Métodos de adequação e diagnóstico em modelos de sobrevivência dinâmicos

A análise de dados de sobrevivência tem sido tradicionalmente baseada no modelo de regressão de Cox (COX, 1972). No entanto, a suposição de taxas de falha proporcionais assumida para esse modelo pode não ser atendida em diversas situações práticas. Essa restrição do modelo de Cox tem gerado interesse em abordagens alternativas, dentre elas os modelos dinâmicos que permitem efeito das covariáveis variando no tempo. Neste trabalho, foram revisados os principais modelos de sobrevivência dinâmicos com estrutura aditiva e multiplicativa nos contextos não paramétrico e semiparamétrico. Métodos gráficos baseados em resíduos foram apresentados com a finalidade de avaliar a qualidade de ajuste desses modelos. Uma versão tempo-dependente da área sob a curva ROC, denotada por AUC(t), foi proposta com a finalidade de avaliar e comparar a qualidade de predição entre modelos de sobrevivência com estruturas aditiva e multiplicativa. O desempenho da AUC(t) foi avaliado por meio de um estudo de simulação. Dados de três estudos descritos na literatura foram também analisados para ilustrar ou complementar os cenários que foram considerados no estudo de simulação. De modo geral, os resultados obtidos indicaram que os métodos gráficos apresentados para avaliar a adequação dos modelos em conjunto com a AUC(t) se constituem em um conjunto de ferramentas estatísticas úteis para o próposito de avaliar modelos de sobrevivência dinâmicos nos contextos não paramétrico e semiparamétrico. Além disso, a aplicação desse conjunto de ferramentas em alguns conjuntos de dados evidenciou que se, por um lado, os modelos dinâmicos são atrativos por permitirem covariáveis tempo-dependentes, por outro lado podem não ser apropriados para todos os conjuntos de dados, tendo em vista que estimação pode apresentar restrições para alguns deles.

Spectral features in isolated neutron stars induced by inhomogeneous surface temperatures

The thermal X-ray spectra of several isolated neutron stars display deviations from a pure blackbody. The accurate physical interpretation of these spectral features bears profound implications for our understanding of the atmospheric composition, magnetic field strength and topology, and equation of state of dense matter. With specific details varying from source to source, common explanations for the features have ranged from atomic transitions in the magnetized atmospheres or condensed surface, to cyclotron lines generated in a hot ionized layer near the surface. Here, we quantitatively evaluate the X-ray spectral distortions induced by inhomogeneous temperature distributions of the neutron star surface. To this aim, we explore several surface temperature distributions, we simulate their corresponding general relativistic X-ray spectra (assuming an isotropic, blackbody emission), and fit the latter with a single blackbody model. We find that, in some cases, the presence of a spurious ‘spectral line’ is required at a high significance level in order to obtain statistically acceptable fits, with central energy and equivalent width similar to the values typically observed. We also perform a fit to a specific object, RX J0806.4−4123, finding several surface temperature distributions able to model the observed spectrum. The explored effect is unlikely to work in all sources with detected lines, but in some cases it can indeed be responsible for the appearance of such lines. Our results enforce the idea that surface temperature anisotropy can be an important factor that should be considered and explored also in combination with more sophisticated emission models like atmospheres.

Numerical and experimental investigations for insulation particle transport phenomena in water flow

The investigation of insulation debris generation, transport and sedimentation becomes more important with regard to reactor safety research for pressurized and boiling water reactors, when considering the long-term behaviour of emergency core coolant systems during all types of loss of coolant accidents (LOCA). The insulation debris released near the break during a LOCA incident consists of a mixture of a disparate particle population that varies with size, shape, consistency and other properties. Some fractions of the released insulation debris can be transported into the reactor sump, where it may perturb or impinge on the emergency core cooling systems. Open questions of generic interest are for example the particle load on strainers and corresponding pressure-drop, the sedimentation of the insulation debris in a water pool, its possible re-suspension and transport in the sump water flow. A joint research project on such questions is being performed in cooperation with the University of Applied Science Zittau/Görlitz and the Forschungszentrum Dresden-Rossendorf. The project deals with the experimental investigation and the development of computational fluid dynamic (CFD) models for the description of particle transport phenomena in coolant flow. While the experiments are performed at the University Zittau/Görlitz, the theoretical work is concentrated at Forschungszentrum Dresden-Rossendorf. In the present paper, the basic concepts for computational fluid dynamic (CFD) modelling are described and experimental results are presented. Further experiments are designed and feasibility studies were performed.

