Small Area Estimation of Economic Security

The objective of this thesis is the small area estimation of an economic security indicator. Economic security is a complex concept that carries a variety of meanings. In the literature there is no a formal unambiguous definition for economic security and in this work we refer to the definition recently provided for its opposite, economic insecurity, as the “anxiety produced by the possible exposure to adverse economic events and by the anticipation of the difficulty to recover from them” (Bossert and D’Ambrosio, 2013). In the last decade interest for economic insecurity/security has grown constantly, especially since the financial crisis of 2008, but even more in the last year after the economic consequences due to the Covid-19 pandemic. In this research, economic security is measures through a longitudinal indicator that takes into account the income levels of Italian households, from 2014 to 2016. The target areas are groups of Italian provinces, for which the indicator is estimated using longitudinal data taken from EU-SILC survey. We notice that the sample size is too low to obtain reliable estimates for our target areas. Therefore we resort to some Small Area Estimation strategies to improve the reliability of the results. In particular we consider small area models specified at area level. Besides the basic Fay-Herriot area-level model, we propose to consider some longitudinal extensions, including time-specific random effects following an autoregressive processes of order 1 (AR1) and a moving average of order 1 (MA1). We found that all the small area models used show a significant efficiency gain, especially MA1 model.

Impact of outdoor biomass air pollution on hypertension hospital admissions

Background This study aimed to evaluate the association between the total suspended particles (TSP) generated from burning sugar cane plantations and the incidence of hospital admissions from hypertension in the city of Araraquara. Methods The study was an ecological time-series study. Total daily records of hypertension (ICD 10th I10-15) were obtained from admitted patients of all ages in a hospital in Araraquara, Sao Paulo State, Brazil, from 23 March 2003 to 27 July 2004. The daily concentration of TSP (mu g/m(3)) was obtained using a Handi-Vol sampler placed in downtown Araraquara. The local airport provided daily measures of temperature and humidity. In generalised linear Poisson regression models, the daily number of hospital admissions for hypertension was considered to be the dependent variable and the daily TSP concentration the independent variable. Results TSP presented a lagged effect on hypertension admissions, which was first observed 1 day after a TSP increase and remained almost unchanged for the following 2 days. A 10 mu g/m(3) increase in the TSP 3 day moving average lagged in 1 day led to an increase in hypertension-related hospital admissions during the harvest period (12.5%, 95% CI 5.6% to 19.9%) that was almost 30% higher than during non-harvest periods (9.0%, 95% CI 4.0% to 14.3%). Conclusions Increases in TSP concentrations were associated with hypertension-related hospital admissions. Despite the benefits of reduced air pollution in urban cities achieved by using ethanol produced from sugar cane to power automobiles, areas where the sugar cane is produced and harvested were found to have increased public health risk.

Treatment of Hepatocellular Carcinoma With Liver Transplantation: A Single-Center Experience From Brazil

Introduction. Orthotopic liver transplantation (OLT) is the treatment of choice of hepatocellular carcinoma (HCC) for patients with cirrhosis, mainly those with early HCC. Herein we have present the clinical characteristics and outcomes of cirrhotic patients with HCC who underwent OLT from cadaveric donors in our institution. Methods. From May 2001 to May 2009, we performed 121 OLT including 24 patients (19.8%) with cirrhosis and HCC within the Milan criteria. In 4 cases, HCC was an incidental finding in the explants. Results. The patients` average age was 55 +/- 10 years, including 82% men. Fifty percent of patients were Child class B or C. The average Model for End Stage Liver Disease for Child A, B, and C categories were 11, 15, and 18, respectively. The HCC diagnosis was made by 2 dynamic images in 16 cases; 1 dynamic image plus alphafetoprotein >400 ng/mL in 4; and 4 by histologic confirmation. Twenty patients received a locoregional treatment before OLT: 6 percutaneous ethanol injection, 9 transarterial chemoembolization, 1 transarterial embolization, and 4 a combination of these modalities. The median follow-up after OLT was 19.7 months (range, 1-51). A vascular invasion was observed in the explant of 1 patient, who developed an HCC recurrence and succumbed at 8 months after OLT. Two further patients, without vascular invasion or satellite tumor displayed tumor recurrences at 7 and 3 months after OLT, and death at 2 and 1 month after the diagnosis. The remaining 25 patients have not shown a tumor recurrence. Conclusion. In the present evaluation, OLT patients with early HCC and no vascular invasion showed satisfactory results and good disease-free survival. Strictly following the Milan criteria for liver transplantation in patients with HCC greatly reduces but does not completely avoid, the chances of tumor recurrence.

