Untangling associations between chironomid taxa in Neotropical streams using local and landscape filters

1. Analyses of species association have major implications for selecting indicators for freshwater biomonitoring and conservation, because they allow for the elimination of redundant information and focus on taxa that can be easily handled and identified. These analyses are particularly relevant in the debate about using speciose groups (such as the Chironomidae) as indicators in the tropics, because they require difficult and time-consuming analysis, and their responses to environmental gradients, including anthropogenic stressors, are poorly known. 2. Our objective was to show whether chironomid assemblages in Neotropical streams include clear associations of taxa and, if so, how well these associations could be explained by a set of models containing information from different spatial scales. For this, we formulated a priori models that allowed for the influence of local, landscape and spatial factors on chironomid taxon associations (CTA). These models represented biological hypotheses capable of explaining associations between chironomid taxa. For instance, CTA could be best explained by local variables (e.g. pH, conductivity and water temperature) or by processes acting at wider landscape scales (e.g. percentage of forest cover). 3. Biological data were taken from 61 streams in Southeastern Brazil, 47 of which were in well-preserved regions, and 14 of which drained areas severely affected by anthropogenic activities. We adopted a model selection procedure using Akaike`s information criterion to determine the most parsimonious models for explaining CTA. 4. Applying Kendall`s coefficient of concordance, seven genera (Tanytarsus/Caladomyia, Ablabesmyia, Parametriocnemus, Pentaneura, Nanocladius, Polypedilum and Rheotanytarsus) were identified as associated taxa. The best-supported model explained 42.6% of the total variance in the abundance of associated taxa. This model combined local and landscape environmental filters and spatial variables (which were derived from eigenfunction analysis). However, the model with local filters and spatial variables also had a good chance of being selected as the best model. 5. Standardised partial regression coefficients of local and landscape filters, including spatial variables, derived from model averaging allowed an estimation of which variables were best correlated with the abundance of associated taxa. In general, the abundance of the associated genera tended to be lower in streams characterised by a high percentage of forest cover (landscape scale), lower proportion of muddy substrata and high values of pH and conductivity (local scale). 6. Overall, our main result adds to the increasing number of studies that have indicated the importance of local and landscape variables, as well as the spatial relationships among sampling sites, for explaining aquatic insect community patterns in streams. Furthermore, our findings open new possibilities for the elimination of redundant data in the assessment of anthropogenic impacts on tropical streams.

Adipocyte differentiation is inhibited by melatonin through the regulation of C/EBP beta transcriptional activity

Considering that melatonin has been implicated in body weight control, this work investigated whether this effect involves the regulation of adipogenesis. 3T3-L1 preadipocytes were induced to differentiate in the absence or presence of melatonin (10(-3) m). Swiss-3T3 cells ectopically and conditionally (Tet-off system) over-expressing the 34 kDa C/EBP beta isoform (Swiss-LAP cells) were employed as a tool to assess the mechanisms of action at the molecular level. Protein markers of the adipogenic phenotype were analyzed by Western blot. At 36 hr of differentiation of 3T3-L1 preadipocytes, a reduction of PPAR gamma expression was detected followed by a further reduction, at day 4, of perilipin, aP2 and adiponectin protein expression in melatonin-treated cells. Real-time PCR analysis also showed a decrease of PPAR gamma (60%), C/EBP alpha (75%), adiponectin (30%) and aP2 (40%) mRNA expression. Finally, we transfected Swiss LAP cells with a C/EBP alpha gene promoter/reporter construct in which luciferase expression is enhanced in response to C/EBP beta activity. Culture of such transfected cells in the absence of tetracycline led to a 2.5-fold activation of the C/EBP alpha promoter. However, when treated with melatonin, the level of C/EBP alpha promoter activation by C/EBP beta was reduced by 50% (P = 0.05, n = 6). In addition, this inhibitory effect of melatonin was also reflected in the phenotype of the cells, since their capacity to accumulate lipids droplets was reduced as confirmed by the poor staining with Oil Red O. In conclusion, melatonin at a concentration of 10(-3) m works as a negative regulator of adipogenesis acting in part by inhibiting the activity of a critical adipogenic transcription factor, C/EBP beta.

Copula-based regression models: A survey

In this review paper we collect several results about copula-based models, especially concerning regression models, by focusing on some insurance applications. (C) 2009 Elsevier B.V. All rights reserved.

