Long-term price range forecast applied to risk management using regression models

Long-term contractual decisions are the basis of an efficient risk management. However those types of decisions have to be supported with a robust price forecast methodology. This paper reports a different approach for long-term price forecast which tries to give answers to that need. Making use of regression models, the proposed methodology has as main objective to find the maximum and a minimum Market Clearing Price (MCP) for a specific programming period, and with a desired confidence level α. Due to the problem complexity, the meta-heuristic Particle Swarm Optimization (PSO) was used to find the best regression parameters and the results compared with the obtained by using a Genetic Algorithm (GA). To validate these models, results from realistic data are presented and discussed in detail.

3D-2D image registration by nonlinear regression

We propose a 3D-2D image registration method that relates image features of 2D projection images to the transformation parameters of the 3D image by nonlinear regression. The method is compared with a conventional registration method based on iterative optimization. For evaluation, simulated X-ray images (DRRs) were generated from coronary artery tree models derived from 3D CTA scans. Registration of nine vessel trees was performed, and the alignment quality was measured by the mean target registration error (mTRE). The regression approach was shown to be slightly less accurate, but much more robust than the method based on an iterative optimization approach.

Stability of the tree-level vacuum in two Higgs doublet models against charge or CP spontaneous violation

We show that in two Higgs doublet models at tree-level the potential minimum preserving electric charge and CP symmetries, when it exists, is the global one. Furthermore, we derived a very simple condition, involving only the coefficients of the quartic terms of the potential, that guarantees spontaneous CP breaking. (C) 2004 Elsevier B.V. All rights reserved.

Quantification of endocrine disruptors and pesticides in water by gas chromatography–tandem mass spectrometry. Method validation using weighted linear regression schemes

Amulti-residue methodology based on a solid phase extraction followed by gas chromatography–tandem mass spectrometry was developed for trace analysis of 32 compounds in water matrices, including estrogens and several pesticides from different chemical families, some of them with endocrine disrupting properties. Matrix standard calibration solutions were prepared by adding known amounts of the analytes to a residue-free sample to compensate matrix-induced chromatographic response enhancement observed for certain pesticides. Validation was done mainly according to the International Conference on Harmonisation recommendations, as well as some European and American validation guidelines with specifications for pesticides analysis and/or GC–MS methodology. As the assumption of homoscedasticity was not met for analytical data, weighted least squares linear regression procedure was applied as a simple and effective way to counteract the greater influence of the greater concentrations on the fitted regression line, improving accuracy at the lower end of the calibration curve. The method was considered validated for 31 compounds after consistent evaluation of the key analytical parameters: specificity, linearity, limit of detection and quantification, range, precision, accuracy, extraction efficiency, stability and robustness.

Sub-notificação de reacções adversas medicamentosas : um problema com solução? : contribuição para o conhecimento da sub-notificação de RAMs em Portugal e implementação de medidas minimizadoras do impacte