The application of statistical process control charts to the detection and monitoring of hospital-acquired infections

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.

Genetic dependence of the specific T-cell cytokine response to Porphyromonas gingivalis in mice

Background: Susceptibility to periodontal infections may, in part, be genetically determined. Porphyromonas gingivalis is a major periodontopathogen, and the immune response to this organism requires T-cell help. The aim of the present study was to examine the specific T-cell cytokine responses to P gingivalis outer membrane antigens in a mouse model and their relationship with H-2 haplotype. Methods: BALB/c and DBA/2J (H-2(d)), CBACaH (H-2(k)), and C57BL6 (H-2(b)) mice were immunized with P gingivalis outer membrane antigens weekly for 3 weeks. One week after the final injection, the spleens were removed, and 6 T-cell lines specific for P gingivalis were established for each mouse strain. The percentage of CD4 and CD8 cells in the P gingivalis-specific T-cell lines staining positive for intracytoplasmic interleukin (IL)-4, interferon (IFN)-gamma, and IL-10 was determined by 2-color flow cytometry. Results: The cytokine profiles of T-cell lines from BALB/c and DBA/2J mice showed no significant differences. Significantly fewer IL4+, IFN-gamma+, and IL-10+ CD4 cells than IL-4+, IFN-gamma+, and IL-10+ CD8 cells, respectively, were demonstrated for both strains. P gingivalis-specific T-cell lines generated from CBACaH mice were similar to those generated from BALB/c and DBA/2J mice; however, the mean percentage of IL4+ CD4 cells in CBACaH mice was lower than the percentage of IFN-gamma+ CD4 cells. Also, the mean percentage of IFN-gamma+ CD4 cells in CBACaH mice was significantly increased compared to DBA/2J mice. Unlike the other 3 strains, T-cell lines established from C57BL6 mice contained similar percentages of cytokine-positive cells, although the percentage of IL-4+ CD4 cells was reduced in comparison to the percentage of CD8 cells. However, comparisons with the other 3 strains demonstrated a higher percentage of IL-4+ CD4 cells than in lines established from the spleens of DBA/2J mice, IFN-gamma+ CD4 cells than in lines established from BALB/c and CBACaH mice, and IL-10+ CD4 cells than in lines established from all 3 other strains. No significant differences in the percentage of positive CD8 cells were demonstrated between lines in the 4 strains of mice. Conclusion: The specific T-cell response to P gingivalis in mice may, in the case of the CD4 response, depend on MHC genes. These findings are consistent with the concept that patient susceptibility is important to the outcome of periodontal infection and may, in part, be genetically determined.

Mortalidade infantil no Brasil em períodos recentes de crise econômica

OBJETIVO: Analisar a tendência temporal da mortalidade infantil no Brasil em um período recente (1980 a 1998) de crise econômica. MÉTODOS: Estudo de série temporal tendo o Sistema de Informações de Mortalidade do Ministério da Saúde, Fundação IBGE e Fundação Nacional de Saúde como fontes de dados. Pela modelagem Autoregressive integrated moving average (ARIMA) descreveram-se parâmetros da série e, com coeficientes de correlação de Spearman, avaliou-se a associação entre coeficiente de mortalidade infantil e alguns determinantes. RESULTADOS A mortalidade infantil apresentou tendência decrescente (-59,3%) e forte correlação com a maioria dos indicadores analisados. Todavia, apenas as correlações entre coeficiente de mortalidade infantil e taxa de fecundidade total (e taxa de natalidade) diferiram significantemente de uma década para outra. CONCLUSÕES: A variação da fecundidade foi a principal responsável pela persistência do declínio da mortalidade infantil nos anos oitenta. No período seguinte, aqueles relacionados às condições de vida, principalmente, à atenção à saúde, talvez tenham sido mais importantes.

