Incomplete participant data affect reliability of values placed by actuaries on multiemployer pension plans : report to the Congress /

"September 6, 1984."

Reconstruction of an unsteady flow from incomplete boundary data:Part I. Theory

Purpose – To propose and investigate a stable numerical procedure for the reconstruction of the velocity of a viscous incompressible fluid flow in linear hydrodynamics from knowledge of the velocity and fluid stress force given on a part of the boundary of a bounded domain. Design/methodology/approach – Earlier works have involved the similar problem but for stationary case (time-independent fluid flow). Extending these ideas a procedure is proposed and investigated also for the time-dependent case. Findings – The paper finds a novel variation method for the Cauchy problem. It proves convergence and also proposes a new boundary element method. Research limitations/implications – The fluid flow domain is limited to annular domains; this restriction can be removed undertaking analyses in appropriate weighted spaces to incorporate singularities that can occur on general bounded domains. Future work involves numerical investigations and also to consider Oseen type flow. A challenging problem is to consider non-linear Navier-Stokes equation. Practical implications – Fluid flow problems where data are known only on a part of the boundary occur in a range of engineering situations such as colloidal suspension and swimming of microorganisms. For example, the solution domain can be the region between to spheres where only the outer sphere is accessible for measurements. Originality/value – A novel variational method for the Cauchy problem is proposed which preserves the unsteady Stokes operator, convergence is proved and using recent for the fundamental solution for unsteady Stokes system, a new boundary element method for this system is also proposed.

Determining the temperature from incomplete boundary data

An iterative procedure for determining temperature fields from Cauchy data given on a part of the boundary is presented. At each iteration step, a series of mixed well-posed boundary value problems are solved for the heat operator and its adjoint. A convergence proof of this method in a weighted L2-space is included, as well as a stopping criteria for the case of noisy data. Moreover, a solvability result in a weighted Sobolev space for a parabolic initial boundary value problem of second order with mixed boundary conditions is presented. Regularity of the solution is proved. (© 2007 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)

Spatial analysis of urban violence based on emergency room data

OBJECTIVE: To estimate the spatial intensity of urban violence events using wavelet-based methods and emergency room data. METHODS: Information on victims attended at the emergency room of a public hospital in the city of São Paulo, Southeastern Brazil, from January 1, 2002 to January 11, 2003 were obtained from hospital records. The spatial distribution of 3,540 events was recorded and a uniform random procedure was used to allocate records with incomplete addresses. Point processes and wavelet analysis technique were used to estimate the spatial intensity, defined as the expected number of events by unit area. RESULTS: Of all georeferenced points, 59% were accidents and 40% were assaults. There is a non-homogeneous spatial distribution of the events with high concentration in two districts and three large avenues in the southern area of the city of São Paulo. CONCLUSIONS: Hospital records combined with methodological tools to estimate intensity of events are useful to study urban violence. The wavelet analysis is useful in the computation of the expected number of events and their respective confidence bands for any sub-region and, consequently, in the specification of risk estimates that could be used in decision-making processes for public policies.

Predictive factors for local recurrence and incomplete resection of early gastric cancer treated by endoscopic resection: A Western experience

BACKGROUND: Early gastric cancer (EGC) is defined as adenocarcinoma limited to the mucosa or submucosa regardless of lymph node involvement. Local EGC recurrence rates have been described ill Lip to 6% of cases. OBJECTIVES: To evaluate predictive factors for incomplete resection and local recurrence of EGC treated by endoscopic mucosal resection (EMR) that was followed up for at least one year. METHODS: From June 1994 to December 2005, 46 patients with EGC underwent EMR. Possible predictive factors for incomplete endoscopic resection and local recurrence were identified by medical chart analysis. Demographic, endoscopic and histopathological data were retrospectively evaluated. EMR was considered complete or incomplete. Patients from the complete resection group were divided into subgroups (with and without local EGC recurrence). RESULTS: Complete resection was possible in 36 cases (76.6%). Predictive factors for incomplete resection were turnout location (P=0.035), histological type (P=0.021), lesion size (P=0.022) and number of resected fragments (P=0.013). On multivariate analysis, undifferentiated histological type (OR 0.8; 95% Cl 0.036 to 0.897) and number of resected fragments (OR 7.34; 95% Cl 1.266 to 42.629) were independent predictive factors for incomplete resection. In the complete resection group, a larger lesion size was associated with a higher the number of resected fragments (P=0.018). Local recurrence occurred in nine cases (25%). Use of the cap technique was the only predictive factor for local recurrence in five of seven cases (71.4%) (P=0.006). CONCLUSIONS: A larger lesion size was associated with a higher number of resected fragments. Undifferentiated adenocarcinoma and piecemeal resection were predictive factors for incomplete resection. Technique type was a predictive factor for local EGC recurrence.

