941 resultados para Series Summation Method


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No. 33 is the final no. of this series.

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No. 1 (Preliminary report on organization and method of investigation) published without series title or number.

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Subsequent to the influential paper of [Chan, K.C., Karolyi, G.A., Longstaff, F.A., Sanders, A.B., 1992. An empirical comparison of alternative models of the short-term interest rate. Journal of Finance 47, 1209-1227], the generalised method of moments (GMM) has been a popular technique for estimation and inference relating to continuous-time models of the short-term interest rate. GMM has been widely employed to estimate model parameters and to assess the goodness-of-fit of competing short-rate specifications. The current paper conducts a series of simulation experiments to document the bias and precision of GMM estimates of short-rate parameters, as well as the size and power of [Hansen, L.P., 1982. Large sample properties of generalised method of moments estimators. Econometrica 50, 1029-1054], J-test of over-identifying restrictions. While the J-test appears to have appropriate size and good power in sample sizes commonly encountered in the short-rate literature, GMM estimates of the speed of mean reversion are shown to be severely biased. Consequently, it is dangerous to draw strong conclusions about the strength of mean reversion using GMM. In contrast, the parameter capturing the levels effect, which is important in differentiating between competing short-rate specifications, is estimated with little bias. (c) 2006 Elsevier B.V. All rights reserved.

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The performance of the maximum ratio combining method for the combining of antenna-diversity signals in correlated Rician-fading channels is rigorously studied. The distribution function of the normalized signal-to-noise ratio (SNR) is expanded in terms of a power series and calculated numerically. This power series can easily take into account the signal correlations and antenna gains and can be applied to any number of receiving antennas. An application of the method to dual-antenna diversity systems produces useful distribution curves for the normalized SNR which can be used to find the diversity gain. It is revealed that signal correlation in Rician-fading channels helps to increase the diversity gain rather than to decrease it as in the Rayleigh fading channels. It is also shown that with a relative strong direct signal component, the diversity gain can be much higher than that without a direct signal component.

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Time-harmonic methods are required in the accurate design of RF coils as operating frequency increases. This paper presents such a method to find a current density solution on the coil that will induce some desired magnetic field upon an asymmetrically located target region within. This inverse method appropriately considers the geometry of the coil via a Fourier series expansion, and incorporates some new regularization penalty functions in the solution process. A new technique is introduced by which the complex, time-dependent current density solution is approximated by a static coil winding pattern. Several winding pattern solutions are given, with more complex winding patterns corresponding to more desirable induced magnetic fields.

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Chromogenic (CISH) and fluorescent ( FISH) in situ hybridization have emerged as reliable techniques to identify amplifications and chromosomal translocations. CISH provides a spatial distribution of gene copy number changes in tumour tissue and allows a direct correlation between copy number changes and the morphological features of neoplastic cells. However, the limited number of commercially available gene probes has hindered the use of this technique. We have devised a protocol to generate probes for CISH that can be applied to formalin-fixed, paraffin-embedded tissue sections (FFPETS). Bacterial artificial chromosomes ( BACs) containing fragments of human DNA which map to specific genomic regions of interest are amplified with phi 29 polymerase and random primer labelled with biotin. The genomic location of these can be readily confirmed by BAC end pair sequencing and FISH mapping on normal lymphocyte metaphase spreads. To demonstrate the reliability of the probes generated with this protocol, four strategies were employed: (i) probes mapping to cyclin D1 (CCND1) were generated and their performance was compared with that of a commercially available probe for the same gene in a series of 10 FFPETS of breast cancer samples of which five harboured CCND1 amplification; (ii) probes targeting cyclin-dependent kinase 4 were used to validate an amplification identified by microarray-based comparative genomic hybridization (aCGH) in a pleomorphic adenoma; (iii) probes targeting fibroblast growth factor receptor 1 and CCND1 were used to validate amplifications mapping to these regions, as defined by aCGH, in an invasive lobular breast carcinoma with FISH and CISH; and (iv) gene-specific probes for ETV6 and NTRK3 were used to demonstrate the presence of t(12; 15)(p12; q25) translocation in a case of breast secretory carcinoma with dual colour FISH. In summary, this protocol enables the generation of probes mapping to any gene of interest that can be applied to FFPETS, allowing correlation of morphological features with gene copy number.

