Optimal IV estimation of systems with stochastic regressors and var disturbances with applications to dynamic systems

This paper considers the general problem of Feasible Generalized Least Squares Instrumental Variables (FG LS IV) estimation using optimal instruments. First we summarize the sufficient conditions for the FG LS IV estimator to be asymptotic ally equivalent to an optimal G LS IV estimator. Then we specialize to stationary dynamic systems with stationary VAR errors, and use the sufficient conditions to derive new moment conditions for these models. These moment conditions produce useful IVs from the lagged endogenous variables, despite the correlation between errors and endogenous variables. This use of the information contained in the lagged endogenous variables expands the class of IV estimators under consideration and there by potentially improves both asymptotic and small-sample efficiency of the optimal IV estimator in the class. Some Monte Carlo experiments compare the new methods with those of Hatanaka [1976]. For the DG P used in the Monte Carlo experiments, asymptotic efficiency is strictly improved by the new IVs, and experimental small-sample efficiency is improved as well.

Can 4D-Var use dynamical information from targeted observations of a baroclinic structure?

Targeted observations are generally taken in regions of high baroclinicity, but often show little impact. One plausible explanation is that important dynamical information, such as upshear tilt, is not extracted from the targeted observations by the data assimilation scheme and used to correct initial condition error. This is investigated by generating pseudo targeted observations which contain a singular vector (SV) structure that is not present in the background field or routine observations, i.e. assuming that the background has an initial condition error with tilted growing structure. Experiments were performed for a single case-study with varying numbers of pseudo targeted observations. These were assimilated by the Met Office four-dimensional variational (4D-Var) data assimilation scheme, which uses a 6 h window for observations and background-error covariances calculated using the National Meteorological Centre (NMC) method. The forecasts were run using the operational Met Office Unified Model on a 24 km grid. The results presented clearly demonstrate that a 6 h window 4D-Var system is capable of extracting baroclinic information from a limited set of observations and using it to correct initial condition error. To capture the SV structure well (projection of 0.72 in total energy), 50 sondes over an area of 1×106 km2 were required. When the SV was represented by only eight sondes along an example targeting flight track covering a smaller area, the projection onto the SV structure was lower; the resulting forecast perturbations showed an SV structure with increased tilt and reduced initial energy. The total energy contained in the perturbations decreased as the SV structure was less well described by the set of observations (i.e. as fewer pseudo observations were assimilated). The assimilated perturbation had lower energy than the SV unless the pseudo observations were assimilated with the dropsonde observation errors halved from operational values. Copyright © 2010 Royal Meteorological Society

Breakdown of hydrostatic balance at convective scales in the forecast errors in the Met Office Unified Model

For data assimilation in numerical weather prediction, the initial forecast-error covariance matrix Pf is required. For variational assimilation it is particularly important to prescribe an accurate initial matrix Pf, since Pf is either static (in the 3D-Var case) or constant at the beginning of each assimilation window (in the 4D-Var case). At large scales the atmospheric flow is well approximated by hydrostatic balance and this balance is strongly enforced in the initial matrix Pf used in operational variational assimilation systems such as that of the Met Office. However, at convective scales this balance does not necessarily hold any more. Here we examine the extent to which hydrostatic balance is valid in the vertical forecast-error covariances for high-resolution models in order to determine whether there is a need to relax this balance constraint in convective-scale data assimilation. We use the Met Office Global and Regional Ensemble Prediction System (MOGREPS) and a 1.5 km resolution version of the Unified Model for a case study characterized by the presence of convective activity. An ensemble of high-resolution forecasts valid up to three hours after the onset of convection is produced. We show that at 1.5 km resolution hydrostatic balance does not hold for forecast errors in regions of convection. This indicates that in the presence of convection hydrostatic balance should not be enforced in the covariance matrix used for variational data assimilation at this scale. The results show the need to investigate covariance models that may be better suited for convective-scale data assimilation. Finally, we give a measure of the balance present in the forecast perturbations as a function of the horizontal scale (from 3–90 km) using a set of diagnostics. Copyright © 2012 Royal Meteorological Society and British Crown Copyright, the Met Office

Variability in Modified Estimators of VaR and ES

Thesis (Master's)--University of Washington, 2016-06

Prevalence of refractive errors and ocular disorders in preschool and school children of Ibiporã - PR, Brazil (1989 to 1996)

