Nonparametric identification of copula structures

KAUST Repository

Li, Bo

2013-06-01

We propose a unified framework for testing a variety of assumptions commonly made about the structure of copulas, including symmetry, radial symmetry, joint symmetry, associativity and Archimedeanity, and max-stability. Our test is nonparametric and based on the asymptotic distribution of the empirical copula process.We perform simulation experiments to evaluate our test and conclude that our method is reliable and powerful for assessing common assumptions on the structure of copulas, particularly when the sample size is moderately large. We illustrate our testing approach on two datasets. © 2013 American Statistical Association.

Conference on Copulas and Their Applications

CERN Document Server

Artero, Enrique; Durante, Fabrizio; Sánchez, Juan

2017-01-01

This book presents contributions and review articles on the theory of copulas and their applications. The authoritative and refereed contributions review the latest findings in the area with emphasis on “classical” topics like distributions with fixed marginals, measures of association, construction of copulas with given additional information, etc. The book celebrates the 75th birthday of Professor Roger B. Nelsen and his outstanding contribution to the development of copula theory. Most of the book’s contributions were presented at the conference “Copulas and Their Applications” held in his honor in Almería, Spain, July 3-5, 2017. The chapter 'When Gumbel met Galambos' is published open access under a CC BY 4.0 license.

Selecting Copulas for Risk Management

NARCIS (Netherlands)

H.J.W.G. Kole (Erik); C.G. Koedijk (Kees); M.J.C.M. Verbeek (Marno)

2006-01-01

textabstractCopulas offer financial risk managers a powerful tool to model the dependence between the different elements of a portfolio and are preferable to the traditional, correlation-based approach. In this paper we show the importance of selecting an accurate copula for risk management. We

Uncertainty of Hydrological Drought Characteristics with Copula Functions and Probability Distributions: A Case Study of Weihe River, China

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Panpan Zhao

2017-05-01

Full Text Available This study investigates the sensitivity and uncertainty of hydrological droughts frequencies and severity in the Weihe Basin, China during 1960–2012, by using six commonly used univariate probability distributions and three Archimedean copulas to fit the marginal and joint distributions of drought characteristics. The Anderson-Darling method is used for testing the goodness-of-fit of the univariate model, and the Akaike information criterion (AIC is applied to select the best distribution and copula functions. The results demonstrate that there is a very strong correlation between drought duration and drought severity in three stations. The drought return period varies depending on the selected marginal distributions and copula functions and, with an increase of the return period, the differences become larger. In addition, the estimated return periods (both co-occurrence and joint from the best-fitted copulas are the closet to those from empirical distribution. Therefore, it is critical to select the appropriate marginal distribution and copula function to model the hydrological drought frequency and severity. The results of this study can not only help drought investigation to select a suitable probability distribution and copulas function, but are also useful for regional water resource management. However, a few limitations remain in this study, such as the assumption of stationary of runoff series.

A Note on Upper Tail Behavior of Liouville Copulas

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Lei Hua

2016-11-01

Full Text Available The family of Liouville copulas is defined as the survival copulas of multivariate Liouville distributions, and it covers the Archimedean copulas constructed by Williamson’s d-transform. Liouville copulas provide a very wide range of dependence ranging from positive to negative dependence in the upper tails, and they can be useful in modeling tail risks. In this article, we study the upper tail behavior of Liouville copulas through their upper tail orders. Tail orders of a more general scale mixture model that covers Liouville distributions is first derived, and then tail order functions and tail order density functions of Liouville copulas are derived. Concrete examples are given after the main results.

Application of Vine Copulas to Credit Portfolio Risk Modeling

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Marco Geidosch

2016-06-01

Full Text Available In this paper, we demonstrate the superiority of vine copulas over conventional copulas when modeling the dependence structure of a credit portfolio. We show statistical and economic implications of replacing conventional copulas by vine copulas for a subportfolio of the Euro Stoxx 50 and the S&P 500 companies, respectively. Our study includes D-vines and R-vines where the bivariate building blocks are chosen from the Gaussian, the t and the Clayton family. Our findings are (i the conventional Gauss copula is deficient in modeling the dependence structure of a credit portfolio and economic capital is seriously underestimated; (ii D-vine structures offer a better statistical fit to the data than classical copulas, but underestimate economic capital compared to R-vines; (iii when mixing different copula families in an R-vine structure, the best statistical fit to the data can be achieved which corresponds to the most reliable estimate for economic capital.

Historical and future drought in Bangladesh using copula-based bivariate regional frequency analysis

Science.gov (United States)

Mortuza, Md Rubayet; Moges, Edom; Demissie, Yonas; Li, Hong-Yi

2018-02-01

The study aims at regional and probabilistic evaluation of bivariate drought characteristics to assess both the past and future drought duration and severity in Bangladesh. The procedures involve applying (1) standardized precipitation index to identify drought duration and severity, (2) regional frequency analysis to determine the appropriate marginal distributions for both duration and severity, (3) copula model to estimate the joint probability distribution of drought duration and severity, and (4) precipitation projections from multiple climate models to assess future drought trends. Since drought duration and severity in Bangladesh are often strongly correlated and do not follow same marginal distributions, the joint and conditional return periods of droughts are characterized using the copula-based joint distribution. The country is divided into three homogeneous regions using Fuzzy clustering and multivariate discordancy and homogeneity measures. For given severity and duration values, the joint return periods for a drought to exceed both values are on average 45% larger, while to exceed either value are 40% less than the return periods from the univariate frequency analysis, which treats drought duration and severity independently. These suggest that compared to the bivariate drought frequency analysis, the standard univariate frequency analysis under/overestimate the frequency and severity of droughts depending on how their duration and severity are related. Overall, more frequent and severe droughts are observed in the west side of the country. Future drought trend based on four climate models and two scenarios showed the possibility of less frequent drought in the future (2020-2100) than in the past (1961-2010).

A two-component copula with links to insurance

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Ismail S.

2017-12-01

Full Text Available This paper presents a new copula to model dependencies between insurance entities, by considering how insurance entities are affected by both macro and micro factors. The model used to build the copula assumes that the insurance losses of two companies or lines of business are related through a random common loss factor which is then multiplied by an individual random company factor to get the total loss amounts. The new two-component copula is not Archimedean and it extends the toolkit of copulas for the insurance industry.

Understanding similarity of groundwater systems with empirical copulas

Science.gov (United States)

Haaf, Ezra; Kumar, Rohini; Samaniego, Luis; Barthel, Roland

2016-04-01

Within the classification framework for groundwater systems that aims for identifying similarity of hydrogeological systems and transferring information from a well-observed to an ungauged system (Haaf and Barthel, 2015; Haaf and Barthel, 2016), we propose a copula-based method for describing groundwater-systems similarity. Copulas are an emerging method in hydrological sciences that make it possible to model the dependence structure of two groundwater level time series, independently of the effects of their marginal distributions. This study is based on Samaniego et al. (2010), which described an approach calculating dissimilarity measures from bivariate empirical copula densities of streamflow time series. Subsequently, streamflow is predicted in ungauged basins by transferring properties from similar catchments. The proposed approach is innovative because copula-based similarity has not yet been applied to groundwater systems. Here we estimate the pairwise dependence structure of 600 wells in Southern Germany using 10 years of weekly groundwater level observations. Based on these empirical copulas, dissimilarity measures are estimated, such as the copula's lower- and upper corner cumulated probability, copula-based Spearman's rank correlation - as proposed by Samaniego et al. (2010). For the characterization of groundwater systems, copula-based metrics are compared with dissimilarities obtained from precipitation signals corresponding to the presumed area of influence of each groundwater well. This promising approach provides a new tool for advancing similarity-based classification of groundwater system dynamics. Haaf, E., Barthel, R., 2015. Methods for assessing hydrogeological similarity and for classification of groundwater systems on the regional scale, EGU General Assembly 2015, Vienna, Austria. Haaf, E., Barthel, R., 2016. An approach for classification of hydrogeological systems at the regional scale based on groundwater hydrographs EGU General Assembly

Factor Copula Models for Replicated Spatial Data

KAUST Repository

Krupskii, Pavel

2016-12-19

We propose a new copula model that can be used with replicated spatial data. Unlike the multivariate normal copula, the proposed copula is based on the assumption that a common factor exists and affects the joint dependence of all measurements of the process. Moreover, the proposed copula can model tail dependence and tail asymmetry. The model is parameterized in terms of a covariance function that may be chosen from the many models proposed in the literature, such as the Matérn model. For some choice of common factors, the joint copula density is given in closed form and therefore likelihood estimation is very fast. In the general case, one-dimensional numerical integration is needed to calculate the likelihood, but estimation is still reasonably fast even with large data sets. We use simulation studies to show the wide range of dependence structures that can be generated by the proposed model with different choices of common factors. We apply the proposed model to spatial temperature data and compare its performance with some popular geostatistics models.

Factor Copula Models for Replicated Spatial Data

KAUST Repository

Krupskii, Pavel; Huser, Raphaë l; Genton, Marc G.

2016-01-01

We propose a new copula model that can be used with replicated spatial data. Unlike the multivariate normal copula, the proposed copula is based on the assumption that a common factor exists and affects the joint dependence of all measurements of the process. Moreover, the proposed copula can model tail dependence and tail asymmetry. The model is parameterized in terms of a covariance function that may be chosen from the many models proposed in the literature, such as the Matérn model. For some choice of common factors, the joint copula density is given in closed form and therefore likelihood estimation is very fast. In the general case, one-dimensional numerical integration is needed to calculate the likelihood, but estimation is still reasonably fast even with large data sets. We use simulation studies to show the wide range of dependence structures that can be generated by the proposed model with different choices of common factors. We apply the proposed model to spatial temperature data and compare its performance with some popular geostatistics models.

Efficient estimation of semiparametric copula models for bivariate survival data

KAUST Repository

Cheng, Guang

2014-01-01

A semiparametric copula model for bivariate survival data is characterized by a parametric copula model of dependence and nonparametric models of two marginal survival functions. Efficient estimation for the semiparametric copula model has been recently studied for the complete data case. When the survival data are censored, semiparametric efficient estimation has only been considered for some specific copula models such as the Gaussian copulas. In this paper, we obtain the semiparametric efficiency bound and efficient estimation for general semiparametric copula models for possibly censored data. We construct an approximate maximum likelihood estimator by approximating the log baseline hazard functions with spline functions. We show that our estimates of the copula dependence parameter and the survival functions are asymptotically normal and efficient. Simple consistent covariance estimators are also provided. Numerical results are used to illustrate the finite sample performance of the proposed estimators. © 2013 Elsevier Inc.

ESTIMASI NILAI VaR PORTOFOLIO MENGGUNAKAN FUNGSI ARCHIMEDEAN COPULA

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AULIA ATIKA PRAWIBTA SUHARTO

2017-01-01

Full Text Available Value at Risk explains the magnitude of the worst losses occurred in financial products investments with a certain level of confidence and time interval. The purpose of this study is to estimate the VaR of portfolio using Archimedean Copula family. The methods for calculating the VaR are as follows: (1 calculating the stock return; (2 calculating descriptive statistics of return; (3 checking for the nature of autocorrelation and heteroscedasticity effects on stock return data; (4 checking for the presence of extreme value by using Pareto tail; (5 estimating the parameters of Achimedean Copula family; (6 conducting simulations of Archimedean Copula; (7 estimating the value of the stock portfolio VaR. This study uses the closing price of TLKM and GGRM. At 90% the VaR obtained using Clayton, Gumbel, Frank copulas are 0.9562%, 1.0189%, 0.9827% respectively. At 95% the VaR obtained using Clayton, Gumbel, Frank copulas are 1.2930%, 1.2522%, 1.3152% respectively. At 99% the VaR obtained using Clayton, Gumbel, Frank copulas are 2.0327%, 1.9164%, is 1.8678% respectively. In conclusion estimation of VaR using Clayton copula yields the highest VaR.

Application of selection and estimation regular vine copula on go public company share

Science.gov (United States)

Hasna Afifah, R.; Noviyanti, Lienda; Bachrudin, Achmad

2018-03-01

The accuracy of financial risk management involving a large number of assets is needed, but information about dependencies among assets cannot be adequately analyzed. To analyze dependencies on a number of assets, several tools have been added to standard multivariate copula. However, these tools have not been adequately used in apps with higher dimensions. The bivariate parametric copula families can be used to solve it. The multivariate copula can be built from the bivariate parametric copula which is connected by a graphical representation to become Pair Copula Constructions (PCCs) or vine copula. The application of C-vine and D-vine copula have been used in some researches, but the use of C-vine and D-vine copula is more limited than R-vine copula. Therefore, this study used R-vine copula to provide flexibility for modeling complex dependencies on a high dimension. Since copula is a static model, while stock values change over time, then copula should be combined with the ARMA- GARCH model for modeling the movement of shares (volatility). The objective of this paper is to select and estimate R-vine copula which is used to analyze PT Jasa Marga (Persero) Tbk (JSMR), PT Waskita Karya (Persero) Tbk (WSKT), and PT Bank Mandiri (Persero) Tbk (BMRI) from august 31, 2014 to august 31, 2017. From the method it is obtained that the selected copulas for 2 edges at the first tree are survival Gumbel and the copula for edge at the second tree is Gaussian.

Bivariate copulas on the exponentially weighted moving average control chart

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Sasigarn Kuvattana

2016-10-01

Full Text Available This paper proposes four types of copulas on the Exponentially Weighted Moving Average (EWMA control chart when observations are from an exponential distribution using a Monte Carlo simulation approach. The performance of the control chart is based on the Average Run Length (ARL which is compared for each copula. Copula functions for specifying dependence between random variables are used and measured by Kendall’s tau. The results show that the Normal copula can be used for almost all shifts.

A COMPARATIVE ANALYSIS OF ASEAN CURRENCIES USING A COPULA APPROACH AND A DYNAMIC COPULA APPROACH

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CHUKIAT CHAIBOONSRI

2012-12-01

Full Text Available The ASEAN Economic Community (AEC will be shaped developing to be a single market and production base in 2015, moving towards regional Economic Integration, 2009. These developments in international financial markets do lead to some adverse cost for AEC country borrowers. The specific objective aims to investigate the dependent measures and the co-movement among selected ASEAN currencies. A Copula Approach was used to examine dependent measures of Thai Baht exchange rate among selected ASEAN currencies during the period of 2008-2011. Also, a Dynamic Copula Approach was tested to investigate the co-movement of Thai Baht exchange rate among selected ASEAN currencies during the period of 2008-2011. The results of the study based on a Pearson linear correlation coefficient confirmed that Thai Baht exchange rate and each of selected ASEAN currencies have a linear correlation during the specific period excluding Vietnam exchange rate. Furthermore, based on empirical Copula Approach, Thai Baht exchange rate had a dependent structure with each of the selected in ASEAN currencies including Brunei exchange rate, Singapore exchange rate, Malaysia exchange rate, Indonesia exchange rate, Philippine exchange rate, and Vietnam exchange rate respectively. The results of Dynamic Copula estimation indicated that Thai Baht exchange rate had a co-movement with selected ASEAN currencies. The research results provide an informative and interactive ASEAN financial market to all users, including Global financial market.

A survey of kernel-type estimators for copula and their applications

Science.gov (United States)

Sumarjaya, I. W.

2017-10-01

Copulas have been widely used to model nonlinear dependence structure. Main applications of copulas include areas such as finance, insurance, hydrology, rainfall to name but a few. The flexibility of copula allows researchers to model dependence structure beyond Gaussian distribution. Basically, a copula is a function that couples multivariate distribution functions to their one-dimensional marginal distribution functions. In general, there are three methods to estimate copula. These are parametric, nonparametric, and semiparametric method. In this article we survey kernel-type estimators for copula such as mirror reflection kernel, beta kernel, transformation method and local likelihood transformation method. Then, we apply these kernel methods to three stock indexes in Asia. The results of our analysis suggest that, albeit variation in information criterion values, the local likelihood transformation method performs better than the other kernel methods.

Copula Theory and Its Applications

CERN Document Server

Jaworski, Piotr; Hardle, Wolfgang Karl; Rychlik, Tomasz

2010-01-01

Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 50's, copulas have gained considerable popularity in several fields of applied mathematics, such as finance, insurance and reliability theory. Today, they represent a well-recognized tool for market and credit models, aggregation of risks, portfolio selection, etc. This book is divided into two main parts: Part I - 'Surveys' contains 11 chapters that provide an up-to-date account o

Analysis of survival data with dependent censoring copula-based approaches

CERN Document Server

Emura, Takeshi

2018-01-01

This book introduces readers to copula-based statistical methods for analyzing survival data involving dependent censoring. Primarily focusing on likelihood-based methods performed under copula models, it is the first book solely devoted to the problem of dependent censoring. The book demonstrates the advantages of the copula-based methods in the context of medical research, especially with regard to cancer patients’ survival data. Needless to say, the statistical methods presented here can also be applied to many other branches of science, especially in reliability, where survival analysis plays an important role. The book can be used as a textbook for graduate coursework or a short course aimed at (bio-) statisticians. To deepen readers’ understanding of copula-based approaches, the book provides an accessible introduction to basic survival analysis and explains the mathematical foundations of copula-based survival models.

Optimal moment determination in POME-copula based hydrometeorological dependence modelling

Science.gov (United States)

Liu, Dengfeng; Wang, Dong; Singh, Vijay P.; Wang, Yuankun; Wu, Jichun; Wang, Lachun; Zou, Xinqing; Chen, Yuanfang; Chen, Xi

2017-07-01

Copula has been commonly applied in multivariate modelling in various fields where marginal distribution inference is a key element. To develop a flexible, unbiased mathematical inference framework in hydrometeorological multivariate applications, the principle of maximum entropy (POME) is being increasingly coupled with copula. However, in previous POME-based studies, determination of optimal moment constraints has generally not been considered. The main contribution of this study is the determination of optimal moments for POME for developing a coupled optimal moment-POME-copula framework to model hydrometeorological multivariate events. In this framework, margins (marginals, or marginal distributions) are derived with the use of POME, subject to optimal moment constraints. Then, various candidate copulas are constructed according to the derived margins, and finally the most probable one is determined, based on goodness-of-fit statistics. This optimal moment-POME-copula framework is applied to model the dependence patterns of three types of hydrometeorological events: (i) single-site streamflow-water level; (ii) multi-site streamflow; and (iii) multi-site precipitation, with data collected from Yichang and Hankou in the Yangtze River basin, China. Results indicate that the optimal-moment POME is more accurate in margin fitting and the corresponding copulas reflect a good statistical performance in correlation simulation. Also, the derived copulas, capturing more patterns which traditional correlation coefficients cannot reflect, provide an efficient way in other applied scenarios concerning hydrometeorological multivariate modelling.

Estimating Risk of Natural Gas Portfolios by Using GARCH-EVT-Copula Model.

Science.gov (United States)

Tang, Jiechen; Zhou, Chao; Yuan, Xinyu; Sriboonchitta, Songsak

2015-01-01

This paper concentrates on estimating the risk of Title Transfer Facility (TTF) Hub natural gas portfolios by using the GARCH-EVT-copula model. We first use the univariate ARMA-GARCH model to model each natural gas return series. Second, the extreme value distribution (EVT) is fitted to the tails of the residuals to model marginal residual distributions. Third, multivariate Gaussian copula and Student t-copula are employed to describe the natural gas portfolio risk dependence structure. Finally, we simulate N portfolios and estimate value at risk (VaR) and conditional value at risk (CVaR). Our empirical results show that, for an equally weighted portfolio of five natural gases, the VaR and CVaR values obtained from the Student t-copula are larger than those obtained from the Gaussian copula. Moreover, when minimizing the portfolio risk, the optimal natural gas portfolio weights are found to be similar across the multivariate Gaussian copula and Student t-copula and different confidence levels.

Estimating Risk of Natural Gas Portfolios by Using GARCH-EVT-Copula Model

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Jiechen Tang

2015-01-01

Full Text Available This paper concentrates on estimating the risk of Title Transfer Facility (TTF Hub natural gas portfolios by using the GARCH-EVT-copula model. We first use the univariate ARMA-GARCH model to model each natural gas return series. Second, the extreme value distribution (EVT is fitted to the tails of the residuals to model marginal residual distributions. Third, multivariate Gaussian copula and Student t-copula are employed to describe the natural gas portfolio risk dependence structure. Finally, we simulate N portfolios and estimate value at risk (VaR and conditional value at risk (CVaR. Our empirical results show that, for an equally weighted portfolio of five natural gases, the VaR and CVaR values obtained from the Student t-copula are larger than those obtained from the Gaussian copula. Moreover, when minimizing the portfolio risk, the optimal natural gas portfolio weights are found to be similar across the multivariate Gaussian copula and Student t-copula and different confidence levels.

Application of Archimedean copulas to the analysis of drought decadal variation in China

Science.gov (United States)

Zuo, Dongdong; Feng, Guolin; Zhang, Zengping; Hou, Wei

2017-12-01

Based on daily precipitation data collected from 1171 stations in China during 1961-2015, the monthly standardized precipitation index was derived and used to extract two major drought characteristics which are drought duration and severity. Next, a bivariate joint model was established based on the marginal distributions of the two variables and Archimedean copula functions. The joint probability and return period were calculated to analyze the drought characteristics and decadal variation. According to the fit analysis, the Gumbel-Hougaard copula provided the best fit to the observed data. Based on four drought duration classifications and four severity classifications, the drought events were divided into 16 drought types according to the different combinations of duration and severity classifications, and the probability and return period were analyzed for different drought types. The results showed that the occurring probability of six common drought types (0 accounted for 76% of the total probability of all types. Moreover, due to their greater variation, two drought types were particularly notable, i.e., the drought types where D ≥ 6 and S ≥ 2. Analyzing the joint probability in different decades indicated that the location of the drought center had a distinctive stage feature, which cycled from north to northeast to southwest during 1961-2015. However, southwest, north, and northeast China had a higher drought risk. In addition, the drought situation in southwest China should be noted because the joint probability values, return period, and the analysis of trends in the drought duration and severity all indicated a considerable risk in recent years.

The Structure of the Class of Maximum Tsallis–Havrda–Chavát Entropy Copulas

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Jesús E. García

2016-07-01

Full Text Available A maximum entropy copula is the copula associated with the joint distribution, with prescribed marginal distributions on [ 0 , 1 ] , which maximizes the Tsallis–Havrda–Chavát entropy with q = 2 . We find necessary and sufficient conditions for each maximum entropy copula to be a copula in the class introduced in Rodríguez-Lallena and Úbeda-Flores (2004, and we also show that each copula in that class is a maximum entropy copula.

Volatility spillover between crude oil and exchange rate: A copula-CARR approach

Science.gov (United States)

Pu, Y. J.; Guo, M. Y.

2017-11-01

Oil provides a powerful impetus for modern society's production and life. The influences of oil price fluctuations on socio-economic development are obvious, and it draws more attention from scholars. However, the distribution of oil is highly centralized, which leads to the vast majority of oil trading through foreign trade. As a result, exchange rate plays an important role in the oil business. Study on the relationship between exchange rate and crude oil gradually becomes a hot research topic in recent years. In this paper, we use copula and CARR model to study correlation structure and relationship between crude oil price and exchange rate. We establish CARR models as marginal models and use five copulas which are Gaussian Copula, Student-t Copula, Gumbel Copula, Clayton Copula and Frank Copula to study the correlation structure between NYMEX crude oil price range and U. S. Dollar Index range. Furthermore, we use Copula-CARR model with structural breaks to detect the change points in the correlation structure between NYMEX crude oil price range and U. S. Dollar Index range. Empirical results show that the change points are closely related to the actual economic events.

Goodness-of-Fit Tests For Elliptical and Independent Copulas through Projection Pursuit

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Jacques Touboul

2011-04-01

Full Text Available Two goodness-of-fit tests for copulas are being investigated. The first one deals with the case of elliptical copulas and the second one deals with independent copulas. These tests result from the expansion of the projection pursuit methodology that we will introduce in the present article. This method enables us to determine on which axis system these copulas lie as well as the exact value of these very copulas in the basis formed by the axes previously determined irrespective of their value in their canonical basis. Simulations are also presented as well as an application to real datasets.

Data on copula modeling of mixed discrete and continuous neural time series.

Science.gov (United States)

Hu, Meng; Li, Mingyao; Li, Wu; Liang, Hualou

2016-06-01

Copula is an important tool for modeling neural dependence. Recent work on copula has been expanded to jointly model mixed time series in neuroscience ("Hu et al., 2016, Joint Analysis of Spikes and Local Field Potentials using Copula" [1]). Here we present further data for joint analysis of spike and local field potential (LFP) with copula modeling. In particular, the details of different model orders and the influence of possible spike contamination in LFP data from the same and different electrode recordings are presented. To further facilitate the use of our copula model for the analysis of mixed data, we provide the Matlab codes, together with example data.

Assessing the copula selection for bivariate frequency analysis ...

Indian Academy of Sciences (India)

58

Copulas are applied to overcome the restriction of traditional bivariate frequency ... frequency analysis methods cannot describe the random variable properties that ... In order to overcome the limitation of multivariate distributions, a copula is a ..... The Mann-Kendall (M-K) test is a non-parametric statistical test which is used ...

Premium analysis for copula model: A case study for Malaysian motor insurance claims

Science.gov (United States)

Resti, Yulia; Ismail, Noriszura; Jaaman, Saiful Hafizah

2014-06-01

This study performs premium analysis for copula models with regression marginals. For illustration purpose, the copula models are fitted to the Malaysian motor insurance claims data. In this study, we consider copula models from Archimedean and Elliptical families, and marginal distributions of Gamma and Inverse Gaussian regression models. The simulated results from independent model, which is obtained from fitting regression models separately to each claim category, and dependent model, which is obtained from fitting copula models to all claim categories, are compared. The results show that the dependent model using Frank copula is the best model since the risk premiums estimated under this model are closely approximate to the actual claims experience relative to the other copula models.

OPTIMUM VOLUME OF BANK RESERVE: FORECASTING OF OVERDUE CREDIT INDEBTEDNESS USING COPULA MODELS

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Kazakova K. A.

2015-12-01

Full Text Available The article propose to consider the possibility of RLUF-copulas application for the creation of joint distributions of overdue credit indebtedness ranks with macroeconomic indicators for the purpose of indebtedness forecasting and also for the definition of optimum volumes of reserve requirements for the corresponding losses. In this research the comparative analysis of multivariate distributions of RLUF-copula estimation with such classical copulas, as FGM-copula, Frank's copula and Gauss's copula is made. In the article the method of maximum likelihood is used for receiving estimates of model parameters. In case of RLUF-copula Bayesian estimates of parameters are received using the Metropolis algorithm with random volatility. Forecasting of bank reserve volumes for all received models is executed in the form of random sample generation by the means of the algorithm of acceptance-deviation for the creation of the corresponding sample of joint distribution using the copula density function. As the result of playing of hundred possible scenarios of indebtedness volumes is obtained the 95 % confidence level for the possible volume of credit indebtedness which can fully act as the optimum volume of reserve requirements for the corresponding credit losses.

Lower Tail Dependence for Archimedean Copulas : Characterizations and Pitfalls

NARCIS (Netherlands)

Charpentier, A.; Segers, J.J.J.

2006-01-01

Tail dependence copulas provide a natural perspective from which one can study the dependence in the tail of a multivariate distribution.For Archimedean copulas with continuously differentiable generators, regular variation of the generator near the origin is known to be closely connected to

Bivariate Kumaraswamy Models via Modified FGM Copulas: Properties and Applications

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Indranil Ghosh

2017-11-01

Full Text Available A copula is a useful tool for constructing bivariate and/or multivariate distributions. In this article, we consider a new modified class of FGM (Farlie–Gumbel–Morgenstern bivariate copula for constructing several different bivariate Kumaraswamy type copulas and discuss their structural properties, including dependence structures. It is established that construction of bivariate distributions by this method allows for greater flexibility in the values of Spearman’s correlation coefficient, ρ and Kendall’s τ .

Supplementary Material for: Factor Copula Models for Replicated Spatial Data

KAUST Repository

Krupskii, Pavel; Huser, Raphaë l; Genton, Marc G.

2016-01-01

We propose a new copula model that can be used with replicated spatial data. Unlike the multivariate normal copula, the proposed copula is based on the assumption that a common factor exists and affects the joint dependence of all measurements of the process. Moreover, the proposed copula can model tail dependence and tail asymmetry. The model is parameterized in terms of a covariance function that may be chosen from the many models proposed in the literature, such as the Matérn model. For some choice of common factors, the joint copula density is given in closed form and therefore likelihood estimation is very fast. In the general case, one-dimensional numerical integration is needed to calculate the likelihood, but estimation is still reasonably fast even with large data sets. We use simulation studies to show the wide range of dependence structures that can be generated by the proposed model with different choices of common factors. We apply the proposed model to spatial temperature data and compare its performance with some popular geostatistics models.

Modeling multisite streamflow dependence with maximum entropy copula

Science.gov (United States)

Hao, Z.; Singh, V. P.

2013-10-01

Synthetic streamflows at different sites in a river basin are needed for planning, operation, and management of water resources projects. Modeling the temporal and spatial dependence structure of monthly streamflow at different sites is generally required. In this study, the maximum entropy copula method is proposed for multisite monthly streamflow simulation, in which the temporal and spatial dependence structure is imposed as constraints to derive the maximum entropy copula. The monthly streamflows at different sites are then generated by sampling from the conditional distribution. A case study for the generation of monthly streamflow at three sites in the Colorado River basin illustrates the application of the proposed method. Simulated streamflow from the maximum entropy copula is in satisfactory agreement with observed streamflow.

The Interdependence between Rainfall and Temperature: Copula Analyses

DEFF Research Database (Denmark)

Cong, Ronggang; Brady, Mark

2012-01-01

possible approach to this problem, five families of copula models are employed to model the interdependence between rainfall and temperature. Scania is a leading agricultural province in Sweden and is affected by a maritime climate. Historical climatic data for Scania is used to demonstrate the modeling...... process. Heteroscedasticity and autocorrelation of sample data are also considered to eliminate the possibility of observation error. The results indicate that for Scania there are negative correlations between rainfall and temperature for the months from April to July and September. The student copula...... is found to be most suitable to model the bivariate distribution of rainfall and temperature based on the Akaike information criterion (AIC) and Bayesian information criterion (BIC). Using the student copula, we simulate temperature and rainfall simultaneously. The resulting models can be integrated...

The Gaussian copula model for the joint deficit index for droughts

Science.gov (United States)

Van de Vyver, H.; Van den Bergh, J.

2018-06-01

The characterization of droughts and their impacts is very dependent on the time scale that is involved. In order to obtain an overall drought assessment, the cumulative effects of water deficits over different times need to be examined together. For example, the recently developed joint deficit index (JDI) is based on multivariate probabilities of precipitation over various time scales from 1- to 12-months, and was constructed from empirical copulas. In this paper, we examine the Gaussian copula model for the JDI. We model the covariance across the temporal scales with a two-parameter function that is commonly used in the specific context of spatial statistics or geostatistics. The validity of the covariance models is demonstrated with long-term precipitation series. Bootstrap experiments indicate that the Gaussian copula model has advantages over the empirical copula method in the context of drought severity assessment: (i) it is able to quantify droughts outside the range of the empirical copula, (ii) provides adequate drought quantification, and (iii) provides a better understanding of the uncertainty in the estimation.

Semiparametric Gaussian copula models : Geometry and efficient rank-based estimation

NARCIS (Netherlands)

Segers, J.; van den Akker, R.; Werker, B.J.M.

2014-01-01

We propose, for multivariate Gaussian copula models with unknown margins and structured correlation matrices, a rank-based, semiparametrically efficient estimator for the Euclidean copula parameter. This estimator is defined as a one-step update of a rank-based pilot estimator in the direction of

Nonparametric identification of copula structures

KAUST Repository

Li, Bo; Genton, Marc G.

2013-01-01

We propose a unified framework for testing a variety of assumptions commonly made about the structure of copulas, including symmetry, radial symmetry, joint symmetry, associativity and Archimedeanity, and max-stability. Our test is nonparametric

Forecasting VaR and ES of stock index portfolio: A Vine copula method

Science.gov (United States)

Zhang, Bangzheng; Wei, Yu; Yu, Jiang; Lai, Xiaodong; Peng, Zhenfeng

2014-12-01

Risk measurement has both theoretical and practical significance in risk management. Using daily sample of 10 international stock indices, firstly this paper models the internal structures among different stock markets with C-Vine, D-Vine and R-Vine copula models. Secondly, the Value-at-Risk (VaR) and Expected Shortfall (ES) of the international stock markets portfolio are forecasted using Monte Carlo method based on the estimated dependence of different Vine copulas. Finally, the accuracy of VaR and ES measurements obtained from different statistical models are evaluated by UC, IND, CC and Posterior analysis. The empirical results show that the VaR forecasts at the quantile levels of 0.9, 0.95, 0.975 and 0.99 with three kinds of Vine copula models are sufficiently accurate. Several traditional methods, such as historical simulation, mean-variance and DCC-GARCH models, fail to pass the CC backtesting. The Vine copula methods can accurately forecast the ES of the portfolio on the base of VaR measurement, and D-Vine copula model is superior to other Vine copulas.

Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas

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Jin Xisong

2018-02-01

Full Text Available Previous research has focused on the importance of modeling the multivariate distribution for optimal portfolio allocation and active risk management. However, existing dynamic models are not easily applied to high-dimensional problems due to the curse of dimensionality. In this paper, we extend the framework of the Dynamic Conditional Correlation/Equicorrelation and an extreme value approach into a series of Dynamic Conditional Elliptical Copulas. We investigate risk measures such as Value at Risk (VaR and Expected Shortfall (ES for passive portfolios and dynamic optimal portfolios using Mean-Variance and ES criteria for a sample of US stocks over a period of 10 years. Our results suggest that (1 Modeling the marginal distribution is important for dynamic high-dimensional multivariate models. (2 Neglecting the dynamic dependence in the copula causes over-aggressive risk management. (3 The DCC/DECO Gaussian copula and t-copula work very well for both VaR and ES. (4 Grouped t-copulas and t-copulas with dynamic degrees of freedom further match the fat tail. (5 Correctly modeling the dependence structure makes an improvement in portfolio optimization with respect to tail risk. (6 Models driven by multivariate t innovations with exogenously given degrees of freedom provide a flexible and applicable alternative for optimal portfolio risk management.

Nonparametric predictive inference for combining diagnostic tests with parametric copula

Science.gov (United States)

Muhammad, Noryanti; Coolen, F. P. A.; Coolen-Maturi, T.

2017-09-01

Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine and health care. The Receiver Operating Characteristic (ROC) curve is a popular statistical tool for describing the performance of diagnostic tests. The area under the ROC curve (AUC) is often used as a measure of the overall performance of the diagnostic test. In this paper, we interest in developing strategies for combining test results in order to increase the diagnostic accuracy. We introduce nonparametric predictive inference (NPI) for combining two diagnostic test results with considering dependence structure using parametric copula. NPI is a frequentist statistical framework for inference on a future observation based on past data observations. NPI uses lower and upper probabilities to quantify uncertainty and is based on only a few modelling assumptions. While copula is a well-known statistical concept for modelling dependence of random variables. A copula is a joint distribution function whose marginals are all uniformly distributed and it can be used to model the dependence separately from the marginal distributions. In this research, we estimate the copula density using a parametric method which is maximum likelihood estimator (MLE). We investigate the performance of this proposed method via data sets from the literature and discuss results to show how our method performs for different family of copulas. Finally, we briefly outline related challenges and opportunities for future research.

Copula based prediction models: an application to an aortic regurgitation study

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Shoukri Mohamed M

2007-06-01

Full Text Available Abstract Background: An important issue in prediction modeling of multivariate data is the measure of dependence structure. The use of Pearson's correlation as a dependence measure has several pitfalls and hence application of regression prediction models based on this correlation may not be an appropriate methodology. As an alternative, a copula based methodology for prediction modeling and an algorithm to simulate data are proposed. Methods: The method consists of introducing copulas as an alternative to the correlation coefficient commonly used as a measure of dependence. An algorithm based on the marginal distributions of random variables is applied to construct the Archimedean copulas. Monte Carlo simulations are carried out to replicate datasets, estimate prediction model parameters and validate them using Lin's concordance measure. Results: We have carried out a correlation-based regression analysis on data from 20 patients aged 17–82 years on pre-operative and post-operative ejection fractions after surgery and estimated the prediction model: Post-operative ejection fraction = - 0.0658 + 0.8403 (Pre-operative ejection fraction; p = 0.0008; 95% confidence interval of the slope coefficient (0.3998, 1.2808. From the exploratory data analysis, it is noted that both the pre-operative and post-operative ejection fractions measurements have slight departures from symmetry and are skewed to the left. It is also noted that the measurements tend to be widely spread and have shorter tails compared to normal distribution. Therefore predictions made from the correlation-based model corresponding to the pre-operative ejection fraction measurements in the lower range may not be accurate. Further it is found that the best approximated marginal distributions of pre-operative and post-operative ejection fractions (using q-q plots are gamma distributions. The copula based prediction model is estimated as: Post -operative ejection fraction = - 0.0933 + 0

On Structure, Family and Parameter Estimation of Hierarchical Archimedean Copulas

Czech Academy of Sciences Publication Activity Database

Górecki, J.; Hofert, M.; Holeňa, Martin

2017-01-01

Roč. 87, č. 17 (2017), s. 3261-3324 ISSN 0094-9655 R&D Projects: GA ČR GA17-01251S Institutional support: RVO:67985807 Keywords : copula estimation * goodness-of-fit * Hierarchical Archimedean copula * structure determination Subject RIV: IN - Informatics, Computer Science OBOR OECD: Statistics and probability Impact factor: 0.757, year: 2016

The Realized Hierarchical Archimedean Copula in Risk Modelling

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Ostap Okhrin

2017-06-01

Full Text Available This paper introduces the concept of the realized hierarchical Archimedean copula (rHAC. The proposed approach inherits the ability of the copula to capture the dependencies among financial time series, and combines it with additional information contained in high-frequency data. The considered model does not suffer from the curse of dimensionality, and is able to accurately predict high-dimensional distributions. This flexibility is obtained by using a hierarchical structure in the copula. The time variability of the model is provided by daily forecasts of the realized correlation matrix, which is used to estimate the structure and the parameters of the rHAC. Extensive simulation studies show the validity of the estimator based on this realized correlation matrix, and its performance, in comparison to the benchmark models. The application of the estimator to one-day-ahead Value at Risk (VaR prediction using high-frequency data exhibits good forecasting properties for a multivariate portfolio.

ESTIMASI NILAI CONDITIONAL VALUE AT RISK MENGGUNAKAN FUNGSI GAUSSIAN COPULA

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HERLINA HIDAYATI

2015-11-01

Full Text Available Copula is already widely used in financial assets, especially in risk management. It is due to the ability of copula, to capture the nonlinear dependence structure on multivariate assets. In addition, using copula function doesn’t require the assumption of normal distribution. There fore it is suitable to be applied to financial data. To manage a risk the necessary measurement tools can help mitigate the risks. One measure that can be used to measure risk is Value at Risk (VaR. Although VaR is very popular, it has several weaknesses. To overcome the weakness in VaR, an alternative risk measure called CVaR can be used. The porpose of this study is to estimate CVaR using Gaussian copula. The data we used are the closing price of Facebook and Twitter stocks. The results from the calculation using 90%  confidence level showed that the risk that may be experienced is at 4,7%, for 95% confidence level it is at 6,1%, and for 99% confidence level it is at 10,6%.

Using Copulas in Data Mining Based on the Observational Calculus

Czech Academy of Sciences Publication Activity Database

Holeňa, Martin; Bajer, L.; Ščavnický, M.

2015-01-01

Roč. 27, č. 10 (2015), s. 2851-2864 ISSN 1041-4347 R&D Projects: GA ČR GA13-17187S Grant - others:SLU(CZ) SGS/21/2014 Institutional support: RVO:67985807 Keywords : data mining * observational calculus * generalized quantifiers * joint probability distribution * copulas * hierarchical Archimedean copulas Subject RIV: IN - Informatics, Computer Science Impact factor: 2.476, year: 2015

Risk Measurement and Risk Modelling Using Applications of Vine Copulas

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David E. Allen

2017-09-01

Full Text Available This paper features an application of Regular Vine copulas which are a novel and recently developed statistical and mathematical tool which can be applied in the assessment of composite financial risk. Copula-based dependence modelling is a popular tool in financial applications, but is usually applied to pairs of securities. By contrast, Vine copulas provide greater flexibility and permit the modelling of complex dependency patterns using the rich variety of bivariate copulas which may be arranged and analysed in a tree structure to explore multiple dependencies. The paper features the use of Regular Vine copulas in an analysis of the co-dependencies of 10 major European Stock Markets, as represented by individual market indices and the composite STOXX 50 index. The sample runs from 2005 to the end of 2013 to permit an exploration of how correlations change indifferent economic circumstances using three different sample periods: pre-GFC (January 2005–July 2007, GFC (July 2007– September 2009, and post-GFC periods (September 2009–December 2013. The empirical results suggest that the dependencies change in a complex manner, and are subject to change in different economic circumstances. One of the attractions of this approach to risk modelling is the flexibility in the choice of distributions used to model co-dependencies. The practical application of Regular Vine metrics is demonstrated via an example of the calculation of the VaR of a portfolio made up of the indices.

Modeling stochastic frontier based on vine copulas

Science.gov (United States)

Constantino, Michel; Candido, Osvaldo; Tabak, Benjamin M.; da Costa, Reginaldo Brito

2017-11-01

This article models a production function and analyzes the technical efficiency of listed companies in the United States, Germany and England between 2005 and 2012 based on the vine copula approach. Traditional estimates of the stochastic frontier assume that data is multivariate normally distributed and there is no source of asymmetry. The proposed method based on vine copulas allow us to explore different types of asymmetry and multivariate distribution. Using data on product, capital and labor, we measure the relative efficiency of the vine production function and estimate the coefficient used in the stochastic frontier literature for comparison purposes. This production vine copula predicts the value added by firms with given capital and labor in a probabilistic way. It thereby stands in sharp contrast to the production function, where the output of firms is completely deterministic. The results show that, on average, S&P500 companies are more efficient than companies listed in England and Germany, which presented similar average efficiency coefficients. For comparative purposes, the traditional stochastic frontier was estimated and the results showed discrepancies between the coefficients obtained by the application of the two methods, traditional and frontier-vine, opening new paths of non-linear research.

A Copula-Based Method for Estimating Shear Strength Parameters of Rock Mass

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Da Huang

2014-01-01

Full Text Available The shear strength parameters (i.e., the internal friction coefficient f and cohesion c are very important in rock engineering, especially for the stability analysis and reinforcement design of slopes and underground caverns. In this paper, a probabilistic method, Copula-based method, is proposed for estimating the shear strength parameters of rock mass. The optimal Copula functions between rock mass quality Q and f, Q and c for the marbles are established based on the correlation analyses of the results of 12 sets of in situ tests in the exploration adits of Jinping I-Stage Hydropower Station. Although the Copula functions are derived from the in situ tests for the marbles, they can be extended to be applied to other types of rock mass with similar geological and mechanical properties. For another 9 sets of in situ tests as an extensional application, by comparison with the results from Hoek-Brown criterion, the estimated values of f and c from the Copula-based method achieve better accuracy. Therefore, the proposed Copula-based method is an effective tool in estimating rock strength parameters.

Computing Conditional VaR using Time-varying CopulasComputing Conditional VaR using Time-varying Copulas

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Beatriz Vaz de Melo Mendes

2005-12-01

Full Text Available It is now widespread the use of Value-at-Risk (VaR as a canonical measure at risk. Most accurate VaR measures make use of some volatility model such as GARCH-type models. However, the pattern of volatility dynamic of a portfolio follows from the (univariate behavior of the risk assets, as well as from the type and strength of the associations among them. Moreover, the dependence structure among the components may change conditionally t past observations. Some papers have attempted to model this characteristic by assuming a multivariate GARCH model, or by considering the conditional correlation coefficient, or by incorporating some possibility for switches in regimes. In this paper we address this problem using time-varying copulas. Our modeling strategy allows for the margins to follow some FIGARCH type model while the copula dependence structure changes over time.

A Frank mixture copula family for modeling higher-order correlations of neural spike counts

International Nuclear Information System (INIS)

Onken, Arno; Obermayer, Klaus

2009-01-01

In order to evaluate the importance of higher-order correlations in neural spike count codes, flexible statistical models of dependent multivariate spike counts are required. Copula families, parametric multivariate distributions that represent dependencies, can be applied to construct such models. We introduce the Frank mixture family as a new copula family that has separate parameters for all pairwise and higher-order correlations. In contrast to the Farlie-Gumbel-Morgenstern copula family that shares this property, the Frank mixture copula can model strong correlations. We apply spike count models based on the Frank mixture copula to data generated by a network of leaky integrate-and-fire neurons and compare the goodness of fit to distributions based on the Farlie-Gumbel-Morgenstern family. Finally, we evaluate the importance of using proper single neuron spike count distributions on the Shannon information. We find notable deviations in the entropy that increase with decreasing firing rates. Moreover, we find that the Frank mixture family increases the log likelihood of the fit significantly compared to the Farlie-Gumbel-Morgenstern family. This shows that the Frank mixture copula is a useful tool to assess the importance of higher-order correlations in spike count codes.

Risk of portfolio with simulated returns based on copula model

Science.gov (United States)

Razak, Ruzanna Ab; Ismail, Noriszura

2015-02-01

The commonly used tool for measuring risk of a portfolio with equally weighted stocks is variance-covariance method. Under extreme circumstances, this method leads to significant underestimation of actual risk due to its multivariate normality assumption of the joint distribution of stocks. The purpose of this research is to compare the actual risk of portfolio with the simulated risk of portfolio in which the joint distribution of two return series is predetermined. The data used is daily stock prices from the ASEAN market for the period January 2000 to December 2012. The copula approach is applied to capture the time varying dependence among the return series. The results shows that the chosen copula families are not suitable to present the dependence structures of each bivariate returns. Exception for the Philippines-Thailand pair where by t copula distribution appears to be the appropriate choice to depict its dependence. Assuming that the t copula distribution is the joint distribution of each paired series, simulated returns is generated and value-at-risk (VaR) is then applied to evaluate the risk of each portfolio consisting of two simulated return series. The VaR estimates was found to be symmetrical due to the simulation of returns via elliptical copula-GARCH approach. By comparison, it is found that the actual risks are underestimated for all pairs of portfolios except for Philippines-Thailand. This study was able to show that disregard of the non-normal dependence structure of two series will result underestimation of actual risk of the portfolio.

DBH Prediction Using Allometry Described by Bivariate Copula Distribution

Science.gov (United States)

Xu, Q.; Hou, Z.; Li, B.; Greenberg, J. A.

2017-12-01

Forest biomass mapping based on single tree detection from the airborne laser scanning (ALS) usually depends on an allometric equation that relates diameter at breast height (DBH) with per-tree aboveground biomass. The incapability of the ALS technology in directly measuring DBH leads to the need to predict DBH with other ALS-measured tree-level structural parameters. A copula-based method is proposed in the study to predict DBH with the ALS-measured tree height and crown diameter using a dataset measured in the Lassen National Forest in California. Instead of exploring an explicit mathematical equation that explains the underlying relationship between DBH and other structural parameters, the copula-based prediction method utilizes the dependency between cumulative distributions of these variables, and solves the DBH based on an assumption that for a single tree, the cumulative probability of each structural parameter is identical. Results show that compared with the bench-marking least-square linear regression and the k-MSN imputation, the copula-based method obtains better accuracy in the DBH for the Lassen National Forest. To assess the generalization of the proposed method, prediction uncertainty is quantified using bootstrapping techniques that examine the variability of the RMSE of the predicted DBH. We find that the copula distribution is reliable in describing the allometric relationship between tree-level structural parameters, and it contributes to the reduction of prediction uncertainty.

Financial market volatility and contagion effect: A copula-multifractal volatility approach

Science.gov (United States)

Chen, Wang; Wei, Yu; Lang, Qiaoqi; Lin, Yu; Liu, Maojuan

2014-03-01

In this paper, we propose a new approach based on the multifractal volatility method (MFV) to study the contagion effect between the U.S. and Chinese stock markets. From recent studies, which reveal that multifractal characteristics exist in both developed and emerging financial markets, according to the econophysics literature we could draw conclusions as follows: Firstly, we estimate volatility using the multifractal volatility method, and find out that the MFV method performs best among other volatility models, such as GARCH-type and realized volatility models. Secondly, we analyze the tail dependence structure between the U.S. and Chinese stock market. The estimated static copula results for the entire period show that the SJC copula performs best, indicating asymmetric characteristics of the tail dependence structure. The estimated dynamic copula results show that the time-varying t copula achieves the best performance, which means the symmetry dynamic t copula is also a good choice, for it is easy to estimate and is able to depict both the upper and lower tail dependence structure. Finally, with the results of the previous two steps, we analyze the contagion effect between the U.S. and Chinese stock markets during the subprime mortgage crisis. The empirical results show that the subprime mortgage crisis started in the U.S. and that its stock market has had an obvious contagion effect on the Chinese stock market. Our empirical results should/might be useful for investors allocating their portfolios.

