Testing unit root based on partially adaptive estimation

This paper proposes unit tests based on partially adaptive estimation. The proposed tests provide an intermediate class of inference procedures that are more efficient than the traditional OLS-based methods and simpler than unit root tests based on fully adptive estimation using nonparametric methods. The limiting distribution of the proposed test is a combination of standard normal and the traditional Dickey-Fuller (DF) distribution, including the traditional ADF test as a special case when using Gaussian density. Taking into a account the well documented characteristic of heavy-tail behavior in economic and financial data, we consider unit root tests coupled with a class of partially adaptive M-estimators based on the student-t distributions, wich includes te normal distribution as a limiting case. Monte Carlo Experiments indicate that, in the presence of heavy tail distributions or innovations that are contaminated by outliers, the proposed test is more powerful than the traditional ADF test. We apply the proposed test to several macroeconomic time series that have heavy-tailed distributions. The unit root hypothesis is rejected in U.S. real GNP, supporting the literature of transitory shocks in output. However, evidence against unit roots is not found in real exchange rate and nominal interest rate even haevy-tail is taken into a account.

The adaptive compensations in endocrine pancreas from glucocorticoid-treated rats are reversible after the interruption of treatment

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

A fully adaptive multiresolution scheme for shock computations

The scheme is based on Ami Harten's ideas (Harten, 1994), the main tools coming from wavelet theory, in the framework of multiresolution analysis for cell averages. But instead of evolving cell averages on the finest uniform level, we propose to evolve just the cell averages on the grid determined by the significant wavelet coefficients. Typically, there are few cells in each time step, big cells on smooth regions, and smaller ones close to irregularities of the solution. For the numerical flux, we use a simple uniform central finite difference scheme, adapted to the size of each cell. If any of the required neighboring cell averages is not present, it is interpolated from coarser scales. But we switch to ENO scheme in the finest part of the grids. To show the feasibility and efficiency of the method, it is applied to a system arising in polymer-flooding of an oil reservoir. In terms of CPU time and memory requirements, it outperforms Harten's multiresolution algorithm.The proposed method applies to systems of conservation laws in 1Dpartial derivative(t)u(x, t) + partial derivative(x)f(u(x, t)) = 0, u(x, t) is an element of R-m. (1)In the spirit of finite volume methods, we shall consider the explicit schemeupsilon(mu)(n+1) = upsilon(mu)(n) - Deltat/hmu ((f) over bar (mu) - (f) over bar (mu)-) = [Dupsilon(n)](mu), (2)where mu is a point of an irregular grid Gamma, mu(-) is the left neighbor of A in Gamma, upsilon(mu)(n) approximate to 1/mu-mu(-) integral(mu-)(mu) u(x, t(n))dx are approximated cell averages of the solution, (f) over bar (mu) = (f) over bar (mu)(upsilon(n)) are the numerical fluxes, and D is the numerical evolution operator of the scheme.According to the definition of (f) over bar (mu), several schemes of this type have been proposed and successfully applied (LeVeque, 1990). Godunov, Lax-Wendroff, and ENO are some of the popular names. Godunov scheme resolves well the shocks, but accuracy (of first order) is poor in smooth regions. Lax-Wendroff is of second order, but produces dangerous oscillations close to shocks. ENO schemes are good alternatives, with high order and without serious oscillations. But the price is high computational cost.Ami Harten proposed in (Harten, 1994) a simple strategy to save expensive ENO flux calculations. The basic tools come from multiresolution analysis for cell averages on uniform grids, and the principle is that wavelet coefficients can be used for the characterization of local smoothness.. Typically, only few wavelet coefficients are significant. At the finest level, they indicate discontinuity points, where ENO numerical fluxes are computed exactly. Elsewhere, cheaper fluxes can be safely used, or just interpolated from coarser scales. Different applications of this principle have been explored by several authors, see for example (G-Muller and Muller, 1998).Our scheme also uses Ami Harten's ideas. But instead of evolving the cell averages on the finest uniform level, we propose to evolve the cell averages on sparse grids associated with the significant wavelet coefficients. This means that the total number of cells is small, with big cells in smooth regions and smaller ones close to irregularities. This task requires improved new tools, which are described next.