Purpose: To establish the prevalence of refractive errors and ocular disorders in preschool and schoolchildren of Ibiporã, Brazil. Methods: A survey of 6 to 12-year-old children from public and private elementary schools was carried out in Ibiporã between 1989 and 1996. Visual acuity measurements were performed by trained teachers using Snellen's chart. Children with visual acuity <0.7 in at least one eye were referred to a complete ophthalmologic examination. Results: 35,936 visual acuity measurements were performed in 13,471 children. 1.966 children (14.59%) were referred to an ophthalmologic examination. Amblyopia was diagnosed in 237 children (1.76%), whereas strabismus was observed in 114 cases (0.84%). Cataract (n=17) (0.12%), chorioretinitis (n=38) (0.28%) and eyelid ptosis (n=6) (0.04%) were also diagnosed. Among the 614 (4.55%) children who were found to have refractive errors, 284 (46.25%) had hyperopia (hyperopia or hyperopic astigmatism), 206 (33.55%) had myopia (myopia or myopic astigmatism) and 124 (20.19%) showed mixed astigmatism. Conclusions: The study determined the local prevalence of amblyopia, refractive errors and eye disorders among preschool and schoolchildren.

Group I introns and associated homing endonuclease genes reveals a clinal structure for Porphyra spiralis var. amplifolia (Bangiales, Rhodophyta) along the Eastern coast of South America

Background: Group I introns are found in the nuclear small subunit ribosomal RNA gene (SSU rDNA) of some species of the genus Porphyra (Bangiales, Rhodophyta). Size polymorphisms in group I introns has been interpreted as the result of the degeneration of homing endonuclease genes (HEG) inserted in peripheral loops of intron paired elements. In this study, intron size polymorphisms were characterized for different Porphyra spiralis var. amplifolia (PSA) populations on the Southern Brazilian coast, and were used to infer genetic relationships and genetic structure of these PSA populations, in addition to cox2-3 and rbcL-S regions. Introns of different sizes were tested qualitatively for in vitro self-splicing. Results: Five intron size polymorphisms within 17 haplotypes were obtained from 80 individuals representing eight localities along the distribution of PSA in the Eastern coast of South America. In order to infer genetic structure and genetic relationships of PSA, these polymorphisms and haplotypes were used as markers for pairwise Fst analyses, Mantel's test and median joining network. The five cox2-3 haplotypes and the unique rbcL-S haplotype were used as markers for summary statistics, neutrality tests Tajima's D and Fu's Fs and for median joining network analyses. An event of demographic expansion from a population with low effective number, followed by a pattern of isolation by distance was obtained for PSA populations with the three analyses. In vitro experiments have shown that introns of different lengths were able to self-splice from pre-RNA transcripts. Conclusion: The findings indicated that degenerated HEGs are reminiscent of the presence of a full-length and functional HEG, once fixed for PSA populations. The cline of HEG degeneration determined the pattern of isolation by distance. Analyses with the other markers indicated an event of demographic expansion from a population with low effective number. The different degrees of degeneration of the HEG do not refrain intron self-splicing. To our knowledge, this was the first study to address intraspecific evolutionary history of a nuclear group I intron; to use nuclear, mitochondrial and chloroplast DNA for population level analyses of Porphyra; and intron size polymorphism as a marker for population genetics.

Var transcription profiling of Plasmodium falciparum 3D7: assignment of cytoadherent phenotypes to dominant transcripts

Background: Cytoadherence of Plasmodium falciparum-infected red blood cells is mediated by var gene-encoded P. falciparum erythrocyte membrane protein-1 and host receptor preference depends in most cases on which of the 50-60 var genes per genome is expressed. Enrichment of phenotypically homogenous parasites by panning on receptor expressing cells is fundamental for the identification of the corresponding var transcript. Methods: P. falciparum 3D7 parasites were panned on several transfected CHO-cell lines and their var transcripts analysed by i) reverse transcription/PCR/cloning/sequencing using a universal DBL alpha specific oligonucleotide pair and ii) by reverse transcription followed by quantitative PCR using 57 different oligonucleotide pairs. Results: Each cytoadherence selected parasite line also adhered to untransfected CHO-745 cells and upregulation of the var gene PFD995/PFD1000c was consistently associated with cytoadherence to all but one CHO cell line. In addition, parasites panned on different CHO cell lines revealed candidate var genes which reproducibly associated to the respective cytoadherent phenotype. The transcription profile obtained by RT-PCR/cloning/sequencing differed significantly from that of RT-quantitative PCR. Conclusion: Transfected CHO cell lines are of limited use for the creation of monophenotypic cytoadherent parasite lines. Nevertheless, 3D7 parasites can be reproducibly selected for the transcription of different determined var genes without genetic manipulation. Most importantly, var transcription analysis by RT-PCR/cloning/sequencing may lead to erroneous interpretation of var transcription profiles.