Computerized identification of motor complications in Parkinson's disease

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

Mobile systems for monitoring Parkinson's disease

A challenge for the clinical management of Parkinson's disease (PD) is the large within- and between-patient variability in symptom profiles as well as the emergence of motor complications which represent a significant source of disability in patients. This thesis deals with the development and evaluation of methods and systems for supporting the management of PD by using repeated measures, consisting of subjective assessments of symptoms and objective assessments of motor function through fine motor tests (spirography and tapping), collected by means of a telemetry touch screen device. One aim of the thesis was to develop methods for objective quantification and analysis of the severity of motor impairments being represented in spiral drawings and tapping results. This was accomplished by first quantifying the digitized movement data with time series analysis and then using them in data-driven modelling for automating the process of assessment of symptom severity. The objective measures were then analysed with respect to subjective assessments of motor conditions. Another aim was to develop a method for providing comparable information content as clinical rating scales by combining subjective and objective measures into composite scores, using time series analysis and data-driven methods. The scores represent six symptom dimensions and an overall test score for reflecting the global health condition of the patient. In addition, the thesis presents the development of a web-based system for providing a visual representation of symptoms over time allowing clinicians to remotely monitor the symptom profiles of their patients. The quality of the methods was assessed by reporting different metrics of validity, reliability and sensitivity to treatment interventions and natural PD progression over time. Results from two studies demonstrated that the methods developed for the fine motor tests had good metrics indicating that they are appropriate to quantitatively and objectively assess the severity of motor impairments of PD patients. The fine motor tests captured different symptoms; spiral drawing impairment and tapping accuracy related to dyskinesias (involuntary movements) whereas tapping speed related to bradykinesia (slowness of movements). A longitudinal data analysis indicated that the six symptom dimensions and the overall test score contained important elements of information of the clinical scales and can be used to measure effects of PD treatment interventions and disease progression. A usability evaluation of the web-based system showed that the information presented in the system was comparable to qualitative clinical observations and the system was recognized as a tool that will assist in the management of patients.

Automatic and objective assessment of alternating tapping performance in Parkinson’s disease

This paper presents the development and evaluation of a method for enabling quantitative and automatic scoring of alternating tapping performance of patients with Parkinson’s disease (PD). Ten healthy elderly subjects and 95 patients in different clinical stages of PD have utilized a touch-pad handheld computer to perform alternate tapping tests in their home environments. First, a neurologist used a web-based system to visually assess impairments in four tapping dimensions (‘speed’, ‘accuracy’, ‘fatigue’ and ‘arrhythmia’) and a global tapping severity (GTS). Second, tapping signals were processed with time series analysis and statistical methods to derive 24 quantitative parameters. Third, principal component analysis was used to reduce the dimensions of these parameters and to obtain scores for the four dimensions. Finally, a logistic regression classifier was trained using a 10-fold stratified cross-validation to map the reduced parameters to the corresponding visually assessed GTS scores. Results showed that the computed scores correlated well to visually assessed scores and were significantly different across Unified Parkinson’s Disease Rating Scale scores of upper limb motor performance. In addition, they had good internal consistency, had good ability to discriminate between healthy elderly and patients in different disease stages, had good sensitivity to treatment interventions and could reflect the natural disease progression over time. In conclusion, the automatic method can be useful to objectively assess the tapping performance of PD patients and can be included in telemedicine tools for remote monitoring of tapping.

The role of no-arbitrage on forecasting: lessons from a parametric term structure model

Parametric term structure models have been successfully applied to innumerous problems in fixed income markets, including pricing, hedging, managing risk, as well as studying monetary policy implications. On their turn, dynamic term structure models, equipped with stronger economic structure, have been mainly adopted to price derivatives and explain empirical stylized facts. In this paper, we combine flavors of those two classes of models to test if no-arbitrage affects forecasting. We construct cross section (allowing arbitrages) and arbitrage-free versions of a parametric polynomial model to analyze how well they predict out-of-sample interest rates. Based on U.S. Treasury yield data, we find that no-arbitrage restrictions significantly improve forecasts. Arbitrage-free versions achieve overall smaller biases and Root Mean Square Errors for most maturities and forecasting horizons. Furthermore, a decomposition of forecasts into forward-rates and holding return premia indicates that the superior performance of no-arbitrage versions is due to a better identification of bond risk premium.