Executive remuneration, financial performance and corporate governance in UK and Spanish listed firms

This study examines the relationship between executive directors’ remuneration and the financial performance and corporate governance arrangements of the UK and Spanish listed firms. These countries’ corporate governance framework has been shaped by differences in legal origin, culture and backgrounds. For example, the UK legal arrangements can be defined as to be constituted in common-law, whereas for Spanish firms, the legal arrangement is based on civil law. We estimate both static and dynamic regression models to test our hypotheses and we estimate our regression using Ordinary Least Squares (OLS) and the Generalised Method of Moments (GMM). Estimated results for both countries show that directors’ remuneration levels are positively related with measures of firm value and financial performance. This means that remuneration levels do not lead to a point whereby firm value is reduced due to excessive remuneration. These results hold for our long-run estimates. That is, estimates based on panel cointegration and panel error correction. Measures of corporate governance also impacts on the level of executive pay. Our results have important implications for existing corporate governance arrangements and how the interests of stakeholders are protected. For example, long-run results suggest that directors’ remuneration adjusts in a way to capture variation in financial performance

Simulations of Theoretical Ecosystem Growth Model (TEGM) during various climate conditions

Climate change has a great impact on the build and the work of natural ecosystems. Disappearance of some population or growth of the number in some species can be already caused by little change in temperature. A Theoretical Ecosystem Growth Model was investigated in order to examine the effects of various climate patterns on the ecological equilibrium. The answers of the ecosystems which are given to the climate change could be described by means of global climate modelling and dynamic vegetation models. The examination of the operation of the ecosystems is only possible in huge centres on supercomputers because of the number and the complexity of the calculation. The number of the calculation could be decreased to the level of a PC by considering the temperature and the reproduction during the modelling of a theoretical ecosystem and several important theoretical questions could be answered.

Effects of Temperature–Climate Patterns on the Production of Some Competitive Species on Grounds of Modelling

Climate change has serious effects on the setting up and the operation of natural ecosystems. Small increase in temperature could cause rise in the amount of some species or potential disappearance of others. During our researches, the dispersion of the species and biomass production of a theoretical ecosystem were examined on the effect of the temperature–climate change. The answers of the ecosystems which are given to the climate change could be described by means of global climate modelling and dynamic vegetation models. The examination of the operation of the ecosystems is only possible in huge centres on supercomputers because of the number and the complexity of the calculation. The number of the calculation could be decreased to the level of a PC by considering the temperature and the reproduction during modelling a theoretical ecosystem, and several important theoretical questions could be answered.

Padrão de especialização comercial e crescimento econômico : uma análise sobre o Brasil no contexto da fragmentação da produção e das cadeias globais de valor

Globalization and technological changes that has happened since the 80s have brought remarkable changes in the industrial and commercial paradigm, which are expressed mainly in the international fragmentation of production and in the formation of Global Value Chains (GVC). This thesis sought to understand such phenomena and discuss new relevant variables in this context for a more accurate analysis of the current trade patterns not addressed by the seminal economic theories that relate trade and economic growth. It sought to evaluate how the trade specialization pattern of Brazil evolved compared to other economies (China, India, Russia, United States, Japan and selected Latin American economies) in the light of these phenomena from 1995 to 2011. Therefore, we have used the methodology of gross exports decomposition in value added measures, developed by Koopman et al. (2014), and indicators estimated from data of two global matrices I-O: a WIOT (2013) and the TiVA (2015). It was also tested two hypotheses regarding the role of these phenomena as determinants of economic growth in recent years: 1º) fragmentation and participation in GVC ensure higher growth rates for countries; 2º) the place (stage) in which the country finds itself in GVC associated with sectoral technological aspects is also important for economic growth. For this, we used dynamic panel models (Difference GMM and System GMM) for a sample of 40 countries from 2003 to 2011. The studies carried out on Brazil show that the country is no longer on the margins of these phenomena, because it shows increasing rates of participation in GVC, including in sectors considered most strategic for fragmentation. However, there is not a standard convergence of trade specialization of the country to those presented by developed countries or movements earned by China and Mexico in terms of their position and profile of participating in GVC. Another important result obtained by the thesis is the identification of these phenomena are in fact new variables relevant for economic growth, because it shows empirical evidences to support the hypothesis 1 and, partially, the hypothesis 2. A joint analysis of the estimated econometric results with the results of the descriptive analysis of the Brazilian economy, it leads us to conclude that the trade specialization pattern of the country in the context of the new trade setups is presented unfavorably to its growth strategy.