Joint distribution of temperature and precipitation in the Mediterranean, using the Copula method

Science.gov (United States)

Lazoglou, Georgia; Anagnostopoulou, Christina

2018-03-01

This study analyses the temperature and precipitation dependence among stations in the Mediterranean. The first station group is located in the eastern Mediterranean (EM) and includes two stations, Athens and Thessaloniki, while the western (WM) one includes Malaga and Barcelona. The data was organized in two time periods, the hot-dry period and the cold-wet one, composed of 5 months, respectively. The analysis is based on a new statistical technique in climatology: the Copula method. Firstly, the calculation of the Kendall tau correlation index showed that temperatures among stations are dependant during both time periods whereas precipitation presents dependency only between the stations located in EM or WM and only during the cold-wet period. Accordingly, the marginal distributions were calculated for each studied station, as they are further used by the copula method. Finally, several copula families, both Archimedean and Elliptical, were tested in order to choose the most appropriate one to model the relation of the studied data sets. Consequently, this study achieves to model the dependence of the main climate parameters (temperature and precipitation) with the Copula method. The Frank copula was identified as the best family to describe the joint distribution of temperature, for the majority of station groups. For precipitation, the best copula families are BB1 and Survival Gumbel. Using the probability distribution diagrams, the probability of a combination of temperature and precipitation values between stations is estimated.

Universal integrals based on copulas

Czech Academy of Sciences Publication Activity Database

Klement, E.P.; Mesiar, Radko; Spizzichino, F.; Stupňanová, A.

2014-01-01

Roč. 13, č. 3 (2014), s. 273-286 ISSN 1568-4539 R&D Projects: GA ČR GAP402/11/0378 Institutional support: RVO:67985556 Keywords : capacity * copula * universal integral Subject RIV: BA - General Mathematics Impact factor: 2.163, year: 2014 http://library.utia.cas.cz/separaty/2014/E/mesiar-0432228.pdf

Estimating risk of foreign exchange portfolio: Using VaR and CVaR based on GARCH-EVT-Copula model

Science.gov (United States)

Wang, Zong-Run; Chen, Xiao-Hong; Jin, Yan-Bo; Zhou, Yan-Ju

2010-11-01

This paper introduces GARCH-EVT-Copula model and applies it to study the risk of foreign exchange portfolio. Multivariate Copulas, including Gaussian, t and Clayton ones, were used to describe a portfolio risk structure, and to extend the analysis from a bivariate to an n-dimensional asset allocation problem. We apply this methodology to study the returns of a portfolio of four major foreign currencies in China, including USD, EUR, JPY and HKD. Our results suggest that the optimal investment allocations are similar across different Copulas and confidence levels. In addition, we find that the optimal investment concentrates on the USD investment. Generally speaking, t Copula and Clayton Copula better portray the correlation structure of multiple assets than Normal Copula.

Impact of copula directional specification on multi-trial evaluation of surrogate endpoints

Science.gov (United States)

Renfro, Lindsay A.; Shang, Hongwei; Sargent, Daniel J.

2014-01-01

Evaluation of surrogate endpoints using patient-level data from multiple trials is the gold standard, where multi-trial copula models are used to quantify both patient-level and trial-level surrogacy. While limited consideration has been given in the literature to copula choice (e.g., Clayton), no prior consideration has been given to direction of implementation (via survival versus distribution functions). We demonstrate that evenwith the “correct” copula family, directional misspecification leads to biased estimates of patient-level and trial-level surrogacy. We illustrate with a simulation study and a re-analysis of disease-free survival as a surrogate for overall survival in early stage colon cancer. PMID:24905465

Kendall’s tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas

Directory of Open Access Journals (Sweden)

Górecki J.

2017-01-01

Full Text Available Several successful approaches to structure determination of hierarchical Archimedean copulas (HACs proposed in the literature rely on agglomerative clustering and Kendall’s correlation coefficient. However, there has not been presented any theoretical proof justifying such approaches. This work fills this gap and introduces a theorem showing that, given the matrix of the pairwise Kendall correlation coefficients corresponding to a HAC, its structure can be recovered by an agglomerative clustering technique.

Gaussian copula as a likelihood function for environmental models

Science.gov (United States)

Wani, O.; Espadas, G.; Cecinati, F.; Rieckermann, J.

2017-12-01

Parameter estimation of environmental models always comes with uncertainty. To formally quantify this parametric uncertainty, a likelihood function needs to be formulated, which is defined as the probability of observations given fixed values of the parameter set. A likelihood function allows us to infer parameter values from observations using Bayes' theorem. The challenge is to formulate a likelihood function that reliably describes the error generating processes which lead to the observed monitoring data, such as rainfall and runoff. If the likelihood function is not representative of the error statistics, the parameter inference will give biased parameter values. Several uncertainty estimation methods that are currently being used employ Gaussian processes as a likelihood function, because of their favourable analytical properties. Box-Cox transformation is suggested to deal with non-symmetric and heteroscedastic errors e.g. for flow data which are typically more uncertain in high flows than in periods with low flows. Problem with transformations is that the results are conditional on hyper-parameters, for which it is difficult to formulate the analyst's belief a priori. In an attempt to address this problem, in this research work we suggest learning the nature of the error distribution from the errors made by the model in the "past" forecasts. We use a Gaussian copula to generate semiparametric error distributions . 1) We show that this copula can be then used as a likelihood function to infer parameters, breaking away from the practice of using multivariate normal distributions. Based on the results from a didactical example of predicting rainfall runoff, 2) we demonstrate that the copula captures the predictive uncertainty of the model. 3) Finally, we find that the properties of autocorrelation and heteroscedasticity of errors are captured well by the copula, eliminating the need to use transforms. In summary, our findings suggest that copulas are an

The dependence of Islamic and conventional stocks: A copula approach

Science.gov (United States)

Razak, Ruzanna Ab; Ismail, Noriszura

2015-09-01

Recent studies have found that Islamic stocks are dependent on conventional stocks and they appear to be more risky. In Asia, particularly in Islamic countries, research on dependence involving Islamic and non-Islamic stock markets is limited. The objective of this study is to investigate the dependence between financial times stock exchange Hijrah Shariah index and conventional stocks (EMAS and KLCI indices). Using the copula approach and a time series model for each marginal distribution function, the copula parameters were estimated. The Elliptical copula was selected to present the dependence structure of each pairing of the Islamic stock and conventional stock. Specifically, the Islamic versus conventional stocks (Shariah-EMAS and Shariah-KLCI) had lower dependence compared to conventional versus conventional stocks (EMAS-KLCI). These findings suggest that the occurrence of shocks in a conventional stock will not have strong impact on the Islamic stock.

A method of moments to estimate bivariate survival functions: the copula approach

Directory of Open Access Journals (Sweden)

Silvia Angela Osmetti

2013-05-01

Full Text Available In this paper we discuss the problem on parametric and non parametric estimation of the distributions generated by the Marshall-Olkin copula. This copula comes from the Marshall-Olkin bivariate exponential distribution used in reliability analysis. We generalize this model by the copula and different marginal distributions to construct several bivariate survival functions. The cumulative distribution functions are not absolutely continuous and they unknown parameters are often not be obtained in explicit form. In order to estimate the parameters we propose an easy procedure based on the moments. This method consist in two steps: in the first step we estimate only the parameters of marginal distributions and in the second step we estimate only the copula parameter. This procedure can be used to estimate the parameters of complex survival functions in which it is difficult to find an explicit expression of the mixed moments. Moreover it is preferred to the maximum likelihood one for its simplex mathematic form; in particular for distributions whose maximum likelihood parameters estimators can not be obtained in explicit form.

Estimation of value at risk in currency exchange rate portfolio using asymmetric GJR-GARCH Copula

Science.gov (United States)

Nurrahmat, Mohamad Husein; Noviyanti, Lienda; Bachrudin, Achmad

2017-03-01

In this study, we discuss the problem in measuring the risk in a portfolio based on value at risk (VaR) using asymmetric GJR-GARCH Copula. The approach based on the consideration that the assumption of normality over time for the return can not be fulfilled, and there is non-linear correlation for dependent model structure among the variables that lead to the estimated VaR be inaccurate. Moreover, the leverage effect also causes the asymmetric effect of dynamic variance and shows the weakness of the GARCH models due to its symmetrical effect on conditional variance. Asymmetric GJR-GARCH models are used to filter the margins while the Copulas are used to link them together into a multivariate distribution. Then, we use copulas to construct flexible multivariate distributions with different marginal and dependence structure, which is led to portfolio joint distribution does not depend on the assumptions of normality and linear correlation. VaR obtained by the analysis with confidence level 95% is 0.005586. This VaR derived from the best Copula model, t-student Copula with marginal distribution of t distribution.

Is the Potential for International Diversification Disappearing? A Dynamic Copula Approach

DEFF Research Database (Denmark)

Christoffersen, Peter; Errunza, Vihang; Jacobs, Kris

International equity markets are characterized by nonlinear dependence and asymmetries. We propose a new dynamic asymmetric copula model to capture long-run and short-run dependence, multivariate nonnormality, and asymmetries in large cross-sections. We find that copula correlations have increased...... and nonlinear dependence. The bene…fits from international diversi…cation have reduced over time, drastically so for DMs. EMs still offer signi…cant diversi…cation bene…ts, especially during large market downturns....

Local fluctuations of the signed traded volumes and the dependencies of demands: a copula analysis

Science.gov (United States)

Wang, Shanshan; Guhr, Thomas

2018-03-01

We investigate how the local fluctuations of the signed traded volumes affect the dependence of demands between stocks. We analyze the empirical dependence of demands using copulas and show that they are well described by a bivariate K copula density function. We find that large local fluctuations strongly increase the positive dependence but lower slightly the negative one in the copula density. This interesting feature is due to cross-correlations of volume imbalances between stocks. Also, we explore the asymmetries of tail dependencies of the copula density, which are moderate for the negative dependencies but strong for the positive ones. For the latter, we reveal that large local fluctuations of the signed traded volumes trigger stronger dependencies of demands than of supplies, probably indicating a bull market with persistent raising of prices.

Multivariate Option Pricing Using Dynamic Copula Models

NARCIS (Netherlands)

van den Goorbergh, R.W.J.; Genest, C.; Werker, B.J.M.

2003-01-01

This paper examines the behavior of multivariate option prices in the presence of association between the underlying assets.Parametric families of copulas offering various alternatives to the normal dependence structure are used to model this association, which is explicitly assumed to vary over

Joint survival probability via truncated invariant copula

International Nuclear Information System (INIS)

Kim, Jeong-Hoon; Ma, Yong-Ki; Park, Chan Yeol

2016-01-01

Highlights: • We have studied an issue of dependence structure between default intensities. • We use a multivariate shot noise intensity process, where jumps occur simultaneously and their sizes are correlated. • We obtain the joint survival probability of the integrated intensities by using a copula. • We apply our theoretical result to pricing basket default swap spread. - Abstract: Given an intensity-based credit risk model, this paper studies dependence structure between default intensities. To model this structure, we use a multivariate shot noise intensity process, where jumps occur simultaneously and their sizes are correlated. Through very lengthy algebra, we obtain explicitly the joint survival probability of the integrated intensities by using the truncated invariant Farlie–Gumbel–Morgenstern copula with exponential marginal distributions. We also apply our theoretical result to pricing basket default swap spreads. This result can provide a useful guide for credit risk management.

An Approach to Structure Determination and Estimation of Hierarchical Archimedean Copulas and its Application to Bayesian Classification

Czech Academy of Sciences Publication Activity Database

Górecki, J.; Hofert, M.; Holeňa, Martin

2016-01-01

Roč. 46, č. 1 (2016), s. 21-59 ISSN 0925-9902 R&D Projects: GA ČR GA13-17187S Grant - others:Slezská univerzita v Opavě(CZ) SGS/21/2014 Institutional support: RVO:67985807 Keywords : Copula * Hierarchical archimedean copula * Copula estimation * Structure determination * Kendall’s tau * Bayesian classification Subject RIV: IN - Informatics, Computer Science Impact factor: 1.294, year: 2016

The utilization of copula in hidrology

OpenAIRE

Trandafir, Romica; Ciuiu, Daniel; Drobot, Radu

2010-01-01

In this paper the parameters of the generalized Pareto cumulative distribution functions of the marginals and the parameter θ of the connecting copula for the water maximum discharges and water volumes are obtained. The isolines for C(F(x),G(y)) =1−ε and for C∗ (F(x),G(y))=ε will be drawn.

Effect of catchment properties and flood generation regime on copula selection for bivariate flood frequency analysis

Science.gov (United States)

Filipova, Valeriya; Lawrence, Deborah; Klempe, Harald

2018-02-01

Applying copula-based bivariate flood frequency analysis is advantageous because the results provide information on both the flood peak and volume. More data are, however, required for such an analysis, and it is often the case that only data series with a limited record length are available. To overcome this issue of limited record length, data regarding climatic and geomorphological properties can be used to complement statistical methods. In this paper, we present a study of 27 catchments located throughout Norway, in which we assess whether catchment properties, flood generation processes and flood regime have an effect on the correlation between flood peak and volume and, in turn, on the selection of copulas. To achieve this, the annual maximum flood events were first classified into events generated primarily by rainfall, snowmelt or a combination of these. The catchments were then classified into flood regime, depending on the predominant flood generation process producing the annual maximum flood events. A contingency table and Fisher's exact test were used to determine the factors that affect the selection of copulas in the study area. The results show that the two-parameter copulas BB1 and BB7 are more commonly selected in catchments with high steepness, high mean annual runoff and rainfall flood regime. These findings suggest that in these types of catchments, the dependence structure between flood peak and volume is more complex and cannot be modeled effectively using a one-parameter copula. The results illustrate that by relating copula types to flood regime and catchment properties, additional information can be supplied for selecting copulas in catchments with limited data.

A two-phase copula entropy-based multiobjective optimization approach to hydrometeorological gauge network design

Science.gov (United States)

Xu, Pengcheng; Wang, Dong; Singh, Vijay P.; Wang, Yuankun; Wu, Jichun; Wang, Lachun; Zou, Xinqing; Chen, Yuanfang; Chen, Xi; Liu, Jiufu; Zou, Ying; He, Ruimin

2017-12-01

Hydrometeorological data are needed for obtaining point and areal mean, quantifying the spatial variability of hydrometeorological variables, and calibration and verification of hydrometeorological models. Hydrometeorological networks are utilized to collect such data. Since data collection is expensive, it is essential to design an optimal network based on the minimal number of hydrometeorological stations in order to reduce costs. This study proposes a two-phase copula entropy- based multiobjective optimization approach that includes: (1) copula entropy-based directional information transfer (CDIT) for clustering the potential hydrometeorological gauges into several groups, and (2) multiobjective method for selecting the optimal combination of gauges for regionalized groups. Although entropy theory has been employed for network design before, the joint histogram method used for mutual information estimation has several limitations. The copula entropy-based mutual information (MI) estimation method is shown to be more effective for quantifying the uncertainty of redundant information than the joint histogram (JH) method. The effectiveness of this approach is verified by applying to one type of hydrometeorological gauge network, with the use of three model evaluation measures, including Nash-Sutcliffe Coefficient (NSC), arithmetic mean of the negative copula entropy (MNCE), and MNCE/NSC. Results indicate that the two-phase copula entropy-based multiobjective technique is capable of evaluating the performance of regional hydrometeorological networks and can enable decision makers to develop strategies for water resources management.

Snow-melt flood frequency analysis by means of copula based 2D probability distributions for the Narew River in Poland

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Bogdan Ozga-Zielinski

2016-06-01

New hydrological insights for the region: The results indicated that the 2D normal probability distribution model gives a better probabilistic description of snowmelt floods characterized by the 2-dimensional random variable (Qmax,f, Vf compared to the elliptical Gaussian copula and Archimedean 1-parameter Gumbel–Hougaard copula models, in particular from the view point of probability of exceedance as well as complexity and time of computation. Nevertheless, the copula approach offers a new perspective in estimating the 2D probability distribution for multidimensional random variables. Results showed that the 2D model for snowmelt floods built using the Gumbel–Hougaard copula is much better than the model built using the Gaussian copula.

Modelling the joint distribution of competing risks survival times using copula functions

OpenAIRE

Kaishev, V. K.; Haberman, S.; Dimitrova, D. S.

2005-01-01

The problem of modelling the joint distribution of survival times in a competing risks model, using copula functions is considered. In order to evaluate this joint distribution and the related overall survival function, a system of non-linear differential equations is solved, which relates the crude and net survival functions of the modelled competing risks, through the copula. A similar approach to modelling dependent multiple decrements was applied by Carriere (1994) who used a Gaussian cop...

A copula-based sampling method for data-driven prognostics

International Nuclear Information System (INIS)

Xi, Zhimin; Jing, Rong; Wang, Pingfeng; Hu, Chao

2014-01-01

This paper develops a Copula-based sampling method for data-driven prognostics. The method essentially consists of an offline training process and an online prediction process: (i) the offline training process builds a statistical relationship between the failure time and the time realizations at specified degradation levels on the basis of off-line training data sets; and (ii) the online prediction process identifies probable failure times for online testing units based on the statistical model constructed in the offline process and the online testing data. Our contributions in this paper are three-fold, namely the definition of a generic health index system to quantify the health degradation of an engineering system, the construction of a Copula-based statistical model to learn the statistical relationship between the failure time and the time realizations at specified degradation levels, and the development of a simulation-based approach for the prediction of remaining useful life (RUL). Two engineering case studies, namely the electric cooling fan health prognostics and the 2008 IEEE PHM challenge problem, are employed to demonstrate the effectiveness of the proposed methodology. - Highlights: • We develop a novel mechanism for data-driven prognostics. • A generic health index system quantifies health degradation of engineering systems. • Off-line training model is constructed based on the Bayesian Copula model. • Remaining useful life is predicted from a simulation-based approach

The use of copula functions for modeling the risk of investment in shares traded on the Warsaw Stock Exchange

Science.gov (United States)

Domino, Krzysztof; Błachowicz, Tomasz

2014-11-01

In our work copula functions and the Hurst exponent calculated using the local Detrended Fluctuation Analysis (DFA) were used to investigate the risk of investment made in shares traded on the Warsaw Stock Exchange. The combination of copula functions and the Hurst exponent calculated using local DFA is a new approach. For copula function analysis bivariate variables composed of shares prices of the PEKAO bank (a big bank with high capitalization) and other banks (PKOBP, BZ WBK, MBANK and HANDLOWY in decreasing capitalization order) and companies from other branches (KGHM-mining industry, PKNORLEN-petrol industry as well as ASSECO-software industry) were used. Hurst exponents were calculated for daily shares prices and used to predict high drops of those prices. It appeared to be a valuable indicator in the copula selection procedure, since Hurst exponent’s low values were pointing on heavily tailed copulas e.g. the Clayton one.

'The formula that killed Wall Street': the Gaussian copula and modelling practices in investment banking.

Science.gov (United States)

MacKenzie, Donald; Spears, Taylor

2014-06-01

Drawing on documentary sources and 114 interviews with market participants, this and a companion article discuss the development and use in finance of the Gaussian copula family of models, which are employed to estimate the probability distribution of losses on a pool of loans or bonds, and which were centrally involved in the credit crisis. This article, which explores how and why the Gaussian copula family developed in the way it did, employs the concept of 'evaluation culture', a set of practices, preferences and beliefs concerning how to determine the economic value of financial instruments that is shared by members of multiple organizations. We identify an evaluation culture, dominant within the derivatives departments of investment banks, which we call the 'culture of no-arbitrage modelling', and explore its relation to the development of Gaussian copula models. The article suggests that two themes from the science and technology studies literature on models (modelling as 'impure' bricolage, and modelling as articulating with heterogeneous objectives and constraints) help elucidate the history of Gaussian copula models in finance.

'A device for being able to book P&L': the organizational embedding of the Gaussian copula.

Science.gov (United States)

MacKenzie, Donald; Spears, Taylor

2014-06-01

This article, the second of two articles on the Gaussian copula family of models, discusses the attitude of 'quants' (modellers) to these models, showing that contrary to some accounts, those quants were not 'model dopes' who uncritically accepted the outputs of the models. Although sometimes highly critical of Gaussian copulas - even 'othering' them as not really being models --they nevertheless nearly all kept using them, an outcome we explain with reference to the embedding of these models in inter- and intra-organizational processes: communication, risk control and especially the setting of bonuses. The article also examines the role of Gaussian copula models in the 2007-2008 global crisis and in a 2005 episode known as 'the correlation crisis'. We end with the speculation that all widely used derivatives models (and indeed the evaluation culture in which they are embedded) help generate inter-organizational co-ordination, and all that is special in this respect about the Gaussian copula is that its status as 'other' makes this role evident.

Pair copula constructions to determine the dependence structure of Treasury bond yields

Directory of Open Access Journals (Sweden)

Marcelo Brutti Righi

2015-12-01

Full Text Available We estimated the dependence structure of US Treasury bonds through a pair copula construction. As a result, we verified that the variability of the yields decreases with a longer time of maturity of the bond. The yields presented strong dependence with past values, strongly positive bivariate associations between the daily variations, and prevalence of the Student's t copula in the relationships between the bonds. Furthermore, in tail associations, we identified relevant values in most of the relationships, which highlights the importance of risk management in the context of bonds diversification.

Assessing Efficiency of D-Vine Copula ARMA-GARCH Method in Value at Risk Forecasting: Evidence from PSE Listed Companies

Directory of Open Access Journals (Sweden)

Václav Klepáč

2015-01-01

Full Text Available The article points out the possibilities of using static D-Vine copula ARMA-GARCH model for estimation of 1 day ahead market Value at Risk. For the illustration we use data of the four companies listed on Prague Stock Exchange in range from 2010 to 2014. Vine copula approach allows us to construct high-dimensional copula from both elliptical and Archimedean bivariate copulas, i.e. multivariate probability distribution, created from process innovations. Due to a deeper shortage of existing domestic results or comparison studies with advanced volatility governed VaR forecasts we backtested D-Vine copula ARMA-GARCH model against the VaR rolling out of sample forecast from October 2012 to April 2014 of chosen benchmark models, e.g. multivariate VAR-GO-GARCH, VAR-DCC-GARCH and univariate ARMA-GARCH type models. Common backtesting via Kupiec and Christoffersen procedures offer generalization that technological superiority of model supports accuracy only in case of an univariate modeling – working with non-basic GARCH models and innovations with leptokurtic distributions. Multivariate VAR governed type models and static Copula Vines performed in stated backtesting comparison worse than selected univariate ARMA-GARCH, i.e. it have overestimated the level of actual market risk, probably due to hardly tractable time-varying dependence structure.

Global Risk Evolution and Diversification: a Copula-DCC-GARCH Model Approach

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Marcelo Brutti Righi

2012-12-01

Full Text Available In this paper we estimate a dynamic portfolio composed by the U.S., German, British, Brazilian, Hong Kong and Australian markets, the period considered started on September 2001 and finished in September 2011. We ran the Copula-DCC-GARCH model on the daily returns conditional covariance matrix. The results allow us to conclude that there were changes in portfolio composition, occasioned by modifications in volatility and dependence between markets. The dynamic approach significantly reduced the portfolio risk if compared to the traditional static approach, especially in turbulent periods. Furthermore, we verified that the estimated copula model outperformed the conventional DCC model for the sample studied.

Factor copula models for data with spatio-temporal dependence

KAUST Repository

Krupskii, Pavel

2017-10-13

We propose a new copula model for spatial data that are observed repeatedly in time. The model is based on the assumption that there exists a common factor that affects the measurements of a process in space and in time. Unlike models based on multivariate normality, our model can handle data with tail dependence and asymmetry. The likelihood for the proposed model can be obtained in a simple form and therefore parameter estimation is quite fast. Simulation from this model is straightforward and data can be predicted at any spatial location and time point. We use simulation studies to show different types of dependencies, both in space and in time, that can be generated by this model. We apply the proposed copula model to hourly wind data and compare its performance with some classical models for spatio-temporal data.

Factor copula models for data with spatio-temporal dependence

KAUST Repository

Krupskii, Pavel; Genton, Marc G.

2017-01-01

We propose a new copula model for spatial data that are observed repeatedly in time. The model is based on the assumption that there exists a common factor that affects the measurements of a process in space and in time. Unlike models based on multivariate normality, our model can handle data with tail dependence and asymmetry. The likelihood for the proposed model can be obtained in a simple form and therefore parameter estimation is quite fast. Simulation from this model is straightforward and data can be predicted at any spatial location and time point. We use simulation studies to show different types of dependencies, both in space and in time, that can be generated by this model. We apply the proposed copula model to hourly wind data and compare its performance with some classical models for spatio-temporal data.

Multivariate operational risk: dependence modelling with Lévy copulas

OpenAIRE

Böcker, K. and Klüppelberg, C.

2015-01-01

Simultaneous modelling of operational risks occurring in different event type/business line cells poses the challenge for operational risk quantification. Invoking the new concept of L´evy copulas for dependence modelling yields simple approximations of high quality for multivariate operational VAR.

Measuring Value-at-Risk and Expected Shortfall of crude oil portfolio using extreme value theory and vine copula

Science.gov (United States)

Yu, Wenhua; Yang, Kun; Wei, Yu; Lei, Likun

2018-01-01

Volatilities of crude oil price have important impacts on the steady and sustainable development of world real economy. Thus it is of great academic and practical significance to model and measure the volatility and risk of crude oil markets accurately. This paper aims to measure the Value-at-Risk (VaR) and Expected Shortfall (ES) of a portfolio consists of four crude oil assets by using GARCH-type models, extreme value theory (EVT) and vine copulas. The backtesting results show that the combination of GARCH-type-EVT models and vine copula methods can produce accurate risk measures of the oil portfolio. Mixed R-vine copula is more flexible and superior to other vine copulas. Different GARCH-type models, which can depict the long-memory and/or leverage effect of oil price volatilities, however offer similar marginal distributions of the oil returns.

Copula-based model for rainfall and El- Niño in Banyuwangi Indonesia

Science.gov (United States)

Caraka, R. E.; Supari; Tahmid, M.

2018-04-01

Modelling, describing and measuring the structure dependences between different random events is at the very heart of statistics. Therefore, a broad variety of varying dependence concepts has been developed in the past. Most often, practitioners rely only on the linear correlation to describe the degree of dependence between two or more variables; an approach that can lead to quite misleading conclusions as this measure is only capable of capturing linear relationships. Copulas go beyond dependence measures and provide a sound framework for general dependence modelling. This paper will introduce an application of Copula to estimate, understand, and interpret the dependence structure in a given set of data El-Niño in Banyuwangi, Indonesia. In a nutshell, we proved the flexibility of Copulas Archimedean in rainfall modelling and catching phenomena of El Niño in Banyuwangi, East Java, Indonesia. Also, it was found that SST of nino3, nino4, and nino3.4 are most appropriate ENSO indicators in identifying the relationship of El Nino and rainfall.

A copula method for modeling directional dependence of genes

Directory of Open Access Journals (Sweden)

Park Changyi

2008-05-01

Full Text Available Abstract Background Genes interact with each other as basic building blocks of life, forming a complicated network. The relationship between groups of genes with different functions can be represented as gene networks. With the deposition of huge microarray data sets in public domains, study on gene networking is now possible. In recent years, there has been an increasing interest in the reconstruction of gene networks from gene expression data. Recent work includes linear models, Boolean network models, and Bayesian networks. Among them, Bayesian networks seem to be the most effective in constructing gene networks. A major problem with the Bayesian network approach is the excessive computational time. This problem is due to the interactive feature of the method that requires large search space. Since fitting a model by using the copulas does not require iterations, elicitation of the priors, and complicated calculations of posterior distributions, the need for reference to extensive search spaces can be eliminated leading to manageable computational affords. Bayesian network approach produces a discretely expression of conditional probabilities. Discreteness of the characteristics is not required in the copula approach which involves use of uniform representation of the continuous random variables. Our method is able to overcome the limitation of Bayesian network method for gene-gene interaction, i.e. information loss due to binary transformation. Results We analyzed the gene interactions for two gene data sets (one group is eight histone genes and the other group is 19 genes which include DNA polymerases, DNA helicase, type B cyclin genes, DNA primases, radiation sensitive genes, repaire related genes, replication protein A encoding gene, DNA replication initiation factor, securin gene, nucleosome assembly factor, and a subunit of the cohesin complex by adopting a measure of directional dependence based on a copula function. We have compared

Asymptotically Distribution-Free Goodness-of-Fit Testing for Copulas

NARCIS (Netherlands)

Can, S.U.; Einmahl, John; Laeven, R.J.A.

2017-01-01

Consider a random sample from a continuous multivariate distribution function F with copula C. In order to test the null hypothesis that C belongs to a certain parametric family, we construct an under H0 asymptotically distribution-free process that serves as a tests generator. The process is a

On the censored cost-effectiveness analysis using copula information

Directory of Open Access Journals (Sweden)

Charles Fontaine

2017-02-01

Full Text Available Abstract Background Information and theory beyond copula concepts are essential to understand the dependence relationship between several marginal covariates distributions. In a therapeutic trial data scheme, most of the time, censoring occurs. That could lead to a biased interpretation of the dependence relationship between marginal distributions. Furthermore, it could result in a biased inference of the joint probability distribution function. A particular case is the cost-effectiveness analysis (CEA, which has shown its utility in many medico-economic studies and where censoring often occurs. Methods This paper discusses a copula-based modeling of the joint density and an estimation method of the costs, and quality adjusted life years (QALY in a cost-effectiveness analysis in case of censoring. This method is not based on any linearity assumption on the inferred variables, but on a punctual estimation obtained from the marginal distributions together with their dependence link. Results Our results show that the proposed methodology keeps only the bias resulting statistical inference and don’t have anymore a bias based on a unverified linearity assumption. An acupuncture study for chronic headache in primary care was used to show the applicability of the method and the obtained ICER keeps in the confidence interval of the standard regression methodology. Conclusion For the cost-effectiveness literature, such a technique without any linearity assumption is a progress since it does not need the specification of a global linear regression model. Hence, the estimation of the a marginal distributions for each therapeutic arm, the concordance measures between these populations and the right copulas families is now sufficient to process to the whole CEA.

A vine copula mixed effect model for trivariate meta-analysis of diagnostic test accuracy studies accounting for disease prevalence.

Science.gov (United States)

Nikoloulopoulos, Aristidis K

2017-10-01

A bivariate copula mixed model has been recently proposed to synthesize diagnostic test accuracy studies and it has been shown that it is superior to the standard generalized linear mixed model in this context. Here, we call trivariate vine copulas to extend the bivariate meta-analysis of diagnostic test accuracy studies by accounting for disease prevalence. Our vine copula mixed model includes the trivariate generalized linear mixed model as a special case and can also operate on the original scale of sensitivity, specificity, and disease prevalence. Our general methodology is illustrated by re-analyzing the data of two published meta-analyses. Our study suggests that there can be an improvement on trivariate generalized linear mixed model in fit to data and makes the argument for moving to vine copula random effects models especially because of their richness, including reflection asymmetric tail dependence, and computational feasibility despite their three dimensionality.

Risk Management of Assets Dependency Based on Copulas Function

Directory of Open Access Journals (Sweden)

Cheng Lei

2017-01-01

Full Text Available As the two important form of financial market, the risk of financial securities, such as stocks and bonds, has been a hot topic in the financial field; at the same time, under the influence of many factors of financial assets, the correlation between portfolio returns causes more research. This paper presents Copula-SV-t model that it uses SV-t model to measure the edge distribution, and uses the Copula-t method to obtain the high-dimensional joint distribution. It not only solves the actual deviation with using the ARCH family model to calculate the portfolio risk, but also solves the problem to overestimate the risk with using extreme value theory to study financial risk. Through the empirical research, the conclusion shows that the model describes better assets and tail characteristics of assets, and is more in line with the reality of the market. Furthermore, Empirical evidence also shows that if the portfolio is relatively large degree of correlation, the ability to disperse portfolio risk is relatively weakness.

TU-AB-202-11: Tumor Segmentation by Fusion of Multi-Tracer PET Images Using Copula Based Statistical Methods

International Nuclear Information System (INIS)

Lapuyade-Lahorgue, J; Ruan, S; Li, H; Vera, P

2016-01-01

Purpose: Multi-tracer PET imaging is getting more attention in radiotherapy by providing additional tumor volume information such as glucose and oxygenation. However, automatic PET-based tumor segmentation is still a very challenging problem. We propose a statistical fusion approach to joint segment the sub-area of tumors from the two tracers FDG and FMISO PET images. Methods: Non-standardized Gamma distributions are convenient to model intensity distributions in PET. As a serious correlation exists in multi-tracer PET images, we proposed a new fusion method based on copula which is capable to represent dependency between different tracers. The Hidden Markov Field (HMF) model is used to represent spatial relationship between PET image voxels and statistical dynamics of intensities for each modality. Real PET images of five patients with FDG and FMISO are used to evaluate quantitatively and qualitatively our method. A comparison between individual and multi-tracer segmentations was conducted to show advantages of the proposed fusion method. Results: The segmentation results show that fusion with Gaussian copula can receive high Dice coefficient of 0.84 compared to that of 0.54 and 0.3 of monomodal segmentation results based on individual segmentation of FDG and FMISO PET images. In addition, high correlation coefficients (0.75 to 0.91) for the Gaussian copula for all five testing patients indicates the dependency between tumor regions in the multi-tracer PET images. Conclusion: This study shows that using multi-tracer PET imaging can efficiently improve the segmentation of tumor region where hypoxia and glucidic consumption are present at the same time. Introduction of copulas for modeling the dependency between two tracers can simultaneously take into account information from both tracers and deal with two pathological phenomena. Future work will be to consider other families of copula such as spherical and archimedian copulas, and to eliminate partial volume

A Copula Based Approach for Design of Multivariate Random Forests for Drug Sensitivity Prediction.

Science.gov (United States)

Haider, Saad; Rahman, Raziur; Ghosh, Souparno; Pal, Ranadip

2015-01-01

Modeling sensitivity to drugs based on genetic characterizations is a significant challenge in the area of systems medicine. Ensemble based approaches such as Random Forests have been shown to perform well in both individual sensitivity prediction studies and team science based prediction challenges. However, Random Forests generate a deterministic predictive model for each drug based on the genetic characterization of the cell lines and ignores the relationship between different drug sensitivities during model generation. This application motivates the need for generation of multivariate ensemble learning techniques that can increase prediction accuracy and improve variable importance ranking by incorporating the relationships between different output responses. In this article, we propose a novel cost criterion that captures the dissimilarity in the output response structure between the training data and node samples as the difference in the two empirical copulas. We illustrate that copulas are suitable for capturing the multivariate structure of output responses independent of the marginal distributions and the copula based multivariate random forest framework can provide higher accuracy prediction and improved variable selection. The proposed framework has been validated on genomics of drug sensitivity for cancer and cancer cell line encyclopedia database.

The use of copulas to practical estimation of multivariate stochastic differential equation mixed effects models

International Nuclear Information System (INIS)

Rupšys, P.

2015-01-01

A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE

The use of copulas to practical estimation of multivariate stochastic differential equation mixed effects models

Energy Technology Data Exchange (ETDEWEB)

Rupšys, P. [Aleksandras Stulginskis University, Studenų g. 11, Akademija, Kaunas district, LT – 53361 Lithuania (Lithuania)

2015-10-28

A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE.

Quantification of the Water-Energy Nexus in Beijing City Based on Copula Analysis

Science.gov (United States)

Cai, J.; Cai, Y.

2017-12-01

Water resource and energy resource are intimately and highly interwoven, called ``water-energy nexus", which poses challenges for the sustainable management of water resource and energy resource. In this research, the Copula analysis method is first proposed to be applied in "water-energy nexus" field to clarify the internal relationship of water resource and energy resource, which is a favorable tool to explore the relevance among random variables. Beijing City, the capital of China, is chosen as a case study. The marginal distribution functions of water resource and energy resource are analyzed first. Then the Binary Copula function is employed to construct the joint distribution function of "water-energy nexus" to quantify the inherent relationship between water resource and energy resource. The results show that it is more appropriate to apply Lognormal distribution to establish the marginal distribution function of water resource. Meanwhile, Weibull distribution is more feasible to describe the marginal distribution function of energy resource. Furthermore, it is more suitable to adopt the Bivariate Normal Copula function to construct the joint distribution function of "water-energy nexus" in Beijing City. The findings can help to identify and quantify the "water-energy nexus". In addition, our findings can provide reasonable policy recommendations on the sustainable management of water resource and energy resource to promote regional coordinated development.

Combined risk assessment of nonstationary monthly water quality based on Markov chain and time-varying copula.

Science.gov (United States)

Shi, Wei; Xia, Jun

2017-02-01

Water quality risk management is a global hot research linkage with the sustainable water resource development. Ammonium nitrogen (NH 3 -N) and permanganate index (COD Mn ) as the focus indicators in Huai River Basin, are selected to reveal their joint transition laws based on Markov theory. The time-varying moments model with either time or land cover index as explanatory variables is applied to build the time-varying marginal distributions of water quality time series. Time-varying copula model, which takes the non-stationarity in the marginal distribution and/or the time variation in dependence structure between water quality series into consideration, is constructed to describe a bivariate frequency analysis for NH 3 -N and COD Mn series at the same monitoring gauge. The larger first-order Markov joint transition probability indicates water quality state Class V w , Class IV and Class III will occur easily in the water body of Bengbu Sluice. Both marginal distribution and copula models are nonstationary, and the explanatory variable time yields better performance than land cover index in describing the non-stationarities in the marginal distributions. In modelling the dependence structure changes, time-varying copula has a better fitting performance than the copula with the constant or the time-trend dependence parameter. The largest synchronous encounter risk probability of NH 3 -N and COD Mn simultaneously reaching Class V is 50.61%, while the asynchronous encounter risk probability is largest when NH 3 -N and COD Mn is inferior to class V and class IV water quality standards, respectively.

Comparing Johnson’s SBB, Weibull and Logit-Logistic bivariate distributions for modeling tree diameters and heights using copulas

Energy Technology Data Exchange (ETDEWEB)

Cardil Forradellas, A.; Molina Terrén, D.M.; Oliveres, J.; Castellnou, M.

2016-07-01

Aim of study: In this study we compare the accuracy of three bivariate distributions: Johnson’s SBB, Weibull-2P and LL-2P functions for characterizing the joint distribution of tree diameters and heights. Area of study: North-West of Spain. Material and methods: Diameter and height measurements of 128 plots of pure and even-aged Tasmanian blue gum (Eucalyptus globulus Labill.) stands located in the North-west of Spain were considered in the present study. The SBB bivariate distribution was obtained from SB marginal distributions using a Normal Copula based on a four-parameter logistic transformation. The Plackett Copula was used to obtain the bivariate models from the Weibull and Logit-logistic univariate marginal distributions. The negative logarithm of the maximum likelihood function was used to compare the results and the Wilcoxon signed-rank test was used to compare the related samples of these logarithms calculated for each sample plot and each distribution. Main results: The best results were obtained by using the Plackett copula and the best marginal distribution was the Logit-logistic. Research highlights: The copulas used in this study have shown a good performance for modeling the joint distribution of tree diameters and heights. They could be easily extended for modelling multivariate distributions involving other tree variables, such as tree volume or biomass. (Author)

Extensive spatio-temporal assessment of flood events by application of pair-copulas

Directory of Open Access Journals (Sweden)

M. Schulte

2015-06-01

Full Text Available Although the consequences of floods are strongly related to their peak discharges, a statistical classification of flood events that only depends on these peaks may not be sufficient for flood risk assessments. In many cases, the flood risk depends on a number of event characteristics. In case of an extreme flood, the whole river basin may be affected instead of a single watershed, and there will be superposition of peak discharges from adjoining catchments. These peaks differ in size and timing according to the spatial distribution of precipitation and watershed-specific processes of flood formation. Thus, the spatial characteristics of flood events should be considered as stochastic processes. Hence, there is a need for a multivariate statistical approach that represents the spatial interdependencies between floods from different watersheds and their coincidences. This paper addresses the question how these spatial interdependencies can be quantified. Each flood event is not only assessed with regard to its local conditions but also according to its spatio-temporal pattern within the river basin. In this paper we characterise the coincidence of floods by trivariate Joe-copula and pair-copulas. Their ability to link the marginal distributions of the variates while maintaining their dependence structure characterizes them as an adequate method. The results indicate that the trivariate copula model is able to represent the multivariate probabilities of the occurrence of simultaneous flood peaks well. It is suggested that the approach of this paper is very useful for the risk-based design of retention basins as it accounts for the complex spatio-temporal interactions of floods.

Copula-based assimilation of radar and gauge information to derive bias-corrected precipitation fields

Directory of Open Access Journals (Sweden)

S. Vogl

2012-07-01

Full Text Available This study addresses the problem of combining radar information and gauge measurements. Gauge measurements are the best available source of absolute rainfall intensity albeit their spatial availability is limited. Precipitation information obtained by radar mimics well the spatial patterns but is biased for their absolute values.

In this study copula models are used to describe the dependence structure between gauge observations and rainfall derived from radar reflectivity at the corresponding grid cells. After appropriate time series transformation to generate "iid" variates, only the positive pairs (radar >0, gauge >0 of the residuals are considered. As not each grid cell can be assigned to one gauge, the integration of point information, i.e. gauge rainfall intensities, is achieved by considering the structure and the strength of dependence between the radar pixels and all the gauges within the radar image. Two different approaches, namely Maximum Theta and Multiple Theta, are presented. They finally allow for generating precipitation fields that mimic the spatial patterns of the radar fields and correct them for biases in their absolute rainfall intensities. The performance of the approach, which can be seen as a bias-correction for radar fields, is demonstrated for the Bavarian Alps. The bias-corrected rainfall fields are compared to a field of interpolated gauge values (ordinary kriging and are validated with available gauge measurements. The simulated precipitation fields are compared to an operationally corrected radar precipitation field (RADOLAN. The copula-based approach performs similarly well as indicated by different validation measures and successfully corrects for errors in the radar precipitation.

A regime-switching copula approach to modeling day-ahead prices in coupled electricity markets

DEFF Research Database (Denmark)

Pircalabu, Anca; Benth, Fred Espen

2017-01-01

significant evidence of tail dependence in all pairs of interconnected areas we consider. As a first application of the proposed model, we consider the pricing of financial transmission rights, and highlight how the choice of marginal distributions and copula impacts prices. As a second application we......The recent price coupling of many European electricity markets has triggered a fundamental change in the interaction of day-ahead prices, challenging additionally the modeling of the joint behavior of prices in interconnected markets. In this paper we propose a regime-switching AR–GARCH copula...... to model pairs of day-ahead electricity prices in coupled European markets. While capturing key stylized facts empirically substantiated in the literature, this model easily allows us to 1) deviate from the assumption of normal margins and 2) include a more detailed description of the dependence between...

Meta-analysis for diagnostic accuracy studies: a new statistical model using beta-binomial distributions and bivariate copulas.

Science.gov (United States)

Kuss, Oliver; Hoyer, Annika; Solms, Alexander

2014-01-15

There are still challenges when meta-analyzing data from studies on diagnostic accuracy. This is mainly due to the bivariate nature of the response where information on sensitivity and specificity must be summarized while accounting for their correlation within a single trial. In this paper, we propose a new statistical model for the meta-analysis for diagnostic accuracy studies. This model uses beta-binomial distributions for the marginal numbers of true positives and true negatives and links these margins by a bivariate copula distribution. The new model comes with all the features of the current standard model, a bivariate logistic regression model with random effects, but has the additional advantages of a closed likelihood function and a larger flexibility for the correlation structure of sensitivity and specificity. In a simulation study, which compares three copula models and two implementations of the standard model, the Plackett and the Gauss copula do rarely perform worse but frequently better than the standard model. We use an example from a meta-analysis to judge the diagnostic accuracy of telomerase (a urinary tumor marker) for the diagnosis of primary bladder cancer for illustration. Copyright © 2013 John Wiley & Sons, Ltd.

Copula Regression Analysis of Simultaneously Recorded Frontal Eye Field and Inferotemporal Spiking Activity during Object-Based Working Memory

Science.gov (United States)

Hu, Meng; Clark, Kelsey L.; Gong, Xiajing; Noudoost, Behrad; Li, Mingyao; Moore, Tirin

2015-01-01

Inferotemporal (IT) neurons are known to exhibit persistent, stimulus-selective activity during the delay period of object-based working memory tasks. Frontal eye field (FEF) neurons show robust, spatially selective delay period activity during memory-guided saccade tasks. We present a copula regression paradigm to examine neural interaction of these two types of signals between areas IT and FEF of the monkey during a working memory task. This paradigm is based on copula models that can account for both marginal distribution over spiking activity of individual neurons within each area and joint distribution over ensemble activity of neurons between areas. Considering the popular GLMs as marginal models, we developed a general and flexible likelihood framework that uses the copula to integrate separate GLMs into a joint regression analysis. Such joint analysis essentially leads to a multivariate analog of the marginal GLM theory and hence efficient model estimation. In addition, we show that Granger causality between spike trains can be readily assessed via the likelihood ratio statistic. The performance of this method is validated by extensive simulations, and compared favorably to the widely used GLMs. When applied to spiking activity of simultaneously recorded FEF and IT neurons during working memory task, we observed significant Granger causality influence from FEF to IT, but not in the opposite direction, suggesting the role of the FEF in the selection and retention of visual information during working memory. The copula model has the potential to provide unique neurophysiological insights about network properties of the brain. PMID:26063909

Kendall’s tau and agglomerative clustering for structure determination of hierarchical Archimedean copulas

Czech Academy of Sciences Publication Activity Database

Górecki, J.; Hofert, M.; Holeňa, Martin

2017-01-01

Roč. 5, č. 1 (2017), s. 75-87 ISSN 2300-2298 R&D Projects: GA ČR GA17-01251S Institutional support: RVO:67985807 Keywords : structure determination * agglomerative clustering * Kendall’s tau * Archimedean copula Subject RIV: IN - Informatics, Computer Science OBOR OECD: Statistics and probability

Archimedean copula estimation of distribution algorithm based on artificial bee colony algorithm

Institute of Scientific and Technical Information of China (English)

Haidong Xu; Mingyan Jiang; Kun Xu

2015-01-01

The artificial bee colony (ABC) algorithm is a com-petitive stochastic population-based optimization algorithm. How-ever, the ABC algorithm does not use the social information and lacks the knowledge of the problem structure, which leads to in-sufficiency in both convergent speed and searching precision. Archimedean copula estimation of distribution algorithm (ACEDA) is a relatively simple, time-economic and multivariate correlated EDA. This paper proposes a novel hybrid algorithm based on the ABC algorithm and ACEDA cal ed Archimedean copula estima-tion of distribution based on the artificial bee colony (ACABC) algorithm. The hybrid algorithm utilizes ACEDA to estimate the distribution model and then uses the information to help artificial bees to search more efficiently in the search space. Six bench-mark functions are introduced to assess the performance of the ACABC algorithm on numerical function optimization. Experimen-tal results show that the ACABC algorithm converges much faster with greater precision compared with the ABC algorithm, ACEDA and the global best (gbest)-guided ABC (GABC) algorithm in most of the experiments.

Dependent defaults and losses with factor copula models

Directory of Open Access Journals (Sweden)

Ackerer Damien

2017-12-01

Full Text Available We present a class of flexible and tractable static factor models for the term structure of joint default probabilities, the factor copula models. These high-dimensional models remain parsimonious with paircopula constructions, and nest many standard models as special cases. The loss distribution of a portfolio of contingent claims can be exactly and efficiently computed when individual losses are discretely supported on a finite grid. Numerical examples study the key features affecting the loss distribution and multi-name credit derivatives prices. An empirical exercise illustrates the flexibility of our approach by fitting credit index tranche prices.

A simple non-parametric goodness-of-fit test for elliptical copulas

Directory of Open Access Journals (Sweden)

Jaser Miriam

2017-12-01

Full Text Available In this paper, we propose a simple non-parametric goodness-of-fit test for elliptical copulas of any dimension. It is based on the equality of Kendall’s tau and Blomqvist’s beta for all bivariate margins. Nominal level and power of the proposed test are investigated in a Monte Carlo study. An empirical application illustrates our goodness-of-fit test at work.

Value at risk using financial copulas: Application to the Mexican exchange rate (2002-2011

Directory of Open Access Journals (Sweden)

Tania Nadiezhda Plascencia Cuevas

2012-12-01

Full Text Available Nowadays, the volatility of exchange rate is a crucial and a transcendental issue for all transactions, negotiations and operations taking place in foreign currency, being an objective and an accurate prediction the cornerstone. Therefore, the main objective of this research is to analyze whether the Mexican exchange rate market, risk assessment using traditional VaR and VaR with copulas methodologies are more accurate when the estimates are made for a wide historical time-series or two periods for certain, helping it to predict the maximum losses that may be, with the main motivation to have a efficient hedging strategy. The principal conclusion is that assessing risk with these methodologies, the series does not necessarily have to include more than five years, considering that the use of copulas as a dependent measure make that the prediction fits better to the movements of the real returns.

Bivariate frequency analysis of rainfall intensity and duration for urban stormwater infrastructure design

Science.gov (United States)

Jun, Changhyun; Qin, Xiaosheng; Gan, Thian Yew; Tung, Yeou-Koung; De Michele, Carlo

2017-10-01

This study presents a storm-event based bivariate frequency analysis approach to determine design rainfalls in which, the number, intensity and duration of actual rainstorm events were considered. To derive more realistic design storms, the occurrence probability of an individual rainstorm event was determined from the joint distribution of storm intensity and duration through a copula model. Hourly rainfall data were used at three climate stations respectively located in Singapore, South Korea and Canada. It was found that the proposed approach could give a more realistic description of rainfall characteristics of rainstorm events and design rainfalls. As results, the design rainfall quantities from actual rainstorm events at the three studied sites are consistently lower than those obtained from the conventional rainfall depth-duration-frequency (DDF) method, especially for short-duration storms (such as 1-h). It results from occurrence probabilities of each rainstorm event and a different angle for rainfall frequency analysis, and could offer an alternative way of describing extreme rainfall properties and potentially help improve the hydrologic design of stormwater management facilities in urban areas.

