Dynamical models for computer viruses propagation

Nowadays, digital computer systems and networks are the main engineering tools, being used in planning, design, operation, and control of all sizes of building, transportation, machinery, business, and life maintaining devices. Consequently, computer viruses became one of the most important sources of uncertainty, contributing to decrease the reliability of vital activities. A lot of antivirus programs have been developed, but they are limited to detecting and removing infections, based on previous knowledge of the virus code. In spite of having good adaptation capability, these programs work just as vaccines against diseases and are not able to prevent new infections based on the network state. Here, a trial on modeling computer viruses propagation dynamics relates it to other notable events occurring in the network permitting to establish preventive policies in the network management. Data from three different viruses are collected in the Internet and two different identification techniques, autoregressive and Fourier analyses, are applied showing that it is possible to forecast the dynamics of a new virus propagation by using the data collected from other viruses that formerly infected the network. Copyright (c) 2008 J. R. C. Piqueira and F. B. Cesar. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

The impact of measurement errors in the identification of regulatory networks

Background: There are several studies in the literature depicting measurement error in gene expression data and also, several others about regulatory network models. However, only a little fraction describes a combination of measurement error in mathematical regulatory networks and shows how to identify these networks under different rates of noise. Results: This article investigates the effects of measurement error on the estimation of the parameters in regulatory networks. Simulation studies indicate that, in both time series (dependent) and non-time series (independent) data, the measurement error strongly affects the estimated parameters of the regulatory network models, biasing them as predicted by the theory. Moreover, when testing the parameters of the regulatory network models, p-values computed by ignoring the measurement error are not reliable, since the rate of false positives are not controlled under the null hypothesis. In order to overcome these problems, we present an improved version of the Ordinary Least Square estimator in independent (regression models) and dependent (autoregressive models) data when the variables are subject to noises. Moreover, measurement error estimation procedures for microarrays are also described. Simulation results also show that both corrected methods perform better than the standard ones (i.e., ignoring measurement error). The proposed methodologies are illustrated using microarray data from lung cancer patients and mouse liver time series data. Conclusions: Measurement error dangerously affects the identification of regulatory network models, thus, they must be reduced or taken into account in order to avoid erroneous conclusions. This could be one of the reasons for high biological false positive rates identified in actual regulatory network models.

A low carbohydrate diet affects autonomic modulation during heavy but not moderate exercise

The aim of this study was to examine the effects of low carbohydrate (CHO) availability on heart rate variability (HRV) responses during moderate and severe exercise intensities until exhaustion. Six healthy males (age, 26.5 +/- 6.7 years; body mass, 78.4 +/- 7.7 kg; body fat %, 11.3 +/- 4.5%; (V) over dotO(2max), 39.5 +/- 6.6 mL kg(-1) min(-1)) volunteered for this study. All tests were performed in the morning, after 8-12 h overnight fasting, at a moderate intensity corresponding to 50% of the difference between the first (LT(1)) and second (LT(2)) lactate breakpoints and at a severe intensity corresponding to 25% of the difference between the maximal power output and LT(2). Forty-eight hours before each experimental session, the subjects performed a 90-min cycling exercise followed by 5-min rest periods and subsequent 1-min cycling bouts at 125% (V) over dotO(2max) (with 1-min rest periods) until exhaustion, in order to deplete muscle glycogen. A diet providing 10% (CHO(low)) or 65% (CHO(control)) of energy as carbohydrates was consumed for the following 2 days until the experimental test. The Poicare plots (standard deviations 1 and 2: SD1 and SD2, respectively) and spectral autoregressive model (low frequency LF, and high frequency HF) were applied to obtain HRV parameters. The CHO availability had no effect on the HRV parameters or ventilation during moderate-intensity exercise. However, the SD1 and SD2 parameters were significantly higher in CHO(low) than in CHO(control), as taken at exhaustion during the severe-intensity exercise (P < 0.05). The HF and LF frequencies (ms(2)) were also significantly higher in CHO(low) than in CHO(control) (P < 0.05). In addition, ventilation measured at the 5 and 10-min was higher in CHO(low) (62.5 +/- 4.4 and 74.8 +/- 6.5 L min(-1), respectively, P < 0.05) than in CHO(control) (70.0 +/- 3.6 and 79.6 +/- 5.1 L min(-1), respectively; P < 0.05) during the severe-intensity exercise. These results suggest that the CHO availability alters the HRV parameters during severe-, but not moderate-, intensity exercise, and this was associated with an increase in ventilation volume.

