A monthly indicator of Brazilian GDP. The Brazilian business cycle and growth cycle

This paper constructs an indicator of Brazilian GDP at the monthly ftequency. The peculiar instability and abrupt changes of regimes in the dynamic behavior of the Brazilian business cycle were explicitly modeled within nonlinear ftameworks. In particular, a Markov switching dynarnic factor model was used to combine several macroeconomic variables that display simultaneous comovements with aggregate economic activity. The model generates as output a monthly indicator of the Brazilian GDP and real time probabilities of the current phase of the Brazilian business cycle. The monthly indicator shows a remarkable historical conformity with cyclical movements of GDP. In addition, the estimated filtered probabilities predict ali recessions in sample and out-of-sample. The ability of the indicator in linear forecasting growth rates of GDP is also examined. The estimated indicator displays a better in-sample and out-of-sample predictive performance in forecasting growth rates of real GDP, compared to a linear autoregressive model for GDP. These results suggest that the estimated monthly indicator can be used to forecast GDP and to monitor the state of the Brazilian economy in real time.

Kinematic parameters and membership probabilities of open clusters in the Bordeaux PM2000 catalogue

Aims. We derive lists of proper-motions and kinematic membership probabilities for 49 open clusters and possible open clusters in the zone of the Bordeaux PM2000 proper motion catalogue (+ 11 degrees <= delta <= + 18 degrees). We test different parametrisations of the proper motion and position distribution functions and select the most successful one. In the light of those results, we analyse some objects individually. Methods. We differenciate between cluster and field member stars, and assign membership probabilities, by applying a new and fully automated method based on both parametrisations of the proper motion and position distribution functions, and genetic algorithm optimization heuristics associated with a derivative-based hill climbing algorithm for the likelihood optimization. Results. We present a catalogue comprising kinematic parameters and associated membership probability lists for 49 open clusters and possible open clusters in the Bordeaux PM2000 catalogue region. We note that this is the first determination of proper motions for five open clusters. We confirm the non-existence of two kinematic populations in the region of 15 previously suspected non-existent objects.

Jensen inequalities for tunneling probabilities in complex systems

The Jensen theorem is used to derive inequalities for semiclassical tunneling probabilities for systems involving several degrees of freedom. These Jensen inequalities are used to discuss several aspects of sub-barrier heavy-ion fusion reactions. The inequality hinges on general convexity properties of the tunneling coefficient calculated with the classical action in the classically forbidden region.

Collision probabilities in the rarefaction fan of asymmetric exclusion processes

We consider the one-dimensional asymmetric simple exclusion process (ASEP) in which particles jump to the right at rate p is an element of (1/2, 1.] and to the left at rate 1 - p, interacting by exclusion. In the initial state there is a finite region such that to the left of this region all sites are occupied and to the right of it all sites are empty. Under this initial state, the hydrodynamical limit of the process converges to the rarefaction fan of the associated Burgers equation. In particular suppose that the initial state has first-class particles to the left of the origin, second-class particles at sites 0 and I, and holes to the right of site I. We show that the probability that the two second-class particles eventually collide is (1 + p)/(3p), where a collision occurs when one of the particles attempts to jump over the other. This also corresponds to the probability that two ASEP processes. started from appropriate initial states and coupled using the so-called ""basic coupling,"" eventually reach the same state. We give various other results about the behaviour of second-class particles in the ASEP. In the totally asymmetric case (p = 1) we explain a further representation in terms of a multi-type particle system, and also use the collision result to derive the probability of coexistence of both clusters in a two-type version of the corner growth model.

Efficient time-independent wave packet scattering calculations within a Lanczos subspace: H+O-2 (J=0) state-to-state reaction probabilities

An efficient Lanczos subspace method has been devised for calculating state-to-state reaction probabilities. The method recasts the time-independent wave packet Lippmann-Schwinger equation [Kouri , Chem. Phys. Lett. 203, 166 (1993)] inside a tridiagonal (Lanczos) representation in which action of the causal Green's operator is affected easily with a QR algorithm. The method is designed to yield all state-to-state reaction probabilities from a given reactant-channel wave packet using a single Lanczos subspace; the spectral properties of the tridiagonal Hamiltonian allow calculations to be undertaken at arbitrary energies within the spectral range of the initial wave packet. The method is applied to a H+O-2 system (J=0), and the results indicate the approach is accurate and stable. (C) 2002 American Institute of Physics.

