984 resultados para Dynamic Conditional Correlation
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The use of conventional orifice-plate meter is typically restricted to measurements of steady flows. This study proposes a new and effective computational-experimental approach for measuring the time-varying (but steady-in-the-mean) nature of turbulent pulsatile gas flows. Low Mach number (effectively constant density) steady-in-the-mean gas flows with large amplitude fluctuations (whose highest significant frequency is characterized by the value fF) are termed pulsatile if the fluctuations have a direct correlation with the time-varying signature of the imposed dynamic pressure difference and, furthermore, they have fluctuation amplitudes that are significantly larger than those associated with turbulence or random acoustic wave signatures. The experimental aspect of the proposed calibration approach is based on use of Coriolis-meters (whose oscillating arm frequency fcoriolis >> fF) which are capable of effectively measuring the mean flow rate of the pulsatile flows. Together with the experimental measurements of the mean mass flow rate of these pulsatile flows, the computational approach presented here is shown to be effective in converting the dynamic pressure difference signal into the desired dynamic flow rate signal. The proposed approach is reliable because the time-varying flow rate predictions obtained for two different orifice-plate meters exhibit the approximately same qualitative, dominant features of the pulsatile flow.
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PURPOSE: To compare the performance of dynamic contour tonometry (DCT) and Goldmann applanation tonometry (GAT) in measuring intraocular pressure in eyes with irregular corneas. METHODS: GAT and DCT measures were taken in 30 keratoconus and 29 postkeratoplasty eyes of 35 patients after pachymetry and corneal topography. Regression and correlation analyses were performed between both tonometry methods and between tonometry methods and corneal parameters. Bland-Altman plots were constructed. RESULTS: DCT values were significantly higher than GAT values in both study groups: +4.1 +/- 2.3 mm Hg (mean +/- SD) in keratoconus and +3.1 +/- 2.5 mm Hg after keratoplasty. In contrast to DCT, GAT values were significantly higher in postkeratoplasty eyes than in keratoconus. The correlation between the 2 tonometry methods was moderate in keratoconus (Kendall correlation coefficient, tau = 0.34) as well in postkeratoplasty eyes (tau = 0.66). The +/-1.96 SD span of the DCT-GAT differences showed a considerable range: -0.42 to +8.70 mm Hg in keratoconus and -1.87 to +7.98 mm Hg in postkeratoplasty eyes. In the keratoconus group, neither DCT nor GAT correlated significantly with any of the corneal parameters. In the postkeratoplasty group, both DCT and GAT measures showed a moderate positive correlation with corneal steepness, but only DCT had a significant negative correlation with the central corneal thickness (tau = -0.33). CONCLUSIONS: DCT measured significantly higher intraocular pressures than GAT in keratoconus and postkeratoplasty eyes. DCT and GAT measures varied considerably, and DCT was not less dependent on biomechanical properties of irregular corneas than GAT.
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In general, vascular contributions to the in vivo magnetic resonance (MR) brain spectrum are too small to be relevant. In cerebral uptake studies, however, vascular contributions may constitute a major confounder. MR visibility of vascular Phe was investigated by recording localized spectra from fully oxygenated and well-mixed whole blood. Blood Phe levels determined by MR spectroscopy (MRS) and ion-exchange chromatography showed excellent correlation. In addition, effects of blood flow were shown to have a small effect on signal amplitude with the MRS methodology used. Hence, blood Phe is almost completely MR visible at 1.5 T, even though it is severely broadened at higher fields. Without appropriate correction, cerebral Phe influx in studies of brain Phe uptake in phenylketonuria patients or healthy subjects would appear to be faster and lead to higher levels. Similar effects are envisaged for studies of ethanol or glucose uptake across the blood-brain barrier.
