937 resultados para Algoritmic pairs trading, statistical arbitrage, Kalman filter, mean reversion.


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Aims Previous studies suggest that estimated creatinine clearance, the conventional measure of renal function, does not adequately reflect charges in renal drug handling in some patients, including the immunosuppressed. The aim of this study was to develop and validate a cocktail of markers. to be given in a single administration, capable of detecting alterations in the renal elimination pathways of glomerular filtration, tubular secretion and tubular reabsorption. Methods Healthy male subjects (n = 12) received intravenously infused 2500 mg sinistrin (glomerular filtration) and 440 mg p-aminohippuric acid (PAH; anion secretion), and orally administered 100 mg fluconazole (reabsorption) and 15 mg rac-pindolol (cation secretion). The potential interaction between these markers was investigated in a pharmacokinetic study where markers (M) or fluconazole (F) were administered alone or together (M + F). Validated analytical methods were used to measure plasma and urine concentrations in order to quantify the renal handling of each marker. Plasma protein binding of fluconazole was measured by ultrafiltration. All subjects had an estimated creatinine clearance within the normal range. The renal clearance of each marker (Mean +/- s.d.) was calculated as the ratio of the amount excreted in urine and thearea-under-the-concentration-time curve. Statistical comparisons were made using a paired t-test and 95% confidence intervals were reported. Results The renal clearances of sinistrin (M: 119 +/- 31 ml min(-1); M + F: 130 +/- 40 ml min(-1); P = 0.32), PAH (M: 469 +/- 145 ml min(-1); M + F: 467 +/- 146 ml min(-1); P = 0.95), R-pindolol (M: 204 +/- 41 ml min(-1); M + F: 190 +/- 41 ml min(-1); P = 0.39; n = 11), S-pindolol (M: 225 +/- 55 ml min(-1); M + F: 209 +/- 60 ml min(-1); P = 0.27; n = 11) and fluconazole (F: 14.9 +/-3.8 ml min(-1); M + F: 13.6 +/- 3.4 ml min(-1); P = 0.16) were similar when the markers or fluconazole were administered alone (M or F) or as a cocktail (M + F). Conclusions This study found no interaction between markers and fluconazole in healthy male subjects, suggesting that a single administration of this cocktail of markers of different renal processes call be used to simultaneously investigate pathways of renal drug elimination.

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This article reports on the results of a study undertaken by the author together with her research assistant, Heather Green. The study collected and analysed data from all disciplinary tribunal decisions heard in Queensland since 1930 in an attempt to provide empirical information which has previously been lacking. This article will outline the main features of the disciplinary system in Queensland, describe the research methodology used in the present study and then report on some findings from the study. Reported findings include a profile of solicitors who have appeared before a disciplinary hearing, the types of matters which have attracted formal discipline and the types of orders made by the tribunal. Much of the data is then presented on a time scale so as to reveal any changes over time.

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Traffic and tillage effects on runoff and crop performance on a heavy clay soil were investigated over a period of 4 years. Tillage treatments and the cropping program were representative of broadacre grain production practice in northern Australia, and a split-plot design used to isolate traffic effects. Treatments subject to zero, minimum, and stubble mulch tillage each comprised pairs of 90-m 2 plots, from which runoff was recorded. A 3-m-wide controlled traffic system allowed one of each pair to be maintained as a non-wheeled plot, while the total surface area of the other received a single annual wheeling treatment from a working 100-kW tractor. Rainfall/runoff hydrographs demonstrate that wheeling produced a large and consistent increase in runoff, whereas tillage produced a smaller increase. Treatment effects were greater on dry soil, but were still maintained in large and intense rainfall events on wet soil. Mean annual runoff from wheeled plots was 63 mm (44%) greater than that from controlled traffic plots, whereas runoff from stubble mulch tillage plots was 38 mm (24%) greater than that from zero tillage plots. Traffic and tillage effects appeared to be cumulative, so the mean annual runoff from wheeled stubble mulch tilled plots, representing conventional cropping practice, was more than 100 mm greater than that from controlled traffic zero tilled plots, representing best practice. This increased infiltration was reflected in an increased yield of 16% compared with wheeled stubble mulch. Minimum tilled plots demonstrated a characteristic midway between that of zero and stubble mulch tillage. The results confirm that unnecessary energy dissipation in the soil during the traction process that normally accompanies tillage has a major negative effect on infiltration and crop productivity. Controlled traffic farming systems appear to be the only practicable solution to this problem.