Improving the identification of high-z Herschel sources with position priors and optical/NIR and FIR/mm photometric redshifts

We present preliminary results about the detection of high redshift (U)LIRGs in the Bullet cluster field by the PACS and SPIRE instruments within the Herschel Lensing Survey (HLS) Program. We describe in detail a photometric procedure designed to recover robust fluxes and deblend faint Herschel sources near the confusion noise. The method is based on the use of the positions of Spitzer/MIPS 24 μm sources as priors. Our catalogs are able to reliably (5σ) recover galaxies with fluxes above 6 and 10 mJy in the PACS 100 and 160 μm channels, respectively, and 12 to 18 mJy in the SPIRE bands. We also obtain spectral energy distributions covering the optical through the far-infrared/millimeter spectral ranges of all the Herschel detected sources, and analyze them to obtain independent estimations of the photometric redshift based on either stellar population or dust emission models. We exemplify the potential of the combined use of Spitzer position priors plus independent optical and IR photometric redshifts to robustly assign optical/NIR counterparts to the sources detected by Herschel and other (sub-)mm instruments.

Bayesian Emulation for Sequential Modeling, Inference and Decision Analysis

The advances in three related areas of state-space modeling, sequential Bayesian learning, and decision analysis are addressed, with the statistical challenges of scalability and associated dynamic sparsity. The key theme that ties the three areas is Bayesian model emulation: solving challenging analysis/computational problems using creative model emulators. This idea defines theoretical and applied advances in non-linear, non-Gaussian state-space modeling, dynamic sparsity, decision analysis and statistical computation, across linked contexts of multivariate time series and dynamic networks studies. Examples and applications in financial time series and portfolio analysis, macroeconomics and internet studies from computational advertising demonstrate the utility of the core methodological innovations.

Chapter 1 summarizes the three areas/problems and the key idea of emulating in those areas. Chapter 2 discusses the sequential analysis of latent threshold models with use of emulating models that allows for analytical filtering to enhance the efficiency of posterior sampling. Chapter 3 examines the emulator model in decision analysis, or the synthetic model, that is equivalent to the loss function in the original minimization problem, and shows its performance in the context of sequential portfolio optimization. Chapter 4 describes the method for modeling the steaming data of counts observed on a large network that relies on emulating the whole, dependent network model by independent, conjugate sub-models customized to each set of flow. Chapter 5 reviews those advances and makes the concluding remarks.

Total sediment thickness grid of the Southern Pacific Ocean off West Antarctica, links to NetCDF files

Paleotopographic models of the West Antarctic margin, which are essential for robust simulations of paleoclimate scenarios, lack information on sediment thickness and geodynamic conditions, resulting in large uncertainties. A new total sediment thickness grid spanning the Ross Sea-Amundsen Sea-Bellingshausen Sea basins is presented and is based on all the available seismic reflection, borehole, and gravity modeling data offshore West Antarctica. This grid was combined with NGDC's global 5 arc minute grid of ocean sediment thickness (Whittaker et al., 2013, doi:10.1002/ggge.20181) and extends the NGDC grid further to the south. Sediment thickness along the West Antarctic margin tends to be 3-4 km larger than previously assumed. The sediment volume in the Bellingshausen, Amundsen, and Ross Sea basins amounts to 3.61, 3.58, and 2.78 million km³, respectively. The residual basement topography of the South Pacific has been revised and the new data show an asymmetric trend over the Pacific-Antarctic Ridge. Values are anomalously high south of the spreading ridge and in the Ross Sea area, where the topography seems to be affected by persistent mantle processes. In contrast, the basement topography offshore Marie Byrd Land cannot be attributed to dynamic topography, but rather to crustal thickening due to intraplate volcanism. Present-day dynamic topography models disagree with the presented revised basement topography of the South Pacific, rendering paleotopographic reconstructions with such a limited dataset still fairly uncertain.

