GRASP and statistical bounds for heuristic solutions to combinatorial problems

The quality of a heuristic solution to a NP-hard combinatorial problem is hard to assess. A few studies have advocated and tested statistical bounds as a method for assessment. These studies indicate that statistical bounds are superior to the more widely known and used deterministic bounds. However, the previous studies have been limited to a few metaheuristics and combinatorial problems and, hence, the general performance of statistical bounds in combinatorial optimization remains an open question. This work complements the existing literature on statistical bounds by testing them on the metaheuristic Greedy Randomized Adaptive Search Procedures (GRASP) and four combinatorial problems. Our findings confirm previous results that statistical bounds are reliable for the p-median problem, while we note that they also seem reliable for the set covering problem. For the quadratic assignment problem, the statistical bounds has previously been found reliable when obtained from the Genetic algorithm whereas in this work they found less reliable. Finally, we provide statistical bounds to four 2-path network design problem instances for which the optimum is currently unknown.

Uma metodologia heurística para minimizar o roteiro nos serviços de leitura de hidrômetros

Este trabalho tem por objetivo propor uma metodologia heurística para o Problema de Cobertura de Arcos aplicado aos serviços de saneamento, em específico na leitura de hidrômetros. Dentro deste contexto desenvolveu-se um aplicativo que permite o planejamento de rotas de maneira que os custos em distância percorrida sejam reduzidos e mantenham-se aproximadamente os mesmos em todos os percursos. A metodologia foi dividida em etapas. Na primeira etapa, para compreender melhor o problema, fez-se uma pesquisa de campo organizando os dados disponibilizados por uma empresa de saneamento. A segunda etapa foi caracterizada pela determinação de pontos em cada metade de trechos de quadra e nas interseções de ruas, os quais foram cadastrados, em um mapa georeferenciado. Este mapa contemplou a região escolhida para o estudo e os pontos cadastrados serviram para determinar e consequentemente, designar as medianas relacionadas, o que constitui a terceira etapa. Para isso utilizou-se respectivamente o algoritmo de Teitz Bart Modificado por CADP e o algoritmo de designação de Gillet e Johnson adaptado. Ao final desta etapa formaram-se subsetores dentro de um setor específico. Na última etapa encontrou-se as rotas de cada subsetor através do algoritmo genético. O aplicativo desenvolvido permitiu flexibilidade de ações, dando autonomia para o usuário na escolha das opções de cálculo. Sua interface gráfica possibilitou a elaboração de mapas e a visualização das rotas em cada subsetor. Além disso o aplicativo minimizou os percursos e distribuiu os subsetores com distâncias aproximadas. A eficiência das heurísticas que embasaram o aplicativo desenvolvido, foi comprovada através dos testes realizados, os quais obtiveram resultados de boa qualidade.

Risk premiumin the global creditMarkets: 2006-2012

¿What have we learnt from the 2006-2012 crisis, including events such as the subprime crisis, the bankruptcy of Lehman Brothers or the European sovereign debt crisis, among others? It is usually assumed that in firms that have a CDS quotation, this CDS is the key factor in establishing the credit premiumrisk for a new financial asset. Thus, the CDS is a key element for any investor in taking relative value opportunities across a firm’s capital structure. In the first chapter we study the most relevant aspects of the microstructure of the CDS market in terms of pricing, to have a clear idea of how this market works. We consider that such an analysis is a necessary point for establishing a solid base for the rest of the chapters in order to carry out the different empirical studies we perform. In its document “Basel III: A global regulatory framework for more resilient banks and banking systems”, Basel sets the requirement of a capital charge for credit valuation adjustment (CVA) risk in the trading book and its methodology for the computation for the capital requirement. This regulatory requirement has added extra pressure for in-depth knowledge of the CDS market and this motivates the analysis performed in this thesis. The problem arises in estimating of the credit risk premium for those counterparties without a directly quoted CDS in the market. How can we estimate the credit spread for an issuer without CDS? In addition to this, given the high volatility period in the credit market in the last few years and, in particular, after the default of Lehman Brothers on 15 September 2008, we observe the presence of big outliers in the distribution of credit spread in the different combinations of rating, industry and region. After an exhaustive analysis of the results from the different models studied, we have reached the following conclusions. It is clear that hierarchical regression models fit the data much better than those of non-hierarchical regression. Furthermore,we generally prefer the median model (50%-quantile regression) to the mean model (standard OLS regression) due to its robustness when assigning the price to a new credit asset without spread,minimizing the “inversion problem”. Finally, an additional fundamental reason to prefer the median model is the typical "right skewness" distribution of CDS spreads...

