957 resultados para Multivariate volatility models


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Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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Background Melasma is a common acquired chronic hypermelanosis of sun-exposed areas which significantly impacts quality of life. There are few epidemiological studies in medical literature concerning these patients. Objective Characterize clinical and epidemiological data on Brazilian female patients with melasma. Methods A semi-structured questionnaire was administered to melasma patients treated at a dermatology clinic between 2005 and 2010. Association between variables was performed by multivariate regression models. Results We assessed 302 patients; intermediate skin phototypes III (34.4%) and IV (38.4%) were prevalent. Mean disease onset age was 27.5 ± 7.8 years and familiar occurrence of melasma was identified in 56.3%. The most commonly reported trigger factors were pregnancy (36.4%), contraceptive pills (16.2%) and intense sun exposure (27.2%). Preferred facial topographies were zygomatic (83.8%), labial superior (51.3%) and frontal (49.7%). Pregnancy induced melasma has been associated to early disease (OR = 0.86) and number of pregnancies (OR = 1.39). Childbearing was correlated to melasma extension. Older disease onset age was associated to darker skin phototypes. Co-occurrence of facial topographies supported clinical classification as centrofacial and peripheral melasma. Conclusion This population was characterized by: a high prevalence in adult females, intermediate skin phototypes, disease precipitation by hormonal stimulus and familiar genetic influence. © 2012 The Authors. Journal of the European Academy of Dermatology and Venereology © 2012 European Academy of Dermatology and Venereology.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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The multivariate t models are symmetric and with heavier tail than the normal distribution, important feature in financial data. In this theses is presented the Bayesian estimation of a dynamic factor model, where the factors follow a multivariate autoregressive model, using multivariate t distribution. Since the multivariate t distribution is complex, it was represented in this work as a mix between a multivariate normal distribution and a square root of a chi-square distribution. This method allowed to define the posteriors. The inference on the parameters was made taking a sample of the posterior distribution, through the Gibbs Sampler. The convergence was verified through graphical analysis and the convergence tests Geweke (1992) and Raftery & Lewis (1992a). The method was applied in simulated data and in the indexes of the major stock exchanges in the world.

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

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Pós-graduação em Agronomia (Energia na Agricultura) - FCA

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OBJETIVO: Avaliar a densidade energética da dieta de adultos do município de São Paulo e fatores associados. SUJEITOS E MÉTODOS: Participantes do estudo ISA-Capital, com amostragem probabilística (n = 710 adultos). O consumo alimentar foi avaliado pelo R24h. As correlações foram investigadas pelo coeficiente de correlação de Pearson. As associações com dados demográficos, socioeconômicos e de estilo de vida foram investigadas por modelos de regressão multivariados. RESULTADOS: A densidade energética média foi 1,98 kcal/g (IC95% [1,94; 2,01]) e correlacionou-se positivamente com a ingestão de energia, gordura, carboidrato, colesterol, gordura saturada, sacarose, gordura trans e açúcar adicionado e negativamente com fibras. Apenas idade e hábito de fumar apresentaram associação com a densidade energética. CONCLUSÕES: Os valores elevados da densidade energética da dieta e a relação demonstrada com outros constituintes nutricionais denotam má qualidade da dieta nessa população, o que pode estar contribuindo para crescentes taxas de excesso de peso. Arq Bras Endocrinol Metab. 2012;56(9):638-45