Influence of reconstruction parameters during filtered backprojection and ordered-subset expectation maximization in the measurement of the left-ventricular volumes and function during gated SPECT

A crucial method for investigating patients with coronary artery disease (CAD) is the calculation of the left ventricular ejection fraction (LVEF). It is, consequently, imperative to precisely estimate the value of LVEF--a process that can be done with myocardial perfusion scintigraphy. Therefore, the present study aimed to establish and compare the estimation performance of the quantitative parameters of the reconstruction methods filtered backprojection (FBP) and ordered-subset expectation maximization (OSEM). Methods: A beating-heart phantom with known values of end-diastolic volume, end-systolic volume, and LVEF was used. Quantitative gated SPECT/quantitative perfusion SPECT software was used to obtain these quantitative parameters in a semiautomatic mode. The Butterworth filter was used in FBP, with the cutoff frequencies between 0.2 and 0.8 cycles per pixel combined with the orders of 5, 10, 15, and 20. Sixty-three reconstructions were performed using 2, 4, 6, 8, 10, 12, and 16 OSEM subsets, combined with several iterations: 2, 4, 6, 8, 10, 12, 16, 32, and 64. Results: With FBP, the values of end-diastolic, end-systolic, and the stroke volumes rise as the cutoff frequency increases, whereas the value of LVEF diminishes. This same pattern is verified with the OSEM reconstruction. However, with OSEM there is a more precise estimation of the quantitative parameters, especially with the combinations 2 iterations × 10 subsets and 2 iterations × 12 subsets. Conclusion: The OSEM reconstruction presents better estimations of the quantitative parameters than does FBP. This study recommends the use of 2 iterations with 10 or 12 subsets for OSEM and a cutoff frequency of 0.5 cycles per pixel with the orders 5, 10, or 15 for FBP as the best estimations for the left ventricular volumes and ejection fraction quantification in myocardial perfusion scintigraphy.

The impact of Sinogram-Affirmed Iterative Reconstruction on patient dose and image quality compared to filtered back projection: a narrative review

Objective: Summarize all relevant findings in published literature regarding the potential dose reduction related to image quality using Sinogram-Affirmed Iterative Reconstruction (SAFIRE) compared to Filtered Back Projection (FBP). Background: Computed Tomography (CT) is one of the most used radiographic modalities in clinical practice providing high spatial and contrast resolution. However it also delivers a relatively high radiation dose to the patient. Reconstructing raw-data using Iterative Reconstruction (IR) algorithms has the potential to iteratively reduce image noise while maintaining or improving image quality of low dose standard FBP reconstructions. Nevertheless, long reconstruction times made IR unpractical for clinical use until recently. Siemens Medical developed a new IR algorithm called SAFIRE, which uses up to 5 different strength levels, and poses an alternative to the conventional IR with a significant reconstruction time reduction. Methods: MEDLINE, ScienceDirect and CINAHL databases were used for gathering literature. Eleven articles were included in this review (from 2012 to July 2014). Discussion: This narrative review summarizes the results of eleven articles (using studies on both patients and phantoms) and describes SAFIRE strengths for noise reduction in low dose acquisitions while providing acceptable image quality. Conclusion: Even though the results differ slightly, the literature gathered for this review suggests that the dose in current CT protocols can be reduced at least 50% while maintaining or improving image quality. There is however a lack of literature concerning paediatric population (with increased radiation sensitivity). Further studies should also assess the impact of SAFIRE on diagnostic accuracy.

A comparison of Sinogram Affirmed Iterative Reconstruction and filtered back projection on image quality and dose reduction in paediatric head CT: a phantom study

Background: Computed tomography (CT) is one of the most used modalities for diagnostics in paediatric populations, which is a concern as it also delivers a high patient dose. Research has focused on developing computer algorithms that provide better image quality at lower dose. The iterative reconstruction algorithm Sinogram-Affirmed Iterative Reconstruction (SAFIRE) was introduced as a new technique that reduces noise to increase image quality. Purpose: The aim of this study is to compare SAFIRE with the current gold standard, Filtered Back Projection (FBP), and assess whether SAFIRE alone permits a reduction in dose while maintaining image quality in paediatric head CT. Methods: Images were collected using a paediatric head phantom using a SIEMENS SOMATOM PERSPECTIVE 128 modulated acquisition. 54 images were reconstructed using FBP and 5 different strengths of SAFIRE. Objective measures of image quality were determined by measuring SNR and CNR. Visual measures of image quality were determined by 17 observers with different radiographic experiences. Images were randomized and displayed using 2AFC; observers scored the images answering 5 questions using a Likert scale. Results: At different dose levels, SAFIRE significantly increased SNR (up to 54%) in the acquired images compared to FBP at 80kVp (5.2-8.4), 110kVp (8.2-12.3), 130kVp (8.8-13.1). Visual image quality was higher with increasing SAFIRE strength. The highest image quality was scored with SAFIRE level 3 and higher. Conclusion: The SAFIRE algorithm is suitable for image noise reduction in paediatric head CT. Our data demonstrates that SAFIRE enhances SNR while reducing noise with a possible reduction of dose of 68%.

Cross sectional default probabilities in european corporate bonds

This study attempts to identify basis-trading opportunities in the European banking sector by comparing two different measures for the market’s assessment of risk: market-observed CDS spreads and model-implied Z-spreads. Using a sample of 10 banks, over a period of 3 years following the European banking crisis, it can be concluded that there were arbitrage opportunities in the sector, as evidenced by the derived negative bases.

