A study on time-varying quantile and its applications

This Thesis is the result of my Master Degree studies at the Graduate School of Economics, Getúlio Vargas Foundation, from January 2004 to August 2006. am indebted to my Thesis Advisor, Professor Luiz Renato Lima, who introduced me to the Econometrics' world. In this Thesis, we study time-varying quantile process and we develop two applications, which are presented here as Part and Part II. Each of these parts was transformed in paper. Both papers were submitted. Part shows that asymmetric persistence induces ARCH effects, but the LMARCH test has power against it. On the other hand, the test for asymmetric dynamics proposed by Koenker and Xiao (2004) has correct size under the presence of ARCH errors. These results suggest that the LM-ARCH and the Koenker-Xiao tests may be used in applied research as complementary tools. In the Part II, we compare four different Value-at-Risk (VaR) methodologies through Monte Cario experiments. Our results indicate that the method based on quantile regression with ARCH effect dominates other methods that require distributional assumption. In particular, we show that the non-robust method ologies have higher probability to predict VaRs with too many violations. We illustrate our findings with an empirical exercise in which we estimate VaR for returns of São Paulo stock exchange index, IBOVESPA, during periods of market turmoil. Our results indicate that the robust method based on quantile regression presents the least number of violations.

Comparing value-at-risk methodologies

In this paper, we compare four different Value-at-Risk (V aR) methodologies through Monte Carlo experiments. Our results indicate that the method based on quantile regression with ARCH effect dominates other methods that require distributional assumption. In particular, we show that the non-robust methodologies have higher probability to predict V aRs with too many violations. We illustrate our findings with an empirical exercise in which we estimate V aR for returns of S˜ao Paulo stock exchange index, IBOVESPA, during periods of market turmoil. Our results indicate that the robust method based on quantile regression presents the least number of violations.

Effect of nonuniform seismic input on arch dams

Standard earthquake analyses of civil engineering structures use uniform ground motions even though considerable variations in both amplitude and phase can occur along the foundation interface for long-span bridges and large dams. The objective of this thesis is to quantify the effect that these nonuniformities have on the structural response.

The nonuniform, free-field motions of the foundation interface are assumed to be caused by incident plane body waves. The medium in which these waves travel is a linear, elastic half-space containing a canyon of uniform cross section in which the structure is placed. The solutions for the free-field motions that are due to incident SH, P and SV waves are calculated using the boundary element method.

An analysis of Pacoima (arch) dam located near Los Angeles, California, is performed for both uniform and nonuniform excitations. The important effect of nonuniformities in the free-field motions, sometimes leading to a decrease in the dam response and sometimes to an increase, is quantified.

Early alveolar bone grafting has a negative effect on maxillary dental arch dimensions of pre-school children with complete unilateral cleft lip and palate

To evaluate maxillary dental arch dimensions in pre-school children with a complete unilateral cleft lip and palate (CUCLP) after early alveolar bone grafting.

Contribution to Theme A of the Benchmark Workshop: Effect of Concrete Swelling on the Equilibrium and Displacements of an Arch Dam

The Kariba dam is undergoing concrete expansion as a result of an alkali-aggregate reaction. The model adopted to simulate the process is explained in the paper; it is based on the model first proposed by Ulm et al, as later modified by Saouma and Perotti. It has been implemented in the commercial finite element code Abaqus and applied to solve the benchmark problem. The parameters of the model were calibrated using the data recorded up to 1995. The calibrated model was then used for predicting the evolution of the dam up to the present date. Apart from this prediction the paper offers a number of conclusions, such as the fact that the stress level appears to have a major influence on the expansion process; and it presents some suggestions to improve the formulation of the benchmark, such as providing temperature data and widening the locations and conditions of the data employed in the calibration

Effect of Concrete Swelling on the Equilibrium and Displacements of an Arch Dam

The Kariba dam is undergoing concrete expansion as a result of an alkali-aggregate reaction. The model adopted to simulate the process is explained in the paper; it is based on the model first proposed by Ulm et al, as later modified by Saouma and Perotti. It has been implemented in the commercial finite element code Abaqus and applied to solve the benchmark problem. The parameters of the model were calibrated using the data recorded up to 1995. The calibrated model was then used for predicting the evolution of the dam up to the present date. Apart from this prediction the paper offers a number of conclusions, such as the fact that the stress level appears to have a major influence on the expansion process; and it presents some suggestions to improve the formulation of the benchmark, such as providing temperature data and widening the locations and conditions of the data employed in the calibration

Plantar fasciitis : are pain and fascial thickness associated with arch shape and loading?