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Nuclear Magnetic Resonance (NMR) is a branch of spectroscopy that is based on the fact that many atomic nuclei may be oriented by a strong magnetic field and will absorb radiofrequency radiation at characteristic frequencies. The parameters that can be measured on the resulting spectral lines (line positions, intensities, line widths, multiplicities and transients in time-dependent experi-ments) can be interpreted in terms of molecular structure, conformation, molecular motion and other rate processes. In this way, high resolution (HR) NMR allows performing qualitative and quantitative analysis of samples in solution, in order to determine the structure of molecules in solution and not only. In the past, high-field NMR spectroscopy has mainly concerned with the elucidation of chemical structure in solution, but today is emerging as a powerful exploratory tool for probing biochemical and physical processes. It represents a versatile tool for the analysis of foods. In literature many NMR studies have been reported on different type of food such as wine, olive oil, coffee, fruit juices, milk, meat, egg, starch granules, flour, etc using different NMR techniques. Traditionally, univariate analytical methods have been used to ex-plore spectroscopic data. This method is useful to measure or to se-lect a single descriptive variable from the whole spectrum and , at the end, only this variable is analyzed. This univariate methods ap-proach, applied to HR-NMR data, lead to different problems due especially to the complexity of an NMR spectrum. In fact, the lat-ter is composed of different signals belonging to different mole-cules, but it is also true that the same molecules can be represented by different signals, generally strongly correlated. The univariate methods, in this case, takes in account only one or a few variables, causing a loss of information. Thus, when dealing with complex samples like foodstuff, univariate analysis of spectra data results not enough powerful. Spectra need to be considered in their wholeness and, for analysing them, it must be taken in consideration the whole data matrix: chemometric methods are designed to treat such multivariate data. Multivariate data analysis is used for a number of distinct, differ-ent purposes and the aims can be divided into three main groups: • data description (explorative data structure modelling of any ge-neric n-dimensional data matrix, PCA for example); • regression and prediction (PLS); • classification and prediction of class belongings for new samples (LDA and PLS-DA and ECVA). The aim of this PhD thesis was to verify the possibility of identify-ing and classifying plants or foodstuffs, in different classes, based on the concerted variation in metabolite levels, detected by NMR spectra and using the multivariate data analysis as a tool to inter-pret NMR information. It is important to underline that the results obtained are useful to point out the metabolic consequences of a specific modification on foodstuffs, avoiding the use of a targeted analysis for the different metabolites. The data analysis is performed by applying chemomet-ric multivariate techniques to the NMR dataset of spectra acquired. The research work presented in this thesis is the result of a three years PhD study. This thesis reports the main results obtained from these two main activities: A1) Evaluation of a data pre-processing system in order to mini-mize unwanted sources of variations, due to different instrumental set up, manual spectra processing and to sample preparations arte-facts; A2) Application of multivariate chemiometric models in data analy-sis.

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Background Most adults infected with HIV achieve viral suppression within a year of starting combination antiretroviral therapy (cART). It is important to understand the risk of AIDS events or death for patients with a suppressed viral load. Methods and Findings Using data from the Collaboration of Observational HIV Epidemiological Research Europe (2010 merger), we assessed the risk of a new AIDS-defining event or death in successfully treated patients. We accumulated episodes of viral suppression for each patient while on cART, each episode beginning with the second of two consecutive plasma viral load measurements <50 copies/µl and ending with either a measurement >500 copies/µl, the first of two consecutive measurements between 50–500 copies/µl, cART interruption or administrative censoring. We used stratified multivariate Cox models to estimate the association between time updated CD4 cell count and a new AIDS event or death or death alone. 75,336 patients contributed 104,265 suppression episodes and were suppressed while on cART for a median 2.7 years. The mortality rate was 4.8 per 1,000 years of viral suppression. A higher CD4 cell count was always associated with a reduced risk of a new AIDS event or death; with a hazard ratio per 100 cells/µl (95% CI) of: 0.35 (0.30–0.40) for counts <200 cells/µl, 0.81 (0.71–0.92) for counts 200 to <350 cells/µl, 0.74 (0.66–0.83) for counts 350 to <500 cells/µl, and 0.96 (0.92–0.99) for counts ≥500 cells/µl. A higher CD4 cell count became even more beneficial over time for patients with CD4 cell counts <200 cells/µl. Conclusions Despite the low mortality rate, the risk of a new AIDS event or death follows a CD4 cell count gradient in patients with viral suppression. A higher CD4 cell count was associated with the greatest benefit for patients with a CD4 cell count <200 cells/µl but still some slight benefit for those with a CD4 cell count ≥500 cells/µl.