MODELING THE UNVOICED COMPONENT IN THE CANONICAL REPRESENTATION OF SPEECH

The canonical representation of speech constitutes a perfect reconstruction (PR) analysis-synthesis system. Its parameters are the autoregressive (AR) model coefficients, the pitch period and the voiced and unvoiced components of the excitation represented as transform coefficients. Each set of parameters may be operated on independently. A time-frequency unvoiced excitation (TFUNEX) model is proposed that has high time resolution and selective frequency resolution. Improved time-frequency fit is obtained by using for antialiasing cancellation the clustering of pitch-synchronous transform tracks defined in the modulation transform domain. The TFUNEX model delivers high-quality speech while compressing the unvoiced excitation representation about 13 times over its raw transform coefficient representation for wideband speech.

Pricing farm-level agricultural insurance: a Bayesian approach

This paper applies Hierarchical Bayesian Models to price farm-level yield insurance contracts. This methodology considers the temporal effect, the spatial dependence and spatio-temporal models. One of the major advantages of this framework is that an estimate of the premium rate is obtained directly from the posterior distribution. These methods were applied to a farm-level data set of soybean in the State of the Parana (Brazil), for the period between 1994 and 2003. The model selection was based on a posterior predictive criterion. This study improves considerably the estimation of the fair premium rates considering the small number of observations.

Critical values for unit root and cointegration test statistics - the use of response surface equations

This note considers the value of surface response equations which can be used to calculate critical values for a range of unit root and cointegration tests popular in applied economic research.

Financial leverage and tangibility of assets of Brazilian companies of agribusiness in the post-real plan period

This paper aims to study the relationship between the debt level and the asset structure of Brazilian companies of the agribusiness sector, since it is considered a current and relevant discussion: to evaluate the mechanisms for fund-raising and guarantees. The methodology of Granger`s Causality test and Autoregressive Vectors was used to conduct a comparative analysis, applied to a financial database of companies with open capital of Brazilian agribusiness, in particular the agricultural sector and Fisheries and Food and Beverages in a period of 10 years (1997-2007) from quarterly series available in the database of Economatica(R). The results demonstrated that changes in leverage generate variations in the tangibility of the companies, a fact that can be explained by the large search of funding secured by fiduciary transfer of fixed assets, which facilitates access to credit by business of the Agribusiness sector, increasing the payment time and lowering interest rates.

International study of temperature, heat and urban mortality: the `ISOTHURM` project

Background This study describes heat- and cold-related mortality in 12 urban populations in low- and middle-income countries, thereby extending knowledge of how diverse populations, in non-OECD countries, respond to temperature extremes. Methods The cities were: Delhi, Monterrey, Mexico City, Chiang Mai, Bangkok, Salvador, So Paulo, Santiago, Cape Town, Ljubljana, Bucharest and Sofia. For each city, daily mortality was examined in relation to ambient temperature using autoregressive Poisson models (2- to 5-year series) adjusted for season, relative humidity, air pollution, day of week and public holidays. Results Most cities showed a U-shaped temperature-mortality relationship, with clear evidence of increasing death rates at colder temperatures in all cities except Ljubljana, Salvador and Delhi and with increasing heat in all cities except Chiang Mai and Cape Town. Estimates of the temperature threshold below which cold-related mortality began to increase ranged from 15 degrees C to 29 degrees C; the threshold for heat-related deaths ranged from 16 degrees C to 31C. Heat thresholds were generally higher in cities with warmer climates, while cold thresholds were unrelated to climate. Conclusions Urban populations, in diverse geographic settings, experience increases in mortality due to both high and low temperatures. The effects of heat and cold vary depending on climate and non-climate factors such as the population disease profile and age structure. Although such populations will undergo some adaptation to increasing temperatures, many are likely to have substantial vulnerability to climate change. Additional research is needed to elucidate vulnerability within populations.

