971 resultados para MONTE-CARLO SIMULATION
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Objectives To estimate the burden of disease attributable to high blood pressure (BP) in adults aged 30 years and older in South Africa in 2000. Design World Health Organization comparative risk assessment (CRA) methodology was followed. Mean systolic BP (SBP) estimates by age and sex were obtained from the 1998 South African Demographic and Health Survey adult data. Population-attributable fractions were calculated and applied to revised burden of disease estimates for the relevant disease categories for South Africa in 2000. Monte Carlo simulation modelling techniques were used for uncertainty analysis. Setting South Africa Subjects Adults aged 30 years and older. Outcome measures Mortality and disability-adjusted life years (DALYs) from ischaemic heart disease (IHD), stroke, hypertensive disease and other cardiovascular disease (CVD). Results High BP was estimated to have caused 46 888 deaths (95% uncertainty interval 44 878 - 48 566) or 9% (95% uncertainty interval 8.6 - 9.3%) of all deaths in South Africa in 2000, and 390 860 DALYs (95% uncertainty interval 377 955 - 402 256) or 2.4% of all DALYs (95% uncertainty interval 2.3 - 2.5%) in South Africa in 2000. Overall, 50% of stroke, 42% of IHD, 72% of hypertensive disease and 22% of other CVD burden in adult males and females (30+ years) were attributable to high BP (systolic BP ≥ 115 mmHg). Conclusions High BP contributes to a considerable burden of CVD in South Africa and results indicate that there is considerable potential for health gain from implementing BP-lowering interventions that are known to be highly costeffective.
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Objectives To estimate the burden of disease attributable to lead exposure in South Africa in 2000. Design World Health Organization comparative risk assessment (CRA) methodology was followed. Recent community studies were used to derive mean blood lead concentrations in adults and children in urban and rural areas. Population-attributable fractions were calculated and applied to revised burden of disease estimates for the relevant disease categories for South Africa in the year 2000. Monte Carlo simulation-modelling techniques were used for the uncertainty analysis. Setting South Africa. Subjects Children under 5 and adults 30 years and older. Outcome measures Cardiovascular mortality and disability-adjusted life years (DALYs) in adults 30 years and older and mild mental disability DALYs in children under 5 years. Results Lead exposure was estimated to cause 1 428 deaths (95% uncertainty interval 1 086-1 772) or 0.27% (95% uncertainty interval: 0.21 - 0.34%) of all deaths in South Africa in 2000. Burden of disease attributed to lead exposure was dominated by mild mental disability in young children, accounting for 75% of the total 58 939 (95% uncertainty interval 55 413 - 62 500) attributable DALYs. Cardiovascular disease in adults accounted for the remainder of the burden. Conclusions Even with the phasing out of leaded petrol, exposure to lead from its ongoing addition to paint, paraoccupational exposure and its use in backyard 'cottage industries' will continue to be an important public health hazard in South Africa for decades. Young children, especially those from disadvantaged communities, remain particularly vulnerable to lead exposure and poisoning.
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This paper presents an efficient noniterative method for distribution state estimation using conditional multivariate complex Gaussian distribution (CMCGD). In the proposed method, the mean and standard deviation (SD) of the state variables is obtained in one step considering load uncertainties, measurement errors, and load correlations. In this method, first the bus voltages, branch currents, and injection currents are represented by MCGD using direct load flow and a linear transformation. Then, the mean and SD of bus voltages, or other states, are calculated using CMCGD and estimation of variance method. The mean and SD of pseudo measurements, as well as spatial correlations between pseudo measurements, are modeled based on the historical data for different levels of load duration curve. The proposed method can handle load uncertainties without using time-consuming approaches such as Monte Carlo. Simulation results of two case studies, six-bus, and a realistic 747-bus distribution network show the effectiveness of the proposed method in terms of speed, accuracy, and quality against the conventional approach.
