Analysis of Stochastic Volatility Sequences Generated by Product Autoregressive Models

The classical methods of analysing time series by Box-Jenkins approach assume that the observed series uctuates around changing levels with constant variance. That is, the time series is assumed to be of homoscedastic nature. However, the nancial time series exhibits the presence of heteroscedasticity in the sense that, it possesses non-constant conditional variance given the past observations. So, the analysis of nancial time series, requires the modelling of such variances, which may depend on some time dependent factors or its own past values. This lead to introduction of several classes of models to study the behaviour of nancial time series. See Taylor (1986), Tsay (2005), Rachev et al. (2007). The class of models, used to describe the evolution of conditional variances is referred to as stochastic volatility modelsThe stochastic models available to analyse the conditional variances, are based on either normal or log-normal distributions. One of the objectives of the present study is to explore the possibility of employing some non-Gaussian distributions to model the volatility sequences and then study the behaviour of the resulting return series. This lead us to work on the related problem of statistical inference, which is the main contribution of the thesis

The Degree of Word-Expansion of Lexicalized RRWW-Automata

Restarting automata can be seen as analytical variants of classical automata as well as of regulated rewriting systems. We study a measure for the degree of nondeterminism of (context-free) languages in terms of deterministic restarting automata that are (strongly) lexicalized. This measure is based on the number of auxiliary symbols (categories) used for recognizing a language as the projection of its characteristic language onto its input alphabet. This type of recognition is typical for analysis by reduction, a method used in linguistics for the creation and verification of formal descriptions of natural languages. Our main results establish a hierarchy of classes of context-free languages and two hierarchies of classes of non-context-free languages that are based on the expansion factor of a language.

Status and Potential of Smallholder Livestock Production Systems in Xishuangbanna, southern P.R. China

