Estimation of a Regression Function on a Point Process and its Application to Financial Ruin Risk Forecast

2000 Mathematics Subject Classification: Primary 60G55; secondary 60G25.

A framework for the response time analysis of fixed-priority tasks with stochastic inter-arrival times

Real-time scheduling usually considers worst-case values for the parameters of task (or message stream) sets, in order to provide safe schedulability tests for hard real-time systems. However, worst-case conditions introduce a level of pessimism that is often inadequate for a certain class of (soft) real-time systems. In this paper we provide an approach for computing the stochastic response time of tasks where tasks have inter-arrival times described by discrete probabilistic distribution functions, instead of minimum inter-arrival (MIT) values.

Retinal fluorescein contrast arrival time of young patients with the hepatosplenic form of the Schistosomiasis mansoni

Schistosoma mansoni is responsible for lesions that can alter the hemodinamic of the portal venous circulation, lung arterial and venous sistemic systems. Therefore, hemodinamic changes in the ocular circulation of mansonic schistosomotic patients with portal hypertension and hepatofugal venous blood flow is also probable. The purpose of this study was to determine the fluorescein contrast arrival time at the retina of young patients with the hepatosplenic form of schistosomiasis, clinically and surgically treated. The control group included 36 non schistosomotic patients, mean age of 17.3 years, and the case group was represented by 25 schistosomotic patients, mean age of 18.2 years, who were cared for at The University Hospital (Federal University of Pernambuco, Brazil), from 1990 to 2001. They underwent digital angiofluoresceinography and were evaluated for the contrast arrival time at the early retinal venous phase of the exam. Both groups were ophthalmologically examined at the same hospital (Altino Ventura Foundation, Recife, Brazil), using the same technique. There was retardation of the retinal contrast arrival time equal or more than 70 sec in the eyes of three schistosomotic patients (12%) and in none of the control group, however, the mean contrast arrival time between the two groups were not statistically different. These findings lend support to the hypothesis that there could be a delay of the eye venous blood flow drainage.

An algebraic operator approach to the analysis of Gerber-Shiu functions

We introduce an algebraic operator framework to study discounted penalty functions in renewal risk models. For inter-arrival and claim size distributions with rational Laplace transform, the usual integral equation is transformed into a boundary value problem, which is solved by symbolic techniques. The factorization of the differential operator can be lifted to the level of boundary value problems, amounting to iteratively solving first-order problems. This leads to an explicit expression for the Gerber-Shiu function in terms of the penalty function.

Analysis of Some Single and Two Commodity Inventory Problems

This thesis is devoted to the study of some stochastic models in inventories. An inventory system is a facility at which items of materials are stocked. In order to promote smooth and efficient running of business, and to provide adequate service to the customers, an inventory materials is essential for any enterprise. When uncertainty is present, inventories are used as a protection against risk of stock out. It is advantageous to procure the item before it is needed at a lower marginal cost. Again, by bulk purchasing, the advantage of price discounts can be availed. All these contribute to the formation of inventory. Maintaining inventories is a major expenditure for any organization. For each inventory, the fundamental question is how much new stock should be ordered and when should the orders are replaced. In the present study, considered several models for single and two commodity stochastic inventory problems. The thesis discusses two models. In the first model, examined the case in which the time elapsed between two consecutive demand points are independent and identically distributed with common distribution function F(.) with mean  (assumed finite) and in which demand magnitude depends only on the time elapsed since the previous demand epoch. The time between disasters has an exponential distribution with parameter . In Model II, the inter arrival time of disasters have general distribution (F.) with mean  ( ) and the quantity destructed depends on the time elapsed between disasters. Demands form compound poison processes with inter arrival times of demands having mean 1/. It deals with linearly correlated bulk demand two Commodity inventory problem, where each arrival demands a random number of items of each commodity C1 and C2, the maximum quantity demanded being a (< S1) and b(

Análise da precipitação no semi-árido potiguar

The semiarid rainfall regime is northeastern Brazil is highly variable. Climate processes associated with rainfall are complex and their effects may represent extreme situations of drought or floods, which can have adverse effects on society and the environment. The regional economy has a significant agricultural component, which is strongly influenced by weather conditions. Maximum precipitation analysis is traditionally performed using the intensity-duration-frequency (IDF) probabilistic approach. Results from such analysis are typically used in engineering projects involving hydraulic structures such as drainage network systems and road structures. On the other hand, precipitation data analysis may require the adoption of some kind of event identification criteria. The minimum inter-event duration (IMEE) is one of the most used criteria. This study aims to analyze the effect of the IMEE on the obtained rain event properties. For this purpose, a nine-year precipitation time series (2002- 2011) was used. This data was obtained from an automatic raingauge station, installed in an environmentally protected area, Ecological Seridó Station. The results showed that adopted IMEE values has an important effect on the number of events, duration, event height, mean rainfall rate and mean inter-event duration. Furthermore, a higher occurrence of extreme events was observed for small IMEE values. Most events showed average rainfall intensity higher than 2 mm.h-1 regardless of IMEE. The storm coefficient of advance was, in most cases, within the first quartile of the event, regardless of the IMEE value. Time series analysis using partial time series made it possible to adjust the IDF equations to local characteristics