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Progressive interstitial fibrosis and tubular atrophy (IF/TA) is a leading cause of chronic allograft dysfunction. Increased extracellular matrix remodeling regulated by matrix metalloproteases (MMPs) and their inhibitors (TIMPs) has been implicated in the development of IF/TA. The aim of this study was to investigate whether urinary/serum MMPs/TIMPs correlate with subclinical IF/TA detected in surveillance biopsies within the first 6months post-transplant. We measured eight different MMPs/TIMPs simultaneously in urine and serum samples from patients classified as normal histology (n=15), IF/TA 1 (n=15) and IF/TA 2-3 (n=10). There was no difference in urinary MMPs/TIMPs among the three groups, and only 1/8 serum MMPs/TIMPs (i.e. MMP-1) was significantly elevated in biopsies with IF/TA 2-3 (p=0.01). In addition, urinary/serum MMPs/TIMPs were not different between surveillance biopsies demonstrating an early development of IF/TA (i.e. delta IF/TA≥1 compared to a previous biopsy obtained three months before; n=11) and stable grade of IF/TA (i.e. delta IF/TA=0; n=20). Next, we investigated whether urinary/serum MMP/TIMP levels are elevated during acute subclinical tubulitis in surveillance biopsies obtained within the first 6months post-transplant (n=25). Compared to biopsies with normal histology, serum MMPs/TIMPs were not different; however, all urinary MMP/TIMP levels were numerically higher during subclinical tubulitis (MMP-1, MMP-7, TIMP-1 with p≤0.04). We conclude that urinary/serum MMPs/TIMPs do hardly correlate with existing or early developing IF/TA in surveillance biopsies obtained within the first 6months post-transplant. This could be explained by the dynamic process of extracellular matrix remodeling, which seems to be active during acute tubulo-interstitial injury/inflammation, but not in quiescent IF/TA.
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OBJECT The authors developed a new mapping technique to overcome the temporal and spatial limitations of classic subcortical mapping of the corticospinal tract (CST). The feasibility and safety of continuous (0.4-2 Hz) and dynamic (at the site of and synchronized with tissue resection) subcortical motor mapping was evaluated. METHODS The authors prospectively studied 69 patients who underwent tumor surgery adjacent to the CST (< 1 cm using diffusion tensor imaging and fiber tracking) with simultaneous subcortical monopolar motor mapping (short train, interstimulus interval 4 msec, pulse duration 500 μsec) and a new acoustic motor evoked potential alarm. Continuous (temporal coverage) and dynamic (spatial coverage) mapping was technically realized by integrating the mapping probe at the tip of a new suction device, with the concept that this device will be in contact with the tissue where the resection is performed. Motor function was assessed 1 day after surgery, at discharge, and at 3 months. RESULTS All procedures were technically successful. There was a 1:1 correlation of motor thresholds for stimulation sites simultaneously mapped with the new suction mapping device and the classic fingerstick probe (24 patients, 74 stimulation points; r(2) = 0.98, p < 0.001). The lowest individual motor thresholds were as follows: > 20 mA, 7 patients; 11-20 mA, 13 patients; 6-10 mA, 8 patients; 4-5 mA, 17 patients; and 1-3 mA, 24 patients. At 3 months, 2 patients (3%) had a persistent postoperative motor deficit, both of which were caused by a vascular injury. No patient had a permanent motor deficit caused by a mechanical injury of the CST. CONCLUSIONS Continuous dynamic mapping was found to be a feasible and ergonomic technique for localizing the exact site of the CST and distance to the motor fibers. The acoustic feedback and the ability to stimulate the tissue continuously and exactly at the site of tissue removal improves the accuracy of mapping, especially at low (< 5 mA) stimulation intensities. This new technique may increase the safety of motor eloquent tumor surgery.
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The current international integration of financial markets provides a channel for currency depreciation to affect stock prices. Moreover, the recent financial crisis in Asia with its accompanying exchange rate volatility affords a case study to examine that channel. This paper applies a bivariate GARCH-M model of the reduced form of stock market returns to investigate empirically the effects of daily currency depreciation on stock market returns for five newly emerging East Asian stock markets during the Asian financial crisis. The evidence shows that the conditional variances of stock market returns and depreciation rates exhibit time-varying characteristics for all countries. Domestic currency depreciation and its uncertainty adversely affects stock market returns across countries. The significant effects of foreign exchange market events on stock market returns suggest that international fund managers who invest in the newly emerging East Asian stock markets must evaluate the value and stability of the domestic currency as a part of their stock market investment decisions.
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This paper explores the dynamic linkages that portray different facets of the joint probability distribution of stock market returns in NAFTA (i.e., Canada, Mexico, and the US). Our examination of interactions of the NAFTA stock markets considers three issues. First, we examine the long-run relationship between the three markets, using cointegration techniques. Second, we evaluate the dynamic relationships between the three markets, using impulse-response analysis. Finally, we explore the volatility transmission process between the three markets, using a variety of multivariate GARCH models. Our results also exhibit significant volatility transmission between the second moments of the NAFTA stock markets, albeit not homogenous. The magnitude and trend of the conditional correlations indicate that in the last few years, the Mexican stock market exhibited a tendency toward increased integration with the US market. Finally, we do note that evidence exists that the Peso and Asian financial crises as well as the stock-market crash in the US affect the return and volatility time-series relationships.