Exercise Training Reduces Sympathetic Modulation on Cardiovascular System and Cardiac Oxidative Stress in Spontaneously Hypertensive Rats

BACKGROUND Spontaneously hypertensive rats (SHRs) show increased cardiac sympathetic activity, which could stimulate cardiomyocyte hypertrophy, cardiac damage, and apoptosis. Norepinephrine (NE)induced cardiac oxidative stress seems to be involved in SHR cardiac hypertrophy development. Because exercise training (ET) decreases sympathetic activation and oxidative stress, it may alter cardiac hypertrophy in SHR. The aim of this study was to determine, in vivo, whether ET alters cardiac sympathetic modulation on cardiovascular system and whether a correlation exists between cardiac oxidative stress and hypertrophy. METHODS Male SHRs (15-weeks old) were divided into sedentary hypertensive (SHR, n = 7) and exercise-trained hypertensive rats (SHR-T, n = 7). Moderate ET was performed on a treadmill (5 days/week, 60 min, 10 weeks). After ET, cardiopulmonary reflex responses were assessed by bolus injections of 5-HT. Autoregressive spectral estimation was performed for systolic arterial pressure (SAP) with oscillatory components quantified as low (LF: 0.2-0.75 Hz) and high (HF:0.75-4.0 Hz) frequency ranges. Cardiac NE concentration, lipid peroxidation, antioxidant enzymes activities, and total nitrates/nitrites were determined. RESULTS ET reduced mean arterial pressure, SAP variability (SAP var), LIF of SAP, and cardiac hypertrophy and increased cardiopulmonary reflex responses. Cardiac lipid peroxidation was decreased in trained SHRs and positively correlated with NE concentrations (r= 0.89, P < 0.01) and heart weight/body weight ratio (r= 0.72, P < 0.01), and inversely correlated with total nitrates/nitrites (r= -0.79, P < 0.01). Moreover, in trained SHR, cardiac total nitrates/nitrites were inversely correlated with NE concentrations (r= -0.82, P < 0.01). CONCLUSIONS ET attenuates cardiac sympathetic modulation and cardiac hypertrophy, which were associated with reduced oxidative stress and increased nitric oxide (NO) bioavailability. Am J Hypertens 2008;21:1138-1193 (C) 2008 American Journal of Hypertension, Ltd.

Heart rate and arterial pressure variability in the experimental renovascular hypertension model in rats

This study was conducted in one kidney, one clip (1K1C) Goldblatt hypertensive rats to evaluate vascular and cardiac autonomic control using different approaches: 1) evaluation of the autonomic modulation of heart rate (HR) and systolic arterial pressure (SAP) by means of autoregressive power spectral analysis 2) assessment of the cardiac baroreflex sensitivity; and 3) double blockade with methylatropine and propranolol. The 1K1C group developed hypertension and tachycardia. The 1K1C group also presented reduction in variance as well as in LF (0.23 +/- 0.1 vs. 1.32 +/- 0.2 ms(2)) and HF (6.6 +/- 0.49 vs. 15.1 +/- 0.61 ms(2)) oscillations of pulse interval. Autoregressive spectral analysis of SAP showed that 1K1C rats had an increase in variance and LF band (13.3 +/- 2.7 vs. 7.4 +/- 1.01 mmHg(2)) in comparison with the sham group. The baroreflex gain was attenuated in the hypertensive 1K1C (- 1.83 +/- 0.05 bpm/mmHg) rats in comparison with normotensive sham (-3.23 +/- 0.06 bpm/MmHg) rats. The autonomic blockade caused an increase in the intrinsic HR and sympathetic predominance on the basal HR of 1K1C rats. Overall, these data indicate that the tachycardia observed in the 1K1C group may be attributed to intrinsic cardiac mechanisms (increased intrinsic heart rate) and to a shift in the sympathovagal balance towards cardiac sympathetic over-activity and vagal suppression associated to depressed baroreflex sensitivity. Finally, the increase in the LF components of SAP also suggests an increase in sympathetic activity to peripheral vessels. (c) 2008 Elsevier B.V. All rights reserved.