Bose-Einstein condensation dynamics in three dimensions by the pseudospectral and finite-difference methods

We suggest a pseudospectral method for solving the three-dimensional time-dependent Gross-Pitaevskii (GP) equation, and use it to study the resonance dynamics of a trapped Bose-Einstein condensate induced by a periodic variation in the atomic scattering length. When the frequency of oscillation of the scattering length is an even multiple of one of the trapping frequencies along the x, y or z direction, the corresponding size of the condensate executes resonant oscillation. Using the concept of the differentiation matrix, the partial-differential GP equation is reduced to a set of coupled ordinary differential equations, which is solved by a fourth-order adaptive step-size control Runge-Kutta method. The pseudospectral method is contrasted with the finite-difference method for the same problem, where the time evolution is performed by the Crank-Nicholson algorithm. The latter method is illustrated to be more suitable for a three-dimensional standing-wave optical-lattice trapping potential.

Another prefiltering algorithm for adaptive IIR filtering

An algorithm for adaptive IIR filtering that uses prefiltering structure in direct form is presented. This structure has an estimation error that is a linear function of the coefficients. This property greatly simplifies the derivation of gradient-based algorithms. Computer simulations show that the proposed structure improves convergence speed.

Necessary and sufficient condition for generalized passivity, passification and application to multivariable adaptive systems

Recently, a generalized passivity concept for linear multivariable systems was obtained which allows circumventing the restrictiveness of the usual passivity concept. The latter is associated with the classical SPR (Strictly Positive Real) condition whereas the new concept of passivity is associated with the so called WSPR condition and its advantage in multivariable systems is that it does not require a restrictive symmetry condition of SPR systems. As a result, it allows the design of multivariable adaptive control that, unlike some existing factorization approaches, does not imply in additional overparameterization of the adaptive controller. In this paper, we complete a previously established WSPR sufficient condition and prove that it is also necessary. We also propose some methods of passification by either premultiplying the system output tracking error vector or the system input vector by an adequate passifying matrix multiplier, so that the resulting input/output transfer function becomes WSPR. The efficiency of our proposals are illustrated by simulation utilizing a well known robotics adaptive visual servoing problem. © 2011 IFAC.

Modulation of cell proliferation, survival and gene expression by RAGE and TLR signaling in cells of the innate and adaptive immune response: role of p38 MAPK and NF-KB

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

SAG2A protein from Toxoplasma gondii interacts with both innate and adaptive immune compartments of infected hosts

Abstract Background Toxoplasma gondii is an intracellular parasite that causes relevant clinical disease in humans and animals. Several studies have been performed in order to understand the interactions between proteins of the parasite and host cells. SAG2A is a 22 kDa protein that is mainly found in the surface of tachyzoites. In the present work, our aim was to correlate the predicted three-dimensional structure of this protein with the immune system of infected hosts. Methods To accomplish our goals, we performed in silico analysis of the amino acid sequence of SAG2A, correlating the predictions with in vitro stimulation of antigen presenting cells and serological assays. Results Structure modeling predicts that SAG2A protein possesses an unfolded C-terminal end, which varies its conformation within distinct strain types of T. gondii. This structure within the protein shelters a known B-cell immunodominant epitope, which presents low identity with its closest phyllogenetically related protein, an orthologue predicted in Neospora caninum. In agreement with the in silico observations, sera of known T. gondii infected mice and goats recognized recombinant SAG2A, whereas no serological cross-reactivity was observed with samples from N. caninum animals. Additionally, the C-terminal end of the protein was able to down-modulate pro-inflammatory responses of activated macrophages and dendritic cells. Conclusions Altogether, we demonstrate herein that recombinant SAG2A protein from T. gondii is immunologically relevant in the host-parasite interface and may be targeted in therapeutic and diagnostic procedures designed against the infection.

