Power series generalized nonlinear models

We introduce in this paper a new class of discrete generalized nonlinear models to extend the binomial, Poisson and negative binomial models to cope with count data. This class of models includes some important models such as log-nonlinear models, logit, probit and negative binomial nonlinear models, generalized Poisson and generalized negative binomial regression models, among other models, which enables the fitting of a wide range of models to count data. We derive an iterative process for fitting these models by maximum likelihood and discuss inference on the parameters. The usefulness of the new class of models is illustrated with an application to a real data set. (C) 2008 Elsevier B.V. All rights reserved.

Goethite (alpha-FeOOH) Nanorods as Suitable Antiferromagnetic Substrates

We propose goethite nanorods as suitable anti-ferromagnetic substrates. The great advantage of using these inorganic nanostructures as building blocks comes from the fact that it permits the design and fabrication of colloidal and supracolloidal assemblies knowing first their magnetic characteristics. As a proof of concept, we have developed mix multifunctional systems, driving on the surface of these AFM substrates, cobalt ferrite nanoparticles (the study of bimagnetic systems opens new degrees of freedom to tailor the overall properties and offers the Meiklejohn-Bean paradigm, but inverted), a silica shell (protection purposes, but also as a tailored spacer that permits controlling magnetic interactions), and metallic gold clusters (seeds that can favor the acquisition of optical or catalytic properties).

Arterial spin labeling of cerebral perfusion territories using a seperate labeling coil

Purpose: To obtain cerebral perfusion territories of the left, the right. and the posterior circulation in humans with high signal-to-noise ratio (SNR) and robust delineation. Materials and Methods: Continuous arterial spin labeling (CASL) was implemented using a dedicated radio frequency (RF) coil. positioned over the neck, to label the major cerebral feeding arteries in humans. Selective labeling was achieved by flow-driven adiabatic fast passage and by tilting the longitudinal labeling gradient about the Y-axis by theta = +/- 60 degrees. Results: Mean cerebral blood flow (CBF) values in gray matter (GM) and white matter (WM) were 74 +/- 13 mL center dot 100 g(-1) center dot minute(-1) and 14 +/- 13 mL center dot 100 g(-1) center dot minute(-1), respectively (N = 14). There were no signal differences between left and right hemispheres when theta = 0 degrees (P > 0.19), indicating efficient labeling of both hemispheres. When theta = +60 degrees, the signal in GM on the left hemisphere, 0.07 +/- 0.06%, was 92% lower than on the right hemisphere. 0.85 +/- 0.30% (P < 1 x 10(-9)). while for theta = -60 degrees, the signal in the right hemisphere. 0.16 +/- 0.13%, was 82% lower than on the contralateral side. 0.89 +/- 0.22% (P < 1 x 10(-10)). Similar attenuations were obtained in WM. Conclusion: Clear delineation of the left and right cerebral perfusion territories was obtained, allowing discrimination of the anterior and posterior circulation in each hemisphere.

A novel MAP-MRF approach for multispectral image contextual classification using combination of suboptimal iterative algorithms

In this paper we present a novel approach for multispectral image contextual classification by combining iterative combinatorial optimization algorithms. The pixel-wise decision rule is defined using a Bayesian approach to combine two MRF models: a Gaussian Markov Random Field (GMRF) for the observations (likelihood) and a Potts model for the a priori knowledge, to regularize the solution in the presence of noisy data. Hence, the classification problem is stated according to a Maximum a Posteriori (MAP) framework. In order to approximate the MAP solution we apply several combinatorial optimization methods using multiple simultaneous initializations, making the solution less sensitive to the initial conditions and reducing both computational cost and time in comparison to Simulated Annealing, often unfeasible in many real image processing applications. Markov Random Field model parameters are estimated by Maximum Pseudo-Likelihood (MPL) approach, avoiding manual adjustments in the choice of the regularization parameters. Asymptotic evaluations assess the accuracy of the proposed parameter estimation procedure. To test and evaluate the proposed classification method, we adopt metrics for quantitative performance assessment (Cohen`s Kappa coefficient), allowing a robust and accurate statistical analysis. The obtained results clearly show that combining sub-optimal contextual algorithms significantly improves the classification performance, indicating the effectiveness of the proposed methodology. (C) 2010 Elsevier B.V. All rights reserved.

