989 resultados para frequency measures


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This thesis examines the impact on child and adolescent psychotherapists within CAMHS of the introduction of routine outcome measures (ROMs) associated with the Children and Young People’s Improving access to Psychological Therapies programme (CYP-IAPT). All CAMHS therapists working within a particular NHS mental health Trust1 were required to trial CYP-IAPT ROMs as part of their everyday clinical practice from October 2013-September 2014. During this period considerable freedom was allowed as to which of the measures each therapist used and at what frequency. In order to assess the impact of CYP-IAPT ROMs on child psychotherapy, I conducted semi-structured interviews with eight psychotherapists within a particular CAMHS partnership within one NHS Trust. Each statement was coded and grouped according to whether it related to initial (generic) assessment, goal setting / monitoring, monitoring on-going progress, therapeutic alliance, or to issues concerning how data might be used or interpreted by managers and commissioners. Analysis of interviews revealed greatest concern about session-by session ROMs, as these are felt to impact most significantly on psychotherapy; therapists felt that session-by-session ROMs do not take account of negative transference relationships, they are overly repetitive and used to reward / punish the therapist. Measures used at assessment and review were viewed as most compatible with psychotherapy, although often experienced as excessively time consuming. The Goal Based Outcome Measure was generally experienced as compatible with psychotherapy so long as goals are formed collaboratively between therapist and young person. There was considerable anxiety about how data may be (mis)used and (mis)interpreted by managers and commissioners, for example to end treatment prematurely, trigger change of therapist in the face of negative ROMs data, or to damage psychotherapy. Use of ROMs for short term and generic work was experienced as less intrusive and contentious.

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The dependency of word similarity in vector space models on the frequency of words has been noted in a few studies, but has received very little attention. We study the influence of word frequency in a set of 10 000 randomly selected word pairs for a number of different combinations of feature weighting schemes and similarity measures. We find that the similarity of word pairs for all methods, except for the one using singular value decomposition to reduce the dimensionality of the feature space, is determined to a large extent by the frequency of the words. In a binary classification task of pairs of synonyms and unrelated words we find that for all similarity measures the results can be improved when we correct for the frequency bias.

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This dissertation contains four essays that all share a common purpose: developing new methodologies to exploit the potential of high-frequency data for the measurement, modeling and forecasting of financial assets volatility and correlations. The first two chapters provide useful tools for univariate applications while the last two chapters develop multivariate methodologies. In chapter 1, we introduce a new class of univariate volatility models named FloGARCH models. FloGARCH models provide a parsimonious joint model for low frequency returns and realized measures, and are sufficiently flexible to capture long memory as well as asymmetries related to leverage effects. We analyze the performances of the models in a realistic numerical study and on the basis of a data set composed of 65 equities. Using more than 10 years of high-frequency transactions, we document significant statistical gains related to the FloGARCH models in terms of in-sample fit, out-of-sample fit and forecasting accuracy compared to classical and Realized GARCH models. In chapter 2, using 12 years of high-frequency transactions for 55 U.S. stocks, we argue that combining low-frequency exogenous economic indicators with high-frequency financial data improves the ability of conditionally heteroskedastic models to forecast the volatility of returns, their full multi-step ahead conditional distribution and the multi-period Value-at-Risk. Using a refined version of the Realized LGARCH model allowing for time-varying intercept and implemented with realized kernels, we document that nominal corporate profits and term spreads have strong long-run predictive ability and generate accurate risk measures forecasts over long-horizon. The results are based on several loss functions and tests, including the Model Confidence Set. Chapter 3 is a joint work with David Veredas. We study the class of disentangled realized estimators for the integrated covariance matrix of Brownian semimartingales with finite activity jumps. These estimators separate correlations and volatilities. We analyze different combinations of quantile- and median-based realized volatilities, and four estimators of realized correlations with three synchronization schemes. Their finite sample properties are studied under four data generating processes, in presence, or not, of microstructure noise, and under synchronous and asynchronous trading. The main finding is that the pre-averaged version of disentangled estimators based on Gaussian ranks (for the correlations) and median deviations (for the volatilities) provide a precise, computationally efficient, and easy alternative to measure integrated covariances on the basis of noisy and asynchronous prices. Along these lines, a minimum variance portfolio application shows the superiority of this disentangled realized estimator in terms of numerous performance metrics. Chapter 4 is co-authored with Niels S. Hansen, Asger Lunde and Kasper V. Olesen, all affiliated with CREATES at Aarhus University. We propose to use the Realized Beta GARCH model to exploit the potential of high-frequency data in commodity markets. The model produces high quality forecasts of pairwise correlations between commodities which can be used to construct a composite covariance matrix. We evaluate the quality of this matrix in a portfolio context and compare it to models used in the industry. We demonstrate significant economic gains in a realistic setting including short selling constraints and transaction costs.

