Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series

In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior distribution, respectively. We also considered a reparameterization of those models in order to map the space of the parameters into real space. This procedure permits choosing prior normal distributions for the transformed parameters. The posterior summaries were obtained using Monte Carlo Markov chain methods (MCMC). The methodology was evaluated by considering the Telebras series from the Brazilian financial market. The results show that the two methods are able to adjust ARCH models with different numbers of parameters. The empirical Bayesian method provided a more parsimonious model to the data and better adjustment than the complete Bayesian method.

Exact boundary control for the wave equation in a polyhedral time-dependent domain

We establish exact boundary controllability for the wave equation in a polyhedral domain where a part of the boundary moves slowly with constant speed in a small interval of time. The control on the moving part of the boundary is given by the conormal derivative associated with the wave operator while in the fixed part the control is of Neuman type. For initial state H-1 x L-2 we obtain controls in L-2. (C) 1999 Elsevier B.V. Ltd. All rights reserved.

Pharyngeal clearance and pharyngeal transit time determined by a biomagnetic method in normal humans

Clearance and transit time are parameters of great value in studies of digestive transit. Such parameters are nowadays obtained by means of scintigraphy and videofluoroscopy, with each technique having advantages and disadvantages. In this study we present a new, noninvasive method to study swallowing pharyngeal clearance (PC) and pharyngeal transit time (PTT). This new method is based on variations of magnetic flux produced by a magnetic bolus passing through the pharynx and detected by an AC biosusceptometer (ACB). These measurements may be performed in a simple way. cause no discomfort. and do not use radiation. We measured PC in 8 volunteers (7 males and I female. 23-33 years old) and PTT in 8 other volunteers (7 males and I female. 21-29 years old). PC was 0.82 +/- 0.10 s (mean +/- SD) and PTT was 0.75 +/- 0.03 s. The results were similar for PC but longer for PTT than those determined by means of other techniques. We conclude that the biomagnetic method can be used to evaluate PC and PTT.

Effect of reaction time on the particle size of ZnO and ZnO : Ce obtained by a sol-gel method

In this work particles of ZnO of size range 33-56 Angstrom were prepared by a sol-gel method. The effect of reaction time on the particle size of ZnO or ZnO:Ce was investigated by transmission electron microscopy measurements, UV-vis absorption and luminescence spectroscopy. A linear increase of the mean particle size is observed as a function of reaction time. The cerium-doped particles are bigger than the pure ZnO ones obtained at the same reaction time. A shift to lower energy at the maximum of the bands is observed in all absorption, emission and excitation spectra as a function of particle growth. From the absorption spectra the optical energy gap values (Eg) for these particles were determined. In the quantum size regime, Eg was found to decrease with particle growth.

Method for the evaluation of insecticidal activity over time in Atta sexdens rubropilosa workers (Hymenoptera: Formicidae)

The active ingredients used in the formulation of toxic baits for leaf-cutting ants (Hymenoptera: Formicidae) should possess a delayed action defined as an insecticidal activity whereby worker mortality is ≤15% at 24 hours and ≥90% at 21 days. Serious shortcomings have occurred in the search for new active ingredients, such as the initial selection of fenoxycarb, copper oxychloride and diflubenzuron, compounds considered very promising but whose inefficiency was verified only later, indicating methodological problems. In view of this situation, we developed a classification method for insecticidal activity over time using workers of the leaf-cutting ant Atta sexdens rubropilosa Forel. The insecticides used were fipronil, sulfluramid GX071HB and sulfluramid GX439, vehicled in an attractive pasty formulation prepared based on citrus pulp. The results obtained were consistent from a toxicological viewpoint and agreed with the literature in terms of the control of colonies. Sulfluramids were found to possess a delayed action at a broad range of concentrations, in agreement with the fact that these substances are highly effective in the control of all leaf-cutting ant species. The smaller range of concentrations of fipronil with delayed action is probably related to its lower efficacy for species more difficult to control such as Atta capiguara (Forti et al. 2003). We discuss the importance of relating behavioral particularities to the specific feeding habits of leaf-cutting ants, with methodological adequacy of the assessment of insecticides aimed at toxic baits.