Abnormal Corpus Callosum Integrity in Bipolar Disorder: A Diffusion Tensor Imaging Study

Objective: Abnormalities in the anterior interhemispheric connections provided by the corpus callosum (CC) have long been implicated in bipolar disorder (BID). In this study, we used complementary diffusion tensor imaging methods to study the structural integrity of the CC and localization of potential abnormalities in BD. Methods: Subjects included 33 participants with BID and 40 healthy comparison participants. Fractional anisotropy (FA) measures were compared between groups with region of interest (ROD methods to investigate the anterior, middle, and posterior CC and voxel-based methods to further localize abnormalities. Results: In ROI-based analyses, FA was significantly decreased in the anterior and middle CC in the BID group (p <.05). Voxel-based analyses similarly localized group differences to the genu, rostral body, and anterior midbody of CC (p <.05, corrected). Conclusion: The findings demonstrate abnormalities in the structural integrity of the anterior CC in BID that might contribute to altered interhemispheric connectivity in this disorder.

Abnormal anterior cingulum integrity in bipolar disorder determined through diffusion tensor imaging

Background Convergent evidence implicates white matter abnormalities in bipolar disorder. The cingulum is an important candidate structure for study in bipolar disorder as it provides substantial white matter connections within the corticolimbic neural system that subserves emotional regulation involved in the disorder. Aims To test the hypothesis that bipolar disorder is associated with abnormal white matter integrity in the cingulum. Method Fractional anisotropy in the anterior and posterior cingulum was compared between 42 participants with bipolar disorder and 42 healthy participants using diffusion tensor imaging. Results Fractional anisotropy was significantly decreased in the anterior cingulum in the bipolar disorder group compared with the healthy group (P=0.003); however, fractional anisotropy in the posterior cingulum did not differ significantly between groups. Conclusions Our findings demonstrate abnormalities in the structural integrity of the anterior cingulum in bipolar disorder. They extend evidence that supports involvement of the neural system comprising the anterior cingulate cortex and its corticolimbic gray matter connection sites in bipolar disorder to implicate abnormalities in the white matter connections within the system provided by the cingulum.

Corpus callosum in maltreated children with posttraumatic stress disorder: A diffusion tensor imaging study

Contrary to expectations derived from preclinical studies of the effects of stress, and imaging studies of adults with posttraumatic stress disorder (PTSD), there is no evidence of hippocampus atrophy in children with PTSD. Multiple pediatric studies have reported reductions in the corpus callosum - the primary white matter tract in the brain. Consequently, in the present study, diffusion tensor imaging was used to assess white matter integrity in the corpus callosum in 17 maltreated children with PTSD and 15 demographically matched normal controls. Children with PTSD had reduced fractional anisotropy in the medial and posterior corpus, a region which contains interhemispheric projections from brain structures involved in circuits that mediate the processing of emotional stimuli and various memory functions - core disturbances associated with a history of trauma. Further exploration of the effects of stress on the corpus callosum and white matter development appears a promising strategy to better understand the pathophysiology of PTSD in children. (C) 2007 Elsevier Ireland Ltd. All rights reserved.

Inflated beta distributions

This paper considers the issue of modeling fractional data observed on [0,1), (0,1] or [0,1]. Mixed continuous-discrete distributions are proposed. The beta distribution is used to describe the continuous component of the model since its density can have quite different shapes depending on the values of the two parameters that index the distribution. Properties of the proposed distributions are examined. Also, estimation based on maximum likelihood and conditional moments is discussed. Finally, practical applications that employ real data are presented.

Prediction in Multilevel Logistic Regression

The purpose of this article is to present a new method to predict the response variable of an observation in a new cluster for a multilevel logistic regression. The central idea is based on the empirical best estimator for the random effect. Two estimation methods for multilevel model are compared: penalized quasi-likelihood and Gauss-Hermite quadrature. The performance measures for the prediction of the probability for a new cluster observation of the multilevel logistic model in comparison with the usual logistic model are examined through simulations and an application.