Decision support system with incomplete and domain incoherent information management

Many of the most common human functions such as temporal and non-monotonic reasoning have not yet been fully mapped in developed systems, even though some theoretical breakthroughs have already been accomplished. This is mainly due to the inherent computational complexity of the theoretical approaches. In the particular area of fault diagnosis in power systems however, some systems which tried to solve the problem, have been deployed using methodologies such as production rule based expert systems, neural networks, recognition of chronicles, fuzzy expert systems, etc. SPARSE (from the Portuguese acronym, which means expert system for incident analysis and restoration support) was one of the developed systems and, in the sequence of its development, came the need to cope with incomplete and/or incorrect information as well as the traditional problems for power systems fault diagnosis based on SCADA (supervisory control and data acquisition) information retrieval, namely real-time operation, huge amounts of information, etc. This paper presents an architecture for a decision support system, which can solve the presented problems, using a symbiosis of the event calculus and the default reasoning rule based system paradigms, insuring soft real-time operation with incomplete, incorrect or domain incoherent information handling ability. A prototype implementation of this system is already at work in the control centre of the Portuguese Transmission Network.

Spatial analysis of urban violence based on emergency room data

OBJECTIVE: To estimate the spatial intensity of urban violence events using wavelet-based methods and emergency room data. METHODS: Information on victims attended at the emergency room of a public hospital in the city of São Paulo, Southeastern Brazil, from January 1, 2002 to January 11, 2003 were obtained from hospital records. The spatial distribution of 3,540 events was recorded and a uniform random procedure was used to allocate records with incomplete addresses. Point processes and wavelet analysis technique were used to estimate the spatial intensity, defined as the expected number of events by unit area. RESULTS: Of all georeferenced points, 59% were accidents and 40% were assaults. There is a non-homogeneous spatial distribution of the events with high concentration in two districts and three large avenues in the southern area of the city of São Paulo. CONCLUSIONS: Hospital records combined with methodological tools to estimate intensity of events are useful to study urban violence. The wavelet analysis is useful in the computation of the expected number of events and their respective confidence bands for any sub-region and, consequently, in the specification of risk estimates that could be used in decision-making processes for public policies.

Secondary Accident Data Fusion for Assessing Long-Term Performance of Transportation Systems, 2007

Secondary accident statistics can be useful for studying the impact of traffic incident management strategies. An easy-to-implement methodology is presented for classifying secondary accidents using data fusion of a police accident database with intranet incident reports. A current method for classifying secondary accidents uses a static threshold that represents the spatial and temporal region of influence of the primary accident, such as two miles and one hour. An accident is considered secondary if it occurs upstream from the primary accident and is within the duration and queue of the primary accident. However, using the static threshold may result in both false positives and negatives because accident queues are constantly varying. The methodology presented in this report seeks to improve upon this existing method by making the threshold dynamic. An incident progression curve is used to mark the end of the queue throughout the entire incident. Four steps in the development of incident progression curves are described. Step one is the processing of intranet incident reports. Step two is the filling in of incomplete incident reports. Step three is the nonlinear regression of incident progression curves. Step four is the merging of individual incident progression curves into one master curve. To illustrate this methodology, 5,514 accidents from Missouri freeways were analyzed. The results show that secondary accidents identified by dynamic versus static thresholds can differ by more than 30%.

Equilibrium asset prices and savings of heterogeneous agents in the presence of incomplete markets and portfolio constraints

We study the quantitative properties of a dynamic general equilibrium model in which agents face both idiosyncratic and aggregate income risk, state-dependent borrowing constraints that bind in some but not all periods and markets are incomplete. Optimal individual consumption-savings plans and equilibrium asset prices are computed under various assumptions about income uncertainty. Then we investigate whether our general equilibrium model with incomplete markets replicates two empirical observations: the high correlation between individual consumption and individual income, and the equity premium puzzle. We find that, when the driving processes are calibrated according to the data from wage income in different sectors of the US economy, the results move in the direction of explaining these observations, but the model falls short of explaining the observed correlations quantitatively. If the incomes of agents are assumed independent of each other, the observations can be explained quantitatively.