Comparing the Accuracy of Copula-Based Multivariate Density Forecasts in Selected Regions of Support

NARCIS (Netherlands)

C.G.H. Diks (Cees); V. Panchenko (Valentyn); O. Sokolinskiy (Oleg); D.J.C. van Dijk (Dick)

2013-01-01

textabstractThis paper develops a testing framework for comparing the predictive accuracy of copula-based multivariate density forecasts, focusing on a specific part of the joint distribution. The test is framed in the context of the Kullback-Leibler Information Criterion, but using (out-of-sample)

Comparing the accuracy of copula-based multivariate density forecasts in selected regions of support

NARCIS (Netherlands)

Diks, C.; Panchenko, V.; Sokolinskiy, O.; van Dijk, D.

2013-01-01

This paper develops a testing framework for comparing the predictive accuracy of copula-based multivariate density forecasts, focusing on a specific part of the joint distribution. The test is framed in the context of the Kullback-Leibler Information Criterion, but using (out-of-sample) conditional

Large Portfolio Risk Management and Optimal Portfolio Allocation with Dynamic Copulas

OpenAIRE

Thorsten Lehnert; Xisong Jin

2011-01-01

Previous research focuses on the importance of modeling the multivariate distribution for optimal portfolio allocation and active risk management. However, available dynamic models are not easily applied for high-dimensional problems due to the curse of dimensionality. In this paper, we extend the framework of the Dynamic Conditional Correlation/Equicorrelation and an extreme value approach into a series of Dynamic Conditional Elliptical Copulas. We investigate risk measures like Value at Ris...

Integrated drought risk assessment of multi-hazard-affected bodies based on copulas in the Taoerhe Basin, China

Science.gov (United States)

Wang, Rui; Zhang, Jiquan; Guo, Enliang; Alu, Si; Li, Danjun; Ha, Si; Dong, Zhenhua

2018-02-01

Along with global warming, drought disasters are occurring more frequently and are seriously affecting normal life and food security in China. Drought risk assessments are necessary to provide support for local governments. This study aimed to establish an integrated drought risk model based on the relation curve of drought joint probabilities and drought losses of multi-hazard-affected bodies. First, drought characteristics, including duration and severity, were classified using the 1953-2010 precipitation anomaly in the Taoerhe Basin based on run theory, and their marginal distributions were identified by exponential and Gamma distributions, respectively. Then, drought duration and severity were related to construct a joint probability distribution based on the copula function. We used the EPIC (Environmental Policy Integrated Climate) model to simulate maize yield and historical data to calculate the loss rates of agriculture, industry, and animal husbandry in the study area. Next, we constructed vulnerability curves. Finally, the spatial distributions of drought risk for 10-, 20-, and 50-year return periods were expressed using inverse distance weighting. Our results indicate that the spatial distributions of the three return periods are consistent. The highest drought risk is in Ulanhot, and the duration and severity there were both highest. This means that higher drought risk corresponds to longer drought duration and larger drought severity, thus providing useful information for drought and water resource management. For 10-, 20-, and 50-year return periods, the drought risk values ranged from 0.41 to 0.53, 0.45 to 0.59, and 0.50 to 0.67, respectively. Therefore, when the return period increases, the drought risk increases.

Copula-based modeling of degree-correlated networks

International Nuclear Information System (INIS)

Raschke, Mathias; Schläpfer, Markus; Trantopoulos, Konstantinos

2014-01-01

Dynamical processes on complex networks such as information exchange, innovation diffusion, cascades in financial networks or epidemic spreading are highly affected by their underlying topologies as characterized by, for instance, degree–degree correlations. Here, we introduce the concept of copulas in order to generate random networks with an arbitrary degree distribution and a rich a priori degree–degree correlation (or ‘association’) structure. The accuracy of the proposed formalism and corresponding algorithm is numerically confirmed, while the method is tested on a real-world network of yeast protein–protein interactions. The derived network ensembles can be systematically deployed as proper null models, in order to unfold the complex interplay between the topology of real-world networks and the dynamics on top of them. (paper)

A condition-based maintenance policy for multi-component systems with Lévy copulas dependence

International Nuclear Information System (INIS)

Li, Heping; Deloux, Estelle; Dieulle, Laurence

2016-01-01

In this paper, we propose a new condition-based maintenance policy for multi-component systems taking into account stochastic and economic dependences. The stochastic dependence between components due to common environment is modelled by Lévy copulas. Its influence on the maintenance optimization is investigated with different dependence degrees. On the issue of economic dependence providing opportunities to group maintenance activities, a new maintenance decision rule is proposed which permits maintenance grouping. In order to evaluate the performance of the proposed maintenance policy, we compare it to the classical maintenance policies. - Highlights: • A new adaptive maintenance policy for grouping maintenance actions is proposed. • The impacts of both economic and stochastic dependences are investigated. • The performance of the proposed maintenance policy is evaluated under different system configurations. • The stochastic dependence is modelled by Lévy copulas. • The proposed maintenance decision rule can take full advantage of economic and stochastic dependences.

USING COPULAS TO MODEL DEPENDENCE IN SIMULATION RISK ASSESSMENT

Energy Technology Data Exchange (ETDEWEB)

Dana L. Kelly

2007-11-01

Typical engineering systems in applications with high failure consequences such as nuclear reactor plants often employ redundancy and diversity of equipment in an effort to lower the probability of failure and therefore risk. However, it has long been recognized that dependencies exist in these redundant and diverse systems. Some dependencies, such as common sources of electrical power, are typically captured in the logic structure of the risk model. Others, usually referred to as intercomponent dependencies, are treated implicitly by introducing one or more statistical parameters into the model. Such common-cause failure models have limitations in a simulation environment. In addition, substantial subjectivity is associated with parameter estimation for these models. This paper describes an approach in which system performance is simulated by drawing samples from the joint distributions of dependent variables. The approach relies on the notion of a copula distribution, a notion which has been employed by the actuarial community for ten years or more, but which has seen only limited application in technological risk assessment. The paper also illustrates how equipment failure data can be used in a Bayesian framework to estimate the parameter values in the copula model. This approach avoids much of the subjectivity required to estimate parameters in traditional common-cause failure models. Simulation examples are presented for failures in time. The open-source software package R is used to perform the simulations. The open-source software package WinBUGS is used to perform the Bayesian inference via Markov chain Monte Carlo sampling.

Pricing Equity-Indexed Annuities under Stochastic Interest Rates Using Copulas

Directory of Open Access Journals (Sweden)

Patrice Gaillardetz

2010-01-01

Full Text Available We develop a consistent evaluation approach for equity-linked insurance products under stochastic interest rates. This pricing approach requires that the premium information of standard insurance products is given exogenously. In order to evaluate equity-linked products, we derive three martingale probability measures that reproduce the information from standard insurance products, interest rates, and equity index. These risk adjusted martingale probability measures are determined using copula theory and evolve with the stochastic interest rate process. A detailed numerical analysis is performed for existing equity-indexed annuities in the North American market.

Covered Interest-Rate Parity Revisited: an Extreme Value Copula Analysis

Directory of Open Access Journals (Sweden)

Mikel Ugando-Peñate

2015-11-01

Full Text Available This article studied the covered interest-rate parity (CIP condition under extreme market movements using extreme value theory and extreme value copulas to characterize dependence between extreme interest rate differentials and forward premium. The empirical analysis for the CIP between interest rates for the US dollar and the British pound indicates that there is strong co-movement between interest rate differentials and forward premium at different maturities and in both upper and lower tails. This conclusion would support the existence of the CIP condition under extreme market movements.

LED Lighting System Reliability Modeling and Inference via Random Effects Gamma Process and Copula Function

Directory of Open Access Journals (Sweden)

Huibing Hao

2015-01-01

Full Text Available Light emitting diode (LED lamp has attracted increasing interest in the field of lighting systems due to its low energy and long lifetime. For different functions (i.e., illumination and color, it may have two or more performance characteristics. When the multiple performance characteristics are dependent, it creates a challenging problem to accurately analyze the system reliability. In this paper, we assume that the system has two performance characteristics, and each performance characteristic is governed by a random effects Gamma process where the random effects can capture the unit to unit differences. The dependency of performance characteristics is described by a Frank copula function. Via the copula function, the reliability assessment model is proposed. Considering the model is so complicated and analytically intractable, the Markov chain Monte Carlo (MCMC method is used to estimate the unknown parameters. A numerical example about actual LED lamps data is given to demonstrate the usefulness and validity of the proposed model and method.

Using Copulas in the Estimation of the Economic Project Value in the Mining Industry, Including Geological Variability

Science.gov (United States)

Krysa, Zbigniew; Pactwa, Katarzyna; Wozniak, Justyna; Dudek, Michal

2017-12-01

Geological variability is one of the main factors that has an influence on the viability of mining investment projects and on the technical risk of geology projects. In the current scenario, analyses of economic viability of new extraction fields have been performed for the KGHM Polska Miedź S.A. underground copper mine at Fore Sudetic Monocline with the assumption of constant averaged content of useful elements. Research presented in this article is aimed at verifying the value of production from copper and silver ore for the same economic background with the use of variable cash flows resulting from the local variability of useful elements. Furthermore, the ore economic model is investigated for a significant difference in model value estimated with the use of linear correlation between useful elements content and the height of mine face, and the approach in which model parameters correlation is based upon the copula best matched information capacity criterion. The use of copula allows the simulation to take into account the multi variable dependencies at the same time, thereby giving a better reflection of the dependency structure, which linear correlation does not take into account. Calculation results of the economic model used for deposit value estimation indicate that the correlation between copper and silver estimated with the use of copula generates higher variation of possible project value, as compared to modelling correlation based upon linear correlation. Average deposit value remains unchanged.

A D-vine copula-based model for repeated measurements extending linear mixed models with homogeneous correlation structure.

Science.gov (United States)

Killiches, Matthias; Czado, Claudia

2018-03-22

We propose a model for unbalanced longitudinal data, where the univariate margins can be selected arbitrarily and the dependence structure is described with the help of a D-vine copula. We show that our approach is an extremely flexible extension of the widely used linear mixed model if the correlation is homogeneous over the considered individuals. As an alternative to joint maximum-likelihood a sequential estimation approach for the D-vine copula is provided and validated in a simulation study. The model can handle missing values without being forced to discard data. Since conditional distributions are known analytically, we easily make predictions for future events. For model selection, we adjust the Bayesian information criterion to our situation. In an application to heart surgery data our model performs clearly better than competing linear mixed models. © 2018, The International Biometric Society.

A mixed C-vine copula model for hedging price and volumetric risk in wind power trading

DEFF Research Database (Denmark)

Pircalabu, Anca; Jung, Jesper

2017-01-01

correlation with the much more liquid German market to construct a proxy hedge. We propose a three-dimensional mixed vine copula to model the evolution of the Danish and German spot electricity prices and the Danish wind power production. We construct a realistic hedging portfolio by identifying various...... of not only forwards, but also a basket of e.g. call and put options. Illiquidity and an almost non-existent market for options challenge however the optimal hedging of joint price and volumetric risk in many market places. Here, we consider the case of the Danish power market, and exploit its strong positive...... instruments available in the market, such as real options in the form of the right to transfer electricity across the border and the right to convert electricity to heat. Using the proposed vine copula to determine optimal hedging decisions, we show that significant benefits are to be drawn by extending...

C-Vine copula mixture model for clustering of residential electrical load pattern data

OpenAIRE

Sun, M; Konstantelos, I; Strbac, G

2016-01-01

The ongoing deployment of residential smart meters in numerous jurisdictions has led to an influx of electricity consumption data. This information presents a valuable opportunity to suppliers for better understanding their customer base and designing more effective tariff structures. In the past, various clustering methods have been proposed for meaningful customer partitioning. This paper presents a novel finite mixture modeling framework based on C-vine copulas (CVMM) for carrying out cons...

Factors predicting the duration of adrenal insufficiency in patients successfully treated for Cushing disease and nonmalignant primary adrenal Cushing syndrome.

Science.gov (United States)

Prete, Alessandro; Paragliola, Rosa Maria; Bottiglieri, Filomena; Rota, Carlo Antonio; Pontecorvi, Alfredo; Salvatori, Roberto; Corsello, Salvatore Maria

2017-03-01

Successful treatment of Cushing syndrome causes transient or permanent adrenal insufficiency deriving from endogenous hypercortisolism-induced hypothalamus-pituitary-adrenal-axis suppression. We analyzed pre-treatment factors potentially affecting the duration of adrenal insufficiency. We conducted a retrospective analysis on patients successfully treated for Cushing disease (15 patients) who underwent transsphenoidal surgery, and nonmalignant primary adrenal Cushing syndrome (31 patients) who underwent unilateral adrenalectomy, divided into patients with overt primary adrenal Cushing syndrome (14 patients) and subclinical primary adrenal Cushing syndrome (17 patients). Epidemiological data, medical history, and hormonal parameters depending on the etiology of hypercortisolism were collected and compared to the duration of adrenal insufficiency. The median duration of follow-up after surgery for Cushing disease and primary adrenal Cushing syndrome was 70 and 48 months, respectively. In the Cushing disease group, the median duration of adrenal insufficiency after transsphenoidal surgery was 15 months: younger age at diagnosis and longer duration of signs and symptoms of hypercortisolism before diagnosis and surgery were associated with longer duration of adrenal insufficiency. The median duration of adrenal insufficiency was 6 months for subclinical primary adrenal Cushing syndrome and 18.5 months for overt primary adrenal Cushing syndrome. The biochemical severity of hypercortisolism, the grade of hypothalamus-pituitary-adrenal-axis suppression, and treatment with ketoconazole before surgery accounted for longer duration of adrenal insufficiency. In patients with Cushing disease, younger age and delayed diagnosis and treatment predict longer need for glucocorticoid replacement therapy after successful transsphenoidal surgery. In patients with primary adrenal Cushing syndrome, the severity of hypercortisolism plays a primary role in influencing the duration of

On Value at Risk for Foreign Exchange Rates --- the Copula Approach

Science.gov (United States)

Jaworski, P.

2006-11-01

The aim of this paper is to determine the Value at Risk (VaR) of the portfolio consisting of long positions in foreign currencies on an emerging market. Basing on empirical data we restrict ourselves to the case when the tail parts of distributions of logarithmic returns of these assets follow the power laws and the lower tail of associated copula C follows the power law of degree 1. We will illustrate the practical usefulness of this approach by the analysis of the exchange rates of EUR and CHF at the Polish forex market.

On the application of copula in modeling maintenance contract

International Nuclear Information System (INIS)

Iskandar, B P; Husniah, H

2016-01-01

This paper deals with the application of copula in maintenance contracts for a nonrepayable item. Failures of the item are modeled using a two dimensional approach where age and usage of the item and this requires a bi-variate distribution to modelling failures. When the item fails then corrective maintenance (CM) is minimally repaired. CM can be outsourced to an external agent or done in house. The decision problem for the owner is to find the maximum total profit whilst for the agent is to determine the optimal price of the contract. We obtain the mathematical models of the decision problems for the owner as well as the agent using a Nash game theory formulation. (paper)

A preliminary study on drought events in Peninsular Malaysia

Science.gov (United States)

Zin, Wan Zawiah Wan; Nahrawi, Siti Aishah; Jemain, Abdul Aziz; Zahari, Marina

2014-06-01

In this research, the Standard Precipitation Index (SPI) is used to represent the dry condition in Peninsular Malaysia. To do this, data of monthly rainfall from 75 stations in Peninsular Malaysia is used to obtain the SPI values at scale one. From the SPI values, two drought characteristics that are commonly used to represent the dry condition in an area that is the duration and severity of a drought period are identified and their respective values calculated for every station. Spatial mappings are then used to identify areas which are more likely to be affected by longer and more severe drought condition from the results. As the two drought characteristics may be correlated with each other, the joint distribution of severity and duration of dry condition is considered. Bivariate copula model is used and five copula models were tested, namely, the Gumbel-Hougard, Clayton, Frank, Joe and Galambos copulas. The copula model, which best represents the relationship between severity and duration, is determined using Akaike information criterion. The results showed that the Joe and Clayton copulas are well-fitted by close to 60% of the stations under study. Based on the results on the most appropriate copula-based joint distribution for each station, some bivariate probabilistic properties of droughts can then be calculated, which will be continued in future research.

Spatial dependence in wind and optimal wind power allocation: A copula-based analysis

International Nuclear Information System (INIS)

Grothe, Oliver; Schnieders, Julius

2011-01-01

The investment decision on the placement of wind turbines is, neglecting legal formalities, mainly driven by the aim to maximize the expected annual energy production of single turbines. The result is a concentration of wind farms at locations with high average wind speed. While this strategy may be optimal for single investors maximizing their own return on investment, the resulting overall allocation of wind turbines may be unfavorable for energy suppliers and the economy because of large fluctuations in the overall wind power output. This paper investigates to what extent optimal allocation of wind farms in Germany can reduce these fluctuations. We analyze stochastic dependencies of wind speed for a large data set of German on- and offshore weather stations and find that these dependencies turn out to be highly nonlinear but constant over time. Using copula theory we determine the value at risk of energy production for given allocation sets of wind farms and derive optimal allocation plans. We find that the optimized allocation of wind farms may substantially stabilize the overall wind energy supply on daily as well as hourly frequency. - Highlights: → Spatial modeling of wind forces in Germany. → A novel way to assess nonlinear dependencies of wind forces by copulas. → Wind turbine allocation by maximizing lower quantiles of energy production. → Optimal results show major increase in reliable part of wind energy.

Copula-based prediction of economic movements

Science.gov (United States)

García, J. E.; González-López, V. A.; Hirsh, I. D.

2016-06-01

In this paper we model the discretized returns of two paired time series BM&FBOVESPA Dividend Index and BM&FBOVESPA Public Utilities Index using multivariate Markov models. The discretization corresponds to three categories, high losses, high profits and the complementary periods of the series. In technical terms, the maximal memory that can be considered for a Markov model, can be derived from the size of the alphabet and dataset. The number of parameters needed to specify a discrete multivariate Markov chain grows exponentially with the order and dimension of the chain. In this case the size of the database is not large enough for a consistent estimation of the model. We apply a strategy to estimate a multivariate process with an order greater than the order achieved using standard procedures. The new strategy consist on obtaining a partition of the state space which is constructed from a combination, of the partitions corresponding to the two marginal processes and the partition corresponding to the multivariate Markov chain. In order to estimate the transition probabilities, all the partitions are linked using a copula. In our application this strategy provides a significant improvement in the movement predictions.

A Gaussian mixture copula model based localized Gaussian process regression approach for long-term wind speed prediction

International Nuclear Information System (INIS)

Yu, Jie; Chen, Kuilin; Mori, Junichi; Rashid, Mudassir M.

2013-01-01

Optimizing wind power generation and controlling the operation of wind turbines to efficiently harness the renewable wind energy is a challenging task due to the intermittency and unpredictable nature of wind speed, which has significant influence on wind power production. A new approach for long-term wind speed forecasting is developed in this study by integrating GMCM (Gaussian mixture copula model) and localized GPR (Gaussian process regression). The time series of wind speed is first classified into multiple non-Gaussian components through the Gaussian mixture copula model and then Bayesian inference strategy is employed to incorporate the various non-Gaussian components using the posterior probabilities. Further, the localized Gaussian process regression models corresponding to different non-Gaussian components are built to characterize the stochastic uncertainty and non-stationary seasonality of the wind speed data. The various localized GPR models are integrated through the posterior probabilities as the weightings so that a global predictive model is developed for the prediction of wind speed. The proposed GMCM–GPR approach is demonstrated using wind speed data from various wind farm locations and compared against the GMCM-based ARIMA (auto-regressive integrated moving average) and SVR (support vector regression) methods. In contrast to GMCM–ARIMA and GMCM–SVR methods, the proposed GMCM–GPR model is able to well characterize the multi-seasonality and uncertainty of wind speed series for accurate long-term prediction. - Highlights: • A novel predictive modeling method is proposed for long-term wind speed forecasting. • Gaussian mixture copula model is estimated to characterize the multi-seasonality. • Localized Gaussian process regression models can deal with the random uncertainty. • Multiple GPR models are integrated through Bayesian inference strategy. • The proposed approach shows higher prediction accuracy and reliability

Management of Water Quantity and Quality Based on Copula for a Tributary to Miyun Reservoir, Beijing

Science.gov (United States)

Zang, N.; Wang, X.; Liang, P.

2017-12-01

Due to the complex mutual influence between water quantity and water quality of river, it is difficult to reflect the actual characters of the tributaries to reservoir. In this study, the acceptable marginal probability distributions for water quantity and quality of reservoir inflow were calculated. A bivariate Archimedean copula was further applied to establish the joint distribution function of them. Then multiple combination scenarios of water quantity and water quality were designed to analyze their coexistence relationship and reservoir management strategies. Taking Bai river, an important tributary into the Miyun Reservoir, as a study case. The results showed that it is feasible to apply Frank copula function to describe the jointed distribution function of water quality and water quantity for Bai river. Furthermore, the monitoring of TP concentration needs to be strengthen in Bai river. This methodology can be extended to larger dimensions and is transferable to other reservoirs via establishment of models with relevant data for a particular area. Our findings help better analyzing the coexistence relationship and influence degree of the water quantity and quality of the tributary to reservoir for the purpose of water resources protection.

Cost-offsets of prescription drug expenditures: data analysis via a copula-based bivariate dynamic hurdle model.

Science.gov (United States)

Deb, Partha; Trivedi, Pravin K; Zimmer, David M

2014-10-01

In this paper, we estimate a copula-based bivariate dynamic hurdle model of prescription drug and nondrug expenditures to test the cost-offset hypothesis, which posits that increased expenditures on prescription drugs are offset by reductions in other nondrug expenditures. We apply the proposed methodology to data from the Medical Expenditure Panel Survey, which have the following features: (i) the observed bivariate outcomes are a mixture of zeros and continuously measured positives; (ii) both the zero and positive outcomes show state dependence and inter-temporal interdependence; and (iii) the zeros and the positives display contemporaneous association. The point mass at zero is accommodated using a hurdle or a two-part approach. The copula-based approach to generating joint distributions is appealing because the contemporaneous association involves asymmetric dependence. The paper studies samples categorized by four health conditions: arthritis, diabetes, heart disease, and mental illness. There is evidence of greater than dollar-for-dollar cost-offsets of expenditures on prescribed drugs for relatively low levels of spending on drugs and less than dollar-for-dollar cost-offsets at higher levels of drug expenditures. Copyright © 2013 John Wiley & Sons, Ltd.

Measuring the coupled risks: A copula-based CVaR model

Science.gov (United States)

He, Xubiao; Gong, Pu

2009-01-01

Integrated risk management for financial institutions requires an approach for aggregating risk types (such as market and credit) whose distributional shapes vary considerably. The financial institutions often ignore risks' coupling influence so as to underestimate the financial risks. We constructed a copula-based Conditional Value-at-Risk (CVaR) model for market and credit risks. This technique allows us to incorporate realistic marginal distributions that capture essential empirical features of these risks, such as skewness and fat-tails while allowing for a rich dependence structure. Finally, the numerical simulation method is used to implement the model. Our results indicate that the coupled risks for the listed company's stock maybe are undervalued if credit risk is ignored, especially for the listed company with bad credit quality.

Multisite stochastic simulation of daily precipitation from copula modeling with a gamma marginal distribution

Science.gov (United States)

Lee, Taesam

2018-05-01

Multisite stochastic simulations of daily precipitation have been widely employed in hydrologic analyses for climate change assessment and agricultural model inputs. Recently, a copula model with a gamma marginal distribution has become one of the common approaches for simulating precipitation at multiple sites. Here, we tested the correlation structure of the copula modeling. The results indicate that there is a significant underestimation of the correlation in the simulated data compared to the observed data. Therefore, we proposed an indirect method for estimating the cross-correlations when simulating precipitation at multiple stations. We used the full relationship between the correlation of the observed data and the normally transformed data. Although this indirect method offers certain improvements in preserving the cross-correlations between sites in the original domain, the method was not reliable in application. Therefore, we further improved a simulation-based method (SBM) that was developed to model the multisite precipitation occurrence. The SBM preserved well the cross-correlations of the original domain. The SBM method provides around 0.2 better cross-correlation than the direct method and around 0.1 degree better than the indirect method. The three models were applied to the stations in the Nakdong River basin, and the SBM was the best alternative for reproducing the historical cross-correlation. The direct method significantly underestimates the correlations among the observed data, and the indirect method appeared to be unreliable.

Multivariate Fréchet copulas and conditional value-at-risk

Directory of Open Access Journals (Sweden)

Werner Hürlimann

2004-01-01

is similar but not identical to the convex family of Fréchet. It is shown that the distribution and stop-loss transform of dependent sums from this multivariate family can be evaluated using explicit integral formulas, and that these dependent sums are bounded in convex order between the corresponding independent and comonotone sums. The model is applied to the evaluation of the economic risk capital for a portfolio of risks using conditional value-at-risk measures. A multivariate conditional value-at-risk vector measure is considered. Its components coincide for the constructed multivariate copula with the conditional value-at-risk measures of the risk components of the portfolio. This yields a “fair” risk allocation in the sense that each risk component becomes allocated to its coherent conditional value-at-risk.

Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data

Czech Academy of Sciences Publication Activity Database

Avdulaj, Krenar; Baruník, Jozef

2015-01-01

Roč. 51, č. 1 (2015), s. 31-44 ISSN 0140-9883 R&D Projects: GA ČR(CZ) GA13-24313S; GA ČR GA13-32263S Institutional support: RVO:67985556 Keywords : Portfolio diversification * Dynamic correlations * High frequency data * Time-varying copulas * Commodities Subject RIV: AH - Economics Impact factor: 2.862, year: 2015 http://library.utia.cas.cz/separaty/2015/E/barunik-0449080.pdf

Low-activity waste feed delivery -- Minimum duration between successive batches

International Nuclear Information System (INIS)

Peters, B.B.

1998-01-01

The purpose of this study is to develop a defensible basis for establishing what ''minimum duration'' will provide acceptable risk mitigation for low-activity waste feed delivery to the privatization vendors. The study establishes a probabilistic-based duration for staging of low-activity waste feed batches. A comparison is made of the durations with current feed delivery plans and potential privatization vendor facility throughput rates

Low-activity waste feed delivery -- Minimum duration between successive batches

Energy Technology Data Exchange (ETDEWEB)

Peters, B.B.

1998-08-25

The purpose of this study is to develop a defensible basis for establishing what ``minimum duration`` will provide acceptable risk mitigation for low-activity waste feed delivery to the privatization vendors. The study establishes a probabilistic-based duration for staging of low-activity waste feed batches. A comparison is made of the durations with current feed delivery plans and potential privatization vendor facility throughput rates.

Modeling Tropical Cyclone Storm Surge and Wind Induced Risk Along the Bay of Bengal Coastline Using a Statistical Copula

Science.gov (United States)

Bushra, N.; Trepanier, J. C.; Rohli, R. V.

2017-12-01

High winds, torrential rain, and storm surges from tropical cyclones (TCs) cause massive destruction to property and cost the lives of many people. The coastline of the Bay of Bengal (BoB) ranks as one of the most susceptible to TC storm surges in the world due to low-lying elevation and a high frequency of occurrence. Bangladesh suffers the most due to its geographical setting and population density. Various models have been developed to predict storm surge in this region but none of them quantify statistical risk with empirical data. This study describes the relationship and dependency between empirical TC storm surge and peak reported wind speed at the BoB using a bivariate statistical copula and data from 1885-2011. An Archimedean, Gumbel copula with margins defined by the empirical distributions is specified as the most appropriate choice for the BoB. The model provides return periods for pairs of TC storm surge and peak wind along the BoB coastline. The BoB can expect a TC with peak reported winds of at least 24 m s-1 and surge heights of at least 4.0 m, on average, once every 3.2 years, with a quartile pointwise confidence interval of 2.7-3.8 years. In addition, the BoB can expect peak reported winds of 62 m s-1 and surge heights of at least 8.0 m, on average, once every 115.4 years, with a quartile pointwise confidence interval of 55.8-381.1 years. The purpose of the analysis is to increase the understanding of these dangerous TC characteristics to reduce fatalities and monetary losses into the future. Application of the copula will mitigate future threats of storm surge impacts on coastal communities of the BoB.

Dialect Variation of Copula and Auxiliary Verb BE: African American English-Speaking Children with and without Gullah/Geechee Heritage

Science.gov (United States)

Berry, Jessica R.; Oetting, Janna B.

2017-01-01

Purpose: We compared copula and auxiliary verb BE use by African American English-speaking children with and without a creole heritage, using Gullah/Geechee as the creole criterion, to determine if differences exist, the nature of the differences, and the impact of the differences on interpretations of ability. Method: Data came from 38 children,…

A dependent stress-strength interference model based on mixed copula function

Energy Technology Data Exchange (ETDEWEB)

Gao, Jian Xiong; An, Zong Wen; Liu, Bo [School of Mechatronics Engineering, Lanzhou University of Technology, Lanzhou (China)

2016-10-15

In the traditional Stress-strength interference (SSI) model, stress and strength must satisfy the basic assumption of mutual independence. However, a complex dependence between stress and strength exists in practical engineering. To evaluate structural reliability under the case that stress and strength are dependent, a mixed copula function is introduced to a new dependent SSI model. This model can fully characterize the dependence between stress and strength. The residual square sum method and genetic algorithm are also used to estimate the unknown parameters of the model. Finally, the validity of the proposed model is demonstrated via a practical case. Results show that traditional SSI model ignoring the dependence between stress and strength more easily overestimates product reliability than the new dependent SSI model.

Essays on Monetary Policy and Financial Markets

OpenAIRE

Conway, David

2015-01-01

My dissertation is composed of three chapters that contribute to the fields of Applied Econometrics and Macroeconomics.The first chapter, “A Copula Model for Discrete Duration Data with Sample Selection,”presents a copula model to account for sample selection in a model of unemployment duration data. I apply two Markov Chain Monte Carlo (MCMC) methods to determine posterior distributions for the model parameters. In particular, a version of the Gibbs sampler is applied to evaluate the integrals...

Investigating the Configurations in Cross-Shareholding: A Joint Copula-Entropy Approach

Directory of Open Access Journals (Sweden)

Roy Cerqueti

2018-02-01

Full Text Available The complex nature of the interlacement of economic actors is quite evident at the level of the Stock market, where any company may actually interact with the other companies buying and selling their shares. In this respect, the companies populating a Stock market, along with their connections, can be effectively modeled through a directed network, where the nodes represent the companies, and the links indicate the ownership. This paper deals with this theme and discusses the concentration of a market. A cross-shareholding matrix is considered, along with two key factors: the node out-degree distribution which represents the diversification of investments in terms of the number of involved companies, and the node in-degree distribution which reports the integration of a company due to the sales of its own shares to other companies. While diversification is widely explored in the literature, integration is most present in literature on contagions. This paper captures such quantities of interest in the two frameworks and studies the stochastic dependence of diversification and integration through a copula approach. We adopt entropies as measures for assessing the concentration in the market. The main question is to assess the dependence structure leading to a better description of the data or to market polarization (minimal entropy or market fairness (maximal entropy. In so doing, we derive information on the way in which the in- and out-degrees should be connected in order to shape the market. The question is of interest to regulators bodies, as witnessed by specific alert threshold published on the US mergers guidelines for limiting the possibility of acquisitions and the prevalence of a single company on the market. Indeed, all countries and the EU have also rules or guidelines in order to limit concentrations, in a country or across borders, respectively. The calibration of copulas and model parameters on the basis of real data serves as an

Successful treatment of Pseudomonas aeruginosa osteomyelitis with antibiotic monotherapy of limited duration.

Science.gov (United States)

Laghmouche, Nadir; Compain, Fabrice; Jannot, Anne-Sophie; Guigui, Pierre; Mainardi, Jean-Luc; Lonjon, Guillaume; Bouyer, Benjamin; Fernandez-Gerlinger, Marie-Paule

2017-09-01

The aim of this study was to present a 15-year experience and provide a comprehensive analysis of a large cohort of patients with Pseudomonas aeruginosa osteomyelitis. We reviewed the medical records of patients admitted to a large French university hospital for P. aeruginosa osteomyelitis over a 15-year period. Patient outcome was assessed at follow-up after at least six months. Sixty-seven patients were included, comprising 57% with chronic osteomyelitis. Polymicrobial infection was predominant (63%), and an infected device was involved in 39% patients. The overall treatment success rate was 79.1%. All but one patient were treated with a combination of surgery and antibiotic therapy. The antibiotic treatment had a mean duration of 45 days (range, 21-90 days). Single-antibiotic therapy was preferred in nearly all cases. Treatment failure was reported for 14 (21%) patients and was due to the persistence of P. aeruginosa in four cases. No significant risk factor for treatment failure was identified, especially when treatment strategies were compared. We advocate optimal surgical debridement combined with initial parenteral antibiotics for a maximum of 15 days, followed by an oral fluoroquinolone. Total treatment duration should not exceed six weeks, and antibiotic treatment with two-drug combinations does not seem necessary. Copyright © 2017 The British Infection Association. Published by Elsevier Ltd. All rights reserved.

Assessing the impacts of climate change on future water resources: a methodological approach based on equiratio CDF-matching and vine copula

Science.gov (United States)

Pham, Minh Tu; Vernieuwe, Hilde; De Baets, Bernard; Verhoest, Niko E. C.

2016-04-01

In this study, the impacts of climate change on future river discharge are evaluated using equiratio CDF-matching and a stochastic copula-based evapotranspiration generator. In recent years, much effort has been dedicated to improve the performances of RCMs outputs, i.e. the downscaled precipitation and temperature, to use in regional studies. However, these outputs usually suffer from bias due to the fact that many important small-scale processes, e.g. the representations of clouds and convection, are not represented explicitly within the models. To solve this problem, several bias correction techniques are developed. In this study, an advanced quantile bias approach called equiratio cumulative distribution function matching (EQCDF) is applied for the outputs from three RCMs for central Belgium, i.e. daily precipitation, temperature and evapotranspiration, for the current (1961-1990) and future climate (2071-2100). The rescaled precipitation and temperature are then used to simulate evapotranspiration via a stochastic copula-based model in which the statistical dependence between evapotranspiration, temperature and precipitation is described by a three-dimensional vine copula. The simulated precipitation and stochastic evapotranspiration are then used to model discharge under present and future climate. To validate, the observations of daily precipitation, temperature and evapotranspiration during 1961 - 1990 in Uccle, Belgium are used. It is found that under current climate, the basic properties of discharge, e.g. mean and frequency distribution, are well modelled; however there is an overestimation of the extreme discharges with return periods higher than 10 years. For the future climate change, compared with historical events, a considerable increase of the discharge magnitude and the number of extreme events is estimated for the studied area in the time period of 2071-2100.

Multivariate stochastic analysis for Monthly hydrological time series at Cuyahoga River Basin

Science.gov (United States)

zhang, L.

2011-12-01

Copula has become a very powerful statistic and stochastic methodology in case of the multivariate analysis in Environmental and Water resources Engineering. In recent years, the popular one-parameter Archimedean copulas, e.g. Gumbel-Houggard copula, Cook-Johnson copula, Frank copula, the meta-elliptical copula, e.g. Gaussian Copula, Student-T copula, etc. have been applied in multivariate hydrological analyses, e.g. multivariate rainfall (rainfall intensity, duration and depth), flood (peak discharge, duration and volume), and drought analyses (drought length, mean and minimum SPI values, and drought mean areal extent). Copula has also been applied in the flood frequency analysis at the confluences of river systems by taking into account the dependence among upstream gauge stations rather than by using the hydrological routing technique. In most of the studies above, the annual time series have been considered as stationary signal which the time series have been assumed as independent identically distributed (i.i.d.) random variables. But in reality, hydrological time series, especially the daily and monthly hydrological time series, cannot be considered as i.i.d. random variables due to the periodicity existed in the data structure. Also, the stationary assumption is also under question due to the Climate Change and Land Use and Land Cover (LULC) change in the fast years. To this end, it is necessary to revaluate the classic approach for the study of hydrological time series by relaxing the stationary assumption by the use of nonstationary approach. Also as to the study of the dependence structure for the hydrological time series, the assumption of same type of univariate distribution also needs to be relaxed by adopting the copula theory. In this paper, the univariate monthly hydrological time series will be studied through the nonstationary time series analysis approach. The dependence structure of the multivariate monthly hydrological time series will be

Comportamento Reprodutivo de Ceratitis capitata Wiedemann (Diptera: Tephritidae: Efeito do Tamanho dos Machos Sobre o Seu Sucesso de Cópula.

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Alberto Silva Neto

2012-11-01

Abstract. This work evaluated the influence of size on the copula success in Ceratitis capitata (Wiedemann. To assure the production of different adult sizes (big and small, two groups of larvae had been fed with different protein concentrations. Subsequently, adult males of both groups had been compared in terms of copula success and amount of males who showed the first step of courtship (emission of sexual pheromone. The copula success in laboratory was evaluated with males in some ratios, which the number of big males with five days of life (an unique male in relation to a gradual increase of small males with same age kept constant. The tested ratios had been 1:1, 1:2, 1:3, 1:4, 1:5, and 1:10. In the experiments of copula success in the 1:1 ratio and the ones of pheromone emission, they had been tested small male of different ages (five, nine or 13 days, whereas the age of the big males kept constant (five days. Experiments of copula success in the 1:1 ratio had been also carried through in field cage. It was prove that the big males had taken advantage in all the parameters analyzed in laboratory, emitting pheromone and having a bigger copula success, exactly when the age of the small males was varied. The size effect was so significant, that in the ratio of 1 big male for 10 small males, the females had still chosen the big males. In field cage, the results had been similar to the ones of laboratory.

Copula Entropy coupled with Wavelet Neural Network Model for Hydrological Prediction

Science.gov (United States)

Wang, Yin; Yue, JiGuang; Liu, ShuGuang; Wang, Li

2018-02-01

Artificial Neural network(ANN) has been widely used in hydrological forecasting. in this paper an attempt has been made to find an alternative method for hydrological prediction by combining Copula Entropy(CE) with Wavelet Neural Network(WNN), CE theory permits to calculate mutual information(MI) to select Input variables which avoids the limitations of the traditional linear correlation(LCC) analysis. Wavelet analysis can provide the exact locality of any changes in the dynamical patterns of the sequence Coupled with ANN Strong non-linear fitting ability. WNN model was able to provide a good fit with the hydrological data. finally, the hybrid model(CE+WNN) have been applied to daily water level of Taihu Lake Basin, and compared with CE ANN, LCC WNN and LCC ANN. Results showed that the hybrid model produced better results in estimating the hydrograph properties than the latter models.

Time Series Model of Wind Speed for Multi Wind Turbines based on Mixed Copula

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Nie Dan

2016-01-01

Full Text Available Because wind power is intermittent, random and so on, large scale grid will directly affect the safe and stable operation of power grid. In order to make a quantitative study on the characteristics of the wind speed of wind turbine, the wind speed time series model of the multi wind turbine generator is constructed by using the mixed Copula-ARMA function in this paper, and a numerical example is also given. The research results show that the model can effectively predict the wind speed, ensure the efficient operation of the wind turbine, and provide theoretical basis for the stability of wind power grid connected operation.

Contact-induced change or dialectal relic in heritage American-Danish? The use of the indefinite article in copula clauses with person-identifying subject predicate

DEFF Research Database (Denmark)

Heegård, Jan

2018-01-01

The article analyses the use and non-use of the indefinite article in the identifying copula construction with bare noun as the subject predicate in American Danish. With a point of departure in the semantics associated with use and non-use of the indefinite article in Standard Danish and Danish ...

A new method for wind speed forecasting based on copula theory.

Science.gov (United States)

Wang, Yuankun; Ma, Huiqun; Wang, Dong; Wang, Guizuo; Wu, Jichun; Bian, Jinyu; Liu, Jiufu

2018-01-01

How to determine representative wind speed is crucial in wind resource assessment. Accurate wind resource assessments are important to wind farms development. Linear regressions are usually used to obtain the representative wind speed. However, terrain flexibility of wind farm and long distance between wind speed sites often lead to low correlation. In this study, copula method is used to determine the representative year's wind speed in wind farm by interpreting the interaction of the local wind farm and the meteorological station. The result shows that the method proposed here can not only determine the relationship between the local anemometric tower and nearby meteorological station through Kendall's tau, but also determine the joint distribution without assuming the variables to be independent. Moreover, the representative wind data can be obtained by the conditional distribution much more reasonably. We hope this study could provide scientific reference for accurate wind resource assessments. Copyright © 2017 Elsevier Inc. All rights reserved.

Water shortage risk assessment considering large-scale regional transfers: a copula-based uncertainty case study in Lunan, China.

Science.gov (United States)

Gao, Xueping; Liu, Yinzhu; Sun, Bowen

2018-06-05

The risk of water shortage caused by uncertainties, such as frequent drought, varied precipitation, multiple water resources, and different water demands, brings new challenges to the water transfer projects. Uncertainties exist for transferring water and local surface water; therefore, the relationship between them should be thoroughly studied to prevent water shortage. For more effective water management, an uncertainty-based water shortage risk assessment model (UWSRAM) is developed to study the combined effect of multiple water resources and analyze the shortage degree under uncertainty. The UWSRAM combines copula-based Monte Carlo stochastic simulation and the chance-constrained programming-stochastic multiobjective optimization model, using the Lunan water-receiving area in China as an example. Statistical copula functions are employed to estimate the joint probability of available transferring water and local surface water and sampling from the multivariate probability distribution, which are used as inputs for the optimization model. The approach reveals the distribution of water shortage and is able to emphasize the importance of improving and updating transferring water and local surface water management, and examine their combined influence on water shortage risk assessment. The possible available water and shortages can be calculated applying the UWSRAM, also with the corresponding allocation measures under different water availability levels and violating probabilities. The UWSRAM is valuable for mastering the overall multi-water resource and water shortage degree, adapting to the uncertainty surrounding water resources, establishing effective water resource planning policies for managers and achieving sustainable development.

THE INTEGRATION OF PIGMEAT MARKETS IN THE EU. EVIDENCE FROM A REGULAR MIXED VINE COPULA

Directory of Open Access Journals (Sweden)

Vasilis GRIGORIADIS

2016-04-01

Full Text Available The objective of this work is to investigate the degree of integration of national pigmeat markets in the EU. This is pursued using monthly wholesale prices from seven major markets and the statistical tool of mixed R-vine copulas. The empirical results suggest that the markets considered do not constitute a great pool in which prices move, boom, and crash together. The markets of Belgium, Germany, and the Netherlands exhibit a higher degree of integration relative to the others, whereas the Italian market exhibits a lower degree of integration. Also, there is an indication that, in certain cases, the benefits of free trade may be unequally distributed between the trading partners.

Examining evidence of ‘shift-contagion’ in African stock markets: A CoVaR-copula approach

Directory of Open Access Journals (Sweden)

Gideon Boako

2017-12-01

Full Text Available This paper examines for the first time contagion to African stock markets with particular attention to the quantification of, and testing for the impact of (extreme downside movements in foreign exchange and developed stock markets on the (extreme downside risks in Africa stock markets. Using data of weekly periodicity, the empirical analysis captured the pre, during (both turmoil and acute, and post periods of the 2007–2009 global financial crisis. We analyzed contagion by comparing (extreme downside cumulative mean distribution conditional value-at-risk (CoVaR values for African stock markets for successive periods and tested for significance of contagion using the Kolmogorov–Smirnoff (KS bootstrap technique. We used the KS statistic to test the hypothesis of equality or no systemic impact between the conditional African stock market return quantiles (for different successive sub-samples. CoVaR values are computed from four copula specifications — Gaussian, Student-t, Gumbel and Rotated Gumbel. By situating the empirical analysis within the shift-contagion thesis, we found evidence of contagion from some exchange rate and developed equity markets to African stocks only in the acute and the post-crisis periods. The findings are consistent with the view that global shocks propagation to developing markets may stagger during crisis and intensify post-crisis. A practical implication from the results is that given the relatively scarce resources and levels of technological know-how available to African governments, efforts to wean the continent’s equity markets from adverse effects of global market crashes should be geared towards plans and programmes to mitigate the shocks not at the early stages but latter stages, where the effects to Africa could be pronouncedly felt.

Conceptual Structures of Copulas and Locative-Existential Verbs in Tibetan and Himalayan Languages%藏语与喜马拉雅语言中存在类动词的概念结构

Institute of Scientific and Technical Information of China (English)

黄成龙

2014-01-01

文章从认知语言学、语言人类学和认知心理学的角度讨论藏语的系词（yin 与 red）“是”和处所／存在动词（yod、dug、yog．red）“在、有”的功能分布，并且与喜马拉雅语言的存在类动词进行了比较。通过亲属语言之间跨语言的比较，了解存在类动词之间概念的关联性。探索存在类动词在这些语言中概念结构的相似性和差异性。%In this paper,we describe and analyze functional distribution of copulas yin,red and locative-existential verbs yod,dug,yog.red in varieties of Tibetan,in the meantime,we compare Tibetan copulas and locative-existential verbs with those of Himalayan languages.We finally provide similarities and differences of conceptual structures of copulas and locative-existential verbs between Tibetan and Himalayan languages in terms of cognitive linguistics,linguistic anthropology and cogni-tive psychology.

Prevalence of sleep duration on an average school night among 4 nationally representative successive samples of American high school students, 2007-2013.

Science.gov (United States)

Basch, Charles E; Basch, Corey H; Ruggles, Kelly V; Rajan, Sonali

2014-12-11

Consistency, quality, and duration of sleep are important determinants of health. We describe sleep patterns among demographically defined subgroups from the Youth Risk Behavior Surveillance System reported in 4 successive biennial representative samples of American high school students (2007 to 2013). Across the 4 waves of data collection, 6.2% to 7.7% of females and 8.0% to 9.4% of males reported obtaining 9 or more hours of sleep. Insufficient duration of sleep is pervasive among American high school students. Despite substantive public health implications, intervention research on this topic has received little attention.

Copula Multivariate analysis of Gross primary production and its hydro-environmental driver; A BIOME-BGC model applied to the Antisana páramos

Science.gov (United States)

Minaya, Veronica; Corzo, Gerald; van der Kwast, Johannes; Galarraga, Remigio; Mynett, Arthur

2014-05-01

Simulations of carbon cycling are prone to uncertainties from different sources, which in general are related to input data, parameters and the model representation capacities itself. The gross carbon uptake in the cycle is represented by the gross primary production (GPP), which deals with the spatio-temporal variability of the precipitation and the soil moisture dynamics. This variability associated with uncertainty of the parameters can be modelled by multivariate probabilistic distributions. Our study presents a novel methodology that uses multivariate Copulas analysis to assess the GPP. Multi-species and elevations variables are included in a first scenario of the analysis. Hydro-meteorological conditions that might generate a change in the next 50 or more years are included in a second scenario of this analysis. The biogeochemical model BIOME-BGC was applied in the Ecuadorian Andean region in elevations greater than 4000 masl with the presence of typical vegetation of páramo. The change of GPP over time is crucial for climate scenarios of the carbon cycling in this type of ecosystem. The results help to improve our understanding of the ecosystem function and clarify the dynamics and the relationship with the change of climate variables. Keywords: multivariate analysis, Copula, BIOME-BGC, NPP, páramos

Surrogacy assessment using principal stratification and a Gaussian copula model.

Science.gov (United States)

Conlon, Asc; Taylor, Jmg; Elliott, M R

2017-02-01

In clinical trials, a surrogate outcome ( S) can be measured before the outcome of interest ( T) and may provide early information regarding the treatment ( Z) effect on T. Many methods of surrogacy validation rely on models for the conditional distribution of T given Z and S. However, S is a post-randomization variable, and unobserved, simultaneous predictors of S and T may exist, resulting in a non-causal interpretation. Frangakis and Rubin developed the concept of principal surrogacy, stratifying on the joint distribution of the surrogate marker under treatment and control to assess the association between the causal effects of treatment on the marker and the causal effects of treatment on the clinical outcome. Working within the principal surrogacy framework, we address the scenario of an ordinal categorical variable as a surrogate for a censored failure time true endpoint. A Gaussian copula model is used to model the joint distribution of the potential outcomes of T, given the potential outcomes of S. Because the proposed model cannot be fully identified from the data, we use a Bayesian estimation approach with prior distributions consistent with reasonable assumptions in the surrogacy assessment setting. The method is applied to data from a colorectal cancer clinical trial, previously analyzed by Burzykowski et al.

A seasonal copula mixture for hedging the clean spark spread with wind power futures

DEFF Research Database (Denmark)

Christensen, Troels Sønderby; Pircalabu, Anca; Høg, Esben

2018-01-01

The recently introduced German wind power futures have brought the opportunity to address the problem of volume risk in wind power generation directly. In this paper we study the hedging benefits of these instruments in the context of gas-fired power plants by employing a strategy that allows...... and the dependence structure, while being straightforward and easy to implement. Based on Monte Carlo simulations from the proposed model, the results indicate that significant benefits can be achieved by using wind power futures to hedge the spot clean spark spread. Moreover, a comparison study shows...... trading in the spot clean spark spread and wind power futures. To facilitate hedging decisions, we propose a time-varying copula mixture for the joint behavior of the spot clean spark spread and the daily wind index. The model describes the data surprisingly well, both in terms of the marginals...