Kriminalitetens geografi : vardagsbrottslighetens spatiala fördelning i Borlänge

The aim of this thesis is to describe and analyze the geographical distribution of everyday criminality in the town of Borlänge during the year 2002 and to analyze which measures to be taken in the physical social planning to decrease this everyday criminality there. The term everyday criminality is here to be understood as those categories of crime that appear most frequently in the records of reports to the police every year. Here two kinds of crime have been in focus, thefts from cars and office burglary.In fulfilling this aim two main questions have been answered. The first one is how the everyday criminality was distributed geographically in the town of Borlänge during the year 2002. The second one is which measures to be taken in the physical social planning to decrease this everyday criminality in the town of Borlänge.In order to answer the first question a spatial autocorrelation analysis, Local Moran LISA has been used. This method is based on the measurement Moran´s I and shows the spatial autocorrelation for every single location. To answer the second question three different theories of crime prevention through environmental design have been studied and applied in the analysis. These are Jane Jacobs’ ideas about ”the living city”, Oscar Newman´s ideas about ”defensible space” and Ronald V. Clarke´s theories about crime prevention.The major conclusions that can be drawn from this thesis are that the risk of being exposed to thefts from cars, during the analyzed time period, was highest in Centrum and Hagalund and their surroundings. The lowest risk of being exposed to this type of crime was found in Domnarvet and Islingby, during the year 2002. The highest risk of being a victim of the crime office burglary was found in Hagalund and its surroundings and in the single area of Kvarnsveden. The corresponding lowest risk was found in Lergärdet and its surroundings and in Norra Backa and Kupolen. The measures that should be taken in order to decrease these types of criminality can be divided into overall changes and place-specific changes. When it comes to the crime thefts from cars a more attractive central business district, a better view of parking lots from nearby buildings, dividing of larger parking lot zones into smaller ones, migration of hidden parking lots and stronger access control to parking lots where problems with this kind of crime have occurred have been suggested as overall changes. The corresponding place-specific changes are to remove vegetation that is blocking the view, better lighting and to put up signs with information about increased risk of exposure to crime at parking lots with the most problems. To decrease the amount of office burglaries overall changes as to create a better view of the area from nearby surroundings, move bigger office compartments or divide them into smaller units, rebuild characteristic buildings and increase security by strengthening the access control to offices with these kinds of problems could be useful. Finally there are possibilities to decrease office burglary by using place-specific measures as surveillance cameras combined with signs containing information about these, high fences and better lighting around the buildings where a higher risk of being exposed to this kind of criminality is present.

Multi-agent simulation of sawmill yard operations

This paper reports the findings of using multi-agent based simulation model to evaluate the sawmill yard operations within a large privately owned sawmill in Sweden, Bergkvist Insjön AB in the current case. Conventional working routines within sawmill yard threaten the overall efficiency and thereby limit the profit margin of sawmill. Deploying dynamic work routines within the sawmill yard is not readily feasible in real time, so discrete event simulation model has been investigated to be able to report optimal work order depending on the situations. Preliminary investigations indicate that the results achieved by simulation model are promising. It is expected that the results achieved in the current case will support Bergkvist-Insjön AB in making optimal decisions by deploying efficient work order in sawmill yard.

Simulation model using meta heuristic algorithms for achieving optimal arrangement of storage bins in a sawmill yard

Bin planning (arrangements) is a key factor in the timber industry. Improper planning of the storage bins may lead to inefficient transportation of resources, which threaten the overall efficiency and thereby limit the profit margins of sawmills. To address this challenge, a simulation model has been developed. However, as numerous alternatives are available for arranging bins, simulating all possibilities will take an enormous amount of time and it is computationally infeasible. A discrete-event simulation model incorporating meta-heuristic algorithms has therefore been investigated in this study. Preliminary investigations indicate that the results achieved by GA based simulation model are promising and better than the other meta-heuristic algorithm. Further, a sensitivity analysis has been done on the GA based optimal arrangement which contributes to gaining insights and knowledge about the real system that ultimately leads to improved and enhanced efficiency in sawmill yards. It is expected that the results achieved in the work will support timber industries in making optimal decisions with respect to arrangement of storage bins in a sawmill yard.