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Radio-frequency ( RF) coils are designed such that they induce homogeneous magnetic fields within some region of interest within a magnetic resonance imaging ( MRI) scanner. Loading the scanner with a patient disrupts the homogeneity of these fields and can lead to a considerable degradation of the quality of the acquired image. In this paper, an inverse method is presented for designing RF coils, in which the presence of a load ( patient) within the MRI scanner is accounted for in the model. To approximate the finite length of the coil, a Fourier series expansion is considered for the coil current density and for the induced fields. Regularization is used to solve this ill-conditioned inverse problem for the unknown Fourier coefficients. That is, the error between the induced and homogeneous target fields is minimized along with an additional constraint, chosen in this paper to represent the curvature of the coil windings. Smooth winding patterns are obtained for both unloaded and loaded coils. RF fields with a high level of homogeneity are obtained in the unloaded case and a limit to the level of homogeneity attainable is observed in the loaded case.

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This paper consides the problem of extracting the relationships between two time series in a non-linear non-stationary environment with Hidden Markov Models (HMMs). We describe an algorithm which is capable of identifying associations between variables. The method is applied both to synthetic data and real data. We show that HMMs are capable of modelling the oil drilling process and that they outperform existing methods.

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Most traditional methods for extracting the relationships between two time series are based on cross-correlation. In a non-linear non-stationary environment, these techniques are not sufficient. We show in this paper how to use hidden Markov models (HMMs) to identify the lag (or delay) between different variables for such data. We first present a method using maximum likelihood estimation and propose a simple algorithm which is capable of identifying associations between variables. We also adopt an information-theoretic approach and develop a novel procedure for training HMMs to maximise the mutual information between delayed time series. Both methods are successfully applied to real data. We model the oil drilling process with HMMs and estimate a crucial parameter, namely the lag for return.

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PURPOSE. Strabismic amblyopia is typically associated with several visual deficits, including loss of contrast sensitivity in the amblyopic eye and abnormal binocular vision. Binocular summation ratios (BSRs) are usually assessed by comparing contrast sensitivity for binocular stimuli (sens BIN) with that measured in the good eye alone (sensGOOD), giving BSR = sensBIN/sensGOOD. This calculation provides an operational index of clinical binocular function, but does not assess whether neuronal mechanisms for binocular summation of contrast remain intact. This study was conducted to investigate this question. METHODS. Horizontal sine-wave gratings were used as stimuli (3 or 9 cyc/deg; 200 ms), and the conventional method of assessment (above) was compared with one in which the contrast in the amblyopic eye was adjusted (normalized) to equate monocular sensitivities. RESULTS. In nine strabismic amblyopes (mean age, 32 years), the results confirmed that the BSR was close to unity when the conventional method was used (little or no binocular advantage), but increased to approximately √2 or higher when the normalization method was used. The results were similar to those for normal control subjects (n = 3; mean age, 38 years) and were consistent with the physiological summation of contrast between the eyes. When the normal observers performed the experiments with a neutral-density (ND) filter in front of one eye, their performance was similar to that of the amblyopes in both methods of assessment. CONCLUSIONS. The results indicate that strabismic amblyopes have mechanisms for binocular summation of contrast and that the amblyopic deficits of binocularity can be simulated with an ND filter. The implications of these results for best clinical practice are discussed. Copyright © Association for Research in Vision and Ophthalmology.

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Contrast sensitivity is better with two eyes than one. The standard view is that thresholds are about 1.4 (v2) times better with two eyes, and that this arises from monocular responses that, near threshold, are proportional to the square of contrast, followed by binocular summation of the two monocular signals. However, estimates of the threshold ratio in the literature vary from about 1.2 to 1.9, and many early studies had methodological weaknesses. We collected extensive new data, and applied a general model of binocular summation to interpret the threshold ratio. We used horizontal gratings (0.25 - 4 cycles deg-1) flickering sinusoidally (1 - 16 Hz), presented to one or both eyes through frame-alternating ferroelectric goggles with negligible cross-talk, and used a 2AFC staircase method to estimate contrast thresholds and psychometric slopes. Four naive observers completed 20 000 trials each, and their mean threshold ratios were 1.63, 1.69, 1.71, 1.81 - grand mean 1.71 - well above the classical v2. Mean ratios tended to be slightly lower (~1.60) at low spatial or high temporal frequencies. We modelled contrast detection very simply by assuming a single binocular mechanism whose response is proportional to (Lm + Rm) p, followed by fixed additive noise, where L,R are contrasts in the left and right eyes, and m, p are constants. Contrast-gain-control effects were assumed to be negligible near threshold. On this model the threshold ratio is 2(?1/m), implying that m=1.3 on average, while the Weibull psychometric slope (median 3.28) equals 1.247mp, yielding p=2.0. Together, the model and data suggest that, at low contrasts across a wide spatiotemporal frequency range, monocular pathways are nearly linear in their contrast response (m close to 1), while a strongly accelerating nonlinearity (p=2, a 'soft threshold') occurs after binocular summation. [Supported by EPSRC project grant GR/S74515/01]