With Chinas rapid economic development during the last decades, the national demand for livestock products has quadrupled within the last 20 years. Most of that increase in demand has been answered by subsidized industrialized production systems, while million of smallholders, which still provide the larger share of livestock products in the country, have been neglected. Fostering those systems would help China to lower its strong urban migration streams, enhance the livelihood of poorer rural population and provide environmentally save livestock products which have a good chance to satisfy customers demand for ecological food. Despite their importance, China’s smallholder livestock keepers have not yet gained appropriate attention from governmental authorities and researchers. However, profound analysis of those systems is required so that adequate support can lead to a better resource utilization and productivity in the sector. To this aim, this pilot study analyzes smallholder livestock production systems in Xishuangbanna, located in southern China. The area is bordered by Lao and Myanmar and geographically counts as tropical region. Its climate is characterized by dry and temperate winters and hot summers with monsoon rains from May to October. While the regionis plain, at about 500 m asl above sea level in the south, outliers of the Himalaya mountains reach out into the north of Xishuangbanna, where the highest peak reaches 2400 m asl. Except of one larger city, Jinghong, Xishuangbanna mainly is covered by tropical rainforest, areas under agricultural cultivation and villages. The major income is generated through inner-Chinese tourism and agricultural production. Intensive rubber plantations are distinctive for the lowland plains while small-scaled traditional farms are scattered in the mountane regions. In order to determine the current state and possible future chances of smallholder livestock production in that region, this study analyzed the current status of the smallholder livestock sector in the Naban River National Nature Reserve (NRNNR), an area which is largely representative for the whole prefecture. It covers an area of about 50square kilometer and reaches from 470 up to 2400 m asl. About 5500 habitants of different ethnic origin are situated in 24 villages. All data have been collected between October 2007 and May 2010. Three major objectives have been addressed in the study: 1. Classifying existing pig production systems and exploring respective pathways for development 2. Quantifying the performance of pig breeding systemsto identify bottlenecks for production 3. Analyzing past and current buffalo utilization to determine the chances and opportunities of buffalo keeping in the future In order to classify the different pig production s ystems, a baseline survey (n=204, stratified cluster sampling) was carried out to gain data about livestock species, numbers, management practices, cultivated plant species and field sizes as well associo-economic characteristics. Sampling included two clusters at village level (altitude, ethnic affiliation), resulting in 13 clusters of which 13-17 farms were interviewed respectively. Categorical Principal Component Analysis (CatPCA) and a two-step clustering algorithm have been applied to identify determining farm characteristics and assort recorded households into classes of livestock production types. The variables keep_sow_yes/no, TLU_pig, TLU_buffalo, size_of_corn_fields, altitude_class, size_of_tea_plantationand size_of_rubber_fieldhave been found to be major determinants for the characterization of the recorded farms. All farms have extensive or semi-intensive livestock production, pigs and buffaloes are predominant livestock species while chicken and aquaculture are available but play subordinate roles for livelihoods. All pig raisers rely on a single local breed, which is known as Small Ear Pig (SMEP) in the region. Three major production systemshave been identified: Livestock-corn based LB; 41%), rubber based (RB; 39%) and pig based (PB;20%) systems. RB farms earn high income from rubber and fatten 1.9 ±1.80 pigs per household (HH), often using purchased pig feed at markets. PB farms own similar sized rubber plantations and raise 4.7 ±2.77 pigs per HH, with fodder mainly being cultivated and collected in theforest. LB farms grow corn, rice and tea and keep 4.6 ±3.32 pigs per HH, also fed with collected and cultivated fodder. Only 29% of all pigs were marketed (LB: 20%; RB: 42%; PB: 25%), average annual mortality was 4.0 ±4.52 pigs per farm (LB: 4.6 ±3.68; RB: 1.9 ±2.14; PB: 7.1 ±10.82). Pig feed mainly consists of banana pseudo stem, corn and rice hives and is prepared in batches about two to three times per week. Such fodder might be sufficient in energy content but lacks appropriate content of protein. Pigs therefore suffer from malnutrition, which becomes most critical in the time before harvest season around October. Farmers reported high occurrences of gastrointestinal parasites in carcasses and often pig stables were wet and filled with manure. Deficits in nutritional and hygienic management are major limits for development and should be the first issues addressed to improve productivity. SME pork was found to be known and referred by local customers in town and by richer lowland farmers. However, high prices and lacking availability of SME pork at local wet-markets were the reasons which limited purchase. If major management constraints are overcome, pig breeders (PB and LB farms) could increase the share of marketed pigs for town markets and provide fatteners to richer RB farmers. RB farmers are interested in fattening pigs for home consumption but do not show any motivation for commercial pig raising. To determine the productivity of input factors in