Kalman Filter Algorithm for Rating and Prediction in Basketball

The Thesis presents a state-space model for a basketball league and a Kalman filter algorithm for the estimation of the state of the league. In the state-space model, each of the basketball teams is associated with a rating that represents its strength compared to the other teams. The ratings are assumed to evolve in time following a stochastic process with independent Gaussian increments. The estimation of the team ratings is based on the observed game scores that are assumed to depend linearly on the true strengths of the teams and independent Gaussian noise. The team ratings are estimated using a recursive Kalman filter algorithm that produces least squares optimal estimates for the team strengths and predictions for the scores of the future games. Additionally, if the Gaussianity assumption holds, the predictions given by the Kalman filter maximize the likelihood of the observed scores. The team ratings allow probabilistic inference about the ranking of the teams and their relative strengths as well as about the teams’ winning probabilities in future games. The predictions about the winners of the games are correct 65-70% of the time. The team ratings explain 16% of the random variation observed in the game scores. Furthermore, the winning probabilities given by the model are concurrent with the observed scores. The state-space model includes four independent parameters that involve the variances of noise terms and the home court advantage observed in the scores. The Thesis presents the estimation of these parameters using the maximum likelihood method as well as using other techniques. The Thesis also gives various example analyses related to the American professional basketball league, i.e., National Basketball Association (NBA), and regular seasons played in year 2005 through 2010. Additionally, the season 2009-2010 is discussed in full detail, including the playoffs.

Characterization of cast irons for optimum performance by overall rating method

An experimental investigation was carried out to Characterise the performance of four types of cast iron under adhesive wear, erosive wear, cavitation erosion and low frequency thermal cycling. Results indicate that vermicular graphite iron has the best rating among the cast irons investigate,based on the overall performance as well as cost consideration.

Physiological and subjective thermal response from Indians

A controlled laboratory experiment was carried out on forty Indian male college students for evaluating the effect of indoor thermal environment on occupants' response and thermal comfort. During experiment, indoor temperature varied from 21 degrees C to 33 degrees C, and the variables like relative humidity, airflow, air temperature and radiant temperature were recorded along with skin (T-sk) and oral temperature (T-core) from the subjects. From T-sk and T-c, body temperature (T-b) was evaluated. Subjective Thermal Sensation Vote (TSV) was recorded using ASHRAE 7-point scale. In PMV model, Fanger's T-sk equation was used to accommodate adaptive response. Stepwise regression analysis result showed T-b was better predictor of TSV than T-sk and T-core. Regional skin temperature response, lower sweat threshold temperature with no dipping sweat and higher cutaneous sweating threshold temperature were observed as thermal adaptive responses. Using PMV model, thermal comfort zone was evaluated as (22.46-25.41) degrees C with neutral temperature of 23.91 degrees C, whereas using TSV response, wider comfort zone was estimated as (23.25-2632) degrees C with neutral temperature at 24.83 degrees C. It was observed that PMV-model overestimated the actual thermal response. Interestingly, these subjects were found to be less sensitive to hot but more sensitive to cold. A new TSV-PPD relation (PPDnew) was obtained with an asymmetric distribution of hot-cold thermal sensation response in Indians. (C) 2013 Elsevier Ltd. All rights reserved.

PMV model is insufficient to capture subjective thermal response from Indians

A controlled laboratory experiment was carried out on forty Indian male college students for evaluating the effect of indoor thermal environment on occupants' response and thermal comfort. During experiment, indoor temperature varied from 21 degrees C to 33 degrees C, and the variables like relative humidity, airflow, air temperature and radiant temperature were recorded along with subject's physiological parameters (skin (T-sk) and oral temperature (T-c)) and subjective thermal sensation responses (TSV). From T-sk and T-c, body temperature (T-b) was evaluated. Subjective Thermal Sensation Vote (TSV) was recorded using ASHRAE 7-point scale. In PMV model, Fanger's T-sk equation was used to accommodate adaptive response. Step-wise regression analysis result showed T-b was better predictor of TSV than T-sk and T-c. Regional skin temperature response, suppressed sweating without dipping, lower sweating threshold temperature and higher cutaneous threshold for sweating were observed as thermal adaptive responses. These adaptive responses cannot be considered in PMV model. To incorporate subjective adaptive response, mean skin temperature (T-sk) is considered in dry heat loss calculation. Along with these, PMV-model and other two methodologies are adopted to calculate PMV values and results are compared. However, recent literature is limited to measure the sweat rate in Indians and consideration of constant Ersw in PMV model needs to be corrected. Using measured T-sk in PMV model (Method(1)), thermal comfort zone corresponding to 0.5 <= PMV <= 0.5 was evaluated as (22.46-25.41) degrees C with neutral temperature of 23.91 degrees C, similarly while using TSV response, wider comfort zone was estimated as (23.25-26.32) degrees C with neutral temperature at 24.83 degrees C, which was further increased to with TSV-PPDnew, relation. It was observed that PMV-model overestimated the actual thermal response. Interestingly, these subjects were found to be less sensitive to hot but more sensitive to cold. A new TSV-PPD relation (PPDnew) was obtained from the population distribution of TSV response with an asymmetric distribution of hot-cold thermal sensation response from Indians. The calculations of human thermal stress according to steady state energy balance models used on PMV model seem to be inadequate to evaluate human thermal sensation of Indians. Relevance to industry: The purpose of this paper is to estimate thermal comfort zone and optimum temperature for Indians. It also highlights that PMV model seems to be inadequate to evaluate subjective thermal perception in Indians. These results can be used in feedback control of HVAC systems in residential and industrial buildings. (C) 2014 Elsevier B.V. All rights reserved.