Background and Purpose Although plantar fascial thickening is a sonographic criterion for the diagnosis of plantar fasciitis, the effect of local loading and structural factors on fascial morphology are unknown. The purposes of this study were to compare sonographic measures of fascial thickness and radiographic measures of arch shape and regional loading of the foot during gait in individuals with and without unilateral plantar fasciitis and to investigate potential relationships between these loading and structural factors and the morphology of the plantar fascia in individuals with and without heel pain. Subjects The participants were 10 subjects with unilateral plantar fasciitis and 10 matched asymptomatic controls. Methods Heel pain on weight bearing was measured by a visual analog scale. Fascial thickness and static arch angle were determined from bilateral sagittal sonograms and weight-bearing lateral foot roentgenograms. Regional plantar loading was estimated from a pressure plate. Results On average, the plantar fascia of the symptomatic limb was thicker than the plantar fascia of the asymptomatic limb (6.1±1.4 mm versus 4.2±0.5 mm), which, in turn, was thicker than the fascia of the matched control limbs (3.4±0.5 mm and 3.5±0.6 mm). Pain was correlated with fascial thickness, arch angle, and midfoot loading in the symptomatic foot. Fascial thickness, in turn, was positively correlated with arch angle in symptomatic and asymptomatic feet and with peak regional loading of the midfoot in the symptomatic limb. Discussion and Conclusion The findings indicate that fascial thickness and pain in plantar fasciitis are associated with the regional loading and static shape of the arch.

Footprint-based estimates of arch structure are confounded by body composition in adults

Previous research employing indirect measures of arch structure, such as those derived from footprints, have indicated that obesity results in a “flatter” foot type. In the absence of radiographic measures, however, definitive conclusions regarding the osseous alignment of the foot cannot be made. We determined the effect of body mass index (BMI) on radiographic and footprint‐based measures of arch structure. The research was a cross‐sectional study in which radiographic and footprint‐based measures of foot structure were made in 30 subjects (10 males, 20 female) in addition to standard anthropometric measures of height, weight, and BMI. Multiple (univariate) regression analysis demonstrated that both BMI ( β  = 0.39, t 26  = 2.12, p  = 0.04) and radiographic arch alignment ( β  = 0.51, t 26  = 3.32, p  < 0.01) were significant predictors of footprint‐based measures of arch height after controlling for all variables in the model ( R 2  = 0.59, F 3,26  = 12.3, p  < 0.01). In contrast, radiographic arch alignment was not significantly associated with BMI ( β  = −0.03, t 26  = −0.13, p  = 0.89) when Arch Index and age were held constant ( R 2  = 0.52, F 3,26  = 9.3, p  < 0.01). Adult obesity does not influence osseous alignment of the medial longitudinal arch, but selectively distorts footprint‐based measures of arch structure. Footprint‐based measures of arch structure should be interpreted with caution when comparing groups of varying body composition.

In vitro and in vivo effect of methyl isocyanate on rat liver mitochondrial respiration

Previous work has shown that irrespective of the route of exposure methyl isocyanate (MIC) caused acute lactic acidosis in rats (Jeevaratnam et al., Arch. Environ. Contam. Toxicol. 19, 314�319, 1990) and the hypoxia was of stagnant type due to tissue hypoperfusion resulting from hypovolemic hypotension in rabbits administered MIC subcutaneously (Jeevarathinam et al., Toxicology 51, 223�240, 1988). The present study was designed to investigate whether MIC could induce histotoxic hypoxia through its effects on mitochondrial respiration. Male Wistar rats were used for liver mitochondrial and submitochondrial particle (SMP) preparation. Addition of MIC to tightly coupled mitochondria in vitro resulted in stimulation of state 4 respiration, abolition of respiratory control, decrease in ADP/O ratio, and inhibition of state 3 oxidation. The oxidation of NAD+-linked substrates (glutamate + malate) was more sensitive (fiveto sixfold) to the inhibitory action of MIC than succinate while cytochrome oxidase remained unaffected. MIC induced twofold delay in the onset of anerobiosis, and cytochrome b reduction in SMP with NADH in vitro confirms inhibition of electron transport at complex I region. MIC also stimulated the ATPase activity in tightly coupled mitochondria while lipid peroxidation remained unaffected. As its hydrolysis products, methylamine and N,N?-dimethylurea failed to elicit any change in vitro; these effects reveal that MIC per se acts as an inhibitor of electron transport and a weak uncoupler. Administration of MIC sc at lethal dose caused a similar change only with NAD+-linked substrates, reflecting impairment of mitochondrial respiration at complex I region and thereby induction of histotoxic hypoxia in vivo.