R-script modified VS-Lite model

Drought is a key factor affecting forest ecosystem processes at different spatio-temporal scales. For accurately modeling tree functioning ? and thus for producing reliable simulations of forest dynamics ? the consideration of the variability in the timing and extent of drought effects on tree growth is essential, particularly in strongly seasonal climates such as in the Mediterranean area. Yet, most dynamic vegetation models (DVMs) do not include this intra-annual variability of drought effects on tree growth. We present a novel approach for linking tree-ring data to drought simulations in DVMs. A modified forward model of tree-ring width (VS-Lite) was used to estimate seasonal- and site-specific growth responses to drought of Scots pine (Pinus sylvestris L.), which were subsequently implemented in the DVM ForClim. Ring-width data from sixteen sites along a moisture gradient from Central Spain to the Swiss Alps, including the dry inner Alpine valleys, were used to calibrate the forward ring-width model, and inventory data from managed Scots pine stands were used to evaluate ForClim performance. The modified VS-Lite accurately estimated the year-to-year variability in ring-width indices and produced realistic intra-annual growth responses to soil drought, showing a stronger relationship between growth and drought in spring than in the other seasons and thus capturing the strategy of Scots pine to cope with drought. The ForClim version including seasonal variability in growth responses to drought showed improved predictions of stand basal area and stem number, indicating the need to consider intra-annual differences in climate-growth relationships in DVMs when simulating forest dynamics. Forward modeling of ring-width growth may be a powerful tool to calibrate growth functions in DVMs that aim to simulate forest properties in across multiple environments at large spatial scales.

Implications de l’hétérogénéité comportementale et biologique pour la vaccination contre les virus du papillome humain au niveau de la population : modélisation mathématique, revue systématique et méta-analyse

Objectifs : Dans plusieurs pays la couverture vaccinale contre les virus du papillome humain (VPH) est associée aux déterminants sociaux des comportements sexuels et la participation au dépistage du cancer du col utérin. Ces vaccins protègent uniquement contre certains types de VPH, donc leur impact futur sur les VPH nonvaccinaux demeure incertain. L’hétérogénéité comportementale entre individus et biologique entre types de VPH affectera l’efficacité populationnelle de la vaccination contre les VPH. Les objectifs spécifiques de cette thèse étaient 1) de modéliser comment une couverture vaccinale inégale entre filles préadolescentes qui différeront selon leur activité sexuelle et leur participation au dépistage du cancer du col affectera l’efficacité populationnelle de la vaccination, 2) faire une synthèse et comparer les estimés d’efficacité croisée des vaccins contre les VPH dans des populations ADN-négatives aux VPH et 3) d’identifier, avec la modélisation, les devis d’étude épidémiologique qui réduisent les biais dans l’estimation des interactions biologiques entre types de VPH. Méthode : Nous avons utilisé des modèles de transmission dynamique et une revue systématique de la littérature pour répondre aux objectifs. 1) Nous avons modélisé une couverture vaccinale inégale entre filles qui différeront selon leur activité sexuelle et leur participation au dépistage, et examiné les changements postvaccination dans l’inégalité dans la prévalence des VPH et l’incidence des carcinomes malpighien (SCC) du col de l’utérus entre femmes ayant différents comportements. 2) Nous avons effectué une revue systématique et méta-analyse des efficacités croisées des vaccins contre les VPH estimées dans des populations ADNnégatives aux VPH. 3) Nous avons développé des modèles de transmission dynamique et d’interaction de deux types de VPH pour simuler les études épidémiologiques d’interactions entre les VPH. Résultats : Pour l’objectif 1), notre modèle de transmission prédit que l’efficacité populationnelle du vaccin dépendra de la distribution du vaccin dans la population. Après la vaccination, les inégalités absolues dans l’incidence de l’infection et des SCC entre groupes de femmes qui diffèrent selon leur activité sexuelle et leur participation au dépistage devraient diminuer. Inversement, les inégalités relatives pourraient augmenter si les femmes plus sexuellement actives et celles qui ne se font jamais dépister ont une couverture vaccinale moins élevée que les autres. Le taux d’incidence des SCC demeurera élevé chez les femmes qui ne sont jamais dépistées après la vaccination. L’efficacité croisée vaccinale et les interactions biologiques entre VPH ne sont pas encore assez bien caractérisées pour pouvoir prédire l’impact du vaccin sur les types de VPH nonvaccinaux. Pour l’objectif 2), notre méta-analyse des essais cliniques des vaccins suggère que le vaccin bivalent a une efficacité croisée significativement plus élevée que le quadrivalent contre les infections persistantes et lésions précancéreuses avec les VPH-31, 33 et 45. Les essais cliniques plus longs estiment une efficacité croisée plus faible. La modélisation des études épidémiologiques d’interactions pour l’objectif 3) montre que l’estimation des interactions biologiques entre types de VPH dans les études épidémiologiques est systématiquement biaisée par la corrélation entre le temps à risque d’infection avec un type de VPH et le temps à risque d’infection avec d’autres types de VPH. L’ajustement pour des marqueurs d’activité sexuelle ne réussit pas à contrôler ce biais. Une mesure valide des interactions biologiques entre types de VPH peut être obtenue uniquement avec des études épidémiologiques prospectives qui restreignent les analyses à des individus susceptibles ayant des partenaires sexuels infectés. Conclusion : L’hétérogénéité comportementale entre individus et l’hétérogénéité biologique entre VPH affecteront l’efficacité populationnelle du vaccin contre les VPH. Dans les contextes où les déterminants sociaux des comportements sexuels et la participation au dépistage sont aussi associés à la couverture vaccinale chez les préadolescentes, l’inégalité relative dans l’incidence des SCC risque d’augmenter. Ces comportements demeureront des facteurs de risque importants du cancer du col à l’avenir. L’effet à long terme du vaccin sur les types de VPH non-vaccinaux demeure incertain. Quoique nos résultats suggèrent que les vaccins offrent une efficacité croisée contre certains types de VPH, celle-ci pourrait diminuer après quelques années. Des interactions compétitives entre VPH pourraient exister malgré les associations observées entre les incidences des infections VPH, donc une augmentation post-vaccination de la prévalence des VPH non-vaccinaux demeure possible. Des devis d’analyse plus complexes sont nécessaires pour mesurer de façon valide les interactions biologiques entre les VPH dans les études épidémiologiques.