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OBJECTIVES To estimate the disease burden attributable to being underweight as an indicator of undernutrition in children under 5 years of age and in pregnant women for the year 2000. DESIGN World Health Organization comparative risk assessment (CRA) methodology was followed. The 1999 National Food Consumption Survey prevalence of underweight classified in three low weight-for-age categories was compared with standard growth charts to estimate population-attributable fractions for mortality and morbidity outcomes, based on increased risk for each category and applied to revised burden of disease estimates for South Africa in 2000. Maternal underweight, leading to an increased risk of intra-uterine growth retardation and further risk of low birth weight (LBW), was also assessed using the approach adopted by the global assessment. Monte Carlo simulation-modeling techniques were used for the uncertainty analysis. SETTING South Africa. SUBJECTS Children under 5 years of age and pregnant women. OUTCOME MEASURES Mortality and disability-adjusted life years (DALYs) from protein- energy malnutrition and a fraction of those from diarrhoeal disease, pneumonia, malaria, other non- HIV/AIDS infectious and parasitic conditions in children aged 0 - 4 years, and LBW. RESULTS Among children under 5 years, 11.8% were underweight. In the same age group, 11,808 deaths (95% uncertainty interval 11,100 - 12,642) or 12.3% (95% uncertainty interval 11.5 - 13.1%) were attributable to being underweight. Protein-energy malnutrition contributed 44.7% and diarrhoeal disease 29.6% of the total attributable burden. Childhood and maternal underweight accounted for 2.7% (95% uncertainty interval 2.6 - 2.9%) of all DALYs in South Africa in 2000 and 10.8% (95% uncertainty interval 10.2 - 11.5%) of DALYs in children under 5. CONCLUSIONS The study shows that reduction of the occurrence of underweight would have a substantial impact on child mortality, and also highlights the need to monitor this important indicator of child health.
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OBJECTIVES To estimate the burden of disease attributable to diabetes by sex and age group in South Africa in 2000. DESIGN The framework adopted for the most recent World Health Organization comparative risk assessment (CRA) methodology was followed. Small community studies used to derive the prevalence of diabetes by population group were weighted proportionately for a national estimate. Population-attributable fractions were calculated and applied to revised burden of disease estimates. Monte Carlo simulation-modelling techniques were used for uncertainty analysis. SETTING South Africa. SUBJECTS Adults 30 years and older. OUTCOME MEASURES Mortality and disability-adjusted life years (DALYs) for ischaemic heart disease (IHD), stroke, hypertensive disease and renal failure. RESULTS Of South Africans aged >or= 30 years, 5.5% had diabetes which increased with age. Overall, about 14% of IHD, 10% of stroke, 12% of hypertensive disease and 12% of renal disease burden in adult males and females (30+ years) were attributable to diabetes. Diabetes was estimated to have caused 22,412 (95% uncertainty interval 20,755 - 24,872) or 4.3% (95% uncertainty interval 4.0 - 4.8%) of all deaths in South Africa in 2000. Since most of these occurred in middle or old age, the loss of healthy life years comprises a smaller proportion of the total 258,028 DALYs (95% uncertainty interval 236,856 - 290,849) in South Africa in 2000, accounting for 1.6% (95% uncertainty interval 1.5 - 1.8%) of the total burden. CONCLUSIONS Diabetes is an important direct and indirect cause of burden in South Africa. Primary prevention of the disease through multi-level interventions and improved management at primary health care level are needed.
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OBJECTIVES To estimate the extent of iron deficiency anaemia (IDA) among children aged 0 - 4 years and pregnant women aged 15 - 49 years, and the burden of disease attributed to IDA in South Africa in 2000. DESIGN The comparative risk assessment (CRA) methodology of the World Health Organization (WHO) was followed using local prevalence and burden estimates. IDA prevalence came from re-analysis of the South African Vitamin A Consultative Group study in the case of the children, and from a pooled estimate from several studies in the case of the pregnant women (haemoglobin level < 11 g/dl and ferritin level < 12 microg/l). Monte Carlo simulation-modelling was used for the uncertainty analysis. SETTING South Africa. SUBJECTS Children under 5 years and pregnant women 15 - 49 years. OUTCOME MEASURES Direct sequelae of IDA, maternal and perinatal deaths and disability-adjusted life years (DALYs) from mild mental disability related to IDA. Results. It is estimated that 5.1% of children and 9 - 12% of pregnant women had IDA and that about 7.3% of perinatal deaths and 4.9% of maternal deaths were attributed to IDA in 2000. Overall, about 174,976 (95% uncertainty interval 150,344 - 203,961) healthy years of life lost (YLLs), or between 0.9% and 1.3% of all DALYs in South Africa in 2000, were attributable to IDA. CONCLUSIONS This first study in South Africa to quantify the burden from IDA suggests that it is a less serious public health problem in South Africa than in many other developing countries. Nevertheless, this burden is preventable, and the study highlights the need to disseminate the food-based dietary guidelines formulated by the National Department of Health to people who need them and to monitor the impact of the food fortification programme.
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This study compares Value-at-Risk (VaR) measures for Australian banks over a period that includes the Global Financial Crisis (GFC) to determine whether the methodology and parameter selection are important for capital adequacy holdings that will ultimately support a bank in a crisis period. VaR methodology promoted under Basel II was largely criticised during the GFC for its failure to capture downside risk. However, results from this study indicate that 1-year parametric and historical models produce better measures of VaR than models with longer time frames. VaR estimates produced using Monte Carlo simulations show a high percentage of violations but with lower average magnitude of a violation when they occur. VaR estimates produced by the ARMA GARCH model also show a relatively high percentage of violations, however, the average magnitude of a violation is quite low. Our findings support the design of the revised Basel II VaR methodology which has also been adopted under Basel III.