Aglomeração econômica e disparidade salarial no Espírito Santo : teoria e evidência a partir de um enfoque da Nova Geografia Econômica

O trabalho buscou analisar questões de desigualdade regional no Espírito Santo através da linha de pesquisa denominada Nova Geografia Econômica (NGE). Uma forma de realizar essa análise é através do estudo da relação entre diferenciais de salário e mercado potencial. Mais precisamente, o trabalho procurou verificar o impacto de fatores geográficos de segunda natureza – mercado potencial – nos salário médios municipais. Inicialmente, por meio de uma Análise Exploratória de Dados Espaciais, verificou-se que os salários são maiores próximos às regiões com alto mercado potencial (litoral/RMGV). Por meio da utilização de técnicas de estatística e econometria espacial foi possível observar para os anos de 2000 e 2010 a existência de uma estrutura espacial de salários no Espírito Santo. O coeficiente de erro autorregressivo foi positivo e estatisticamente significativo, indicando o modelo SEM (spatial error model) como o mais apropriado para modelar os efeitos espaciais. Os resultados indicam ainda que não só fatores educacionais afetam os salários, fatores geográficos de segunda natureza possuem um efeito até maior quando comparados aos primeiros. Conclui-se, como demonstra o modelo central da NGE que, forças exclusivamente de mercado nem sempre levam ao equilíbrio equalizador dos rendimentos, pelo contrário, levam à conformação de uma estrutura do tipo centro-periferia com diferença persistente de rendimentos entre as regiões. Adicionalmente, verifica-se que os municípios que apresentam maior salário, maior mercado potencial e melhores indicadores sociais são àqueles localizados no litoral do estado, mais precisamente os municípios próximos à RMGV. Sendo assim, o trabalho reforça a necessidade de que se pense estratégias que fomentem a criação de novas centralidades no Espírito Santo, a fim de atuar na redução das desigualdades regionais. O trabalho se insere num grupo de vários outros estudos que analisaram questões de desigualdade e concentração produtiva no Espírito Santo. A contribuição está na utilização do referencial teórico da NGE, que ainda não havia sido empregada para o estado, e na utilização de técnicas de estatística espacial e econometria espacial.

Inércia da taxa de juros : teoria e evidência para a economia brasileira (2005-2013)

No âmbito da condução da política monetária, as funções de reação estimadas em estudos empíricos, tanto para a economia brasileira como para outras economias, têm mostrado uma boa aderência aos dados. Porém, os estudos mostram que o poder explicativo das estimativas aumenta consideravelmente quando se inclui um componente de suavização da taxa de juros, representado pela taxa de juros defasada. Segundo Clarida, et. al. (1998) o coeficiente da taxa de juros defasada (situado ente 0,0 e 1,0) representaria o grau de inércia da política monetária, e quanto maior esse coeficiente, menor e mais lenta é a resposta da taxa de juros ao conjunto de informações relevantes. Por outro lado, a literatura empírica internacional mostra que esse componente assume um peso expressivo nas funções de reação, o que revela que os BCs ajustam o instrumento de modo lento e parcimonioso. No entanto, o caso brasileiro é de particular interesse porque os trabalhos mais recentes têm evidenciado uma elevação no componente inercial, o que sugere que o BCB vem aumentando o grau de suavização da taxa de juros nos últimos anos. Nesse contexto, mais do que estimar uma função de reação forward looking para captar o comportamento global médio do Banco Central do Brasil no período de Janeiro de 2005 a Maio de 2013, o trabalho se propôs a procurar respostas para uma possível relação de causalidade dinâmica entre a trajetória do coeficiente de inércia e as variáveis macroeconômicas relevantes, usando como método a aplicação do filtro de Kalman para extrair a trajetória do coeficiente de inércia e a estimação de um modelo de Vetores Autorregressivos (VAR) que incluirá a trajetória do coeficiente de inércia e as variáveis macroeconômicas relevantes. De modo geral, pelas regressões e pelo filtro de Kalman, os resultados mostraram um coeficiente de inércia extremamente elevado em todo o período analisado, e coeficientes de resposta global muito pequenos, inconsistentes com o que é esperado pela teoria. Pelo método VAR, o resultado de maior interesse foi o de que choques positivos na variável de inércia foram responsáveis por desvios persistentes no hiato do produto e, consequentemente, sobre os desvios de inflação e de expectativas de inflação em relação à meta central.