A new method for real time computation of power quality indices based on instantaneous space phasors

One of the important issues about using renewable energy is the integration of dispersed generation in the distribution networks. Previous experience has shown that the integration of dispersed generation can improve voltage profile in the network, decrease loss etc. but can create safety and technical problems as well, This work report the application of the instantaneous space phasors and the instantaneous complex power in observing performances of the distribution networks with dispersed generators in steady state. New IEEE apparent power definition, the so called Buccholz-Goodhue apparent power, as well as new proposed power quality (oscillation) index in the three-phase distribution systems with unbalanced loads and dispersed generators, are applied. Results obtained from several case studies using IEEE 34 nodes test network are presented and discussed.

Non-destructive thermal wave method applied to study thermal properties of fast setting time endodontic cement

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Improving DNA extraction quality by the salting-out method to prepare blood samples for real-time PCR.

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Comparison between the complete Bayesian method and empirical Bayesian method for ARCH models using Brazilian financial time series

In this work we compared the estimates of the parameters of ARCH models using a complete Bayesian method and an empirical Bayesian method in which we adopted a non-informative prior distribution and informative prior distribution, respectively. We also considered a reparameterization of those models in order to map the space of the parameters into real space. This procedure permits choosing prior normal distributions for the transformed parameters. The posterior summaries were obtained using Monte Carlo Markov chain methods (MCMC). The methodology was evaluated by considering the Telebras series from the Brazilian financial market. The results show that the two methods are able to adjust ARCH models with different numbers of parameters. The empirical Bayesian method provided a more parsimonious model to the data and better adjustment than the complete Bayesian method.

A Phase Space Box-counting based Method for Arrhythmia Prediction from Electrocardiogram Time Series

Arrhythmia is one kind of cardiovascular diseases that give rise to the number of deaths and potentially yields immedicable danger. Arrhythmia is a life threatening condition originating from disorganized propagation of electrical signals in heart resulting in desynchronization among different chambers of the heart. Fundamentally, the synchronization process means that the phase relationship of electrical activities between the chambers remains coherent, maintaining a constant phase difference over time. If desynchronization occurs due to arrhythmia, the coherent phase relationship breaks down resulting in chaotic rhythm affecting the regular pumping mechanism of heart. This phenomenon was explored by using the phase space reconstruction technique which is a standard analysis technique of time series data generated from nonlinear dynamical system. In this project a novel index is presented for predicting the onset of ventricular arrhythmias. Analysis of continuously captured long-term ECG data recordings was conducted up to the onset of arrhythmia by the phase space reconstruction method, obtaining 2-dimensional images, analysed by the box counting method. The method was tested using the ECG data set of three different kinds including normal (NR), Ventricular Tachycardia (VT), Ventricular Fibrillation (VF), extracted from the Physionet ECG database. Statistical measures like mean (μ), standard deviation (σ) and coefficient of variation (σ/μ) for the box-counting in phase space diagrams are derived for a sliding window of 10 beats of ECG signal. From the results of these statistical analyses, a threshold was derived as an upper bound of Coefficient of Variation (CV) for box-counting of ECG phase portraits which is capable of reliably predicting the impeding arrhythmia long before its actual occurrence. As future work of research, it was planned to validate this prediction tool over a wider population of patients affected by different kind of arrhythmia, like atrial fibrillation, bundle and brunch block, and set different thresholds for them, in order to confirm its clinical applicability.

Multilevel Domain Decomposition Algorithms for Monolithic Fluid-Structure Interaction Problems with Application to Haemodynamics