pig production, eproductive performance, feed quality and quantity as well as weight development of pigs under current management were recorded. The data collection included a progeny history survey covering 184 sows and 437 farrows, bi-weekly weighing of 114 pigs during a 16-months time-span on 21 farms (10 LB and 11 PB) as well as the daily recording of feed quality and quantity given to a defined number of pigs on the same 21 farms. Feed samples of all recorded ingredients were analyzed for their respective nutrient content. Since no literature values on thedigestibility of banana pseudo stem – which is a major ingredient of traditional pig feed in NRNNR – were found, a cross-sectional digestibility trial with 2x4 pigs has been conducted on a station in the research area. With the aid of PRY Herd Life Model, all data have been utilized to determine thesystems’ current (Status Quo = SQ) output and the productivity of the input factor “feed” in terms of saleable life weight per kg DM feed intake and monetary value of output per kg DM feed intake.Two improvement scenarios were simulated, assuming 1) that farmers adopt a culling managementthat generates the highest output per unit input (Scenario 1; SC I) and 2) that through improved feeding, selected parameters of reproduction are improved by 30% (SC II). Daily weight gain averaged 55 ± 56 g per day between day 200 and 600. The average feed energy content of traditional feed mix was 14.92 MJ ME. Age at first farrowing averaged 14.5 ± 4.34 months, subsequent inter-farrowing interval was 11.4 ± 2.73 months. Littersize was 5.8 piglets and weaning age was 4.3 ± 0.99 months. 18% of piglets died before weaning. Simulating pig production at actualstatus, it has been show that monetary returns on inputs (ROI) is negative (1:0.67), but improved (1:1.2) when culling management was optimized so that highest output is gained per unit feed input. If in addition better feeding, controlled mating and better resale prices at fixed dates were simulated, ROI further increased to 1:2.45, 1:2.69, 1:2.7 and 1:3.15 for four respective grower groups. Those findings show the potential of pork production, if basic measures of improvement are applied. Futureexploration of the environment, including climate, market-season and culture is required before implementing the recommended measures to ensure a sustainable development of a more effective and resource conserving pork production in the future. The two studies have shown that the production of local SME pigs plays an important role in traditional farms in NRNNR but basic constraints are limiting their productivity. However, relatively easy approaches are sufficient for reaching a notable improvement. Also there is a demand for more SME pork on local markets and, if basic constraints have been overcome, pig farmers could turn into more commercial producers and provide pork to local markets. By that, environmentally safe meat can be offered to sensitive consumers while farmers increase their income and lower the risk of external shocks through a more diverse income generating strategy. Buffaloes have been found to be the second important livestock species on NRNNR farms. While they have been a core resource of mixed smallholderfarms in the past, the expansion of rubber tree plantations and agricultural mechanization are reasons for decreased swamp buffalo numbers today. The third study seeks to predict future utilization of buffaloes on different farm types in NRNNR by analyzing the dynamics of its buffalo population and land use changes over time and calculating labor which is required for keeping buffaloes in view of the traction power which can be utilized for field preparation. The use of buffaloes for field work and the recent development of the egional buffalo population were analyzed through interviews with 184 farmers in 2007/2008 and discussions with 62 buffalo keepers in 2009. While pig based farms (PB; n=37) have abandoned buffalo keeping, 11% of the rubber based farms (RB; n=71) and 100% of the livestock-corn based farms (LB; n=76) kept buffaloes in 2008. Herd size was 2.5 ±1.80 (n=84) buffaloes in early 2008 and 2.2 ±1.69 (n=62) in 2009. Field work on own land was the main reason forkeeping buffaloes (87.3%), but lending work buffaloes to neighbors (79.0%) was also important. Other purposes were transport of goods (16.1%), buffalo trade (11.3%) and meat consumption(6.4%). Buffalo care required 6.2 ±3.00 working hours daily, while annual working time of abuffalo was 294 ±216.6 hours. The area ploughed with buffaloes remained constant during the past 10 years despite an expansion of land cropped per farm. Further rapid replacement of buffaloes by tractors is expected in the near future. While the work economy is drastically improved by the use of tractors, buffaloes still can provide cheap work force and serve as buffer for economic shocks on poorer farms. Especially poor farms, which lack alternative assets that could quickly be liquidizedin times of urgent need for cash, should not abandon buffalo keeping. Livestock has been found to be a major part of small mixed farms in NRNNR. The general productivity was low in both analyzed species, buffaloes and pigs. Productivity of pigs can be improved through basic adjustments in feeding, reproductive and hygienic management, and with external support pig production could further be commercialized to provide pork and weaners to local markets and fattening farms. Buffalo production is relatively time intensive, and only will be of importance in the future to very poor farms and such farms that cultivate very small terraces on steep slopes. These should be encouraged to further keep buffaloes. With such measures, livestock production in NRNNR has good chances to stay competitive in the future.