Validation of polyvinylidene fluoride nasal sensor to assess nasal obstruction in comparison with subjective technique

Objective: The aim of this study is to validate the applicability of the PolyVinyliDene Fluoride (PVDF) nasal sensor to assess the nasal airflow, in healthy subjects and patients with nasal obstruction and to correlate the results with the score of Visual Analogue Scale (VAS). Methods: PVDF nasal sensor and VAS measurements were carried out in 50 subjects (25-healthy subjects and 25 patients). The VAS score of nasal obstruction and peak-to-peak amplitude (Vp-p) of nasal cycle measured by PVDF nasal sensors were analyzed for right nostril (RN) and left nostril (LN) in both the groups. Spearman's rho correlation was calculated. The relationship between PVDF nasal sensor measurements and severity of nasal obstruction (VAS score) were assessed by ANOVA. Results: In healthy group, the measurement of nasal airflow by PVDF nasal sensor for RN and LN were found to be 51.14 +/- 5.87% and 48.85 +/- 5.87%, respectively. In patient group, PVDF nasal sensor indicated lesser nasal airflow in the blocked nostrils (RN: 23.33 +/- 10.54% and LN: 32.24 +/- 11.54%). Moderate correlation was observed in healthy group (r = 0.710, p < 0.001 for RN and r = 0.651, p < 0.001 for LN), and moderate to strong correlation in patient group (r = 0.751, p < 0.01 for RN and r = 0.885, p < 0.0001 for LN). Conclusion: PVDF nasal sensor method is a newly developed technique for measuring the nasal airflow. Moderate to strong correlation was observed between PVDF nasal sensor data and VAS scores for nasal obstruction. In our present study, PVDF nasal sensor technique successfully differentiated between healthy subjects and patients with nasal obstruction. Additionally, it can also assess severity of nasal obstruction in comparison with VAS. Thus, we propose that the PVDF nasal sensor technique could be used as a new diagnostic method to evaluate nasal obstruction in routine clinical practice. (C) 2015 Elsevier Inc. All rights reserved.

Social Interactions and Subjective Well-Being: Evidence from Latin America

In this paper, we seek to examine the effect of comparisons and social capital on subjective well-being. Furthermore, we test if, through social influence and exposure, social capital is either an enhancer or appeaser of the comparison effect. Using the Latinobarómetro Survey (2007) we find that in contrast to most previous studies, the comparison effect on well-being is positive; that is, the better others perform, the happier the individual is. We also find that social capital is among the strongest correlates of individuals’ subjective well-being in Latin American countries. Furthermore, our findings suggest that social contacts may enhance the comparison effect on individual’s happiness, which is more intense for those who perform worse in their reference group.

Análisis del mercado del rating de las emisiones de titulación en España (1993-2011)

[ES] La calificación crediticia externa es un elemento clave para el buen fin de las operaciones de titulización. No obstante, las agencias de calificación han sido objeto de una intensa controversia, cuestionándose su fiabilidad y objetividad. En este trabajo abundamos en esta cuestión, analizando la distribución de los ratings otorgados a las emisiones de bonos de titulización llevadas a cabo en España (1993-2011), uno de los países más activos en cuanto al volumen de emisiones, llegaron a ocupar el segundo puesto a nivel europeo y el tercero a nivel mundial. Aportamos evidencia sobre ciertas anomalías entre las que cabe destacar la estructura oligopolística del mercado del rating, la fragilidad desde una perspectiva histórica de las calificaciones otorgadas, y la existencia de patrones no homogéneos en la elección de la agencia de calificación, tanto si se tiene en cuenta la sociedad gestora, como el colateral de respaldo.

Impact of depressive symptoms on subjective well-being: the importance of patient-reported outcomes in schizophrenia