Estudo da perfusão pulmonar em crianças hospitalizadas com bronquite viral aguda por meio da cintilografia pulmonar perfusional quantitativa com 99mTC-MMA

Introdução: O conhecimento da distribuição da perfusão pulmonar pela cintilografia na bronquiolite viral aguda, pode auxiliar no entendimento das alterações no equilíbrio da ventilação - perfusão, peculiares a essa doença do lactente jovem. Objetivo: Avaliar o padrão de distribuição da perfusão pulmonar em pacientes hospitalizados com bronquiolite viral aguda por meio de cintilografia pulmonar perfusional quantitativa com macroagregado de albumina com tecnécio (99mTc-MAA), estabelecendo associação com as avaliações clínica e radiológica, bem como determinando o seu padrão evolutivo até a condição de normalidade. Tipo de estudo: Dois estudos prospectivos com enfoque diagnóstico: um transversal, comparativo, e um longitudinal, evolutivo, controlado. Pacientes e métodos: A amostra da pesquisa foi constituída por pacientes hospitalizados no Hospital de Clínicas de Porto Alegre com diagnóstico de bronquiolite viral aguda, no período de abril de 1998 a setembro de 2000, baseada em critérios clínicos de inclusão: idade entre 01 e 24 meses, com quadro respiratório obstrutivo de vias aéreas inferiores (primeiro episódio de sibilância expiratória de início súbito, com sinais de coriza, tosse irritativa, hipertermia, taquipnéia, tiragem, batimentos de asa de nariz, esforço expiratório), com gravidade suficiente para determinar a hospitalização e cujos pais aceitaram participar do estudo. Todos os pacientes da pesquisa foram submetidos à avaliação clínica, radiológica e da perfusão pulmonar com o radiofármaco. A cintilografia foi realizada na condição de crise (primeiras 24 horas da admissão) e na convalescência (depois de 7 dias da alta hospitalar). A quantificação do fluxo sangüíneo pulmonar, representada em valores percentuais, foi realizada em três áreas de interesse, nas projeções anterior e posterior, de ambos os pulmões. As comparações foram feitas entre ambos os pulmões e entre as condições de crise e controle, considerando as áreas de interesse e os gradientes entre elas e entre as projeções anterior e posterior das mesmas. Para análise comparativa das médias foi utilizado o teste t de Student para amostras pareadas, considerando o nível de significância de 0,05. Resultados: Iniciaram o estudo transversal 38 pacientes e permaneceram no estudo longitudinal 19 pacientes; da amostra total, 22 eram do sexo masculino. A idade variou de 1 a 8 meses (média 2,8 meses). A distribuição do fluxo sangüíneo pulmonar regional foi maior na região superior do pulmão esquerdo (PE) em relação ao pulmão direito (PD), na crise (P < 0,001), e maior na região média do PD, no controle. Os gradientes de distribuição do fluxo sangüíneo pulmonar entre as regiões superior e média e superior e inferior foi maior no PE, na crise e no controle (P < 0,05). O gradiente de distribuição do fluxo sangüíneo pulmonar entre as regiões média e inferior foi maior no PD, na crise e no controle. O gradiente de distribuição do fluxo sangüíneo pulmonar no eixo ântero-posterior na região superior foi > 1,0 em ambos os pulmões, na crise, e apenas no PE, no controle; na região média, foi > 1,0 em ambos os pulmões, na crise e no controle; na região inferior, foi > 1,0 apenas no PD, na crise e no controle (P < 0,05). A distribuição do fluxo sangüíneo pulmonar, comparada entre crise e controle, não mostrou diferença em quaisquer das regiões ou dos gradientes avaliados. Não houve associação entre o padrão de distribuição do fluxo sangüíneo pulmonar regional na crise com a avaliação clínica ou com a avaliação radiológica dos pacientes. Conclusão: não se evidenciou uma distribuição do fluxo sangüíneo pulmonar com caraterística de expressar o padrão da relação ventilação-perfusão em lactentes jovens hospitalizados com bronquiolite viral aguda. Ocorreu apenas uma tendência de redirecionamento da distribuição do fluxo sangüíneo pulmonar para as regiões superiores.

