Residence Time Distribution (Rtd) Associated with Statistical Weighted Moments to Fit Mathematical Models Using In Industrial Systems Diagnosis

This work presents a computational, called MOMENTS, code developed to be used in process control to determine a characteristic transfer function to industrial units when radiotracer techniques were been applied to study the unit´s performance. The methodology is based on the measuring the residence time distribution function (RTD) and calculate the first and second temporal moments of the tracer data obtained by two scintillators detectors NaI positioned to register a complete tracer movement inside the unit. Non linear regression technique has been used to fit various mathematical models and a statistical test was used to select the best result to the transfer function. Using the code MOMENTS, twelve different models can be used to fit a curve and calculate technical parameters to the unit.

Applying Mathematical Models to Study the Role of the Immune System in Chronic Myelogenous Leukemia

Although tyrosine kinase inhibitors (TKIs) such as imatinib have transformed chronic myelogenous leukemia (CML) into a chronic condition, these therapies are not curative in the majority of cases. Most patients must continue TKI therapy indefinitely, a requirement that is both expensive and that compromises a patient's quality of life. While TKIs are known to reduce leukemic cells' proliferative capacity and to induce apoptosis, their effects on leukemic stem cells, the immune system, and the microenvironment are not fully understood. A more complete understanding of their global therapeutic effects would help us to identify any limitations of TKI monotherapy and to address these issues through novel combination therapies. Mathematical models are a complementary tool to experimental and clinical data that can provide valuable insights into the underlying mechanisms of TKI therapy. Previous modeling efforts have focused on CML patients who show biphasic and triphasic exponential declines in BCR-ABL ratio during therapy. However, our patient data indicates that many patients treated with TKIs show fluctuations in BCR-ABL ratio yet are able to achieve durable remissions. To investigate these fluctuations, we construct a mathematical model that integrates CML with a patient's autologous immune response to the disease. In our model, we define an immune window, which is an intermediate range of leukemic concentrations that lead to an effective immune response against CML. While small leukemic concentrations provide insufficient stimulus, large leukemic concentrations actively suppress a patient's immune system, thus limiting it's ability to respond. Our patient data and modeling results suggest that at diagnosis, a patient's high leukemic concentration is able to suppress their immune system. TKI therapy drives the leukemic population into the immune window, allowing the patient's immune cells to expand and eventually mount an efficient response against the residual CML. This response drives the leukemic population below the immune window, causing the immune population to contract and allowing the leukemia to partially recover. The leukemia eventually reenters the immune window, thus stimulating a sequence of weaker immune responses as the two populations approach equilibrium. We hypothesize that a patient's autologous immune response to CML may explain the fluctuations in BCR-ABL ratio that are regularly seen during TKI therapy. These fluctuations may serve as a signature of a patient's individual immune response to CML. By applying our modeling framework to patient data, we are able to construct an immune profile that can then be used to propose patient-specific combination therapies aimed at further reducing a patient's leukemic burden. Our characterization of a patient's anti-leukemia immune response may be especially valuable in the study of drug resistance, treatment cessation, and combination therapy.

Application of mathematical models to mycotoxins children risk assessment: a case study of Portuguese children exposure to co-occurring mycotoxins in processed cereal-based foods

People, animals and the environment can be exposed to multiple chemicals at once from a variety of sources, but current risk assessment is usually carried out based on one chemical substance at a time. In human health risk assessment, ingestion of food is considered a major route of exposure to many contaminants, namely mycotoxins, a wide group of fungal secondary metabolites that are known to potentially cause toxicity and carcinogenic outcomes. Mycotoxins are commonly found in a variety of foods including those intended for consumption by infants and young children and have been found in processed cereal-based foods available in the Portuguese market. The use of mathematical models, including probabilistic approaches using Monte Carlo simulations, constitutes a prominent issue in human health risk assessment in general and in mycotoxins exposure assessment in particular. The present study aims to characterize, for the first time, the risk associated with the exposure of Portuguese children to single and multiple mycotoxins present in processed cereal-based foods (CBF). Portuguese children (0-3 years old) food consumption data (n=103) were collected using a 3 days food diary. Contamination data concerned the quantification of 12 mycotoxins (aflatoxins, ochratoxin A, fumonisins and trichothecenes) were evaluated in 20 CBF samples marketed in 2014 and 2015 in Lisbon; samples were analyzed by HPLC-FLD, LC-MS/MS and GC-MS. Daily exposure of children to mycotoxins was performed using deterministic and probabilistic approaches. Different strategies were used to treat the left censored data. For aflatoxins, as carcinogenic compounds, the margin of exposure (MoE) was calculated as a ratio of BMDL (benchmark dose lower confidence limit) to the aflatoxin exposure. The magnitude of the MoE gives an indication of the risk level. For the remaining mycotoxins, the output of exposure was compared to the dose reference values (TDI) in order to calculate the hazard quotients (ratio between exposure and a reference dose, HQ). For the cumulative risk assessment of multiple mycotoxins, the concentration addition (CA) concept was used. The combined margin of exposure (MoET) and the hazard index (HI) were calculated for aflatoxins and the remaining mycotoxins, respectively. 71% of CBF analyzed samples were contaminated with mycotoxins (with values below the legal limits) and approximately 56% of the studied children consumed CBF at least once in these 3 days. Preliminary results showed that children exposure to single mycotoxins present in CBF were below the TDI. Aflatoxins MoE and MoET revealed a reduced potential risk by exposure through consumption of CBF (with values around 10000 or more). HQ and HI values for the remaining mycotoxins were below 1. Children are a particularly vulnerable population group to food contaminants and the present results point out an urgent need to establish legal limits and control strategies regarding the presence of multiple mycotoxins in children foods in order to protect their health. The development of packaging materials with antifungal properties is a possible solution to control the growth of moulds and consequently to reduce mycotoxin production, contributing to guarantee the quality and safety of foods intended for children consumption.