Wind ensamble forecasting using an adaptive mass-consistent model

[EN]Ensemble forecasting [1] is a methodology to deal with uncertainties in the numerical wind prediction. In this work we propose to apply ensemble methods to the adaptive wind forecasting model presented in [2]. The wind _eld forecasting is based on a mass-consistent model and a log-linear wind pro_le using as input data the resulting forecast wind from Harmonie [3], a Non-Hydrostatic Dynamic model. The mass-consistent model parameters are estimated by using genetic algorithms [4]. The mesh is generated using the meccano method [5] and adapted to the geometry. The main source of uncertainties in this model is the parameter estimation and the in- trinsic uncertainties of the Harmonie Model…

Ensemble wind forecasting based on the HARMONIE model and adaptive finite elements in complex orography

[EN]Ensemble forecasting is a methodology to deal with uncertainties in the numerical wind prediction. In this work we propose to apply ensemble methods to the adaptive wind forecasting model presented in. The wind field forecasting is based on a mass-consistent model and a log-linear wind profile using as input data the resulting forecast wind from Harmonie, a Non-Hydrostatic Dynamic model used experimentally at AEMET with promising results. The mass-consistent model parameters are estimated by using genetic algorithms. The mesh is generated using the meccano method and adapted to the geometry…

Mixed finite-element methods for elliptic convection-dominated problems arising in semiconductor physics

In this work we develop and analyze an adaptive numerical scheme for simulating a class of macroscopic semiconductor models. At first the numerical modelling of semiconductors is reviewed in order to classify the Energy-Transport models for semiconductors that are later simulated in 2D. In this class of models the flow of charged particles, that are negatively charged electrons and so-called holes, which are quasi-particles of positive charge, as well as their energy distributions are described by a coupled system of nonlinear partial differential equations. A considerable difficulty in simulating these convection-dominated equations is posed by the nonlinear coupling as well as due to the fact that the local phenomena such as "hot electron effects" are only partially assessable through the given data. The primary variables that are used in the simulations are the particle density and the particle energy density. The user of these simulations is mostly interested in the current flow through parts of the domain boundary - the contacts. The numerical method considered here utilizes mixed finite-elements as trial functions for the discrete solution. The continuous discretization of the normal fluxes is the most important property of this discretization from the users perspective. It will be proven that under certain assumptions on the triangulation the particle density remains positive in the iterative solution algorithm. Connected to this result an a priori error estimate for the discrete solution of linear convection-diffusion equations is derived. The local charge transport phenomena will be resolved by an adaptive algorithm, which is based on a posteriori error estimators. At that stage a comparison of different estimations is performed. Additionally a method to effectively estimate the error in local quantities derived from the solution, so-called "functional outputs", is developed by transferring the dual weighted residual method to mixed finite elements. For a model problem we present how this method can deliver promising results even when standard error estimator fail completely to reduce the error in an iterative mesh refinement process.

Scripting automation e modelli bayesiani: Applicazioni cliniche in radioterapia e sviluppo di tecniche innovative per adaptive radiation therapy