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Methods to measure enteric methane (CH4) emissions from individual ruminants in their production environment are required to validate emission inventories and verify mitigation claims. Estimates of daily methane production (DMP) based on consolidated short-term emission measurements are developing, but method verification is required. Two cattle experiments were undertaken to test the hypothesis that DMP estimated by averaging multiple short-term breath measures of methane emission rate did not differ from DMP measured in respiration chambers (RC). Short-term emission rates were obtained from a GreenFeed Emissions Monitoring (GEM) unit, which measured emission rate while cattle consumed a dispensed supplement. In experiment 1 (Expt. 1), four non-lactating cattle (LW=518 kg) were adapted for 18 days then measured for six consecutive periods. Each period consisted of 2 days of ad libitum intake and GEM emission measurement followed by 1 day in the RC. A prototype GEM unit releasing water as an attractant (GEM water) was also evaluated in Expt. 1. Experiment 2 (Expt. 2) was a larger study based on similar design with 10 cattle (LW=365 kg), adapted for 21 days and GEM measurement was extended to 3 days in each of the six periods. In Expt. 1, there was no difference in DMP estimated by the GEM unit relative to the RC (209.7 v. 215.1 g CH4/day) and no difference between these methods in methane yield (MY, 22.7 v. 23.7 g CH4/kg of dry matter intake, DMI). In Expt. 2, the correlation between GEM and RC measures of DMP and MY were assessed using 95% confidence intervals, with no difference in DMP or MY between methods and high correlations between GEM and RC measures for DMP (r=0.85; 215 v. 198 g CH4/day SEM=3.0) and for MY (r=0.60; 23.8 v. 22.1 g CH4/kg DMI SEM=0.42). When data from both experiments was combined neither DMP nor MY differed between GEM- and RC-based measures (P>0.05). GEM water-based estimates of DMP and MY were lower than RC and GEM (P<0.05). Cattle accessed the GEM water unit with similar frequency to the GEM unit (2.8 v. 3.5 times/day, respectively) but eructation frequency was reduced from 1.31 times/min (GEM) to once every 2.6 min (GEM water). These studies confirm the hypothesis that DMP estimated by averaging multiple short-term breath measures of methane emission rate using GEM does not differ from measures of DMP obtained from RCs. Further, combining many short-term measures of methane production rate during supplement consumption provides an estimate of DMP, which can be usefully applied in estimating MY.

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Autism Spectrum Disorder (ASD) is a frequent and complex neurodevelopmental disorder, characterized by impairments in social communication and repetitive behaviors and with a high male to female ratio: ~4:1. Genetic factors, including rare Copy Number Variants (CNVs), have a substantial impact in ASD risk1, and are associated with specific phenotypic manifestations2. Recent studies reported that rare inherited CNVs are enriched in mothers of ASD children compared with mothers of controls and are preferentially transmitted from mothers to ASD children suggesting a sex bias in CNV transmission; further, the imbalanced transmission of small pathogenic CNVs from unaffected mothers to their sons with ASD has been described3,4. An increased prevalence of autism-like personality traits is found in unaffected relatives of ASD children, suggesting a genetic liability of a broader autism phenotype (BAP)5. The BAP in parents of autistic children can be assessed by the Social Responsiveness Scale (SRS)6 and Broad Autism Phenotype Questionnaire (BAPQ)7 reports. The SRS is 65-item questionnaire to identify sub-clinical social impairments and interpersonal behaviour in individuals. The BAPQ is a 36-item questionnaire measures social aloofness, rigid personality, and pragmatic language deficits in both parents and children.