Objective: The subjective experience of psychotic patients toward treatment is a key factor in medication adherence, quality of life, and clinical outcome. The aim of this study was to assess the subjective well-being in patients with schizophrenia and to examine its relationship with the presence and severity of depressive symptoms. Methods: A multicenter, cross-sectional study was conducted with clinically stable outpatients diagnosed with schizophrenia. The Subjective Well-Being under Neuroleptic Scale - short version (SWN-K) and the Calgary Depression Scale for Schizophrenia (CDSS) were used to gather information on well-being and the presence and severity of depressive symptoms, respectively. Spearman's rank correlation was used to assess the associations between the SWN-K total score, its five subscales, and the CDSS total score. Discriminative validity was evaluated against that criterion by analysing the area under the curve (AUC). Results: Ninety-seven patients were included in the study. Mean age was 35 years (standard deviation = 10) and 72% were male. Both the total SWN-K scale and its five subscales correlated inversely and significantly with the CDSS total score (P < 0.0001). The highest correlation was observed for the total SWN-K (Spearman's rank order correlation [ rho] = -0.59), being the other correlations: mental functioning (-0.47), social integration (-0.46), emotional regulation (-0.51), physical functioning (-0.48), and self-control (-0.41). A total of 33 patients (34%) were classified as depressed. Total SWN-K showed the highest AUC when discriminating between depressive severity levels (0.84), followed by emotional regulation (0.80), social integration (0.78), physical functioning and self-control (0.77), and mental functioning (0.73). Total SWN-K and its five subscales showed a significant linear trend against CDSS severity levels (P < 0.001). Conclusion: The presence of moderate to severe depressive symptoms was relatively high, and correlated inversely with patients' subjective well-being. Routine assessment of patient-reported measures in patients with schizophrenia might reduce potential discrepancy between patient and physician assessment, increase therapeutic alliance, and improve outcome.

Coastal community hazard mitigation and community rating system of NFIP

Storm force flooding continues to be a major concern in the hurricane season and causes considerable loss to the coastal communities. National Flood Insurance Program (NFIP) provides recovery resources for the flood disaster and dissuades uneconomic uses from locating in flood hazard area. In order to motivate flood insurance purchase and promote increased flood hazard mitigation, the Community Rating System (CRS) that is a part of NFIP, credits 18 community floodplain management activities. However, CRS has been marked by a lack of active participation since its inception limiting its potential effectiveness. As of January 2008, 1080 communities, representing only 5% of all the NFIP communities have enrolled in CRS. Little empirical evidence exists to shed light on what factors influence the establishment of local hazard mitigation projects. To fill this gap, we propose to analyze flood hazard mitigation projects in 37 North Carolina coastal counties between 2002 and 2008. Specifically, we will examine the influence of physical, risk, and socioeconomic factors on coastal community hazard mitigation decisions as reflected in the CRS score. Ultimately, our project will forge a better understanding of community decision making, as related to natural hazards. (PDF contains 4 pages)

Does rating shopping exist in spanish securitization issues?

[EN] Debt issue credit ratings can lead to conflicts of interest as the issuer itself is entrusted with contracting and compensating the rating agency. Into the bargain, the credit rating agency may be involved in designing the issues that the same agency subsequently rates. Credit rating agencies thus could have incentives to rate issues advantageously. Given the economic importance of this issue, in this paper we have proposed to analyze this phenomenon, known as rating shopping in academic literature, for Spanish market securitization issues for the period of time comprehensive from January 1993 to December 2011. In sum 3,665 published ratings are been analysed, for an issued nominal amount of 791,090 million Euros. The results show an association between the credit rating agency contracted and the mean rating awarded. Significant differences are observed in the ratings associated to the contracting manager (or special purpose vehicle SPV- manager firm), to the number of ratings or to the type of collateral. Furthermore, a pattern compatible with rating shopping was observed for some types of collateral: abnormally high market shares associated with certain agencies awarding unusually generous ratings. However, this phenomenon is not seen to be widespread on the rating market associated to Spanish securitization issues.

Religious Coping, Social Support and Subjective Severity as Predictors of Posttraumatic Growth in People Affected by the Earthquake in Chile on 27/2/2010

The aim of this research is to study the impact of religious coping, social support and subjective severity on Posttraumatic Growth (PTG) in people who lost their homes after the earthquake in Chile in 2010 and who now live in transitional shelters. One hundred sixteen adult men and women were evaluated using a subjective severity scale, the Posttraumatic Growth Inventory (PTGI), the Multidimensional Scale of Perceived Social Support (MSPSS) scale of social support and the Brief RCOPE scale of religious coping. The multiple linear regression analysis shows that social support and positive religious coping have an impact on PTG. On using a bootstrap estimate, it was found that positive religious coping fully mediates the relationship between subjective severity and PTG.

Air Quality and Europeans' Subjective Well-being

[EN]Happiness economics deals with self-reported subjective well-being, or life satisfaction, and its relationship to a wide variety of other variables. On the study of these other factors, this line of research has helped demonstrate that higher levels of environmental quality increase people’s subjective well-being. This paper focuses on analyzing the relationship between subjective well-being and air quality. On the one hand, the life satisfaction approach to environmental valuation is cautiously described, and on the other hand, the method is implemented in an empirical analysis that seeks to assess how an increase in the level of air pollution at a regional level affects individual-level subjective well-being in Europe. We use a dataset that merges the third wave of the European Social Survey (ESS) with a dataset that includes regional air pollution (including CO, PM10, NO2, SO2 and Benzene) and other regional variables. We find a robust negative impact for CO, a positive impact for SO2, and no conclusive evidence of any effect on subjective well-being for the remaining three pollutants.