Copula-based modeling of stochastic wind power in Europe and implications for the Swiss power grid

International Nuclear Information System (INIS)

Hagspiel, Simeon; Papaemannouil, Antonis; Schmid, Matthias; Andersson, Göran

2012-01-01

Highlights: ► We model stochastic wind power using copula theory. ► Stochastic wind power is integrated in a European system adequacy evaluation. ► The Swiss power grid is put at risk by further integrating wind power in Europe. ► System elements located at or close to Swiss borders are affected the most. ► A criticality indicator allows prioritizing expansion plans on a probabilistic basis. -- Abstract: Large scale integration of wind energy poses new challenges to the European power system due to its stochastic nature and often remote location. In this paper a multivariate uncertainty analysis problem is formulated for the integration of stochastic wind energy in the European grid. By applying copula theory a synthetic set of data is generated from scarce wind speed reanalysis data in order to achieve the increased sample size for the subsequent Monte Carlo simulation. In the presented case study, European wind power samples are generated from the modeled stochastic process. Under the precondition of a modeled perfect market environment, wind power impacts dispatch decisions and therefore leads to alterations in power balances. Stochastic power balances are implemented in a detailed model of the European electricity network, based on the generated samples. Finally, a Monte Carlo method is used to determine power flows and contingencies in the system. An indicator is elaborated in order to analyze risk of overloading and to prioritize necessary grid reinforcements. Implications for the Swiss power grid are investigated in detail, revealing that the current system is significantly put at risk in certain areas by the further integration of wind power in Europe. It is the first time that the results of a probabilistic model for wind energy are further deployed within a power system analysis of the interconnected European grid. The method presented in this paper allows to account for stochastic wind energy in a load flow analysis and to evaluate

Interdependence and contagion among industry-level US credit markets: An application of wavelet and VMD based copula approaches

Science.gov (United States)

Shahzad, Syed Jawad Hussain; Nor, Safwan Mohd; Kumar, Ronald Ravinesh; Mensi, Walid

2017-01-01

This study examines the interdependence and contagion among US industry-level credit markets. We use daily data of 11 industries from 17 December 2007 to 31 December 2014 for the time-frequency, namely, wavelet squared coherence analysis. The empirical analysis reveals that Basic Materials (Utilities) industry credit market has the highest (lowest) interdependence with other industries. Basic Materials credit market passes cyclical effect to all other industries. The little ;shift-contagion; as defined by Forbes and Rigobon (2002) is examined using elliptical and Archimedean copulas on the short-run decomposed series obtained through Variational Mode Decomposition (VMD). The contagion effects between US industry-level credit markets mainly occurred during the global financial crisis of 2007-08.

Hunting in bioluminescent light: Vision in the nocturnal box jellyfish Copula sivickisi

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Anders eGarm

2016-03-01

Full Text Available Cubomedusae all have a similar set of six eyes on each of their four rhopalia. Still, there is a great variation in activity patterns with some species being strictly day active while others are strictly night active. Here we have examined the visual ecology of the medusa of the night active Copula sivickisi from Okinawa using optics, morphology, electrophysiology, and behavioural experiments. We found the lenses of both the upper and the lower lens eyes to be image forming but under-focused, resulting in low spatial resolution in the order of 10 – 15 degrees. The photoreceptor physiology is similar in the two lens eyes and they have a single opsin peaking around 460 nm and low temporal resolution with a flicker fusion frequency (fff of 2.5 Hz indicating adaptions to vision in low light intensities. Further, the outer segments have fluid filled swellings, which may concentrate the light in the photoreceptor membrane by total internal reflections, and thus enhance the signal to noise ratio in the eyes. Finally our behavioural experiments confirmed that the animals use vision when hunting. When they are active at night they seek out high prey-concentration by visual attraction to areas with abundant bioluminescent flashes triggered by their prey.

Particle Astrophysics in NASA's Long Duration Balloon Program

International Nuclear Information System (INIS)

Gorham, Peter W.

2013-01-01

A century after Viktor Hess' discovery of cosmic rays, balloon flights still play a central role in the investigation of cosmic rays over nearly their entire spectrum. We report on the current status of NASA balloon program for particle astrophysics, with particular emphasis on the very successful Antarctic long-duration balloon program, and new developments in the progress toward ultra-long duration balloons

Are larger and/or more symmetrical Drosophila melanogaster (Diptera, Drosophilidae males more successful in matings in nature?

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Sofija Pavković-Lučić

Full Text Available Are larger and/or more symmetrical Drosophila melanogaster (Diptera, Drosophilidae males more successful in matings in nature? Sexual selection in Drosophila melanogaster, related to body size and fluctuating asymmetry in wing length and number of sex comb teeth in males, was tested in natural conditions. Males collected in copula were significantly larger than those collected as a single, while no difference in mean number of sex comb teeth between copulating and single males was observed. On the other hand, single males had greater asymmetry both for wing length and number of sex comb teeth than their mating counterparts. It looks like that symmetry of these bilateral traits also may play a role in sexual selection in this dipteran species in nature.

Study on the Market Risk Measurement of the Style Portfolios in Stock Markets Based on EVT-t-Copula Model

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Yuhong Zhou

2013-03-01

Full Text Available For the presence of non-normal distribution characteristics in the financial assets returns, the model of AR(1-GJR(1,1 is used to characterize the marginal distribution of the style assets in China stock market. The Copula function is introduced to analyze the dependency structure between the six style assets, combined with the marginal distributed residual sequences. And the joint return distribution of the style portfolios is simulated, combined with extreme value theory and Monte Carlo simulation method. Then the market risks (VaR and CVaR of the style portfolios in China stock markets are obtained. The results of the study show that the generalized Pareto distribution Model can well fit the non-normal distribution characteristics such as peak and fat tail in the style assets returns.

Uncertainty Visualization Using Copula-Based Analysis in Mixed Distribution Models.

Science.gov (United States)

Hazarika, Subhashis; Biswas, Ayan; Shen, Han-Wei

2018-01-01

Distributions are often used to model uncertainty in many scientific datasets. To preserve the correlation among the spatially sampled grid locations in the dataset, various standard multivariate distribution models have been proposed in visualization literature. These models treat each grid location as a univariate random variable which models the uncertainty at that location. Standard multivariate distributions (both parametric and nonparametric) assume that all the univariate marginals are of the same type/family of distribution. But in reality, different grid locations show different statistical behavior which may not be modeled best by the same type of distribution. In this paper, we propose a new multivariate uncertainty modeling strategy to address the needs of uncertainty modeling in scientific datasets. Our proposed method is based on a statistically sound multivariate technique called Copula, which makes it possible to separate the process of estimating the univariate marginals and the process of modeling dependency, unlike the standard multivariate distributions. The modeling flexibility offered by our proposed method makes it possible to design distribution fields which can have different types of distribution (Gaussian, Histogram, KDE etc.) at the grid locations, while maintaining the correlation structure at the same time. Depending on the results of various standard statistical tests, we can choose an optimal distribution representation at each location, resulting in a more cost efficient modeling without significantly sacrificing on the analysis quality. To demonstrate the efficacy of our proposed modeling strategy, we extract and visualize uncertain features like isocontours and vortices in various real world datasets. We also study various modeling criterion to help users in the task of univariate model selection.

Evaluation of the courtship and of the hybrid male sterility among Drosophila buzzatii cluster species (Diptera, Drosophilidae

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MACHADO L. P. de B.

2002-01-01

Full Text Available In the Drosophila repleta group the establishment of subgroups and complexes made on the basis of morphological and cytological evidences is supported by tests of reproductive isolation. Among species in the repleta group, the buzzatii cluster, due to its polymorphism and polytipism, is an excellent material for ecological and speciation studies. Some interspecific crosses involving Drosophila seriema, Drosophila sp. B, D. koepferae and D. buzzatii strains were completely sterile while others involving strains from these species produced F1 hybrids that did not yield F2. In the present work, data on courtship duration and copula occurrence obtained in the analysis of flies from parental sterile crosses and on spermatozoon mobility observed in F1 hybrids that did not yield F2 are presented. Copula did not occur during one hour of observation and the spermatozoon also did not show mobility at any of the analyzed stages (3, 7, 9 and 10 days old. There was a high variation in courtship average duration and in the percentage of males that courted the females. The reproductive isolation mechanisms indicated by these observations were pre and post-zygotic, as supported by the absence of copula and male sterility. Data obtained also showed the occurrence of different degrees of reproductive compatibility among the strains classified as the same species but from distinct geographic localities.

Evaluation of the courtship and of the hybrid male sterility among Drosophila buzzatii cluster species (Diptera, Drosophilidae).

Science.gov (United States)

Machado, L P; Castro, J P; Madi-Ravazzi, L

2002-11-01

In the Drosophila repleta group the establishment of subgroups and complexes made on the basis of morphological and cytological evidences is supported by tests of reproductive isolation. Among species in the repleta group, the buzzatii cluster, due to its polymorphism and polytipism, is an excellent material for ecological and speciation studies. Some interspecific crosses involving Drosophila seriema, Drosophila sp. B, D. koepferae and D. buzzatii strains were completely sterile while others involving strains from these species produced F1 hybrids that did not yield F2. In the present work, data on courtship duration and copula occurrence obtained in the analysis of flies from parental sterile crosses and on spermatozoon mobility observed in F1 hybrids that did not yield F2 are presented. Copula did not occur during one hour of observation and the spermatozoon also did not show mobility at any of the analyzed stages (3, 7, 9 and 10 days old). There was a high variation in courtship average duration and in the percentage of males that courted the females. The reproductive isolation mechanisms indicated by these observations were pre and post-zygotic, as supported by the absence of copula and male sterility. Data obtained also showed the occurrence of different degrees of reproductive compatibility among the strains classified as the same species but from distinct geographic localities.

Subauroral Polarization Streams (SAPS) Duration as Determined From Van Allen Probe Successive Electric Drift Measurements

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Lejosne, Solène; Mozer, F. S.

2017-09-01

We examine a characteristic feature of the magnetosphere-ionosphere coupling, namely, the persistent and latitudinally narrow bands of rapid westward ion drifts called the subauroral polarization streams (SAPS). Despite countless works on SAPS, information relative to their durations is lacking. Here we report on the first statistical analysis of more than 200 near-equatorial SAPS observations based on more than 2 years of Van Allen Probe electric drift measurements. First, we present results relative to SAPS radial locations and amplitudes. Then, we introduce two different ways to estimate SAPS durations. In both cases, SAPS activity is estimated to last for about 9 h on average. However, our estimates for SAPS duration are limited either by the relatively long orbital periods of the spacecraft or by the relatively small number of observations involved. Fifty percent of the events fit within the time interval [0;18] hours.

A joint frailty-copula model between tumour progression and death for meta-analysis.

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Emura, Takeshi; Nakatochi, Masahiro; Murotani, Kenta; Rondeau, Virginie

2017-12-01

Dependent censoring often arises in biomedical studies when time to tumour progression (e.g., relapse of cancer) is censored by an informative terminal event (e.g., death). For meta-analysis combining existing studies, a joint survival model between tumour progression and death has been considered under semicompeting risks, which induces dependence through the study-specific frailty. Our paper here utilizes copulas to generalize the joint frailty model by introducing additional source of dependence arising from intra-subject association between tumour progression and death. The practical value of the new model is particularly evident for meta-analyses in which only a few covariates are consistently measured across studies and hence there exist residual dependence. The covariate effects are formulated through the Cox proportional hazards model, and the baseline hazards are nonparametrically modeled on a basis of splines. The estimator is then obtained by maximizing a penalized log-likelihood function. We also show that the present methodologies are easily modified for the competing risks or recurrent event data, and are generalized to accommodate left-truncation. Simulations are performed to examine the performance of the proposed estimator. The method is applied to a meta-analysis for assessing a recently suggested biomarker CXCL12 for survival in ovarian cancer patients. We implement our proposed methods in R joint.Cox package.

Długość zatrudnienia trenera ekstraklasy i jej wpływ na wyniki sportowe = Employment duration of Polish Ekstraklasa Managers, and its impact on or-ganizations sport success

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Marcin Karwiński

2016-09-01

Abstract                 Sports team as a integral part of the organization, plays an important part in building its success and its effectiveness impacts the perception of the whole organization. Proper team management plays a key role in building sports success, which leads to a conclusion that a position of a manager in football is a position of a high importance. The duration of the employment on that position varies and often is shorter than a year. That raises a question about the impact of manager’s employment stability on sports team’s performance. The author compared the duration of manager’s employment in polish Ekstraklasa teams over last eleven seasons with the performance of the teams, that comparison led to a conclusion that there is no evident connection between the two, but it can be observed that higher stability often leads to better results. The research is going to be widened and continued to achieve deeper insight on the problem.

A model based on Copula Theory for sustainable and social responsible investments

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Amelia Bilbao-Terol

2016-01-01

Full Text Available In this paper, a model is proposed that allows us to obtain a portfolio made up of sustainable and socially responsible (SR investment funds. This portfolio tracks the one that investors might have chosen if they had not taken into account social, ethical and ecological (SEE issues in their investment decisions. Therefore, in the first stage, reference portfolio exclusively made up of conventional funds is obtained. For the construction of the conventional portfolio the Prospect Theory has been used: net profits as the financial objective and error function as the utility function. In the second stage, a portfolio consisting exclusively of SR-funds is built. To do so, the reference portfolio is used as an ideal point, with the objectives of the SR-investor being the relative wealth with respect to the reference portfolio and the SEE quality of the portfolio. The relative wealth will be manipulated by a downside-risk measure, the Conditional Value at Risk (CVaR, and the periodic values of the portfolio. The second objective is the SR Quality of the portfolio, taking into account the personal values of a particular investor. This is built using Fuzzy Set Theory tools. We are faced with a multi-objective problem which is solved by using Goal Programming methodology. The estimation of both conventional and SR markets has been carried out by a semi-parametric approach by using the Copula Theory for modeling the dependence structure of the assets’ returns. The approach has been applied to a set of 38 conventional and 12 ethical funds domiciled in Spain.

Extended Duration Vascular Endothelial Growth Factor Inhibition in the Eye: Failures, Successes, and Future Possibilities.

Science.gov (United States)

Stewart, Michael W

2018-01-27

Vascular endothelial growth factor (VEGF) plays a pivotal role in the development of neovascularization and edema from several common chorioretinal vascular conditions. The intravitreally injected drugs (aflibercept, bevacizumab, conbercept, pegaptanib, and ranibizumab) used to treat these conditions improve the visual acuity and macular morphology in most patients. Monthly or bimonthly injections were administered in the phase III pivotal trials but physicians usually individualize therapy with pro re nata (PRN) or treat and extend regimens. Despite these lower frequency treatment regimens, frequent injections and clinic visits are still needed to produce satisfactory outcomes. Newly developed drugs and refillable reservoirs with favorable pharmacokinetic profiles may extend durations of action and require fewer office visits. However, we have learned from previous experiences that the longer durations of action seen in strategically designed phase III trials often do not translate to less frequent injections in real-life clinical practice. Unfortunately, long-acting therapies that produce soluble VEGF receptors (encapsulated cell technology and adenovirus injected DNA) have failed in phase II trials. The development of longer duration therapies remains a difficult and frustrating process, and frequent drug injections are likely to remain the standard-of-care for years to come.

基于Copula-ASV-EVT-CoVaR模型的中小板与创业板风险溢出度量研究%Study on the risk spillover effect between the small and medium-sized board market and the second board market in China based on Copula-ASV-EVT-CoVaR model

Institute of Scientific and Technical Information of China (English)

周孝华; 陈九生

2016-01-01

本文以条件在险价值(CoVaR)法为基础,结合Copula-ASV-EVT模型分析了我国中小板与创业板市场之间的风险溢出效应.结果表明,中小板与创业板市场之间存在双向风险溢出效应,且中小板市场对创业板市场的风险溢出效应强于创业板市场对中小板市场的风险溢出效应.此外,文章还分析了波动冲击对中小板与创业板的影响.最后,本文为风险监管以及投资者在中小板与创业板之间进行资产配置提供了建议.%This paper analyzes the risk spillover effect between the small and medium-sized board market and the second board market in China based on CoVaR method combined with Copula-ASV-EVT model.The results show that there are bidirectional risk spillover effect between the small and medium-sized board market and the growth enterprise market in China,the degree of risk spillover effect from the small and medium-sized board market to the growth enterprise market is stronger than that of from the second board market to the small and medium-sized board market.In addition,this paper also analyzes the influence of volatility impulse on the small and medium-sized board market and the second board market in China.Finally,the paper provides some suggestions for investors and supervisory authorities.

Contributory fault and level of personal injury to drivers involved in head-on collisions: Application of copula-based bivariate ordinal models.

Science.gov (United States)

Wali, Behram; Khattak, Asad J; Xu, Jingjing

2018-01-01

The main objective of this study is to simultaneously investigate the degree of injury severity sustained by drivers involved in head-on collisions with respect to fault status designation. This is complicated to answer due to many issues, one of which is the potential presence of correlation between injury outcomes of drivers involved in the same head-on collision. To address this concern, we present seemingly unrelated bivariate ordered response models by analyzing the joint injury severity probability distribution of at-fault and not-at-fault drivers. Moreover, the assumption of bivariate normality of residuals and the linear form of stochastic dependence implied by such models may be unduly restrictive. To test this, Archimedean copula structures and normal mixture marginals are integrated into the joint estimation framework, which can characterize complex forms of stochastic dependencies and non-normality in residual terms. The models are estimated using 2013 Virginia police reported two-vehicle head-on collision data, where exactly one driver is at-fault. The results suggest that both at-fault and not-at-fault drivers sustained serious/fatal injuries in 8% of crashes, whereas, in 4% of the cases, the not-at-fault driver sustained a serious/fatal injury with no injury to the at-fault driver at all. Furthermore, if the at-fault driver is fatigued, apparently asleep, or has been drinking the not-at-fault driver is more likely to sustain a severe/fatal injury, controlling for other factors and potential correlations between the injury outcomes. While not-at-fault vehicle speed affects injury severity of at-fault driver, the effect is smaller than the effect of at-fault vehicle speed on at-fault injury outcome. Contrarily, and importantly, the effect of at-fault vehicle speed on injury severity of not-at-fault driver is almost equal to the effect of not-at-fault vehicle speed on injury outcome of not-at-fault driver. Compared to traditional ordered probability

Take it NP-easy: Bounded model construction for duration calculus

DEFF Research Database (Denmark)

Fränzle, Martin

2002-01-01

Following the recent successes of bounded model-checking, we reconsider the problem of constructing models of discrete-time Duration Calculus formulae. While this problem is known to be non-elementary when arbitrary length models are considered [Hansen94], it turns out to be only NP-complete when...... constrained to bounded length. As a corollary we obtain that model construction is in NP for the formulae actually encountered in case studies using Duration Calculus, as these have a certain small-model property. First experiments with a prototype implementation of the procedures demonstrate a competitive...

Physiology, medicine, long-duration space flight and the NSBRI

Science.gov (United States)

McPhee, J. C.; White, R. J.

2003-01-01

The hazards of long-duration space flight are real and unacceptable. In order for humans to participate effectively in long-duration orbital missions or continue the exploration of space, we must first secure the health of the astronaut and the success of such missions by assessing in detail the biomedical risks of space flight and developing countermeasures to these hazards. Acquiring the understanding necessary for building a sound foundation for countermeasure development requires an integrated approach to research in physiology and medicine and a level of cooperative action uncommon in the biomedical sciences. The research program of the National Space Biomedical Research Institute (NSBRI) was designed to accomplish just such an integrated research goal, ameliorating or eliminating the biomedical risks of long-duration space flight and enabling safe and productive exploration of space. The fruits of these labors are not limited to the space program. We can also use the gained understanding of the effects and mechanisms of the physiological changes engendered in space and the applied preventive and rehabilitative methods developed to combat these changes to the benefit of those on Earth who are facing similar physiological and psychological difficulties. This paper will discuss the innovative approach the NSBRI has taken to integrated research management and will present some of the successes of this approach. c2003 International Astronautical Federation. Published by Elsevier Science Ltd. All rights reserved.

Factors predicting successful discontinuation of continuous renal replacement therapy.

Science.gov (United States)

Katayama, S; Uchino, S; Uji, M; Ohnuma, T; Namba, Y; Kawarazaki, H; Toki, N; Takeda, K; Yasuda, H; Izawa, J; Tokuhira, N; Nagata, I

2016-07-01

This multicentre, retrospective observational study was conducted from January 2010 to December 2010 to determine the optimal time for discontinuing continuous renal replacement therapy (CRRT) by evaluating factors predictive of successful discontinuation in patients with acute kidney injury. Analysis was performed for patients after CRRT was discontinued because of renal function recovery. Patients were divided into two groups according to the success or failure of CRRT discontinuation. In multivariate logistic regression analysis, urine output at discontinuation, creatinine level and CRRT duration were found to be significant variables (area under the receiver operating characteristic curve for urine output, 0.814). In conclusion, we found that higher urine output, lower creatinine and shorter CRRT duration were significant factors to predict successful discontinuation of CRRT.

基于Clayton Copula函数的金融高频数据极小值相依性%Extreme interdependency of the high-frequency data in financial markets research based on Clayton Copula function

Institute of Scientific and Technical Information of China (English)

霍俊爽; 张若东; 潘淑霞; 邰志艳; 董小刚

2017-01-01

基于Clayton Copula函数对股指期货IF1112指数和上证000001指数5 min极小值收益率序列的相依性进行了研究,深入探讨了其下尾部微观结构的相依性.%Based on Clayton Copula function,the dependency of the sequence yielded by 5 minutes minimum of index futures IF1112 index and SSE 000 001 is studied,and the interdependence of their microstructure is explored deeply.

Pharmacotherapy and group cognitive behavioral therapy enhance follow-up treatment duration in gambling disorder patients.

Science.gov (United States)

Choi, Sam-Wook; Shin, Young-Chul; Youn, HyunChul; Lim, Se-Won; Ha, Juwon

2016-01-01

Longer treatment duration is important for the successful treatment of gambling disorder (GD). This retrospective study investigated the factors and interventions that might enhance treatment duration in GD patients in South Korea. A total of 758 outpatients with a primary diagnosis of GD, who were treated in a clinical practice from 2002 to 2011, were assessed by retrospective chart review. We compared the treatment duration according to pharmacotherapy and group cognitive behavioral therapy (CBT). Pharmacotherapy contributed to a longer duration of treatment maintenance, despite the patients' gambling severity (p gambling severity. The treatment maintenance duration was the longest in those receiving combined antidepressant pharmacotherapy and group CBT (F = 35.79, p prevention and treatment strategies.

Auditory stimulus timing influences perceived duration of co-occurring visual stimuli

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Vincenzo eRomei

2011-09-01

Full Text Available There is increasing interest in multisensory influences upon sensory-specific judgements, such as when auditory stimuli affect visual perception. Here we studied whether the duration of an auditory event can objectively affect the perceived duration of a co-occurring visual event. On each trial, participants were presented with a pair of successive flashes and had to judge whether the first or second was longer. Two beeps were presented with the flashes. The order of short and long stimuli could be the same across audition and vision (audiovisual congruent or reversed, so that the longer flash was accompanied by the shorter beep and vice versa (audiovisual incongruent; or the two beeps could have the same duration as each other. Beeps and flashes could onset synchronously or asynchronously. In a further control experiment, the beep durations were much longer (tripled than the flashes. Results showed that visual duration-discrimination sensitivity (d' was significantly higher for congruent (and significantly lower for incongruent audiovisual synchronous combinations, relative to the visual only presentation. This effect was abolished when auditory and visual stimuli were presented asynchronously, or when sound durations tripled those of flashes. We conclude that the temporal properties of co-occurring auditory stimuli influence the perceived duration of visual stimuli and that this can reflect genuine changes in visual sensitivity rather than mere response bias.

Pulse duration discriminator

International Nuclear Information System (INIS)

Kosakovskij, L.F.

1980-01-01

Basic circuits of a discriminator for discrimination of pulses with the duration greater than the preset one, and of a multifunctional discriminator allowing to discriminate pulses with the duration greater (tsub(p)>tsub(s)) and lesser (tsub(p) tsub(s) and with the duration tsub(p) [ru

Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach

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Lu Yang

2018-01-01

Full Text Available Abstract: In this study, we proposed a new empirical method by combining generalized autoregressive score functions and a copula model with high-frequency data to model the conditional time-varying joint distribution of the government bond yields between Poland/Czech Republic/Hungary, and Germany. Capturing the conditional time-varying joint distribution of these bond yields allowed us to precisely measure the dependence of the government securities markets. In particular, we found a high dependence of these government securities markets in the long term, but a low dependence in the short term. In addition, we report that the Czech Republic showed the highest dependence with Germany, while Hungary showed the lowest. Moreover, we found that the systemic risk dynamics were consistent with the idea that the global financial crisis not only had spillover effects on countries with weak economic fundamentals (e.g., Hungary, which had the highest systemic risk, but also had contagion effects for both CEEC-3 countries and Germany. Finally, we confirm that three major market events, namely the EU accession, the global financial crisis, and the European debt crisis, caused structural changes to the dynamic correlation.

Good daily habits during the early stages of life determine success throughout life

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Jun Kohyama

2016-07-01

Full Text Available This paper assesses hypothesis that sufficient sleep duration and proper circadian rhythms during the early stages of life are indispensable to a successful life. Successful life was defined according to the famous cohort studies of Mischel's and Dunedin. To assess the hypothesis, neuronal elements presumably affecting early daily habits and successful life are reviewed. The effect of sufficient sleep duration and proper circadian rhythms during early stages of life on the development of the prefrontal cortex has been found to be the key issue to verify the hypothesis. Socioeconomic status is found to be another issue to be studied.

Good daily habits during the early stages of life determine success throughout life.

Science.gov (United States)

Kohyama, Jun

2016-01-01

This paper assesses hypothesis that sufficient sleep duration and proper circadian rhythms during the early stages of life are indispensable to a successful life. Successful life was defined according to the famous cohort studies of Mischel's and Dunedin. To assess the hypothesis, neuronal elements presumably affecting early daily habits and successful life are reviewed. The effect of sufficient sleep duration and proper circadian rhythms during early stages of life on the development of the prefrontal cortex has been found to be the key issue to verify the hypothesis. Socioeconomic status is found to be another issue to be studied.

Discounted Duration Calculus

DEFF Research Database (Denmark)

Ody, Heinrich; Fränzle, Martin; Hansen, Michael Reichhardt

2016-01-01

To formally reason about the temporal quality of systems discounting was introduced to CTL and LTL. However, these logic are discrete and they cannot express duration properties. In this work we introduce discounting for a variant of Duration Calculus. We prove decidability of model checking...... for a useful fragment of discounted Duration Calculus formulas on timed automata under mild assumptions. Further, we provide an extensive example to show the usefulness of the fragment....

Intercultural crew issues in long-duration spaceflight

Science.gov (United States)

Kraft, Norbert O.; Lyons, Terence J.; Binder, Heidi

2003-01-01

Before long-duration flights with international crews can be safely undertaken, potential interpersonal difficulties will need to be addressed. Crew performance breakdown has been recognized by the American Institute of Medicine, in scientific literature, and in popular culture. However, few studies of human interaction and performance in confined, isolated environments exist, and the data pertaining to those studies are mostly anecdotal. Many incidents involving crew interpersonal dynamics, those among flight crews, as well as between flight crews and ground controllers, are reported only in non-peer reviewed books and newspapers. Consequently, due to this lack of concrete knowledge, the selection of astronauts and cosmonauts has focused on individual rather than group selection. Additional selection criteria such as interpersonal and communication competence, along with intercultural training, will have a decisive impact on future mission success. Furthermore, industrial psychological research has demonstrated the ability to select a group based on compatibility. With all this in mind, it is essential to conduct further research on heterogeneous, multi-national crews including selection and training for long-duration space missions.

Duration judgements over multiple elements

Directory of Open Access Journals (Sweden)

Inci eAyhan

2012-11-01

Full Text Available We investigated the limits of the number of events observers can simultaneously time. For single targets occurring in one of eight positions sensitivity to duration was improved for spatially pre-cued items as compared to post-cued items indicating that exogenous driven attention can improve duration discrimination. Sensitivity to duration for pre-cued items was also marginally better for single items as compared to eight items indicating that even after the allocation of focal attention, distracter items can interfere with the encoding of duration. For an eight item array discrimination was worse for post-cued locations as compared to pre-cued locations indicating both that attention can improve duration discrimination performance and that it was not possible to access a perfect memory trace of the duration of eight elements. The interference from the distracters in the pre-cued eight item array may reflect some mandatory averaging of target and distracter events. To further explore duration averaging we asked subjects to explicitly compare average durations of multiple item arrays against a single item standard duration. Duration discrimination thresholds were significantly lower for single elements as compared to multiple elements, showing that averaging, either automatically or intentionally, impairs duration discrimination. There was no set size effect. Performance was the same for averages of two and eight items, but performance with even an average of two items was worse than for one item. This was also true for sequential presentation indicating poor performance was not due to limits on the division of attention across items. Rather performance appears to be limited by an inability to remember or aggregate duration information from two or more items. Although it is possible to manipulate perceived duration locally, there appears to be no perceptual mechanisms for aggregating local durations across space.

Diabetic Foot Complications Despite Successful Pancreas Transplantation.

Science.gov (United States)

Seo, Dong-Kyo; Lee, Ho Seong; Park, Jungu; Ryu, Chang Hyun; Han, Duck Jong; Seo, Sang Gyo

2017-06-01

It is known that successful pancreas transplantation enables patients with diabetes to maintain a normal glucose level without insulin and reduces diabetes-related complications. However, we have little information about the foot-specific morbidity in patients who have undergone successful pancreas transplantation. The purpose of this study was to investigate the prevalence and predisposing factors for foot complications after successful pancreas transplantation. This retrospective study included 218 patients (91 males, 127 females) who had undergone pancreas transplantation for diabetes. The mean age was 40.7 (range, 15-76) years. Diabetes type, transplantation type, body mass index, and diabetes duration before transplantation were confirmed. After pancreas transplantation, the occurrence and duration of foot and ankle complications were assessed. Twenty-two patients (10.1%) had diabetic foot complications. Fifteen patients (6.9%) had diabetic foot ulcer and 7 patients (3.2%) had Charcot arthropathy. Three patients had both diabetic foot ulcer and Charcot arthropathy. Three insufficiency fractures (1.4%) were included. Mean time of complications after transplantation was 18.5 (range, 2-77) months. Creatinine level 1 year after surgery was higher in the complication group rather than the noncomplication group ( P = .02). Complications of the foot and ankle still occurred following pancreas transplantation in patients with diabetes. Level III, comparative study.

New method to extract radial acceleration of target from short-duration signal at low SNR

Institute of Scientific and Technical Information of China (English)

2008-01-01

In order to extract target radial acceleration from radar echo signal at low SNR (signal-to-noise), this paper employed FRFT (fractional Fourier transformation) to analyze short-duration radar echo and studied the relations between signal convergence peaks in matched transformation domain and signal duration and modu- lated frequency of signal. When signal duration is specified, the method of multi- plying sampled signal by the known frequency modulated signal to alter modulated frequency was presented, which generated the new signal with larger convergence peaks than the initial signal in matched transformation domain. Thus, it could successfully estimate the radial acceleration of radar target at low SNR. Simulations were conducted to show the feasibility and effectiveness of the method.

Investment in new power generation under uncertainty: Benefits of CHP vs. condensing plants in a copula-based analysis

International Nuclear Information System (INIS)

Westner, Günther; Madlener, Reinhard

2012-01-01

In this paper, we apply a spread-based real options approach to analyze the decision-making problem of an investor who has the choice between an irreversible investment in a condensing power plant without heat utilization and a plant with combined heat-and-power (CHP) generation. Our investigation focuses on large-scale fossil-fueled generation technologies and is based on a stochastic model that uses copula functions to provide the input parameters of the real options model. We define the aggregated annual spread as assessment criteria for our investigation since it contains all relevant volatile input parameters that have an impact on the evaluation of investment decisions. We show that the specific characteristics of CHP plants, such as additional revenues from heat sales, promotion schemes, specific operational features, and a beneficial allocation of CO 2 allowances, have a significant impact on the option value and therefore on the optimal timing for investment. For the two fossil-fueled CHP technologies investigated (combined-cycle gas turbine and steam turbine), we conclude from our analysis that a high share of CHP generation reduces the risk exposure for the investor. The maximal possible CHP generation depends significantly on the local heat demand in the surroundings of the power plant. Considering this, the size of the heat sink available could gain more relevance in the future selection process of sites for new large-scale fossil power plants.

Effect of self-hypnosis on duration of labor and maternal and neonatal outcomes: a randomized controlled trial.

Science.gov (United States)

Werner, Anette; Uldbjerg, Niels; Zachariae, Robert; Nohr, Ellen A

2013-07-01

To examine the effect of a brief course in self-hypnosis for childbirth on duration of the labor and other birth outcomes. A randomized, controlled, single-blind trial. Aarhus University Hospital Skejby, Denmark. A total of 1222 healthy nulliparous women. A hypnosis group receiving three 1-h lessons in self-hypnosis with additional audio-recordings to ease childbirth, a relaxation group receiving three 1-h lessons in various relaxation methods and mindfulness with audio-recordings for additional training, and a usual-care group receiving only the usual antenatal care were compared. Duration of labor, birth complications, lactation success, caring for the child, and preferred future mode of delivery. No differences were found across the three groups on duration from arriving at the birth department until the expulsive phase of second stage of labor, the duration of the expulsive phase, or other birth outcomes. Fewer emergency and more elective cesarean sections occurred in the hypnosis group. No difference was seen across the groups for lactation success or caring for the child but fewer women in the hypnosis group preferred a cesarean section in future pregnancies because of fear of childbirth and negative birth experiences. Learning self-hypnosis to ease childbirth taught as a brief course failed to show any effects on duration of childbirth and other birth outcomes. © 2013 The Authors Acta Obstetricia et Gynecologica Scandinavica © 2013 Nordic Federation of Societies of Obstetrics and Gynecology.

Optimal antidepressant dosing. Practical framework for selection, titration, and duration of therapy.

Science.gov (United States)

Nielsen, J W; Witek, M W; Hurwitz, S

2000-10-01

Appropriate antidepressant dosing and trial duration are crucial for successful treatment of depression. Before prescribing an antidepressant, primary care physicians should take into account each patient's history, responses to previous antidepressants, depressive symptoms, coexisting illnesses, and current prescriptions. Physicians must be able to help patients manage side effects and know when to discontinue treatment, switch antidepressants, or refer patients to a psychiatrist.

Teamwork Training Needs Analysis for Long-Duration Exploration Missions

Science.gov (United States)

Smith-Jentsch, Kimberly A.; Sierra, Mary Jane

2016-01-01

The success of future long-duration exploration missions (LDEMs) will be determined largely by the extent to which mission-critical personnel possess and effectively exercise essential teamwork competencies throughout the entire mission lifecycle (e.g., Galarza & Holland, 1999; Hysong, Galarza, & Holland, 2007; Noe, Dachner, Saxton, & Keeton, 2011). To ensure that such personnel develop and exercise these necessary teamwork competencies prior to and over the full course of future LDEMs, it is essential that a teamwork training curriculum be developed and put into place at NASA that is both 1) comprehensive, in that it targets all teamwork competencies critical for mission success and 2) structured around empirically-based best practices for enhancing teamwork training effectiveness. In response to this demand, the current teamwork-oriented training needs analysis (TNA) was initiated to 1) identify the teamwork training needs (i.e., essential teamwork-related competencies) of future LDEM crews, 2) identify critical gaps within NASA’s current and future teamwork training curriculum (i.e., gaps in the competencies targeted and in the training practices utilized) that threaten to impact the success of future LDEMs, and to 3) identify a broad set of practical nonprescriptive recommendations for enhancing the effectiveness of NASA’s teamwork training curriculum in order to increase the probability of future LDEM success.

Southern Ocean Control of Glacial AMOC Stability and Dansgaard-Oeschger Interstadial Duration

Science.gov (United States)

Buizert, C.; Schmittner, A.

2016-12-01

Glacial periods exhibit abrupt Dansgaard-Oeschger (DO) climatic oscillations that are thought to be linked to instabilities in the Atlantic meridional overturning circulation (AMOC). Great uncertainty remains regarding the dynamics of the DO cycle, as well as controls on the timing and duration of individual events. Using ice core data we show that the duration of warm (interstadial) periods is strongly correlated with Antarctic climate, and presumably with Southern Ocean (SO) temperature and the position of the Southern Hemisphere (SH) westerlies. We propose a SO control on AMOC stability and interstadial duration via the rate of Antarctic bottom water formation, meridional density/pressure gradients, Agulhas Leakage, and SO adiabatic upwelling. This hypothesis is supported by climate model experiments that demonstrate SO warming leads to a stronger AMOC that is less susceptible to freshwater perturbations. In the AMOC stability diagram, SO warming and strengthening of the SH westerlies both shift the vigorous AMOC branch toward higher freshwater values, thus raising the threshold for AMOC collapse. The proposed mechanism could provide a consistent explanation for several diverse observations, including maximum DO activity during intermediate ice volume/SH temperature, and successively shorter DO durations within each Bond cycle. It may further have implications for the fate of the AMOC under future global warming.

Reduced itraconazole concentration and durations are successful in treating Batrachochytrium dendrobatidis infection in amphibians.

Science.gov (United States)

Brannelly, Laura A

2014-03-14

Amphibians are experiencing the greatest decline of any vertebrate class and a leading cause of these declines is a fungal pathogen, Batrachochytrium dendrobatidis (Bd), which causes the disease chytridiomycosis. Captive assurance colonies are important worldwide for threatened amphibian species and may be the only lifeline for those in critical threat of extinction. Maintaining disease free colonies is a priority of captive managers, yet safe and effective treatments for all species and across life stages have not been identified. The most widely used chemotherapeutic treatment is itraconazole, although the dosage commonly used can be harmful to some individuals and species. We performed a clinical treatment trial to assess whether a lower and safer but effective dose of itraconazole could be found to cure Bd infections. We found that by reducing the treatment concentration from 0.01-0.0025% and reducing the treatment duration from 11-6 days of 5 min baths, frogs could be cured of Bd infection with fewer side effects and less treatment-associated mortality.

Development of environmentally friendly messages to promote longer durations of breastfeeding for already breastfeeding mothers.

Science.gov (United States)

Hamilton, Amanda E

2015-01-01

Durations of breastfeeding activity in the United States fall short of established recommendations by leading public health institutions. In response to this problem, this study sought to develop environmentally friendly messages to promote continued breastfeeding for moms already breastfeeding in order to help them reach recommended breastfeeding durations. Messages were successfully cultivated to encourage moms already breastfeeding to meet recommended breastfeeding durations. In addition, this study cultivated strategies by which to use environmentally friendly messages to urge mothers who still need to decide whether to breastfeed or formula feed to breastfeed, although this was not the purpose of the research. Avenues for future communication-based breastfeeding research were also elucidated. The Elaboration Likelihood Model serves as useful theory to assess the role of environmentally friendly messages in the promotion of continued breastfeeding.

The duration of gonadotropin stimulation does not alter the clinical pregnancy rate in IVF or ICSI cycles.

Science.gov (United States)

Purandare, N; Emerson, G; Kirkham, C; Harrity, C; Walsh, D; Mocanu, E

2017-08-01

Ovarian stimulation is an essential part of assisted reproduction treatments. Research on whether the duration of stimulation alters the success in assisted reproduction has not been conclusive. The purpose of the study was to establish whether the duration of ovarian stimulation alters the success in assisted reproduction treatments. All fresh (non-donor) stimulation cycles performed in an academic tertiary referral ART centre over a period of 18 years, between 1st January 1997 and 31st December 2014, were identified. Data were prospectively and electronically collected. IVF and ICSI cycles were analysed independently. Each category was then subdivided into assisted reproduction cycles where the antagonist, long (down regulation) and flare protocol were used. Clinical pregnancy was the main outcome measured. A total of 10,478 stimulation cycles (6011 fresh IVF and 4467 fresh ICSI) reaching egg collection were included. We showed no significant difference in CP rates in IVF cycles for the long (p = 0.082), antagonist (p = 0.217) or flare (p = 0.741) protocol cycles or in ICSI cycles with the long (p = 0.223), antagonist (p = 0.766) or the flare (p = 0.690) protocol with regards the duration of stimulation. The duration of stimulation does not alter the CP rate in ICSI or IVF cycles using the long, antagonist or flare stimulation protocol.

Feeding season duration and the relative success of capital and income spawning copepods

DEFF Research Database (Denmark)

Sainmont, Julie; Varpe, Øystein; Andersen, Ken Haste

to the spring bloom, using only its reserves accumulated the previous year (capital breeder). The success of these two strategies is related to the length of the spring bloom, the only source of nutrients for these copepods. We use an individual based model to approach the question of income versus capital...... breeders in a highly seasonal environment, and find that the capital breeders have a higher fitness during short spring bloom while the income breeder has an improved performance over long productive seasons...

Variable effects of high-dose adrenaline relative to standard-dose adrenaline on resuscitation outcomes according to cardiac arrest duration.

Science.gov (United States)

Jeung, Kyung Woon; Ryu, Hyun Ho; Song, Kyung Hwan; Lee, Byung Kook; Lee, Hyoung Youn; Heo, Tag; Min, Yong Il

2011-07-01

Adjustment of adrenaline (epinephrine) dosage according to cardiac arrest (CA) duration, rather than administering the same dose, may theoretically improve resuscitation outcomes. We evaluated variable effects of high-dose adrenaline (HDA) relative to standard-dose adrenaline (SDA) on resuscitation outcomes according to CA duration. Twenty-eight male domestic pigs were randomised to the following 4 groups according to the dosage of adrenaline (SDA 0.02 mg/kg vs. HDA 0.2mg/kg) and duration of CA before beginning cardiopulmonary resuscitation (CPR): 6 min SDA, 6 min HDA, 13 min SDA, or 13 min HDA. After the predetermined duration of untreated ventricular fibrillation, CPR was provided. All animals in the 6 min SDA, 6 min HDA, and 13 min HDA groups were successfully resuscitated, while only 4 of 7 pigs in the 13 min SDA group were successfully resuscitated (p=0.043). HDA groups showed higher right atrial pressure, more frequent ventricular ectopic beats, higher blood glucose, higher troponin-I, and more severe metabolic acidosis than SDA groups. Animals of 13 min groups showed more severe metabolic acidosis and higher troponin-I than animals of 6 min groups. All successfully resuscitated animals, except two animals in the 13 min HDA group, survived for 7 days (p=0.121). Neurologic deficit score was not affected by the dose of adrenaline. HDA showed benefit in achieving restoration of spontaneous circulation in 13 min CA, when compared with 6 min CA. However, this benefit did not translate into improved long-term survival or neurologic outcome. Copyright © 2011 Elsevier Ireland Ltd. All rights reserved.

Duration and specificity of olfactory nonassociative memory.

Science.gov (United States)

Freedman, Kaitlin G; Radhakrishna, Sreya; Escanilla, Olga; Linster, Christiane

2013-05-01

Olfactory habituation is a simple form of nonassociative memory in which responsiveness to stable but behaviorally nonsignificant stimuli is decreased. Olfactory habituation has recently become a paradigm widely used to probe the neural substrate underlying olfactory perception and memory. This simple behavioral paradigm has been used successfully used to probe many aspects of olfactory processing, and it has recently become clear that the neural processes underlying olfactory habituation can depend on the task parameters used. We here further investigate memory specificity and duration using 2 variations in task parameters: the number of habituation trials and the time delay between habituation and cross-habituation testing. We find that memory specificity increases with the number of habituation trials but decreases with time after the last habituation trial.

Written Spelling to Dictation: Sound-To-Spelling Regularity Affects Both Writing Latencies and Durations

Science.gov (United States)

Delattre, Marie; Bonin, Patrick; Barry, Christopher

2006-01-01

The authors examined the effect of sound-to-spelling regularity on written spelling latencies and writing durations in a dictation task in which participants had to write each target word 3 times in succession. The authors found that irregular words (i.e., those containing low-probability phoneme-to-grapheme mappings) were slower both to…

Long Duration Backlighter Experiments at Omega

International Nuclear Information System (INIS)

Reighard, A; Glendinning, S; Young, P; Hsing, W; Foord, M; Schneider, M; Lu, K; Dittrich, T; Wallace, R; Sorce, C

2008-01-01

We have successfully demonstrated a 7.5 ns-duration pinhole-apertured backlighter at the Omega laser facility. Pinhole-apertured point-projection backlighting for 8 ns will be useful for imaging evolving features in experiments at the National Ignition Facility. The backlighter consisted of a 20 (micro)m diameter pinhole in a 75 (micro)m thick Ta substrate separated from a Zn emitter (9 keV) by a 400 (micro)m thick high-density carbon piece. The carbon prevented the shock from the laser-driven surface from reaching the substrate before 8 ns and helped minimize x-ray ablation of the pinhole substrate. Grid wires in x-ray framing camera images of a gold grid have a source-limited resolution significantly smaller than the pinhole diameter due to the high aspect ratio of the pinhole, but do not become much smaller at late times

Word Durations in Non-Native English

Science.gov (United States)

Baker, Rachel E.; Baese-Berk, Melissa; Bonnasse-Gahot, Laurent; Kim, Midam; Van Engen, Kristin J.; Bradlow, Ann R.

2010-01-01

In this study, we compare the effects of English lexical features on word duration for native and non-native English speakers and for non-native speakers with different L1s and a range of L2 experience. We also examine whether non-native word durations lead to judgments of a stronger foreign accent. We measured word durations in English paragraphs read by 12 American English (AE), 20 Korean, and 20 Chinese speakers. We also had AE listeners rate the `accentedness' of these non-native speakers. AE speech had shorter durations, greater within-speaker word duration variance, greater reduction of function words, and less between-speaker variance than non-native speech. However, both AE and non-native speakers showed sensitivity to lexical predictability by reducing second mentions and high frequency words. Non-native speakers with more native-like word durations, greater within-speaker word duration variance, and greater function word reduction were perceived as less accented. Overall, these findings identify word duration as an important and complex feature of foreign-accented English. PMID:21516172

Effect of prior warm-up duration on the time limit at peak speed in untrained men.

Science.gov (United States)

da Cruz, Victor H; Peserico, Cecília S; Machado, Fabiana A

2017-10-01

The peak speed (Vpeak) and its time limit (tlim) are variables used to prescribe training loads and the intervals durations during interval training, respectively. The aim of this study was to test different warm-up durations (5, 10 and 15 minutes), adapted from the protocol proposed by Billat et al.,1 to determine tlim in untrained men. Fifteen untrained men were submitted to the following laboratory evaluations: 1) an incremental running exercise test on a treadmill starting with a speed of 8 km/h, after a warm-up of walking at 6 km/h for three minutes, and increased by 1 km/h between each successive 3-minute stage until volitional exhaustion to determine Vpeak; 2) three rectangular tests, performed in randomized order, with warm-up durations of 5, 10, and 15 minutes at 60% of Vpeak to determine the tlim5, tlim10, and tlim15; after the warm-up the tests were performed at the speed of the individual Vpeak until volitional exhaustion. It was demonstrated that the duration of the warm-up affected the test duration (tlim). Significant differences were observed between tlim5 and tlim15, and between tlim10 and tlim15. However, tlim15 and tlim10 did not differ. Additionally, duration of the warm-up did not influence other variables (HRmax, RPEmax and post lactate concentrations). Therefore, it was concluded that the duration of the warm-up in tlim tests modifies the test duration in untrained men.

Comprehensive drought characteristics analysis based on a nonlinear multivariate drought index

Science.gov (United States)

Yang, Jie; Chang, Jianxia; Wang, Yimin; Li, Yunyun; Hu, Hui; Chen, Yutong; Huang, Qiang; Yao, Jun

2018-02-01

It is vital to identify drought events and to evaluate multivariate drought characteristics based on a composite drought index for better drought risk assessment and sustainable development of water resources. However, most composite drought indices are constructed by the linear combination, principal component analysis and entropy weight method assuming a linear relationship among different drought indices. In this study, the multidimensional copulas function was applied to construct a nonlinear multivariate drought index (NMDI) to solve the complicated and nonlinear relationship due to its dependence structure and flexibility. The NMDI was constructed by combining meteorological, hydrological, and agricultural variables (precipitation, runoff, and soil moisture) to better reflect the multivariate variables simultaneously. Based on the constructed NMDI and runs theory, drought events for a particular area regarding three drought characteristics: duration, peak, and severity were identified. Finally, multivariate drought risk was analyzed as a tool for providing reliable support in drought decision-making. The results indicate that: (1) multidimensional copulas can effectively solve the complicated and nonlinear relationship among multivariate variables; (2) compared with single and other composite drought indices, the NMDI is slightly more sensitive in capturing recorded drought events; and (3) drought risk shows a spatial variation; out of the five partitions studied, the Jing River Basin as well as the upstream and midstream of the Wei River Basin are characterized by a higher multivariate drought risk. In general, multidimensional copulas provides a reliable way to solve the nonlinear relationship when constructing a comprehensive drought index and evaluating multivariate drought characteristics.

Maternal obesity and breastfeeding intention, initiation, intensity and duration: a systematic review.

Science.gov (United States)

Turcksin, Rivka; Bel, Sarah; Galjaard, Sander; Devlieger, Roland

2014-04-01

This systematic review investigates the relationship between maternal obesity and breastfeeding intention, initiation, intensity, duration and milk supply. A comprehensive search was performed through three major databases, including Medline, Cochrane Library and Cumulative Index For Nursing and Allied Health Literature, and by screening reference lists of the relevant publications. Selection criteria were: report of original research, studies on low-risk obese mothers and the comparison with normal weight mothers which met at least two of the following primary outcomes: breastfeeding intention; initiation; intensity; duration and/or milk supply. Furthermore, the included reports had to contain a clear definition of pre-pregnant obesity, use compensation mechanisms for potential confounding factors, have a prospective cohort design and had to have been published between 1997 and 2011 and in English, French or Dutch. Effects of obesity on breastfeeding intention, initiation, intensity, duration and milk supply were analysed, tabulated and summarised in this review. Studies have found that obese women are less likely to intend to breastfeed and that maternal obesity seems to be associated with a decreased initiation of breastfeeding, a shortened duration of breastfeeding, a less adequate milk supply and delayed onset of lactogenesis II, compared with their normal weight counterparts. This systematic review indicates therefore that maternal obesity is an adverse determinant for breastfeeding success. © 2012 JohnWiley & Sons Ltd.