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Standard procedures for forecasting flood risk (Bulletin 17B) assume annual maximum flood (AMF) series are stationary, meaning the distribution of flood flows is not significantly affected by climatic trends/cycles, or anthropogenic activities within the watershed. Historical flood events are therefore considered representative of future flood occurrences, and the risk associated with a given flood magnitude is modeled as constant over time. However, in light of increasing evidence to the contrary, this assumption should be reconsidered, especially as the existence of nonstationarity in AMF series can have significant impacts on planning and management of water resources and relevant infrastructure. Research presented in this thesis quantifies the degree of nonstationarity evident in AMF series for unimpaired watersheds throughout the contiguous U.S., identifies meteorological, climatic, and anthropogenic causes of this nonstationarity, and proposes an extension of the Bulletin 17B methodology which yields forecasts of flood risk that reflect climatic influences on flood magnitude. To appropriately forecast flood risk, it is necessary to consider the driving causes of nonstationarity in AMF series. Herein, large-scale climate patterns—including El Niño-Southern Oscillation (ENSO), Pacific Decadal Oscillation (PDO), North Atlantic Oscillation (NAO), and Atlantic Multidecadal Oscillation (AMO)—are identified as influencing factors on flood magnitude at numerous stations across the U.S. Strong relationships between flood magnitude and associated precipitation series were also observed for the majority of sites analyzed in the Upper Midwest and Northeastern regions of the U.S. Although relationships between flood magnitude and associated temperature series are not apparent, results do indicate that temperature is highly correlated with the timing of flood peaks. Despite consideration of watersheds classified as unimpaired, analyses also suggest that identified change-points in AMF series are due to dam construction, and other types of regulation and diversion. Although not explored herein, trends in AMF series are also likely to be partially explained by changes in land use and land cover over time. Results obtained herein suggest that improved forecasts of flood risk may be obtained using a simple modification of the Bulletin 17B framework, wherein the mean and standard deviation of the log-transformed flows are modeled as functions of climate indices associated with oceanic-atmospheric patterns (e.g. AMO, ENSO, NAO, and PDO) with lead times between 3 and 9 months. Herein, one-year ahead forecasts of the mean and standard deviation, and subsequently flood risk, are obtained by applying site specific multivariate regression models, which reflect the phase and intensity of a given climate pattern, as well as possible impacts of coupling of the climate cycles. These forecasts of flood risk are compared with forecasts derived using the existing Bulletin 17B model; large differences in the one-year ahead forecasts are observed in some locations. The increased knowledge of the inherent structure of AMF series and an improved understanding of physical and/or climatic causes of nonstationarity gained from this research should serve as insight for the formulation of a physical-casual based statistical model, incorporating both climatic variations and human impacts, for flood risk over longer planning horizons (e.g., 10-, 50, 100-years) necessary for water resources design, planning, and management.

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OBJECTIVE: To describe the electronic medical databases used in antiretroviral therapy (ART) programmes in lower-income countries and assess the measures such programmes employ to maintain and improve data quality and reduce the loss of patients to follow-up. METHODS: In 15 countries of Africa, South America and Asia, a survey was conducted from December 2006 to February 2007 on the use of electronic medical record systems in ART programmes. Patients enrolled in the sites at the time of the survey but not seen during the previous 12 months were considered lost to follow-up. The quality of the data was assessed by computing the percentage of missing key variables (age, sex, clinical stage of HIV infection, CD4+ lymphocyte count and year of ART initiation). Associations between site characteristics (such as number of staff members dedicated to data management), measures to reduce loss to follow-up (such as the presence of staff dedicated to tracing patients) and data quality and loss to follow-up were analysed using multivariate logit models. FINDINGS: Twenty-one sites that together provided ART to 50 060 patients were included (median number of patients per site: 1000; interquartile range, IQR: 72-19 320). Eighteen sites (86%) used an electronic database for medical record-keeping; 15 (83%) such sites relied on software intended for personal or small business use. The median percentage of missing data for key variables per site was 10.9% (IQR: 2.0-18.9%) and declined with training in data management (odds ratio, OR: 0.58; 95% confidence interval, CI: 0.37-0.90) and weekly hours spent by a clerk on the database per 100 patients on ART (OR: 0.95; 95% CI: 0.90-0.99). About 10 weekly hours per 100 patients on ART were required to reduce missing data for key variables to below 10%. The median percentage of patients lost to follow-up 1 year after starting ART was 8.5% (IQR: 4.2-19.7%). Strategies to reduce loss to follow-up included outreach teams, community-based organizations and checking death registry data. Implementation of all three strategies substantially reduced losses to follow-up (OR: 0.17; 95% CI: 0.15-0.20). CONCLUSION: The quality of the data collected and the retention of patients in ART treatment programmes are unsatisfactory for many sites involved in the scale-up of ART in resource-limited settings, mainly because of insufficient staff trained to manage data and trace patients lost to follow-up.

