic oscillations in a diluted electronic plasma. In the later case, a comparison with the experimental results strongly suggests a Tsallis distribution with the q parameter smaller than unity. A complementary study is related to the thermodynamic behavior of a relativistic imperfect simple fluid. Using nonequilibrium thermodynamics, we show how the basic primary variables, namely: the energy momentum tensor, the particle and entropy fluxes depend on the several dissipative processes present in the fluid. The temperature variation law for this moving imperfect fluid is also obtained, and the Eckart and Landau-Lifshitz formulations are recovered as particular cases