A comparison of cognitive processes and components of neurological maturation in 3-and-11 year-old children

The relationship between the child's cogni tive development and neurological maturation has been of theoretical interest for many year s. Due to diff iculties such as the lack of sophisticated techniques for measur ing neurolog ical changes and a paucity of normative data, few studies exist that have attempted to correlate the two factors. Recent theory on intellectual development has proposed that neurological maturation may be a factor in the increase of short-term memory storage space. Improved technology has allowed reliable recordings of neurolog ical maturation.. In an attempt to correlate cogni tive development and neurological maturation, this study tested 3-and II-year old children. Fine motor and gross motor short-term memory tests were used to index cogni tive development. Somatosensory evoked potentials elici ted by median nerve stimulation were used to measure the time required for the sensation to pass along the nerve to specific points on the somatosensory pathway. Times were recorded for N14, N20, and P22 interpeak latencies. Maturation of the central nervous system (brain and spinal cord) and the peripheral nervous system (outside the brain and spinal cord) was indi~ated by the recorded times. Signif icant developmental di fferences occurred between 3-and ll-year-olds in memory levels, per ipheral conduction velocity and central conduction times. Linear regression analyses showed that as age increased, memory levels increased and central conduction times decreased. Between the ll-year-old groups, there were no significant differences in central or peripheral nervous system maturation between subjects who achieved a 12 plus score on the digit span test of the WISC-R and those who scored 7 or lower on the same test. Levels achieved on the experimental gross and fine motor short-term memory tests differed significantly within the ll-year-old group.

The performance and strategies of adolescents in learning to read artificial words /

The present study explored processing strategies used by individuals when they begin to read c;l script. Stimuli were artificial words created from symbols and based on an alphabetic system. The words were.presented to Grade Nine and Ten students, with variations included in the difficulty of orthography and word familiarity, and then scores were recorded on the mean number of trials for defined learning variables. Qualitative findings revealed that subjects 1 earned parts of the visual a'nd auditory features of words prior to hooking up the visual stimulus to the word's name. Performance measures-which appear to affect the rate of learning were as follows: auditory short-term memory, auditory delayed short-term memory, visual delayed short- term memory, and word attack or decod~ng skills. Qualitative data emerging in verbal reports by the subjects revealed that strategies they pefceived to use were, graphic, phonetic decoding and word .reading.

Undergraduate Student Anxiety-Management in Academia: Appraising the Value of Services and Strategies

This study explored strategies that Brock University undergraduate students value the most for managing anxiety in academia. Although previous literature indicates services and techniques such as academic advising, physical activity, and educator engagement help students, few if any have ranked students’ perceived value of anxiety-management strategies. The researcher recruited 54 undergraduate student participants (primarily from the Department of Community Health Sciences) through online invitation. Participants completed an online survey to rate their previous experience with anxiety-management strategies discussed in the literature. Survey findings identified the 4 most valuable resources students used to manage anxiety in academia: (a) educators who post academic material posted online (e.g., on Sakai) early in the term, (b) physical activity, (c) socialization, and (d) breaking large assignments into smaller portions. Conversely, student participants found disability services, counseling, and medication to be the least valuable resources. Results suggest higher-education facilities should ensure that the most valuable services are readily available to students seeking them. The study contributes to the field by identifying a broad set of strategies that students find highly valuable in their management of academic related anxiety.

Major Sport Event Operational Planning Issues and Strategies: A Multi-Case Delphi Study

This study examined the operational planning, implementation and execution issues of major sport events, as well as the mitigation and management strategies used to address these issues, with the aim of determining best practices in sport event operational planning. The three Research Questions were: 1) What can previous major sport events provide to guide the operational management of future events? 2) What are the operational issues that arise in the planning and execution of a major sport event, how are they mitigated and what are the strategies used to deal with these issues? 3) What are the best practices for sport event operational planning and how can these practices aid future events? Data collection involved a modified Delphi technique that consisted of one round of in-depth interviews followed by two rounds of questionnaires. Both data collection and analysis were guided by an adaptation of the work of Parent, Rouillard & Leopkey (2011) with a focus on previously established issue and strategy categories. The results provided a list of Top 26 Prominent Issues and Top 17 Prominent Strategies with additional issue-strategy links that can be used to aid event managers producing future major sport events. The following issue categories emerged as having had the highest impact on previous major sport events that participants had managed: timing, funding and knowledge management. In addition, participants used strategies from the following categories most frequently: other, formalized agreements and communication.