Knowledge acquisition by networks of interacting agents in the presence of observation errors

In this work we investigate knowledge acquisition as performed by multiple agents interacting as they infer, under the presence of observation errors, respective models of a complex system. We focus the specific case in which, at each time step, each agent takes into account its current observation as well as the average of the models of its neighbors. The agents are connected by a network of interaction of Erdos-Renyi or Barabasi-Albert type. First, we investigate situations in which one of the agents has a different probability of observation error (higher or lower). It is shown that the influence of this special agent over the quality of the models inferred by the rest of the network can be substantial, varying linearly with the respective degree of the agent with different estimation error. In case the degree of this agent is taken as a respective fitness parameter, the effect of the different estimation error is even more pronounced, becoming superlinear. To complement our analysis, we provide the analytical solution of the overall performance of the system. We also investigate the knowledge acquisition dynamic when the agents are grouped into communities. We verify that the inclusion of edges between agents (within a community) having higher probability of observation error promotes the loss of quality in the estimation of the agents in the other communities.

The impact of measurement errors in the identification of regulatory networks

Background: There are several studies in the literature depicting measurement error in gene expression data and also, several others about regulatory network models. However, only a little fraction describes a combination of measurement error in mathematical regulatory networks and shows how to identify these networks under different rates of noise. Results: This article investigates the effects of measurement error on the estimation of the parameters in regulatory networks. Simulation studies indicate that, in both time series (dependent) and non-time series (independent) data, the measurement error strongly affects the estimated parameters of the regulatory network models, biasing them as predicted by the theory. Moreover, when testing the parameters of the regulatory network models, p-values computed by ignoring the measurement error are not reliable, since the rate of false positives are not controlled under the null hypothesis. In order to overcome these problems, we present an improved version of the Ordinary Least Square estimator in independent (regression models) and dependent (autoregressive models) data when the variables are subject to noises. Moreover, measurement error estimation procedures for microarrays are also described. Simulation results also show that both corrected methods perform better than the standard ones (i.e., ignoring measurement error). The proposed methodologies are illustrated using microarray data from lung cancer patients and mouse liver time series data. Conclusions: Measurement error dangerously affects the identification of regulatory network models, thus, they must be reduced or taken into account in order to avoid erroneous conclusions. This could be one of the reasons for high biological false positive rates identified in actual regulatory network models.

Antimicrobial drug administration errors identified in Brazilian multicentric study

Medication administration errors (MAE) are the most frequent kind of medication errors. Errors with antimicrobial drugs (AD) are relevant because they may interfere inpatient safety and in the development of microbial resistance. The aim of this study is to analyze the AD errors detected in a Brazilian multicentric study of MAE. It was a devcriptive and explorotory study carried out in clinical units in five Brazilian teaching hospitals. The hospitals were investigated during 30 days. MAE were detected by observation technique. MAE were classified in categories: wrong route(WR), wrong patient(WP), wrong dose(WD) wrong time (WT) and unordered drug (UD). AD with MA E were classified by Anatomical-Therapeutical-Chemical Classification System. AD with narrow therapeutic index (NTI) wet-e identified A descriptive statistical analysis was performed using SPSS version 11.5 software. A total of 1500 errors were observed, 277 (18.5%) of them were error with AD. The hopes of AD error were: WT87.7%, QD 6.9%, WR 1.5%, UD 3.2% and WP 0.7%. The number of AD found was 36. The mostly ATC class were fluoroquinolones 13.9%, combinations of penicillin 13.9%, macrolides 8.3% and third-generation cephalosporines 5.6%. The parenteral drug dosage form was associated with 55.6% of AD. 16.7% of AD were NTI. 47.4% of WD and 21.8% WT were with NTI drugs. This study shows that these errors should be considered potential areas for improvement in the medication process and patient safety plus there is requirement to develop rational drug use of AD.

Offline Detection, Identification, and Correction of Branch Parameter Errors Based on Several Measurement Snapshots

This paper proposes a three-stage offline approach to detect, identify, and correct series and shunt branch parameter errors. In Stage 1 the branches suspected of having parameter errors are identified through an Identification Index (II). The II of a branch is the ratio between the number of measurements adjacent to that branch, whose normalized residuals are higher than a specified threshold value, and the total number of measurements adjacent to that branch. Using several measurement snapshots, in Stage 2 the suspicious parameters are estimated, in a simultaneous multiple-state-and-parameter estimation, via an augmented state and parameter estimator which increases the V - theta state vector for the inclusion of suspicious parameters. Stage 3 enables the validation of the estimation obtained in Stage 2, and is performed via a conventional weighted least squares estimator. Several simulation results (with IEEE bus systems) have demonstrated the reliability of the proposed approach to deal with single and multiple parameter errors in adjacent and non-adjacent branches, as well as in parallel transmission lines with series compensation. Finally the proposed approach is confirmed on tests performed on the Hydro-Quebec TransEnergie network.