Modelo de gestión para la atención integral de pacientes con enfermedades huérfanas o raras en Colombia

Las enfermedades raras o huérfanas corresponden a aquellas con baja prevalencia en la población, y en varios países tienen una definición distinta de acuerdo con el número de pacientes que afectan en la población. La Organización Mundial de la Salud (OMS), las define como un trastorno que afecta de 650 a 1.000 personas por millón de habitantes, de las que se han identificado alrededor de 7.000. En Colombia su prevalencia es menor de 1 por cada 5.000 personas y comprenden: las enfermedades raras, las ultra-huérfanas y las olvidadas. Los pacientes con este tipo de enfermedades imponen retos a los sistemas sanitarios, pues si bien afectan a un bajo porcentaje de la población, su atención implica una alta carga económica por los costos que involucra su atención, la complejidad en su diagnóstico, tratamiento, seguimiento y rehabilitación. El abordaje de las enfermedades raras requiere un manejo interdisciplinar e intersectorial, lo que implica la organización de cada actor del sistema sanitario para su manejo a través de un modelo que abraque las dinámicas posibles entre ellos y las competencias de cada uno. Por lo anterior, y teniendo en cuenta la necesidad de formular políticas sanitarias específicas para la gestión de estas enfermedades, el presente trabajo presenta una aproximación a la formulación de un modelo de gestión para la atención integral de pacientes con enfermedades raras en Colombia. Esta investigación describe los distintos elementos y características de los modelos de gestión clínica y de las enfermedades raras a través de una revisión de literatura, en la que se incluye la descripción de los distintos actores del Sistema de Salud Colombiano, relacionados con la atención integral de estos pacientes para la documentación de un modelo de gestión integral.

Quantification of particle emission characteristics and development of an emission model for use in transport microenvironments affected by traffic emissions