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The initial image-processing stages of visual cortex are well suited to a local (patchwise) analysis of the viewed scene. But the world's structures extend over space as textures and surfaces, suggesting the need for spatial integration. Most models of contrast vision fall shy of this process because (i) the weak area summation at detection threshold is attributed to probability summation (PS) and (ii) there is little or no advantage of area well above threshold. Both of these views are challenged here. First, it is shown that results at threshold are consistent with linear summation of contrast following retinal inhomogeneity, spatial filtering, nonlinear contrast transduction and multiple sources of additive Gaussian noise. We suggest that the suprathreshold loss of the area advantage in previous studies is due to a concomitant increase in suppression from the pedestal. To overcome this confound, a novel stimulus class is designed where: (i) the observer operates on a constant retinal area, (ii) the target area is controlled within this summation field, and (iii) the pedestal is fixed in size. Using this arrangement, substantial summation is found along the entire masking function, including the region of facilitation. Our analysis shows that PS and uncertainty cannot account for the results, and that suprathreshold summation of contrast extends over at least seven target cycles of grating. © 2007 The Royal Society.

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A method of determining the spatial pattern of any histological feature in sections of brain tissue which can be measured quantitatively is described and compared with a previously described method. A measurement of a histological feature such as density, area, amount or load is obtained for a series of contiguous sample fields. The regression coefficient (β) is calculated from the measurements taken in pairs, first in pairs of adjacent samples and then in pairs of samples taken at increasing degrees of separation between them, i.e. separated by 2, 3, 4,..., n units. A plot of β versus the degree of separation between the pairs of sample fields reveals whether the histological feature is distributed randomly, uniformly or in clusters. If the feature is clustered, the analysis determines whether the clusters are randomly or regularly distributed, the mean size of the clusters and the spacing of the clusters. The method is simple to apply and interpret and is illustrated using simulated data and studies of the spatial patterns of blood vessels in the cerebral cortex of normal brain, the degree of vacuolation of the cortex in patients with Creutzfeldt-Jacob disease (CJD) and the characteristic lesions present in Alzheimer's disease (AD). Copyright (C) 2000 Elsevier Science B.V.

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This thesis addresses the problem of information hiding in low dimensional digital data focussing on issues of privacy and security in Electronic Patient Health Records (EPHRs). The thesis proposes a new security protocol based on data hiding techniques for EPHRs. This thesis contends that embedding of sensitive patient information inside the EPHR is the most appropriate solution currently available to resolve the issues of security in EPHRs. Watermarking techniques are applied to one-dimensional time series data such as the electroencephalogram (EEG) to show that they add a level of confidence (in terms of privacy and security) in an individual’s diverse bio-profile (the digital fingerprint of an individual’s medical history), ensure belief that the data being analysed does indeed belong to the correct person, and also that it is not being accessed by unauthorised personnel. Embedding information inside single channel biomedical time series data is more difficult than the standard application for images due to the reduced redundancy. A data hiding approach which has an in built capability to protect against illegal data snooping is developed. The capability of this secure method is enhanced by embedding not just a single message but multiple messages into an example one-dimensional EEG signal. Embedding multiple messages of similar characteristics, for example identities of clinicians accessing the medical record helps in creating a log of access while embedding multiple messages of dissimilar characteristics into an EPHR enhances confidence in the use of the EPHR. The novel method of embedding multiple messages of both similar and dissimilar characteristics into a single channel EEG demonstrated in this thesis shows how this embedding of data boosts the implementation and use of the EPHR securely.