Crash Data Validation: An Iowa Case Study, February, 2007

With the quickening pace of crash reporting, the statistical editing of data on a weekly basis, and the ability to provide working databases to users at CTRE/Iowa Traffic Safety Data Service, the University of Iowa, and the Iowa DOT, databases that would be considered incomplete by past standards of static data files are in “public use” even as the dynamic nature of the central DOT database allows changes to be made to both the aggregate of data and to the individual crashes already reported. Moreover, “definitive” analyses of serious crashes will, by their nature, lag seriously behind the preliminary data files. Even after these analyses, the dynamic nature of the mainframe data file means that crash numbers can continue to change long after the incident year. The Iowa DOT, its Office of Driver Services (the “data owner”), and institutional data users/distributors must establish data use, distribution, and labeling protocols to deal with the new, dynamic nature of data. In order to set these protocols, data must be collected concerning the magnitude of difference between database records and crash narratives and diagrams. This study determines the difference between database records and crash narratives for the Iowa Department of Transportation’s Office of Traffic and Safety crash database and the impacts of this difference.

Inequality over the business cycle: Estimating income risk using micro-data on consumption

We use CEX repeated cross-section data on consumption and income, to evaluate the nature of increased income inequality in the 1980s and 90s. We decompose unexpected changes in family income into transitory and permanent, and idiosyncratic and aggregate components, and estimate the contribution of each component to total inequality. The model we use is a linearized incomplete markets model, enriched to incorporate risk-sharing while maintaining tractability. Our estimates suggest that taking risk sharing into account is important for the model fit; that the increase in inequality in the 1980s was mainly permanent; and that inequality is driven almost entirely by idiosyncratic income risk. In addition we find no evidence for cyclical behavior of consumption risk, casting doubt on Constantinides and Duffie s (1995) explanation for the equity premium puzzle.

Equilibrium selection through incomplete information in coordination games: An experimental study

We perform an experiment on a pure coordination game with uncertaintyabout the payoffs. Our game is closely related to models that have beenused in many macroeconomic and financial applications to solve problemsof equilibrium indeterminacy. In our experiment each subject receives anoisy signal about the true payoffs. This game has a unique strategyprofile that survives the iterative deletion of strictly dominatedstrategies (thus a unique Nash equilibrium). The equilibrium outcomecoincides, on average, with the risk-dominant equilibrium outcome ofthe underlying coordination game. The behavior of the subjects convergesto the theoretical prediction after enough experience has been gained. The data (and the comments) suggest that subjects do not apply through"a priori" reasoning the iterated deletion of dominated strategies.Instead, they adapt to the responses of other players. Thus, the lengthof the learning phase clearly varies for the different signals. We alsotest behavior in a game without uncertainty as a benchmark case. The gamewith uncertainty is inspired by the "global" games of Carlsson and VanDamme (1993).

Integrated methodologies to study human transcriptional regulation from functional genomics data

Abstract : The human body is composed of a huge number of cells acting together in a concerted manner. The current understanding is that proteins perform most of the necessary activities in keeping a cell alive. The DNA, on the other hand, stores the information on how to produce the different proteins in the genome. Regulating gene transcription is the first important step that can thus affect the life of a cell, modify its functions and its responses to the environment. Regulation is a complex operation that involves specialized proteins, the transcription factors. Transcription factors (TFs) can bind to DNA and activate the processes leading to the expression of genes into new proteins. Errors in this process may lead to diseases. In particular, some transcription factors have been associated with a lethal pathological state, commonly known as cancer, associated with uncontrolled cellular proliferation, invasiveness of healthy tissues and abnormal responses to stimuli. Understanding cancer-related regulatory programs is a difficult task, often involving several TFs interacting together and influencing each other's activity. This Thesis presents new computational methodologies to study gene regulation. In addition we present applications of our methods to the understanding of cancer-related regulatory programs. The understanding of transcriptional regulation is a major challenge. We address this difficult question combining computational approaches with large collections of heterogeneous experimental data. In detail, we design signal processing tools to recover transcription factors binding sites on the DNA from genome-wide surveys like chromatin immunoprecipitation assays on tiling arrays (ChIP-chip). We then use the localization about the binding of TFs to explain expression levels of regulated genes. In this way we identify a regulatory synergy between two TFs, the oncogene C-MYC and SP1. C-MYC and SP1 bind preferentially at promoters and when SP1 binds next to C-NIYC on the DNA, the nearby gene is strongly expressed. The association between the two TFs at promoters is reflected by the binding sites conservation across mammals, by the permissive underlying chromatin states 'it represents an important control mechanism involved in cellular proliferation, thereby involved in cancer. Secondly, we identify the characteristics of TF estrogen receptor alpha (hERa) target genes and we study the influence of hERa in regulating transcription. hERa, upon hormone estrogen signaling, binds to DNA to regulate transcription of its targets in concert with its co-factors. To overcome the scarce experimental data about the binding sites of other TFs that may interact with hERa, we conduct in silico analysis of the sequences underlying the ChIP sites using the collection of position weight matrices (PWMs) of hERa partners, TFs FOXA1 and SP1. We combine ChIP-chip and ChIP-paired-end-diTags (ChIP-pet) data about hERa binding on DNA with the sequence information to explain gene expression levels in a large collection of cancer tissue samples and also on studies about the response of cells to estrogen. We confirm that hERa binding sites are distributed anywhere on the genome. However, we distinguish between binding sites near promoters and binding sites along the transcripts. The first group shows weak binding of hERa and high occurrence of SP1 motifs, in particular near estrogen responsive genes. The second group shows strong binding of hERa and significant correlation between the number of binding sites along a gene and the strength of gene induction in presence of estrogen. Some binding sites of the second group also show presence of FOXA1, but the role of this TF still needs to be investigated. Different mechanisms have been proposed to explain hERa-mediated induction of gene expression. Our work supports the model of hERa activating gene expression from distal binding sites by interacting with promoter bound TFs, like SP1. hERa has been associated with survival rates of breast cancer patients, though explanatory models are still incomplete: this result is important to better understand how hERa can control gene expression. Thirdly, we address the difficult question of regulatory network inference. We tackle this problem analyzing time-series of biological measurements such as quantification of mRNA levels or protein concentrations. Our approach uses the well-established penalized linear regression models where we impose sparseness on the connectivity of the regulatory network. We extend this method enforcing the coherence of the regulatory dependencies: a TF must coherently behave as an activator, or a repressor on all its targets. This requirement is implemented as constraints on the signs of the regressed coefficients in the penalized linear regression model. Our approach is better at reconstructing meaningful biological networks than previous methods based on penalized regression. The method is tested on the DREAM2 challenge of reconstructing a five-genes/TFs regulatory network obtaining the best performance in the "undirected signed excitatory" category. Thus, these bioinformatics methods, which are reliable, interpretable and fast enough to cover large biological dataset, have enabled us to better understand gene regulation in humans.