RESUMO - Introdução: As Reacções Adversas Medicamentosas (RAMs) constituem um grave problema de Saúde Pública em termos da mortalidade e morbilidade provocadas, tendo também um impacto económico considerável nos Sistemas de Saúde. Os Sistemas de Notificacão Espontânea de RAMs são considerados como o método de vigilância de medicamentos mais eficaz, sendo a sub-notificação de RAMs uma das suas maiores limitações. Em termos globais, foi estimado que apenas 6% de todas as reacções adversas são notificadas. Portugal apresenta uma taxa de notificação de RAMs relativamente baixa quando comparada com os países mais notificadores da Europa. São objectivos deste estudo: 1) caracterizar as atitudes e os comportamentos dos médicos, dos farmacêuticos e dos enfermeiros em Portugal Continental relativamente à notificação de RAMs; e 2) caracterizar a efectividade de intervenções educacionais destinadas a reduzir a sub-notificação de RAMs. Métodos: Numa primeira fase será efectuado um estudo de caso-controlo em médicos, farmacêuticos e enfermeiros de Portugal Continental, a exercer actividade no Servico Nacional de Saúde (SNS), de modo a caracterizar as suas atitudes e comportamentos relativamente à notificação de RAMs. Como casos serão considerados os Profissionais de Saúde que notificaram pelo menos uma RAM num determinado período e os controlos os Profissionais de Saúde que não notificaram qualquer RAM nesse mesmo período, sendo estes útimos seleccionados aleatoriamente. O estudo será conduzido através de um questionário de auto-resposta, em que as questões relativas às atitudes e comportamentos são baseadas nos “sete pecados mortais” de Inman. Será utilizada uma Escala Visual Analógica para registar as respostas, podendo estas ir de zero (totalmente em desacordo) até 10 (totalmente de acordo). Será utilizada uma análise de regressão logística para determinar o odds ratio ajustado (ORadj) da notificação de RAMs para uma mudança de exposição correspondente ao range interquartil para cada atitude. Numa segunda fase, será efectuado ensaio aleatorizado controlado de cluster, para caracterizar a efectividade das intervenções educacionais realizadas sobre as causas identificadas na primeira parte do trabalho, com o intuito de reduzir a sub-notificação de RAMs. Com base em informacão de 2007 foram identificados 43 clusters dispersos pelas várias Regiões de Saúde. As intervenções educacionais são compostas por uma apresentação com uma hora de duração complementada por um folheto recordatório. Serão ainda realizados dois sub-estudos, em que o V1.0, Final 28Set09 viii Sub-notificação de RAMs em Portugal – Um problema com solução ? primeiro tentará caracterizar o efeito de contaminação entre Profissionais de Saúde e o segundo pretende caracterizar a duração do efeito das intervenções educacionais. Resultados a atingir: Pretende-se, com a implementação deste projecto, aumentar o número de notificações de RAMs pelos médicos, farmacêuticos e enfermeiros em cerca de 110%, de modo a atingir-se uma taxa de notificação de aproximadamente 300 notificações por milhão de habitantes por ano (i.e., multiplicar por 2,1 o número notificações existentes). -------------------ABSTRACT - Introduction: The Adverse Drug Reactions (ADRs) are a serious Public Health problem in terms of mortality and morbidity caused, being also an economic burden for the health systems. The Spontaneous Adverse Event Reporting Systems are considered as the most effective drug surveillance methods, in which the ADR under-reporting represents one of its biggest limitations. It was estimated that only 6% of all adverse reactions are notified globally. When comparing with high ADR reporting rate countries Portugal shows a low ADR reporting rate. This study aims to: 1) characterize the physicians, pharmacists and nurses attitudes and behaviours related to ADR under-reporting; 2) characterize the educational interventions effectiveness to decrease the ADRs under-reporting. Methods: During a first phase a case-control study will be conducted in physicians, pharmacists and nurses in Continental Portugal working in the National Health System (NHS) in order to characterize their attitudes and behaviours related to ADR reporting. The Healthcare Professionals that have reported at least one ADR during a determined period will be considered as the cases and those that have not reported any ADR during the same period will be considered as the controls. The controls will be randomly selected. The study will be conducted through a self-administered questionnaire in which the questions related to the attitudes and behaviours are based in the Inmans’s “seven mortal sins”. A Visual Analogue Scale will be used to record the responses. The responses can range from 0 (totally disagree) to 10 (totally agree). Logistic regression will be used to determine the ADR reporting adjusted odds ratio (ORadj) for a change in the exposure corresponding to the interquartile range for each attitude. In the second phase of the study a cluster-randomized controlled trial will be conducted to characterize the educational interventions effectiveness focused on the first phase identified causes with the aim to decrease the ADRs under-reporting. Based in 2007’s information 43 clusters have been identified throughout the several Health Regions. The educational interventions are composed of one hour presentation complemented by an informational leaflet. Two sub-studies will be also conducted in which the first one will try to characterize the contamination effect between the Healthcare Professionals and the second to characterize the educational interventions effect duration. V1.0, Final 28Set09 x Sub-notificação de RAMs em Portugal – Um problema com solução ? Outcome: With the project implementation an increase of the ADR notifications performed by the physicians, pharmacists and nurses by 110% is aimed in order to obtain approximately 300 notifications per million habitants per year (i.e., multiply by 2,1 the existent notifications).

Multiple Linear Regression and Artificial Neural Networks to Predict Time and Efficiency of Soil Vapor Extraction

The prediction of the time and the efficiency of the remediation of contaminated soils using soil vapor extraction remain a difficult challenge to the scientific community and consultants. This work reports the development of multiple linear regression and artificial neural network models to predict the remediation time and efficiency of soil vapor extractions performed in soils contaminated separately with benzene, toluene, ethylbenzene, xylene, trichloroethylene, and perchloroethylene. The results demonstrated that the artificial neural network approach presents better performances when compared with multiple linear regression models. The artificial neural network model allowed an accurate prediction of remediation time and efficiency based on only soil and pollutants characteristics, and consequently allowing a simple and quick previous evaluation of the process viability.