Stimulus number, duration and intensity encoding in randomly connected attractor networks with synaptic depression

Directory of Open Access Journals (Sweden)

Paul eMiller

2013-05-01

Full Text Available Randomly connected recurrent networks of excitatory groups of neurons can possess a multitude of attractor states. When the internal excitatory synapses of these networks are depressing, the attractor states can be destabilized with increasing input. This leads to an itinerancy, where with either repeated transient stimuli, or increasing duration of a single stimulus, the network activity advances through sequences of attractor states. We find that the resulting network state, which persists beyond stimulus offset, can encode the number of stimuli presented via a distributed representation of neural activity with non-monotonic tuning curves for most neurons. Increased duration of a single stimulus is encoded via different distributed representations, so unlike an integrator, the network distinguishes separate successive presentations of a short stimulus from a single presentation of a longer stimulus with equal total duration. Moreover, different amplitudes of stimulus cause new, distinct activity patterns, such that changes in stimulus number, duration and amplitude can be distinguished from each other. These properties of the network depend on dynamic depressing synapses, as they disappear if synapses are static. Thus short-term synaptic depression allows a network to store separately the different dynamic properties of a spatially constant stimulus.

Effect of a prenatal nutritional intervention program on initiation and duration of breastfeeding.

Science.gov (United States)

Léger-Leblanc, Gisèle; Rioux, France M

2008-01-01

To evaluate initiation and duration of breastfeeding of infants born to mothers who participated in the Early Childhood Initiative (ECI) program. Factors affecting the initiation and the early cessation of breastfeeding were also explored. Twenty-five pregnant women participating in the ECI program completed this prospective study. At 36 weeks' gestation, a questionnaire was administered to assess socioeconomic status, intention to breastfeed and breastfeeding experience. When the infants were three and six months of age, feeding practices were assessed with a questionnaire. The breastfeeding initiation rate was 62.5%. At one and three months postpartum, exclusive breastfeeding rates were 39% and 4%, respectively. At six months, none of the women was exclusively breastfeeding. Primiparity, prenatal classes, having been breastfed and intention to breastfeed at 36 weeks' gestation were positively associated with breastfeeding initiation. Father's education, intention to breastfeed at 36 weeks' gestation, no water or formula given to the infant during hospitalization and higher maternal hemoglobin level at 36 weeks' gestation were positively associated with the duration of breastfeeding. The rate of initiation and duration of breastfeeding for ECI participants were low. To achieve successful interventions, it is important to target modifiable factors known to influence the initiation and duration of breastfeeding within this population.

Issue of CILRT duration

International Nuclear Information System (INIS)

Dougan, J.R.

1983-01-01

Containment Integrated Leakage Rate Tests (CILRTs) represent large investments of time and money on the part of the utilities operating nuclear power plants. In the early days of containment testing, leak rate tests were conducted from a minimum of 24 hours to a maximum of several days. The minimum time period of 24 hours was adopted and continues to form the fundamental approach of the Nuclear Regulatory Commission (NRC). However, there does not appear to be technical justification for the minimum test period of 24 hours. In fact, several industry sources have shown that successful CILRTs can be conducted in much less time. The NRC has recognized this fact and has approved CILRTs of less than 24 hours. But some utilities still feel constrained to use the 24 hour test due to their Technical Specifications. And although criteria for determining the duration of a CILRT have been published, no specific criteria have been agreed upon as final. Therefore, it is the purpose of this paper to highlight several of the proposed criteria and the concerns that might arise following the implementation of such criteria

Estimation and model selection of semiparametric multivariate survival functions under general censorship.

Science.gov (United States)

Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang

2010-07-01

We study estimation and model selection of semiparametric models of multivariate survival functions for censored data, which are characterized by possibly misspecified parametric copulas and nonparametric marginal survivals. We obtain the consistency and root- n asymptotic normality of a two-step copula estimator to the pseudo-true copula parameter value according to KLIC, and provide a simple consistent estimator of its asymptotic variance, allowing for a first-step nonparametric estimation of the marginal survivals. We establish the asymptotic distribution of the penalized pseudo-likelihood ratio statistic for comparing multiple semiparametric multivariate survival functions subject to copula misspecification and general censorship. An empirical application is provided.

Speaker-specific variability of phoneme durations

CSIR Research Space (South Africa)

Van Heerden, CJ

2007-11-01

Full Text Available The durations of phonemes varies for different speakers. To this end, the correlations between phonemes across different speakers are studied and a novel approach to predict unknown phoneme durations from the values of known phoneme durations for a...

Mixture regression models for the gap time distributions and illness-death processes.

Science.gov (United States)

Huang, Chia-Hui

2018-01-27

The aim of this study is to provide an analysis of gap event times under the illness-death model, where some subjects experience "illness" before "death" and others experience only "death." Which event is more likely to occur first and how the duration of the "illness" influences the "death" event are of interest. Because the occurrence of the second event is subject to dependent censoring, it can lead to bias in the estimation of model parameters. In this work, we generalize the semiparametric mixture models for competing risks data to accommodate the subsequent event and use a copula function to model the dependent structure between the successive events. Under the proposed method, the survival function of the censoring time does not need to be estimated when developing the inference procedure. We incorporate the cause-specific hazard functions with the counting process approach and derive a consistent estimation using the nonparametric maximum likelihood method. Simulations are conducted to demonstrate the performance of the proposed analysis, and its application in a clinical study on chronic myeloid leukemia is reported to illustrate its utility.

The Impact of the Professional Qualifications of the Prenatal Care Provider on Breastfeeding Duration.

Science.gov (United States)

Wallenborn, Jordyn T; Lu, Juan; Perera, Robert A; Wheeler, David C; Masho, Saba W

2018-03-01

A prenatal commitment to breastfeed is a strong predictor for breastfeeding success. Prenatal care providers have the opportunity to educate and promote breastfeeding. However, differences in education and training between healthcare providers such as physicians and midwives may result in differing breastfeeding outcomes. This study explores whether breastfeeding initiation and duration differ by prenatal care provider. Longitudinal data from the Infant Feeding Practices Survey II were analyzed (N = 2,832 women). Prenatal care providers were categorized as obstetrician, family/other physician, and midwife/nurse-midwife. Breastfeeding initiation was dichotomized (yes; no). Breastfeeding duration and exclusive breastfeeding duration were reported in weeks. Logistic regression was used to investigate the relationship between prenatal care provider and breastfeeding initiation. Cox proportional hazard models provided crude and adjusted hazard ratios and 95% confidence limits to determine the relationship between type of prenatal care provider and breastfeeding duration. After adjusting for confounders, women who received care from a midwife were 68% less likely to never breastfed than women whose prenatal care was provided by an obstetrician. Women whose prenatal care was provided by a midwife had 14% lower risk of discontinuing breastfeeding and 23% lower risk of discontinuing exclusive breastfeeding. No significant association was found between women whose prenatal care was provided by a family physician or other type of physician and breastfeeding initiation and duration. Findings highlight the importance of prenatal care providers on breastfeeding duration. Future studies should examine factors (i.e., training, patient-provider interaction) that contribute to differences in breastfeeding outcomes by type of prenatal care provider.

Intraocular Lens Use in an Astronaut During Long Duration Spaceflight.

Science.gov (United States)

Mader, Thomas H; Gibson, C Robert; Schmid, Josef F; Lipsky, William; Sargsyan, Ashot E; Garcia, Kathleen; Williams, Jeffrey N

2018-01-01

The purpose of this paper is to report the first use of an intraocular lens (IOL) in an astronaut during long duration spaceflight (LDSF). An astronaut developed a unilateral cataract and underwent phacoemulsification with insertion of an acrylic IOL. Approximately 15 mo later he flew on a Soyuz spacecraft to the International Space Station (ISS), where he successfully completed a 6-mo mission. Ocular examination, including ultrasound (US), was performed before, during, and after his mission and he was questioned regarding visual changes during each portion of his flight. We documented no change in IOL position during his space mission. This astronaut reported excellent and stable vision during liftoff, entry into microgravity (MG), 6 mo on the ISS, descent, and landing. Our results suggest that modern IOLs are stable, effective, and well tolerated during LDSF.Mader TH, Gibson CR, Schmid JF, Lipsky W, Sargsyan AE, Garcia K, Williams JN. Intraocular lens use in an astronaut during long duration spaceflight. Aerosp Med Hum Perform. 2018; 89(1):63-65.

Synthesizing controllers from duration calculus

DEFF Research Database (Denmark)

Fränzle, Martin

1996-01-01

Duration Calculus is a logic for reasoning about requirements for real-time systems at a high level of abstraction from operational detail, which qualifies it as an interesting starting point for embedded controller design. Such a design activity is generally thought to aim at a control device...... the physical behaviours of which satisfy the requirements formula, i.e. the refinement relation between requirements and implementations is taken to be trajectory inclusion. Due to the abstractness of the vocabulary of Duration Calculus, trajectory inclusion between control requirements and controller designs...... for embedded controller design and exploit this fact for developing an automatic procedure for controller synthesis from specifications formalized in Duration Calculus. As far as we know, this is the first positive result concerning feasibility of automatic synthesis from dense-time Duration Calculus....

Duration of luteal support (DOLS with progesterone pessaries to improve the success rates in assisted conception: study protocol for a randomized controlled trial

Directory of Open Access Journals (Sweden)

Gazvani Rafet

2012-07-01

Full Text Available Abstract Background Luteal support with progesterone is necessary for successful implantation of the embryo following egg collection and embryo transfer in an in-vitro fertilization (IVF cycle. Progesterone has been used for as little as 2 weeks and for as long as 12 weeks of gestation. The optimal length of treatment is unresolved at present and it remains unclear how long to treat women receiving luteal supplementation. Design The trial is a prospective, randomized, double-blind, placebo-controlled trial to investigate the effect of the duration of luteal support with progesterone in IVF cycles. Following 2 weeks standard treatment and a positive biochemical pregnancy test, this randomized control trial will allocate women to a supplementary 8 weeks treatment with vaginal progesterone or 8 weeks placebo. Further studies would be required to investigate whether additional supplementation with progesterone is beneficial in early pregnancy. Discussion Currently at the Hewitt Centre, approximately 32.5% of women have a positive biochemical pregnancy test 2 weeks after embryo transfer. It is this population that is eligible for trial entry and randomization. Once the patient has confirmed a positive urinary pregnancy test they will be invited to join the trial. Once the consent form has been completed by the patient a trial prescription sheet will be sent to pharmacy with a stated collection time. The patient can then be randomized and the drugs dispensed according to pharmacy protocol. A blood sample will then be drawn for measurement of baseline hormone levels (progesterone, estradiol, free beta-human chorionic gonadotrophin, pregnancy-associated plasma protein-A, Activin A, Inhibin A and Inhibin B. The primary outcome measure is the proportion of all randomized women that continue successfully to a viable pregnancy (at least one fetus with fetal heart rate >100 beats/minute on transabdominal/transvaginal ultrasound at 10 weeks post embryo

Model-checking dense-time Duration Calculus

DEFF Research Database (Denmark)

Fränzle, Martin

2004-01-01

Since the seminal work of Zhou Chaochen, M. R. Hansen, and P. Sestoft on decidability of dense-time Duration Calculus [Zhou, Hansen, Sestoft, 1993] it is well-known that decidable fragments of Duration Calculus can only be obtained through withdrawal of much of the interesting vocabulary...... of this logic. While this was formerly taken as an indication that key-press verification of implementations with respect to elaborate Duration Calculus specifications were also impossible, we show that the model property is well decidable for realistic designs which feature natural constraints...... suitably sparser model classes we obtain model-checking procedures for rich subsets of Duration Calculus. Together with undecidability results also obtained, this sheds light upon the exact borderline between decidability and undecidability of Duration Calculi and related logics....

Insomnia Patients With Objective Short Sleep Duration Have a Blunted Response to Cognitive Behavioral Therapy for Insomnia.

Science.gov (United States)

Bathgate, Christina J; Edinger, Jack D; Krystal, Andrew D

2017-01-01

This study examined whether individuals with insomnia and objective short sleep duration insomnia (CBT-I) when compared to individuals with insomnia and normal sleep duration ≥6 h. Secondary analyses of a randomized, clinical trial with 60 adult participants (n = 31 women) from a single academic medical center. Outpatient treatment lasted 8 weeks, with a final follow-up conducted at 6 months. Mixed-effects models controlling for age, sex, CBT-I treatment group assignment, and treatment provider examined sleep parameters gathered via actigraphy, sleep diaries, and an Insomnia Symptom Questionnaire (ISQ) across the treatment and follow-up period. Six months post-CBT-I treatment, individuals with insomnia and normal sleep duration ≥6 h fared significantly better on clinical improvement milestones than did those with insomnia and short sleep duration insomnia and normal sleep duration had significantly higher insomnia remission (ISQ 80%; χ2[1, N = 60] = 21, p 50% decline in MWASO (χ2[1, N = 60] = 60, p insomnia and short sleep duration. Additionally, those with insomnia and normal sleep duration had more success decreasing their total wake time (TWT) at the 6-month follow-up compared to those with insomnia and short sleep duration (χ2[2, N = 60] = 44.1, p insomnia remission, with the area under the curve = 0.986. Findings suggest that individuals with insomnia and objective short sleep duration insomnia and normal sleep duration ≥6 h. Using an actigraphy TST cutoff of 6 hours to classify sleep duration groups was highly accurate and provided good discriminant value for determining insomnia remission. © Sleep Research Society 2016. Published by Oxford University Press on behalf of the Sleep Research Society. All rights reserved. For permissions, please e-mail journals.permissions@oup.com.

Predictors of successful weaning from prolonged mechanical ventilation in Taiwan.

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Wu, Yao-Kuang; Kao, Kuo-Chin; Hsu, Kuang-Hung; Hsieh, Meng-Jer; Tsai, Ying-Huang

2009-08-01

For adult patients on prolonged mechanical ventilation (PMV, >/=21 days), successful weaning has been attributed to various factors. The purpose of this study was to describe patient outcomes, weaning rates and factors in successful weaning at a hospital-based respiratory care center (RCC) in Taiwan. This was a retrospective observational study performed in a 24-bed RCC over six years. A total of 1307 patients on PMV were included in the study. The overall survival rate was 62%. Fifty-six percent of patients were successfully weaned. Unsuccessfully weaned patients had higher MICU transfer rates, higher Acute Physiology and Chronic Health Evaluation II scores, longer duration of RCC stay, higher rates of being bed-ridden prior to admission, increased hemodialysis rates, higher modified Glasgow Coma Scale scores, higher rapid shallow breathing index, lower inspiratory pressure at residual volume (PImax) and lower blood urea nitrogen (BUN) and creatinine levels. Factors found to be associated with unsuccessful weaning were length of RCC stay (OR=1.04, Pventilator independence can be achieved in an RCC setting as an alternative to ICU care. Factors associated with unsuccessful weaning included longer duration of RCC stay, elevated BUN levels and lower modified GCS scores, serum albumin and PImax levels.

Determinants of long-duration commuting and long-duration commuters' perceptions and attitudes toward commuting time: Evidence from Kunming, China

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Mingwei He

2017-04-01

Full Text Available Understanding the commuting patterns of long-duration commuters and the possible changes in these patterns can help policymakers adopt the more reasonable land use and transportation policies. With Kunming in China as a case study, the determinants of long-duration commuting trips were identified based on logistic regression model. The results indicated that age, education level, number of workers, presence of retirees, and residential location have a significant impact on the occurrence of long-duration commuting trips. The ideal commuting times and tolerance thresholds of commuting time of long-duration commuters were also investigated. The statistical results revealed the distributions of ideal commuting times and tolerance thresholds of commuting time of both short- and long-duration commuters. The average tolerance threshold of commuting time and the average ideal commuting time of long-duration commuters were greater than those of short-duration commuters. For 97.2% of the long-duration commuters, their actual commuting time was longer than the ideal commuting time; this finding indicates that most long-duration commuters are dissatisfied with their commuting time. The actual commuting time of 40.1% long-duration commuters exceeded their tolerance thresholds; these commuters are eager to reduce their commuting time.

Countermeasures to Mitigate the Negative Impact of Sensory Deprivation and Social Isolation in Long-Duration Space Flight

Science.gov (United States)

Bachman, Katharine Ridgeway OBrien; Otto, Christian; Leveton, Lauren

2012-01-01

Long-duration space flight presents several challenges to the behavioral health of crew members. The environment that they are likely to experience will be isolated, confined, and extreme (ICE) and, as such, crew members will experience extreme sensory deprivation and social isolation. The current paper briefly notes the behavioral, cognitive, and affective consequences of psychological stress induced by ICE environments and proposes nine countermeasures aimed at mitigating the negative effects of sensory deprivation and social isolation. Implementation of countermeasures aims to maintain successful crew performance and psychological well-being in a long-duration space flight mission.

Duration of orthognathic-surgical treatment.

Science.gov (United States)

Paunonen, Jaakko; Helminen, Mika; Peltomäki, Timo

2017-07-01

The objective of this study was to determine the duration of orthognathic-surgical treatment conducted with conventional pre- and post-surgical orthodontic treatment phases. The study material was comprised of the files of 185 consecutive patients treated in Oral and Maxillofacial Unit, Tampere University Hospital, Finland, in 2007-2014. The files were reviewed and the following data was obtained: gender and age of patients, ICD-10 diagnosis, type of malocclusion, duration of pre- and post-surgical orthodontic treatment and type of operation. Total treatment duration (median) from placement of separating rings for banding until fixed orthodontic appliances were removed and retention period started was 31.1 months, of which pre-surgical orthodontics took 24.4 months and postsurgical 6.4 months. Treatment duration (median) was in BSSO was 32.1, LeFort 1 30.1 and bimaxillary osteotomy 29.7 months. Orthodontic extractions were performed in 35 patients (19%). If the orthodontic treatment included tooth extraction, the duration of pre-surgical treatment was on average 10 months longer, which is a statistically highly significant difference (p pre-surgical orthodontic treatment prolong treatment time by an average of 8-9 months.

From Sleep Duration to Childhood Obesity

DEFF Research Database (Denmark)

Börnhorst, Claudia; Hense, Sabrina; Ahrens, Wolfgang

2012-01-01

Sleep duration has been identified as risk factor for obesity already in children. Besides investigating the role of fat mass (FM), this study addressed the question whether endocrine mechanisms act as intermediates in the association between sleep duration and overweight/obesity. Within...... the framework of the IDEFICS study, the present research was conducted in 609 German resident children aged 2–9 years with information on fasting insulin, C-reactive protein and cortisol levels next to anthropometric measurements and parental questionnaires. Emphasising methodological aspects, an age......-specific measure of sleep duration was derived to account for alteration in sleep duration during childhood/period of growth. Multivariate linear regression and quantile regression models confirmed an inverse relationship between sleep duration and measures of overweight/obesity. The estimate for the association...

Incorporating Duration Information in Activity Recognition

Science.gov (United States)

Chaurasia, Priyanka; Scotney, Bryan; McClean, Sally; Zhang, Shuai; Nugent, Chris

Activity recognition has become a key issue in smart home environments. The problem involves learning high level activities from low level sensor data. Activity recognition can depend on several variables; one such variable is duration of engagement with sensorised items or duration of intervals between sensor activations that can provide useful information about personal behaviour. In this paper a probabilistic learning algorithm is proposed that incorporates episode, time and duration information to determine inhabitant identity and the activity being undertaken from low level sensor data. Our results verify that incorporating duration information consistently improves the accuracy.

Fabrication of porous biopolymer substrates for cell growth by UV laser: The role of pulse duration

International Nuclear Information System (INIS)

Castillejo, Marta; Rebollar, Esther; Oujja, Mohamed; Sanz, Mikel; Selimis, Alexandros; Sigletou, Maria; Psycharakis, Stelios; Ranella, Anthi; Fotakis, Costas

2012-01-01

Highlights: ► UV laser-induced superficial foaming in biopolymer films with fs, ps and ns pulses. ► Reduction of photochemical and structural modifications by ultrashort fs irradiation. ► Successful cell culture on laser-induced foam structure generated in chitosan. - Abstract: Ultraviolet laser irradiation using pulses with duration from the nanosecond to the femtosecond range was investigated aiming at the generation of a foam layer on films of the biopolymers chitosan, starch and their blend. We report on the morphological characteristics of the foams obtained upon irradiation and on the accompanying laser induced photochemistry, assessed by on line monitoring of the laser induced fluorescence. We identify the laser conditions (pulse duration) at which foaming is produced and discuss the obtained results in reference to the material properties, particularly extinction coefficient and thermal parameters. This article also reports on successful cell culture on the laser induced foam structure generated in chitosan, as an illustrative example of the possibility of broader use of laser induced biopolymer foaming structures in biology.

Duration of surgical-orthodontic treatment.

Science.gov (United States)

Häll, Birgitta; Jämsä, Tapio; Soukka, Tero; Peltomäki, Timo

2008-10-01

To study the duration of surgical-orthodontic treatment with special reference to patients' age and the type of tooth movements, i.e. extraction vs. non-extraction and intrusion before or extrusion after surgery to level the curve of Spee. The material consisted files of 37 consecutive surgical-orthodontic patients. The files were reviewed and gender, diagnosis, type of malocclusion, age at the initiation of treatment, duration of treatment, type of tooth movements (extraction vs. non-extraction and levelling of the curve of Spee before or after operation) and type of operation were retrieved. For statistical analyses two sample t-test, Kruskal-Wallis and Spearman rank correlation tests were used. Mean treatment duration of the sample was 26.8 months, of which pre-surgical orthodontics took on average 17.5 months. Patients with extractions as part of the treatment had statistically and clinically significantly longer treatment duration, on average 8 months, than those without extractions. No other studied variable seemed to have an impact on the treatment time. The present small sample size prevents reliable conclusions to be made. However, the findings suggest, and patients should be informed, that extractions included in the treatment plan increase chances of longer duration of surgical-orthodontic treatment.

The effect of predictability on subjective duration.

Directory of Open Access Journals (Sweden)

Vani Pariyadath

2007-11-01

Full Text Available Events can sometimes appear longer or shorter in duration than other events of equal length. For example, in a repeated presentation of auditory or visual stimuli, an unexpected object of equivalent duration appears to last longer. Illusions of duration distortion beg an important question of time representation: when durations dilate or contract, does time in general slow down or speed up during that moment? In other words, what entailments do duration distortions have with respect to other timing judgments? We here show that when a sound or visual flicker is presented in conjunction with an unexpected visual stimulus, neither the pitch of the sound nor the frequency of the flicker is affected by the apparent duration dilation. This demonstrates that subjective time in general is not slowed; instead, duration judgments can be manipulated with no concurrent impact on other temporal judgments. Like spatial vision, time perception appears to be underpinned by a collaboration of separate neural mechanisms that usually work in concert but are separable. We further show that the duration dilation of an unexpected stimulus is not enhanced by increasing its saliency, suggesting that the effect is more closely related to prediction violation than enhanced attention. Finally, duration distortions induced by violations of progressive number sequences implicate the involvement of high-level predictability, suggesting the involvement of areas higher than primary visual cortex. We suggest that duration distortions can be understood in terms of repetition suppression, in which neural responses to repeated stimuli are diminished.

An imputation/copula-based stochastic individual tree growth model for mixed species Acadian forests: a case study using the Nova Scotia permanent sample plot network

Directory of Open Access Journals (Sweden)

John A. KershawJr

2017-09-01

Full Text Available Background A novel approach to modelling individual tree growth dynamics is proposed. The approach combines multiple imputation and copula sampling to produce a stochastic individual tree growth and yield projection system. Methods The Nova Scotia, Canada permanent sample plot network is used as a case study to develop and test the modelling approach. Predictions from this model are compared to predictions from the Acadian variant of the Forest Vegetation Simulator, a widely used statistical individual tree growth and yield model. Results Diameter and height growth rates were predicted with error rates consistent with those produced using statistical models. Mortality and ingrowth error rates were higher than those observed for diameter and height, but also were within the bounds produced by traditional approaches for predicting these rates. Ingrowth species composition was very poorly predicted. The model was capable of reproducing a wide range of stand dynamic trajectories and in some cases reproduced trajectories that the statistical model was incapable of reproducing. Conclusions The model has potential to be used as a benchmarking tool for evaluating statistical and process models and may provide a mechanism to separate signal from noise and improve our ability to analyze and learn from large regional datasets that often have underlying flaws in sample design.

Collapsar γ-ray bursts: how the luminosity function dictates the duration distribution

Science.gov (United States)

Petropoulou, Maria; Barniol Duran, Rodolfo; Giannios, Dimitrios

2017-12-01

Jets in long-duration γ-ray bursts (GRBs) have to drill through the collapsing star in order to break out of it and produce the γ-ray signal while the central engine is still active. If the breakout time is shorter for more powerful engines, then the jet-collapsar interaction acts as a filter of less luminous jets. We show that the observed broken power-law GRB luminosity function is a natural outcome of this process. For a theoretically motivated breakout time that scales with jet luminosity as L-χ with χ ∼ 1/3-1/2, we show that the shape of the γ-ray duration distribution can be uniquely determined by the GRB luminosity function and matches the observed one. This analysis has also interesting implications about the supernova-central engine connection. We show that not only successful jets can deposit sufficient energy in the stellar envelope to power the GRB-associated supernovae, but also failed jets may operate in all Type Ib/c supernovae.

Addressing social influences reduces antibiotic duration in complicated abdominal infection: a mixed methods study.

Science.gov (United States)

Broom, Jennifer; Tee, Chin Li; Broom, Alex; Kelly, Mark D; Scott, Tahira; Grieve, David A

2018-03-06

Antimicrobial therapy for intra-abdominal infections is often inappropriately prolonged. An intervention addressing factors influencing the duration of intravenous antibiotic use was undertaken. This study reports the antibiotic prescribing patterns before and after the intervention and a qualitative analysis of the experience of the intervention. Quantitative: A retrospective audit of patients with complicated intra-abdominal infection before and after a multifaceted persuasive intervention was performed. Qualitative: Semi-structured interviews were performed to evaluate which elements of the intervention were perceived to be effective. An intervention including collaborative inter-specialty and inter-professional educational meetings, and education of all professional streams was undertaken. Quantitative: Twenty-three patients before and 22 patients after the intervention were included. The total duration of antibiotics decreased significantly following the intervention (9.2 versus 6.6 days P = 0.02). The duration of intravenous antibiotics did not change significantly (5.4 versus 4.5 days, P = 0.06). Qualitative: Eighteen health-care professionals participated. Thematic analysis indicated that a collaborative approach between senior surgical and infectious disease specialists in the pre-intervention stage led to perceived ownership and leadership of the intervention by the surgical team, which was thought critical to the success of the intervention. Conversely, the ability of nurses and pharmacists to influence antibiotic practice was considered limited and a poster promoting the intervention was perceived as ineffective. Consultant leadership and specialty ownership of the process were perceived to be critical in the success of the intervention. Antibiotic stewardship programs which address social factors may have greater efficacy to optimize antimicrobial prescribing. © 2018 Royal Australasian College of Surgeons.

Insomnia with objective short sleep duration is associated with longer duration of insomnia in the Freiburg Insomnia Cohort compared to insomnia with normal sleep duration, but not with hypertension.

Science.gov (United States)

Johann, Anna F; Hertenstein, Elisabeth; Kyle, Simon D; Baglioni, Chiara; Feige, Bernd; Nissen, Christoph; McGinness, Alastair J; Riemann, Dieter; Spiegelhalder, Kai

2017-01-01

To replicate the association between insomnia with objective short sleep duration and hypertension, type 2 diabetes and duration of insomnia. Retrospective case-control study. Department of Psychiatry and Psychotherapy, Medical Center-University of Freiburg. 328 patients with primary insomnia classified according to DSM-IV criteria (125 males, 203 females, 44.3 ± 12.2 years). N/A. All participants were investigated using polysomnography, blood pressure measurements, and fasting routine laboratory. Insomnia patients with short sleep duration (insomnia compared to those with normal sleep duration (≥ 6 hours) in the first night of laboratory sleep. Insomnia patients who were categorised as short sleepers in either night were not more likely to suffer from hypertension (systolic blood pressure of ≥ 140 mm Hg, diastolic blood pressure of ≥ 90 mm Hg, or a previously established diagnosis). Data analysis showed that insomnia patients with objective short sleep duration were not more likely to suffer from type 2 diabetes (fasting plasma glucose level of ≥ 126 mg/dl, or a previously established diagnosis). However, the diabetes analysis was only based on a very small number of diabetes cases. As a new finding, insomnia patients who were categorised as short sleepers in either night presented with increases in liver enzyme levels. The finding on insomnia duration supports the concept of two distinct sub-groups of insomnia, namely insomnia with, and without, objectively determined short sleep duration. However, our data challenges previous findings that insomnia patients with short sleep duration are more likely to suffer from hypertension.

Lekking behavior of Anastrepha Fraterculus (Diptera: Tephritidae)

International Nuclear Information System (INIS)

Segura, D.; Petit-Marty, N.; Cladera, J.; Sciurano, R.; Calcagno, G.; Gomez Cendra, P.; Vilardi, J.; Vera, T.; Allinghi, A.

2007-01-01

Anastrepha fraterculus (Wiedemann) (Diptera: Tephritidae) displays a lek mating system. Males form groups in which they simultaneously display signals (acoustical, visual, or chemical) to attract females with the purpose of mating. Females visit the lek and choose among signaling and courting males to mate. Scarce information is available in A. fraterculus about the main factors involved in female choice and the behavior of displaying males. This information could be important within the context of pest control programs with a sterile insect technique (SIT) component, because departures from normal sexual behavior caused by artificial rearing could affect males' performance in the field. In this study we assessed A. fraterculus male behavior within the leks and analyzed the importance of behavioral and morphological traits on their copulatory success. The existence of preferred places for lek formation was evaluated in field cages with trees inside and analyzed by dividing the trees in sectors according to a 3-dimensional system. Males were individually weighed, marked, and observed every 15 min. Morphometric and behavioral characteristics of successful and unsuccessful males were compared. Most successful males grouped in a region of the tree characterized by the highest light intensity in the first 2 h of the morning. Results showed that pheromone calling activity is positively associated with copulatory success. Copulations were more frequent for males calling inside the lek, indicating that pheromone calling activity and presence in the lek are key factors for copulatory success. A positive association between copulatory success and eye length was found; some characteristics of the face were also associated with copula duration and latency. (author) [es

Subjective duration distortions mirror neural repetition suppression.

Science.gov (United States)

Pariyadath, Vani; Eagleman, David M

2012-01-01

Subjective duration is strongly influenced by repetition and novelty, such that an oddball stimulus in a stream of repeated stimuli appears to last longer in duration in comparison. We hypothesize that this duration illusion, called the temporal oddball effect, is a result of the difference in expectation between the oddball and the repeated stimuli. Specifically, we conjecture that the repeated stimuli contract in duration as a result of increased predictability; these duration contractions, we suggest, result from decreased neural response amplitude with repetition, known as repetition suppression. Participants viewed trials consisting of lines presented at a particular orientation (standard stimuli) followed by a line presented at a different orientation (oddball stimulus). We found that the size of the oddball effect correlates with the number of repetitions of the standard stimulus as well as the amount of deviance from the oddball stimulus; both of these results are consistent with a repetition suppression hypothesis. Further, we find that the temporal oddball effect is sensitive to experimental context--that is, the size of the oddball effect for a particular experimental trial is influenced by the range of duration distortions seen in preceding trials. Our data suggest that the repetition-related duration contractions causing the oddball effect are a result of neural repetition suppression. More generally, subjective duration may reflect the prediction error associated with a stimulus and, consequently, the efficiency of encoding that stimulus. Additionally, we emphasize that experimental context effects need to be taken into consideration when designing duration-related tasks.

Subjective duration distortions mirror neural repetition suppression.

Directory of Open Access Journals (Sweden)

Vani Pariyadath

Full Text Available Subjective duration is strongly influenced by repetition and novelty, such that an oddball stimulus in a stream of repeated stimuli appears to last longer in duration in comparison. We hypothesize that this duration illusion, called the temporal oddball effect, is a result of the difference in expectation between the oddball and the repeated stimuli. Specifically, we conjecture that the repeated stimuli contract in duration as a result of increased predictability; these duration contractions, we suggest, result from decreased neural response amplitude with repetition, known as repetition suppression.Participants viewed trials consisting of lines presented at a particular orientation (standard stimuli followed by a line presented at a different orientation (oddball stimulus. We found that the size of the oddball effect correlates with the number of repetitions of the standard stimulus as well as the amount of deviance from the oddball stimulus; both of these results are consistent with a repetition suppression hypothesis. Further, we find that the temporal oddball effect is sensitive to experimental context--that is, the size of the oddball effect for a particular experimental trial is influenced by the range of duration distortions seen in preceding trials.Our data suggest that the repetition-related duration contractions causing the oddball effect are a result of neural repetition suppression. More generally, subjective duration may reflect the prediction error associated with a stimulus and, consequently, the efficiency of encoding that stimulus. Additionally, we emphasize that experimental context effects need to be taken into consideration when designing duration-related tasks.

Developing Project Duration Models in Software Engineering

Institute of Scientific and Technical Information of China (English)

Pierre Bourque; Serge Oligny; Alain Abran; Bertrand Fournier

2007-01-01

Based on the empirical analysis of data contained in the International Software Benchmarking Standards Group(ISBSG) repository, this paper presents software engineering project duration models based on project effort. Duration models are built for the entire dataset and for subsets of projects developed for personal computer, mid-range and mainframeplatforms. Duration models are also constructed for projects requiring fewer than 400 person-hours of effort and for projectsre quiring more than 400 person-hours of effort. The usefulness of adding the maximum number of assigned resources as asecond independent variable to explain duration is also analyzed. The opportunity to build duration models directly fromproject functional size in function points is investigated as well.

Duration Adaptation Occurs Across the Sub- and Supra-Second Systems.

Science.gov (United States)

Shima, Shuhei; Murai, Yuki; Hashimoto, Yuki; Yotsumoto, Yuko

2016-01-01

After repetitive exposure to a stimulus of relatively short duration, a subsequent stimulus of long duration is perceived as being even longer, and after repetitive exposure to a stimulus of relatively long duration, a subsequent stimulus of short duration is perceived as being even shorter. This phenomenon is called duration adaptation, and has been reported only for sub-second durations. We examined whether duration adaptation also occurs for supra-second durations (Experiment 1) and whether duration adaptation occurs across sub- and supra-second durations (Experiment 2). Duration adaptation occurred not only for sub-second durations, but also for supra-second durations and across sub- and supra-second durations. These results suggest that duration adaptation involves an interval-independent system or two functionally related systems that are associated with both the sub- and supra-second durations.

Factors affecting the success of weaning in patients with chronic obstructive pulmonary disease

Directory of Open Access Journals (Sweden)

Turgut Teke

2011-09-01

Full Text Available Objectives: Weaning failure rate was higher in patients with chronic obstructive pulmonary disease (COPD and many factors affect it. The aim of this study was to investigate the factors affecting the success of weaning in COPD patients receiving invasive mechanical ventilation (IMV.Materials and methods: Totally 43 COPD patients who received IMV in intensive care unit were included. Clinical and laboratory results and Acute Physiology Assessment and Chronic Health Evaluation (APACHE II scores were recorded and affecting factors on weaning success were investigated.Results: In 43 patients, 25 had successful weaning (58.1%. Patients with high APACHE II score prior to intubation was found as associated with weaning failure. High Glasgow coma scale (GCS scores before entubation and weaning are associated with weaning success. Pre-weaning anxiety, positive endotracheal aspirate culture, pulmonary arterial pressure value, enteral feeding, pre-weaning tachycardia, pre-weaning cuff leaking and FiO2 values were found to be associated with weaning failure. Pre-weaning cortisol levels were associated with weaning success. In successful weaning group, measured NIF and VT in spontaneous mode were found as higher and f/VT ratio was lower compared with unsuccessful group. T-tube during the 15th and 30th minutes of the symptoms of fatigue (sweating assets were associated with weaning failure. IMV duration and longer extubation duration of weaning, and more number of t-tube insertion attempts were found as associated with failure of weaning.Conclusions: Infection in patients with COPD, the presence of anxiety, and hemodynamic and respiratory instability significantly increases the weaning failure.

Satellite-Based Sunshine Duration for Europe

Directory of Open Access Journals (Sweden)

Bodo Ahrens

2013-06-01

Full Text Available In this study, two different methods were applied to derive daily and monthly sunshine duration based on high-resolution satellite products provided by the European Organisation for the Exploitation of Meteorological Satellites (EUMETSAT Satellite Application Facility on Climate Monitoring using data from Meteosat Second Generation (MSG SEVIRI (Spinning Enhanced Visible and Infrared Imager. The satellite products were either hourly cloud type or hourly surface incoming direct radiation. The satellite sunshine duration estimates were not found to be significantly different using the native 15-minute temporal resolution of SEVIRI. The satellite-based sunshine duration products give additional spatial information over the European continent compared with equivalent in situ-based products. An evaluation of the satellite sunshine duration by product intercomparison and against station measurements was carried out to determine their accuracy. The satellite data were found to be within ±1 h/day compared to high-quality Baseline Surface Radiation Network or surface synoptic observations (SYNOP station measurements. The satellite-based products differ more over the oceans than over land, mainly because of the treatment of fractional clouds in the cloud type-based sunshine duration product. This paper presents the methods used to derive the satellite sunshine duration products and the performance of the different retrievals. The main benefits and disadvantages compared to station-based products are also discussed.

Collective behaviors of book holding durations

Science.gov (United States)

Li, Ren-De; Guo, Qiang; Han, Jing-Ti; Liu, Jian-Guo

2016-10-01

Duration can directly reflect the collective reading behaviors of library user book holding. In this paper, by introducing the burstiness and memory coefficients, we empirically investigate the collective book holding behavior of three university libraries. The statistical results show that there are similar properties among the students with different backgrounds, presenting the burstiness = - 0.2 and memory = 0.5 for three datasets, which indicates that memory and random effects coexist in student book holding durations. In addition, we analyze the behavior patterns without duplicate durations by merging a series of books borrowed and returned at the same time. The results show the average burstiness B increases to -0.16 and memory M drops to 0.16 for three datasets, which indicates that both duplicate behavior and student's preference affect the memory effect. Furthermore, we present a model which assumes student's next book holding duration follows the previous one with probability p, and with probability 1 - p, the student would hold the book independently. The experimental results show that the presented model can reproduce the burstiness and memory effect of student book holding durations when p = 0.5 for empirical datasets and p = 0.2 for de-duplicate datasets, which indicate that the student's preferential holding behavior occurs with the probability p. This work helps in deeply understanding the regularity of duration-based human behaviors.

Flexibility in the duration of parental care: Female leopards prioritise cub survival over reproductive output.

Science.gov (United States)

Balme, Guy A; Robinson, Hugh S; Pitman, Ross T; Hunter, Luke T B

2017-09-01

Deciding when to terminate care of offspring is a key consideration for parents. Prolonging care may increase fitness of current offspring, but it can also reduce opportunities for future reproduction. Despite its evolutionary importance, few studies have explored the optimal duration of parental care, particularly among large carnivores. We used a 40-year dataset to assess the trade-offs associated with the length of maternal care in leopards in the Sabi Sand Game Reserve, South Africa. We compared the costs imposed by care on the survival and residual reproductive value of leopard mothers against the benefits derived from maternal care in terms of increased offspring survival, recruitment and reproduction. We also examined the demographic and ecological factors affecting the duration of care in the light of five explanatory hypotheses: litter size, sex allocation, resource limitation, timing of independence and terminal investment. Duration of care exhibited by female leopards varied markedly, from 9 to 35 months. Mothers did not appear to suffer any short- or long-term survival costs from caring for cubs, but extending care reduced the number of litters that mothers could produce during their lifetimes. Interestingly, the duration of care did not appear to affect the post-independence survival or reproductive success of offspring (although it may have indirectly affected offspring survival by influencing dispersal distance). However, results from generalised linear mixed models showed that mothers prolonged care during periods of prey scarcity, supporting the resource limitation hypothesis. Female leopards also cared for sons longer than daughters, in line with the sex-allocation hypothesis. Cub survival is an important determinant of the lifetime reproductive success in leopards. By buffering offspring against environmental perturbation without jeopardising their own survivorship, female leopards apparently "hedge their bets" with current offspring rather than

Development and comparison of different intensity duration ...

African Journals Online (AJOL)

Nigerian Journal of Technology ... Microsoft Excel software was used to develop exponential, logarithmic and power intensity-duration-frequency models for return period (T) of duration-frequency models for return period (T) of between 2 years and 100 years using rainfall intensity data for durations of 2, 5, 10, 15, 30, 60, ...

A simple analytical infiltration model for short-duration rainfall

Science.gov (United States)

Wang, Kaiwen; Yang, Xiaohua; Liu, Xiaomang; Liu, Changming

2017-12-01

Many infiltration models have been proposed to simulate infiltration process. Different initial soil conditions and non-uniform initial water content can lead to infiltration simulation errors, especially for short-duration rainfall (SHR). Few infiltration models are specifically derived to eliminate the errors caused by the complex initial soil conditions. We present a simple analytical infiltration model for SHR infiltration simulation, i.e., Short-duration Infiltration Process model (SHIP model). The infiltration simulated by 5 models (i.e., SHIP (high) model, SHIP (middle) model, SHIP (low) model, Philip model and Parlange model) were compared based on numerical experiments and soil column experiments. In numerical experiments, SHIP (middle) and Parlange models had robust solutions for SHR infiltration simulation of 12 typical soils under different initial soil conditions. The absolute values of percent bias were less than 12% and the values of Nash and Sutcliffe efficiency were greater than 0.83. Additionally, in soil column experiments, infiltration rate fluctuated in a range because of non-uniform initial water content. SHIP (high) and SHIP (low) models can simulate an infiltration range, which successfully covered the fluctuation range of the observed infiltration rate. According to the robustness of solutions and the coverage of fluctuation range of infiltration rate, SHIP model can be integrated into hydrologic models to simulate SHR infiltration process and benefit the flood forecast.

A Psychiatric Formulary for Long-Duration Spaceflight.

Science.gov (United States)

Friedman, Eric; Bui, Brian

2017-11-01

Behavioral health is essential for the safety, well-being, and performance of crewmembers in both human spaceflight and Antarctic exploration. Over the past five decades, psychiatric issues have been documented in orbital spaceflight. In Antarctica, literature suggests up to 5% of wintering crewmembers could meet criteria for a psychiatric illness, including mood disorders, stressor-related disorders, sleep-wake disorders, and substance-related disorders. Experience from these settings indicates that psychiatric disorders on deep space missions must be anticipated. An important part of planning for the psychological health of crewmembers is the onboard provision of psychotropic drugs. These medications have been available on orbital missions. A greater variety and supply of these drugs exist at Antarctic facilities. The size and diversity of a deep space psychiatric formulary will be greater than that provided on orbital missions. Drugs to be provisioned include anxiolytics, antidepressants, mood stabilizers, antipsychotics, and hypnotics. Each drug category should include different medications, providing diverse pharmacokinetic, pharmacodynamic, and side effect profiles. The formulary itself should be rigorously controlled, given the abuse potential of some medications. In-flight treatment strategies could include psychological monitoring of well-being and early intervention for significant symptoms. Psychiatric emergencies would be treated aggressively with behavioral and pharmacological interventions to de-escalate potentially hazardous situations. On long-duration space missions, a robust psychiatric formulary could provide crewmembers autonomy and flexibility in treating a range of behavioral issues from depression to acute psychosis. This will contribute to the safety, health, and performance of crewmembers, and to mission success.Friedman E, Bui B. A psychiatric formulary for long-duration spaceflight. Aerosp Med Hum Perform. 2017; 88(11):1024-1033.

Sleep Duration and Area-Level Deprivation in Twins.

Science.gov (United States)

Watson, Nathaniel F; Horn, Erin; Duncan, Glen E; Buchwald, Dedra; Vitiello, Michael V; Turkheimer, Eric

2016-01-01

We used quantitative genetic models to assess whether area-level deprivation as indicated by the Singh Index predicts shorter sleep duration and modifies its underlying genetic and environmental contributions. Participants were 4,218 adult twin pairs (2,377 monozygotic and 1,841 dizygotic) from the University of Washington Twin Registry. Participants self-reported habitual sleep duration. The Singh Index was determined by linking geocoding addresses to 17 indicators at the census-tract level using data from Census of Washington State and Census Tract Cartographic Boundary Files from 2000 and 2010. Data were analyzed using univariate and bivariate genetic decomposition and quantitative genetic interaction models that assessed A (additive genetics), C (common environment), and E (unique environment) main effects of the Singh Index on sleep duration and allowed the magnitude of residual ACE variance components in sleep duration to vary with the Index. The sample had a mean age of 38.2 y (standard deviation [SD] = 18), and was predominantly female (62%) and Caucasian (91%). Mean sleep duration was 7.38 h (SD = 1.20) and the mean Singh Index score was 0.00 (SD = 0.89). The heritability of sleep duration was 39% and the Singh Index was 12%. The uncontrolled phenotypic regression of sleep duration on the Singh Index showed a significant negative relationship between area-level deprivation and sleep length (b = -0.080, P sleep duration. For the quasi-causal bivariate model, there was a significant main effect of E (b(0E) = -0.063; standard error [SE] = 0.30; P sleep duration were significant for both A (b(0Au) = 0.734; SE = 0.020; P deprivation has a quasi-causal association with sleep duration, with greater deprivation being related to shorter sleep. As area-level deprivation increases, unique genetic and nonshared environmental residual variance in sleep duration increases. © 2016 Associated Professional Sleep Societies, LLC.

Sleep Duration and Area-Level Deprivation in Twins

Science.gov (United States)

Watson, Nathaniel F.; Horn, Erin; Duncan, Glen E.; Buchwald, Dedra; Vitiello, Michael V.; Turkheimer, Eric

2016-01-01

Study Objectives: We used quantitative genetic models to assess whether area-level deprivation as indicated by the Singh Index predicts shorter sleep duration and modifies its underlying genetic and environmental contributions. Methods: Participants were 4,218 adult twin pairs (2,377 monozygotic and 1,841 dizygotic) from the University of Washington Twin Registry. Participants self-reported habitual sleep duration. The Singh Index was determined by linking geocoding addresses to 17 indicators at the census-tract level using data from Census of Washington State and Census Tract Cartographic Boundary Files from 2000 and 2010. Data were analyzed using univariate and bivariate genetic decomposition and quantitative genetic interaction models that assessed A (additive genetics), C (common environment), and E (unique environment) main effects of the Singh Index on sleep duration and allowed the magnitude of residual ACE variance components in sleep duration to vary with the Index. Results: The sample had a mean age of 38.2 y (standard deviation [SD] = 18), and was predominantly female (62%) and Caucasian (91%). Mean sleep duration was 7.38 h (SD = 1.20) and the mean Singh Index score was 0.00 (SD = 0.89). The heritability of sleep duration was 39% and the Singh Index was 12%. The uncontrolled phenotypic regression of sleep duration on the Singh Index showed a significant negative relationship between area-level deprivation and sleep length (b = −0.080, P sleep duration. For the quasi-causal bivariate model, there was a significant main effect of E (b0E = −0.063; standard error [SE] = 0.30; P sleep duration were significant for both A (b0Au = 0.734; SE = 0.020; P sleep duration, with greater deprivation being related to shorter sleep. As area-level deprivation increases, unique genetic and nonshared environmental residual variance in sleep duration increases. Citation: Watson NF, Horn E, Duncan GE, Buchwald D, Vitiello MV, Turkheimer E. Sleep duration and area

Estimating New Product Success with the Use of Intelligent Systems

Directory of Open Access Journals (Sweden)

Relich Marcin

2014-12-01

Full Text Available The paper presents identifying success factors in new product development and selecting new product portfolio. The critical success factors are identified on the basis of an enterprise system, including the fields of project management, marketing and customer’s comments concerning the previous products. The model of measuring the success of a product includes the indicators such as duration and cost of product development, and net profit from a product. The proposed methodology is based on identification of the relationships between product success and project environment parameters with the use of artificial neural networks and fuzzy neural system that is compared with the results from linear model. The presented method contains the stages of knowledge discovery process such as data selection, data preprocessing, and data mining in the context of an enterprise resource planning system database. The illustrative example enhances a performance comparison of intelligent systems in the context of data preprocessing.

Unemployment Duration over the Business Cycle

DEFF Research Database (Denmark)

Rosholm, Michael

1996-01-01

In this paper I study the way in which individual unemployment durations vary over the business cycle, as measured by the aggregate unemployment rate. I decompose the cyclical variations in observed unemployment durations into a composition al and a general part. The compositional part consists...

