Computerized invasive measurement of time-dependent intraocular pressure

Several methods have been described to measure intraocular pressure (IOP) in clinical and research situations. However, the measurement of time varying IOP with high accuracy, mainly in situations that alter corneal properties, has not been reported until now. The present report describes a computerized system capable of recording the transitory variability of IOP, which is sufficiently sensitive to reliably measure ocular pulse peak-to-peak values. We also describe its characteristics and discuss its applicability to research and clinical studies. The device consists of a pressure transducer, a signal conditioning unit and an analog-to-digital converter coupled to a video acquisition board. A modified Cairns trabeculectomy was performed in 9 Oryctolagus cuniculus rabbits to obtain changes in IOP decay parameters and to evaluate the utility and sensitivity of the recording system. The device was effective for the study of kinetic parameters of IOP, such as decay pattern and ocular pulse waves due to cardiac and respiratory cycle rhythm. In addition, there was a significant increase of IOP versus time curve derivative when pre- and post-trabeculectomy recordings were compared. The present procedure excludes corneal thickness and error related to individual operator ability. Clinical complications due to saline infusion and pressure overload were not observed during biomicroscopic evaluation. Among the disadvantages of the procedure are the requirement of anesthesia and the use in acute recordings rather than chronic protocols. Finally, the method described may provide a reliable alternative for the study of ocular pressure dynamic alterations in man and may facilitate the investigation of the pathogenesis of glaucoma.

Essais sur les frictions financières dans les modèles d'équilibre général dynamique

Cette thèse examine les effets des imperfections des marchés financiers sur la macroéconomie. Plus particulièrement, elle se penche sur les conséquences de la faillite dans les contrats financiers dans une perspective d'équilibre général dynamique. Le premier papier construit un modèle qui utilise l'avantage comparatif des banques dans la gestion des situations de détresse financière pour expliquer le choix des firmes entre les prêts bancaires et les prêts du marché financier. Le modèle réussit à expliquer pourquoi les firmes plus petites préfèrent le financement bancaire et pourquoi les prêts bancaires sont plus répandus en Europe. Le premier fait est expliqué par le lien négatif entre la valeur nette de l'entreprise et la probabilité de faire faillite. Le deuxième fait s'explique par le coût fixe d'émission de bons plus élevé en Europe. Le deuxième papier examine l'interaction entre les contraintes de financement affectant les ménages et les firmes. Une interaction positive pourrait amplifier et augmenter la persistance de l'effet d'un choc agrégé sur l'économie. Je construis un nouveau modèle qui contient des primes de financement externes pour les firmes et les ménages. Dans le modèle de base avec prix et salaires flexibles, j'obtiens une faible interaction négative entre les coûts de financement des firmes et des ménages. Le facteur clé qui explique ce résultat est l'effet du changement contre cyclique du coût de financement des ménages sur leur offre de travail et leur demande de prêts. Dans une période d'expansion, cet effet augmente les taux d'intérêt, réduit l'investissement et augmente le coût de financement des entreprises. Le troisième papier ajoute les contraintes de financement des banques dans un modèle macroéconomiques avec des prêts hypothécaires et des fluctuations dans les prix de l'immobilier. Les banques dans le modèle ne peuvent pas complètement diversifier leurs prêts, ce qui génère un lien entre les risques de faillite des ménages et des banques. Il y a deux effets contraires des cycles économiques qui affectent la prime de financement externe de la banque. Premièrement, il y a un lien positif entre le risque de faillite des banques et des emprunteurs qui contribue à rendre le coût de financement externe des banques contre cyclique. Deuxiément, le lissage de la consommation par les ménages rend la proportion de financement externe des banques pro cyclique, ce qui tend à rendre le coût de financement bancaire pro cyclique. En combinant ces deux effets, le modèle peut reproduire des profits bancaires et des ratios d'endettement bancaires pro cycliques comme dans les données, mais pour des chocs non-financiers les frictions de financement bancaire dans le modèle n'ont pas un effet quantitativement significatif sur les principales variables agrégées comme la consommation ou l'investissement.

Time-series regression models to study the short-term effects of environmental factors on health

Time series regression models are especially suitable in epidemiology for evaluating short-term effects of time-varying exposures on health. The problem is that potential for confounding in time series regression is very high. Thus, it is important that trend and seasonality are properly accounted for. Our paper reviews the statistical models commonly used in time-series regression methods, specially allowing for serial correlation, make them potentially useful for selected epidemiological purposes. In particular, we discuss the use of time-series regression for counts using a wide range Generalised Linear Models as well as Generalised Additive Models. In addition, recently critical points in using statistical software for GAM were stressed, and reanalyses of time series data on air pollution and health were performed in order to update already published. Applications are offered through an example on the relationship between asthma emergency admissions and photochemical air pollutants

A structural time series approach to modelling multiple and resurgent meat scares in Italy

This paper exploits a structural time series approach to model the time pattern of multiple and resurgent food scares and their direct and cross-product impacts on consumer response. A structural time series Almost Ideal Demand System (STS-AIDS) is embedded in a vector error correction framework to allow for dynamic effects (VEC-STS-AIDS). Italian aggregate household data on meat demand is used to assess the time-varying impact of a resurgent BSE crisis (1996 and 2000) and the 1999 Dioxin crisis. The VEC-STS-AIDS model monitors the short-run impacts and performs satisfactorily in terms of residuals diagnostics, overcoming the major problems encountered by the customary vector error correction approach.