Systems of Parallel Communicating Restarting Automata

In der vorliegenden Dissertation werden Systeme von parallel arbeitenden und miteinander kommunizierenden Restart-Automaten (engl.: systems of parallel communicating restarting automata; abgekürzt PCRA-Systeme) vorgestellt und untersucht. Dabei werden zwei bekannte Konzepte aus den Bereichen Formale Sprachen und Automatentheorie miteinander vescrknüpft: das Modell der Restart-Automaten und die sogenannten PC-Systeme (systems of parallel communicating components). Ein PCRA-System besteht aus endlich vielen Restart-Automaten, welche einerseits parallel und unabhängig voneinander lokale Berechnungen durchführen und andererseits miteinander kommunizieren dürfen. Die Kommunikation erfolgt dabei durch ein festgelegtes Kommunikationsprotokoll, das mithilfe von speziellen Kommunikationszuständen realisiert wird. Ein wesentliches Merkmal hinsichtlich der Kommunikationsstruktur in Systemen von miteinander kooperierenden Komponenten ist, ob die Kommunikation zentralisiert oder nichtzentralisiert erfolgt. Während in einer nichtzentralisierten Kommunikationsstruktur jede Komponente mit jeder anderen Komponente kommunizieren darf, findet jegliche Kommunikation innerhalb einer zentralisierten Kommunikationsstruktur ausschließlich mit einer ausgewählten Master-Komponente statt. Eines der wichtigsten Resultate dieser Arbeit zeigt, dass zentralisierte Systeme und nichtzentralisierte Systeme die gleiche Berechnungsstärke besitzen (das ist im Allgemeinen bei PC-Systemen nicht so). Darüber hinaus bewirkt auch die Verwendung von Multicast- oder Broadcast-Kommunikationsansätzen neben Punkt-zu-Punkt-Kommunikationen keine Erhöhung der Berechnungsstärke. Desweiteren wird die Ausdrucksstärke von PCRA-Systemen untersucht und mit der von PC-Systemen von endlichen Automaten und mit der von Mehrkopfautomaten verglichen. PC-Systeme von endlichen Automaten besitzen bekanntermaßen die gleiche Ausdrucksstärke wie Einwegmehrkopfautomaten und bilden eine untere Schranke für die Ausdrucksstärke von PCRA-Systemen mit Einwegkomponenten. Tatsächlich sind PCRA-Systeme auch dann stärker als PC-Systeme von endlichen Automaten, wenn die Komponenten für sich genommen die gleiche Ausdrucksstärke besitzen, also die regulären Sprachen charakterisieren. Für PCRA-Systeme mit Zweiwegekomponenten werden als untere Schranke die Sprachklassen der Zweiwegemehrkopfautomaten im deterministischen und im nichtdeterministischen Fall gezeigt, welche wiederum den bekannten Komplexitätsklassen L (deterministisch logarithmischer Platz) und NL (nichtdeterministisch logarithmischer Platz) entsprechen. Als obere Schranke wird die Klasse der kontextsensitiven Sprachen gezeigt. Außerdem werden Erweiterungen von Restart-Automaten betrachtet (nonforgetting-Eigenschaft, shrinking-Eigenschaft), welche bei einzelnen Komponenten eine Erhöhung der Berechnungsstärke bewirken, in Systemen jedoch deren Stärke nicht erhöhen. Die von PCRA-Systemen charakterisierten Sprachklassen sind unter diversen Sprachoperationen abgeschlossen und einige Sprachklassen sind sogar abstrakte Sprachfamilien (sogenannte AFL's). Abschließend werden für PCRA-Systeme spezifische Probleme auf ihre Entscheidbarkeit hin untersucht. Es wird gezeigt, dass Leerheit, Universalität, Inklusion, Gleichheit und Endlichkeit bereits für Systeme mit zwei Restart-Automaten des schwächsten Typs nicht semientscheidbar sind. Für das Wortproblem wird gezeigt, dass es im deterministischen Fall in quadratischer Zeit und im nichtdeterministischen Fall in exponentieller Zeit entscheidbar ist.

Comprehensive evaluation of the WaterGAP3 model across climatic, physiographic, and anthropogenic gradients