Método para reconhecimento de vogais e extração de parâmetros acústicos para analises forenses

Forensic speaker comparison exams have complex characteristics, demanding a long time for manual analysis. A method for automatic recognition of vowels, providing feature extraction for acoustic analysis is proposed, aiming to contribute as a support tool in these exams. The proposal is based in formant measurements by LPC (Linear Predictive Coding), selectively by fundamental frequency detection, zero crossing rate, bandwidth and continuity, with the clustering being done by the k-means method. Experiments using samples from three different databases have shown promising results, in which the regions corresponding to five of the Brasilian Portuguese vowels were successfully located, providing visualization of a speaker’s vocal tract behavior, as well as the detection of segments corresponding to target vowels.

An introduction to mathematical models of coagulation-fragmentation processes: a discrete deterministic mean-field approach

We summarise the properties and the fundamental mathematical results associated with basic models which describe coagulation and fragmentation processes in a deterministic manner and in which cluster size is a discrete quantity (an integer multiple of some basic unit size). In particular, we discuss Smoluchowski's equation for aggregation, the Becker-Döring model of simultaneous aggregation and fragmentation, and more general models involving coagulation and fragmentation.

Identifying and enhancing risk thresholds in the detection of elder financial abuse: A signal detection analysis of professionals' decision making

Background: Financial abuse of elders is an under acknowledged problem and professionals' judgements contribute to both the prevalence of abuse and the ability to prevent and intervene. In the absence of a definitive "gold standard" for the judgement, it is desirable to try and bring novice professionals' judgemental risk thresholds to the level of competent professionals as quickly and effectively as possible. This study aimed to test if a training intervention was able to bring novices' risk thresholds for financial abuse in line with expert opinion. Methods: A signal detection analysis, within a randomised controlled trial of an educational intervention, was undertaken to examine the effect on the ability of novices to efficiently detect financial abuse. Novices (n = 154) and experts (n = 33) judged "certainty of risk" across 43 scenarios; whether a scenario constituted a case of financial abuse or not was a function of expert opinion. Novices (n = 154) were randomised to receive either an on-line educational intervention to improve financial abuse detection (n = 78) or a control group (no on-line educational intervention, n = 76). Both groups examined 28 scenarios of abuse (11 "signal" scenarios of risk and 17 "noise" scenarios of no risk). After the intervention group had received the on-line training, both groups then examined 15 further scenarios (5 "signal" and 10 "noise" scenarios). Results: Experts were more certain than the novices, pre (Mean 70.61 vs. 58.04) and post intervention (Mean 70.84 vs. 63.04); and more consistent. The intervention group (mean 64.64) were more certain of abuse post-intervention than the control group (mean 61.41, p = 0.02). Signal detection analysis of sensitivity (Á) and bias (C) revealed that this was due to the intervention shifting the novices' tendency towards saying "at risk" (C post intervention -.34) and away from their pre intervention levels of bias (C-.12). Receiver operating curves revealed more efficient judgments in the intervention group. Conclusion: An educational intervention can improve judgements of financial abuse amongst novice professionals.