Robot measuring form errors

This work presents an automated system for the measurement of form errors of mechanical components using an industrial robot. A three-probe error separation technique was employed to allow decoupling between the measured form error and errors introduced by the robotic system. A mathematical model of the measuring system was developed to provide inspection results by means of the solution of a system of linear equations. A new self-calibration procedure, which employs redundant data from several runs, minimizes the influence of probes zero-adjustment on the final result. Experimental tests applied to the measurement of straightness errors of mechanical components were accomplished and demonstrated the effectiveness of the employed methodology. (C) 2007 Elsevier Ltd. All rights reserved.

Diagnostic errors and repetitive sequential classifications in on-line process control by attributes

The procedure of on-line process control by attributes, known as Taguchi`s on-line process control, consists of inspecting the mth item (a single item) at every m produced items and deciding, at each inspection, whether the fraction of conforming items was reduced or not. If the inspected item is nonconforming, the production is stopped for adjustment. As the inspection system can be subject to diagnosis errors, one develops a probabilistic model that classifies repeatedly the examined item until a conforming or b non-conforming classification is observed. The first event that occurs (a conforming classifications or b non-conforming classifications) determines the final classification of the examined item. Proprieties of an ergodic Markov chain were used to get the expression of average cost of the system of control, which can be optimized by three parameters: the sampling interval of the inspections (m); the number of repeated conforming classifications (a); and the number of repeated non-conforming classifications (b). The optimum design is compared with two alternative approaches: the first one consists of a simple preventive policy. The production system is adjusted at every n produced items (no inspection is performed). The second classifies the examined item repeatedly r (fixed) times and considers it conforming if most classification results are conforming. Results indicate that the current proposal performs better than the procedure that fixes the number of repeated classifications and classifies the examined item as conforming if most classifications were conforming. On the other hand, the preventive policy can be averagely the most economical alternative rather than those ones that require inspection depending on the degree of errors and costs. A numerical example illustrates the proposed procedure. (C) 2009 Elsevier B. V. All rights reserved.

Effects of the preventive and corrective adjustments in economical designs for online process control for attributes with misclassification errors

The procedure for online process control by attributes consists of inspecting a single item at every m produced items. It is decided on the basis of the inspection result whether the process is in-control (the conforming fraction is stable) or out-of-control (the conforming fraction is decreased, for example). Most articles about online process control have cited the stoppage of the production process for an adjustment when the inspected item is non-conforming (then the production is restarted in-control, here denominated as corrective adjustment). Moreover, the articles related to this subject do not present semi-economical designs (which may yield high quantities of non-conforming items), as they do not include a policy of preventive adjustments (in such case no item is inspected), which can be more economical, mainly if the inspected item can be misclassified. In this article, the possibility of preventive or corrective adjustments in the process is decided at every m produced item. If a preventive adjustment is decided upon, then no item is inspected. On the contrary, the m-th item is inspected; if it conforms, the production goes on, otherwise, an adjustment takes place and the process restarts in-control. This approach is economically feasible for some practical situations and the parameters of the proposed procedure are determined minimizing an average cost function subject to some statistical restrictions (for example, to assure a minimal levelfixed in advanceof conforming items in the production process). Numerical examples illustrate the proposal.

Coarse-grid higher order finite-difference time-domain algorithm with low dispersion errors

Higher order (2,4) FDTD schemes used for numerical solutions of Maxwell`s equations are focused on diminishing the truncation errors caused by the Taylor series expansion of the spatial derivatives. These schemes use a larger computational stencil, which generally makes use of the two constant coefficients, C-1 and C-2, for the four-point central-difference operators. In this paper we propose a novel way to diminish these truncation errors, in order to obtain more accurate numerical solutions of Maxwell`s equations. For such purpose, we present a method to individually optimize the pair of coefficients, C-1 and C-2, based on any desired grid size resolution and size of time step. Particularly, we are interested in using coarser grid discretizations to be able to simulate electrically large domains. The results of our optimization algorithm show a significant reduction in dispersion error and numerical anisotropy for all modeled grid size resolutions. Numerical simulations of free-space propagation verifies the very promising theoretical results. The model is also shown to perform well in more complex, realistic scenarios.