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A Bayesian approach to estimating the intraclass correlation coefficient was used for this research project. The background of the intraclass correlation coefficient, a summary of its standard estimators, and a review of basic Bayesian terminology and methodology were presented. The conditional posterior density of the intraclass correlation coefficient was then derived and estimation procedures related to this derivation were shown in detail. Three examples of applications of the conditional posterior density to specific data sets were also included. Two sets of simulation experiments were performed to compare the mean and mode of the conditional posterior density of the intraclass correlation coefficient to more traditional estimators. Non-Bayesian methods of estimation used were: the methods of analysis of variance and maximum likelihood for balanced data; and the methods of MIVQUE (Minimum Variance Quadratic Unbiased Estimation) and maximum likelihood for unbalanced data. The overall conclusion of this research project was that Bayesian estimates of the intraclass correlation coefficient can be appropriate, useful and practical alternatives to traditional methods of estimation. ^
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Dynamic contrast agent-enhanced magnetic resonance imaging (DCE MRI) data, when analyzed with the appropriate pharmacokinetic models, have been shown to provide quantitative estimates of microvascular parameters important in characterizing the angiogenic activity of malignant tissue. These parameters consist of the whole blood volume per unit volume of tissue, v b, transport constant from the plasma to the extravascular, extracellular space (EES), k1 and the transport constant from the EES to the plasma, k2. Parameters vb and k1 are expected to correlate with microvascular density (MVD) and vascular permeability, respectively, which have been suggested to serve as surrogate markers for angiogenesis. In addition to being a marker for angiogenesis, vascular permeability is also useful in estimating tumor penetration potential of chemotherapeutic agents. ^ Histological measurements of the intratumoral microvascular environment are limited by their invasiveness and susceptibility to sampling errors. Also, MVD and vascular permeability, while useful for characterizing tumors at a single time point, have shown less utility in longitudinal studies, particularly when used to monitor the efficacy of antiangiogenic and traditional chemotherapeutic agents. These limitations led to a search for a non-invasive means of characterizing the microvascular environment of an entire tumor. ^ The overall goal of this project was to determine the utility of DCE MRI for monitoring the effect of antiangiogenic agents. Further applications of a validated DCE MRI technique include in vivo measurements of tumor microvascular characteristics to aid in determining prognosis at presentation and in estimating drug penetration. DCE MRI data were generated using single- and dual-tracer pharmacokinetic models with different molecular-weight contrast agents. The resulting pharmacokinetic parameters were compared to immunohistochemical measurements. The model and contrast agent combination yielding the best correlation between the pharmacokinetic parameters and histological measures was further evaluated in a longitudinal study to evaluate the efficacy of DCE MRI in monitoring the intratumoral microvascular environment following antiangiogenic treatment. ^
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This paper presents a conditional parallelization process for and-parallelism based on the notion of non-strict independence, a more relaxed notion than the traditional of strict independence. By using this notion, a parallelism annotator can extract more parallelism from programs. On the other hand, the intrinsic complexity of non-strict independence poses new challenges to this task. We report here on the implementation we have accomplished of an annotator for non-strict independence, capable of producing both static and dynamic execution graphs. This implementation, along with the also implemented independence checker and their integration in our system, have resulted what is, to the best of our knowledge, the first parallelizing compiler based on nonstrict independence which produces dynamic execution graphs. The paper also presents a preliminary assessment of the implemented tools, comparing them with the existing ones for strict independence, which shows encouraging results.
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For the past 20 years, dynamic analysis of shells has been one of the most fascinating fields for research. Using the new light materials the building engineer soon discovered that the subsequent reduction of gravity forces produced not only the desired shape freedom but the appearance of ecologic loads as the first factor of design; loads which present strong random properties and marked dynamic influence. On the other hand, the technological advance in the aeronautical and astronautical field placed the engineers in front of shell structures of nonconventional shape and able to sustain substantialy dynamic loads. The response to the increasingly challenger problems of the last two decades has been very bright; new forms, new materials and new methods of analysis have arosen in the design of off-shore platforms, nuclear vessels, space crafts, etc. Thanks to the intensity of the lived years we have at our disposition a coherent and homogeneous amount of knowledge which enable us to face problems of inconceivable complexity when IASS was founded. The open minded approach to classical problems and the impact of the computer are, probably, important factors in the Renaissance we have enjoyed these years, and a good proof of this are the papers presented to the previous IASS meetings as well as that we are going to consider in this one. Particularly striking is the great number of papers based on a mathematical modeling in front of the meagerness of those treating laboratory experiments on physical models. The universal entering of the computer into almost every phase of our lifes, and the cost of physical models, are –may be- reasons for this lack of experimental methods. Nevertheless they continue offering useful results as are those obtained with the shaking-table in which the computer plays an essential role in the application of loads as well as in the instantaneous treatment of control data. Plates 1 and 2 record the papers presented under dynamic heading, 40% of them are from Japan in good correlation with the relevance that Japanese research has traditionally showed in this area. Also interesting is to find old friends as profesors Tanaka, Nishimura and Kostem who presented valuable papers in previous IASS conferences. As we see there are papers representative of all tendencies, even purely analytical! Better than discuss them in detail, which can be done after the authors presentation, I think we can comment in the general pattern of the dynamical approach are summarized in plate 3.