Sociosexuality, Morningness–Eveningness, and Sleep Duration

Directory of Open Access Journals (Sweden)

Christoph Randler

2016-01-01

Full Text Available Morningness–eveningness is the preference for different times of day for activity and sleep. Here, we addressed the effects of sleep behavior and morningness–eveningness on sociosexuality. Three hundred students (M age = 22.75 years, with 95% between 18 and 28 participated online, answering questions about morningness–eveningness (rMEQ [Reduced Morningness–Eveningness Questionnaire], midpoint of sleep on free days (MSF, sleep duration, and the Sociosexuality Orientation Inventory–Revised (SOI-R. The SOI-R contains three subscales, Behavior, Attitude, and Desire. Evening orientation and short sleep duration were related to a higher total SOI-R and to the three subscales. Based on the linear models, the strongest effect on sociosexuality was produced by gender (27% explained variance while age accounted for 6% of variance. Nonadditive variance explained by sleep–wake behavior was 7% (MSF, 4% (sleep duration, and 4% (rMEQ scores; 3% rMEQ-based typology. Older age was related to less-restricted sociosexuality, and men were less restricted than women in Attitude and Desire. Sleep duration and rMEQ scores were associated with Attitude and Desire; but only MSF was significantly related to Behavior. The data show that sleep–wake variables are associated with sociosexuality, with evening orientation and shorter sleep duration being related to a less-restricted sociosexuality.

Integrated photooxidative-extractive desulfurization system for fuel oil using Cu, Fe and Cu-Fe/TiO2 and eutectic based ionic liquids: Effect of calcination temperature and duration

Science.gov (United States)

Zaid, Hayyiratul Fatimah Mohd; Kait, Chong Fai; Mutalib, Mohamed Ibrahim Abdul

2014-10-01

Photocatalyts TiO2 doped with Cu, Fe and Cu-Fe metal at different calcination temperature and duration were successfully prepared and characterized. Photocatalytic oxidative desulfurization of model oil containing dibenzothiophene as the sulfur compound (100 ppm) using the prepared photocatalyst was investigated. The photocatalyst calcined at 500°C and duration of 1 h showed the best performance.

Management of refractory trigeminal neuralgia using extended duration pulsed radiofrequency application.

Science.gov (United States)

Thapa, Deepak; Ahuja, Vanita; Dass, Christopher; Verma, Parul

2015-01-01

Trigeminal neuralgia (TN) produces incapacitating facial pain that reduces quality of life in patients. Thermal radiofrequency (RF) ablation of gasserian ganglion (GG) is associated with masseter weakness and unpleasant sensations along the distribution of the ablated nerve. Pulsed radiofrequency (PRF) of GG has minimal side effects but literature is inconclusive regarding its benefit in refractory TN. Increasing the duration of PRF application to 6 minutes in TN produced encouraging results. PRF application to the saphenous nerve for 8 minutes reported improved pain relief and patient satisfaction. We report successful management of two patients of classic TN, which were refractory to medical management and interventional nerve blocks. The lesion site were confirmed with motor and sensory stimulation through a 22 G, 10 cm RF needle with 5 mm active tip. Both the patients received four cycles of PRF at 42 °C with each cycle of 120 seconds (8 minutes). The visual analogue scale (VAS) in case 1 reduced from pre-block score of 80 to score 10 post-block, while in case 2 the VAS reduced from pre-block score of 85 to score 15 post-block. During follow up both the patients are now pain free with minimal dose of carbamazepine at 12 and 6 months respectively. We used PRF for longer duration (8 minutes) in these patients, which resulted in improved VAS and WHOQOL-BREF score in these patients. PRF of mandibular division of GG for extended duration provided long-term effective pain relief and quality of life in patients of refractory classic TN.

Sleep Duration and Breast Cancer Phenotype

International Nuclear Information System (INIS)

Khawaja, A.; Rao, S.

2013-01-01

Emerging evidence suggests that short sleep is associated with an increased risk of cancer; however, little has been done to study the role of sleep on tumor characteristics. In this study, we evaluated the relationship between sleep duration and tumor phenotype in 972 breast cancer patients. Sleep duration was inversely associated with tumor grade (univariate P= 0.032), particularly in postmenopausal women (univariate P= 0.018). This association did not reach statistical significance after adjustments for age, race, body mass index, hormone replacement therapy use, alcohol consumption, smoking, and physical activity in the entire study sample (P= 0.052), but it remained statistically significant (P= 0.049) among post-menopausal patients. We did not observe a statistically significant association between sleep duration and stage at diagnosis, ER, or HER2 receptor status. These results present a modest association between short duration of sleep and higher grade breast cancer in post-menopausal women. Further work needs to be done to validate these findings.

Goodness-of-fit tests with dependent observations

International Nuclear Information System (INIS)

Chicheportiche, Rémy; Bouchaud, Jean-Philippe

2011-01-01

We revisit the Kolmogorov–Smirnov and Cramér–von Mises goodness-of-fit (GoF) tests and propose a generalization to identically distributed, but dependent univariate random variables. We show that the dependence leads to a reduction of the 'effective' number of independent observations. The generalized GoF tests are not distribution-free but rather depend on all the lagged bivariate copulas. These objects, that we call 'self-copulas', encode all the non-linear temporal dependences. We introduce a specific, log-normal model for these self-copulas, for which a number of analytical results are derived. An application to financial time series is provided. As is well known, the dependence is to be long-ranged in this case, a finding that we confirm using self-copulas. As a consequence, the acceptance rates for GoF tests are substantially higher than if the returns were iid random variables

Effects of pulse duration on magnetostimulation thresholds

Energy Technology Data Exchange (ETDEWEB)

Saritas, Emine U., E-mail: saritas@ee.bilkent.edu.tr [Department of Bioengineering, University of California, Berkeley, Berkeley, California 94720-1762 (United States); Department of Electrical and Electronics Engineering, Bilkent University, Bilkent, Ankara 06800 (Turkey); National Magnetic Resonance Research Center (UMRAM), Bilkent University, Bilkent, Ankara 06800 (Turkey); Goodwill, Patrick W. [Department of Bioengineering, University of California, Berkeley, Berkeley, California 94720-1762 (United States); Conolly, Steven M. [Department of Bioengineering, University of California, Berkeley, Berkeley, California 94720-1762 (United States); Department of EECS, University of California, Berkeley, California 94720-1762 (United States)

2015-06-15

Purpose: Medical imaging techniques such as magnetic resonance imaging and magnetic particle imaging (MPI) utilize time-varying magnetic fields that are subject to magnetostimulation limits, which often limit the speed of the imaging process. Various human-subject experiments have studied the amplitude and frequency dependence of these thresholds for gradient or homogeneous magnetic fields. Another contributing factor was shown to be number of cycles in a magnetic pulse, where the thresholds decreased with longer pulses. The latter result was demonstrated on two subjects only, at a single frequency of 1.27 kHz. Hence, whether the observed effect was due to the number of cycles or due to the pulse duration was not specified. In addition, a gradient-type field was utilized; hence, whether the same phenomenon applies to homogeneous magnetic fields remained unknown. Here, the authors investigate the pulse duration dependence of magnetostimulation limits for a 20-fold range of frequencies using homogeneous magnetic fields, such as the ones used for the drive field in MPI. Methods: Magnetostimulation thresholds were measured in the arms of six healthy subjects (age: 27 ± 5 yr). Each experiment comprised testing the thresholds at eight different pulse durations between 2 and 125 ms at a single frequency, which took approximately 30–40 min/subject. A total of 34 experiments were performed at three different frequencies: 1.2, 5.7, and 25.5 kHz. A solenoid coil providing homogeneous magnetic field was used to induce stimulation, and the field amplitude was measured in real time. A pre-emphasis based pulse shaping method was employed to accurately control the pulse durations. Subjects reported stimulation via a mouse click whenever they felt a twitching/tingling sensation. A sigmoid function was fitted to the subject responses to find the threshold at a specific frequency and duration, and the whole procedure was repeated at all relevant frequencies and pulse durations

Effects of pulse duration on magnetostimulation thresholds

International Nuclear Information System (INIS)

Saritas, Emine U.; Goodwill, Patrick W.; Conolly, Steven M.

2015-01-01

Purpose: Medical imaging techniques such as magnetic resonance imaging and magnetic particle imaging (MPI) utilize time-varying magnetic fields that are subject to magnetostimulation limits, which often limit the speed of the imaging process. Various human-subject experiments have studied the amplitude and frequency dependence of these thresholds for gradient or homogeneous magnetic fields. Another contributing factor was shown to be number of cycles in a magnetic pulse, where the thresholds decreased with longer pulses. The latter result was demonstrated on two subjects only, at a single frequency of 1.27 kHz. Hence, whether the observed effect was due to the number of cycles or due to the pulse duration was not specified. In addition, a gradient-type field was utilized; hence, whether the same phenomenon applies to homogeneous magnetic fields remained unknown. Here, the authors investigate the pulse duration dependence of magnetostimulation limits for a 20-fold range of frequencies using homogeneous magnetic fields, such as the ones used for the drive field in MPI. Methods: Magnetostimulation thresholds were measured in the arms of six healthy subjects (age: 27 ± 5 yr). Each experiment comprised testing the thresholds at eight different pulse durations between 2 and 125 ms at a single frequency, which took approximately 30–40 min/subject. A total of 34 experiments were performed at three different frequencies: 1.2, 5.7, and 25.5 kHz. A solenoid coil providing homogeneous magnetic field was used to induce stimulation, and the field amplitude was measured in real time. A pre-emphasis based pulse shaping method was employed to accurately control the pulse durations. Subjects reported stimulation via a mouse click whenever they felt a twitching/tingling sensation. A sigmoid function was fitted to the subject responses to find the threshold at a specific frequency and duration, and the whole procedure was repeated at all relevant frequencies and pulse durations

When Parents Ask ... about Preterm Birth, Breastfeeding Success, Breast Cancer, or Waterbirth.

Science.gov (United States)

Moore, Mary Lou

2003-01-01

IN THIS COLUMN, THE AUTHOR REVIEWS RESEARCH ON FOUR SEPARATE TOPICS: the prevention of preterm birth, the effect of epidurals on breastfeeding success, the possible protective effect of lactation on breast cancer, and laboring in water. In two separate studies-a multisite study in the United States and a second study from Brazil-natural progesterone was shown to significantly reduce the incidence of preterm birth in women at high risk. A third study conducted in the United Kingdom examined the effect of clindamycin on preventing infection that can lead to preterm birth. A group of studies related to lactation found that early breastfeeding was more successful in women who did not have epidural anesthesia. In a Korean study, the lifetime duration of breastfeeding was associated with a significant reduction in breast cancer. Concerning waterbirth, Swiss researchers found that, when a woman labored in water, she regulated both water temperature and bathing duration to ensure that her body temperature and that of the fetus remained within a normal physiological range.

Geostatistical interpolation of available copper in orchard soil as influenced by planting duration.

Science.gov (United States)

Fu, Chuancheng; Zhang, Haibo; Tu, Chen; Li, Lianzhen; Luo, Yongming

2018-01-01

Mapping the spatial distribution of available copper (A-Cu) in orchard soils is important in agriculture and environmental management. However, data on the distribution of A-Cu in orchard soils is usually highly variable and severely skewed due to the continuous input of fungicides. In this study, ordinary kriging combined with planting duration (OK_PD) is proposed as a method for improving the interpolation of soil A-Cu. Four normal distribution transformation methods, namely, the Box-Cox, Johnson, rank order, and normal score methods, were utilized prior to interpolation. A total of 317 soil samples were collected in the orchards of the Northeast Jiaodong Peninsula. Moreover, 1472 orchards were investigated to obtain a map of planting duration using Voronoi tessellations. The soil A-Cu content ranged from 0.09 to 106.05 with a mean of 18.10 mg kg -1 , reflecting the high availability of Cu in the soils. Soil A-Cu concentrations exhibited a moderate spatial dependency and increased significantly with increasing planting duration. All the normal transformation methods successfully decreased the skewness and kurtosis of the soil A-Cu and the associated residuals, and also computed more robust variograms. OK_PD could generate better spatial prediction accuracy than ordinary kriging (OK) for all transformation methods tested, and it also provided a more detailed map of soil A-Cu. Normal score transformation produced satisfactory accuracy and showed an advantage in ameliorating smoothing effect derived from the interpolation methods. Thus, normal score transformation prior to kriging combined with planting duration (NSOK_PD) is recommended for the interpolation of soil A-Cu in this area.

Type III Radio Burst Duration and SEP Events

Science.gov (United States)

Gopalswamy, N.; Makela, P.; Xie, H.

2010-01-01

Long-duration (>15 min), low-frequency (25 MeV. The 1-MHz duration of the type III burst (28 rein) is near the median value of type III durations found for gradual SEP events and ground level enhancement (GLE) events. Yet, there was no sign of SEP events. On the other hand, two other type III bursts from the same active region had similar duration but accompanied by WAVES type 11 bursts; these bursts were also accompanied by SEP events detected by SOHO/ERNE. This study suggests that the type III burst duration may not be a good indicator of an SEP event, consistent with the statistical study of Cliver and Ling (2009, ApJ ).

Dynamic Dependence and Diversification in Corporate Credit

DEFF Research Database (Denmark)

Christoffersen, Peter; Jacobs, Kris; Jin, Xisong

2018-01-01

We characterize dependence in corporate credit and equity returns for 215 firms using a new class of large-scale dynamic copula models. Copula dependence and especially tail dependence are highly variable and persistent, increase significantly in the financial crisis, and have remained high since...

Duration of patients’ visits to the hospital emergency department

Directory of Open Access Journals (Sweden)

Karaca Zeynal

2012-11-01

Full Text Available Abstract Background Length of stay is an important indicator of quality of care in Emergency Departments (ED. This study explores the duration of patients’ visits to the ED for which they are treated and released (T&R. Methods Retrospective data analysis and multivariate regression analysis were conducted to investigate the duration of T&R ED visits. Duration for each visit was computed by taking the difference between admission and discharge times. The Healthcare Cost and Utilization Project (HCUP State Emergency Department Databases (SEDD for 2008 were used in the analysis. Results The mean duration of T&R ED visit was 195.7 minutes. The average duration of ED visits increased from 8 a.m. until noon, then decreased until midnight at which we observed an approximately 70-minute spike in average duration. We found a substantial difference in mean duration of ED visits (over 90 minutes between Mondays and other weekdays during the transition time from the evening of the day before to the early morning hours. Black / African American patients had a 21.4-minute longer mean duration of visits compared to white patients. The mean duration of visits at teaching hospitals was substantially longer than at non-teaching hospitals (243.8 versus 175.6 minutes. Hospitals with large bed size were associated with longer duration of visits (222.2 minutes when compared to hospitals with small bed size (172.4 minutes or those with medium bed size (166.5 minutes. The risk-adjusted results show that mean duration of visits on Mondays are longer by about 4 and 9 percents when compared to mean duration of visits on non-Monday workdays and weekends, respectively. Conclusions The duration of T&R ED visits varied significantly by admission hour, day of the week, patient volume, patient characteristics, hospital characteristics and area characteristics.

Association between QRS duration and obstructive sleep apnea.

Science.gov (United States)

Gupta, Shuchita; Cepeda-Valery, Beatriz; Romero-Corral, Abel; Shamsuzzaman, Abu; Somers, Virend K; Pressman, Gregg S

2012-12-15

Both obstructive sleep apnea (OSA) and prolonged QRS duration are associated with hypertension, heart failure, and sudden cardiac death. However, possible links between QRS duration and OSA have not been explored. Cross-sectional study of 221 patients who underwent polysomnography at our center. Demographics, cardiovascular risk factors and ECG were collected to explore a relationship between OSA and QRS duration. The apnea-hypopnea index (AHI) was positively correlated with QRS duration (r = 0.141, p = 0.03). Patients were divided into 3 groups: AHI 30 (55). The mean QRS duration prolonged significantly as OSA worsened (AHI 30, 95 ± 19.9 ms, p = 0.001). QRS ≥ 100 ms was present in 12.7% of patients with severe OSA compared with 0% in the rest of the sample (p < 0.0001). After adjustment for age, race, and cardiovascular risk factors, this association remained significant in women but not in men. QRS duration and OSA were significantly associated. Severity of OSA independently predicted prolonged QRS in women but not men. Nevertheless, prolongation of QRS duration in either sex may potentiate arrhythmic risks associated with OSA.

Sleep Duration and Depressive Symptoms: A Gene-Environment Interaction

Science.gov (United States)

Watson, Nathaniel F.; Harden, Kathryn Paige; Buchwald, Dedra; Vitiello, Michael V.; Pack, Allan I.; Strachan, Eric; Goldberg, Jack

2014-01-01

Objective: We used quantitative genetic models to assess whether sleep duration modifies genetic and environmental influences on depressive symptoms. Method: Participants were 1,788 adult twins from 894 same-sex twin pairs (192 male and 412 female monozygotic [MZ] pairs, and 81 male and 209 female dizygotic [DZ] pairs] from the University of Washington Twin Registry. Participants self-reported habitual sleep duration and depressive symptoms. Data were analyzed using quantitative genetic interaction models, which allowed the magnitude of additive genetic, shared environmental, and non-shared environmental influences on depressive symptoms to vary with sleep duration. Results: Within MZ twin pairs, the twin who reported longer sleep duration reported fewer depressive symptoms (ec = -0.17, SE = 0.06, P sleep duration interaction effect on depressive symptoms (a'c = 0.23, SE = 0.08, P sleep duration and depressive symptoms. Among individuals with sleep duration within the normal range (7-8.9 h/night), the total heritability (h2) of depressive symptoms was approximately 27%. However, among individuals with sleep duration within the low (sleep duration extremes (5 h/night: h2 = 53%; 10 h/night: h2 = 49%). Conclusion: Genetic contributions to depressive symptoms increase at both short and long sleep durations. Citation: Watson NF; Harden KP; Buchwald D; Vitiello MV; Pack AI; Stachan E; Goldberg J. Sleep duration and depressive symptoms: a gene-environment interaction. SLEEP 2014;37(2):351-358. PMID:24497663

Symmetric co-movement between Malaysia and Japan stock markets

Science.gov (United States)

Razak, Ruzanna Ab; Ismail, Noriszura

2017-04-01

The copula approach is a flexible tool known to capture linear, nonlinear, symmetric and asymmetric dependence between two or more random variables. It is often used as a co-movement measure between stock market returns. The information obtained from copulas such as the level of association of financial market during normal and bullish and bearish markets phases are useful for investment strategies and risk management. However, the study of co-movement between Malaysia and Japan markets are limited, especially using copulas. Hence, we aim to investigate the dependence structure between Malaysia and Japan capital markets for the period spanning from 2000 to 2012. In this study, we showed that the bivariate normal distribution is not suitable as the bivariate distribution or to present the dependence between Malaysia and Japan markets. Instead, Gaussian or normal copula was found a good fit to represent the dependence. From our findings, it can be concluded that simple distribution fitting such as bivariate normal distribution does not suit financial time series data, whose characteristics are often leptokurtic. The nature of the data is treated by ARMA-GARCH with heavy tail distributions and these can be associated with copula functions. Regarding the dependence structure between Malaysia and Japan markets, the findings suggest that both markets co-move concurrently during normal periods.

duration diabetes mellitus

African Journals Online (AJOL)

... group, type of diabetes, age of onset and duration of diabetes), presence of retinopathy, markers of nephropathy and biochemical variables. ... type 2 diabetes and for each ethnic group. Results. ... time of diabetes diagnosis in blacks than Indians. In the type ... countries, minority groups and disadvantaged communities in.

Adaptation to an Illusory Duration: Nothing Like the Real Thing?

Directory of Open Access Journals (Sweden)

John Hotchkiss

2012-05-01

Full Text Available Recent work has shown that adapting to a visual or auditory stimulus of a particular duration leads to a repulsive distortion of the perceived duration of a subsequently presented test stimulus. This distortion seems to be modality-specific and manifests itself as an expansion or contraction of perceived duration dependent upon whether the test stimulus is longer or shorter than the adapted duration. It has been shown (Berger et al 2003, Journal of Vision 3, 406–412 that perceived events can be as effective as actual events in inducing improvements in performance. In light of this, we investigated whether an illusory visual duration was capable of inducing a duration after-effect in a visual test stimulus that was actually no different in duration from the adaptor. Pairing a visual stimulus with a concurrent auditory stimulus of subtly longer or shorter duration expands or contracts the duration of the visual stimulus. We mapped out this effect and then chose two auditory durations (one long, one short that produced the maximum distortion in the perceived duration of the visual stimulus. After adapting to this bimodal stimulus, our participants were asked to reproduce a visual duration. Group data showed that participants, on average, reproduced the physical duration of the visual test stimulus accurately; in other words, there was no consistent effect of adaptation to an illusory duration.

Dependence of Optical Properties of SEL-Deposited Silver Gallium Selenide Thin Films on the On-Line Growth Parameter: Annealing Duration

International Nuclear Information System (INIS)

Bhuiyan, M.R.A.; Firoz Hasan, S.M.

2005-01-01

Silver gallium selenide (AGS) composite thin films were formed onto ultrasonically and chemically cleaned glass substrates by successive on-line thermal evaporation of individual elements and post-deposition annealing at 300 0 C for various durations in vacuum. The annealing duration was varied between 5 and 20 minutes. The structural and optical properties of the films were ascertained by x-ray diffraction (XRD) and uv-vis-nir spectrophotometry (photon wavelength ranging between 300 and 2500 nm), respectively. The diffractogram indicated that these films were polycrystalline in nature having tetragonal structure with lattice parameters, a ∼ 6.0034 A and c ∼ 10.9165 A. The optical transmittance and reflectance were utilized to compute the absorption coefficient, refractive index and energy gap of the films. Dependence of the optical and structural properties of the films on various annealing durations has been analyzed. The nature of the optical transitions has been direct allowed with band gap energies ranging between 1.713 and 1.757 eV and refractive indices between 1.596 and 3.351 depending on photon energy as well as annealing duration. (authors)

On the Limitation of Warranty Duration.

OpenAIRE

Emons, Winand

1989-01-01

This paper analyzes the frequently-observed phenomenon that firms offer product warranties that are of much shorter duration than the life expectancy of these products. It is shown that competitive equilibria may entail limitation of warranty duration if firms face adverse selection problems with respect to different consumers. Copyright 1989 by Blackwell Publishing Ltd.

Earth-Space Links and Fade-Duration Statistics

Science.gov (United States)

Davarian, Faramaz

1996-01-01

In recent years, fade-duration statistics have been the subject of several experimental investigations. A good knowledge of the fade-duration distribution is important for the assessment of a satellite communication system's channel dynamics: What is a typical link outage duration? How often do link outages exceeding a given duration occur? Unfortunately there is yet no model that can universally answer the above questions. The available field measurements mainly come from temperate climatic zones and only from a few sites. Furthermore, the available statistics are also limited in the choice of frequency and path elevation angle. Yet, much can be learned from the available information. For example, we now know that the fade-duration distribution is approximately lognormal. Under certain conditions, we can even determine the median and other percentiles of the distribution. This paper reviews the available data obtained by several experimenters in different parts of the world. Areas of emphasis are mobile and fixed satellite links. Fades in mobile links are due to roadside-tree shadowing, whereas fades in fixed links are due to rain attenuation.

Strong motion duration and earthquake magnitude relationships

International Nuclear Information System (INIS)

Salmon, M.W.; Short, S.A.; Kennedy, R.P.

1992-06-01

Earthquake duration is the total time of ground shaking from the arrival of seismic waves until the return to ambient conditions. Much of this time is at relatively low shaking levels which have little effect on seismic structural response and on earthquake damage potential. As a result, a parameter termed ''strong motion duration'' has been defined by a number of investigators to be used for the purpose of evaluating seismic response and assessing the potential for structural damage due to earthquakes. This report presents methods for determining strong motion duration and a time history envelope function appropriate for various evaluation purposes, for earthquake magnitude and distance, and for site soil properties. There are numerous definitions of strong motion duration. For most of these definitions, empirical studies have been completed which relate duration to earthquake magnitude and distance and to site soil properties. Each of these definitions recognizes that only the portion of an earthquake record which has sufficiently high acceleration amplitude, energy content, or some other parameters significantly affects seismic response. Studies have been performed which indicate that the portion of an earthquake record in which the power (average rate of energy input) is maximum correlates most closely with potential damage to stiff nuclear power plant structures. Hence, this report will concentrate on energy based strong motion duration definitions

Call Duration Characteristics based on Customers Location

Directory of Open Access Journals (Sweden)

Žvinys Karolis

2014-05-01

Full Text Available Nowadays a lot of different researches are performed based on call duration distributions (CDD analysis. However, the majority of studies are linked with social relationships between the people. Therefore the scarcity of information, how the call duration is associated with a user's location, is appreciable. The goal of this paper is to reveal the ties between user's voice call duration and the location of call. For this reason we analyzed more than 5 million calls from real mobile network, which were made over the base stations located in rural areas, roads, small towns, business and entertainment centers, residential districts. According to these site types CDD’s and characteristic features for call durations are given and discussed. Submitted analysis presents the users habits and behavior as a group (not an individual. The research showed that CDD’s of customers being them in different locations are not equal. It has been found that users at entertainment, business centers are tend to talk much shortly, than people being at home. Even more CDD can be distorted strongly, when machinery calls are evaluated. Hence to apply a common CDD for a whole network it is not recommended. The study also deals with specific parameters of call duration for distinguished user groups, the influence of network technology for call duration is considered.

The Frequency and Duration of Uterine Contractions during Labour

African Journals Online (AJOL)

1974-04-17

Apr 17, 1974 ... n-e;.l. Fig. 12. Indian primigravidas: duration of contractions. Fig. 11. Indian multiparas: duration of contractions. Fig. 10. Black primigravidas (all ages): duration of con- tractiom. Indian multiparas: Fig. 11 shows the duration of con- tractions in labour of Indian multiparas studied. Again, the pattern is similar to ...

The relations between the academic success levels of the boys playing basketball and certain variables

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Umut CANLI

2016-06-01

Full Text Available Aim: The aim of this study is to investigate the relation between the academic success levels of the boys playing basketball and certain variables such as age, basketball playing times, the number of the weekly average trainings and motoric skills. Material and Methods: 93 students participated voluntarily in the study from three different sports clubs. The ages in which the participants started basketball varied between 10 and 13, and their durations of weekly trainings differed from each other. The end-of-the-year academic success average points of the participants were considered in determining the academic success levels; and the International Physical Performance Test Profile (IPPTP (Kamar, 2008 was used in measuring the motoric skills. The issue of whether there was a significant difference between the participants was determined by using the SPSS 21.0 Package Program together with the One-Way ANOVA Test. Results: According to the findings, it was determined that there were no relations between the academic success rates and the basketball playing durations, the number of weekly trainings, and their motoric skills (p>0.05. On the other hand, a statistically significant difference was determined between the age variable and the academic success levels (p<0.05. Conclusions: No significant differences were detected between the motoric skills, number of trainings, starting basketball dates and the academic success levels of the sportsmen who receive basic basketball training (which contribute to the development of motoric skills with different numbers of weekly training and with different basketball starting dates; while a negative significance was detected between the age variable and academic success.

The Duration of Motor Responses Evoked with Intracortical Microstimulation in Rats Is Primarily Modulated by Stimulus Amplitude and Train Duration.

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Meghan Watson

Full Text Available Microstimulation of brain tissue plays a key role in a variety of sensory prosthetics, clinical therapies and research applications, however the effects of stimulation parameters on the responses they evoke remain widely unknown. In particular, the effects of parameters when delivered in the form of a stimulus train as opposed to a single pulse are not well understood despite the prevalence of stimulus train use. We aimed to investigate the contribution of each parameter of a stimulus train to the duration of the motor responses they evoke in forelimb muscles. We used constant-current, biphasic, square wave pulse trains in acute terminal experiments under ketamine anaesthesia. Stimulation parameters were systematically tested in a pair-wise fashion in the caudal forelimb region of the motor cortex in 7 Sprague-Dawley rats while motor evoked potential (MEP recordings from the forelimb were used to quantify the influence of each parameter in the train. Stimulus amplitude and train duration were shown to be the dominant parameters responsible for increasing the total duration of the MEP, while interphase interval had no effect. Increasing stimulus frequency from 100-200 Hz or pulse duration from 0.18-0.34 ms were also effective methods of extending response durations. Response duration was strongly correlated with peak time and amplitude. Our findings suggest that motor cortex intracortical microstimulations are often conducted at a higher frequency rate and longer train duration than necessary to evoke maximal response duration. We demonstrated that the temporal properties of the evoked response can be both predicted by certain response metrics and modulated via alterations to the stimulation signal parameters.

Mental Summation of Temporal Duration within and across Senses.

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Kohske Takahashi

Full Text Available Perceiving, memorizing, and estimating temporal durations are key cognitive functions in everyday life. In this study, a duration summation paradigm was used to examine whether summation of temporal durations introduces an underestimation or overestimation bias, and whether this bias is common to visual and auditory modalities. Two within- or across-modality stimuli were presented sequentially for variable durations. Participants were asked to reproduce the sum of the two durations (0.6-1.1 s. We found that the sum of two durations was overestimated regardless of stimulus modalities. A subsequent control experiment indicated that the overestimation bias arose from the summation process, not perceptual or memory processes. Furthermore, we observed strong positive correlations between the overestimation bias for different sensory modalities within participants. These results suggest that the sum of two durations is overestimated, and that supra-modal processes may be responsible for this overestimation bias.

On buffer overflow duration in a finite-capacity queueing system with multiple vacation policy

Science.gov (United States)

Kempa, Wojciech M.

2017-12-01

A finite-buffer queueing system with Poisson arrivals and generally distributed processing times, operating under multiple vacation policy, is considered. Each time when the system becomes empty, the service station takes successive independent and identically distributed vacation periods, until, at the completion epoch of one of them, at least one job waiting for service is detected in the buffer. Applying analytical approach based on the idea of embedded Markov chain, integral equations and linear algebra, the compact-form representation for the cumulative distribution function (CDF for short) of the first buffer overflow duration is found. Hence, the formula for the CDF of next such periods is obtained. Moreover, probability distributions of the number of job losses in successive buffer overflow periods are found. The considered queueing system can be efficienly applied in modelling energy saving mechanisms in wireless network communication.

Anatomical success in patients after retinectomy for complex retinal detachment

International Nuclear Information System (INIS)

Mukhtar, A.; Ishaq, M.; Islam, Q.U.

2015-01-01

To evaluate the efficacy of primary and redo retinectomy in eyes with complex retinal detachment. Study Design: Quasi-experimental study. Place and Duration of Study: Armed Forces Institute of Ophthalmology Rawalpindi from Jan 2012 to June 2013. Patients and Methods: Fifty eight eyes (patients) underwent relaxing retinectomies for complex retinal detachment with proliferative vitreoretinopathy or intrinsic retinal shortening. Operative technique included pars plana vitrectomy, proliferative vitreoretinopathy management, use of intraoperative perfluorocarbon liquid, retinectomy, endolaser and intraocular temponade. The main outcome was anatomic success, defined as complete retinal reattachment at four months follow up. Eighteen eyes out of the same primary group underwent second retinectomy because of anatomical failure. Results: Mean age of study population was 53.78 ± 15.11 years, 56.9% of patients were male(s). Anatomic success rate after 1st retinectomy was achieved in 68.96% (40 eyes out of 58). In eighteen eyes that underwent 2nd retinectomy, anatomic success rate was 72.22% (13 eyes out of 18). Overall success rate was 91.3% (53 eyes out of 58) in our study. Conclusions: Relaxing retinectomies for retinal shortening can improve the anatomical success rate in patients with complex RD. (author)

Sleep efficiency (but not sleep duration) of healthy school-age children is associated with grades in math and languages.

Science.gov (United States)

Gruber, Reut; Somerville, Gail; Enros, Paul; Paquin, Soukaina; Kestler, Myra; Gillies-Poitras, Elizabeth

2014-12-01

The objective of this study was to examine the associations between objective measures of sleep duration and sleep efficiency with the grades obtained by healthy typically developing children in math, language, science, and art while controlling for the potential confounding effects of socioeconomic status (SES), age, and gender. We studied healthy typically developing children between 7 and 11 years of age. Sleep was assessed for five week nights using actigraphy, and parents provided their child's most recent report card. Higher sleep efficiency (but not sleep duration) was associated with better grades in math, English language, and French as a second language, above and beyond the contributions of age, gender, and SES. Sleep efficiency, but not sleep duration, is associated with academic performance as measured by report-card grades in typically developing school-aged children. The integration of strategies to improve sleep efficiency might represent a successful approach for improving children's readiness and/or performance in math and languages. Copyright © 2014 Elsevier B.V. All rights reserved.

[Associations of the work duration, sleep duration and number of holidays with an exaggerated blood pressure response during an exercise stress test among workers].

Science.gov (United States)

Michishita, Ryoma; Ohta, Masanori; Ikeda, Masaharu; Jiang, Ying; Yamato, Hiroshi

2016-01-01

It has been reported that an exaggerated systolic blood pressure (ESBP) response during exercise, even if resting blood pressure is normal, is associated with an increased risk of future hypertension and cardiovascular disease (CVD). This study was designed to investigate the relationships of work duration, sleep duration and number of holidays with blood pressure response during an exercise stress test among normotensive workers. The subjects were 362 normotensive workers (79 males and 283 females; age, 49.1 years). A multi-stage graded submaximal exercise stress test was performed on each subject using an electric bicycle ergometer. The workload was increased every 3 minutes, and blood pressure was measured at rest and during the last 1 minute of each stage. In this study, an ESBP response during exercise was defined according to the criteria of the Framingham Study (peak systolic blood pressure ≥210 mmHg in males, or ≥190 mmHg in females). Working environments, work duration, sleep duration, number of holidays, and physical activity during commuting and work, and leisure time exercise duration were evaluated using a questionnaire. An ESBP response during exercise was observed in 94 (26.0%) workers. The adjusted odds ratio for the prevalence of an ESBP response during exercise was found to be significantly higher with an increase in work duration, decreases in sleep duration and number of holidays (pwork duration with lowest sleep duration and number of holidays groups had significantly higher adjusted odds ratio for the prevalence of an ESBP response during exercise than the lowest work duration with highest sleep duration and number of holidays groups (pwork duration, short sleep duration and small number of holidays.

Analysis of magnitude and duration of floods and droughts in the context of climate change

Science.gov (United States)

Eshetu Debele, Sisay; Bogdanowicz, Ewa; Strupczewski, Witold

2016-04-01

Research and scientific information are key elements of any decision-making process. There is also a strong need for tools to describe and compare in a concise way the regime of hydrological extreme events in the context of presumed climate change. To meet these demands, two complementary methods for estimating high and low-flow frequency characteristics are proposed. Both methods deal with duration and magnitude of extreme events. The first one "flow-duration-frequency" (known as QdF) has already been applied successfully to low-flow analysis, flood flows and rainfall intensity. The second one called "duration-flow-frequency" (DqF) was proposed by Strupczewski et al. in 2010 to flood frequency analysis. The two methods differ in the treatment of flow and duration. In the QdF method the duration (d-consecutive days) is a chosen fixed value and the frequency analysis concerns the annual or seasonal series of mean value of flows exceeded (in the case of floods) or non-exceeded (in the case of droughts) within d-day period. In the second method, DqF, the flows are treated as fixed thresholds and the duration of flows exceeding (floods) and non-exceeding (droughts) these thresholds are a subject of frequency analysis. The comparison of characteristics of floods and droughts in reference period and under future climate conditions for catchments studied within the CHIHE project is presented and a simple way to show the results to non-professionals and decision-makers is proposed. The work was undertaken within the project "Climate Change Impacts on Hydrological Extremes (CHIHE)", which is supported by the Norway-Poland Grants Program administered by the Norwegian Research Council. The observed time series were provided by the Institute of Meteorology and Water Management (IMGW), Poland. Strupczewski, W. G., Kochanek, K., Markiewicz, I., Bogdanowicz, E., Weglarczyk, S., & Singh V. P. (2010). On the Tails of Distributions of Annual Peak Flow. Hydrology Research, 42, 171

OL-DEC-MDP Model for Multiagent Online Scheduling with a Time-Dependent Probability of Success

Directory of Open Access Journals (Sweden)

Cheng Zhu

2014-01-01

Full Text Available Focusing on the on-line multiagent scheduling problem, this paper considers the time-dependent probability of success and processing duration and proposes an OL-DEC-MDP (opportunity loss-decentralized Markov Decision Processes model to include opportunity loss into scheduling decision to improve overall performance. The success probability of job processing as well as the process duration is dependent on the time at which the processing is started. The probability of completing the assigned job by an agent would be higher when the process is started earlier, but the opportunity loss could also be high due to the longer engaging duration. As a result, OL-DEC-MDP model introduces a reward function considering the opportunity loss, which is estimated based on the prediction of the upcoming jobs by a sampling method on the job arrival. Heuristic strategies are introduced in computing the best starting time for an incoming job by each agent, and an incoming job will always be scheduled to the agent with the highest reward among all agents with their best starting policies. The simulation experiments show that the OL-DEC-MDP model will improve the overall scheduling performance compared with models not considering opportunity loss in heavy-loading environment.

An investigation of the spatial selectivity of the duration after-effect.

Science.gov (United States)

Maarseveen, Jim; Hogendoorn, Hinze; Verstraten, Frans A J; Paffen, Chris L E

2017-01-01

Adaptation to the duration of a visual stimulus causes the perceived duration of a subsequently presented stimulus with a slightly different duration to be skewed away from the adapted duration. This pattern of repulsion following adaptation is similar to that observed for other visual properties, such as orientation, and is considered evidence for the involvement of duration-selective mechanisms in duration encoding. Here, we investigated whether the encoding of duration - by duration-selective mechanisms - occurs early on in the visual processing hierarchy. To this end, we investigated the spatial specificity of the duration after-effect in two experiments. We measured the duration after-effect at adapter-test distances ranging between 0 and 15° of visual angle and for within- and between-hemifield presentations. We replicated the duration after-effect: the test stimulus was perceived to have a longer duration following adaptation to a shorter duration, and a shorter duration following adaptation to a longer duration. Importantly, this duration after-effect occurred at all measured distances, with no evidence for a decrease in the magnitude of the after-effect at larger distances or across hemifields. This shows that adaptation to duration does not result from adaptation occurring early on in the visual processing hierarchy. Instead, it seems likely that duration information is a high-level stimulus property that is encoded later on in the visual processing hierarchy. Copyright © 2016 Elsevier Ltd. All rights reserved.

Computer use, sleep duration and health symptoms

DEFF Research Database (Denmark)

Nuutinen, Teija; Roos, Eva; Ray, Carola

2014-01-01

OBJECTIVES: This study investigated whether computer use is associated with health symptoms through sleep duration among 15-year olds in Finland, France and Denmark. METHODS: We used data from the WHO cross-national Health Behaviour in School-aged Children study collected in Finland, France...... and Denmark in 2010, including data on 5,402 adolescents (mean age 15.61 (SD 0.37), girls 53 %). Symptoms assessed included feeling low, irritability/bad temper, nervousness, headache, stomachache, backache, and feeling dizzy. We used structural equation modeling to explore the mediating effect of sleep...... duration on the association between computer use and symptom load. RESULTS: Adolescents slept approximately 8 h a night and computer use was approximately 2 h a day. Computer use was associated with shorter sleep duration and higher symptom load. Sleep duration partly mediated the association between...

Abstinence duration modulates striatal functioning during monetary reward processing in cocaine patients.

Science.gov (United States)

Bustamante, Juan-Carlos; Barrós-Loscertales, Alfonso; Costumero, Víctor; Fuentes-Claramonte, Paola; Rosell-Negre, Patricia; Ventura-Campos, Noelia; Llopis, Juan-José; Ávila, César

2014-09-01

Pre-clinical and clinical studies in cocaine addiction highlight alterations in the striatal dopaminergic reward system that subserve maintenance of cocaine use. Using an instrumental conditioning paradigm with monetary reinforcement, we studied striatal functional alterations in long-term abstinent cocaine-dependent patients and striatal functioning as a function of abstinence and treatment duration. Eighteen patients and 20 controls underwent functional magnetic resonance imaging during a Monetary Incentive Delay task. Region of interest analyses based on masks of the dorsal and ventral striatum were conducted to test between-group differences and the functional effects in the cocaine group of time (in months) with no more than two lapses from the first time patients visited the clinical service to seek treatment at the scanning time (duration of treatment), and the functional effects of the number of months with no lapses or relapses at the scanning session time (length of abstinence). We applied a voxel-wise and a cluster-wise FWE-corrected level (pFWE) at a threshold of P reward anticipation than the control group. The regression analyses in the patients group revealed a positive correlation between duration of treatment and brain activity in the left caudate during reward anticipation. Likewise, length of abstinence negatively correlated with brain activity in the bilateral nucleus accumbens during monetary outcome processing. In conclusion, caudate and nucleus accumbens show a different brain response pattern to non-drug rewards during cocaine addiction, which can be modulated by treatment success. © 2013 The Authors, Addiction Biology © 2013 Society for the Study of Addiction.

ASSESSMENT OF ATTENTION THRESHOLD IN RATS BY TITRATION OF VISUAL CUE DURATION DURING THE FIVE CHOICE SERIAL REACTION TIME TASK

Science.gov (United States)

Martin, Thomas J.; Grigg, Amanda; Kim, Susy A.; Ririe, Douglas G.; Eisenach, James C.

2014-01-01

Background The 5 choice serial reaction time task (5CSRTT) is commonly used to assess attention in rodents. We sought to develop a variant of the 5CSRTT that would speed training to objective success criteria, and to test whether this variant could determine attention capability in each subject. New Method Fisher 344 rats were trained to perform a variant of the 5CSRTT in which the duration of visual cue presentation (cue duration) was titrated between trials based upon performance. The cue duration was decreased when the subject made a correct response, or increased with incorrect responses or omissions. Additionally, test day challenges were provided consisting of lengthening the intertrial interval and inclusion of a visual distracting stimulus. Results Rats readily titrated the cue duration to less than 1 sec in 25 training sessions or less (mean ± SEM, 22.9 ± 0.7), and the median cue duration (MCD) was calculated as a measure of attention threshold. Increasing the intertrial interval increased premature responses, decreased the number of trials completed, and increased the MCD. Decreasing the intertrial interval and time allotted for consuming the food reward demonstrated that a minimum of 3.5 sec is required for rats to consume two food pellets and successfully attend to the next trial. Visual distraction in the form of a 3 Hz flashing light increased the MCD and both premature and time out responses. Comparison with existing method The titration variant of the 5CSRTT is a useful method that dynamically measures attention threshold across a wide range of subject performance, and significantly decreases the time required for training. Task challenges produce similar effects in the titration method as reported for the classical procedure. Conclusions The titration 5CSRTT method is an efficient training procedure for assessing attention and can be utilized to assess the limit in performance ability across subjects and various schedule manipulations. PMID

Worthless and Nutritive Nuptial Gifts: Mating Duration, Sperm Stored and Potential Female Decisions in Spiders.

Directory of Open Access Journals (Sweden)

Maria J Albo

Full Text Available In nuptial gift-giving species females sometimes select their potential mates based on the presence and size of the gift. But in some species, such as the Neotropical polyandrous spider Paratrechalea ornate male gifts vary in quality, from nutritive to worthless, and this male strategy can be in conflict with female nutritional benefits. In this species, males without gifts experience a reduction in mating success and duration, while males that offer worthless or genuine nutritive gifts mate with similar frequencies and durations. The female apparently controls the duration of copulation. Thus, there is scope for females to favour males offering gifts and further if these are nutritious, via post-copulatory processes. We first tested whether females differentially store sperm from males that offer the highest nutritional benefits by experimentally presenting females with males that offer either nutritive or worthless gifts (uninterrupted matings. Second, we carried out another set of experiments to examine whether females can select sperm based only on gift presence. This time we interrupted matings after the first pedipalp insertion, thus matching number of insertions and mating duration for males that: offered and did not offer gift. Our results showed that the amount of sperm stored is positive related to mating duration in all groups, except in matings with worthless gifts. Gift presence itself did not affect the sperm stored by females, while they store similar number of sperm in matings with males offering either nutritive or worthless gifts. We discuss whether females prefer males with gifts regardless, if content, because it represents an attractive and/or reliable signal. Or alternatively, they prefer nutritive nuptial gifts, as they are an important source of food supply and/or signal of male donor ability.

Enhancing Team Performance for Long-Duration Space Missions

Science.gov (United States)

Orasanu, Judith M.

2009-01-01

Success of exploration missions will depend on skilled performance by a distributed team that includes both the astronauts in space and Mission Control personnel. Coordinated and collaborative teamwork will be required to cope with challenging complex problems in a hostile environment. While thorough preflight training and procedures will equip creW'S to address technical problems that can be anticipated, preparing them to solve novel problems is much more challenging. This presentation will review components of effective team performance, challenges to effective teamwork, and strategies for ensuring effective team performance. Teamwork skills essential for successful team performance include the behaviors involved in developing shared mental models, team situation awareness, collaborative decision making, adaptive coordination behaviors, effective team communication, and team cohesion. Challenges to teamwork include both chronic and acute stressors. Chronic stressors are associated with the isolated and confined environment and include monotony, noise, temperatures, weightlessness, poor sleep and circadian disruptions. Acute stressors include high workload, time pressure, imminent danger, and specific task-related stressors. Of particular concern are social and organizational stressors that can disrupt individual resilience and effective mission performance. Effective team performance can be developed by training teamwork skills, techniques for coping with team conflict, intracrew and intercrew communication, and working in a multicultural team; leadership and teamwork skills can be fostered through outdoor survival training exercises. The presentation will conclude with an evaluation of the special requirements associated with preparing crews to function autonomously in long-duration missions.

Multiple dual mode counter-current chromatography with variable duration of alternating phase elution steps.

Science.gov (United States)

Kostanyan, Artak E; Erastov, Andrey A; Shishilov, Oleg N

2014-06-20

The multiple dual mode (MDM) counter-current chromatography separation processes consist of a succession of two isocratic counter-current steps and are characterized by the shuttle (forward and back) transport of the sample in chromatographic columns. In this paper, the improved MDM method based on variable duration of alternating phase elution steps has been developed and validated. The MDM separation processes with variable duration of phase elution steps are analyzed. Basing on the cell model, analytical solutions are developed for impulse and non-impulse sample loading at the beginning of the column. Using the analytical solutions, a calculation program is presented to facilitate the simulation of MDM with variable duration of phase elution steps, which can be used to select optimal process conditions for the separation of a given feed mixture. Two options of the MDM separation are analyzed: 1 - with one-step solute elution: the separation is conducted so, that the sample is transferred forward and back with upper and lower phases inside the column until the desired separation of the components is reached, and then each individual component elutes entirely within one step; 2 - with multi-step solute elution, when the fractions of individual components are collected in over several steps. It is demonstrated that proper selection of the duration of individual cycles (phase flow times) can greatly increase the separation efficiency of CCC columns. Experiments were carried out using model mixtures of compounds from the GUESSmix with solvent systems hexane/ethyl acetate/methanol/water. The experimental results are compared to the predictions of the theory. A good agreement between theory and experiment has been demonstrated. Copyright © 2014 Elsevier B.V. All rights reserved.

Clinical Decision Support Knowledge Management: Strategies for Success.

Science.gov (United States)

Khalifa, Mohamed; Alswailem, Osama

2015-01-01

Clinical Decision Support Systems have been shown to increase quality of care, patient safety, improve adherence to guidelines for prevention and treatment, and avoid medication errors. Such systems depend mainly on two types of content; the clinical information related to patients and the medical knowledge related to the specialty that informs the system rules and alerts. At King Faisal Specialist Hospital and Research Center, Saudi Arabia, the Health Information Technology Affairs worked on identifying best strategies and recommendations for successful CDSS knowledge management. A review of literature was conducted to identify main areas of challenges and factors of success. A qualitative survey was used over six months' duration to collect opinions, experiences and suggestions from both IT and healthcare professionals. Recommendations were categorized into ten main topics that should be addressed during the development and implementation of CDSS knowledge management tools in the hospital.

Factors affecting gestation duration in the bitch.

Science.gov (United States)

Eilts, Bruce E; Davidson, Autumn P; Hosgood, Giselle; Paccamonti, Dale L; Baker, David G

2005-07-15

A retrospective analysis was performed to determine the effects of age, breed, parity, and litter size on the duration of gestation in the bitch. Bitches at two locations were monitored from breeding to whelping. A total of 764 litters whelped from 308 bitches (36 large hounds, 34 Golden Retrievers, 23 German Shepherd Dogs (GSD), and 215 Labrador Retrievers). By breed, the number of whelpings was 152, 72, 58, and 482 for the hounds, Golden Retrievers, German Shepherd Dogs, and Labrador Retrievers, respectively. Whelping was predicted to be 57 d from the first day of cytologic diestrus in the hounds or 65 d from the initial progesterone rise in the other breeds. The average gestation duration (calculated as 8 d prior to Day 1 of cytologic diestrus in hounds or measured from the initial progesterone rise in other breeds) by breed (days +/- S.D.) was 66.0 +/- 2.8, 64.7 +/- 1.5, 63.6 +/- 2.1, and 62.9 +/- 1.3 for the hounds, Golden Retrievers, German Shepherd Dogs, and Labrador Retrievers, respectively. The relationship of age, breed, parity, and litter size with the difference in gestation duration was evaluated using log linear modeling. Age or parity had no effect on gestation duration. Compared to Labrador Retrievers, the German Shepherd Dogs, Golden Retrievers and hounds were more likely to have a longer gestation duration; three, four and nearly eight times as likely, respectively. Bitches whelping four or fewer pups were significantly more likely to have a longer gestation duration than those whelping five or more pups; the prolongation averaging 1 d.

Direct and indirect relationships of physical fitness, weight status, and learning duration to academic performance in Japanese schoolchildren.