La presente ricerca consiste nel validare ed automatizzare metodiche di Adaptive Radiation Therapy (ART), che hanno come obiettivo la personalizzazione continua del piano di trattamento radioterapico in base alle variazioni anatomiche e dosimetriche del paziente. Tali variazioni (casuali e/o sistematiche) sono identificabili mediante l’utilizzo dell’imaging diagnostico. Il lavoro svolto presso la struttura di Fisica Medica dell’Azienda Ospedaliera Universitaria del Policlinico di Modena, si inserisce in un progetto del Ministero della Salute del bando Giovani Ricercatori dal titolo: “Dose warping methods for IGRT and ADAPTIVERT: dose accumulation based on organ motion and anatomical variations of the patients during radiation therapy treatments”. Questa metodica si sta affermando sempre più come nuova opportunità di trattamento e, per tale motivo, nasce l’esigenza di studiare e automatizzare processi realizzabili nella pratica clinica, con un utilizzo limitato di risorse. Si sono sviluppati script che hanno permesso l’automazione delle operazioni di Adaptive e deformazioni, raccogliendo i dati di 51 pazienti sottoposti a terapia mediante Tomotherapy. L’analisi delle co-registrazioni deformabili delle strutture e delle dosi distribuite, ha evidenziato criticità del software che hanno reso necessario lo sviluppo di sistemi di controllo dei risultati, per facilitare l’utente nella revisione quotidiana dei casi clinici. La letteratura riporta un numero piuttosto limitato di esperienze sulla validazione e utilizzo su larga scala di questi tools, per tale motivo, si è condotto un esame approfondito della qualità degli algoritmi elastici e la valutazione clinica in collaborazione di fisici medici e medici radioterapisti. Sono inoltre stati sviluppati principi di strutturazione di reti Bayesiane, che consentono di predirre la qualità delle deformazioni in diversi ambiti clinici (H&N, Prostata, Polmoni) e coordinare il lavoro quotidiano dei professionisti, identificando i pazienti, per i quali sono apprezzabili variazioni morfo-dosimetriche significative. Da notare come tale attività venga sviluppata automaticamente durante le ore notturne, sfruttando l’automation come strumento avanzato e indipendente dall’operatore. Infine, il forte sviluppo, negli ultimi anni della biomeccanica applicata al movimento degli organi (dimostrato dalla numerosa letteratura al riguardo), ha avuto come effetto lo sviluppo, la valutazione e l’introduzione di algoritmi di deformazione efficaci. In questa direzione, nel presente lavoro, si sono analizzate quantitivamente le variazioni e gli spostamenti delle parotidi, rispetto all’inizio del trattamento, gettando le basi per una proficua linea di ricerca in ambito radioterapico.

Rapid parallel adaptive radiations from a single hybridogenic ancestral population

The Alpine lake whitefish (Coregonus lavaretus) species complex is a classic example of a recent radiation, associated with colonization of the Alpine lakes following the glacial retreat (less than 15 kyr BP). They have formed a unique array of endemic lake flocks, each with one to six described sympatric species differing in morphology, diet and reproductive ecology. Here, we present a genomic investigation of the relationships between and within the lake flocks. Comparing the signal between over 1000 AFLP loci and mitochondrial control region sequence data, we use phylogenetic tree-based and population genetic methods to reconstruct the phylogenetic history of the group and to delineate the principal centres of genetic diversity within the radiation. We find significant cytonuclear discordance showing that the genomically monophyletic Alpine whitefish clade arose from a hybrid swarm of at least two glacial refugial lineages. Within this radiation, we find seven extant genetic clusters centred on seven lake systems. Most interestingly, we find evidence of sympatric speciation within and parallel evolution of equivalent phenotypes among these lake systems. However, we also find the genetic signature of human-mediated gene flow and diversity loss within many lakes, highlighting the fragility of recent radiations.

Use of manual adaptive remeshing in the mechanical modeling of an intraneural ganglion cyst

Intraneural Ganglion Cysts expand within in a nerve, causing neurological deficits in afflicted patients. Modeling the propagation of these cysts, originating in the articular branch and then expanding radially outward, will help prove articular theory, and ultimately allow for more purposeful treatment of this condition. In Finite Element Analysis, traditional Lagrangian meshing methods fail to model the excessive deformation that occurs in the propagation of these cysts. This report explores the method of manual adaptive remeshing as a method to allow for the use of Lagrangian meshing, while circumventing the severe mesh distortions typical of using a Lagrangian mesh with a large deformation. Manual adaptive remeshing is the process of remeshing a deformed meshed part and then reapplying loads in order to achieve a larger deformation than a single mesh can achieve without excessive distortion. The methods of manual adaptive remeshing described in this Master’s Report are sufficient in modeling large deformations.