Big bang bifurcations in von Bertalanffy’s dynamics with strong and weak Allee effects

The main purpose of this work was to study population dynamic discrete models in which the growth of the population is described by generalized von Bertalanffy's functions, with an adjustment or correction factor of polynomial type. The consideration of this correction factor is made with the aim to introduce the Allee effect. To the class of generalized von Bertalanffy's functions is identified and characterized subclasses of strong and weak Allee's functions and functions with no Allee effect. This classification is founded on the concepts of strong and weak Allee's effects to population growth rates associated. A complete description of the dynamic behavior is given, where we provide necessary conditions for the occurrence of unconditional and essential extinction types. The bifurcation structures of the parameter plane are analyzed regarding the evolution of the Allee limit with the aim to understand how the transition from strong Allee effect to no Allee effect, passing through the weak Allee effect, is realized. To generalized von Bertalanffy's functions with strong and weak Allee effects is identified an Allee's effect region, to which is associated the concepts of chaotic semistability curve and Allee's bifurcation point. We verified that under some sufficient conditions, generalized von Bertalanffy's functions have a particular bifurcation structure: the big bang bifurcations of the so-called box-within-a-box type. To this family of maps, the Allee bifurcation points and the big bang bifurcation points are characterized by the symmetric of Allee's limit and by a null intrinsic growth rate. The present paper is also a significant contribution in the framework of the big bang bifurcation analysis for continuous 1D maps and unveil their relationship with the explosion birth and the extinction phenomena.

A Monthly Volatility Index for the US Economy

We estimate the monthly volatility of the US economy from 1968 to 2006 by extending the coincidentindex model of Stock and Watson (1991). Our volatility index, which we call VOLINX, hasfour applications. First, it sheds light on the Great Moderation. VOLINX captures the decrease in thevolatility in the mid-80s as well as the different episodes of stress over the sample period. In the 70sand early 80s the stagflation and the two oil crises marked the pace of the volatility whereas 09/11 is themost relevant shock after the moderation. Second, it helps to understand the economic indicators thatcause volatility. While the main determinant of the coincident index is industrial production, VOLINXis mainly affected by employment and income. Third, it adapts the confidence bands of the forecasts.In and out-of-sample evaluations show that the confidence bands may differ up to 50% with respect to amodel with constant variance. Last, the methodology we use permits us to estimate monthly GDP, whichhas conditional volatility that is partly explained by VOLINX. These applications can be used by policymakers for monitoring and surveillance of the stress of the economy.

Photovoltaic power forecast modeling with artificial neural networks

Dissertação de Mestrado, Engenharia Eletrónica e Telecomunicações, Faculdade de Ciências e Tecnologia, Universidade do Algarve, 2016