Retenção de talentos por meio de reconhecimento e recompença

Esta dissertação objetivou verificar até que ponto os mecanismos de reconhecimento e recompensa são motivadores à retenção de talentos. Considerou que há pessoas que fazem o diferencial das organizações por deterem competências de difícil aquisição e de importância estratégica. No entanto, essas competências serão perdidas se não estiverem vinculadas aos objetivos das organizações e se não forem estabelecidas relações entre o desempenho e as práticas de reconhecimento e recompensa adotadas. Como base, buscou-se em disciplinas como a Psicologia, a Sociologia e as ciências da Administração, fundamentos teóricos que viessem auxiliar na resposta ao problema formulado. Este referencial mostrou a importância da retenção do talento, assim como descreveu e analisou algumas das muitas variáveis que poderiam impactar a construção de vínculos psicológicos entre o talento e a organização, ressaltando os principais componentes do processo motivacional na retenção. Também, permitiu identificar e analisar os principais mecanismos de reconhecimento e recompensa que poderiam ser adotados na valorização e retenção de talentos e relacionou-os com três correntes da motivação, criando um modelo conceitual de avaliação da retenção. Os resultados deste estudo serviram de orientadores à pesquisa de campo, que buscou conhecer quais os mecanismos de reconhecimento e recompensa que mais motivam os talentos a permanecerem em uma organização, bem como, avaliou se os mecanismos ditos motivadores, quando efetivamente praticados, causariam impacto na motivação do talento no decorrer do tempo. iii A análise dos resultados da pesquisa validou o modelo conceitual, concluindo que dos trinta e um mecanismos estudados apenas oito têm força de retenção, estando sete deles associados a formas de reconhecimento, aprovação e crescimento profissional. Os resultados não rejeitam as hipóteses e concluem que reconhecer e recompensar talentos vai muito além de abonos e prêmios pecuniários e materiais. Embora estímulos externos contribuam, a motivação em permanecer em uma organização é intrínseca ao talento e está associada ao seu espaço de vida, no momento em que ele se percebe integrado ao grupo, e respeitado, tendo seu esforço reconhecido e recompensado de forma justa.

Crescimento econômico e liquidez externa no Brasil após 1970

This paper assesses the relationship between the capital account and the Brazilian economic growth according to balance-of-payments constraint approach. The Thirlwall (1979)´s simple rule is extended to take into consideration capital account and several empirical evidence using time series analysis are shown. Conversely to the simple rule when fitted rates of balance-of-payment equilibrium economic growth average bellow the observed ones, fitted rates of growth using the rule extended to international liquidity are consistently greater than the observed ones. It is fair to conclude that, first, the Brazilian economy grows better during abundant international liquidity and, second, the economy sub utilizes such advantage growing far less than it could grow.

Projetos de controladores para sistemas de potência utilizando LMI'S

A presente dissertação tem como objetivo estudar e aprimorar métodos de projetos de controladores para sistemas de potência, sendo que esse trabalho trata da estabilidade dinâmica de sistemas de potência e, portanto, do projeto de controladores amortecedores de oscilações eletromecânicas para esses sistemas. A escolha dos métodos aqui estudados foi orientada pelos requisitos que um estabilizador de sistemas de potência (ESP) deve ter, que são robustez, descentralização e coordenação. Sendo que alguns deles tiveram suas características aprimoradas para atender a esses requisitos. A abordagem dos métodos estudados foi restringida à análise no domínio tempo, pois a abordagem temporal facilita a modelagem das incertezas paramétricas, para atender ao requisito da robustez, e também permite a formulação do controle descentralizado de maneira simples. Além disso, a abordagem temporal permite a formulação do problema de projeto utilizando desigualdades matriciais lineares (LMI’s), as quais possuem como vantagem o fato do conjunto solução ser sempre convexo e a existência de algoritmos eficientes para o cálculo de sua solução. De fato, existem diversos pacotes computacionais desenvolvidos no mercado para o cálculo da solução de um problema de inequações matriciais lineares. Por esse motivo, os métodos de projeto para controladores de saída buscam sempre colocar o problema na forma de LMI’s, tendo em vista que ela garante a obtenção de solução, caso essa solução exista.

Essays on infrastructure in Brazil

A presente tese engloba cinco trabalhos sobre dois setores brasileiros de infraestrutura: setor de energia e de transportes. No primeiro trabalho, modela-se o lance dos leilões de linhas de transmissão de energia, buscando compreender porque os lances ganhadores têm se situado em níveis abaixo do que se espera. No segundo paper, estima-se a demanda de energia do Brasil e as elasticidades preço e renda que os consumidores apresentem em relação a essa demanda, usando uma técnica ainda não aplicada na literatura e incluindo o período da Crise do Racionamento – a qual pode ter mudado o padrão de consumo dos agentes. No terceiro trabalho, estuda-se a evolução do mercado de gás natural liquefeito (GNL) ao redor do mundo. O GNL pode ser o link que faltava entre os mercados de gás natural e essa hipótese é testada por meio de análises de séries de tempo e de cópulas. O quarto paper discute a entrada do GNL no sistema energético brasileiro e suas eventuais consequências. Por fim, o quinto paper analisa a experiência de leilões de rodovias no Brasil. O trabalho levanta relevantes insights a respeito do modelo de leilão utilizado e dos detalhes contratuais dessas licitações.