Science.gov (United States)

Ishihara, Toru; Morita, Noriteru; Nakajima, Toshihiro; Okita, Koichi; Yamatsu, Koji; Sagawa, Masato

2018-03-01

The purpose of this study was to determine, using structural equation modelling (SEM), the direct and indirect influence of daily behaviours (i.e. exercise/learning durations), weight status, and physical fitness on academic performance among seventh-grade schoolchildren, after controlling for socioeconomic status. We analysed cross-sectional data from 274 schoolchildren (159 males and 115 females; 12-13 years old). Academic performance was assessed using the total grade points in eight academic subjects. Physical fitness was evaluated using the total score of eight physical fitness tests and weight status using body mass index. The daily behaviours and socioeconomic status were assessed by the questionnaire. The SEM showed an adequate fit to the data (χ 2  = 0.684, p = .710, RMSEA = .000). Physical fitness and learning durations had direct effects on academic performance (β = .301, p academic performance via physical fitness. These findings suggest that, independent of socioeconomic status and learning durations, exercise habits and maintaining healthy weight status may indirectly contribute to academic success via better physical fitness in children.

A non-stationary cost-benefit based bivariate extreme flood estimation approach

Science.gov (United States)

Qi, Wei; Liu, Junguo

2018-02-01

Cost-benefit analysis and flood frequency analysis have been integrated into a comprehensive framework to estimate cost effective design values. However, previous cost-benefit based extreme flood estimation is based on stationary assumptions and analyze dependent flood variables separately. A Non-Stationary Cost-Benefit based bivariate design flood estimation (NSCOBE) approach is developed in this study to investigate influence of non-stationarities in both the dependence of flood variables and the marginal distributions on extreme flood estimation. The dependence is modeled utilizing copula functions. Previous design flood selection criteria are not suitable for NSCOBE since they ignore time changing dependence of flood variables. Therefore, a risk calculation approach is proposed based on non-stationarities in both marginal probability distributions and copula functions. A case study with 54-year observed data is utilized to illustrate the application of NSCOBE. Results show NSCOBE can effectively integrate non-stationarities in both copula functions and marginal distributions into cost-benefit based design flood estimation. It is also found that there is a trade-off between maximum probability of exceedance calculated from copula functions and marginal distributions. This study for the first time provides a new approach towards a better understanding of influence of non-stationarities in both copula functions and marginal distributions on extreme flood estimation, and could be beneficial to cost-benefit based non-stationary bivariate design flood estimation across the world.

Economic impact of antidepressant treatment duration in naturalistic conditions.

Science.gov (United States)

Tournier, M; Crott, R; Gaudron, Y; Verdoux, H

2013-05-01

To assess the economic impact of the duration of antidepressant drug treatment in a real-life setting. A historical fixed cohort study included 27 917 patients aged 18 and over with a new antidepressant treatment registered in the national insurance database. The economic impact concerned healthcare expenditure in the first 3 months after treatment discontinuation. Generalized linear models were used to compare two groups of treatment duration: adjustment for care costs before and during treatment episode, gender, age, chronic diseases, welfare and prescriber specialty, total healthcare costs (in log) [-0.06 (-0.14;0.01) P = 0.11] and psychiatric care costs (in square root) [-0.08 (-0.41;0.25) P = 0.6] were similar in both groups. Non-psychiatric care costs were significantly lower in the 'long treatment duration' group compared with the 'short treatment duration' group [-11.4 (-15.8; -7.0) P costs over the antidepressant treatment episode were larger in the 'long treatment duration' group compared with the 'short treatment duration' group. With regard to healthcare costs and global health, antidepressant drug treatments of short duration appear less effective than treatment of recommended duration. © 2012 John Wiley & Sons A/S. Published by Blackwell Publishing Ltd.

High-voltage variable-duration pulse generator

International Nuclear Information System (INIS)

Anisimova, T.E.; Akkuratov, E.V.; Gromovenko, V.M.; Nikonov, Yu.P.; Malinin, A.N.

1988-01-01

A high-voltage generator is described that allows pulse duration tau to be varied within wide limits and has high efficiency (at least 50% for tau = 0.5 tau/sub max/) and an amplitude of up to 5 kV, a repetition frequency of up to 200 Hz,and a variable duration of 0-30 μsec. The generator is used in the controller of an electron accelerator

Duration of therapy – Does it matter?

DEFF Research Database (Denmark)

Kramer Schmidt, Lotte; Bojesen, Anders Bo; Nielsen, Anette Søgaard

2018-01-01

Background The recommendations in clinical guidelines for duration of therapy for alcohol use disorder (AUD) are based on consensus decisions. In reality, we do not know the optimal duration of an alcohol treatment course. Methods A systematic review and meta-regression of randomized controlled...... project in itself may influence outcome in studies of psychosocial treatment for alcohol use disorder....... across studies. Treatment outcome was defined as long-term alcohol use measured in percentage of days abstinent (PDA), percentage of heavy days drinking (PHD), and/or proportion of participants abstinent (ABS). Results 48 studies encompassing 8984 participants. Mean planned duration of therapy: 18 (8...

Duration on unemployment: geographic mobility and selectivity bias.

Science.gov (United States)

Goss, E P; Paul, C; Wilhite, A

1994-01-01

Modeling the factors affecting the duration of unemployment was found to be influenced by the inclusion of migration factors. Traditional models which did not control for migration factors were found to underestimate movers' probability of finding an acceptable job. The empirical test of the theory, based on the analysis of data on US household heads unemployed in 1982 and employed in 1982 and 1983, found that the cumulative probability of reemployment in the traditional model was .422 and in the migration selectivity model was .624 after 30 weeks of searching. In addition, controlling for selectivity eliminated the significance of the relationship between race and job search duration in the model. The relationship between search duration and the county unemployment rate in 1982 became statistically significant, and the relationship between search duration and 1980 population per square mile in the 1982 county of residence became statistically insignificant. The finding that non-Whites have a longer duration of unemployment can better be understood as non-Whites' lower geographic mobility and lack of greater job contacts. The statistical significance of a high unemployment rate in the home labor market reducing the probability of finding employment was more in keeping with expectations. The findings assumed that the duration of employment accurately reflected the length of job search. The sample was redrawn to exclude discouraged workers and the analysis was repeated. The findings were similar to the full sample, with the coefficient for migration variable being negative and statistically significant and the coefficient for alpha remaining positive and statistically significant. Race in the selectivity model remained statistically insignificant. The findings supported the Schwartz model hypothesizing that the expansion of the radius of the search would reduce the duration of unemployment. The exclusion of the migration factor misspecified the equation for

Analysis of the Swift Gamma-Ray Bursts duration

International Nuclear Information System (INIS)

Horvath, I.; Veres, P.; Balazs, L. G.; Kelemen, J.; Bagoly, Z.; Tusnady, G.

2008-01-01

Two classes of gamma-ray bursts have been identified in the BATSE catalogs characterized by durations shorter and longer than about 2 seconds. There are, however, some indications for the existence of a third type of burst. Swift satellite detectors have different spectral sensitivity than pre-Swift ones for gamma-ray bursts. Therefore it is worth to reanalyze the durations and their distribution and also the classification of GRBs. Using The First BAT Catalog the maximum likelihood estimation was used to analyzed the duration distribution of GRBs. The three log-normal fit is significantly (99.54% probability) better than the two for the duration distribution. Monte-Carlo simulations also confirm this probability (99.2%).

25 CFR 211.27 - Duration of leases.

Science.gov (United States)

2010-04-01

... duration shall be measured from the date of approval by the Secretary. (b) An oil and gas or geothermal... duration without actual production of oil, gas, or geothermal resources. Provided, that this extension does... drilling is continued with reasonable diligence until the well is completed to production or abandoned...

14 CFR 1203.407 - Duration of classification.

Science.gov (United States)

2010-01-01

... 14 Aeronautics and Space 5 2010-01-01 2010-01-01 false Duration of classification. 1203.407... PROGRAM Guides for Original Classification § 1203.407 Duration of classification. (a) Information shall be... date or event for declassification shall be set by the original classification authority at the time...

5 CFR 831.642 - Marriage duration requirements.

Science.gov (United States)

2010-01-01

... 5 Administrative Personnel 2 2010-01-01 2010-01-01 false Marriage duration requirements. 831.642... REGULATIONS (CONTINUED) RETIREMENT Survivor Annuities Eligibility § 831.642 Marriage duration requirements. (a... in paragraph (b) of this section; or (2) A child was born of the marriage, as explained in paragraph...

The efficacy of kaolin clay in reducing the duration and severity of `heat' diarrhea in foals

OpenAIRE

PIESZKA, MAGDALENA; LUSZCZYNSKI, JAROSLAW; HEDRZAK, MAGDALENA; GONCHAROVA, KATERINA; PIERZYNOWSKI, STEFAN G.

2016-01-01

'Heat' diarrhea in foals is an onerous but not life-threatening ailment, which indicates that it may be of osmotic origin. This was confirmed by a successful attempt, presented in this paper, to alleviate the severity and duration of foal heat diarrhea with the use of a typical absorbent, kaolin clay, as a feed additive, usually applied in feed production as an anticaking agent. Based on the present results, it can be concluded that treatment of foals maintained on different stud fa...

Are oil and gas stocks from the Australian market riskier than coal and uranium stocks? Dependence risk analysis and portfolio optimization

International Nuclear Information System (INIS)

Arreola Hernandez, Jose

2014-01-01

This article models the dependence risk and resource allocation characteristics of two 20-stock coal–uranium and oil–gas sector portfolios from the Australian market in the context of the global financial crisis of 2008–2009. The modeling framework implemented consists of pair vine copulas and, linear and nonlinear portfolio optimization methods with respect to five risk measures. The paper's objectives are to find out if the oil and gas stocks are riskier than the coal and uranium stocks, to identify the optimization method and risk measure that produce the best risk-return trade-off, to recognize the stocks in which the optimal weight allocations converge on average, and to acknowledge the vine copula model that best accounts for the overall dependence of the energy portfolios. The research findings indicate that the oil stocks have higher dependence risk than the coal, uranium and gas stocks in financial crisis periods. The higher risk of the oil stocks is confirmed by the larger concentration of symmetric and asymmetric dependence they have in the negative tail. The canonical vine (c-vine) copula model is observed to better capture the overall dependence of the energy portfolios. The combination of a pair c-vine copula and nonlinear portfolio optimization produces the highest return relative to risk. The optimal weight allocations converge on average in some stocks. - Highlights: • Vine copula dependence modeling of coal, uranium, oil and gas stocks • Oil stocks are riskier than coal, uranium and gas stocks in financial crisis periods. • The c-vine model better captures the overall dependence of the energy portfolios. • Vine copulas and nonlinear optimization combined produce the best results. • The optimal weight allocations converge on average in some stocks

Duration estimates within a modality are integrated sub-optimally

Directory of Open Access Journals (Sweden)

Ming Bo eCai

2015-08-01

Full Text Available Perceived duration can be influenced by various properties of sensory stimuli. For example, visual stimuli of higher temporal frequency are perceived to last longer than those of lower temporal frequency. How does the brain form a representation of duration when each of two simultaneously presented stimuli influences perceived duration in different way? To answer this question, we investigated the perceived duration of a pair of dynamic visual stimuli of different temporal frequencies in comparison to that of a single visual stimulus of either low or high temporal frequency. We found that the duration representation of simultaneously occurring visual stimuli is best described by weighting the estimates of duration based on each individual stimulus. However, the weighting performance deviates from the prediction of statistically optimal integration. In addition, we provided a Bayesian account to explain a difference in the apparent sensitivity of the psychometric curves introduced by the order in which the two stimuli are displayed in a two-alternative forced-choice task.

Excessive daytime sleepiness, nocturnal sleep duration and ...

African Journals Online (AJOL)

Background and objectives. Short nocturnal sleep duration resulting in sleep debt may be a cause of excessive daytime sleepiness (EDS). Severity of depression (psychopathology) has been found to be directly related to EDS. There is an association between sleep duration and mental health, so there may therefore be an ...

5 CFR 843.303 - Marriage duration requirements.

Science.gov (United States)

2010-01-01

... 5 Administrative Personnel 2 2010-01-01 2010-01-01 false Marriage duration requirements. 843.303... Former Spouse Benefits § 843.303 Marriage duration requirements. (a) The current spouse of a retiree, an... marriage, as explained in paragraph (c) of this section; or (3) The death of the retiree, employee, or...

Characterizing Durations of Heroin Abstinence in the California Civil Addict Program: Results From a 33-Year Observational Cohort Study

Science.gov (United States)

Nosyk, Bohdan; Anglin, M. Douglas; Brecht, Mary-Lynn; Lima, Viviane Dias; Hser, Yih-Ing

2013-01-01

In accordance with the chronic disease model of opioid dependence, cessation is often observed as a longitudinal process rather than a discrete endpoint. We aimed to characterize and identify predictors of periods of heroin abstinence in the natural history of recovery from opioid dependence. Data were collected on participants from California who were enrolled in the Civil Addict Program from 1962 onward by use of a natural history interview. Multivariate regression using proportional hazards frailty models was applied to identify independent predictors and correlates of repeated abstinence episode durations. Among 471 heroin-dependent males, 387 (82.2%) reported 932 abstinence episodes, 60.3% of which lasted at least 1 year. Multivariate analysis revealed several important findings. First, demographic factors such as age and ethnicity did not explain variation in durations of abstinence episodes. However, employment and lower drug use severity predicted longer episodes. Second, abstinence durations were longer following sustained treatment versus incarceration. Third, individuals with multiple abstinence episodes remained abstinent for longer durations in successive episodes. Finally, abstinence episodes initiated >10 and ≤20 years after first use lasted longer than others. Public policy facilitating engagement of opioid-dependent individuals in maintenance-oriented drug treatment and employment is recommended to achieve and sustain opioid abstinence. PMID:23445901

20 CFR 336.2 - Duration of normal unemployment benefits.

Science.gov (United States)

2010-04-01

... 20 Employees' Benefits 1 2010-04-01 2010-04-01 false Duration of normal unemployment benefits. 336... UNEMPLOYMENT INSURANCE ACT DURATION OF NORMAL AND EXTENDED BENEFITS Normal Benefits § 336.2 Duration of normal unemployment benefits. (a) 130 compensable day limitation. A qualified employee who has satisfied the waiting...

The impact of attention on judgments of frequency and duration.

Directory of Open Access Journals (Sweden)

Isabell Winkler

Full Text Available Previous studies that examined human judgments of frequency and duration found an asymmetrical relationship: While frequency judgments were quite accurate and independent of stimulus duration, duration judgments were highly dependent upon stimulus frequency. A potential explanation for these findings is that the asymmetry is moderated by the amount of attention directed to the stimuli. In the current experiment, participants' attention was manipulated in two ways: (a intrinsically, by varying the type and arousal potential of the stimuli (names, low-arousal and high-arousal pictures, and (b extrinsically, by varying the physical effort participants expended during the stimulus presentation (by lifting a dumbbell vs. relaxing the arm. Participants processed stimuli with varying presentation frequencies and durations and were subsequently asked to estimate the frequency and duration of each stimulus. Sensitivity to duration increased for pictures in general, especially when processed under physical effort. A large effect of stimulus frequency on duration judgments was obtained for all experimental conditions, but a similar large effect of presentation duration on frequency judgments emerged only in the conditions that could be expected to draw high amounts of attention to the stimuli: when pictures were judged under high physical effort. Almost no difference in the mutual impact of frequency and duration was obtained for low-arousal or high-arousal pictures. The mechanisms underlying the simultaneous processing of frequency and duration are discussed with respect to existing models derived from animal research. Options for the extension of such models to human processing of frequency and duration are suggested.

The impact of attention on judgments of frequency and duration.

Science.gov (United States)

Winkler, Isabell; Glauer, Madlen; Betsch, Tilmann; Sedlmeier, Peter

2015-01-01

Previous studies that examined human judgments of frequency and duration found an asymmetrical relationship: While frequency judgments were quite accurate and independent of stimulus duration, duration judgments were highly dependent upon stimulus frequency. A potential explanation for these findings is that the asymmetry is moderated by the amount of attention directed to the stimuli. In the current experiment, participants' attention was manipulated in two ways: (a) intrinsically, by varying the type and arousal potential of the stimuli (names, low-arousal and high-arousal pictures), and (b) extrinsically, by varying the physical effort participants expended during the stimulus presentation (by lifting a dumbbell vs. relaxing the arm). Participants processed stimuli with varying presentation frequencies and durations and were subsequently asked to estimate the frequency and duration of each stimulus. Sensitivity to duration increased for pictures in general, especially when processed under physical effort. A large effect of stimulus frequency on duration judgments was obtained for all experimental conditions, but a similar large effect of presentation duration on frequency judgments emerged only in the conditions that could be expected to draw high amounts of attention to the stimuli: when pictures were judged under high physical effort. Almost no difference in the mutual impact of frequency and duration was obtained for low-arousal or high-arousal pictures. The mechanisms underlying the simultaneous processing of frequency and duration are discussed with respect to existing models derived from animal research. Options for the extension of such models to human processing of frequency and duration are suggested.

Observed and Unobserved Heterogeneity in the Duration Dependency Parameter

DEFF Research Database (Denmark)

Rosholm, Michael

2000-01-01

We present a duration model, which allows for non-homogenous duration dependence with respect to observed and unobserved variables. The model is examined in a simulation study, and it is estimated on unemployment spells of a sample of Danish workers. Udgivelsesdato: MAR......We present a duration model, which allows for non-homogenous duration dependence with respect to observed and unobserved variables. The model is examined in a simulation study, and it is estimated on unemployment spells of a sample of Danish workers. Udgivelsesdato: MAR...

A Jump Diffusion Model for Volatility and Duration

DEFF Research Database (Denmark)

Wei, Wei; Pelletier, Denis

by the market microstructure theory. Traditional measures of volatility do not utilize durations. I adopt a jump diffusion process to model the persistence of intraday volatility and conditional duration, and their interdependence. The jump component is disentangled from the continuous part of the price......, volatility and conditional duration process. I develop a MCMC algorithm for the inference of irregularly spaced multivariate process with jumps. The algorithm provides smoothed estimates of the latent variables such as spot volatility, jump times and jump sizes. I apply this model to IBM data and I find...... meaningful relationship between volatility and conditional duration. Also, jumps play an important role in the total variation, but the jump variation is smaller than traditional measures that use returns sampled at lower frequency....

Short sleep duration and large variability in sleep duration are independently associated with dietary risk factors for obesity in Danish school children

DEFF Research Database (Denmark)

Kjeldsen, J S; Hjorth, M F; Andersen, Rikke

2014-01-01

Background:Lack of sleep and increased consumption of energy-dense foods and sugar-sweetened beverages (SSB) have all been suggested as factors contributing to the increased prevalence of overweight and obesity.Objective:To evaluate whether objectively measured sleep duration (average and day......-to-day variability) as well as parent-reported sleep problems are independently associated with proposed dietary risk factors for overweight and obesity in 8-11 year old children.Design:In this cross-sectional study data on sleep duration and day-to-day variability in sleep duration were measured in 676 Danish...... and ethnicity).Conclusion:Our study suggests that short sleep duration, high sleep duration variability, and experiencing sleep problems are all associated with a poor, obesity-promoting diet in children.International Journal of Obesity accepted article preview online, 8 August 2013. doi:10.1038/ijo.2013.147....

Associations between sleep duration, sleep quality and diabetic retinopathy.

Directory of Open Access Journals (Sweden)

Nicholas Y Q Tan

Full Text Available Abnormal durations of sleep have been associated with risk of diabetes. However, it is not clear if sleep duration is associated with diabetic retinopathy (DR.In a cross-sectional study, we included 1,231 (Malay, n = 395; Indian, n = 836 adults (mean age 64.4 ± 9.0 years, 50.4% female with diabetes from the second visit of two independent population-based cohort studies (2011-15 in Singapore. Self-reported habitual sleep duration was categorized as short (<6 h, normal (6≤ h <8, and long (≥8 h. Questionnaires were administered to detect risk of obstructive sleep apnea (OSA, excessive daytime sleepiness, and insomnia, all of which may indicate poor quality of sleep. The associations between sleep-related characteristics with moderate DR and vision-threatening DR (VTDR were analysed using logistic regression models adjusted for potential confounders.Prevalence of moderate DR and VTDR in the study population were 10.5% and 6.3% respectively. The mean duration of sleep was 6.4 ± 1.5 h. Compared to normal sleep duration, both short and long sleep durations were associated with moderate DR with multivariable odds ratio (95% confidence interval of 1.73 (1.03-2.89 and 2.17 (1.28-3.66 respectively. Long sleep duration (2.37 [1.16-4.89], high risk of OSA (2.24 [1.09-4.75], and excessive daytime sleepiness (3.27 [1.02-10.30] were separately associated with VTDR.Sleep duration had a U-shaped association with moderate DR; long sleep duration, excessive daytime sleepiness and high risk of OSA were positively associated with VTDR.

Remote sensing of the lightning heating effect duration with ground-based microwave radiometer

Science.gov (United States)

Jiang, Sulin; Pan, Yun; Lei, Lianfa; Ma, Lina; Li, Qing; Wang, Zhenhui

2018-06-01

Artificially triggered lightning events from May 26, 2017 to July 16, 2017 in Guangzhou Field Experiment Site for Lightning Research and Test (GFESL) were intentionally remotely sensed with a ground-based microwave radiometer for the first time in order to obtain the features of lightning heating effect. The microwave radiometer antenna was adjusted to point at a certain elevation angle towards the expected artificially triggered lightning discharging path. Eight of the 16 successfully artificially triggered lightning events were captured and the brightness temperature data at four frequencies in K and V bands were obtained. The results from data time series analysis show that artificially triggered lightning can make the radiometer generate brightness temperature pulses, and the amplitudes of these pulses are in the range of 2.0 K to 73.8 K. The brightness temperature pulses associated with 7 events can be used to estimate the duration of lightning heating effect through accounting the number of the pulses in the continuous pulse sequence and the sampling interval between four frequencies. The maximum duration of the lightning heating effect is 1.13 s, the minimum is 0.172 s, and the average is 0.63 s.

Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Hüsler–Reiß distribution

KAUST Repository

Krupskii, Pavel

2017-11-02

The multivariate Hüsler–Reiß copula is obtained as a direct extreme-value limit from the convolution of a multivariate normal random vector and an exponential random variable multiplied by a vector of constants. It is shown how the set of Hüsler–Reiß parameters can be mapped to the parameters of this convolution model. Assuming there are no singular components in the Hüsler–Reiß copula, the convolution model leads to exact and approximate simulation methods. An application of simulation is to check if the Hüsler–Reiß copula with different parsimonious dependence structures provides adequate fit to some data consisting of multivariate extremes.

Extreme-value limit of the convolution of exponential and multivariate normal distributions: Link to the Hüsler–Reiß distribution

KAUST Repository

Krupskii, Pavel; Joe, Harry; Lee, David; Genton, Marc G.

2017-01-01

The multivariate Hüsler–Reiß copula is obtained as a direct extreme-value limit from the convolution of a multivariate normal random vector and an exponential random variable multiplied by a vector of constants. It is shown how the set of Hüsler–Reiß parameters can be mapped to the parameters of this convolution model. Assuming there are no singular components in the Hüsler–Reiß copula, the convolution model leads to exact and approximate simulation methods. An application of simulation is to check if the Hüsler–Reiß copula with different parsimonious dependence structures provides adequate fit to some data consisting of multivariate extremes.

Return-to-Work Program for Injured Workers: Factors of Successful Return to Employment.

Science.gov (United States)

Awang, Halimah; Shahabudin, Sharifah Muhairah; Mansor, Norma

2016-11-01

This study examined the factors of successful return to employment among participants in the return to work program (RTW) following work-related injury. Data were obtained from the Social Security Organization database containing 9850 injured workers who underwent RTW in 2010 to 2013. About 65% had successfully returned to employment. Significant factors of successful return include gender, employer interest, motivation, age, intervention duration, and type of injury. Male and motivated employees were more likely to return to employment compared with female and unmotivated employees, respectively. Participants from interested employers were 23.22 times more likely to return to work than those from uninterested employers, whereas participants whose intervention period exceeded 5 months were 41% less likely to return to work compared with those whose intervention period was within 3 months. Appropriate strategy and enhanced collaboration between the stakeholders would improve the proportion of successful return to employment. © 2016 APJPH.

Duration of Load Effects on Different Sized Timber Beams

DEFF Research Database (Denmark)

Andreasen, Lotte; Hoffmeyer, Preben

1997-01-01

This is the final report submitted to EC in connection with a project on duration of load. The report contains the results of the experimental work on duration of load for beams and notched beams of LVL and of glulam. The report also contains experimental results from duration of load experiments...

Breastfeeding duration and associated factors between 1960 and 2000

Directory of Open Access Journals (Sweden)

Danielle Soares de Oliveira

Full Text Available Abstract Objective: To describe a historical series on the median duration of breastfeeding in a population of mothers whose children were born from the 1960s onwards, identifying factors associated with the interruption of breastfeeding in each decade. Methods: Data were analyzed from the Pró-Saúde Study, a longitudinal epidemiological investigation started in 1999 among technical and administrative employees of a university in the state of Rio de Janeiro. Breastfeeding duration was collected in two study phases: Phase 1 (1999, and phase 4 (2011-2012. Of these, those who had at least one child and reported the duration of breastfeeding for the first child were selected (n = 1539. To analyze the duration of breastfeeding, survival curves were constructed using the Kaplan-Meier method and the effect of covariates on the duration of breastfeeding was estimated by Cox regression model. Results: It was found that the median duration of breastfeeding was higher in the 1990s and 2000s and lower in the 1970s, compared to the 1960s. In addition, there was an association between higher income and maternal age with breastfeeding interruption, which was focused in the 1970s. Conclusion: There was shorter duration of breastfeeding in the 1970s compared to the 1960s. Increased duration and prevalence of breastfeeding from the 1970s onwards coincided with the national trend and the promotion of this practice since 1980.

Ling classification describes endoscopic progressive process of achalasia and successful peroral endoscopy myotomy prevents endoscopic progression of achalasia.

Science.gov (United States)

Zhang, Wen-Gang; Linghu, En-Qiang; Chai, Ning-Li; Li, Hui-Kai

2017-05-14

To verify the hypothesis that the Ling classification describes the endoscopic progressive process of achalasia and determine the ability of successful peroral endoscopic myotomy (POEM) to prevent endoscopic progression of achalasia. We retrospectively reviewed the endoscopic findings, symptom duration, and manometric data in patients with achalasia. A total of 359 patients (197 women, 162 men) with a mean age of 42.1 years (range, 12-75 years) were evaluated. Symptom duration ranged from 2 to 360 mo, with a median of 36 mo. Patients were classified with Ling type I ( n = 119), IIa ( n = 106), IIb ( n = 60), IIc ( n = 60), or III ( n = 14), according to the Ling classification. Of the 359 patients, 349 underwent POEM, among whom 21 had an endoscopic follow-up for more than 2 years. Pre-treatment and post-treatment Ling classifications of these 21 patients were compared. Symptom duration increased significantly with increasing Ling classification (from I to III) ( P achalasia and may be able to serve as an endoscopic assessment criterion for achalasia. Successful POEM (Eckardt score ≤ 3) seems to have the ability to prevent endoscopic evolvement of achalasia. However, studies with larger populations are warranted to confirm our findings.

Successful emergency operations and the Incident Command System

International Nuclear Information System (INIS)

Montgomery, M.

1994-01-01

The Incident Command System (ICS) was developed to provide an ''all-risk'' system of effective emergency scene management. The Cy-Fair Volunteer Fire Department (CFVFD) has made ICS an integral part of their operations since 1987. On January 26, 1993, CFVFD was called to investigate a petroleum odor and possible spill near State Highway 6 and Jackrabbit Road in northwest Harris County. Over the next six-hour period, the dispatch center received over 100 calls an hour regarding this incident. Personnel from CFVFD, the oil company, mutual aid fire departments, and private contractors worked around the dock to successfully contain, clean and reduce the effects of a 25,000 gallon crude oil spill next to a 141-foot diameter oil storage tank at the Satsuma Station. Among the keys to success was proper use of the Incident Command System (ICS). Problems overcome included the lack of a readily available water source, limited foam supplies, time of day, and incident duration

Magnitude and duration of stretch modulate fibroblast remodeling.

Science.gov (United States)

Balestrini, Jenna L; Billiar, Kristen L

2009-05-01

Mechanical cues modulate fibroblast tractional forces and remodeling of extracellular matrix in healthy tissue, healing wounds, and engineered matrices. The goal of the present study is to establish dose-response relationships between stretch parameters (magnitude and duration per day) and matrix remodeling metrics (compaction, strength, extensibility, collagen content, contraction, and cellularity). Cyclic equibiaxial stretch of 2-16% was applied to fibroblast-populated fibrin gels for either 6 h or 24 h/day for 8 days. Trends in matrix remodeling metrics as a function of stretch magnitude and duration were analyzed using regression analysis. The compaction and ultimate tensile strength of the tissues increased in a dose-dependent manner with increasing stretch magnitude, yet remained unaffected by the duration in which they were cycled (6 h/day versus 24 h/day). Collagen density increased exponentially as a function of both the magnitude and duration of stretch, with samples stretched for the reduced duration per day having the highest levels of collagen accumulation. Cell number and failure tension were also dependent on both the magnitude and duration of stretch, although stretch-induced increases in these metrics were only present in the samples loaded for 6 h/day. Our results indicate that both the magnitude and the duration per day of stretch are critical parameters in modulating fibroblast remodeling of the extracellular matrix, and that these two factors regulate different aspects of this remodeling. These findings move us one step closer to fully characterizing culture conditions for tissue equivalents, developing improved wound healing treatments and understanding tissue responses to changes in mechanical environments during growth, repair, and disease states.

Inverse identification of unknown finite-duration air pollutant release from a point source in urban environment

Science.gov (United States)

Kovalets, Ivan V.; Efthimiou, George C.; Andronopoulos, Spyros; Venetsanos, Alexander G.; Argyropoulos, Christos D.; Kakosimos, Konstantinos E.

2018-05-01

In this work, we present an inverse computational method for the identification of the location, start time, duration and quantity of emitted substance of an unknown air pollution source of finite time duration in an urban environment. We considered a problem of transient pollutant dispersion under stationary meteorological fields, which is a reasonable assumption for the assimilation of available concentration measurements within 1 h from the start of an incident. We optimized the calculation of the source-receptor function by developing a method which requires integrating as many backward adjoint equations as the available measurement stations. This resulted in high numerical efficiency of the method. The source parameters are computed by maximizing the correlation function of the simulated and observed concentrations. The method has been integrated into the CFD code ADREA-HF and it has been tested successfully by performing a series of source inversion runs using the data of 200 individual realizations of puff releases, previously generated in a wind tunnel experiment.

Associations between insomnia, sleep duration and poor work ability.

Science.gov (United States)

Lian, Yulong; Xiao, Jing; Liu, Yan; Ning, Li; Guan, Suzhen; Ge, Hua; Li, Fuye; Liu, Jiwen

2015-01-01

The aim of this study was to examine the independent and joint effect of insomnia and objective sleep duration on poor work ability. In this cross-sectional study, a total of 2820 Chinese manufacturing workers were categorized as insomnia patients and individuals with normal sleeping pattern by interview according to DSM-IV criteria. Sleep duration was classified into four categories: ≥7h, 6-7h, 5-6h, and Work ability was assessed using the Chinese Work Ability Index (WAI) questionnaire. Regression analysis examined the independent and joint association of sleep duration and insomnia with poor work ability, after adjusting for various confounding factors. Insomnia and objective short sleep duration were both independently associated with poor work ability. Compared with the normal sleeping and ≥7h sleep duration group, the highest risk of poor work ability was in the insomnia patients with work ability. Objective sleep duration should be taken into consideration when assessing the work ability of people with insomnia. Copyright © 2014 Elsevier Inc. All rights reserved.

A space-time hybrid hourly rainfall model for derived flood frequency analysis

Directory of Open Access Journals (Sweden)

U. Haberlandt

2008-12-01

Full Text Available For derived flood frequency analysis based on hydrological modelling long continuous precipitation time series with high temporal resolution are needed. Often, the observation network with recording rainfall gauges is poor, especially regarding the limited length of the available rainfall time series. Stochastic precipitation synthesis is a good alternative either to extend or to regionalise rainfall series to provide adequate input for long-term rainfall-runoff modelling with subsequent estimation of design floods. Here, a new two step procedure for stochastic synthesis of continuous hourly space-time rainfall is proposed and tested for the extension of short observed precipitation time series.

First, a single-site alternating renewal model is presented to simulate independent hourly precipitation time series for several locations. The alternating renewal model describes wet spell durations, dry spell durations and wet spell intensities using univariate frequency distributions separately for two seasons. The dependence between wet spell intensity and duration is accounted for by 2-copulas. For disaggregation of the wet spells into hourly intensities a predefined profile is used. In the second step a multi-site resampling procedure is applied on the synthetic point rainfall event series to reproduce the spatial dependence structure of rainfall. Resampling is carried out successively on all synthetic event series using simulated annealing with an objective function considering three bivariate spatial rainfall characteristics. In a case study synthetic precipitation is generated for some locations with short observation records in two mesoscale catchments of the Bode river basin located in northern Germany. The synthetic rainfall data are then applied for derived flood frequency analysis using the hydrological model HEC-HMS. The results show good performance in reproducing average and extreme rainfall characteristics as well as in

Effect of restricted pacifier use in breastfeeding term infants for increasing duration of breastfeeding.

Science.gov (United States)

Jaafar, Sharifah Halimah; Ho, Jacqueline J; Jahanfar, Shayesteh; Angolkar, Mubashir

2016-08-30

To successfully initiate and maintain breastfeeding for a longer duration, the World Health Organization's Ten Steps to Successful Breastfeeding recommends total avoidance of artificial teats or pacifiers for breastfeeding infants. Concerns have been raised that offering the pacifier instead of the breast to calm the infant may lead to less frequent episodes of breastfeeding and as a consequence may reduce breast-milk production and shorten duration of breastfeeding. To assess the effect of restricted versus unrestricted pacifier use in healthy full-term newborns whose mothers have initiated breastfeeding and intend to exclusively breastfeed, on the duration of breastfeeding, other breastfeeding outcomes and infant health. We searched the Cochrane Pregnancy and Childbirth Group's Trials Register (30 June 2016) and reference lists of retrieved studies. Randomised and quasi-randomised controlled trials comparing restricted versus unrestricted pacifier use in healthy full-term newborns who have initiated breastfeeding. Two review authors independently assessed trials for inclusion and risk of bias, extracted data and checked them for accuracy. The quality of the evidence was assessed using the GRADE approach. We found three trials (involving 1915 babies) for inclusion in the review, but have included only two trials (involving 1302 healthy full-term breastfeeding infants) in the analysis. Meta-analysis of the two combined studies showed that pacifier use in healthy breastfeeding infants had no significant effect on the proportion of infants exclusively breastfed at three months (risk ratio (RR) 1.01; 95% confidence interval (CI) 0.96 to 1.07, two studies, 1228 infants), and at four months of age (RR 1.01; 95% CI 0.94 to 1.09, one study, 970 infants, moderate-quality evidence), and also had no effect on the proportion of infants partially breastfed at three months (RR 1.00; 95% CI 0.98 to 1.02, two studies, 1228 infants), and at four months of age (RR 0.99; 95% CI 0

20 CFR 625.7 - Disaster Unemployment Assistance: Duration.

Science.gov (United States)

2010-04-01

... 20 Employees' Benefits 3 2010-04-01 2010-04-01 false Disaster Unemployment Assistance: Duration... DISASTER UNEMPLOYMENT ASSISTANCE § 625.7 Disaster Unemployment Assistance: Duration. DUA shall be payable... unemployment which begin during a Disaster Assistance Period. ...

Differential Changes in QTc Duration during In-Hospital Haloperidol Use

Science.gov (United States)

Blom, Marieke T.; Bardai, Abdennasser; van Munster, Barbara C.; Nieuwland, Mei-Ing; de Jong, Hendrik; van Hoeijen, Daniel A.; Spanjaart, Anne M.; de Boer, Anthonius; de Rooij, Sophia E.; Tan, Hanno L.

2011-01-01

Aims To evaluate changes in QT duration during low-dose haloperidol use, and determine associations between clinical variables and potentially dangerous QT prolongation. Methods In a retrospective cohort study in a tertiary university teaching hospital in The Netherlands, all 1788 patients receiving haloperidol between 2005 and 2007 were studied; ninety-seven were suitable for final analysis. Rate-corrected QT duration (QTc) was measured before, during and after haloperidol use. Clinical variables before haloperidol use and at the time of each ECG recording were retrieved from hospital charts. Mixed model analysis was used to estimate changes in QT duration. Risk factors for potentially dangerous QT prolongation were estimated by logistic regression analysis. Results Patients with normal before-haloperidol QTc duration (male ≤430 ms, female ≤450 ms) had a significant increase in QTc duration of 23 ms during haloperidol use; twenty-three percent of patients rose to abnormal levels (male ≥450 ms, female ≥470 ms). In contrast, a significant decrease occurred in patients with borderline (male 430–450 ms, female 450–470 ms) or abnormal before-haloperidol QTc duration (15 ms and 46 ms, respectively); twenty-three percent of patients in the borderline group, and only 9% of patients in the abnormal group obtained abnormal levels. Potentially dangerous QTc prolongation was independently associated with surgery before haloperidol use (ORadj 34.9, p = 0.009) and before-haloperidol QTc duration (ORadj 0.94, p = 0.004). Conclusion QTc duration during haloperidol use changes differentially, increasing in patients with normal before-haloperidol QTc duration, but decreasing in patients with prolonged before-haloperidol QTc duration. Shorter before-haloperidol QTc duration and surgery before haloperidol use predict potentially dangerous QTc prolongation. PMID:21961030

Encoding, storage and judgment of experienced frequency and duration

Directory of Open Access Journals (Sweden)

Tilmann Betsch

2010-08-01

Full Text Available This paper examines conditions that do or do not lead to accurate judgments of frequency (JOF and judgments of duration (JOD. In three experiments, duration and frequency of visually presented stimuli are varied orthogonally in a within-subjects design. Experiment 1 reveals an asymmetric judgment pattern. JOFs reflected actual presentation frequency quite accurately and were unbiased by exposure duration. Conversely, JODs were almost insensitive to actual exposure duration and were systematically biased by presentation frequency. We show, however, that a tendency towards a symmetric judgment pattern can be obtained by manipulating encoding conditions. Sustaining attention during encoding (Experiment 2 or enhancing richness of the encoded stimuli (Experiment 3 increases judgment sensitivity in JOD and yields biases in both directions (JOF biased by exposure duration, JOD biased by presentation frequency. The implications of these findings for underlying memory mechanisms are discussed.

Arousal and exposure duration affect forward step initiation

Directory of Open Access Journals (Sweden)

Daniëlle eBouman

2015-11-01

Full Text Available Emotion influences parameters of goal-directed whole-body movements in several ways. For instance, previous research has shown that approaching (moving toward pleasant stimuli is easier compared to approaching unpleasant stimuli. However, some studies found that when emotional pictures are viewed for a longer time, approaching unpleasant stimuli may in fact be facilitated. The effect of viewing duration may modulate whole-body approach movement in previous research but this has not been investigated before. In the current study, participants initiated a step forward after viewing neutral, high-arousal pleasant and high-arousal unpleasant stimuli. The viewing duration of the stimuli was set to 7 different durations, varying from 100 to 4000ms. Valence and arousal scores were collected for all stimuli.The results indicate that both viewing duration and the arousal of the stimuli influence kinematic parameters in forward gait initiation. Specifically, longer viewing duration, compared to shorter viewing duration, (a diminished the step length and peak velocity in both neutral and emotional stimuli, (b increased reaction time in neutral stimuli and, (c decreased reaction time in pleasant and unpleasant stimuli. Strikingly, no differences were found between high-arousal pleasant and high-arousal unpleasant stimuli. In other words, the valence of the stimuli did not influence kinematic parameters of forward step initiation. In contrast, the arousal level (neutral: low; pleasant and unpleasant: high explained the variance found in the results. The kinematics of forward gait initiation seemed to be reflected in the subjective arousal scores, but not the valence scores. So it seems arousal affects forward gait initiation parameters more strongly than valence. In addition, longer viewing duration seemed to cause diminished alertness, affecting GI parameters. These results shed new light on the prevailing theoretical interpretations regarding approach

Association between sleep duration and blood pressure in adolescents.

Science.gov (United States)

Paciência, Inês; Barros, Henrique; Araújo, Joana; Ramos, Elisabete

2013-08-01

In adults, sleep has an important role in the development of cardiovascular diseases. However, in young adolescents, the effect is unclear. The purpose of this cross-sectional study was to evaluate the association between sleep duration and blood pressure (BP) in subjects of 13 years of age. We evaluated 1771 adolescents as part of a population-based cohort (Epidemiological Health Investigation of Teenagers). Sleep duration was estimated based on the difference between self-reported usual bedtimes and wake-up times, and adolescents were classified into three categories: 8.5 h (reference class), >8.5 h and sleep duration, the odds ratios (ORs) and 95% confidence intervals (95% CIs) were computed by fitting binary logistic regression models with adjustments for caffeine intake and depressive symptoms in females and for caffeine intake and sports activities in males. The mean (s.d.) sleep duration was 9.0 (0.80) h per day. The prevalence of high BP was 32.5%, higher in males (35.3%) than in females (30.1%, P=0.019). After adjustment, in females, a positive association was found between sleep duration and high BP (>8.5 and sleep duration and BP. Sleep duration was positively associated with BP in both sexes, although after adjustment for potential confounders, this association was significant only for female adolescents.

Modulating action duration to establish non-conventional communication

DEFF Research Database (Denmark)

Vesper, Cordula; Schmitz, Laura; Knoblich, Günther

2017-01-01

communication. The current study investigated whether systematic modulations of action duration provide a sufficient basis for communication. The results of three experiments demonstrate that knowledgeable actors spontaneously and systematically adjusted the duration of their actions to communicate task...

Evaluation of success after second Ahmed glaucoma valve implantation.

Science.gov (United States)

Nilforushan, Naveed; Yadgari, Maryam; Jazayeri, Anis Alsadat; Karimi, Nasser

2016-03-01

To evaluate the outcome of the second Ahmed glaucoma valve (AGV) surgery in eyes with failed previous AGV surgery. Retrospective case series. Following chart review, 36 eyes of 34 patients with second AGV implantation were enrolled in this study. The primary outcome measure was surgical success defined in terms of intraocular pressure (IOP) control using two criteria: Success was defined as IOP ≤21 mmHg (criterion 1) and IOP ≤16 mmHg (criterion 2), with at least 20% reduction in IOP, either with no medication (complete success) or with no more than two medications (qualified success). Kaplan-Meier survival analysis was used to determine the probability of surgical success. The average age of the patients was 32.7 years (range 4-65), and the mean duration of follow-up was 21.4 months (range 6-96). Preoperatively, the mean IOP was 26.94 mmHg (standard deviation [SD] 7.03), and the patients were using 2.8 glaucoma medications on average (SD 0.9). The mean IOP decreased significantly to 13.28 mmHg (SD 3.59) at the last postoperative visit (P = 0.00) while the patients needed even fewer glaucoma medications on average (1.4 ± 1.1, P = 0.00). Surgical success of second glaucoma drainage devices (Kaplan-Meier analysis), according to criterion 1, at 6, 12, 18, and 42 months was 94%, 85%, 80%, and 53% respectively, and according to criterion 2, was 94%, 85%, 75%, and 45%, respectively. Repeated AGV implantation seems to be a safe modality of treatment with acceptable success rate in cases with failed previous AGV surgery.

Evaluating treatment outcomes and durations among cases of smear-positive pulmonary tuberculosis in Yemen: a prospective follow-up study.

Science.gov (United States)

Jaber, Ammar Ali Saleh; Khan, Amer Hayat; Sulaiman, Syed Azhar Syed

2017-01-01

Evaluating outcomes after tuberculosis (TB) treatment can help identify the primary reasons for treatment success or failure. However, Yemen has a treatment success rate that remains below the World Health Organization's target. This study aimed to identify factors that were associated with unsuccessful treatment and prolonged treatment (>1 year). Newly diagnosed cases of smear-positive pulmonary TB were prospectively followed at two centers (Taiz and Alhodidah, Yemen) between April 2014 and March 2015. Standardized forms were used to obtain information from the patients regarding their socio-demographic and clinical characteristics, treatment duration, and TB-related information. Multivariate logistic regression analyses were performed to identify factors that were associated with unsuccessful treatment and prolonged treatment (>1 year). The study included data from 273 cases of newly diagnosed TB, with treatment being successful in 227 cases (83.1%) and unsuccessful in 46 cases (16.9%). Among the 46 patients with unsuccessful treatment, 29 patients (10.6%) stopped treatment, 6 patients (2.2%) transferred to another facility, 6 patients (2.2%) experienced treatment failure, and 5 patients (1.8%) died. The multivariate logistic regression analyses revealed that unsuccessful treatment was associated with female sex, illiterate status, and the presence of comorbidities. Prolonged treatment durations were associated with living in a rural area, smoking, chewing khat, a cough that lasted for >3 weeks at the beginning of treatment, and bilateral cavities during radiography. These results confirm that the treatment success rate in Yemen is lower than the World Health Organization's target for smear-positive pulmonary tuberculosis. Targeting the risk factors that we identified may help improve treatment outcomes. Furthermore, it may not be prudent to re-treat patients using first-line TB drugs after an initial treatment failure.

Duration of load revisited

DEFF Research Database (Denmark)

Hoffmeyer, Preben; Sørensen, John Dalsgaard

2007-01-01

A duration of load study representing 13 years of testing was recently terminated. Preliminary results have been published over the years. This paper represents the final account of the study, which was focused on the influ-ence of moisture content on time to failure for structural timber subject...

Statistical analysis of random duration times

International Nuclear Information System (INIS)

Engelhardt, M.E.

1996-04-01

This report presents basic statistical methods for analyzing data obtained by observing random time durations. It gives nonparametric estimates of the cumulative distribution function, reliability function and cumulative hazard function. These results can be applied with either complete or censored data. Several models which are commonly used with time data are discussed, and methods for model checking and goodness-of-fit tests are discussed. Maximum likelihood estimates and confidence limits are given for the various models considered. Some results for situations where repeated durations such as repairable systems are also discussed

Associated Information Increases Subjective Perception of Duration.

Science.gov (United States)

Schweitzer, Richard; Trapp, Sabrina; Bar, Moshe

2017-08-01

Our sense of time is prone to various biases. For instance, one factor that can dilate an event's perceived duration is the violation of predictions; when a series of repeated stimuli is interrupted by an unpredictable oddball. On the other hand, when the probability of a repetition itself is manipulated, predictable conditions can also increase estimated duration. This suggests that manipulations of expectations have different or even opposing effects on time perception. In previous studies, expectations were generated because stimuli were repeated or because the likelihood of a sequence or a repetition was varied. In the natural environment, however, expectations are often built via associative processes, for example, the context of a kitchen promotes the expectation of plates, appliances, and other associated objects. Here, we manipulated such association-based expectations by using oddballs that were either contextually associated or nonassociated with the standard items. We find that duration was more strongly overestimated for contextually associated oddballs. We reason that top-down attention is biased toward associated information, and thereby dilates subjective duration for associated oddballs. Based on this finding, we propose an interplay between top-down attention and predictive processing in the perception of time.

Effect of caffeine on prospective and retrospective duration judgements.

Science.gov (United States)

Gruber, Ronald P; Block, Richard A

2003-07-01

The effects of caffeine on prospective and retrospective duration judgements were evaluated in a double-blind placebo-controlled experiment. After taking either 200 mg caffeine or a placebo, participants touched a 17-sided polygon for 15 s. Then they verbally estimated the number of angles and the duration. Participants in the prospective group were told in advance they would be making a duration estimate, whereas those in the retrospective group were not told. Caffeine reduced duration estimates in the prospective condition but not in the retrospective condition. The effect of caffeine on very long duration comparisons (the past year compared with a year at one-half and one-quarter of one's age) was also evaluated, but none was found. The findings do not support the hypothesis that caffeine affects duration experience by increasing the internal clock rate as a result of its dopamine D(2) agonist properties. The hypothesis that caffeine produces its effect by enhancing memory was considered and rejected. The most parsimonious explanation is that caffeine increased arousal level, which led to a narrowing of the focus of attention to the most salient task. Copyright 2003 John Wiley & Sons, Ltd.

Shortened duration of untreated first episode of psychosis

DEFF Research Database (Denmark)

Larsen, Tor Ketil; McGlashan, T H; Johannessen, Jan Olav

2001-01-01

OBJECTIVE: This study examined whether duration of untreated psychosis can be shortened in patients with first episodes of DSM-IV schizophrenia spectrum disorders and whether shorted duration alters patient appearance at treatment. METHOD: Two study groups were ascertained in the same Norwegian h...

Association between sleep duration and overweight: the importance of parenting.

NARCIS (Netherlands)

de Jong, E.; Stocks, T.; Visscher, T.L.S.; Hira Sing, R.A.; Seidell, J.C.; Renders, C.M.

2012-01-01

Objective:Sleep duration has been related to overweight in children, but determinants of sleep duration are unclear. The aims were to investigate the association between sleep duration and childhood overweight adjusted for family characteristics and unhealthy behaviours, to explore determinants of

Measuring Chemotherapy Appointment Duration and Variation Using Real-Time Location Systems.

