Kalman filter for computational market dynamics

Kalman filter is a recursive mathematical power tool that plays an increasingly vital role in innumerable fields of study. The filter has been put to service in a multitude of studies involving both time series modelling and financial time series modelling. Modelling time series data in Computational Market Dynamics (CMD) can be accomplished using the Jablonska-Capasso-Morale (JCM) model. Maximum likelihood approach has always been utilised to estimate the parameters of the JCM model. The purpose of this study is to discover if the Kalman filter can be effectively utilized in CMD. Ensemble Kalman filter (EnKF), with 50 ensemble members, applied to US sugar prices spanning the period of January, 1960 to February, 2012 was employed for this work. The real data and Kalman filter trajectories showed no significant discrepancies, hence indicating satisfactory performance of the technique. Since only US sugar prices were utilized, it would be interesting to discover the nature of results if other data sets are employed.

Initialization of Continuous Nonlinear Models Using Extended Kalman Filter

The two main objectives of Bayesian inference are to estimate parameters and states. In this thesis, we are interested in how this can be done in the framework of state-space models when there is a complete or partial lack of knowledge of the initial state of a continuous nonlinear dynamical system. In literature, similar problems have been referred to as diffuse initialization problems. This is achieved first by extending the previously developed diffuse initialization Kalman filtering techniques for discrete systems to continuous systems. The second objective is to estimate parameters using MCMC methods with a likelihood function obtained from the diffuse filtering. These methods are tried on the data collected from the 1995 Ebola outbreak in Kikwit, DRC in order to estimate the parameters of the system.

Down-regulation of the cardiac sarcoplasmic reticulum ryanodine channel in severely food-restricted rats

We have shown that myocardial dysfunction induced by food restriction is related to calcium handling. Although cardiac function is depressed in food-restricted animals, there is limited information about the molecular mechanisms that lead to this abnormality. The present study evaluated the effects of food restriction on calcium cycling, focusing on sarcoplasmic Ca2+-ATPase (SERCA2), phospholamban (PLB), and ryanodine channel (RYR2) mRNA expressions in rat myocardium. Male Wistar-Kyoto rats, 60 days old, were submitted to ad libitum feeding (control rats) or 50% diet restriction for 90 days. The levels of left ventricle SERCA2, PLB, and RYR2 were measured using semi-quantitative RT-PCR. Body and ventricular weights were reduced in 50% food-restricted animals. RYR2 mRNA was significantly decreased in the left ventricle of the food-restricted group (control = 5.92 ± 0.48 vs food-restricted group = 4.84 ± 0.33, P < 0.01). The levels of SERCA2 and PLB mRNA were similar between groups (control = 8.38 ± 0.44 vs food-restricted group = 7.96 ± 0.45, and control = 1.52 ± 0.06 vs food-restricted group = 1.53 ± 0.10, respectively). Down-regulation of RYR2 mRNA expressions suggests that chronic food restriction promotes abnormalities in sarcoplasmic reticulum Ca2+ release.

The oral motor capacity and feeding performance of preterm newborns at the time of transition to oral feeding

The objective of the present study was to determine the oral motor capacity and the feeding performance of preterm newborn infants when they were permitted to start oral feeding. This was an observational and prospective study conducted on 43 preterm newborns admitted to the Neonatal Intensive Care Unit of UFSM, RS, Brazil. Exclusion criteria were the presence of head and neck malformations, genetic disease, neonatal asphyxia, intracranial hemorrhage, and kernicterus. When the infants were permitted to start oral feeding, non-nutritive sucking was evaluated by a speech therapist regarding force (strong vs weak), rhythm (rapid vs slow), presence of adaptive oral reflexes (searching, sucking and swallowing) and coordination between sucking, swallowing and respiration. Feeding performance was evaluated on the basis of competence (defined by rate of milk intake, mL/min) and overall transfer (percent ingested volume/total volume ordered). The speech therapist's evaluation showed that 33% of the newborns presented weak sucking, 23% slow rhythm, 30% absence of at least one adaptive oral reflex, and 14% with no coordination between sucking, swallowing and respiration. Mean feeding competence was greater in infants with strong sucking fast rhythm. The presence of sucking-swallowing-respiration coordination decreased the days for an overall transfer of 100%. Evaluation by a speech therapist proved to be a useful tool for the safe indication of the beginning of oral feeding for premature infants.