Factor models, VARMA processes and parameter instability with applications in macroeconomics

Avec les avancements de la technologie de l'information, les données temporelles économiques et financières sont de plus en plus disponibles. Par contre, si les techniques standard de l'analyse des séries temporelles sont utilisées, une grande quantité d'information est accompagnée du problème de dimensionnalité. Puisque la majorité des séries d'intérêt sont hautement corrélées, leur dimension peut être réduite en utilisant l'analyse factorielle. Cette technique est de plus en plus populaire en sciences économiques depuis les années 90. Étant donnée la disponibilité des données et des avancements computationnels, plusieurs nouvelles questions se posent. Quels sont les effets et la transmission des chocs structurels dans un environnement riche en données? Est-ce que l'information contenue dans un grand ensemble d'indicateurs économiques peut aider à mieux identifier les chocs de politique monétaire, à l'égard des problèmes rencontrés dans les applications utilisant des modèles standards? Peut-on identifier les chocs financiers et mesurer leurs effets sur l'économie réelle? Peut-on améliorer la méthode factorielle existante et y incorporer une autre technique de réduction de dimension comme l'analyse VARMA? Est-ce que cela produit de meilleures prévisions des grands agrégats macroéconomiques et aide au niveau de l'analyse par fonctions de réponse impulsionnelles? Finalement, est-ce qu'on peut appliquer l'analyse factorielle au niveau des paramètres aléatoires? Par exemple, est-ce qu'il existe seulement un petit nombre de sources de l'instabilité temporelle des coefficients dans les modèles macroéconomiques empiriques? Ma thèse, en utilisant l'analyse factorielle structurelle et la modélisation VARMA, répond à ces questions à travers cinq articles. Les deux premiers chapitres étudient les effets des chocs monétaire et financier dans un environnement riche en données. Le troisième article propose une nouvelle méthode en combinant les modèles à facteurs et VARMA. Cette approche est appliquée dans le quatrième article pour mesurer les effets des chocs de crédit au Canada. La contribution du dernier chapitre est d'imposer la structure à facteurs sur les paramètres variant dans le temps et de montrer qu'il existe un petit nombre de sources de cette instabilité. Le premier article analyse la transmission de la politique monétaire au Canada en utilisant le modèle vectoriel autorégressif augmenté par facteurs (FAVAR). Les études antérieures basées sur les modèles VAR ont trouvé plusieurs anomalies empiriques suite à un choc de la politique monétaire. Nous estimons le modèle FAVAR en utilisant un grand nombre de séries macroéconomiques mensuelles et trimestrielles. Nous trouvons que l'information contenue dans les facteurs est importante pour bien identifier la transmission de la politique monétaire et elle aide à corriger les anomalies empiriques standards. Finalement, le cadre d'analyse FAVAR permet d'obtenir les fonctions de réponse impulsionnelles pour tous les indicateurs dans l'ensemble de données, produisant ainsi l'analyse la plus complète à ce jour des effets de la politique monétaire au Canada. Motivée par la dernière crise économique, la recherche sur le rôle du secteur financier a repris de l'importance. Dans le deuxième article nous examinons les effets et la propagation des chocs de crédit sur l'économie réelle en utilisant un grand ensemble d'indicateurs économiques et financiers dans le cadre d'un modèle à facteurs structurel. Nous trouvons qu'un choc de crédit augmente immédiatement les diffusions de crédit (credit spreads), diminue la valeur des bons de Trésor et cause une récession. Ces chocs ont un effet important sur des mesures d'activité réelle, indices de prix, indicateurs avancés et financiers. Contrairement aux autres études, notre procédure d'identification du choc structurel ne requiert pas de restrictions temporelles entre facteurs financiers et macroéconomiques. De plus, elle donne une interprétation des facteurs sans restreindre l'estimation de ceux-ci. Dans le troisième article nous étudions la relation entre les représentations VARMA et factorielle des processus vectoriels stochastiques, et proposons une nouvelle classe de modèles VARMA augmentés par facteurs (FAVARMA). Notre point de départ est de constater qu'en général les séries multivariées et facteurs associés ne peuvent simultanément suivre un processus VAR d'ordre fini. Nous montrons que le processus dynamique des facteurs, extraits comme combinaison linéaire des variables observées, est en général un VARMA et non pas un VAR comme c'est supposé ailleurs dans la littérature. Deuxièmement, nous montrons que même si les facteurs suivent un VAR d'ordre fini, cela implique une représentation VARMA pour les séries observées. Alors, nous proposons le cadre d'analyse FAVARMA combinant ces deux méthodes de réduction du nombre de paramètres. Le modèle est appliqué dans deux exercices de prévision en utilisant des données américaines et canadiennes de Boivin, Giannoni et Stevanovic (2010, 2009) respectivement. Les résultats montrent que la partie VARMA aide à mieux prévoir les importants agrégats macroéconomiques relativement aux modèles standards. Finalement, nous estimons les effets de choc monétaire en utilisant les données et le schéma d'identification de Bernanke, Boivin et Eliasz (2005). Notre modèle FAVARMA(2,1) avec six facteurs donne les résultats cohérents et précis des effets et de la transmission monétaire aux États-Unis. Contrairement au modèle FAVAR employé dans l'étude ultérieure où 510 coefficients VAR devaient être estimés, nous produisons les résultats semblables avec seulement 84 paramètres du processus dynamique des facteurs. L'objectif du quatrième article est d'identifier et mesurer les effets des chocs de crédit au Canada dans un environnement riche en données et en utilisant le modèle FAVARMA structurel. Dans le cadre théorique de l'accélérateur financier développé par Bernanke, Gertler et Gilchrist (1999), nous approximons la prime de financement extérieur par les credit spreads. D'un côté, nous trouvons qu'une augmentation non-anticipée de la prime de financement extérieur aux États-Unis génère une récession significative et persistante au Canada, accompagnée d'une hausse immédiate des credit spreads et taux d'intérêt canadiens. La composante commune semble capturer les dimensions importantes des fluctuations cycliques de l'économie canadienne. L'analyse par décomposition de la variance révèle que ce choc de crédit a un effet important sur différents secteurs d'activité réelle, indices de prix, indicateurs avancés et credit spreads. De l'autre côté, une hausse inattendue de la prime canadienne de financement extérieur ne cause pas d'effet significatif au Canada. Nous montrons que les effets des chocs de crédit au Canada sont essentiellement causés par les conditions globales, approximées ici par le marché américain. Finalement, étant donnée la procédure d'identification des chocs structurels, nous trouvons des facteurs interprétables économiquement. Le comportement des agents et de l'environnement économiques peut varier à travers le temps (ex. changements de stratégies de la politique monétaire, volatilité de chocs) induisant de l'instabilité des paramètres dans les modèles en forme réduite. Les modèles à paramètres variant dans le temps (TVP) standards supposent traditionnellement les processus stochastiques indépendants pour tous les TVPs. Dans cet article nous montrons que le nombre de sources de variabilité temporelle des coefficients est probablement très petit, et nous produisons la première évidence empirique connue dans les modèles macroéconomiques empiriques. L'approche Factor-TVP, proposée dans Stevanovic (2010), est appliquée dans le cadre d'un modèle VAR standard avec coefficients aléatoires (TVP-VAR). Nous trouvons qu'un seul facteur explique la majorité de la variabilité des coefficients VAR, tandis que les paramètres de la volatilité des chocs varient d'une façon indépendante. Le facteur commun est positivement corrélé avec le taux de chômage. La même analyse est faite avec les données incluant la récente crise financière. La procédure suggère maintenant deux facteurs et le comportement des coefficients présente un changement important depuis 2007. Finalement, la méthode est appliquée à un modèle TVP-FAVAR. Nous trouvons que seulement 5 facteurs dynamiques gouvernent l'instabilité temporelle dans presque 700 coefficients.