Análise técnica dos principais índices bolsistas europeus

Mestrado em Controlo e Gestão e dos Negócios

Improving accuracy for OTD based 3G geolocation in real urban/suburban environments

This paper presents the recent research results about the development of a Observed Time Difference (OTD) based geolocation algorithm based on network trace data, for a real Universal Mobile Telecommunication System (UMTS) Network. The initial results have been published in [1], the current paper focus on increasing the sample convergence rate, and introducing a new filtering approach based on a moving average spatial filter, to increase accuracy. Field tests have been carried out for two radio environments (urban and suburban) in the Lisbon area, Portugal. The new enhancements produced a geopositioning success rate of 47% and 31%, and a median accuracy of 151 m and 337 m, for the urban and suburban environments, respectively. The implemented filter produced a 16% and 20% increase on accuracy, when compared with the geopositioned raw data. The obtained results are rather promising in accuracy and geolocation success rate. OTD positioning smoothed by moving average spatial filtering reveals a strong approach for positioning trace extracted events, vital for boosting Self-Organizing Networks (SON) over a 3G network.

Weather parameters and nosocomial bloodstream infection: a case-referent study

OBJECTIVE To evaluate if temperature and humidity influenced the etiology of bloodstream infections in a hospital from 2005 to 2010.METHODS The study had a case-referent design. Individual cases of bloodstream infections caused by specific groups or pathogens were compared with several references. In the first analysis, average temperature and humidity values for the seven days preceding collection of blood cultures were compared with an overall “seven-days moving average” for the study period. The second analysis included only patients with bloodstream infections. Several logistic regression models were used to compare different pathogens and groups with respect to the immediate weather parameters, adjusting for demographics, time, and unit of admission.RESULTS Higher temperatures and humidity were related to the recovery of bacteria as a whole (versus fungi) and of gram-negative bacilli. In the multivariable models, temperature was positively associated with the recovery of gram-negative bacilli (OR = 1.14; 95%CI 1.10;1.19) or Acinetobacter baumannii (OR = 1.26; 95%CI 1.16;1.37), even after adjustment for demographic and admission data. An inverse association was identified for humidity.CONCLUSIONS The study documented the impact of temperature and humidity on the incidence and etiology of bloodstream infections. The results correspond with those from ecological studies, indicating a higher incidence of gram-negative bacilli during warm seasons. These findings should guide policies directed at preventing and controlling healthcare-associated infections.

Studies on entomological monitoring: mosquito species frequency in riverine habitats of the Igarapava Dam, Southern Region, Brazil

Diversity of mosquito species was evaluated in different habitats before and after the Igarapava reservoir flooding in the Grande River, Southern Cerrado of Brazil. We aimed at verifying changes in these mosquito populations in consequence of the lake formation. Four habitats were selected as sampling stations: peridomiciliary habitat, pasture, "veredas" and gallery forest patch. Bimonthly collections were made with the Shannon trap and human bait, including diurnal, crepuscular and nocturnal period of mosquito activity. The Shannon Index results from the potential vectors were compared using Student t-test. Aedes scapularis, Anopheles darlingi and An. albitarsis senso latu seasonal abundance were described with moving average and compared using chi2 test. There were changes in the mosquito frequency in the habitats, except for the "veredas" that was 13 km away from the catchment area. The altering in mosquito species seasonal abundance suggests breeding places expansion. Diversity indexes can be used to monitor changes in mosquito vector population in environments where abrupt disturbance can alter disease transmission cycles.

Metodologia Value-at-risk: aplicação a uma carteira de obrigações de tesouro portuguesas

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação

Utilização de cartas de controlo para monitorização em tempo real da qualidade da água numa rede de distribuição