In den letzten Jahrzehnten haben sich makroskalige hydrologische Modelle als wichtige Werkzeuge etabliert um den Zustand der globalen erneuerbaren Süßwasserressourcen flächendeckend bewerten können. Sie werden heutzutage eingesetzt um eine große Bandbreite wissenschaftlicher Fragestellungen zu beantworten, insbesondere hinsichtlich der Auswirkungen anthropogener Einflüsse auf das natürliche Abflussregime oder der Auswirkungen des globalen Wandels und Klimawandels auf die Ressource Wasser. Diese Auswirkungen lassen sich durch verschiedenste wasserbezogene Kenngrößen abschätzen, wie z.B. erneuerbare (Grund-)Wasserressourcen, Hochwasserrisiko, Dürren, Wasserstress und Wasserknappheit. Die Weiterentwicklung makroskaliger hydrologischer Modelle wurde insbesondere durch stetig steigende Rechenkapazitäten begünstigt, aber auch durch die zunehmende Verfügbarkeit von Fernerkundungsdaten und abgeleiteten Datenprodukten, die genutzt werden können, um die Modelle anzutreiben und zu verbessern. Wie alle makro- bis globalskaligen Modellierungsansätze unterliegen makroskalige hydrologische Simulationen erheblichen Unsicherheiten, die (i) auf räumliche Eingabedatensätze, wie z.B. meteorologische Größen oder Landoberflächenparameter, und (ii) im Besonderen auf die (oftmals) vereinfachte Abbildung physikalischer Prozesse im Modell zurückzuführen sind. Angesichts dieser Unsicherheiten ist es unabdingbar, die tatsächliche Anwendbarkeit und Prognosefähigkeit der Modelle unter diversen klimatischen und physiographischen Bedingungen zu überprüfen. Bisher wurden die meisten Evaluierungsstudien jedoch lediglich in wenigen, großen Flusseinzugsgebieten durchgeführt oder fokussierten auf kontinentalen Wasserflüssen. Dies steht im Kontrast zu vielen Anwendungsstudien, deren Analysen und Aussagen auf simulierten Zustandsgrößen und Flüssen in deutlich feinerer räumlicher Auflösung (Gridzelle) basieren. Den Kern der Dissertation bildet eine umfangreiche Evaluierung der generellen Anwendbarkeit des globalen hydrologischen Modells WaterGAP3 für die Simulation von monatlichen Abflussregimen und Niedrig- und Hochwasserabflüssen auf Basis von mehr als 2400 Durchflussmessreihen für den Zeitraum 1958-2010. Die betrachteten Flusseinzugsgebiete repräsentieren ein breites Spektrum klimatischer und physiographischer Bedingungen, die Einzugsgebietsgröße reicht von 3000 bis zu mehreren Millionen Quadratkilometern. Die Modellevaluierung hat dabei zwei Zielsetzungen: Erstens soll die erzielte Modellgüte als Bezugswert dienen gegen den jegliche weiteren Modellverbesserungen verglichen werden können. Zweitens soll eine Methode zur diagnostischen Modellevaluierung entwickelt und getestet werden, die eindeutige Ansatzpunkte zur Modellverbesserung aufzeigen soll, falls die Modellgüte unzureichend ist. Hierzu werden komplementäre Modellgütemaße mit neun Gebietsparametern verknüpft, welche die klimatischen und physiographischen Bedingungen sowie den Grad anthropogener Beeinflussung in den einzelnen Einzugsgebieten quantifizieren. WaterGAP3 erzielt eine mittlere bis hohe Modellgüte für die Simulation von sowohl monatlichen Abflussregimen als auch Niedrig- und Hochwasserabflüssen, jedoch sind für alle betrachteten Modellgütemaße deutliche räumliche Muster erkennbar. Von den neun betrachteten Gebietseigenschaften weisen insbesondere der Ariditätsgrad und die mittlere Gebietsneigung einen starken Einfluss auf die Modellgüte auf. Das Modell tendiert zur Überschätzung des jährlichen Abflussvolumens mit steigender Aridität. Dieses Verhalten ist charakteristisch für makroskalige hydrologische Modelle und ist auf die unzureichende Abbildung von Prozessen der Abflussbildung und –konzentration in wasserlimitierten Gebieten zurückzuführen. In steilen Einzugsgebieten wird eine geringe Modellgüte hinsichtlich der Abbildung von monatlicher Abflussvariabilität und zeitlicher Dynamik festgestellt, die sich auch in der Güte der Niedrig- und Hochwassersimulation widerspiegelt. Diese Beobachtung weist auf notwendige Modellverbesserungen in Bezug auf (i) die Aufteilung des Gesamtabflusses in schnelle und verzögerte Abflusskomponente und (ii) die Berechnung der Fließgeschwindigkeit im Gerinne hin. Die im Rahmen der Dissertation entwickelte Methode zur diagnostischen Modellevaluierung durch Verknüpfung von komplementären Modellgütemaßen und Einzugsgebietseigenschaften wurde exemplarisch am Beispiel des WaterGAP3 Modells erprobt. Die Methode hat sich als effizientes Werkzeug erwiesen, um räumliche Muster in der Modellgüte zu erklären und Defizite in der Modellstruktur zu identifizieren. Die entwickelte Methode ist generell für jedes hydrologische Modell anwendbar. Sie ist jedoch insbesondere für makroskalige Modelle und multi-basin Studien relevant, da sie das Fehlen von feldspezifischen Kenntnissen und gezielten Messkampagnen, auf die üblicherweise in der Einzugsgebietsmodellierung zurückgegriffen wird, teilweise ausgleichen kann.

Computational Models of Object Recognition in Cortex: A Review

Understanding how biological visual systems perform object recognition is one of the ultimate goals in computational neuroscience. Among the biological models of recognition the main distinctions are between feedforward and feedback and between object-centered and view-centered. From a computational viewpoint the different recognition tasks - for instance categorization and identification - are very similar, representing different trade-offs between specificity and invariance. Thus the different tasks do not strictly require different classes of models. The focus of the review is on feedforward, view-based models that are supported by psychophysical and physiological data.