Stochastic processes and their applications time dependent solutions for some queueing and inventory models

The objective of this thesis is to study the time dependent behaviour of some complex queueing and inventory models. It contains a detailed analysis of the basic stochastic processes underlying these models. In the theory of queues, analysis of time dependent behaviour is an area.very little developed compared to steady state theory. Tine dependence seems certainly worth studying from an application point of view but unfortunately, the analytic difficulties are considerable. Glosod form solutions are complicated even for such simple models as M/M /1. Outside M/>M/1, time dependent solutions have been found only in special cases and involve most often double transforms which provide very little insight into the behaviour of the queueing systems themselves. In inventory theory also There is not much results available giving the time dependent solution of the system size probabilities. Our emphasis is on explicit results free from all types of transforms and the method used may be of special interest to a wide variety of problems having regenerative structure.

Stochastic processes and their applications semi-markov analysis of some inventory and queuing problems

This thesis analyses certain problems in Inventories and Queues. There are many situations in real-life where we encounter models as described in this thesis. It analyses in depth various models which can be applied to production, storag¢, telephone traffic, road traffic, economics, business administration, serving of customers, operations of particle counters and others. Certain models described here is not a complete representation of the true situation in all its complexity, but a simplified version amenable to analysis. While discussing the models, we show how a dependence structure can be suitably introduced in some problems of Inventories and Queues. Continuous review, single commodity inventory systems with Markov dependence structure introduced in the demand quantities, replenishment quantities and reordering levels are considered separately. Lead time is assumed to be zero in these models. An inventory model involving random lead time is also considered (Chapter-4). Further finite capacity single server queueing systems with single/bulk arrival, single/bulk services are also discussed. In some models the server is assumed to go on vacation (Chapters 7 and 8). In chapters 5 and 6 a sort of dependence is introduced in the service pattern in some queuing models.