Tracheal instillation of urban PM2.5 suspension promotes acute cardiac polarization changes in rats

The mechanisms by which PM2.5 increases cardiovascular mortality are not fully identified. Autonomic alterations are the current main hypotheses. Our objective was to determine if PM2.5 induces acute cardiac polarization alterations in healthy Wistar rats. PM2.5 samples were collected on polycarbonate filters. Solutions containing 10, 20, and 50 µg PM2.5 were administered by tracheal instillation. P wave duration decreased significantly at 20 µg (0.99 ± 0.06, 0.95 ± 0.06, and 0.96 ± 0.07; P < 0.001), and 50 µg (0.98 ± 0.06, 0.98 ± 0.07, and 0.96 ± 0.08; 60, 90 and 120 min, respectively) compared to blank filter solution (P < 0.001). PR interval duration decreased significantly at 20 µg (0.99 ± 0.06, 0.98 ± 0.07, and 0.97 ± 0.08) and 50 µg (0.99 ± 0.05, 0.97 ± 0.0, and 0.95 ± 0.05; 60, 90, and 120 min, respectively) compared to blank filter and 10 µg (P < 0.001). QRS interval duration decreased at 20 and 50 µg in relation to blank filter solution and 10 µg (P < 0.001). QT interval duration decreased significantly (P < 0.001) with time in animals receiving 20 µg (0.94 ± 0.12, 0.88 ± 0.14, and 0.88 ± 0.11) and 50 µg (1.00 ± 0.13; 0.97 ± 0.11 and 0.98 ± 0.16; 60, 90 and 120 min, respectively) compared to blank filter solution and 10 µg (P < 0.001). PM2.5 induced reduced cardiac conduction time, within a short period, indicating that depolarization occurs more rapidly across ventricular tissue.

Compounds used to produce cloned animals are genotoxic and mutagenic in mammalian assays in vitro and in vivo

The compounds 6-dimethylaminopurine and cycloheximide promote the successful production of cloned mammals and have been used in the development of embryos produced by somatic cell nuclear transfer. This study investigated the effects of 6-dimethylaminopurine and cycloheximide in vitro, using the thiazolyl blue tetrazolium bromide colorimetric assay to assess cytotoxicity, the trypan blue exclusion assay to assess cell viability, the comet assay to assess genotoxicity, and the micronucleus test with cytokinesis block to test mutagenicity. In addition, the comet assay and the micronucleus test were also performed on peripheral blood cells of 54 male Swiss mice, 35 g each, to assess the effects of the compounds in vivo. The results indicated that both 6-dimethylaminopurine and cycloheximide, at the concentrations and doses tested, were cytotoxic in vitro and genotoxic and mutagenic in vitro and in vivo, altered the nuclear division index in vitro, but did not diminish cell viability in vitro. Considering that alterations in DNA play important roles in mutagenesis, carcinogenesis, and morphofunctional teratogenesis and reduce embryonic viability, this study indicated that 6-dimethylaminopurine and cycloheximide utilized in the process of mammalian cloning may be responsible for the low embryo viability commonly seen in nuclear transfer after implantation in utero.