Sparse Representations of Multiple Signals

We discuss the problem of finding sparse representations of a class of signals. We formalize the problem and prove it is NP-complete both in the case of a single signal and that of multiple ones. Next we develop a simple approximation method to the problem and we show experimental results using artificially generated signals. Furthermore,we use our approximation method to find sparse representations of classes of real signals, specifically of images of pedestrians. We discuss the relation between our formulation of the sparsity problem and the problem of finding representations of objects that are compact and appropriate for detection and classification.

FY-RTS Videos 2 of 3

Watch, discuss, reflect CONTENT: Five videos introducing ideas about learning and reflection, one video introducing the idea of flow

Reliability of the Brief Neuropsychological Assessment Instrument Neupsilin

This study aimed to evaluate the reliability of Neupsilin Brief Neuropsychological Assessment Instrument, a brief battery developed in Brazil. Hundred two Brazilian man and women participated, from 18 to 40 years of age. It was evaluated the test-retest reliability of the Neupsilin tasks and the reliability of the correction of the constructional praxis task by different evaluators. The data were analyzed by Spearman’s correlation, intraclass correlation and Cronbach’s alpha. Language, memory, praxis and executive functions presented the highest correlations in the test-retest analyses. The agreement in the correction of the constructional praxis task was moderate to high. The results indicate temporal reliability of Neupsilin tasks and inter-rater agreement in the correction of the constructional praxis task. Suggestions to improve the tasks, the validity and reliability of Neupsilin were presented.

Effect of basis set superposition error on the electron density of molecular complexes

The effect of basis set superposition error (BSSE) on molecular complexes is analyzed. The BSSE causes artificial delocalizations which modify the first order electron density. The mechanism of this effect is assessed for the hydrogen fluoride dimer with several basis sets. The BSSE-corrected first-order electron density is obtained using the chemical Hamiltonian approach versions of the Roothaan and Kohn-Sham equations. The corrected densities are compared to uncorrected densities based on the charge density critical points. Contour difference maps between BSSE-corrected and uncorrected densities on the molecular plane are also plotted to gain insight into the effects of BSSE correction on the electron density

Enhanced convolution approach for CAC in ATM networks, an analytical study and implementation

The characteristics of service independence and flexibility of ATM networks make the control problems of such networks very critical. One of the main challenges in ATM networks is to design traffic control mechanisms that enable both economically efficient use of the network resources and desired quality of service to higher layer applications. Window flow control mechanisms of traditional packet switched networks are not well suited to real time services, at the speeds envisaged for the future networks. In this work, the utilisation of the Probability of Congestion (PC) as a bandwidth decision parameter is presented. The validity of PC utilisation is compared with QOS parameters in buffer-less environments when only the cell loss ratio (CLR) parameter is relevant. The convolution algorithm is a good solution for CAC in ATM networks with small buffers. If the source characteristics are known, the actual CLR can be very well estimated. Furthermore, this estimation is always conservative, allowing the retention of the network performance guarantees. Several experiments have been carried out and investigated to explain the deviation between the proposed method and the simulation. Time parameters for burst length and different buffer sizes have been considered. Experiments to confine the limits of the burst length with respect to the buffer size conclude that a minimum buffer size is necessary to achieve adequate cell contention. Note that propagation delay is a no dismiss limit for long distance and interactive communications, then small buffer must be used in order to minimise delay. Under previous premises, the convolution approach is the most accurate method used in bandwidth allocation. This method gives enough accuracy in both homogeneous and heterogeneous networks. But, the convolution approach has a considerable computation cost and a high number of accumulated calculations. To overcome this drawbacks, a new method of evaluation is analysed: the Enhanced Convolution Approach (ECA). In ECA, traffic is grouped in classes of identical parameters. By using the multinomial distribution function instead of the formula-based convolution, a partial state corresponding to each class of traffic is obtained. Finally, the global state probabilities are evaluated by multi-convolution of the partial results. This method avoids accumulated calculations and saves storage requirements, specially in complex scenarios. Sorting is the dominant factor for the formula-based convolution, whereas cost evaluation is the dominant factor for the enhanced convolution. A set of cut-off mechanisms are introduced to reduce the complexity of the ECA evaluation. The ECA also computes the CLR for each j-class of traffic (CLRj), an expression for the CLRj evaluation is also presented. We can conclude that by combining the ECA method with cut-off mechanisms, utilisation of ECA in real-time CAC environments as a single level scheme is always possible.