Probability Theory. Stochastic Processes And Their Applications Probabilistic Analysis Of Some Queueing And Inventory Models

In this thesis we attempt to make a probabilistic analysis of some physically realizable, though complex, storage and queueing models. It is essentially a mathematical study of the stochastic processes underlying these models. Our aim is to have an improved understanding of the behaviour of such models, that may widen their applicability. Different inventory systems with randon1 lead times, vacation to the server, bulk demands, varying ordering levels, etc. are considered. Also we study some finite and infinite capacity queueing systems with bulk service and vacation to the server and obtain the transient solution in certain cases. Each chapter in the thesis is provided with self introduction and some important references

Entanglement analysis of atomic processes and quantum registers

During recent years, quantum information processing and the study of N−qubit quantum systems have attracted a lot of interest, both in theory and experiment. Apart from the promise of performing efficient quantum information protocols, such as quantum key distribution, teleportation or quantum computation, however, these investigations also revealed a great deal of difficulties which still need to be resolved in practise. Quantum information protocols rely on the application of unitary and non–unitary quantum operations that act on a given set of quantum mechanical two-state systems (qubits) to form (entangled) states, in which the information is encoded. The overall system of qubits is often referred to as a quantum register. Today the entanglement in a quantum register is known as the key resource for many protocols of quantum computation and quantum information theory. However, despite the successful demonstration of several protocols, such as teleportation or quantum key distribution, there are still many open questions of how entanglement affects the efficiency of quantum algorithms or how it can be protected against noisy environments. To facilitate the simulation of such N−qubit quantum systems and the analysis of their entanglement properties, we have developed the Feynman program. The program package provides all necessary tools in order to define and to deal with quantum registers, quantum gates and quantum operations. Using an interactive and easily extendible design within the framework of the computer algebra system Maple, the Feynman program is a powerful toolbox not only for teaching the basic and more advanced concepts of quantum information but also for studying their physical realization in the future. To this end, the Feynman program implements a selection of algebraic separability criteria for bipartite and multipartite mixed states as well as the most frequently used entanglement measures from the literature. Additionally, the program supports the work with quantum operations and their associated (Jamiolkowski) dual states. Based on the implementation of several popular decoherence models, we provide tools especially for the quantitative analysis of quantum operations. As an application of the developed tools we further present two case studies in which the entanglement of two atomic processes is investigated. In particular, we have studied the change of the electron-ion spin entanglement in atomic photoionization and the photon-photon polarization entanglement in the two-photon decay of hydrogen. The results show that both processes are, in principle, suitable for the creation and control of entanglement. Apart from process-specific parameters like initial atom polarization, it is mainly the process geometry which offers a simple and effective instrument to adjust the final state entanglement. Finally, for the case of the two-photon decay of hydrogenlike systems, we study the difference between nonlocal quantum correlations, as given by the violation of the Bell inequality and the concurrence as a true entanglement measure.

Rehabilitation of executive functions: Implications and strategies

Executive Functions (EF) concern a range of abilitiesincluding problem-solving, planning, initiation, selfmonitoring,conscious attention, cope with new situationsand the ability to modify plans if necessary. It’s ahigh cognitive function that is crucial for a person to getengaged and maintain daily activities whilst keeping agood quality of life. Problems in the EF were formerlyknown as Dysexecutive Syndrome (DS). There are manymodels concerning DS, although the literature on thesubject still remains unclear. Several works appoint theeffects brought by elderly life, as well as abuse of drugsand some psychopathologies. These factors are knownto increase the distress of the frontal circuits and thatcould be associated to executive deficits. The effects ofDS would compromise individuals in day-to-day routine,academic, social and labor fields. There is a growingbody of studies trying to determine the causes, implications,associations and the best way to take care of theseeffects. This work intends to review DS, focusing on themost important fields related to this area, such as psychopathologyassociations, cognitive reserve, assessmentand cognitive rehabilitation programs.

From reader to reading teacher : issues and strategies for second language classrooms.

Se utiliza en cursos de introducción a la enseñanza de la lectura en una segunda lengua y esta dirigido a profesores tanto principiantes, que encuentran información práctica sobre métodos, problemas y estrategias, como experimentados, a los que proporciona métodos más eficaces y un plan de estudios más flexible. El texto analiza la naturaleza de la lectura y las estrategias personales ante ella, así como, los factores que influyen en la lectura en una lengua materna y la realizada en un segundo idioma. Los profesores aprenden a seleccionar las actividades de lectura más apropiadas y a planificar las lecciones más eficaces para sus alumnos.