Experimental and finite element studies of a large arch dam

Forced vibration field tests and finite element studies have been conducted on Morrow Point (arch) Dam in order to investigate dynamic dam-water interaction and water compressibility. Design of the data acquisition system incorporates several special features to retrieve both amplitude and phase of the response in a low signal to noise environment. These features contributed to the success of the experimental program which, for the first time, produced field evidence of water compressibility; this effect seems to play a significant role only in the symmetric response of Morrow Point Dam in the frequency range examined. In the accompanying analysis, frequency response curves for measured accelerations and water pressures as well as their resonating shapes are compared to predictions from the current state-of-the-art finite element model for which water compressibility is both included and neglected. Calibration of the numerical model employs the antisymmetric response data since they are only slightly affected by water compressibility, and, after calibration, good agreement to the data is obtained whether or not water compressibility is included. In the effort to reproduce the symmetric response data, on which water compressibility has a significant influence, the calibrated model shows better correlation when water compressibility is included, but the agreement is still inadequate. Similar results occur using data obtained previously by others at a low water level. A successful isolation of the fundamental water resonance from the experimental data shows significantly different features from those of the numerical water model, indicating possible inaccuracy in the assumed geometry and/or boundary conditions for the reservoir. However, the investigation does suggest possible directions in which the numerical model can be improved.

The hydraulics and resulting bed scour within the vicinity of Submerged Single Span Arch Bridges

As a consequence of climate change there is now a more frequent occurrence of extreme rainfall events where, with higher rates of urbanisation, the built environment has become increasingly affected by flooding.. This is of particular importance in relation to the stability of bridge structures that span rivers and canals etc. In November 2009, the UK and Ireland were subjected to extraordinarily severe weather conditions for several days. The rainfall was logged as the highest level of rainfall ever recorded within the UK, and as a direct consequence, unprecedented flooding occurred in Cumbria. This flooding led to the collapse of three road bridges which were generally 19th century masonry arch bridges, with relatively shallow foundations. In the UK, knowledge of the combined effect of bridge scouring and inundation has been not been particularly widely studied. Research carried out by Hamill et al [1] considered the hydraulic analysis of single arch bridges under flood conditions, but no consideration was given towards the likely damage to these structures due to scouring. Prior to this, Bierry and Delleur [2] produced a classic paper in predicting the discharge downstream of an inundated arch, focussing on predicting afflux as opposed to bridge scour. Further work on backwater effects was carried out by Martin-Vide & Prio [3] in semi-circular arch bridges. Both pressurized and free-surface flows at the bridge were investigated. Flows on a mobile bed in clear-water conditions were compared to those with a rigid bed, but no predictive equation for scour under pressurised conditions was considered. This paper will present initial findings from an experimental investigation into the effects of surcharged flow and subsequent scour within the vicinity of single span arch bridges. Velocities profiles will be shown within the vicinity of the arch, in addition to the depth of clear water scour, for a series of flows and model spans. The data will be presented, where results will be correlated to the most recent predictive equations that are proposed.

Morphology of Aortic Arch in Rabbits with Atherosclerosis Treated with Resveratrol

Objective: Atherosclerosis is a chronic inflammatory condition associated with the production of oxidative species. The phenoliccompound, resveratrol, seems to have cardioprotective activities preventing the oxidation of low-density lipoproteins.In this study we investigated the effect of resveratrol on prevention of induced atheromatosis, through the morphological study of the segment of aortic arch in White New Zealand rabbits.Study design: 20 rabbits were divided into four groups which received the following diet for 60 days: control group (CT) normal ration; resveratrol group (R) normal ration and resveratrol (3 mg/kg/day); cholesterol group (CL) 1.5% of cholesterol added to the ration; group cholesterol plus resveratrol (CR) 1.5% of cholesterol added to the ration and resveratrol (3 mg/kg/day). The analysis of the atherosclerotic lesions were performed by the means of appropriate histological techniques.Results and conclusions: The animals belonging to group CL showed atherosclerotic lesions with tunica intima thickening due to the presence of foam cells, placed in several disorganized layers, and extracellular lipid droplets in subendothelial conjunctive tissue.We also observed the invasion of foam cells in the beginning of tunica media. In animals belonging to group CR there were changes in the subendothelial of tunica intima, although in a minor degree of development as for the number of foam cells layers and extracellular lipid droplets. An invasion of foam cells in tunica media was observed in this group. We haven't seen any changes in tunica adventitia in any of the studied groups. There were not evident histological changes in any of the analised tunicas for groups CT and RConclusions: This study may help demonstrate that the phenolic compound, resveratrol, works as a preventive agent in the development of atherosclerotic lesions.