Collecting Transaction Data in a Fourth Generation Mobile Network

Tässä diplomityössä on oletettu että neljännen sukupolven mobiiliverkko on saumaton yhdistelmä olemassa olevia toisen ja kolmannen sukupolven langattomia verkkoja sekä lyhyen kantaman WLAN- ja Bluetooth-radiotekniikoita. Näiden tekniikoiden on myös oletettu olevan niin yhteensopivia ettei käyttäjä havaitse saanti verkon muuttumista. Työ esittelee neljännen sukupolven mobiiliverkkoihin liittyvien tärkeimpien langattomien tekniikoiden arkkitehtuurin ja perustoiminta-periaatteet. Työ kuvaa eri tekniikoita ja käytäntöjä tiedon mittaamiseen ja keräämiseen. Saatuja transaktiomittauksia voidaan käyttää tarjottaessa erilaistettuja palvelutasoja sekä verkko- ja palvelukapasiteetin optimoimisessa. Lisäksi työssä esitellään Internet Business Information Manager joka on ohjelmistokehys hajautetun tiedon keräämiseen. Sen keräämää mittaustietoa voidaan käyttää palvelun tason seurannassa j a raportoinnissa sekä laskutuksessa. Työn käytännön osuudessa piti kehittää langattoman verkon liikennettä seuraava agentti joka tarkkailisi palvelun laatua. Agentti sijaitsisi matkapuhelimessa mitaten verkon liikennettä. Agenttia ei kuitenkaan voitu toteuttaa koska ohjelmistoympäristö todettiin vajaaksi. Joka tapauksessa työ osoitti että käyttäjän näkökulmasta tietoa kerääville agenteille on todellinen tarve.

Influence of data acquisition geometry on soybean spectral response simulated by the prosail model

View angle and directional effects significantly affect reflectance and vegetation indices, especially when daily images collected by large field-of-view (FOV) sensors like the Moderate Resolution Imaging Spectroradiometer (MODIS) are used. In this study, the PROSAIL radiative transfer model was chosen to evaluate the impact of the geometry of data acquisition on soybean reflectance and two vegetation indices (Normalized Difference Vegetation Index - NDVI and Enhanced Vegetation Index -EVI) by varying biochemical and biophysical parameters of the crop. Input values for PROSAIL simulation were based on the literature and were adjusted by the comparison between simulated and real satellite soybean spectra acquired by the MODIS/Terra and hyperspectral Hyperion/Earth Observing-One (EO-1). Results showed that the influence of the view angle and view direction on reflectance was stronger with decreasing leaf area index (LAI) and chlorophyll concentration. Because of the greater dependence on the near-infrared reflectance, the EVI was much more sensitive to viewing geometry than NDVI presenting larger values in the backscattering direction. The contrary was observed for NDVI in the forward scattering direction. In relation to the LAI, NDVI was much more isotropic for closed soybean canopies than for incomplete canopies and a contrary behavior was verified for EVI.