Assessment of Gastrointestinal Motility in Renal Transplant Recipients by Alternate Current Biosusceptometry

Background. Gastrointestinal (GI) complications are common after renal transplantation, mainly owing to immunosuppressive therapy. Assessment of GI transit time can facilitate rational management of these disorders.Objective. We evaluate the GI transit parameters in renal transplant recipients taking tacrolimus, azathioprine, and prednisone with the use of the alternate current biosusceptometry (ACB) technique and compared them with healthy volunteers.Methods. Ten renal transplant recipients and 10 healthy volunteers were enrolled in this study. After an overnight fast, patients and volunteers ingested a standard meal containing magnetic markers. The biomagnetic monitoring was performed at 10-minute intervals for at least 8 hours to obtain gastric emptying as well as the colonic arrival time-intensity curves. Mean gastric emptying time (MGET), mean colon arrival time (MCAT), and mean small intestinal transit time (MSITT) were quantified and compared between control and patient groups with results expressed as mean +/- SD.Results. The MGET measured by the ACB technique was 48 +/- 31 minutes and 197 +/- 50 minutes for patients and healthy subjects, respectively. MSITT and MCAT values calculated for patients versus volunteers were 171 +/- 71 minutes versus 197 +/- 71 minutes and 219 +/- 83 minutes versus 373 +/- 52 minutes, respectively. Renal transplant recipients showed significantly faster; gastric emptying and colon arrival times (P < .001) compared with normal volunteers; however, small intestinal transit time was not significantly different (P = .44).Conclusions. In stable renal transplant recipients, the GI transit parameters were significantly faster than in normal healthy volunteers. ACB sensors are versatile technologies that can be used for clinical research, because they offer an excellent opportunity to evaluate GI transit in a noninvasive manner without the use of ionizing radiation.

Minimum Mean Square Error Approach in Images Processing for Full-field Displacements and Deformation Measurements

A vision system is applied to full-field displacements and deformation measurements in solid mechanics. A speckle like pattern is preliminary formed on the surface under investigation. To determine displacements field of one speckle image with respect to a reference speckle image, sub-images, referred to Zones Of Interest (ZOI) are considered. The field is obtained by matching a ZOI in the reference image with the respective ZOI in the moved image. Two image processing techniques are used for implementing the matching procedure: – cross correlation function and minimum mean square error (MMSE) of the ZOI intensity distribution. The two algorithms are compared and the influence of the ZOI size on the accuracy of measurements is studied.

Determination of Three-Dimensional Left Ventricle Motion to Analyze Ventricular Dyssyncrony in SPECT Images

A method to compute three-dimension (3D) left ventricle (LV) motion and its color coded visualization scheme for the qualitative analysis in SPECT images is proposed. It is used to investigate some aspects of Cardiac Resynchronization Therapy (CRT). The method was applied to 3D gated-SPECT images sets from normal subjects and patients with severe Idiopathic Heart Failure, before and after CRT. Color coded visualization maps representing the LV regional motion showed significant difference between patients and normal subjects. Moreover, they indicated a difference between the two groups. Numerical results of regional mean values representing the intensity and direction of movement in radial direction are presented. A difference of one order of magnitude in the intensity of the movement on patients in relation to the normal subjects was observed. Quantitative and qualitative parameters gave good indications of potential application of the technique to diagnosis and follow up of patients submitted to CRT.

Myocardial ultrasonic tissue characterization in patients with thyroid dysfunction