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Purpose The purpose of this investigation was to assess the angular dependence of a commercial optically stimulated luminescence dosimeter (OSLD) dosimetry system in MV x-ray beams at depths beyondd max and to find ways to mitigate this dependence for measurements in phantoms. Methods Two special holders were designed which allow a dosimeter to be rotated around the center of its sensitive volume. The dosimeter's sensitive volume is a disk, 5 mm in diameter and 0.2 mm thick. The first holder rotates the disk in the traditional way. It positions the disk perpendicular to the beam (gantry pointing to the floor) in the initial position (0°). When the holder is rotated the angle of the disk towards the beam increases until the disk is parallel with the beam (“edge on,” 90°). This is referred to as Setup 1. The second holder offers a new, alternative measurement position. It positions the disk parallel to the beam for all angles while rotating around its center (Setup 2). Measurements with five to ten dosimeters per point were carried out for 6 MV at 3 and 10 cm depth. Monte Carlo simulations using GEANT4 were performed to simulate the response of the active detector material for several angles. Detector and housing were simulated in detail based on microCT data and communications with the manufacturer. Various material compositions and an all-water geometry were considered. Results For the traditional Setup 1 the response of the OSLD dropped on average by 1.4% ± 0.7% (measurement) and 2.1% ± 0.3% (Monte Carlo simulation) for the 90° orientation compared to 0°. Monte Carlo simulations also showed a strong dependence of the effect on the composition of the sensitive layer. Assuming the layer to completely consist of the active material (Al2O3) results in a 7% drop in response for 90° compared to 0°. Assuming the layer to be completely water, results in a flat response within the simulation uncertainty of about 1%. For the new Setup 2, measurements and Monte Carlo simulations found the angular dependence of the dosimeter to be below 1% and within the measurement uncertainty. Conclusions The dosimeter system exhibits a small angular dependence of approximately 2% which needs to be considered for measurements involving other than normal incident beams angles. This applies in particular to clinicalin vivo measurements where the orientation of the dosimeter is dictated by clinical circumstances and cannot be optimized as otherwise suggested here. When measuring in a phantom, the proposed new setup should be considered. It changes the orientation of the dosimeter so that a coplanar beam arrangement always hits the disk shaped detector material from the thin side and thereby reduces the angular dependence of the response to within the measurement uncertainty of about 1%. This improvement makes the dosimeter more attractive for clinical measurements with multiple coplanar beams in phantoms, as the overall measurement uncertainty is reduced. Similarly, phantom based postal audits can transition from the traditional TLD to the more accurate and convenient OSLD.
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This paper demonstrates the procedures for probabilistic assessment of a pesticide fate and transport model, PCPF-1, to elucidate the modeling uncertainty using the Monte Carlo technique. Sensitivity analyses are performed to investigate the influence of herbicide characteristics and related soil properties on model outputs using four popular rice herbicides: mefenacet, pretilachlor, bensulfuron-methyl and imazosulfuron. Uncertainty quantification showed that the simulated concentrations in paddy water varied more than those of paddy soil. This tendency decreased as the simulation proceeded to a later period but remained important for herbicides having either high solubility or a high 1st-order dissolution rate. The sensitivity analysis indicated that PCPF-1 parameters requiring careful determination are primarily those involve with herbicide adsorption (the organic carbon content, the bulk density and the volumetric saturated water content), secondary parameters related with herbicide mass distribution between paddy water and soil (1st-order desorption and dissolution rates) and lastly, those involving herbicide degradations. © Pesticide Science Society of Japan.
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Uncertainty assessments of herbicide losses from rice paddies in Japan associated with local meteorological conditions and water management practices were performed using a pesticide fate and transport model, PCPF-1, under the Monte Carlo (MC) simulation scheme. First, MC simulations were conducted for five different cities with a prescribed water management scenario and a 10-year meteorological dataset of each city. The effectiveness of water management was observed regarding the reduction of pesticide runoff. However, a greater potential of pesticide runoff remained in Western Japan. Secondly, an extended analysis was attempted to evaluate the effects of local water management and meteorological conditions between the Chikugo River basin and the Sakura River basin using uncertainty inputs processed from observed water management data. The results showed that because of more severe rainfall events, significant pesticide runoff occurred in the Chikugo River basin even when appropriate irrigation practices were implemented. © Pesticide Science Society of Japan.