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El sistema de energía eólica-diesel híbrido tiene un gran potencial en la prestación de suministro de energía a comunidades remotas. En comparación con los sistemas tradicionales de diesel, las plantas de energía híbridas ofrecen grandes ventajas tales como el suministro de capacidad de energía extra para "microgrids", reducción de los contaminantes y emisiones de gases de efecto invernadero, y la cobertura del riesgo de aumento inesperado del precio del combustible. El principal objetivo de la presente tesis es proporcionar nuevos conocimientos para la evaluación y optimización de los sistemas de energía híbrido eólico-diesel considerando las incertidumbres. Dado que la energía eólica es una variable estocástica, ésta no puede ser controlada ni predecirse con exactitud. La naturaleza incierta del viento como fuente de energía produce serios problemas tanto para la operación como para la evaluación del valor del sistema de energía eólica-diesel híbrido. Por un lado, la regulación de la potencia inyectada desde las turbinas de viento es una difícil tarea cuando opera el sistema híbrido. Por otro lado, el bene.cio económico de un sistema eólico-diesel híbrido se logra directamente a través de la energía entregada a la red de alimentación de la energía eólica. Consecuentemente, la incertidumbre de los recursos eólicos incrementa la dificultad de estimar los beneficios globales en la etapa de planificación. La principal preocupación del modelo tradicional determinista es no tener en cuenta la incertidumbre futura a la hora de tomar la decisión de operación. Con lo cual, no se prevé las acciones operativas flexibles en respuesta a los escenarios futuros. El análisis del rendimiento y simulación por ordenador en el Proyecto Eólico San Cristóbal demuestra que la incertidumbre sobre la energía eólica, las estrategias de control, almacenamiento de energía, y la curva de potencia de aerogeneradores tienen un impacto significativo sobre el rendimiento del sistema. En la presente tesis, se analiza la relación entre la teoría de valoración de opciones y el proceso de toma de decisiones. La opción real se desarrolla con un modelo y se presenta a través de ejemplos prácticos para evaluar el valor de los sistemas de energía eólica-diesel híbridos. Los resultados muestran que las opciones operacionales pueden aportar un valor adicional para el sistema de energía híbrida, cuando esta flexibilidad operativa se utiliza correctamente. Este marco se puede aplicar en la optimización de la operación a corto plazo teniendo en cuenta la naturaleza dependiente de la trayectoria de la política óptima de despacho, dadas las plausibles futuras realizaciones de la producción de energía eólica. En comparación con los métodos de valoración y optimización existentes, el resultado del caso de estudio numérico muestra que la política de operación resultante del modelo de optimización propuesto presenta una notable actuación en la reducción del con- sumo total de combustible del sistema eólico-diesel. Con el .n de tomar decisiones óptimas, los operadores de plantas de energía y los gestores de éstas no deben centrarse sólo en el resultado directo de cada acción operativa, tampoco deberían tomar decisiones deterministas. La forma correcta es gestionar dinámicamente el sistema de energía teniendo en cuenta el valor futuro condicionado en cada opción frente a la incertidumbre. ABSTRACT Hybrid wind-diesel power systems have a great potential in providing energy supply to remote communities. Compared with the traditional diesel systems, hybrid power plants are providing many advantages such as providing extra energy capacity to the micro-grid, reducing pollution and greenhouse-gas emissions, and hedging the risk of unexpected fuel price increases. This dissertation aims at providing novel insights for assessing and optimizing hybrid wind-diesel power systems considering the related uncertainties. Since wind power can neither be controlled nor accurately predicted, the energy harvested from a wind turbine may be considered a stochastic variable. This uncertain nature of wind energy source results in serious problems for both the operation and value assessment of the hybrid wind-diesel power system. On the one hand, regulating the uncertain power injected from wind turbines is a difficult task when operating the hybrid system. On the other hand, the economic profit of a hybrid wind-diesel system is achieved directly through the energy delivered to the power grid from the wind energy. Therefore, the uncertainty of wind resources has increased the difficulty in estimating the total benefits in the planning stage. The main concern of the traditional deterministic model is that it does not consider the future uncertainty when making the dispatch decision. Thus, it does not provide flexible operational actions in response to the uncertain future scenarios. Performance analysis and computer simulation on the San Cristobal Wind Project demonstrate that the wind power uncertainty, control strategies, energy storage, and the wind turbine power curve have a significant impact on the performance of