Effect of air-temperature and diet composition on the drying process of pellets for japanese abalone (Haliotis discus hannai) feeding

The aim of this research was to study the effect of air-temperature and diet composition on the mass transfer kinetics during the drying process of pellets used for Japanese Abalone (Haliotis discus hannai) feeding. In the experimental design, three temperatures were used for convective drying, as well as three different diet compositions (Diets A, B and C), in which the amount of fishmeal, spirulin, algae, fish oil and cornstarch varied. The water diffusion coefficient of the pellets was determined using the equation of Fick's second law, which resulted in values between 0.84-1.94×10-10 m²/s. The drying kinetics was modeled using Page, Modified Page, Root of time, Exponential, Logarithmic, Two-Terms, Modified Henderson-Pabis and Weibull models. In addition, two new models, referred to as 'Proposed' models 1 and 2, were used to simulate this process. According to the statistical tests applied, the models that best fitted the experimental data were Modified Henderson-Pabis, Weibull and Proposed model 2, respectively. Bifactorial analysis of variance ANOVA showed that Diet A (fishmeal 44%, spirulin 9%, fish oil 1% and cornstarch 36%) presented the highest diffusion coefficient values, which were favored by the temperature increase in the drying process.

Not any type of rice performs equally to improve lactose-induced diarrhea characteristics in rats: is amylose an antidiarrheal factor?

The effectiveness of different types of rice in relation to their ability to accelerate diarrhea recovering was evaluated in a rat model of osmotic diarrhea (OD). Animals (90-100 g) received protein free diet until reaching up to 20% weight loss, followed by lactose rich diet (LRD) to induce osmotic diarrhea. Rats presenting osmotic diarrhea were divided into 4 groups, which received lactose rich diet for 4 days from 8 am to 8 pm, and one of three experimental products containing 6% rice flour differing in amylose content during the night: high (HA), intermediate (IA), and low (LA). A group fed stock diet containing equivalent amount of lactose was taken as control and allowed to recover spontaneously. Amylose and viscosity (cp at 25 °C, 10 rpm) of final products were determined. Effectiveness was expressed as the ratio between percentages of normal vs. diarrheic stools during the treatment. Fecal characteristics in this rat model improved only as result of feeding high amylose content (HA) type of rice. In this experimental model of osmotic diarrhea in young rats, the antidiarrheal effects of rice were strongly dependent on the type of diet used and appear to be related to its amylose content.

Physicochemical and sensory changes in aged sugarcane spirit submitted to filtering with activated carbon filter

Sugarcane spirit is a drink considered as a national symbol of Brazil. It is produced by large producers and by about 30 thousand small and medium home-distilling producers dispersed throughout the country. The copper originating from the home-distillers can become a serious problem since at high concentrations in beverages it may cause serious human health problems. Therefore, the objective of this study was to investigate the influence of the activated carbon used in commercial filters on the physicochemical and sensory characteristics of aged sugarcane spirit. Analyses of copper, dry extract, alcoholic degree, higher alcohols, volatile acids, aldehydes, esters, furfural, and methanol were performed. The sensory evaluation was performed by seven selected trained judges, who analyzed the yellow color, woody aroma and flavor, and intensity of alcoholic aroma and flavor of the cane spirit before and after the filtration process. The sensory tests were carried out using a 9 cm non-structured intensity scale. A reduction was observed in all compounds analyzed physicochemically, except for the esters, which increased after filtration. This increase is probably due to the esterification of the alcohols and acids present. According to the sensory results obtained, a reduction was observed in the intensity of the yellow color, aroma, and wood flavor characteristics, the major characteristics of the aging process.

Fusion of Data from Quadcopter’s Inertial Measurement Unit Using Complementary Filter

A quadcopter is a helicopter with four rotors, which is mechanically simple device, but requires complex electrical control for each motor. Control system needs accurate information about quadcopter’s attitude in order to achieve stable flight. The goal of this bachelor’s thesis was to research how this information could be obtained. Literature review revealed that most of the quadcopters, whose source-code is available, use a complementary filter or some derivative of it to fuse data from a gyroscope, an accelerometer and often also a magnetometer. These sensors combined are called an Inertial Measurement Unit. This thesis focuses on calculating angles from each sensor’s data and fusing these with a complementary filter. On the basis of literature review and measurements using a quadcopter, the proposed filter provides sufficiently accurate attitude data for flight control system. However, a simple complementary filter has one significant drawback – it works reliably only when the quadcopter is hovering or moving at a constant speed. The reason is that an accelerometer can’t be used to measure angles accurately if linear acceleration is present. This problem can be fixed using some derivative of a complementary filter like an adaptive complementary filter or a Kalman filter, which are not covered in this thesis.