Indicadores avançados para o investimento directo estrangeiro: aplicação ao caso português

RESUMO:O investimento directo estrangeiro tem sido um dos factores com maior importância, no crescimento económico dos países em desenvolvimento, por contribuir para financiar o défice da balança corrente com o exterior, em particular a balança comercial. Num âmbito mais microeconómico é um forte gerador de emprego, proporciona avanços tecnológicos importantes, permitindo a partilha de conhecimentos das tecnologias, o conhecimento de novas formas de gestão e novas formas de marketing. Este trabalho tem como objectivo principal, identificar potenciais variáveis como indicadores avançados para o investimento directo estrangeiro, de modo a antecipar possíveis tendências para a sua evolução. Para alcançar este propósito recorreu-se aos Modelos Autoregressivos Vectoriais (VAR) e à causalidade de Granger com base em dados mensais para o período de Janeiro de 1996 a Setembro de 2010. Foram consideradas variáveis essenvialmente macroeconómicas, tanto do lado da economia receptora como dos países investidores, de modo a reflectirem a actividade económica ao longo do período de estudo. ABSTRACT: The foreign direct investment, has been one of the main factors in the economical development for the countries that are in a process of developing, because it allows the generation of new investments and generate money from the return of the investment, as well as it creates new opportunities for the employment. It allows important technologic advances with the share of the technology Knowledge as well new ways to learn marketing management and enterprise management. This work/research, aims to identify potential variables as advanced indicators for the foreign direct investment, in order to anticipate possible trends of their evolution. To achieve this goal, Vector Autoregressive Models (VAR) and Granger causality based on based on monthly data for the period January between 1996 and September of 2010, were used. Essentially macroeconomic variables were considered, on both the host economy and the countries investors in order to reflect the economic activity throughout the study period.

What drives corporate default risk premia? Evidence from the CDS market

This paper studies the evolution of the default risk premia for European firms during the years surrounding the recent credit crisis. We employ the information embedded in Credit Default Swaps (CDS) and Moody’s KMV EDF default probabilities to analyze the common factors driving this risk premia. The risk premium is characterized in several directions: Firstly, we perform a panel data analysis to capture the relationship between CDS spreads and actual default probabilities. Secondly, we employ the intensity framework of Jarrow et al. (2005) in order to measure the theoretical effect of risk premium on expected bond returns. Thirdly, we carry out a dynamic panel data to identify the macroeconomic sources of risk premium. Finally, a vector autoregressive model analyzes which proportion of the co-movement is attributable to financial or macro variables. Our estimations report coefficients for risk premium substantially higher than previously referred for US firms and a time varying behavior. A dominant factor explains around 60% of the common movements in risk premia. Additionally, empirical evidence suggests a public-to-private risk transfer between the sovereign CDS spreads and corporate risk premia.

Volatility regimes for the VIX index

This article presents a Markov chain framework to characterize the behavior of the CBOE Volatility Index (VIX index). Two possible regimes are considered: high volatility and low volatility. The specification accounts for deviations from normality and the existence of persistence in the evolution of the VIX index. Since the time evolution of the VIX index seems to indicate that its conditional variance is not constant over time, I consider two different versions of the model. In the first one, the variance of the index is a function of the volatility regime, whereas the second version includes an autoregressive conditional heteroskedasticity (ARCH) specification for the conditional variance of the index.