Vehicle emitted particles are of significant concern based on their potential to influence local air quality and human health. Transport microenvironments usually contain higher vehicle emission concentrations compared to other environments, and people spend a substantial amount of time in these microenvironments when commuting. Currently there is limited scientific knowledge on particle concentration, passenger exposure and the distribution of vehicle emissions in transport microenvironments, partially due to the fact that the instrumentation required to conduct such measurements is not available in many research centres. Information on passenger waiting time and location in such microenvironments has also not been investigated, which makes it difficult to evaluate a passenger’s spatial-temporal exposure to vehicle emissions. Furthermore, current emission models are incapable of rapidly predicting emission distribution, given the complexity of variations in emission rates that result from changes in driving conditions, as well as the time spent in driving condition within the transport microenvironment. In order to address these scientific gaps in knowledge, this work conducted, for the first time, a comprehensive statistical analysis of experimental data, along with multi-parameter assessment, exposure evaluation and comparison, and emission model development and application, in relation to traffic interrupted transport microenvironments. The work aimed to quantify and characterise particle emissions and human exposure in the transport microenvironments, with bus stations and a pedestrian crossing identified as suitable research locations representing a typical transport microenvironment. Firstly, two bus stations in Brisbane, Australia, with different designs, were selected to conduct measurements of particle number size distributions, particle number and PM2.5 concentrations during two different seasons. Simultaneous traffic and meteorological parameters were also monitored, aiming to quantify particle characteristics and investigate the impact of bus flow rate, station design and meteorological conditions on particle characteristics at stations. The results showed higher concentrations of PN20-30 at the station situated in an open area (open station), which is likely to be attributed to the lower average daily temperature compared to the station with a canyon structure (canyon station). During precipitation events, it was found that particle number concentration in the size range 25-250 nm decreased greatly, and that the average daily reduction in PM2.5 concentration on rainy days compared to fine days was 44.2 % and 22.6 % at the open and canyon station, respectively. The effect of ambient wind speeds on particle number concentrations was also examined, and no relationship was found between particle number concentration and wind speed for the entire measurement period. In addition, 33 pairs of average half-hourly PN7-3000 concentrations were calculated and identified at the two stations, during the same time of a day, and with the same ambient wind speeds and precipitation conditions. The results of a paired t-test showed that the average half-hourly PN7-3000 concentrations at the two stations were not significantly different at the 5% confidence level (t = 0.06, p = 0.96), which indicates that the different station designs were not a crucial factor for influencing PN7-3000 concentrations. A further assessment of passenger exposure to bus emissions on a platform was evaluated at another bus station in Brisbane, Australia. The sampling was conducted over seven weekdays to investigate spatial-temporal variations in size-fractionated particle number and PM2.5 concentrations, as well as human exposure on the platform. For the whole day, the average PN13-800 concentration was 1.3 x 104 and 1.0 x 104 particle/cm3 at the centre and end of the platform, respectively, of which PN50-100 accounted for the largest proportion to the total count. Furthermore, the contribution of exposure at the bus station to the overall daily exposure was assessed using two assumed scenarios of a school student and an office worker. It was found that, although the daily time fraction (the percentage of time spend at a location in a whole day) at the station was only 0.8 %, the daily exposure fractions (the percentage of exposures at a location accounting for the daily exposure) at the station were 2.7% and 2.8 % for exposure to PN13-800 and 2.7% and 3.5% for exposure to PM2.5 for the school student and the office worker, respectively. A new parameter, “exposure intensity” (the ratio of daily exposure fraction and the daily time fraction) was also defined and calculated at the station, with values of 3.3 and 3.4 for exposure to PN13-880, and 3.3 and 4.2 for exposure to PM2.5, for the school student and the office worker, respectively. In order to quantify the enhanced emissions at critical locations and define the emission distribution in further dispersion models for traffic interrupted transport microenvironments, a composite line source emission (CLSE) model was developed to specifically quantify exposure levels and describe the spatial variability of vehicle emissions in traffic interrupted microenvironments. This model took into account the complexity of vehicle movements in the queue, as well as different emission rates relevant to various driving conditions (cruise, decelerate, idle and accelerate), and it utilised multi-representative segments to capture the accurate emission distribution for real vehicle flow. This model does not only helped to quantify the enhanced emissions at critical locations, but it also helped to define the emission source distribution of the disrupted steady flow for further dispersion modelling. The model then was applied to estimate particle number emissions at a bidirectional bus station used by diesel and compressed natural gas fuelled buses. It was found that the acceleration distance was of critical importance when estimating particle number emission, since the highest emissions occurred in sections where most of the buses were accelerating and no significant increases were observed at locations where they idled. It was also shown that emissions at the front end of the platform were 43 times greater than at the rear of the platform. The CLSE model was also applied at a signalled pedestrian crossing, in order to assess increased particle number emissions from motor vehicles when forced to stop and accelerate from rest. The CLSE model was used to calculate the total emissions produced by a specific number and mix of light petrol cars and diesel passenger buses including 1 car travelling in 1 direction (/1 direction), 14 cars / 1 direction, 1 bus / 1 direction, 28 cars / 2 directions, 24 cars and 2 buses / 2 directions, and 20 cars and 4 buses / 2 directions. It was found that the total emissions produced during stopping on a red signal were significantly higher than when the traffic moved at a steady speed. Overall, total emissions due to the interruption of the traffic increased by a factor of 13, 11, 45, 11, 41, and 43 for the above 6 cases, respectively. In summary, this PhD thesis presents the results of a comprehensive study on particle number and mass concentration, together with particle size distribution, in a bus station transport microenvironment, influenced by bus flow rates, meteorological conditions and station design. Passenger spatial-temporal exposure to bus emitted particles was also assessed according to waiting time and location along the platform, as well as the contribution of exposure at the bus station to overall daily exposure. Due to the complexity of the interrupted traffic flow within the transport microenvironments, a unique CLSE model was also developed, which is capable of quantifying emission levels at critical locations within the transport microenvironment, for the purpose of evaluating passenger exposure and conducting simulations of vehicle emission dispersion. The application of the CLSE model at a pedestrian crossing also proved its applicability and simplicity for use in a real-world transport microenvironment.