Predicting Xerostomia induced by IMRT treatments: A logistic regression approach

Radiotherapy is one of the main treatments used against cancer. Radiotherapy uses radiation to destroy cancerous cells trying, at the same time, to minimize the damages in healthy tissues. The planning of a radiotherapy treatment is patient dependent, resulting in a lengthy trial and error procedure until a treatment complying as most as possible with the medical prescription is found. Intensity Modulated Radiation Therapy (IMRT) is one technique of radiation treatment that allows the achievement of a high degree of conformity between the area to be treated and the dose absorbed by healthy tissues. Nevertheless, it is still not possible to eliminate completely the potential treatments’ side-effects. In this retrospective study we use the clinical data from patients with head-and-neck cancer treated at the Portuguese Institute of Oncology of Coimbra and explore the possibility of classifying new and untreated patients according to the probability of xerostomia 12 months after the beginning of IMRT treatments by using a logistic regression approach. The results obtained show that the classifier presents a high discriminative ability in predicting the binary response “at risk for xerostomia at 12 months”

Investigation on the possibility of spontaneous cure of mice infected with different strains of Trypanosoma cruzi

Seventy Swiss mice chronically infected with different strains of Trypanosoma cruzi, with persistently negative parasitemia on routine blood examination were parasitologically investigated to find out whether spontaneous cure occurred. Duration of infection varied from 90 to 250 days in the initial phase of this investigation. Parasitological tests consisted of daily direct blood examination performed during at least 25 days, followed by xenodiagnosis and subinoculation of blood into newborn mice. Mice that persisted negative were treated with Cyclophosphamide with one dose of 250 mg/kg of body weight and then investigated by direct blood examination, xenodiagnosis and subinoculation. A second dose of 250 mg/kg b. w. was given to the persistently negative mice. With one single exception, all mice showed positive parasitological tests in the different stages of the present investigation and we conclude that spontaneous cure did not occur in this group, which is representative of the chronic infection with different strains of T cruzi.

Double coverage and demand for health care: Evidence from quantile regression

An individual experiences double coverage when he bene ts from more than one health insurance plan at the same time. This paper examines the impact of such supplementary insurance on the demand for health care services. Its novelty is that within the context of count data modelling and without imposing restrictive parametric assumptions, the analysis is carried out for di¤erent points of the conditional distribution, not only for its mean location. Results indicate that moral hazard is present across the whole outcome distribution for both public and private second layers of health insurance coverage but with greater magnitude in the latter group. By looking at di¤erent points we unveil that stronger double coverage e¤ects are smaller for high levels of usage. We use data for Portugal, taking advantage of particular features of the public and private protection schemes on top of the statutory National Health Service. By exploring the last Portuguese Health Survey, we were able to evaluate their impacts on the consumption of doctor visi

A Posterior Interosseous Nerve Syndrome Associated With Spontaneous Rupture of the Extensor Pollicis Longus Tendon

Posterior interosseous nerve entrapment syndrome and spontaneous rupture of the extensor pollicis longus tendon are rare conditions. The authors describe the bizarre combination of a spontaneous rupture of the extensor pollicis longus tendon in a 82-year-old lady with a posterior interosseous nerve syndrome. As far as the authors know, this is the first description of such an association in the literature. Surgical exploration revealed compression of the posterior interosseous nerve at the proximal portion of the supinator muscle and at Henry's leash. The nerve was freed, and the tendon of the extensor index proprius was transferred to the extensor pollicis longus. Six months after the procedure, the patient had resumed her daily activities, showing a good functional result.

Dispersão da Refractariedade Auricular como Substrato Electrofisiológico da Vulnerabilidade Auricular em Doentes com Fibrilhação Auricular Paroxística

Atrial electrical remodeling plays a part in recurrence of atrial fibrillation (AF). It has been related to an increase in heterogeneity of atrial refractoriness that facilitates the occurrence of multiple reentry wavelets and vulnerability to AF. AIM: To examine the relationship between dispersion of atrial refractoriness (Disp_A) and vulnerability to AF induction (A_Vuln) in patients with clinical paroxysmal AF (PAF). METHODS: Thirty-six patients (22 male; age 55+/-13 years) with > or =1 year of history of PAF (no underlying structural heart disease--n=20, systemic hypertension--n=14, mitral valve prolapse--n=1, surgically corrected pulmonary stenosis--n=1), underwent electrophysiological study (EPS) while off medication. The atrial effective refractory period (AERP) was assessed at five different sites--high (HRA) and low (LRA) lateral right atrium, high interatrial septum (IAS), proximal (pCS) and distal (dCS) coronary sinus--during a cycle length of 600 ms. AERP was taken as the longest S1-S2 interval that failed to initiate a propagation response. Disp_A was calculated as the difference between the longest and shortest AERP. A_Vuln was defined as the ability to induce AF with 1-2 extrastimuli or with incremental atrial pacing (600-300 ms) from the HRA or dCS. The EPS included analysis of focal electrical activity based on the presence of supraventricular ectopic beats (spontaneous or with provocative maneuvers). The patients were divided into group A--AF inducible (n=25) and group B--AF not inducible (n=11). Disp_A was analyzed to determine any association with A_Vuln. Disp_A and A_Vuln were also examined in those patients with documented repetitive focal activity. Logistic regression was used to determine any association of the following variables with A_Vuln: age, systemic hypertension, left ventricular hypertrophy, left atrial size, left ventricular function, duration of PAF, documented atrial flutter/tachycardia and Disp_A. RESULTS: There were no significant differences between the groups with regard to clinical characteristics and echocardiographic data. AF was inducible in 71% of the patients and noninducible in 29%. Group A had greater Disp_A compared to group B (105+/-78 ms vs. 49+/-20 ms; p=0.01). Disp_A was >40 ms in 50% of the patients without A_Vuln and in 91% of those with A_Vuln (p=0.05). Focal activity was demonstrated in 14 cases (39%), 57% of them with A_Vuln. Disp_A was 56+/-23 ms in this group and 92+/-78 ms in the others (p=0.07). Using logistic regression, the only predictor of A_Vuln was Disp_A (p=0.05). CONCLUSION: In patients with paroxysmal AF, Disp_A is a major determinant of A_Vuln. Nevertheless, the degree of nonuniformity of AERP appears to be less important as an electrophysiological substrate for AF due to focal activation.