Effects of algal turbidity on foraging and antipredator behaviour of the three-spined stickleback (Gasterosteus aculeatus)

The aim of this thesis was to examine how aquatic organisms, such as fish, behave in an altered environmental condition. Many species of fish use vision as their primary tool to gain information about their surrounding environment. The visual conditions of aquatic habitats are often altered as a result of anthropogenic disturbance, such as eutrophication that initiates algal turbidity. In general, turbidity reduces the visibility and can be hypothesized to have an influence on the behaviour of fish. I used the three-spined stickleback (Gasterosteus aculeatus) as a model species and conducted four studies in the laboratory to test how algal turbidity affects its behaviour. In this thesis, two major behavioural aspects are discussed. The first is antipredator behaviour. In study I, the combined effects of turbidity and shoot density on habitat choice (shelter vs open) behaviour was tested on a group of sticklebacks (20 fish) in the presence and absence of piscivorous perch (Perca fluviatilis). In study II, I examined the behavioural responses of feeding sticklebacks when they were exposed to the sudden appearance of an avian predator (the silhouette of a common tern, Sterna hirundo). The study was done in turbid and clear water using three different groups sizes (1, 3 and 6 fish). The second aspect is foraging behaviour. Study III & IV focused on the effects of algal turbidity on the foraging performance of sticklebacks. In study III, I conducted two separate experiments to examine the effects of turbidity on prey consumption and prey choice of sticklebacks. In this experiment turbidity levels and the proportion of large and small prey (Daphnia spp.) were manipulated. In study IV, I studied whether a group of six sticklebacks can distribute themselves according to food input at two feeding stations in a way that provided each fish with the same amount of food in clear and turbid water. I also observed whether the fish can follow changes in resource distribution between the foraging patches. My results indicate an overall influence of algal turbidity on the antipredator and foraging behaviour of sticklebacks. In the presence of a potential predator, the use of the sheltered habitat was more pronounced at higher turbidity. Besides this, sticklebacks reduced their activity levels with predator presence at higher turbidity and shoot density levels, suggesting a possible antipredator adaptation to avoid a predator. When exposed to a sudden appearance of an avian predator, sticklebacks showed a weaker antipredator response in turbid water, which suggests that turbidity degrades the risk assessment capabilities of sticklebacks. I found an effect of group size but not turbidity in the proportion of sticklebacks that fled to the shelter area, which indicates that sticklebacks are able to communicate among group members at the experimental turbidity levels. I found an overall negative effect of turbidity on food intake. Both turbidity and changes in the proportion of prey sizes played a significant role in a stickleback’s prey selection. At lower turbidity levels (clear <1 and 5 NTU) sticklebacks showed preferences for large prey, whereas in more turbid conditions and when the proportion of large to small prey increased sticklebacks became increasingly random in their prey selection. Finally, my results showed that groups of sticklebacks disperse themselves between feeding stations according to the reward ratios following the predictions of the ideal free distribution theory. However, they took a significantly longer time to reach the equilibrium distribution in turbid water than in clear water. In addition, they showed a slower response to changes in resource distribution in a turbid environment. These findings suggest that turbidity interferes with the information transfer among group foragers. It is important to understand that aquatic animals are often exposed to a degraded environment. The findings of this thesis suggest that algal turbidity negatively affects their behavioural performance. The results also shed light on the underlying behavioural strategies of sticklebacks in turbid conditions that might help them adapt to an altered environmental situation and increase their survival. In conclusion, I hold that although algal turbidity has detrimental effects on the antipredator and foraging behaviour of sticklebacks, their behavioural adjustment might help them adapt to a changing environment.