Confirmatory factory analysis of the Neck Disability Index in a general problematic neck population indicates a one-factor model

BACKGROUND CONTEXT: The Neck Disability Index frequently is used to measure outcomes of the neck. The statistical rigor of the Neck Disability Index has been assessed with conflicting outcomes. To date, Confirmatory Factor Analysis of the Neck Disability Index has not been reported for a suitably large population study. Because the Neck Disability Index is not a condition-specific measure of neck function, initial Confirmatory Factor Analysis should consider problematic neck patients as a homogenous group. PURPOSE: We sought to analyze the factor structure of the Neck Disability Index through Confirmatory Factor Analysis in a symptomatic, homogeneous, neck population, with respect to pooled populations and gender subgroups. STUDY DESIGN: This was a secondary analysis of pooled data. PATIENT SAMPLE: A total of 1,278 symptomatic neck patients (67.5% female, median age 41 years), 803 nonspecific and 475 with whiplash-associated disorder. OUTCOME MEASURES: The Neck Disability Index was used to measure outcomes. METHODS: We analyzed pooled baseline data from six independent studies of patients with neck problems who completed Neck Disability Index questionnaires at baseline. The Confirmatory Factor Analysis was considered in three scenarios: the full sample and separate sexes. Models were compared empirically for best fit. RESULTS: Two-factor models have good psychometric properties across both the pooled and sex subgroups. However, according to these analyses, the one-factor solution is preferable from both a statistical perspective and parsimony. The two-factor model was close to significant for the male subgroup (p<.07) where questions separated into constructs of mental function (pain, reading headaches and concentration) and physical function (personal care, lifting, work, driving, sleep, and recreation). CONCLUSIONS: The Neck Disability Index demonstrated a one-factor structure when analyzed by Confirmatory Factor Analysis in a pooled, homogenous sample of neck problem patients. However, a two-factor model did approach significance for male subjects where questions separated into constructs of mental and physical function. Further investigations in different conditions, subgroup and sex-specific populations are warranted.

k.p based closed form energy band gap and transport electron effective mass model for 100] and 110] relaxed and strained Silicon nanowire

In this paper, we address a physics based closed form model for the energy band gap (E-g) and the transport electron effective mass in relaxed and strained 100] and 110] oriented rectangular Silicon Nanowire (SiNW). Our proposed analytical model along 100] and 110] directions are based on the k.p formalism of the conduction band energy dispersion relation through an appropriate rotation of the Hamiltonian of the electrons in the bulk crystal along 001] direction followed by the inclusion of a 4 x 4 Luttinger Hamiltonian for the description of the valance band structure. Using this, we demonstrate the variation in Eg and the transport electron effective mass as function of the cross-sectional dimensions in a relaxed 100] and 110] oriented SiNW. The behaviour of these two parameters in 100] oriented SiNW has further been studied with the inclusion of a uniaxial strain along the transport direction and a biaxial strain, which is assumed to be decomposed from a hydrostatic deformation along 001] with the former one. In addition, the energy band gap and the effective mass of a strained 110] oriented SiNW has also been formulated. Using this, we compare our analytical model with that of the extracted data using the nearest neighbour empirical tight binding sp(3)d(5)s* method based simulations and has been found to agree well over a wide range of device dimensions and applied strain. (C) 2012 Elsevier Ltd. All rights reserved.

Influence of N doping on the Rashba coefficient, semiconductor-metal transition, and electron effective mass in InSb1-xNx nanowires: Ten-band k center dot p model

The electronic structures of InSb1-xNx nanowires are investigated using the ten-band k center dot p method. It is found that nitrogen increases the Rashba coefficient of the nanowires dramatically. For thick nanowires, the Rashba coefficient may increase by more than 20 times. The semiconductor-metal transition occurs more easily in InSb1-xNx nanowires than in InSb nanowires. The electronic structure of InSb1-xNx nanowires is very different from that of the bulk material. For fixed x the bulk material is a semimetal, while the nanowires are metal-like. In InSb1-xNx bulk material and thick nanowires, an interesting decrease of electron effective mass is observed near k=0 which is induced by the nitrogen, but this phenomenon disappears in thin nanowires.

Four-level decay model of P-6(7/2) excited state of Eu2+ ion in KMgF3

A four-level model of P-6(7/2) excited state of Eu2+ ion in KMgF3: Eu2+ has been proposed. The decay profiles of the P-6(7/2) excited sstate of Eu2+ are two exponential and the physical implication of each term in the fit equation responsible for the model is interpreted. The data obtained spectroscopically are in good agreement with the fit results.

Study of energy transfer in KMgF3 : Eu-X (X = Gd, Cr, Ce) by the decay model of P-6(7/2) exited state of Eu2+

Energy transfer processes between Eu2+ and Gd3+, Cr3+, Ce3+ ions in KMgF3, which are difficult to study spectroscopically, have been investigated by using the proposed four-level decay model of the P-6(7/2) excited state of the Eu2+ ion. Gd3+ and Ce3+ transfer its energy to the vibronic transition of the P-6(7/2) --> S-8(7/2) transition of Eu2+, whereas Cr3+ receive energy from Eu2+ via the d-d interaction. The energy transfer from the Eu2+ 4f(6)5d level to the Ce3+ 4f5d state is observed spectroscopically, and the energy transfer mechanism is discussed. (C) 2001 Elsevier Science B.V. All rights reserved.