the system. In this dissertation, the relationship between option pricing theory and decision making process is discussed. A real option model is developed and presented through practical examples for assessing the value of hybrid wind-diesel power systems. Results show that operational options can provide additional value to the hybrid power system when this operational flexibility is correctly utilized. This framework can be applied in optimizing short term dispatch decisions considering the path-dependent nature of the optimal dispatch policy, given the plausible future realizations of the wind power production. Comparing with the existing valuation and optimization methods, result from numerical example shows that the dispatch policy resulting from the proposed optimization model exhibits a remarkable performance in minimizing the total fuel consumption of the wind-diesel system. In order to make optimal decisions, power plant operators and managers should not just focus on the direct outcome of each operational action; neither should they make deterministic decisions. The correct way is to dynamically manage the power system by taking into consideration the conditional future value in each option in response to the uncertainty.
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The mechanism of contrast enhancement of tumors using magnetic resonance imaging was investigated in MCF7 human breast cancer implanted in nude mice. Dynamic contrast-enhanced images recorded at high spatial resolution were analyzed by an image analysis method based on a physiological model, which included the blood circulation, the tumor, the remaining tissues, and clearance via the kidneys. This analysis enabled us to map in rapidly enhancing regions within the tumor, the capillary permeability factor (capillary permeability times surface area per voxel volume) and the fraction of leakage space. Correlation of these maps with T2-weighted spin echo images, with histopathology, and with immunohistochemical staining of endothelial cells demonstrated the presence of dense permeable microcapillaries in the tumor periphery and in intratumoral regions that surrounded necrotic loci. The high leakage from the intratumoral permeable capillaries indicated an induction of a specific angiogenic process associated with stress conditions that cause necrosis. This induction was augmented in tumors responding to tamoxifen treatment. Determination of the distribution and extent of this stress-induced angiogenic activity by contrast-enhanced MRI might be of diagnostic and of prognostic value.
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The temperature and the composition of the vapor–liquid–liquid equilibrium (VLLE) and the vapor–liquid equilibrium (VLE) of a ternary mixture of water–n-butanol–cyclohexane were measured at atmospheric pressure (101.32 kPa) in a modified dynamic recirculating still. As found in the literature, the experimental data obtained reveal a ternary azeotrope at 341.86 K with a mole fraction composition of 0.281, 0.034, and 0.685 water, n-butanol, and cyclohexane, respectively. The liquid–liquid equilibrium (LLE) compositions were measured at a constant temperature of 313.15 K and compared with data in the literature collected at other temperatures. Thermodynamic consistency of all the experimental data was demonstrated. The universal quasichemical (UNIQUAC) and the nonrandom two-liquid (NRTL) thermodynamic models were used to correlate the VLE and LLE data, while the original universal functional (UNIFAC) model was used to compare the predicted data.
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The conductance across an atomically narrow metallic contact can be measured by using scanning tunneling microscopy. In certain situations, a jump in the conductance is observed right at the point of contact between the tip and the surface, which is known as “jump to contact” (JC). Such behavior provides a way to explore, at a fundamental level, how bonding between metallic atoms occurs dynamically. This phenomenon depends not only on the type of metal but also on the geometry of the two electrodes. For example, while some authors always find JC when approaching two atomically sharp tips of Cu, others find that a smooth transition occurs when approaching a Cu tip to an adatom on a flat surface of Cu. In an attempt to show that all these results are consistent, we make use of atomistic simulations; in particular, classical molecular dynamics together with density functional theory transport calculations to explore a number of possible scenarios. Simulations are performed for two different materials: Cu and Au in a [100] crystal orientation and at a temperature of 4.2 K. These simulations allow us to study the contribution of short- and long-range interactions to the process of bonding between metallic atoms, as well as to compare directly with experimental measurements of conductance, giving a plausible explanation for the different experimental observations. Moreover, we show a correlation between the cohesive energy of the metal, its Young's modulus, and the frequency of occurrence of a jump to contact.