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BACKGROUND/AIMS: While several risk factors for the histological progression of chronic hepatitis C have been identified, the contribution of HCV genotypes to liver fibrosis evolution remains controversial. The aim of this study was to assess independent predictors for fibrosis progression. METHODS: We identified 1189 patients from the Swiss Hepatitis C Cohort database with at least one biopsy prior to antiviral treatment and assessable date of infection. Stage-constant fibrosis progression rate was assessed using the ratio of fibrosis Metavir score to duration of infection. Stage-specific fibrosis progression rates were obtained using a Markov model. Risk factors were assessed by univariate and multivariate regression models. RESULTS: Independent risk factors for accelerated stage-constant fibrosis progression (>0.083 fibrosis units/year) included male sex (OR=1.60, [95% CI 1.21-2.12], P<0.001), age at infection (OR=1.08, [1.06-1.09], P<0.001), histological activity (OR=2.03, [1.54-2.68], P<0.001) and genotype 3 (OR=1.89, [1.37-2.61], P<0.001). Slower progression rates were observed in patients infected by blood transfusion (P=0.02) and invasive procedures or needle stick (P=0.03), compared to those infected by intravenous drug use. Maximum likelihood estimates (95% CI) of stage-specific progression rates (fibrosis units/year) for genotype 3 versus the other genotypes were: F0-->F1: 0.126 (0.106-0.145) versus 0.091 (0.083-0.100), F1-->F2: 0.099 (0.080-0.117) versus 0.065 (0.058-0.073), F2-->F3: 0.077 (0.058-0.096) versus 0.068 (0.057-0.080) and F3-->F4: 0.171 (0.106-0.236) versus 0.112 (0.083-0.142, overall P<0.001). CONCLUSIONS: This study shows a significant association of genotype 3 with accelerated fibrosis using both stage-constant and stage-specific estimates of fibrosis progression rates. This observation may have important consequences for the management of patients infected with this genotype.

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This event study investigates the impact of the Japanese nuclear disaster in Fukushima-Daiichi on the daily stock prices of French, German, Japanese, and U.S. nuclear utility and alternative energy firms. Hypotheses regarding the (cumulative) abnormal returns based on a three-factor model are analyzed through joint tests by multivariate regression models and bootstrapping. Our results show significant abnormal returns for Japanese nuclear utility firms during the one-week event window and the subsequent four-week post-event window. Furthermore, while French and German nuclear utility and alternative energy stocks exhibit significant abnormal returns during the event window, we cannot confirm abnormal returns for U.S. stocks.

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Purpose This study investigated satisfaction with treatment decision (SWTD), decision-making preferences (DMP), and main treatment goals, as well as evaluated factors that predict SWTD, in patients receiving palliative cancer treatment at a Swiss oncology network. Patients and methods Patients receiving a new line of palliative treatment completed a questionnaire 4–6 weeks after the treatment decision. Patient questionnaires were used to collect data on sociodemographics, SWTD (primary outcome measure), main treatment goal, DMP, health locus of control (HLoC), and several quality of life (QoL) domains. Predictors of SWTD (6 = worst; 30 = best) were evaluated by uni- and multivariate regression models. Results Of 480 participating patients in eight hospitals and two private practices, 445 completed all questions regarding the primary outcome measure. Forty-five percent of patients preferred shared, while 44 % preferred doctor-directed, decision-making. Median duration of consultation was 30 (range: 10–200) minutes. Overall, 73 % of patients reported high SWTD (≥24 points). In the univariate analyses, global and physical QoL, performance status, treatment goal, HLoC, prognosis, and duration of consultation were significant predictors of SWTD. In the multivariate analysis, the only significant predictor of SWTD was duration of consultation (p = 0.01). Most patients indicated hope for improvement (46 %), followed by hope for longer life (26 %) and better quality of life (23 %), as their main treatment goal. Conclusion Our results indicate that high SWTD can be achieved in most patients with a 30-min consultation. Determining the patient’s main treatment goal and DMP adds important information that should be considered before discussing a new line of palliative treatment.