Online bayesian inference in some time-frequency representations of non-stationary processes

The use of Bayesian inference in the inference of time-frequency representations has, thus far, been limited to offline analysis of signals, using a smoothing spline based model of the time-frequency plane. In this paper we introduce a new framework that allows the routine use of Bayesian inference for online estimation of the time-varying spectral density of a locally stationary Gaussian process. The core of our approach is the use of a likelihood inspired by a local Whittle approximation. This choice, along with the use of a recursive algorithm for non-parametric estimation of the local spectral density, permits the use of a particle filter for estimating the time-varying spectral density online. We provide demonstrations of the algorithm through tracking chirps and the analysis of musical data.

Gestão estratégica de riscos de um ativo de produção de petróleo: uma abordagem quantitativa

O objetivo dessa dissertação é estabelecer um modelo quantitativo de gestão de riscos estratégicos de um ativo de produção de petróleo, notadamente o valor em risco do seu fluxo de caixa e de sua rentabilidade. Para tanto, foi utilizado um modelo de fluxo de caixa onde a receita operacional foi definida como variável estocástica. A receita operacional foi estimada a partir de uma função de perdas que descreve o volume de produção de petróleo, e de uma trajetória de preços definida por um modelo geométrico browniano sem reversão a média e com volatilidade descrita por um processo GARCH. Os resultados obtidos demonstram que o modelo proposto é capaz de fornecer informações importantes para a gestão de riscos de ativos de produção de petróleo ao passo que permite a quantificação de diferentes fatores de risco que afetam a rentabilidade das operações. Por fim, o modelo aqui proposto pode ser estendido para a avaliação do risco financeiro e operacional de um conjunto de ativos de petróleo, considerando sua estrutura de dependência e a existência de restrições de recursos financeiros, físicos e humanos.

CRITICAL EXPONENTS and SCALING PROPERTIES FOR THE CHAOTIC DYNAMICS of A PARTICLE IN A TIME-DEPENDENT POTENTIAL BARRIER

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

Fermi acceleration and scaling properties of a time dependent oval billiard

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Exact propagator beyond and at caustics for isotropic time-dependent coupled and driven oscillators

Through a sequence of transformations we relate the propagator for the system of isotropic time-dependent, coupled and driven oscillators with time-varying mass, with those of free particles. We then derive the wave functions and the propagator beyond and at caustics. Finally we study a particular case which appears in quantum optics. © 1990.

Double optical monitoring of time-dependent film formation

A brief overview of optical monitoring for vacuum and wet bench film deposition processes is presented. Interferometric and polarimetric measurements are combined with regard to simultaneous real-time monitoring of refractive index and physical thickness. Monitor stability and accuracy are verified with transparent oil standards. This double optical technique is applied to dip coating with a multi-component Zirconyl Chloride aqueous solution, whose time varying refractive index and physical thickness curves indicate significant sensitivity to changes of film flow properties during the process.

LMI-based digital redesign of linear time-invariant systems with state-derivative feedback

A simple method for designing a digital state-derivative feedback gain and a feedforward gain such that the control law is equivalent to a known and adequate state feedback and feedforward control law of a digital redesigned system is presented. It is assumed that the plant is a linear controllable, time-invariant, Single-Input (SI) or Multiple-Input (MI) system. This procedure allows the use of well-known continuous-time state feedback design methods to directly design discrete-time state-derivative feedback control systems. The state-derivative feedback can be useful, for instance, in the vibration control of mechanical systems, where the main sensors are accelerometers. One example considering the digital redesign with state-derivative feedback of a helicopter illustrates the proposed method. © 2009 IEEE.

On switched control design of linear time-invariant systems with polytopic uncertainties

This paper proposes a new switched control design method for some classes of linear time-invariant systems with polytopic uncertainties. This method uses a quadratic Lyapunov function to design the feedback controller gains based on linear matrix inequalities (LMIs). The controller gain is chosen by a switching law that returns the smallest value of the time derivative of the Lyapunov function. The proposed methodology offers less conservative alternative than the well-known controller for uncertain systems with only one state feedback gain. The control design of a magnetic levitator illustrates the procedure. © 2013 Wallysonn A. de Souza et al.

Controle robusto com realimentação derivativa de sistemas não lineares via LMI

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Alocação de pólos com realimentação da derivada dos estados usando LMIs

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Linear parameter varying control design for rotating systems supported by journal bearings

Linear parameter varying (LPV) control is a model-based control technique that takes into account time-varying parameters of the plant. In the case of rotating systems supported by lubricated bearings, the dynamic characteristics of the bearings change in time as a function of the rotating speed. Hence, LPV control can tackle the problem of run-up and run-down operational conditions when dynamic characteristics of the rotating system change significantly in time due to the bearings and high vibration levels occur. In this work, the LPV control design for a flexible shaft supported by plain journal bearings is presented. The model used in the LPV control design is updated from unbalance response experimental results and dynamic coefficients for the entire range of rotating speeds are obtained by numerical optimization. Experimental implementation of the designed LPV control resulted in strong reduction of vibration amplitudes when crossing the critical speed, without affecting system behavior in sub- or supercritical speeds. (C) 2012 Elsevier Ltd. All rights reserved.