Effect of 0.4% stannous fluoride gel on Streptococci mutans in relation to elastomeric rings and steel ligatures in orthodontic patients

Background: Patients with fixed orthodontic appliances often experience an absolute increase in the number of Streptococci mutans colony-forming units (cfu). The aim of this investigation was to study the development of biofilm and S. mutans cfu in connection with stainless steel ligatures and elastomeric rings in orthodontic patients treated with and without 0.4% stannous fluoride gel (SFG). Material: Forty-seven patients were divided into 2 groups: those treated with 0.4% SFG for 4 minutes (experimental) and those without 0.4% SFG (control). In each patient, elastomeric rings were used for ligation on 1 side of the dental arch midline, and stainless steel ligatures were used on the opposite side. Saliva samples were collected before and after appliance placement. At 15 and 30 days after appliance placement, biofilm samples from the stainless steel ligatures and the elastomeric rings were collected and subjected to microbiologic procedures and scanning electron microscopy (SEM) analysis. Results: The numbers of S. mutans cfu in the saliva and biofilm were not statistically different between the teeth fitted with elastomeric rings and stainless steel ligatures, or between the experimental and control groups. SEM analysis showed biofilm formation on both ligature ties. Conclusions: Topical application of 0.4% SFG in orthodontic patients with elastomeric rings or stainless steel ligatures does not cause a significant decrease in S. mutans cfu in the saliva and biofilm. Copyright © 2005 by the American Association of Orthodontists.

Anticariogenic effect of fluoride-releasing elastomers in orthodontic patients

This in vivo experimental study evaluated the efficacy of fluoride-releasing elastomers in the control of Streptococcus mutans levels in the oral cavity. Forty orthodontic patients were recruited and divided into two groups of 20. Fluoride-releasing elastomeric ligature ties (Fluor-I-Ties, Ortho Arch Co. Inc., USA) were used in the experimental group, and conventional elastomeric ligature ties (D. Morelli, Brazil), in the control group. Two initial samples of saliva were collected at a 14-day interval to determine the number of colony forming units (CFU) of Streptococcus mutans. Immediately after collecting the second sample, fluoride-releasing elastomeric ligature ties were placed in the patients of the experimental group, and conventional ligature ties, in the patients of the control group. Seven, 14 and 28 days after placement of the elastomeric ligature ties, saliva and plaque surrounding the orthodontic appliance were collected for microbiologic analysis. There were no significant differences in the number of Streptococcus mutans CFUs in saliva or plaque in the area surrounding the fluoride-releasing or conventional elastomeric ligature ties. Thus, fluoride-releasing elastomeric ligature ties should not be indicated to reduce the incidence of enamel decalcification in orthodontic patients. Since there was no significant reduction in S. mutans in saliva or plaque, other means of prevention against enamel decalcification should be indicated for these patients.

Comparison of different designs of implant-retained overdentures and fixed full-arch implant-supported prosthesis on stress distribution in edentulous mandible - A computed tomography-based three-dimensional finite element analysis

A finite element analysis was used to compare the effect of different designs of implant-retained overdentures and fixed full-arch implant-supported prosthesis on stress distribution in edentulous mandible. Four models of an human mandible were constructed. In the OR (O'ring) group, the mandible was restored with an overdenture retained by four unsplinted implants with O'ring attachment; in the BC (bar-clip) -C and BC groups, the mandibles were restored with overdentures retained by four splinted implants with bar-clip anchor associated or not with two distally placed cantilevers, respectively; in the FD (fixed denture) group, the mandible was restored with a fixed full-arch four-implant-supported prosthesis. Models were supported by the masticatory muscles and temporomandibular joints. A 100-N oblique load was applied on the left first molar. Von Mises (σvM), maximum (σmax) and minimum (σmin) principal stresses (in MPa) analyses were obtained. BC-C group exhibited the highest stress values (σvM=398.8, σmax=580.5 and σmin=-455.2) while FD group showed the lowest one (σvM=128.9, σmax=185.9 and σmin=-172.1). Within overdenture groups, the use of unsplinted implants reduced the stress level in the implant/prosthetic components (59.4% for σvM, 66.2% for σmax and 57.7% for σmin versus BC-C group) and supporting tissues (maximum stress reduction of 72% and 79.5% for σmax, and 15.7% and 85.7% for σmin on the cortical and trabecular bones, respectively). Cortical bone exhibited greater stress concentration than the trabecular bone for all groups. The use of fixed implant dentures and removable dentures retained by unsplinted implants to rehabilitate edentulous mandible reduced the stresses in the periimplant bone tissue, mucosa and implant/prosthetic components. © 2013 Elsevier Ltd.