Dissertação para obtenção do Grau de Mestre em Engenharia e Gestão Industrial

Application of wavelets to the study of political history

\The idea that social processes develop in a cyclical manner is somewhat like a `Lorelei'. Researchers are lured to it because of its theoretical promise, only to become entangled in (if not wrecked by) messy problems of empirical inference. The reasoning leading to hypotheses of some kind of cycle is often elegant enough, yet the data from repeated observations rarely display the supposed cyclical pattern. (...) In addition, various `schools' seem to exist which frequently arrive at di erent conclusions on the basis of the same data." (van der Eijk and Weber 1987:271). Much of the empirical controversies around these issues arise because of three distinct problems: the coexistence of cycles of di erent periodicities, the possibility of transient cycles and the existence of cycles without xed periodicity. In some cases, there are no reasons to expect any of these phenomena to be relevant. Seasonality caused by Christmas is one such example (Wen 2002). In such cases, researchers mostly rely on spectral analysis and Auto-Regressive Moving-Average (ARMA) models to estimate the periodicity of cycles.1 However, and this is particularly true in social sciences, sometimes there are good theoretical reasons to expect irregular cycles. In such cases, \the identi cation of periodic movement in something like the vote is a daunting task all by itself. When a pendulum swings with an irregular beat (frequency), and the extent of the swing (amplitude) is not constant, mathematical functions like sine-waves are of no use."(Lebo and Norpoth 2007:73) In the past, this di culty has led to two di erent approaches. On the one hand, some researchers dismissed these methods altogether, relying on informal alternatives that do not meet rigorous standards of statistical inference. Goldstein (1985 and 1988), studying the severity of Great power wars is one such example. On the other hand, there are authors who transfer the assumptions of spectral analysis (and ARMA models) into fundamental assumptions about the nature of social phenomena. This type of argument was produced by Beck (1991) who, in a reply to Goldstein (1988), claimed that only \ xed period models are meaningful models of cyclic phenomena".We argue that wavelet analysis|a mathematical framework developed in the mid-1980s (Grossman and Morlet 1984; Goupillaud et al. 1984) | is a very viable alternative to study cycles in political time-series. It has the advantage of staying close to the frequency domain approach of spectral analysis while addressing its main limitations. Its principal contribution comes from estimating the spectral characteristics of a time-series as a function of time, thus revealing how its di erent periodic components may change over time. The rest of article proceeds as follows. In the section \Time-frequency Analysis", we study in some detail the continuous wavelet transform and compare its time-frequency properties with the more standard tool for that purpose, the windowed Fourier transform. In the section \The British Political Pendulum", we apply wavelet analysis to essentially the same data analyzed by Lebo and Norpoth (2007) and Merrill, Grofman and Brunell (2011) and try to provide a more nuanced answer to the same question discussed by these authors: do British electoral politics exhibit cycles? Finally, in the last section, we present a concise list of future directions.

Large Bayesian VARMAs

Vector Autoregressive Moving Average (VARMA) models have many theoretical properties which should make them popular among empirical macroeconomists. However, they are rarely used in practice due to over-parameterization concerns, difficulties in ensuring identification and computational challenges. With the growing interest in multivariate time series models of high dimension, these problems with VARMAs become even more acute, accounting for the dominance of VARs in this field. In this paper, we develop a Bayesian approach for inference in VARMAs which surmounts these problems. It jointly ensures identification and parsimony in the context of an efficient Markov chain Monte Carlo (MCMC) algorithm. We use this approach in a macroeconomic application involving up to twelve dependent variables. We find our algorithm to work successfully and provide insights beyond those provided by VARs.

Análisis de la fiabilidad de indicadores para sistemas de seguimiento de precios en los mercados

Para este trabajo se ha desarrollado un programa en Matlab, que nos permite realizar ensayos con algunas de las herramientas fundamentales del análisis técnico. Concretamente nos hemos centrado en el “Indicador de Movimiento Direccional” de Wilder. El programa está formado por seis funciones que permiten descargar datos, hacer la simulación del indicador, ajustar automáticamente algunos de sus parámetros y presentar los resultados obtenidos en la simulación. Con los experimentos y simulaciones realizadas se ha visto la importancia de escoger adecuadamente los períodos de ±DIs (indicadores direccionales positivo y negativo) y el ADX (Average Directional Movement Index). También hemos visto que la reglas decisión apuntadas por autores de reconocido prestigio como Cava y Ortiz ,no siempre se comportan como cabría esperar. Se propone mejorar el rendimiento y la fiabilidad de este indicador Incluyendo alguna media móvil de los precios y el volumen de contratación, en los criterios de decisión. También se podría mejorar implementando un sistema para que se pudiesen autoajustar los criterios de decisión.