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The Questionnaire on the Frequency of and Satisfaction with Social Support (QFSSS) was designed to assess the frequency of and the degree of satisfaction with perceived social support received from different sources in relation to three types of support: emotional, informational, and instrumental. This study tested the reliability of the questionnaire scores and its criterion and structural validity. The data were drawn from survey interviews of 2042 Spanish people. The results show high internal consistency (values of Cronbach's alpha ranged from .763 to .952). The correlational analysis showed significant positive associations between QFSSS scores and measures of subjective well-being and perceived social support, as well as significant negative associations with measures of loneliness (values of Pearson's r correlation ranged from .11 to .97). Confirmatory factor analysis using structural equation modelling verified an internal 4-factor structure that corresponds to the sources of support analysed: partner, family, friends, and community (values ranged from .93 to .95 for the Goodness of Fit Index (GFI); from .95 to .98 for the Comparative Fit Index (CFI); and from .10 to .07 for the Root Mean Square Error of Approximation (RMSEA)). These results confirm the validity of the QFSSS as a versatile tool which is suitable for the multidimensional assessment of social support.

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Background: Vibroacoustic disease (VAD) is a systematic pathology characterized by the abnormal growth of extra-cellular matrices in the absence of infl ammatory processes, namely collagen and elastin, both of which are abundant in the basement membrane zone of the vocal folds. VAD can develop due to long-term exposure to infrasound and low-frequency noise (ILFN, <500 Hz). Mendes et al. (2006, 2008 and 2012) revealed that ILFN-exposed males and females presented an increased fundamental frequency (F0), decreased jitter %, and reduced maximum phonation frequency range, when compared with normative data. Temporal measures of maximum phonation time and S/Z ratio were generally reduced. Study Aims: Herein, the same voice acoustic parameters of 48 males, 36 airline pilots and 12 cabin crewmembers (age range 25-60 years) were studied, and the effects and interaction of age and years of ILFN exposure were investigated within those parameters. ILFN-exposure time (i.e. years of professional activity) ranged from 3.5 to 36 years. Materials and Methods: Spoken and sung phonatory tasks were recorded with a DA-P1 Tascam DAT and a C420III PP AKG head-worn microphone, positioned at 3 cm from the mouth. Acoustic analyses were performed using KayPENTAX Computer Speech Lab and Multi-Dimensional Voice Program. Results: Results revealed that even though pilots and cabin crewmembers were exposed to occupational environments with distinct (ILFN-rich) acoustical frequency distributions and sound pressure levels, differences in the vocal acoustic parameters were not evident. Analyzing data from both professional groups (N = 48) revealed that F0 increased signifi cantly with the number of years of professional activity. Conclusion: These results strongly suggest that the number of years of professional activity (i.e. total ILFN exposure time) had a signifi cant effect on F0. Furthermore, they may refl ect the histological changes specifi cally observed on the vocal folds of ILFN-exposed professionals.

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International audience

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OBJECTIVE: This study aimed to assess prevalence and risk factors for mild/high-frequency bilateral sensorineural hearing loss within a UK population of children at age 11 years. DESIGN: Prospective birth cohort study. STUDY SAMPLE: Repeat hearing thresholds were measured in 5032 children, as part of the Avon Longitudinal Study of Parents and Children (ALSPAC) at age 7, 9, and 11 years. Pregnancy, birth, and early medical history were obtained prospectively through parental questionnaires and medical records. RESULTS: Twenty children had mild and seven had high-frequency bilateral sensorineural hearing loss, giving a combined prevalence of 0.5% (95% CI 0.4-0.8%). These children were more likely than the rest of the study sample to have been admitted to hospital at 6-18 months (OR 2.7, 95% CI 1.00-7.30). Parents of these children were more likely to have suspected a hearing problem when the children were 3 years old (OR 2.4, 95% CI 1.05-5.60). CONCLUSIONS: This is the first UK prospective cohort study to investigate the prevalence of mild and high-frequency hearing loss. This study, which has the advantage of a large sample size and repeat hearing measures over a four year period, reports lower prevalence values than US cross-sectional studies.