Chebanov law and Vakar formula in mathematical models of complex systems

Ecological models written in a mathematical language L(M) or model language, with a given style or methodology can be considered as a text. It is possible to apply statistical linguistic laws and the experimental results demonstrate that the behaviour of a mathematical model is the same of any literary text of any natural language. A text has the following characteristics: (a) the variables, its transformed functions and parameters are the lexic units or LUN of ecological models; (b) the syllables are constituted by a LUN, or a chain of them, separated by operating or ordering LUNs; (c) the flow equations are words; and (d) the distribution of words (LUM and CLUN) according to their lengths is based on a Poisson distribution, the Chebanov's law. It is founded on Vakar's formula, that is calculated likewise the linguistic entropy for L(M). We will apply these ideas over practical examples using MARIOLA model. In this paper it will be studied the problem of the lengths of the simple lexic units composed lexic units and words of text models, expressing these lengths in number of the primitive symbols, and syllables. The use of these linguistic laws renders it possible to indicate the degree of information given by an ecological model.

Mathematical models for cellular aggregation: the chemotactic instability and clustering formation

In this thesis we present a mathematical formulation of the interaction between microorganisms such as bacteria or amoebae and chemicals, often produced by the organisms themselves. This interaction is called chemotaxis and leads to cellular aggregation. We derive some models to describe chemotaxis. The first is the pioneristic Keller-Segel parabolic-parabolic model and it is derived by two different frameworks: a macroscopic perspective and a microscopic perspective, in which we start with a stochastic differential equation and we perform a mean-field approximation. This parabolic model may be generalized by the introduction of a degenerate diffusion parameter, which depends on the density itself via a power law. Then we derive a model for chemotaxis based on Cattaneo's law of heat propagation with finite speed, which is a hyperbolic model. The last model proposed here is a hydrodynamic model, which takes into account the inertia of the system by a friction force. In the limit of strong friction, the model reduces to the parabolic model, whereas in the limit of weak friction, we recover a hyperbolic model. Finally, we analyze the instability condition, which is the condition that leads to aggregation, and we describe the different kinds of aggregates we may obtain: the parabolic models lead to clusters or peaks whereas the hyperbolic models lead to the formation of network patterns or filaments. Moreover, we discuss the analogy between bacterial colonies and self gravitating systems by comparing the chemotactic collapse and the gravitational collapse (Jeans instability).

Blind channel estimation and data detection using hidden Markov models theory

In this correspondence, we propose applying the hiddenMarkov models (HMM) theory to the problem of blind channel estimationand data detection. The Baum–Welch (BW) algorithm, which is able toestimate all the parameters of the model, is enriched by introducingsome linear constraints emerging from a linear FIR hypothesis on thechannel. Additionally, a version of the algorithm that is suitable for timevaryingchannels is also presented. Performance is analyzed in a GSMenvironment using standard test channels and is found to be close to thatobtained with a nonblind receiver.

Detection and classification of voltage disturbances using a Fuzzy-ARTMAP-wavelet network

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

Automation in fault detection using neural network and model updating

In this article, an implementation of structural health monitoring process automation based on vibration measurements is proposed. The work presents an alternative approach which intent is to exploit the capability of model updating techniques associated to neural networks to be used in a process of automation of fault detection. The updating procedure supplies a reliable model which permits to simulate any damage condition in order to establish direct correlation between faults and deviation in the response of the model. The ability of the neural networks to recognize, at known signature, changes in the actual data of a model in real time are explored to investigate changes of the actual operation conditions of the system. The learning of the network is performed using a compressed spectrum signal created for each specific type of fault. Different fault conditions for a frame structure are evaluated using simulated data as well as measured experimental data.

Damage detection in a benchmark structure using AR-ARX models and statistical pattern recognition

Structural health monitoring (SHM) is related to the ability of monitoring the state and deciding the level of damage or deterioration within aerospace, civil and mechanical systems. In this sense, this paper deals with the application of a two-step auto-regressive and auto-regressive with exogenous inputs (AR-ARX) model for linear prediction of damage diagnosis in structural systems. This damage detection algorithm is based on the. monitoring of residual error as damage-sensitive indexes, obtained through vibration response measurements. In complex structures there are. many positions under observation and a large amount of data to be handed, making difficult the visualization of the signals. This paper also investigates data compression by using principal component analysis. In order to establish a threshold value, a fuzzy c-means clustering is taken to quantify the damage-sensitive index in an unsupervised learning mode. Tests are made in a benchmark problem, as proposed by IASC-ASCE with different damage patterns. The diagnosis that was obtained showed high correlation with the actual integrity state of the structure. Copyright © 2007 by ABCM.