Using neural networks and support vector regression to relate marchetti dilatometer test parameters and maximum shear modulus

In the last two decades, small strain shear modulus became one of the most important geotechnical parameters to characterize soil stiffness. Finite element analysis have shown that in-situ stiffness of soils and rocks is much higher than what was previously thought and that stress-strain behaviour of these materials is non-linear in most cases with small strain levels, especially in the ground around retaining walls, foundations and tunnels, typically in the order of 10−2 to 10−4 of strain. Although the best approach to estimate shear modulus seems to be based in measuring seismic wave velocities, deriving the parameter through correlations with in-situ tests is usually considered very useful for design practice.The use of Neural Networks for modeling systems has been widespread, in particular within areas where the great amount of available data and the complexity of the systems keeps the problem very unfriendly to treat following traditional data analysis methodologies. In this work, the use of Neural Networks and Support Vector Regression is proposed to estimate small strain shear modulus for sedimentary soils from the basic or intermediate parameters derived from Marchetti Dilatometer Test. The results are discussed and compared with some of the most common available methodologies for this evaluation.

Using neural networks and support vector regression to relate marchetti dilatometer test parameters and maximum shear modulus

In the last two decades, small strain shear modulus became one of the most important geotechnical parameters to characterize soil stiffness. Finite element analysis have shown that in-situ stiffness of soils and rocks is much higher than what was previously thought and that stress-strain behaviour of these materials is non-linear in most cases with small strain levels, especially in the ground around retaining walls, foundations and tunnels, typically in the order of 10−2 to 10−4 of strain. Although the best approach to estimate shear modulus seems to be based in measuring seismic wave velocities, deriving the parameter through correlations with in-situ tests is usually considered very useful for design practice.The use of Neural Networks for modeling systems has been widespread, in particular within areas where the great amount of available data and the complexity of the systems keeps the problem very unfriendly to treat following traditional data analysis methodologies. In this work, the use of Neural Networks and Support Vector Regression is proposed to estimate small strain shear modulus for sedimentary soils from the basic or intermediate parameters derived from Marchetti Dilatometer Test. The results are discussed and compared with some of the most common available methodologies for this evaluation.

Early Infantil Krabbe Disease with Unusual Survival

Introduction: Globoid cell leukodystrophy (Krabbe disease) is caused by a deficiency of the lysosomal galactocerebrosidase that results in progressive demyelination. The sole treatment is hematopoietic cell transplantation, which is only effective if performed before the onset of signs. In the absence of treatment, most children with early infantile Krabbe disease die within 2 years. Case Report: Female patient, first child of non-consanguineous parents, apparently normal till the fifth month of age when she presented with irritability, stiffness with clenched fists, developmental delay and feeding difficulties that progressed rapidly to failure to thrive, apathy, psychomotor regression, few spontaneous movements and spastic tetraparesis. Cerebral MRI showed extensive cerebral white matter abnormalities, relatively sparing the U-fibers, with a pattern of radiating stripes. Galactocerebrosidase activity in leukocytes and fibroblasts and molecular studies confirmed the diagnosis of Krabbe disease. After the rapid and regressive initial phase, she showed no further clinical progression of the disorder and although she did not grow she even showed regression of irritability and had a stable evolution and good visual contact until death over the age of 5 years. Comments: Our case shows that patients may have a stabilized form of disease and that a longer survival than described in the literature without transplant is possible in some patients.