Characterization of the filter media used in the dual media filter

The removal of organics from copper electrolyte solutions after solvent extraction by dual media filtration is one of the most efficient ways to ensure the clean electrolyte flow into the electrowinning. The clean electrolyte will ensure the good quality cathode plate production. Dual media filtration uses two layers of filter media for filtration as anthracite and garnet respectively. The anthracite layer will help the coalescing of the entrained organic droplets which will then float to the top of the filter, and back to the solvent extraction process. The garnet layer will catch any solids left in the electrolyte traveling through the filter media. This thesis will concentrate on characterization of five different anthracites in order to find some differences using specific surface area analysis, particle size analysis, and morphology analysis. These results are compared to the pressure loss values obtained from lab column tests and bed expansion behavior. The goal of the thesis was to find out if there were any differences in the anthracite which would make the one perform better than the other. There were no big differences found on any aspect of the particle characterization, but some found differences should be further studied in order to confirm the meaning of the porosity, surface area, intensity mean and intensity SD (Standard Deviation) on anthracites and their use in dual media filtration. The thesis work analyzed anthracite samples the way that is not found on any public literature sources, and further studies on the issue would bring more knowledge to the electrolyte process.

Does Gamma-aminobutyric acid function as a plant resistance mechanism against phytophagous insect activity? /

Gamma-aminobutyric acid (GAB A) is a ubiquitous non-protein amino acid synthesized via the decarboxylation of L-glutamate in a reaction catalyzed by the cytosolic enzyme L-glutamate decarboxylase (GAD). In animals it functions as an inhibitory neurotransmitter. In plants it accumulates rapidly in response to various stresses, but its function remains unclear. The hypothesis that GABA accumulation in leaf tissue may function as a plant resistance mechanism against phytophagous insect activity was investigated. GABA accumulation in response to mechanical stimulation, mechanical damage and insect activity was demonstrated. In wt tobacco (Nicotiana tabacum cv Samsun), mechanical stimulation or damage caused GABA to accumulate within 2 min from mean levels of 14 to 37 and 1~9 nmol g-l fresh weight (FW), respectively. In the transgenic tobacco strain CaMVGAD27c overexpressing Petunia GAD, the same treatments caused GABA to accumulate from 12 to 59 and 279 nmol g-l FW, respectively. In the transgenic tobacco strain CaMVGADilC 11 overexpressing Petunia GAD lacking an autoinhibitory domain, mechanical stimulation or damage caused GABA to accumulate from 180 to 309 and 630 nmol g-l FW, respectively. Ambulatory activity by tobacco budworm (TBW) larvae (Heliothis virescens) on leaves of CaMVGAD27c tobacco caused GABA to accumulate from 28 to 80 nmol g-l FW within 5 min. Ambulatory and leaf-rolling activity by oblique banded leaf roller (OBLR) larvae (Choristoneura rosaceana cv Harris) on wt soybean leaves (Glycine max cv Harovinton) caused GABA to accumulate from 60 to 1123 nmol g-l FW within 20 min. Increased GABA levels in leaf tissue were shown to affect phytophagous preference in TBW larvae presented with wt and transgenic tobacco leaves. When presented with leaves of Samsun wt and CaMVGAD27c plants, TBW larvae consumed more wt leaf tissue (640 ± 501 S.D. mm2 ) than transgenic leaf tissue (278 ± 338 S.D. mm2 ) nine times out of ten. When presented with leaves of Samsun wt and CaMVGAD~C11 plants, TBW larvae consumed more transgenic leaf tissue (1219 ± 1009 S.D. mm2 ) than wt leaf tissue (28 ± 31 S.D. mm2 ) ten times out of ten. These results indicate that: (1) ambulatory activity of insect larvae on leaves results in increased GABA levels, (2) transgenic tobacco leaves with increased capacity for GABA synthesis deter feeding, and (3) transgenic tobacco leaves with constitutively higher GABA levels stimulate feeding.