Application of the dynamic models to the detection of imperfections in plate Structures

This paper is part of a set of publications related with the development of mathematical models aimed to simulate the dynamic input and output of experimental nondestructive tests in order to detect structural imperfections. The structures to be considered are composed by steel plates of thin thickness. The imperfections in these cases are cracks and they can penetrate either a significant part of the plate thickness or be micro cracks or superficial imperfections. The first class of cracks is related with structural safety and the second one is more connected to the structural protection to the environment, particularly if protective paintings can be deteriorated. Two mathematical groups of models have been developed. The first group tries to locate the position and extension of the imperfection of the first class of imperfections, i.e. cracks and it is the object of the present paper. Bending Kirchoff thin plate models belong to this first group and they are used to this respect. The another group of models is dealt with membrane structures under the superficial Rayleigh waves excitation. With this group of models the micro cracks detection is intended. In the application of the first group of models to the detection of cracks, it has been observed that the differences between the natural frequencies of the non cracked and the cracked structures are very small. However, geometry and crack position can be identified quite accurately if this comparison is carried out between first derivatives (mode rotations) of the natural modes are used instead. Finally, in relation with the analysis of the superficial crack existence the use of Rayleigh waves is very promising. The geometry and the penetration of the micro crack can be detected very accurately. The mathematical and numerical treatment of the generation of these Rayleigh waves present and a numerical application has been shown.

Detection of EPO doping and blood doping: the haematological module of the Athlete Biological Passport.

The increase of the body's capacity to transport oxygen is a prime target for doping athletes in all endurance sports. For this pupose, blood transfusions or erythropoiesis stimulating agents (ESA), such as erythropoietin, NESP, and CERA are used. As direct detection of such manipulations is difficult, biomarkers that are connected to the haematopoietic system (haemoglobin concentration, reticulocytes) are monitored over time (Athlete Biological Passport (ABP)) and analyzed using mathematical models to identify patterns suspicious of doping. With this information, athletes can either be sanctioned directly based on their profile or targeted with conventional doping tests. Key issues for the appropriate use of the ABP are correct targeting and use of all available information (e.g. whereabouts, cross sectional population data) in a forensic manner. Future developments of the passport include the correction of all concentration-based variables for shifts in plasma volume, which might considerably increase sensitivity. New passport markers from the genomic, proteomic, and metabolomic level might add further information, but need to be validated before integration into the passport procedure. A first assessment of blood data of federations that have implemented the passport show encouraging signs of a decreased blood-doping prevalence in their athletes, which adds scientific credibility to this innovative concept in the fight against ESA- and blood doping. Copyright © 2012 John Wiley & Sons, Ltd.

Study and implementation of some quantitative trading models

Quantitative or algorithmic trading is the automatization of investments decisions obeying a fixed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of one of the biggest financial markets such as the New York Stock Exchange (NYSE). However, there is not a signi cant amount of academic literature devoted to it due to the private nature of investment banks and hedge funds. This projects aims to review the literature and discuss the models available in a subject that publications are scarce and infrequently. We review the basic and fundamental mathematical concepts needed for modeling financial markets such as: stochastic processes, stochastic integration and basic models for prices and spreads dynamics necessary for building quantitative strategies. We also contrast these models with real market data with minutely sampling frequency from the Dow Jones Industrial Average (DJIA). Quantitative strategies try to exploit two types of behavior: trend following or mean reversion. The former is grouped in the so-called technical models and the later in the so-called pairs trading. Technical models have been discarded by financial theoreticians but we show that they can be properly cast into a well defined scientific predictor if the signal generated by them pass the test of being a Markov time. That is, we can tell if the signal has occurred or not by examining the information up to the current time; or more technically, if the event is F_t-measurable. On the other hand the concept of pairs trading or market neutral strategy is fairly simple. However it can be cast in a variety of mathematical models ranging from a method based on a simple euclidean distance, in a co-integration framework or involving stochastic differential equations such as the well-known Ornstein-Uhlenbeck mean reversal ODE and its variations. A model for forecasting any economic or financial magnitude could be properly defined with scientific rigor but it could also lack of any economical value and be considered useless from a practical point of view. This is why this project could not be complete without a backtesting of the mentioned strategies. Conducting a useful and realistic backtesting is by no means a trivial exercise since the \laws" that govern financial markets are constantly evolving in time. This is the reason because we make emphasis in the calibration process of the strategies' parameters to adapt the given market conditions. We find out that the parameters from technical models are more volatile than their counterpart form market neutral strategies and calibration must be done in a high-frequency sampling manner to constantly track the currently market situation. As a whole, the goal of this project is to provide an overview of a quantitative approach to investment reviewing basic strategies and illustrating them by means of a back-testing with real financial market data. The sources of the data used in this project are Bloomberg for intraday time series and Yahoo! for daily prices. All numeric computations and graphics used and shown in this project were implemented in MATLAB^R scratch from scratch as a part of this thesis. No other mathematical or statistical software was used.