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FILTER is an innovative, CSIRO developed system for treating effluent using high rate land application and subsequent effluent recapture via a closely spaced, subsurface drainage network. We report on the summer performance of a FILTER system established in a subtropical environment on a relatively impermeable swelling clay soil underlain by a deep regional water table. Using secondary treated sewage effluent, the FILTER system produced effluent of tertiary nutrient standards (less than or equal to5 mg/L TN; less than or equal to1 mg/L TP), with salinity levels suitable for subsequent irrigation reuse (EC less than or equal to2.5 dS/m). Removal of faecal coliforms was considerably less effective. The hydraulic loading rate achieved was about two and a half times larger than conventional irrigation demand, but this was associated with high deep percolation losses (e 3 mm/day). Comparisons are made with the original FILTER system developed and tested by Jayawardane et al. in temperate Australia. Suggestions are made for modifications to, and further testing of FILTER in a subtropical environment.

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The monitoring of infection control indicators including hospital-acquired infections is an established part of quality maintenance programmes in many health-care facilities. However, surveillance data use can be frustrated by the infrequent nature of many infections. Traditional methods of analysis often provide delayed identification of increasing infection occurrence, placing patients at preventable risk. The application of Shewhart, Cumulative Sum (CUSUM) and Exponentially Weighted Moving Average (EWMA) statistical process control charts to the monitoring of indicator infections allows continuous real-time assessment. The Shewhart chart will detect large changes, while CUSUM and EWMA methods are more suited to recognition of small to moderate sustained change. When used together, Shewhart and EWMA methods are ideal for monitoring bacteraemia and multiresistant organism rates. Shewhart and CUSUM charts are suitable for surgical infection surveillance.

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Observations of accelerating seismic activity prior to large earthquakes in natural fault systems have raised hopes for intermediate-term eartquake forecasting. If this phenomena does exist, then what causes it to occur? Recent theoretical work suggests that the accelerating seismic release sequence is a symptom of increasing long-wavelength stress correlation in the fault region. A more traditional explanation, based on Reid's elastic rebound theory, argues that an accelerating sequence of seismic energy release could be a consequence of increasing stress in a fault system whose stress moment release is dominated by large events. Both of these theories are examined using two discrete models of seismicity: a Burridge-Knopoff block-slider model and an elastic continuum based model. Both models display an accelerating release of seismic energy prior to large simulated earthquakes. In both models there is a correlation between the rate of seismic energy release with the total root-mean-squared stress and the level of long-wavelength stress correlation. Furthermore, both models exhibit a systematic increase in the number of large events at high stress and high long-wavelength stress correlation levels. These results suggest that either explanation is plausible for the accelerating moment release in the models examined. A statistical model based on the Burridge-Knopoff block-slider is constructed which indicates that stress alone is sufficient to produce accelerating release of seismic energy with time prior to a large earthquake.

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Forecasting category or industry sales is a vital component of a company's planning and control activities. Sales for most mature durable product categories are dominated by replacement purchases. Previous sales models which explicitly incorporate a component of sales due to replacement assume there is an age distribution for replacements of existing units which remains constant over time. However, there is evidence that changes in factors such as product reliability/durability, price, repair costs, scrapping values, styling and economic conditions will result in changes in the mean replacement age of units. This paper develops a model for such time-varying replacement behaviour and empirically tests it in the Australian automotive industry. Both longitudinal census data and the empirical analysis of the replacement sales model confirm that there has been a substantial increase in the average aggregate replacement age for motor vehicles over the past 20 years. Further, much of this variation could be explained by real price increases and a linear temporal trend. Consequently, the time-varying model significantly outperformed previous models both in terms of fitting and forecasting the sales data. Copyright (C) 2001 John Wiley & Sons, Ltd.

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Red cell number and size increase during puberty, particularly in males. The aim of the present study was to determine whether expression of genes affecting red cell indices varied with age and sex. Haemoglobin, red cell count, and mean cellular volume were measured longitudinally on 578 pairs of twins at twelve, fourteen and sixteen years of age. Data were analysed using a structural equation modeling approach, in which a variety of univariate and longitudinal simplex models were fitted to the data. Significant heritability was demonstrated for all variables across all ages. The genes involved did not differ between the sexes, although there was evidence for sex limitation in the case of haemoglobin at age twelve. Longitudinal analyses indicated that new genes affecting red cell indices were expressed at different stages of puberty. Some of these genes affected the different red cell indices pleiotropically, while others had effects specific to one variable only.