Finite element techniques for solving the problem of fluid-structure interaction of an elastic solid material in a laminar incompressible viscous flow are described. The mathematical problem consists of the Navier-Stokes equations in the Arbitrary Lagrangian-Eulerian formulation coupled with a non-linear structure model, considering the problem as one continuum. The coupling between the structure and the fluid is enforced inside a monolithic framework which computes simultaneously for the fluid and the structure unknowns within a unique solver. We used the well-known Crouzeix-Raviart finite element pair for discretization in space and the method of lines for discretization in time. A stability result using the Backward-Euler time-stepping scheme for both fluid and solid part and the finite element method for the space discretization has been proved. The resulting linear system has been solved by multilevel domain decomposition techniques. Our strategy is to solve several local subproblems over subdomain patches using the Schur-complement or GMRES smoother within a multigrid iterative solver. For validation and evaluation of the accuracy of the proposed methodology, we present corresponding results for a set of two FSI benchmark configurations which describe the self-induced elastic deformation of a beam attached to a cylinder in a laminar channel flow, allowing stationary as well as periodically oscillating deformations, and for a benchmark proposed by COMSOL multiphysics where a narrow vertical structure attached to the bottom wall of a channel bends under the force due to both viscous drag and pressure. Then, as an example of fluid-structure interaction in biomedical problems, we considered the academic numerical test which consists in simulating the pressure wave propagation through a straight compliant vessel. All the tests show the applicability and the numerical efficiency of our approach to both two-dimensional and three-dimensional problems.

A new method for the estimation of the reverberation time from measured room impulse responses with application to Italian opera houses

The Schroeder's backward integration method is the most used method to extract the decay curve of an acoustic impulse response and to calculate the reverberation time from this curve. In the literature the limits and the possible improvements of this method are widely discussed. In this work a new method is proposed for the evaluation of the energy decay curve. The new method has been implemented in a Matlab toolbox. Its performance has been tested versus the most accredited literature method. The values of EDT and reverberation time extracted from the energy decay curves calculated with both methods have been compared in terms of the values themselves and in terms of their statistical representativeness. The main case study consists of nine Italian historical theatres in which acoustical measurements were performed. The comparison of the two extraction methods has also been applied to a critical case, i.e. the structural impulse responses of some building elements. The comparison underlines that both methods return a comparable value of the T30. Decreasing the range of evaluation, they reveal increasing differences; in particular, the main differences are in the first part of the decay, where the EDT is evaluated. This is a consequence of the fact that the new method returns a “locally" defined energy decay curve, whereas the Schroeder's method accumulates energy from the tail to the beginning of the impulse response. Another characteristic of the new method for the energy decay extraction curve is its independence on the background noise estimation. Finally, a statistical analysis is performed on the T30 and EDT values calculated from the impulse responses measurements in the Italian historical theatres. The aim of this evaluation is to know whether a subset of measurements could be considered representative for a complete characterization of these opera houses.

Biochemical analysis of the phosphatase domain of the human soluble epoxide hydrolase (sEH)