Sociodemographic characteristics and clinical features of patients with adult polycystic kidney disease undergoing hemodialysis

Aims:To analyze the socio-demographic and clinical characteristics of patients with adult polycystic kidney disease admitted to hemodialysis services in Northwestern Paraná state,Brazil. Methods: This was an observational, descriptive and retrospective longitudinal study. Medical records of patients with polycystic kidneys who initiated hemodialysis between 1995 and 2012, in four centers that treat patients of the coverage area of the 15th Regional Health Region of Paraná state where analyzed. Results:We found that 10.3% of hemodialysis patients had polycystic kidney disease as a leading cause of stage 5 of chronic kidney disease. The mean age of patients was 54.9±9.4 years (ranging between 27 and 74 years), with equal gender distribution and Caucasian predominance (72.9%). The average age of dialysis initiation was 50±10.2 years. The most common comorbidity was systemic hypertension (66.7%). Liver cyst was the main extra-renal manifestation (10.4%). Twenty-five percent of the patients required renal transplantation, and (22.9%) undergone nephrectomy. The most widely used classes of antihypertensive drugs were β-blockers (41.7%) and drugs that act on the renin-angiotensin system (31.3%), while 56.3% of patients were treated with recombinant human erythropoietin. Conclusions:This is a pioneering epidemiological study in Northwestern Paraná state. We found in this population a sociodemographic and clinical profile of adult polycystic kidney disease similar to that of North America and Europe, probably because the ethnic constitution of the sample was predominantly of Euro-descendants.

Flow e os fenómenos de mentoria e liderança em indústrias de injeção de plásticos da Marinha Grande

Este estudo procura investigar possíveis associações entre as experiências de flow e os fenómenos de mentoria e liderança. Procura-se identificar as características e benefícios de experiências de flow e de relações de mentoria e liderança, percebidos pelos colaboradores de quatro empresas de Injeção de Plásticos da Marinha Grande. Identificam-se as funções de mentoria, os estilos de liderança transacional, transformacional e servidora e os componentes de flow entre estes colaboradores. Para a medição dos estilos de liderança foram utilizados os instrumentos desenvolvidos por Avolio e Bass (2004) e Dennis (2004). Para as funções das relações de mentoria, definidas por Ragins e Kram (2007), o instrumento desenvolvido por Noe (1988). Para os componentes observados em experiências de flow, o instrumento desenvolvido por Jackson e Ecklund (2002). Apoiado nos instrumentos referidos foi aplicado um questionário na recolha dos dados para este estudo. Foram encontradas influências moderadas e fortes entre os estilos de liderança, as funções de mentoria e os componentes de uma experiência de flow.

The representation of conditional expectations of non-Gaussian noise

For Wiener spaces conditional expectations and $L^{2}$-martingales w.r.t. the natural filtration have a natural representation in terms of chaos expansion. In this note an extension to larger classes of processes is discussed. In particular, it is pointed out that orthogonality of the chaos expansion is not required.

The role of the basic state in the ENSO-monsoon relationship and implications for predictability

The impact of systematic model errors on a coupled simulation of the Asian Summer monsoon and its interannual variability is studied. Although the mean monsoon climate is reasonably well captured, systematic errors in the equatorial Pacific mean that the monsoon-ENSO teleconnection is rather poorly represented in the GCM. A system of ocean-surface heat flux adjustments is implemented in the tropical Pacific and Indian Oceans in order to reduce the systematic biases. In this version of the GCM, the monsoon-ENSO teleconnection is better simulated, particularly the lag-lead relationships in which weak monsoons precede the peak of El Nino. In part this is related to changes in the characteristics of El Nino, which has a more realistic evolution in its developing phase. A stronger ENSO amplitude in the new model version also feeds back to further strengthen the teleconnection. These results have important implications for the use of coupled models for seasonal prediction of systems such as the monsoon, and suggest that some form of flux correction may have significant benefits where model systematic error compromises important teleconnections and modes of interannual variability.