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In order to investigate the genetic and environmental antecedents of osteoarthritis (CA), self-report measures of joint pain, stiffness and swelling were obtained from a population-based sample of 1242 twin pairs over 50 years of age. In order to provide validation for these self-report measures, a subsample of 118 twin pairs were examined according to the American College of Rheumatology clinical and radiographic criteria for the classification of osteoarthritis. A variety of statistical methods were employed to identify the model derived from self-report variables which would provide optimal prediction of these standardised assessments, and structural equation modelling was used to determine the relative influences of genetic and environmental influences on the development of osteoarthritis. Significant genetic effects were found to contribute to osteoarthritis of the hands, hips and knees in women, with heritability estimates ranging from 30-46% depending on the site. In addition, the additive genetic effects contributing to osteoarthritis in various parts of the body were confirmed to be the same. Statistically significant familial aggregation of osteoarthritis in men was also observed, but it was not possible to determine whether this was due to genetic or shared environmental effects.

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Applying programming techniques to detailed data for 406 rice farms in 21 villages, for 1997, produces inefficiency measures, which differ substantially from the results of simple yield and unit cost measures. For the Boro (dry) season, mean technical efficiency was efficiency was 56.2 per cent and 69.4 per cent, allocative efficiency was 81.3 per cent, cost efficiency was 56.2 per cent and scale efficiency 94.9 per cent. The Aman (wet) season results are similar, but a few points lower. Allocative inefficiency is due to overuse of labour, suggesting population pressure, and of fertiliser, where recommended rates may warrant revision. Second-stage regressions show that large families are more inefficient, whereas farmers with better access to input markets, and those who do less off-farm work, tend to be more efficient. The information on the sources of inter-farm performance differentials could be used by the extension agents to help inefficient farmers. There is little excuse for such sub-optimal use of survey data, which are often collected at substantial costs.

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The traditional explanation for interspecific plumage colour variation in birds is that colour differences between species are adaptations to minimize the risk of hybridization. Under this explanation, colour differences between closely related species of birds represent reproductive character displacement. An alternative explanation is that interspecific variation in plumage colour is an adaptive response to variation in light environments across habitats. Under this explanation, differences in colour between closely related species are a product of selection on signal efficiency. We use a comparative approach to examine these two hypotheses, testing the effects of sympatry and habitat use, respectively, on divergence in male plumage colour. Contrary to the prediction of the Species Isolation Hypothesis, we find no evidence that sympatric pairs of species are consistently more divergent in coloration than are allopatric pairs of species. However, in agreement with the Light Environment Hypothesis, we find significant associations between plumage coloration and habitat use. All of these results remain qualitatively unchanged irrespective of the statistical methodology used to compare reflectance spectra, the body regions used in the analyses, or the exclusion of areas of plumage not used in sexual displays. Our results suggest that, in general, interspecific variation in plumage colour among birds is more strongly influenced by the signalling environment than by the risk of hybridization.

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Handedness, as a potentially influencing, nonpathologic factor, has not been investigated in relation to transient evoked otoacoustic emissions (TEOAEs). The present study aimed to examine the effects of handedness on the TEOAE spectrum in entry-level schoolchildren, with attention also to possible ear asymmetry. A total of 228 subjects (114 males, 114 females, mean age = 6.3 years) were tested using the ILO292 Otodynamics Analyzer (Quickscreen mode) in quiet rooms in 22 schools. For statistical analysis, subjects were matched for factors such as handedness, gender, age, and history of recent ear infection. The results from subjects with passing TEOAE, pure-tone screening, and tympanometry revealed no significant handedness effect overall, although a significant ear asymmetry effect on the measurement parameters of AB difference, noise level, response level, whole-wave reproducibility, band reproducibility, and signal-to-noise ratios was found.

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Resonance phenomena associated with the unimolecular dissociation of H2S --> SH + H have been investigated quantum mechanically by the Lanczos homogeneous filter diagonalization method using a newly developed potential energy surface (J. Chem. Phys. 2001, 114, 320). Resonance energies, widths (rates), and product state distributions have been obtained. Both dissociation rates and product state distributions of SH show, strong fluctuations, indicating that the dissociation of H2S is essentially irregular. Statistical analysis of neighboring level spacing and width distributions also confirms this behavior. The dissociation rates and product state distributions are compared to the predictions of quantum phase space theory.