Análise da proposta educacional das escolas metodistas

O objetivo deste trabalho foi analisar a proposta educacional das Escolas Metodistas a partir do relacionamento destas com a própria estrutura eclesiástica da Igreja Metodista e com a sociedade brasileira como um todo, na oportunidade em que o Brasil se definia como um país capitalista dependente. Através da pesquisa e análise dos estatutos, prospectos, anuários, programas de ensino, organização curricular, revistas educacionais, artigos, discursos, documentos de arquivo, etc, provenientes do Instituto Porto Alegre (IPA), tomado como referencial para interpretar a proposta educacional das Escolas Metodistas, detectaram-se os princípios básicos-da referida proposta desde a fundação da Escola (1919) até os dias atuais. Procedeu-se à análise da evolução histórica da Igreja e das Escolas Metodistas sempre considerando a vinculação existente inicialmente com os Estados Unidos (nação hegemônica, externa) e posteriormente com o Estado Brasileiro (dominação interna). Concluiu-se que, na medida em que a sociedade brasileira ia sendo estruturada conforme os principios e propósitos definidos por uma nação hegemônica (Estados Unidos) e que o Estado Brasileiro se organizava como agente de uma dominação interna, as Escolas Metodistas passaram do nivel de dependência externa para um nível de dependência interna, e o relativo êxito de sua proposta educacional diluiu-se com a implantação do sistema oficial de ensino no país.

Ensaios sobre a estrutura a termo da taxa de juros

Esta tese é composta de três artigos que analisam a estrutura a termo das taxas de juros usando diferentes bases de dados e modelos. O capítulo 1 propõe um modelo paramétrico de taxas de juros que permite a segmentação e choques locais na estrutura a termo. Adotando dados do tesouro americano, duas versões desse modelo segmentado são implementadas. Baseado em uma sequência de 142 experimentos de previsão, os modelos propostos são comparados à benchmarks e concluí-se que eles performam melhor nos resultados das previsões fora da amostra, especialmente para as maturidades curtas e para o horizonte de previsão de 12 meses. O capítulo 2 acrescenta restrições de não arbitragem ao estimar um modelo polinomial gaussiano dinâmico de estrutura a termo para o mercado de taxas de juros brasileiro. Esse artigo propõe uma importante aproximação para a série temporal dos fatores de risco da estrutura a termo, que permite a extração do prêmio de risco das taxas de juros sem a necessidade de otimização de um modelo dinâmico completo. Essa metodologia tem a vantagem de ser facilmente implementada e obtém uma boa aproximação para o prêmio de risco da estrutura a termo, que pode ser usada em diferentes aplicações. O capítulo 3 modela a dinâmica conjunta das taxas nominais e reais usando um modelo afim de não arbitagem com variáveis macroeconômicas para a estrutura a termo, afim de decompor a diferença entre as taxas nominais e reais em prêmio de risco de inflação e expectativa de inflação no mercado americano. Uma versão sem variáveis macroeconômicas e uma versão com essas variáveis são implementadas e os prêmios de risco de inflação obtidos são pequenos e estáveis no período analisado, porém possuem diferenças na comparação dos dois modelos analisados.

Modelos de previsão de volatilidade : uma aplicação do modelo GARCH a taxas de câmbio

Com o objetivo de mostrar uma aplicação dos modelos da família GARCH a taxas de câmbio, foram utilizadas técnicas estatísticas englobando análise multivariada de componentes principais e análise de séries temporais com modelagem de média e variância (volatilidade), primeiro e segundo momentos respectivamente. A utilização de análise de componentes principais auxilia na redução da dimensão dos dados levando a estimação de um menor número de modelos, sem contudo perder informação do conjunto original desses dados. Já o uso dos modelos GARCH justifica-se pela presença de heterocedasticidade na variância dos retornos das séries de taxas de câmbio. Com base nos modelos estimados foram simuladas novas séries diárias, via método de Monte Carlo (MC), as quais serviram de base para a estimativa de intervalos de confiança para cenários futuros de taxas de câmbio. Para a aplicação proposta foram selecionadas taxas de câmbio com maior market share de acordo com estudo do BIS, divulgado a cada três anos.

Previsão da inflação no Boletim Focus: uma avaliação

Este trabalho investiga e analisa as diferenças das taxas anuais de inflação realizadas com relação às previsões dos agentes econômicos do mercado para um ano à frente. Os índices analisados foram o IPCA, IPA-M, IGP-M e o IGP-DI. Referente à previsão dos agentes para cada índice, foi feito uma análise estatística e uma análise de séries temporais através do modelo ARIMA. Este último explicou o erro de previsão dos agentes econômicos através de valores passados, ou defasados, do próprio erro de previsão, além dos termos estocásticos.