A panel data approach to economic forecasting: the bias-corrected average forecast

In this paper, we propose a novel approach to econometric forecasting of stationary and ergodic time series within a panel-data framework. Our key element is to employ the (feasible) bias-corrected average forecast. Using panel-data sequential asymptotics we show that it is potentially superior to other techniques in several contexts. In particular, it is asymptotically equivalent to the conditional expectation, i.e., has an optimal limiting mean-squared error. We also develop a zeromean test for the average bias and discuss the forecast-combination puzzle in small and large samples. Monte-Carlo simulations are conducted to evaluate the performance of the feasible bias-corrected average forecast in finite samples. An empirical exercise based upon data from a well known survey is also presented. Overall, theoretical and empirical results show promise for the feasible bias-corrected average forecast.

Docagem ou afretamento de UMS: a escolha ótima para a extensão da vida útil das plataformas de petróleo de campos marítimos maduros sob o enfoque das opções reais

O objetivo deste trabalho é propor a utilização do arcabouço teórico das opções reais e a posterior aplicação do modelo binomial na avaliação de projetos relacionados à exploração e produção de petróleo, tendo em vista a flexibilidade gerencial, os riscos e as incertezas técnicas e de mercado que norteiam o setor petrolífero upstream. Ademais, a aplicação do modelo proposto capta o papel crucial da volatilidade do preço do petróleo na avaliação da decisão de investimento e revela a existência dos custos irrecuperáveis extremos decorrentes do ativo real, neste caso, a unidade marítima de petróleo. Assim, com o intuito de prolongar o ciclo de produção de unidade marítima de petróleo com características preestabelecidas, propõe-se a avaliação econômica de duas alternativas tecnológicas para a extensão de vida útil da plataforma marítima objeto de estudo, sendo estas alternativas tratadas como opções de expansão. As alternativas propostas são duas: o afretamento da UMS (Unidade de Manutenção e Segurança) acoplada à plataforma e a docagem da plataforma a partir da desmobilização, isto é, o descomissionamento, e envio da plataforma ao estaleiro. Na aplicação da primeira opção, a UMS se configura em uma embarcação equipada com toda a estrutura necessária para a realização de serviço de manutenção e revitalização, sem que ocorra interrupção da produção de petróleo. Por outro lado, a opção de descomissionamento é desprovida de receita até o retorno da plataforma do estaleiro. No que tange à metodologia do presente trabalho, o modelo binomial com probabilidades de risco neutro é aplicado considerando a receita proveniente da produção de petróleo de uma plataforma marítima com sistema de produção flutuante com 14 poços, sendo 10 produtores e 4 injetores e sustentada por 8 linhas de ancoragem. Também é definida a volatilidade do projeto como sendo a volatilidade do preço do petróleo. Por fim, as opções de expansão podem ser exercidas a qualquer momento antes da data de expiração das opções, data esta coincidente para ambas as opções e referente ao término de contrato de afretamento da UMS, que corresponde ao período de cinco anos. Neste período de cinco anos, as duas alternativas são exercidas a partir do primeiro ano, com receitas e custos distintos em virtude das especificidades decorrentes das alternativas tecnológicas propostas. A partir da aplicação do modelo binomial com probabilidades de risco neutro sob o enfoque das opções reais, as duas alternativas tecnológicas são tratadas como opções americanas na avaliação econômica da revitalização e manutenção da plataforma marítima. Também realiza-se a análise tradicional do VPL para as duas alternativas. As duas análises apontam para a escolha da UMS como alternativa ótima de expansão da vida útil da plataforma. Ademais, a análise sob o enfoque das opções reais capta um valor adicional em ambas as alternativas tecnológicas, fruto das características inerentes à indústria petrolífera. Quanto à estrutura do trabalho em questão se divide em cinco capítulos: introdução, referencial teórico, metodologia, apresentação dos resultados e as considerações finais.