Mediation incomplete information bargaining with filtered communication

We analyze a continuous-time bilateral double auction in the presence of two-sided incomplete information and a smallest money unit. A distinguishing feature of our model is that intermediate concessions are not observable by the adversary: they are only communicated to a passive auctioneer. An alternative interpretation is that of mediated bargaining. We show that an equilibrium using only the extreme agreements always exists and display the necessary and sufficient condition for the existence of (perfect Bayesian) equilibra which yield intermediate agreements. For the symmetric case with uniform type distribution we numerically calculate the equilibria. We find that the equilibrium which does not use compromise agreements is the least efficient, however, the rest of the equilibria yield the lower social welfare the higher number of compromise agreements are used.

Application of detection probabilities to the design of amphibian monitoring programs in temporary ponds

Failure to detect a species in an area where it is present is a major source of error in biological surveys. We assessed whether it is possible to optimize single-visit biological monitoring surveys of highly dynamic freshwater ecosystems by framing them a priori within a particular period of time. Alternatively, we also searched for the optimal number of visits and when they should be conducted. We developed single-species occupancy models to estimate the monthly probability of detection of pond-breeding amphibians during a four-year monitoring program. Our results revealed that detection probability was species-specific and changed among sampling visits within a breeding season and also among breeding seasons. Thereby, the optimization of biological surveys with minimal survey effort (a single visit) is not feasible as it proves impossible to select a priori an adequate sampling period that remains robust across years. Alternatively, a two-survey combination at the beginning of the sampling season yielded optimal results and constituted an acceptable compromise between sampling efficacy and survey effort. Our study provides evidence of the variability and uncertainty that likely affects the efficacy of monitoring surveys, highlighting the need of repeated sampling in both ecological studies and conservation management.

Water-filtered infrared-A radiation (wIRA) is not implicated in cellular degeneration of human skin

Rapport de synthèse : Introduction : le vieillissement cutané est un processus biologique complexe auquel participe une exposition excessive au rayonnement ultraviolet du soleil. En particulier, les longueurs d'onde des rayons ultraviolets A et B (UV-A et UV-B) peuvent induire une augmentation de la synthèse de protéases, comme la métalloprotéinase matricielle 1 (MMP-1), qui est impliquée dans le processus de vieillissement. La thermothérapie par infrarouges, dont les longueurs d'onde sont plus longues que celles des UV, est largement utilisée à des fins thérapeutiques ou cosmétiques. Or, il a été démontré que les infrarouges en filtration aqueuse (IRFA) pouvaient induire une augmentation de la production de MMP-1 et par conséquent être nocifs. Il serait donc intéressant d'évaluer les effets des IRFA au niveau cellulaire et moléculaire. But Expérimental : étudier les effets des lampes à infrarouges en filtration aqueuse utilisées en clinique sur des fibroblastes cutanés humains en culture, afin d'analyser l'expression du gène codant pour la protéine MMP-1. Méthode : des fibroblastes cutanés humain ont été irradiés d'une part avec approximativement 88% d'IRFA (780-1400 nm) et 12% de lumière rouge (LR, 665-780 nm) avec 380 mW/cm2 IRFA(+LR) (333 mW/cm2 IRFA) et d'autre part avec des UV-A comme contrôle. Des courbes de survie cellulaire ont été établies après une exposition allant de 15 minutes à 8 heures au IRFA(+LR) (340-10880 J/cm2 wIRA(+RL), 300-9600 J/cm2 wIRA) ou de 15 à 45 minutes aux UV-A(+BL) (25-75 J/cm2 UV-A(+BL). L'induction de l'ARNm du gène de la MMP-1 a été analysé dans les fibroblastes cutanés humain à deux températures physiologiques (30°C et 37°C) lors d'expositions uniques de 15 à 60 minutes aux IRFA(+LR) (340-1360 J/cm2 IRFA(+LR), 300-1200 J/cm2 IRFA) ou de 30 minutes aux UV-A(+BL) (50 J/cm2 UVA(+BL)). De plus, nous avons effectué des irradiations répétées, une a chaque passage cellulaire jusqu'au passage. 10 de 15 minutes d'IRFA(+LR) 340 J/cm2 IRFA(+LR), 300 J/cm2 IRFA) . Résultats : une exposition unique aux UV-A (+BL) entraîne chez des fibroblastes cutanés humains une augmentation de la mort cellulaire, ainsi qu'une forte augmentation de l'expression du gène codant pour la MMP-1. L'augmentation mise en évidence pour cet ARNm varie en fonction de la technique utilisée : elle est de 11 ± 1 fois par RT-PCR classique, de 76 ± 2 fois par RT-PCR quantitative à 30°C, et de 75 ± 1 fois par RT-PCR quantitative à 37°C. Par contre, une exposition unique ou répétée aux IRFA (+LR) n'induit aucune augmentation de la mort cellulaire, ni de l'expression de l'ARNm de la MMP-1 chez ces fibroblastes. Conclusions : les résultats de cette étude montrent que, contrairement aux rayons ultraviolets, les IRFA (+LR) ne semblent impliqués ni dans le vieillissement, ni dans la mort cellulaire, même utilisés à des doses très élevées. Ces résultats sont en accord avec certaines investigations in vivo montrant une induction de MMP-1 par des UV et non des infrarouges. Ces dernières études suggèrent d'ailleurs plutôt un rôle protecteur des IRFA (+LR).