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The behavior of pile foundations in non liquefiable soil under seismic loading is considerably influenced by the variability in the soil and seismic design parameters. Hence, probabilistic models for the assessment of seismic pile design are necessary. Deformation of pile foundation in non liquefiable soil is dominated by inertial force from superstructure. The present study considers a pseudo-static approach based on code specified design response spectra. The response of the pile is determined by equivalent cantilever approach. The soil medium is modeled as a one-dimensional random field along the depth. The variability associated with undrained shear strength, design response spectrum ordinate, and superstructure mass is taken into consideration. Monte Carlo simulation technique is adopted to determine the probability of failure and reliability indices based on pile failure modes, namely exceedance of lateral displacement limit and moment capacity. A reliability-based design approach for the free head pile under seismic force is suggested that enables a rational choice of pile design parameters.
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It is shown that for continuum percolation with overlapping discs having a distribution of radii, the net areal density of discs at percolation threshold depends non-trivially on the distribution, and is not bounded by any finite constant. Results of a Monte Carlo simulation supporting the argument are presented.
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Uncertainties associated with the structural model and measured vibration data may lead to unreliable damage detection. In this paper, we show that geometric and measurement uncertainty cause considerable problem in damage assessment which can be alleviated by using a fuzzy logic-based approach for damage detection. Curvature damage factor (CDF) of a tapered cantilever beam are used as damage indicators. Monte Carlo simulation (MCS) is used to study the changes in the damage indicator due to uncertainty in the geometric properties of the beam. Variation in these CDF measures due to randomness in structural parameter, further contaminated with measurement noise, are used for developing and testing a fuzzy logic system (FLS). Results show that the method correctly identifies both single and multiple damages in the structure. For example, the FLS detects damage with an average accuracy of about 95 percent in a beam having geometric uncertainty of 1 percent COV and measurement noise of 10 percent in single damage scenario. For multiple damage case, the FLS identifies damages in the beam with an average accuracy of about 94 percent in the presence of above mentioned uncertainties. The paper brings together the disparate areas of probabilistic analysis and fuzzy logic to address uncertainty in structural damage detection.
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Uncertainty plays an important role in water quality management problems. The major sources of uncertainty in a water quality management problem are the random nature of hydrologic variables and imprecision (fuzziness) associated with goals of the dischargers and pollution control agencies (PCA). Many Waste Load Allocation (WLA)problems are solved by considering these two sources of uncertainty. Apart from randomness and fuzziness, missing data in the time series of a hydrologic variable may result in additional uncertainty due to partial ignorance. These uncertainties render the input parameters as imprecise parameters in water quality decision making. In this paper an Imprecise Fuzzy Waste Load Allocation Model (IFWLAM) is developed for water quality management of a river system subject to uncertainty arising from partial ignorance. In a WLA problem, both randomness and imprecision can be addressed simultaneously by fuzzy risk of low water quality. A methodology is developed for the computation of imprecise fuzzy risk of low water quality, when the parameters are characterized by uncertainty due to partial ignorance. A Monte-Carlo simulation is performed to evaluate the imprecise fuzzy risk of low water quality by considering the input variables as imprecise. Fuzzy multiobjective optimization is used to formulate the multiobjective model. The model developed is based on a fuzzy multiobjective optimization problem with max-min as the operator. This usually does not result in a unique solution but gives multiple solutions. Two optimization models are developed to capture all the decision alternatives or multiple solutions. The objective of the two optimization models is to obtain a range of fractional removal levels for the dischargers, such that the resultant fuzzy risk will be within acceptable limits. Specification of a range for fractional removal levels enhances flexibility in decision making. The methodology is demonstrated with a case study of the Tunga-Bhadra river system in India.
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Randomness in the source condition other than the heterogeneity in the system parameters can also be a major source of uncertainty in the concentration field. Hence, a more general form of the problem formulation is necessary to consider randomness in both source condition and system parameters. When the source varies with time, the unsteady problem, can be solved using the unit response function. In the case of random system parameters, the response function becomes a random function and depends on the randomness in the system parameters. In the present study, the source is modelled as a random discrete process with either a fixed interval or a random interval (the Poisson process). In this study, an attempt is made to assess the relative effects of various types of source uncertainties on the probabilistic behaviour of the concentration in a porous medium while the system parameters are also modelled as random fields. Analytical expressions of mean and covariance of concentration due to random discrete source are derived in terms of mean and covariance of unit response function. The probabilistic behaviour of the random response function is obtained by using a perturbation-based stochastic finite element method (SFEM), which performs well for mild heterogeneity. The proposed method is applied for analysing both the 1-D as well as the 3-D solute transport problems. The results obtained with SFEM are compared with the Monte Carlo simulation for 1-D problems.