Background: Structural myocardial abnormalities have been extensively documented in hypothyroidism. Experimental studies in animal models have also shown involvement of thyroid hormones in gene expression of myocardial collagen. This study was planned to investigate the ability of ultrasonic tissue characterization, as evaluated by integrated backscatter (IBS), to early identify myocardial involvement in thyroid dysfunction. Patients and Methods: We studied 15 patients with hyperthyroidism (HYPER), 8 patients with hypothyroidism (HYPO), 14 patients with subclinical hypothyroidism (SCH) and 19 normal (N) subjects, who had normal LV systolic function. After treatment, 10 HYPER, 6 HYPO, and 8 SCH patients were reevaluated. IBS images were obtained and analyzed in parasternal short axis (papillary muscle level) view, at left ventricular (LV) posterior wall. The following IBS variables were analyzed: 1) the corrected coefficient (CC) of IBS, obtained by dividing IBS intensity by IBS intensity measured in a rubber phantom, using the same equipment adjustments, at the same depth; 2) cardiac cyclic variation (CV) of IBS - peak-to-peak difference between maximal and minimal values of IBS during cardiac cycle; 3) cardiac cyclic variation index (CVI) of IBS - percentual relationship between the cyclic variation (CV) and the mean value of IBS intensity. Results: CC of IBS was significantly larger (p < 0.05) in HYPER (1.57 +/- 0.6) and HYPO (1.53 +/- 0.3) as compared to SCH (1.32 +/- 0.3) or N (1.15 +/- 0.27). The CV (dB) (HYPO: 7.5 +/- 2.4; SCH: 8.2 +/- 3.1; HYPER: 8.2 +/- 2.0) and the CVI (HYPO: 35.6 +/- 19.7%; SCH: 34.7 +/- 17.5%; HYPER: 37.8 +/- 11.6%) were not significantly different in patients with thyroid dysfunction as compared to N (7.0 +/- 2.0 and 44.5 +/- 15.1%). Conclusions: CC of IBS was able to differentiate cardiac involvement in patients with overt HYPO and HYPER who had normal LV systolic function. These early myocardial structural abnormalities were partially reversed by drug therapy in HYPER group. On the other hand, although mean IBS intensity tended to be slightly larger in patients with SCH as compared to N, this difference was not statistical significant.

Distribution of an asymmetrical copepod, Hatschekia plectropomi, on the gills of Plectropomus leopardus

Hatschekia plectropomi, an ectoparasitic copepod found on the gills, infected Plectropomus leopardus from Heron Island Reef with 100% prevalence (n = 32) and a mean +/- S.E. infection intensity of 131.9 +/- 22.1. The distribution of 4222 adult female parasites across 32 individual host fish was investigated at several organizational levels ranging from the level of holobranch pairs to that of individual filaments. Parasites demonstrated a site preference for the two central holobranchs (2 and 3). Along the lengths of hemibranchs, filaments near the dorsal and ventral ends and those in the proximity of the bend region were rarely occupied. The probability of coming into contact with a suitable attachment site and the ability to withstand ventilation forces at that site were proposed as the major factors affecting distribution. Two H. plectropomi morphotypes were identified based on the direction of body curvature. Regardless of morphotype, 99.9% of individuals were attached such that the convex side of the body was oriented towards the oncoming ventilating water currents. Further, 93.3% of individuals attached to the posterior faces of filaments, leading to a predictable pattern of attachment for this species. It is suggested that the direction of body curvature develops in response to the direction of the ventilating water currents. (c) 2006 The Fisheries Society of the British Isles.

SPARTS: simulator for power aware and real-time systems

Real-time systems demand guaranteed and predictable run-time behaviour in order to ensure that no task has missed its deadline. Over the years we are witnessing an ever increasing demand for functionality enhancements in the embedded real-time systems. Along with the functionalities, the design itself grows more complex. Posed constraints, such as energy consumption, time, and space bounds, also require attention and proper handling. Additionally, efficient scheduling algorithms, as proven through analyses and simulations, often impose requirements that have significant run-time cost, specially in the context of multi-core systems. In order to further investigate the behaviour of such systems to quantify and compare these overheads involved, we have developed the SPARTS, a simulator of a generic embedded real- time device. The tasks in the simulator are described by externally visible parameters (e.g. minimum inter-arrival, sporadicity, WCET, BCET, etc.), rather than the code of the tasks. While our current implementation is primarily focused on our immediate needs in the area of power-aware scheduling, it is designed to be extensible to accommodate different task properties, scheduling algorithms and/or hardware models for the application in wide variety of simulations. The source code of the SPARTS is available for download at [1].

Global static-priority preemptive multiprocessor scheduling with utilization bound 38%

Consider the problem of scheduling real-time tasks on a multiprocessor with the goal of meeting deadlines. Tasks arrive sporadically and have implicit deadlines, that is, the deadline of a task is equal to its minimum inter-arrival time. Consider this problem to be solved with global static-priority scheduling. We present a priority-assignment scheme with the property that if at most 38% of the processing capacity is requested then all deadlines are met.

Toward a Run-Time Verification Framework for Real-Time Safety-Critical Systems

Presented at SEMINAR "ACTION TEMPS RÉEL:INFRASTRUCTURES ET SERVICES SYSTÉMES". 10, Apr, 2015. Brussels, Belgium.