Die lösliche Epoxidhydrolase (sEH) gehört zur Familie der Epoxidhydrolase-Enzyme. Die Rolle der sEH besteht klassischerweise in der Detoxifikation, durch Umwandlung potenziell schädlicher Epoxide in deren unschädliche Diol-Form. Hauptsächlich setzt die sEH endogene, der Arachidonsäure verwandte Signalmoleküle, wie beispielsweise die Epoxyeicosatrienoic acid, zu den entsprechenden Diolen um. Daher könnte die sEH als ein Zielenzym in der Therapie von Bluthochdruck und Entzündungen sowie diverser anderer Erkrankungen eingesetzt werden. rnDie sEH ist ein Homodimer, in dem jede Untereinheit aus zwei Domänen aufgebaut ist. Das katalytische Zentrum der Epoxidhydrolaseaktivität befindet sich in der 35 kD großen C-terminalen Domäne. Dieser Bereich der sEH s wurde bereits im Detail untersucht und nahezu alle katalytischen Eigenschaften des Enzyms sowie deren dazugehörige Funktionen sind in Zusammenhang mit dieser Domäne bekannt. Im Gegensatz dazu ist über die 25 kD große N-terminale Domäne wenig bekannt. Die N-terminale Domäne der sEH wird zur Haloacid Dehalogenase (HAD) Superfamilie von Hydrolasen gezählt, jedoch war die Funktion dieses N-terminal Domäne lange ungeklärt. Wir haben in unserer Arbeitsgruppe zum ersten Mal zeigen können, dass die sEH in Säugern ein bifunktionelles Enzym ist, welches zusätzlich zur allgemein bekannten Enzymaktivität im C-terminalen Bereich eine weitere enzymatische Funktion mit Mg2+-abhängiger Phosphataseaktivität in der N-terminalen Domäne aufweist. Aufgrund der Homologie der N-terminalen Domäne mit anderen Enzymen der HAD Familie wird für die Ausübung der Phosphatasefunktion (Dephosphorylierung) eine Reaktion in zwei Schritten angenommen.rnUm den katalytischen Mechanismus der Dephosphorylierung weiter aufzuklären, wurden biochemische Analysen der humanen sEH Phosphatase durch Generierung von Mutationen im aktiven Zentrum mittels ortsspezifischer Mutagenese durchgeführt. Hiermit sollten die an der katalytischen Aktivität beteiligten Aminosäurereste im aktiven Zentrum identifiziert und deren Rolle bei der Dephosphorylierung spezifiziert werden. rnrnAuf Basis der strukturellen und möglichen funktionellen Ähnlichkeiten der sEH und anderen Mitgliedern der HAD Superfamilie wurden Aminosäuren (konservierte und teilweise konservierte Aminosäuren) im aktiven Zentrum der sEH Phosphatase-Domäne als Kandidaten ausgewählt.rnVon den Phosphatase-Domäne bildenden Aminosäuren wurden acht ausgewählt (Asp9 (D9), Asp11 (D11), Thr123 (T123), Asn124 (N124), Lys160 (K160), Asp184 (D184), Asp185 (D185), Asn189 (N189)), die mittels ortsspezifischer Mutagenese durch nicht funktionelle Aminosäuren ausgetauscht werden sollten. Dazu wurde jede der ausgewählten Aminosäuren durch mindestens zwei alternative Aminosäuren ersetzt: entweder durch Alanin oder durch eine Aminosäure ähnlich der im Wildtyp-Enzym. Insgesamt wurden 18 verschiedene rekombinante Klone generiert, die für eine mutante sEH Phosphatase Domäne kodieren, in dem lediglich eine Aminosäure gegenüber dem Wildtyp-Enzym ersetzt wurde. Die 18 Mutanten sowie das Wildtyp (Sequenz der N-terminalen Domäne ohne Mutation) wurden in einem Expressionsvektor in E.coli kloniert und die Nukleotidsequenz durch Restriktionsverdau sowie Sequenzierung bestätigt. Die so generierte N-terminale Domäne der sEH (25kD Untereinheit) wurde dann mittels Metallaffinitätschromatographie erfolgreich aufgereinigt und auf Phosphataseaktivität gegenüber des allgemeinen Substrats 4-Nitophenylphosphat getestet. Diejenigen Mutanten, die Phosphataseaktivität zeigten, wurden anschließend kinetischen Tests unterzogen. Basiered auf den Ergebnissen dieser Untersuchungen wurden kinetische Parameter mittels vier gut etablierter Methoden berechnet und die Ergebnisse mit der „direct linear blot“ Methode interpretiert. rnDie Ergebnisse zeigten, dass die meisten der 18 generierten Mutanten inaktiv waren oder einen Großteil der Enzymaktivität (Vmax) gegenüber dem Wildtyp verloren (WT: Vmax=77.34 nmol-1 mg-1 min). Dieser Verlust an Enzymaktivität ließ sich nicht durch einen Verlust an struktureller Integrität erklären, da der Wildtyp und die mutanten Proteine in der Chromatographie das gleiche Verhalten zeigten. Alle Aminosäureaustausche Asp9 (D9), Lys160 (K160), Asp184 (D184) und Asn189 (N189) führten zum kompletten Verlust der Phosphataseaktivität, was auf deren katalytische Funktion im N-terminalen Bereich der sEH hindeutet. Bei einem Teil der Aminosäureaustausche die für Asp11 (D11), Thr123 (T123), Asn124 (N124) und Asn185 (D185) durchgeführt wurden, kam es, verglichen mit dem Wildtyp, zu einer starken Reduktion der Phosphataseaktivität, die aber dennoch für die einzelnen Proteinmutanten in unterschiedlichem Ausmaß zu messen war (2 -10% and 40% of the WT enzyme activity). Zudem zeigten die Mutanten dieser Gruppe veränderte kinetische Eigenschaften (Vmax allein oder Vmax und Km). Dabei war die kinetische Analyse des Mutanten Asp11  Asn aufgrund der nur bei dieser Mutanten detektierbaren starken Vmax Reduktion (8.1 nmol-1 mg-1 min) und einer signifikanten Reduktion der Km (Asp11: Km=0.54 mM, WT: Km=1.3 mM), von besonderem Interesse und impliziert eine Rolle von Asp11 (D11) im zweiten Schritt der Hydrolyse des katalytischen Zyklus.rnZusammenfassend zeigen die Ergebnisse, dass alle in dieser Arbeit untersuchten Aminosäuren für die Phosphataseaktivität der sEH nötig sind und das aktive Zentrum der sEH Phosphatase im N-terminalen Bereich des Enzyms bilden. Weiterhin tragen diese Ergebnisse zur Aufklärung der potenziellen Rolle der untersuchten Aminosäuren bei und unterstützen die Hypothese, dass die Dephosphorylierungsreaktion in zwei Schritten abläuft. Somit ist ein kombinierter Reaktionsmechanismus, ähnlich denen anderer Enzyme der HAD Familie, für die Ausübung der Dephosphorylierungsfunktion denkbar. Diese Annahme wird gestützt durch die 3D-Struktur der N-terminalen Domäne, den Ergebnissen dieser Arbeit sowie Resultaten weiterer biochemischer Analysen. Der zweistufige Mechanismus der Dephosphorylierung beinhaltet einen nukleophilen Angriff des Substratphosphors durch das Nukleophil Asp9 (D9) des aktiven Zentrums unter Bildung eines Acylphosphat-Enzym-Zwischenprodukts, gefolgt von der anschließenden Freisetzung des dephosphorylierten Substrats. Im zweiten Schritt erfolgt die Hydrolyse des Enzym-Phosphat-Zwischenprodukts unterstützt durch Asp11 (D11), und die Freisetzung der Phosphatgruppe findet statt. Die anderen untersuchten Aminosäuren sind an der Bindung von Mg 2+ und/oder Substrat beteiligt. rnMit Hilfe dieser Arbeit konnte der katalytischen Mechanismus der sEH Phosphatase weiter aufgeklärt werden und wichtige noch zu untersuchende Fragestellungen, wie die physiologische Rolle der sEH Phosphatase, deren endogene physiologische Substrate und der genaue Funktionsmechanismus als bifunktionelles Enzym (die Kommunikation der zwei katalytischen Einheiten des Enzyms) wurden aufgezeigt und diskutiert.rn