Population pharmacokinetic model of canrenone after intravenous administration of potassium canrenoate to paediatric patients

Objectives: To characterize the population pharmacokinetics of canrenone following administration of potassium canrenoate in paediatric patients. Patients and Methods: Data were collected prospectively from 23 paediatric patients (2 days to 10 years of age; median weight 4 kg, range 2.16-28.0 kg) who received intravenous potassium canrenoate (K-canrenoate) as part of their intensive care therapy for removal of retained fluids e.g. in pulmonary oedema due to chronic lung disease and for the management of congestive heart failure. Plasma samples were analysed by HPLC for determination of canrenone (the major metabolite and pharmacologically active moiety) and the data subjected to pharmacokinetic analysis using NONMEM. Results: A one-compartment model best described the data. The only significant covariate was weight (WT). The final population models for canrenone clearance (CL/F) and volume of distribution (V/F) were CL/F (L/hr) = 11.4 × (WT /70.0)(0.75) and V/F (L) = 374.2 × (WT/70) where WT is in kg. The values of CL/F and V/F in a 4 kg child would be 1.33 L/hr and 21.4 L, respectively, resulting in an elimination half-life of 11.2 hr. Conclusions: The range of estimated CL/F in the study population was 0.67-7.38 L/hr. The data suggest that adjustment of K-canrenoate dosage according to body weight is appropriate in paediatric patients

Human mesenchymal stem cells reduce the severity of acute lung injury in a sheep model of bacterial pneumonia

Background Human bone marrow-derived mesenchymal stem (stromal) cells (hMSCs) improve survival in mouse models of acute respiratory distress syndrome (ARDS) and reduce pulmonary oedema in a perfused human lung preparation injured with Escherichia coli bacteria. We hypothesised that clinical grade hMSCs would reduce the severity of acute lung injury (ALI) and would be safe in a sheep model of ARDS.

Methods Adult sheep (30–40 kg) were surgically prepared. After 5 days of recovery, ALI was induced with cotton smoke insufflation, followed by instillation of live Pseudomonas aeruginosa (2.5×10¹¹ CFU) into both lungs under isoflurane anaesthesia. Following the injury, sheep were ventilated, resuscitated with lactated Ringer's solution and studied for 24 h. The sheep were randomly allocated to receive one of the following treatments intravenously over 1 h in one of the following groups: (1) control, PlasmaLyte A, n=8; (2) lower dose hMSCs, 5×10⁶ hMSCs/kg, n=7; and (3) higher-dose hMSCs, 10×10⁶ hMSCs/kg, n=4.

Results By 24 h, the PaO₂/FiO₂ ratio was significantly improved in both hMSC treatment groups compared with the control group (control group: PaO₂/FiO₂ of 97±15 mm Hg; lower dose: 288±55 mm Hg (p=0.003); higher dose: 327±2 mm Hg (p=0.003)). The median lung water content was lower in the higher-dose hMSC-treated group compared with the control group (higher dose: 5.0 g wet/g dry [IQR 4.9–5.8] vs control: 6.7 g wet/g dry [IQR 6.4–7.5] (p=0.01)). The hMSCs had no adverse effects.

Conclusions Human MSCs were well tolerated and improved oxygenation and decreased pulmonary oedema in a sheep model of severe ARDS.

Transform both sides model: A parametric approach

A parametric regression model for right-censored data with a log-linear median regression function and a transformation in both response and regression parts, named parametric Transform-Both-Sides (TBS) model, is presented. The TBS model has a parameter that handles data asymmetry while allowing various different distributions for the error, as long as they are unimodal symmetric distributions centered at zero. The discussion is focused on the estimation procedure with five important error distributions (normal, double-exponential, Student's t, Cauchy and logistic) and presents properties, associated functions (that is, survival and hazard functions) and estimation methods based on maximum likelihood and on the Bayesian paradigm. These procedures are implemented in TBSSurvival, an open-source fully documented R package. The use of the package is illustrated and the performance of the model is analyzed using both simulated and real data sets.