Femur Specific Polyaffine Model to Regularize the Log-Domain Demons Registration

Osteoarticular allograft transplantation is a popular treatment method in wide surgical resections with large defects. For this reason hospitals are building bone data banks. Performing the optimal allograft selection on bone banks is crucial to the surgical outcome and patient recovery. However, current approaches are very time consuming hindering an efficient selection. We present an automatic method based on registration of femur bones to overcome this limitation. We introduce a new regularization term for the log-domain demons algorithm. This term replaces the standard Gaussian smoothing with a femur specific polyaffine model. The polyaffine femur model is constructed with two affine (femoral head and condyles) and one rigid (shaft) transformation. Our main contribution in this paper is to show that the demons algorithm can be improved in specific cases with an appropriate model. We are not trying to find the most optimal polyaffine model of the femur, but the simplest model with a minimal number of parameters. There is no need to optimize for different number of regions, boundaries and choice of weights, since this fine tuning will be done automatically by a final demons relaxation step with Gaussian smoothing. The newly developed synthesis approach provides a clear anatomically motivated modeling contribution through the specific three component transformation model, and clearly shows a performance improvement (in terms of anatomical meaningful correspondences) on 146 CT images of femurs compared to a standard multiresolution demons. In addition, this simple model improves the robustness of the demons while preserving its accuracy. The ground truth are manual measurements performed by medical experts.