Science.gov (United States)

Barysauskas, Constance M; Hudgins, Gina; Gill, Katie Kupferberg; Camuso, Kristen M; Bagley, Janet; Rozanski, Sheila; Kadish, Sarah

Clinical schedules drive resource utilization, cost, and patient wait time. Accurate appointment duration allocation ensures appropriate staffing ratios to daily caseloads and maximizes scarce resources. Dana-Farber Cancer Institute (DFCI) infusion appointment duration is adjusted by regimen using a consensus method of experts including pharmacists, nurses, and administrators. Using real-time location system (RTLS), we examined the accuracy of observed appointment duration compared with the scheduled duration. Appointment duration was calculated using RTLS at DFCI between August 1, 2013, and September 30, 2013. Duration was defined as the total time a patient occupied an infusion chair. The top 10 administered infusion regimens were investigated (n = 805). Median observed appointment durations were statistically different than the scheduled durations. Appointment durations were shorter than scheduled 98% (C), 95% (I), and 75% (F) of the time and longer than scheduled 77% (A) and 76% (G) of the time. Fifty-six percent of the longer than scheduled (A) appointments were at least 30 minute longer. RTLS provides reliable and unbiased data to improve schedule accuracy. Replacing consensus with system-based data may improve clinic flow, relieve staff stress, and increase patient satisfaction. Further investigation is warranted to elucidate factors that impact variation in appointment duration.

Duration Calculus: Logical Foundations

DEFF Research Database (Denmark)

Hansen, Michael Reichhardt; Chaochen, Zhou

1997-01-01

The Duration Calculus (abbreviated DC) represents a logical approach to formal design of real-time systems, where real numbers are used to model time and Boolean valued functions over time are used to model states and events of real-time systems. Since it introduction, DC has been applied to many...

Partnership duration, concurrency, and HIV in sub-Saharan Africa.

Science.gov (United States)

Sawers, Larry; Isaac, Alan

2017-07-01

A widely accepted explanation for the exceptionally high HIV prevalence in sub-Saharan Africa is the practice of long-term overlapping heterosexual partnering. This article shows that long-duration concurrent partnering can be protective against HIV transmission rather than promoting it. Monogamous partnering prevents sexual transmission to anyone outside the partnership and, in an initially concordant-seronegative partnership, prevents sexual acquisition of HIV by either partner. Those protections against transmission and acquisition last as long as the partnership persists without new outside partnerships. Correspondingly, these two protective effects characterise polygynous partnerships, whether or not the polygyny is formal or informal, until a partner initiates a new partnership. Stable and exclusive unions of any size protect against HIV transmission, and more durable unions provide a longer protective effect. Survey research provides little information on partnership duration in sub-Saharan Africa and sheds no light on the interaction of duration, concurrency, and HIV. This article shows how assumptions about partnership duration in individual-based sexual-network models affect the contours of simulated HIV epidemics. Longer mean partnership duration slows the pace at which simulated epidemics grow. With plausible assumptions about partnership duration and at levels of concurrency found in the region, simulated HIV epidemics grow slowly or not at all. Those results are consistent with the hypothesis that long-duration partnering is protective against HIV and inconsistent with the hypothesis that long-term concurrency drives the HIV epidemics in sub-Saharan Africa.

Semi-nonparametric VaR forecasts for hedge funds during the recent crisis

Science.gov (United States)

Del Brio, Esther B.; Mora-Valencia, Andrés; Perote, Javier

2014-05-01

The need to provide accurate value-at-risk (VaR) forecasting measures has triggered an important literature in econophysics. Although these accurate VaR models and methodologies are particularly demanded for hedge fund managers, there exist few articles specifically devoted to implement new techniques in hedge fund returns VaR forecasting. This article advances in these issues by comparing the performance of risk measures based on parametric distributions (the normal, Student’s t and skewed-t), semi-nonparametric (SNP) methodologies based on Gram-Charlier (GC) series and the extreme value theory (EVT) approach. Our results show that normal-, Student’s t- and Skewed t- based methodologies fail to forecast hedge fund VaR, whilst SNP and EVT approaches accurately success on it. We extend these results to the multivariate framework by providing an explicit formula for the GC copula and its density that encompasses the Gaussian copula and accounts for non-linear dependences. We show that the VaR obtained by the meta GC accurately captures portfolio risk and outperforms regulatory VaR estimates obtained through the meta Gaussian and Student’s t distributions.

Human responses to bright light of different durations.

Science.gov (United States)

Chang, Anne-Marie; Santhi, Nayantara; St Hilaire, Melissa; Gronfier, Claude; Bradstreet, Dayna S; Duffy, Jeanne F; Lockley, Steven W; Kronauer, Richard E; Czeisler, Charles A

2012-07-01

Light exposure in the early night induces phase delays of the circadian rhythm in melatonin in humans. Previous studies have investigated the effect of timing, intensity, wavelength, history and pattern of light stimuli on the human circadian timing system. We present results from a study of the duration–response relationship to phase-delaying bright light. Thirty-nine young healthy participants (16 female; 22.18±3.62 years) completed a 9-day inpatient study. Following three baseline days, participants underwent an initial circadian phase assessment procedure in dim light (light pulse (∼10,000 lux) of 0.2 h, 1.0 h, 2.5 h or 4.0 h duration during a 4.5 h controlled-posture episode centred in a 16 h wake episode. After another 8 h sleep episode, participants completed a second circadian phase assessment. Phase shifts were calculated from the difference in the clock time of the dim light melatonin onset (DLMO) between the initial and final phase assessments. Exposure to varying durations of bright light reset the circadian pacemaker in a dose-dependent, non-linear manner. Per minute of exposure, the 0.2 h duration was over 5 times more effective at phase delaying the circadian pacemaker (1.07±0.36 h) as compared with the 4.0 h duration (2.65±0.24 h). Acute melatonin suppression and subjective sleepiness also had a dose-dependent response to light exposure duration. These results provide strong evidence for a non-linear resetting response of the human circadian pacemaker to light duration.

Drought Duration Biases in Current Global Climate Models

Science.gov (United States)

Moon, Heewon; Gudmundsson, Lukas; Seneviratne, Sonia

2016-04-01

Several droughts in the recent past are characterized by their increased duration and intensity. In particular, substantially prolonged droughts have brought major societal and economic losses in certain regions, yet climate change projections of such droughts in terms of duration is subject to large uncertainties. This study analyzes the biases of drought duration in state-of-the-art global climate model (GCM) simulations from the 5th phase of Coupled Model Intercomparison Project (CMIP5). Drought durations are defined as negative precipitation anomalies and evaluated with three observation-based datasets in the period of 1901-2010. Large spread in biases of GCMs is commonly found in all regions, with particular strong biases in North East Brazil, Africa, Northern Australia, Central America, Central and Northern Europe, Sahel and Asia. Also in most regions, the interquartile range of bias lies below 0, meaning that the GCMs tend to underestimate drought durations. Meanwhile in some regions such as Western South America, the Amazon, Sahel, West and South Africa, and Asia, considerable inconsistency among the three observation-based datasets were found. These results indicate substantial uncertainties and errors in current GCMs for simulating drought durations as well as a large spread in observation-based datasets, both of which are found to be particularly strong in those regions that are often considered to be hot spots of projected future drying. The underlying sources of these uncertainties need to be identified in further study and will be applied to constrain GCM-based drought projections under climate change.

Factors associated with sleep duration in Brazilian high school students.

Science.gov (United States)

Gomes Felden, Érico Pereira; Barbosa, Diego Grasel; Junior, Geraldo Jose Ferrari; Santos, Manoella De Oliveira; Pelegrini, Andreia; Silva, Diego Augusto Santos

2017-01-01

The aim of this study was to investigate the factors associated with short sleep duration on southern Brazilian high school students. Our study was comprised of 1,132 adolescents aged 14 to 19 years, enrolled in public high schools in São José, Brazil. The students answered a questionnaire about working (work and workload), health perception, smoking, school schedule, sleep (duration and daytime sleepiness), and socio-demographics data. The results showed that more than two thirds of adolescent workers had short sleep duration (76.7%), and those with a higher workload (more than 20 hours) had a shorter sleep duration (7.07 hours) compared to non-workers (7.83 hours). In the analysis of factors associated with short sleep duration, adolescents who worked (OR = 2.12, 95% CI 1.53 to 2.95) were more likely to have short sleep duration compared to those who did not work. In addition, older adolescents (17-19 years) and students with poor sleep quality were 40% and 55% more likely to have short sleep duration compared to younger adolescents (14-16 years) and students with good sleep quality, respectively. Adolescents with daytime sleepiness were more likely to have short sleep duration (OR = 1.49, 95% CI 1.06 to 2.07) compared to those without excessive daytime sleepiness. In addition students of the morning shift (OR = 6.02, 95% CI 4.23 to 8.57) and evening shift (OR = 2.16, 95% CI 1.45 to 3.22) were more likely to have short sleep duration compared to adolescents of the afternoon shift. Thereby adolescents who are workers, older, attended morning and evening classes and have excessive daytime sleepiness showed risk factors for short sleep duration. In this sense, it is pointed out the importance of raising awareness of these risk factors for short sleep duration of students from public schools from São José, located in southern Brazil.

Diaphragmatic excursion: does it predict successful weaning from mechanical ventilation?

International Nuclear Information System (INIS)

Hayat, A.; Khalil, A.

2017-01-01

To measure the diaphragmatic excursion and its outcome on weani ng from mechanical ventilation. Study Design: Cross-sectional comparative study. Place and Duration of Study: Medical Intensive Care Unit (ICU), Military Hospital (MH), Rawalpindi, Pakistan, from January to December 2014. Methodology: Diaphragmatic excursion (DE) in cm was measured through ultrasound by marking liver and spleen displacement in patients who fulfilled the criteria of removal from ventilatory support. The patients were followed up for 48 hours and classified according to the outcome as successful weaning and weaning failure. Results: Out of 100 cases, 76 patients had a successful weaning while 24 had a failed weaning outcome. At a diaphragmatic excursion of 1.2 cm and more, out of 67 cases, 60 had a successful weaning (89.55%) while 7 cases (10.45%) had a weaning failure. At an excursion of less than 1. 2 cm, 17 out of 33 cases (51.5%) had successful weaning while 16 (48.48%) had weaning failure. At this cut off point (1.2 cm), the sensitivity and specificity for successful weaning were 78.95% and 70.83%, respectively. The positive and negative likelihood ratio (LR) for these values being 2.70 and 0.29, respectively. The positive predictive value was 82.35% and negative predictive value 60.00%. Conclusion: Ultrasonographic measurement of diaphragmatic excursion is a good method for predicting weaning outcome from mechanical ventilation. (author)

Surface sterilization and duration of seed storage influenced ...

African Journals Online (AJOL)

The effects of factorial combinations of four storage duration (in days after seed extraction) and surface sterilization with three dilution levels of sodium hypochlorite on seedling emergence and seedling quality of African breadfruit were studied. Storage duration significantly influenced days to seedling emergence, ...

Illusory conjunctions of pitch and duration in unfamiliar tone sequences.

Science.gov (United States)

Thompson, W F; Hall, M D; Pressing, J

2001-02-01

In 3 experiments, the authors examined short-term memory for pitch and duration in unfamiliar tone sequences. Participants were presented a target sequence consisting of 2 tones (Experiment 1) or 7 tones (Experiments 2 and 3) and then a probe tone. Participants indicated whether the probe tone matched 1 of the target tones in both pitch and duration. Error rates were relatively low if the probe tone matched 1 of the target tones or if it differed from target tones in pitch, duration, or both. Error rates were remarkably high, however, if the probe tone combined the pitch of 1 target tone with the duration of a different target tone. The results suggest that illusory conjunctions of these dimensions frequently occur. A mathematical model is presented that accounts for the relative contribution of pitch errors, duration errors, and illusory conjunctions of pitch and duration.

Association between sleep duration and overweight: the importance of parenting.

Science.gov (United States)

de Jong, E; Stocks, T; Visscher, T L S; HiraSing, R A; Seidell, J C; Renders, C M

2012-10-01

Sleep duration has been related to overweight in children, but determinants of sleep duration are unclear. The aims were to investigate the association between sleep duration and childhood overweight adjusted for family characteristics and unhealthy behaviours, to explore determinants of sleep duration and to determine with sleep competing activities. A cross-sectional study was carried out in 2006 among 4072 children aged 4-13 years in the city of Zwolle, The Netherlands. In these children, data were available on measured height, weight and waist circumference, and from a parental questionnaire, on socio-demographic characteristics, child's sleep duration, nutrition, physical activity and sedentary behaviour. Associations were studied in 2011 using logistic and linear regression analyses, adjusted for potential confounders. Short sleep duration was associated with overweight for 4-8-year-old boys (odds ratio (OR):3.10; 95% confidence interval (CI):1.15-8.40), 9-13-year-old boys (OR:4.96; 95% CI:1.35-18.16) and 9-13-year-old girls (OR:4.86; 95% CI:1.59-14.88). Among 4-8-year-old girls no statistically significant association was found. Determinants for short sleep duration were viewing television during a meal, permission to have candy without asking, not being active with their caregiver and a late bedtime. For all children, short sleep duration was strongly associated with more television viewing and computer use. Association between sleep duration and overweight is not explained by socio-demographic variables, drinking sugared drinks and eating snacks. Parents have a key role in stimulating optimal sleep duration. Improving parenting skills and knowledge to offer children more structure, and possibly with that, increase sleeping hours, may be promising in prevention of overweight.

Project description and crowdfunding success: an exploratory study.

Science.gov (United States)

Zhou, Mi Jamie; Lu, Baozhou; Fan, Weiguo Patrick; Wang, G Alan

2018-01-01

Existing research on antecedent of funding success mainly focuses on basic project properties such as funding goal, duration, and project category. In this study, we view the process by which project owners raise funds from backers as a persuasion process through project descriptions. Guided by the unimodel theory of persuasion, this study identifies three exemplary antecedents (length, readability, and tone) from the content of project descriptions and two antecedents (past experience and past expertise) from the trustworthy cue of project descriptions. We then investigate their impacts on funding success. Using data collected from Kickstarter, a popular crowdfunding platform, we find that these antecedents are significantly associated with funding success. Empirical results show that the proposed model that incorporated these antecedents can achieve an accuracy of 73 % (70 % in F-measure). The result represents an improvement of roughly 14 percentage points over the baseline model based on informed guessing and 4 percentage points improvement over the mainstream model based on basic project properties (or 44 % improvement of mainstream's performance over informed guessing). The proposed model also has superior true positive and true negative rates. We also investigate the timeliness of project data and find that old project data is gradually becoming less relevant and losing predictive power to newly created projects. Overall, this study provides evidence that antecedents identified from project descriptions have incremental predictive power and can help project owners evaluate and improve the likelihood of funding success.

Expectation, information processing, and subjective duration.

Science.gov (United States)

Simchy-Gross, Rhimmon; Margulis, Elizabeth Hellmuth

2018-01-01

In research on psychological time, it is important to examine the subjective duration of entire stimulus sequences, such as those produced by music (Teki, Frontiers in Neuroscience, 10, 2016). Yet research on the temporal oddball illusion (according to which oddball stimuli seem longer than standard stimuli of the same duration) has examined only the subjective duration of single events contained within sequences, not the subjective duration of sequences themselves. Does the finding that oddballs seem longer than standards translate to entire sequences, such that entire sequences that contain oddballs seem longer than those that do not? Is this potential translation influenced by the mode of information processing-whether people are engaged in direct or indirect temporal processing? Two experiments aimed to answer both questions using different manipulations of information processing. In both experiments, musical sequences either did or did not contain oddballs (auditory sliding tones). To manipulate information processing, we varied the task (Experiment 1), the sequence event structure (Experiments 1 and 2), and the sequence familiarity (Experiment 2) independently within subjects. Overall, in both experiments, the sequences that contained oddballs seemed shorter than those that did not when people were engaged in direct temporal processing, but longer when people were engaged in indirect temporal processing. These findings support the dual-process contingency model of time estimation (Zakay, Attention, Perception & Psychophysics, 54, 656-664, 1993). Theoretical implications for attention-based and memory-based models of time estimation, the pacemaker accumulator and coding efficiency hypotheses of time perception, and dynamic attending theory are discussed.

Duration-frequency relationships of heavy rainfall in Santa Catarina, Brazil

Directory of Open Access Journals (Sweden)

Álvaro José Back

2012-06-01

Full Text Available The purpose of this study was to adjust equations that establish relationships between rainfall events with different duration and data from weather stations in the state of Santa Catarina, Brazil. In this study, the relationships between different duration heavy rainfalls from 13 weather stations of Santa Catarina were analyzed. From series of maximum annual rainfalls, and using the Gumbel-Chow distribution, the maximum rainfall for durations between 5 min and 24 h were estimated considering return periods from 2 to 100 years. The data fit to the Gumbel-Chow model was verified by the Kolmogorov-Smirnov test at 5 % significance. The coefficients of Bell's equation were adjusted to estimate the relationship between rainfall duration t (min and the return period T (y in relation to the maximum rainfall with a duration of 1 hour and a 10 year return period. Likewise, the coefficients of Bell's equation were adjusted based on the maximum rainfall with a duration of 1 day and a 10 year return period. The results showed that these relationships are viable to estimate short-duration rainfall events at locations where there are no rainfall records.

Factors contributing to migraine headache surgery failure and success.

Science.gov (United States)

Larson, Kelsey; Lee, Michelle; Davis, Janine; Guyuron, Bahman

2011-11-01

The purpose of this study was to identify factors that contribute to migraine headache surgery failure and success. A retrospective chart review was conducted of patients who underwent surgery for migraine headaches performed by the senior author (B.G.) and had at least 11 months of follow-up. The study population included three groups: migraine surgery success, improvement, and failure. Thirty-six unique data points were collected for each patient. A total of 169 patients met inclusion criteria. Of these, 66 patients comprised the migraine surgery success group (S, complete elimination of migraine headaches); 67 comprised the migraine surgery improvement group (I, >50 percent reduction in migraine frequency, intensity, or duration); and 36 comprised the migraine surgery failure group (F, I, p=0.02), migraine frequency (SI, p=0.003; S>F, p=0.04), history of head or neck injury (SI, p=0.02), increased intraoperative bleeding (SF, p=0.0006; I>F, p=0.0004), site II (S>F, p=0.015), single operative site (SI, p=0.05; S>F, p=0.04). Factors associated with migraine surgery failure include increased intraoperative bleeding and surgery on fewer trigger sites. Factors associated with migraine surgery success are older age of migraine onset, higher rate of visual symptoms versus improvement group, surgery at site I or II, and deactivating all four operative sites. Risk, III.

Long-duration space exploration and emotional health: Recommendations for conceptualizing and evaluating risk

Science.gov (United States)

Alfano, Candice A.; Bower, Joanne L.; Cowie, Jennifer; Lau, Simon; Simpson, Richard J.

2018-01-01

Spaceflight to Mars will by far exceed the duration of any previous mission. Although behavioral health risks are routinely highlighted among the most serious threats to crew safety, understanding of specific emotional responses most likely to occur and interfere with mission success has lagged in comparison to other risk domains. Even within the domain of behavioral health, emotional constructs remain to be 'unpacked' to the same extent as other factors such as attention and fatigue. The current paper provides a review of previous studies that have examined emotional responses in isolated, confined, extreme environments (ICE) toward informing a needed research agenda. We include research conducted during space flight, long-duration space simulation analogs, and polar environments and utilize a well-established model of emotion and emotion regulation to conceptualize specific findings. Lastly, we propose four specific directions for future research: (1) use of a guiding theoretical framework for evaluating emotion responses in ICE environments; (2) leveraging multi-method approaches to improve the reliability of subjective reports of emotional health; (3) a priori selection of precise emotional constructs to guide measure selection; and (4) focusing on positive in addition to negative emotion in order to provide a more complete understanding of individual risk and resilience.

40 CFR 40.125-1 - Limitations on duration.

Science.gov (United States)

2010-07-01

... 40 Protection of Environment 1 2010-07-01 2010-07-01 false Limitations on duration. 40.125-1 Section 40.125-1 Protection of Environment ENVIRONMENTAL PROTECTION AGENCY GRANTS AND OTHER FEDERAL ASSISTANCE RESEARCH AND DEMONSTRATION GRANTS § 40.125-1 Limitations on duration. (a) [Reserved] (b) No...

The Extended Duration Sounding Rocket (EDSR): Low Cost Science and Technology Missions

Science.gov (United States)

Cruddace, R. G.; Chakrabarti, S.; Cash, W.; Eberspeaker, P.; Figer, D.; Figueroa, O.; Harris, W.; Kowalski, M.; Maddox, R.; Martin, C.; McCammon, D.; Nordsieck, K.; Polidan, R.; Sanders, W.; Wilkinson, E.; Asrat

2011-12-01

The 50-year old NASA sounding rocket (SR) program has been successful in launching scientific payloads into space frequently and at low cost with a 85% success rate. In 2008 the NASA Astrophysics Sounding Rocket Assessment Team (ASRAT), set up to review the future course of the SR program, made four major recommendations, one of which now called Extended Duration Sounding Rocket (EDSR). ASRAT recommended a system capable of launching science payloads (up to 420 kg) into low Earth orbit frequently (1/yr) at low cost, with a mission duration of approximately 30 days. Payload selection would be based on meritorious high-value science that can be performed by migrating sub-orbital payloads to orbit. Establishment of this capability is a essential for NASA as it strives to advance technical readiness and lower costs for risk averse Explorers and flagship missions in its pursuit of a balanced and sustainable program and achieve big science goals within a limited fiscal environment. The development of a new generation of small, low-cost launch vehicles (SLV), primarily the SpaceX Falcon 1 and the Orbital Sciences Minotaur I has made this concept conceivable. The NASA Wallops Flight Facility (WFF)conducted a detailed engineering concept study, aimed at defining the technical characteristics of all phases of a mission, from design, procurement, assembly, test, integration and mission operations. The work was led by Dr. Raymond Cruddace, a veteran of the SR program and the prime mover of the EDSR concept. The team investigated details such as, the "FAA licensed contract" for launch service procurement, with WFF and NASA SMD being responsible for mission assurance which results in a factor of two cost savings over the current approach. These and other creative solutions resulted in a proof-of-concept Class D mission design that could have a sustained launch rate of at least 1/yr, a mission duration of up to about 3 months, and a total cost of $25-30 million for each mission

Mitochondrial DNA Copy Number in Sleep Duration Discordant Monozygotic Twins.

Science.gov (United States)

Wrede, Joanna E; Mengel-From, Jonas; Buchwald, Dedra; Vitiello, Michael V; Bamshad, Michael; Noonan, Carolyn; Christiansen, Lene; Christensen, Kaare; Watson, Nathaniel F

2015-10-01

Mitochondrial DNA (mtDNA) copy number is an important component of mitochondrial function and varies with age, disease, and environmental factors. We aimed to determine whether mtDNA copy number varies with habitual differences in sleep duration within pairs of monozygotic twins. Academic clinical research center. 15 sleep duration discordant monozygotic twin pairs (30 twins, 80% female; mean age 42.1 years [SD 15.0]). Sleep duration was phenotyped with wrist actigraphy. Each twin pair included a "normal" (7-9 h/24) and "short" (sleeping twin. Fasting peripheral blood leukocyte DNA was assessed for mtDNA copy number via the n-fold difference between qPCR measured mtDNA and nuclear DNA creating an mtDNA measure without absolute units. We used generalized estimating equation linear regression models accounting for the correlated data structure to assess within-pair effects of sleep duration on mtDNA copy number. Mean within-pair sleep duration difference per 24 hours was 94.3 minutes (SD 62.6 min). We found reduced sleep duration (β = 0.06; 95% CI 0.004, 0.12; P sleep efficiency (β = 0.51; 95% CI 0.06, 0.95; P sleep duration was associated with a decrease in mtDNA copy number of 0.06. Likewise, a 1% decrease in actigraphy-defined sleep efficiency was associated with a decrease in mtDNA copy number of 0.51. Reduced sleep duration and sleep efficiency were associated with reduced mitochondrial DNA copy number in sleep duration discordant monozygotic twins offering a potential mechanism whereby short sleep impairs health and longevity through mitochondrial stress. © 2015 Associated Professional Sleep Societies, LLC.

Space Flight Applications of Optical Fiber; 30 Years of Space Flight Success

Science.gov (United States)

Ott, Melanie N.

2010-01-01

For over thirty years NASA has had success with space flight missions that utilize optical fiber component technology. One of the early environmental characterization experiments that included optical fiber was launched as the Long Duration Exposure Facility in 1978. Since then, multiple missions have launched with optical fiber components that functioned as expected, without failure throughout the mission life. The use of optical fiber in NASA space flight communications links and exploration and science instrumentation is reviewed.

Climatic Droughts and the Impacts on Crop Yields in Northern India during the Past Century

Science.gov (United States)

Ge, Y.; Cai, X.; Zhu, T.

2014-12-01

Drought has become an increasingly severe threat to water and food security recently. This study presents a novel method to calculate the return period of drought, considering drought as event characterized by expected drought inter-arrival time, duration, severity and peak intensity. Recently, Copula distribution, a multivariable probability distribution, is used to deal with strongly correlated variables in analyzing complex hydrologic phenomenon. This study assesses drought conditions in Northern India, including 8 sites, in the past century using Palmer Drought Severity Index (PDSI) from two latest datasets, Dai (2011, 2013) and Sheffield et al. (2012), which concluded conflicting results about global average drought trend. Our results include the change of the severity, intensity and duration of drought events during the past century and the impact of the drought condition on crop yields in the region. It is found that drought variables are highly correlated, thus copulas joint distribution enables the estimation of multi-variate return period. Based on Dai's dataset from 1900 to 2012, for a fixed drought return period the severity and duration is lower for the period before1955 in sites close to the Indus basin (site 1) or off the coast of the Indian Ocean (Bay of Bengal) (site 8), while they are higher for the period after 1955 in other inland sites (sites 3-7), (e.g., severity in Fig.1). Projections based on two models (IPCC AR4 and AR5) in Dai (2011, 2013) suggested less severity and shorter duration in longer-year drought (e.g., 100-year drought), but larger in shorter-year drought (e.g., 2-year drought). Drought could bring nonlinear responses and unexpected losses in agriculture system, thus prediction and management are essential. Therefore, in the years with extreme drought conditions, impact assessment of drought on crop yield of corn, barley, wheat and sorghum will be also conducted through correlating crop yields with drought conditions during

Rhythm-based heartbeat duration normalization for atrial fibrillation detection.

Science.gov (United States)

Islam, Md Saiful; Ammour, Nassim; Alajlan, Naif; Aboalsamh, Hatim

2016-05-01

Screening of atrial fibrillation (AF) for high-risk patients including all patients aged 65 years and older is important for prevention of risk of stroke. Different technologies such as modified blood pressure monitor, single lead ECG-based finger-probe, and smart phone using plethysmogram signal have been emerging for this purpose. All these technologies use irregularity of heartbeat duration as a feature for AF detection. We have investigated a normalization method of heartbeat duration for improved AF detection. AF is an arrhythmia in which heartbeat duration generally becomes irregularly irregular. From a window of heartbeat duration, we estimate the possible rhythm of the majority of heartbeats and normalize duration of all heartbeats in the window based on the rhythm so that we can measure the irregularity of heartbeats for both AF and non-AF rhythms in the same scale. Irregularity is measured by the entropy of distribution of the normalized duration. Then we classify a window of heartbeats as AF or non-AF by thresholding the measured irregularity. The effect of this normalization is evaluated by comparing AF detection performances using duration with the normalization, without normalization, and with other existing normalizations. Sensitivity and specificity of AF detection using normalized heartbeat duration were tested on two landmark databases available online and compared with results of other methods (with/without normalization) by receiver operating characteristic (ROC) curves. ROC analysis showed that the normalization was able to improve the performance of AF detection and it was consistent for a wide range of sensitivity and specificity for use of different thresholds. Detection accuracy was also computed for equal rates of sensitivity and specificity for different methods. Using normalized heartbeat duration, we obtained 96.38% accuracy which is more than 4% improvement compared to AF detection without normalization. The proposed normalization

10 CFR 451.6 - Duration of incentive payments.

Science.gov (United States)

2010-01-01

... 10 Energy 3 2010-01-01 2010-01-01 false Duration of incentive payments. 451.6 Section 451.6 Energy DEPARTMENT OF ENERGY ENERGY CONSERVATION RENEWABLE ENERGY PRODUCTION INCENTIVES § 451.6 Duration of incentive... part with respect to a qualified renewable energy facility for 10 consecutive fiscal years. Such period...

Syllable Durations of Preword and Early Word Vocalizations.

Science.gov (United States)

Robb, Michael P.; Saxman, John H.

1990-01-01

The continuity in development of syllable duration patterns was examined in seven young children as they progressed from preword to multiword periods of vocalization development. Results revealed no systematic increase or decrease in the duration of bisyllables produced by the children as a group, whereas lengthening of final syllables was…

Extremes in nature

CERN Document Server

Salvadori, Gianfausto; Kottegoda, Nathabandu T

2007-01-01

This book is about the theoretical and practical aspects of the statistics of Extreme Events in Nature. Most importantly, this is the first text in which Copulas are introduced and used in Geophysics. Several topics are fully original, and show how standard models and calculations can be improved by exploiting the opportunities offered by Copulas. In addition, new quantities useful for design and risk assessment are introduced.

Rethinking non-inferiority: a practical trial design for optimising treatment duration.

Science.gov (United States)

Quartagno, Matteo; Walker, A Sarah; Carpenter, James R; Phillips, Patrick Pj; Parmar, Mahesh Kb

2018-06-01

Background Trials to identify the minimal effective treatment duration are needed in different therapeutic areas, including bacterial infections, tuberculosis and hepatitis C. However, standard non-inferiority designs have several limitations, including arbitrariness of non-inferiority margins, choice of research arms and very large sample sizes. Methods We recast the problem of finding an appropriate non-inferior treatment duration in terms of modelling the entire duration-response curve within a pre-specified range. We propose a multi-arm randomised trial design, allocating patients to different treatment durations. We use fractional polynomials and spline-based methods to flexibly model the duration-response curve. We call this a 'Durations design'. We compare different methods in terms of a scaled version of the area between true and estimated prediction curves. We evaluate sensitivity to key design parameters, including sample size, number and position of arms. Results A total sample size of ~ 500 patients divided into a moderate number of equidistant arms (5-7) is sufficient to estimate the duration-response curve within a 5% error margin in 95% of the simulations. Fractional polynomials provide similar or better results than spline-based methods in most scenarios. Conclusion Our proposed practical randomised trial 'Durations design' shows promising performance in the estimation of the duration-response curve; subject to a pending careful investigation of its inferential properties, it provides a potential alternative to standard non-inferiority designs, avoiding many of their limitations, and yet being fairly robust to different possible duration-response curves. The trial outcome is the whole duration-response curve, which may be used by clinicians and policymakers to make informed decisions, facilitating a move away from a forced binary hypothesis testing paradigm.

Televised Antismoking Advertising: Effects of Level and Duration of Exposure

Science.gov (United States)

Cotter, Trish; Perez, Donna; Wakefield, Melanie

2013-01-01

Objectives. We assessed the effects of levels and duration of exposure to televised antismoking advertising on cognitive and behavioral changes. Methods. We used data from a serial cross-sectional telephone survey with weekly interviews of adult smokers and recent quitters in New South Wales, Australia (n = 13 301), between April 2005 and December 2010. We merged survey data with commercial TV ratings data to estimate individuals’ exposure to antismoking advertising. Results. Logistic regression analyses indicated that after adjustment for a wide range of potential confounders, exposure to antismoking advertising at levels between 100 and 200 gross rating points per week on average over 6 to 9 weeks was associated with an increased likelihood of having (1) salient quitting thoughts and (2) recent quit attempts. Associations between exposure for shorter periods and these outcomes were not significant. Conclusions. Broadcasting schedules may affect the success of antismoking ads. Campaign planners should ensure advertising exposure at adequate frequency over relatively sustained periods to maximize impact. PMID:23763419

Televised antismoking advertising: effects of level and duration of exposure.

Science.gov (United States)

Dunlop, Sally; Cotter, Trish; Perez, Donna; Wakefield, Melanie

2013-08-01

We assessed the effects of levels and duration of exposure to televised antismoking advertising on cognitive and behavioral changes. We used data from a serial cross-sectional telephone survey with weekly interviews of adult smokers and recent quitters in New South Wales, Australia (n = 13,301), between April 2005 and December 2010. We merged survey data with commercial TV ratings data to estimate individuals' exposure to antismoking advertising. Logistic regression analyses indicated that after adjustment for a wide range of potential confounders, exposure to antismoking advertising at levels between 100 and 200 gross rating points per week on average over 6 to 9 weeks was associated with an increased likelihood of having (1) salient quitting thoughts and (2) recent quit attempts. Associations between exposure for shorter periods and these outcomes were not significant. Broadcasting schedules may affect the success of antismoking ads. Campaign planners should ensure advertising exposure at adequate frequency over relatively sustained periods to maximize impact.

Resilience in plant-herbivore networks during secondary succession.

Directory of Open Access Journals (Sweden)

Edith Villa-Galaviz

Full Text Available Extensive land-use change in the tropics has produced a mosaic of successional forests within an agricultural and cattle-pasture matrix. Post-disturbance biodiversity assessments have found that regeneration speed depends upon propagule availability and the intensity and duration of disturbance. However, reestablishment of species interactions is still poorly understood and this limits our understanding of the anthropogenic impacts upon ecosystem resilience. This is the first investigation that evaluates plant-herbivore interaction networks during secondary succession. In particular we investigated succession in a Mexican tropical dry forest using data of caterpillar associations with plants during 2007-2010. Plant-herbivore networks showed high resilience. We found no differences in most network descriptors between secondary and mature forest and only recently abandoned fields were found to be different. No significant nestedness or modularity network structure was found. Plant-herbivore network properties appear to quickly reestablish after perturbation, despite differences in species richness and composition. This study provides some valuable guidelines for the implement of restoration efforts that can enhance ecological processes such as the interaction between plants and their herbivores.

Duration of coming life associated with disablement owing to ophthalmothology

Directory of Open Access Journals (Sweden)

N. M. Rustamova

2014-07-01

Full Text Available It was conducted the comparison of the middle duration of coming life associated with disablement owing to the different groups of eye disease in work. The difference between the duration of coming life of country population and the patient’ age were used as the gauge of life duration associated with disablement at the moment of the primary recognition by an invalid. It was determined that the middle duration of coming life associated with disablement changed and shook in the groups from 11,31 to 36,37 years for men and from 17,58 to 42,37 years for women subject to the reason of disablement. It is considered that the middle duration of coming life associated with disablement is integral criterion for an estimation of the medico-social burden of disease. It is differed 3 degrees of heaviness of the medico-social burden. The moderate heaviness of the medico-social burden (the middle duration of coming lif associated with disablement less than 20 years is characteristic for diabetic retinopathy, glaucoma and uveitis and the high degree of heaviness (the middle duration of coming life associated with disablement more than 30 years for disease of eyeball, visual nerve, eye traumas, myopia and anophthalmia.

Duration of coming life associated with disablement owing to ophthalmothology

Directory of Open Access Journals (Sweden)

N. M. Rustamova

2013-01-01

Full Text Available It was conducted the comparison of the middle duration of coming life associated with disablement owing to the different groups of eye disease in work. The difference between the duration of coming life of country population and the patient’ age were used as the gauge of life duration associated with disablement at the moment of the primary recognition by an invalid. It was determined that the middle duration of coming life associated with disablement changed and shook in the groups from 11,31 to 36,37 years for men and from 17,58 to 42,37 years for women subject to the reason of disablement. It is considered that the middle duration of coming life associated with disablement is integral criterion for an estimation of the medico-social burden of disease. It is differed 3 degrees of heaviness of the medico-social burden. The moderate heaviness of the medico-social burden (the middle duration of coming lif associated with disablement less than 20 years is characteristic for diabetic retinopathy, glaucoma and uveitis and the high degree of heaviness (the middle duration of coming life associated with disablement more than 30 years for disease of eyeball, visual nerve, eye traumas, myopia and anophthalmia.

Mating choice of Ceratitis capitata (Wiedemann) (Diptera: Tephritidae): influence of male ageing on mating success; Escolha de parceiro para acasalamento em Ceratitis capitata (Wiedemann)(Diptera: Tephritidae): influencia do envelhecimento dos machos no sucesso de copula

Energy Technology Data Exchange (ETDEWEB)

Silva Neto, Alberto M. da; Dias, Vanessa S.; Joachim-Bravo, Iara S. [Universidade Federal da Bahia (UFBA), Salvador, BA (Brazil). Inst. de Biologia. Dept. de Biologia Geral], e-mail: bio.alberto@gmail.com, e-mail: vanessasidias@hotmail.com, e-mail: ibravo@ufba.br

2009-09-15

The objective of this study was to evaluate the effect of male ageing on male pheromone release and mating success of Ceratitis capitata (Wiedemann). The effects of male ageing on mating were evaluated on fi ve and 21 d-old males by assessing their mating success (males chosen by a female for copulation) and the amount of males releasing the sex pheromone. The mating success was evaluated by using several ratios of young to older males by increasing the number of older males:young males from 1:1 to 5:1. The mating success of the 1:1 ratio was also evaluated in fi eld cages. The evaluation of the mating success (in the 1:1 ratio) showed a clear preference of the females for young males. Sex pheromone emission was much more common on young than older males. Even in cases were older males were more abundant (ratios 2:1 and 3:1), females still chose the young males. However, females could not distinguish young from older males in ratios of 4:1 or 5:1. Our data indicate that the ageing of C. capitata males has a considerable negative effect on their reproductive success, especially if they are found in a proportion any lower than 3:1. (author)

40 CFR 166.45 - Duration of crisis exemption.

Science.gov (United States)

2010-07-01

... 40 Protection of Environment 23 2010-07-01 2010-07-01 false Duration of crisis exemption. 166.45... EXEMPTION OF FEDERAL AND STATE AGENCIES FOR USE OF PESTICIDES UNDER EMERGENCY CONDITIONS Crisis Exemptions § 166.45 Duration of crisis exemption. A crisis exemption may be authorized for: (a) Only as long as is...

Modeling Spatial Dependence of Rainfall Extremes Across Multiple Durations

Science.gov (United States)

Le, Phuong Dong; Leonard, Michael; Westra, Seth

2018-03-01

Determining the probability of a flood event in a catchment given that another flood has occurred in a nearby catchment is useful in the design of infrastructure such as road networks that have multiple river crossings. These conditional flood probabilities can be estimated by calculating conditional probabilities of extreme rainfall and then transforming rainfall to runoff through a hydrologic model. Each catchment's hydrological response times are unlikely to be the same, so in order to estimate these conditional probabilities one must consider the dependence of extreme rainfall both across space and across critical storm durations. To represent these types of dependence, this study proposes a new approach for combining extreme rainfall across different durations within a spatial extreme value model using max-stable process theory. This is achieved in a stepwise manner. The first step defines a set of common parameters for the marginal distributions across multiple durations. The parameters are then spatially interpolated to develop a spatial field. Storm-level dependence is represented through the max-stable process for rainfall extremes across different durations. The dependence model shows a reasonable fit between the observed pairwise extremal coefficients and the theoretical pairwise extremal coefficient function across all durations. The study demonstrates how the approach can be applied to develop conditional maps of the return period and return level across different durations.

Models for Risk Aggregation and Sensitivity Analysis: An Application to Bank Economic Capital

Directory of Open Access Journals (Sweden)

Hulusi Inanoglu

2009-12-01

Full Text Available A challenge in enterprise risk measurement for diversified financial institutions is developing a coherent approach to aggregating different risk types. This has been motivated by rapid financial innovation, developments in supervisory standards (Basel 2 and recent financial turmoil. The main risks faced - market, credit and operational – have distinct distributional properties, and historically have been modeled in differing frameworks. We contribute to the modeling effort by providing tools and insights to practitioners and regulators. First, we extend the scope of the analysis to liquidity and interest rate risk, having Basel Pillar II of Basel implications. Second, we utilize data from major banking institutions’ loss experience from supervisory call reports, which allows us to explore the impact of business mix and inter-risk correlations on total risk. Third, we estimate and compare alternative established frameworks for risk aggregation (including copula models on the same data-sets across banks, comparing absolute total risk measures (Value-at-Risk – VaR and proportional diversification benefits-PDB, goodness-of-fit (GOF of the model as data as well as the variability of the VaR estimate with respect to sampling error in parameter. This benchmarking and sensitivity analysis suggests that practitioners consider implementing a simple non-parametric methodology (empirical copula simulation- ECS in order to quantify integrated risk, in that it is found to be more conservatism and stable than the other models. We observe that ECS produces 20% to 30% higher VaR relative to the standard Gaussian copula simulation (GCS, while the variance-covariance approximation (VCA is much lower. ECS yields the highest PDBs than other methodologies (127% to 243%, while Archimadean Gumbel copula simulation (AGCS is the lowest (10-21%. Across the five largest banks we fail to find the effect of business mix to exert a directionally consistent impact on

In-Hospital Haloperidol Use and Perioperative Changes in QTc-Duration.

Science.gov (United States)

Blom, M T; Jansen, S; de Jonghe, A; van Munster, B C; de Boer, A; de Rooij, S E; Tan, H L; van der Velde, N

2015-05-01

Haloperidol may prolong ECG QTc-duration but is often prescribed perioperatively to hip-fracture patients. We aimed to determine (1) how QTc-duration changes perioperatively, (2) whether low-dose haloperidol-use influences these changes, and (3) which clinical variables are associated with potentially dangerous perioperative QTc-prolongation (PD-QTc; increase >50 ms or to >500 ms). Prospective cohort study. Tertiary university teaching-hospital. Patients enrolled in a randomized controlled clinical trial of melatonin versus placebo on occurrence of delirium in hip-fracture patients. Data from ECGs made before and after hip surgery (1-3 days and/or 4-6 days post-surgery) were analyzed. QTc-duration was measured by hand, blinded for haloperidol and pre/post-surgery status. Clinical variables were measured at baseline. Mixed model analysis was used to estimate changes in QTc-duration. Risk-factors for PD-QTc were estimated by logistic regression analysis. We included 89 patients (mean age 84 years, 24% male); 39 were treated with haloperidol. Patients with normal pre-surgery QTc-duration (male ≤430 ms, female ≤450 ms) had a significant increase (mean 12 ms, SD 28) in QTc-duration. A significant decrease (mean 19 ms, SD 34) occurred in patients with prolonged pre-surgery QTc-duration (male >450ms, female >470 ms). Haloperidol-use did not influence the perioperative course of the QTc-interval (p=0.351). PD-QTc (n=8) was not associated with any of the measured risk-factors. QTc-duration changed differentially, increasing in patients with normal, but decreasing in patients with abnormal baseline QTc-duration. PD-QTc was not associated with haloperidol-use or other risk-factors. Low-dose oral haloperidol did not affect perioperative QTc-interval.

Background music as a quasi clock in retrospective duration judgments.

Science.gov (United States)

Bailey, Nicole; Areni, Charles S

2006-04-01

The segmentation-change model of time perception proposes that individuals engaged in cognitive tasks during a given interval of time retrospectively estimate duration by recalling events that occurred during the interval and inferring each event's duration. Previous research suggests that individuals can recall the number of songs heard during an interval and infer the length of each song, exactly the conditions that foster estimates of duration based on the segmentation-change model. The results of a laboratory experiment indicated that subjects who solved word-search puzzles for 20 min. estimated the duration of the interval to be longer when 8 short songs (background, regardless of whether the musical format was Contemporary Dance or New Age. Assuming each song represented a distinct segment in memory, these results are consistent with the segmentation-change model. These results suggest that background music may not always reduce estimates of duration by drawing attention away from the passage of time. Instead, background music may actually expand the subjective length of an interval by creating accessible traces in memory, which are retrospectively used to infer duration.

[Sleep duration among school-age children in Hungary and Romania].

Science.gov (United States)

Sólyom, Réka; Lendvai, Zsófia; Pásti, Krisztina; Szeifert, Lilla; Szabó, J Attila

2013-10-06

Children's sleep duration is decreasing in the last decade. Despite of the well known negative consequences, there are no data on children's sleep duration in Hungary and Romania. The aim of the authors was to assess sleep duration of school-age children in Hungary and Romania. A self-edited questionnaire was used for the study. 2446 children were enrolled. All elementary and secondary schools in a Hungarian city, and one elementary and secondary school in a Romanian city took part in the study. Mean sleep duration was 8.3 ± 1.2 hours on weekdays. There was a significant difference between the two countries (Hungary vs. Romania, 8.5 ± 1.2 hours vs. 7.8 ± 0.9 hours, p = 0.001). Age correlated with sleep duration on weekdays (r= -0.605, p = 0.001), but not during weekend. This is the first study on children's sleep duration in Hungary and Romania. The difference between countries may be due to the difference in mean age or cultural and/or geographical differences.

20 CFR 410.213 - Duration of entitlement; child.

Science.gov (United States)

2010-04-01

... 20 Employees' Benefits 2 2010-04-01 2010-04-01 false Duration of entitlement; child. 410.213...; Filing of Claims and Evidence § 410.213 Duration of entitlement; child. (a) An individual is entitled to benefits as a child for each month beginning with the first month in which all of the conditions of...

Long-Duration Testing of a Temperature-Swing Adsorption Compressor for Carbon Dioxide for Closed-Loop Air Revitalization Systems

Science.gov (United States)

Rosen, Micha; Mulloth, Lila; Varghese, Mini

2005-01-01

This paper describes the results of long-duration testing of a temperature-swing adsorption compressor that has application in the International Space Station (ISS) and future spacecraft for closing the air revitalization loop. The air revitalization system of the ISS operates in an open loop mode and relies on the resupply of oxygen and other consumables from Earth for the life support of astronauts. A compressor is required for delivering the carbon dioxide from a removal assembly to a reduction unit to recover oxygen and thereby closing the air-loop. The TSAC is a solid-state compressor that has the capability to remove CO2 from a low-pressure source, and subsequently store, compress, and deliver at a higher pressure as required by a processor. The TSAC is an ideal interface device for CO2 removal and reduction units in the air revitalization loop of a spacecraft for oxygen recovery. The TSAC was developed and its operation was successfully verified in integration tests with the flight-like Carbon Dioxide Removal Assembly (CDRA) at Marshall Space Flight Center prior to the long-duration tests. Long-duration tests reveal the impacts of repeated thermal cycling on the compressor components and the adsorbent material.

The relationship between duration of psoriasis, vascular inflammation, and cardiovascular events

DEFF Research Database (Denmark)

Egeberg, Alexander; Skov, Lone; Joshi, Aditya A.

2017-01-01

of psoriasis duration [hazard ratio, 1.010; 95% confidence interval, 1.007-1.013]). Limitations These studies utilized observational data. Conclusion We found detrimental effects of psoriasis duration on vascular inflammation and MACE, suggesting that cumulative duration of exposure to low-grade chronic......Background Psoriasis is associated with risk of cardiovascular (CV) disease (CVD) and a major adverse CV event (MACE). Whether psoriasis duration affects risk of vascular inflammation and MACEs has not been well characterized. Objectives We utilized two resources to understand the effect...... of psoriasis duration on vascular disease and CV events: (1) a human imaging study and (2) a population-based study of CVD events. Methods First, patients with psoriasis (N = 190) underwent fludeoxyglucose F 18 positron emission tomography/computed tomography (duration effect reported as a β...

The effect of the duration of intravenous zolendronate medication on the success of non-surgical endodontic therapy: a retrospective study.

Science.gov (United States)

Dereci, Ömür; Orhan, Ekim Onur; Irmak, Özgür; Ay, Sinan

2016-02-01

Aim of this study is to compare the clinical and radiographic success of non-surgical endodontic therapy in patients receiving intravenous zolendronate less than 1 year and more than 1 year. The clinical and radiographic follow-up data of 24 patients who were receiving IV zolendronate with 37 teeth were retrieved from the archives to evaluate clinical and radiographic healing at the end of 12 months after non-surgical endodontic therapy. The clinical and radiographic scores of teeth treated with non-surgical endodontic therapy were analyzed. The amount of non-healed and incomplete healed teeth in patients receiving zolendronate more than 1 year were more than the amount of teeth of non-healed and incomplete healed in patients receiving bisphosphonates less than 1 year (p bisphosphonate medication and endodontic success.

Examining Duration of Binge Eating Episodes in Binge Eating Disorder

Science.gov (United States)

Schreiber-Gregory, Deanna N.; Lavender, Jason M.; Engel, Scott G.; Wonderlich, Steve A.; Crosby, Ross D.; Peterson, Carol B.; Simonich, Heather; Crow, Scott; Durkin, Nora; Mitchell, James E.

2013-01-01

Objective The primary goal of this paper is to examine and clarify characteristics of binge eating in individuals with binge eating disorder (BED), particularly the duration of binge eating episodes, as well as potential differences between individuals with shorter compared to longer binge eating episodes. Method Two studies exploring binge eating characteristics in BED were conducted. Study 1 examined differences in clinical variables among individuals (N = 139) with BED who reported a short (binge duration. Study 2 utilized an ecological momentary assessment (EMA) design to examine the duration and temporal pattern of binge eating episodes in the natural environment in a separate sample of nine women with BED. Results Participants in Study 1 who were classified as having long duration binge eating episodes displayed greater symptoms of depression and lower self-esteem, but did not differ on other measures of eating disorder symptoms, compared to those with short duration binge eating episodes. In Study 2, the average binge episode duration was approximately 42 minutes, and binge eating episodes were most common during the early afternoon and evening hours, as well as more common on weekdays versus weekends. Discussion Past research on binge episode characteristics, particularly duration, has been limited to studies of binge eating episodes in BN. This study contributes to the existing literature on characteristics of binge eating in BED. PMID:23881639

Duration of dual antiplatelet therapy in acute coronary syndrome.

Science.gov (United States)

Wilson, Simon John; Newby, David E; Dawson, Dana; Irving, John; Berry, Colin

2017-04-01

Despite a large volume of evidence supporting the use of dual antiplatelet therapy in patients with acute coronary syndrome, there remains major uncertainty regarding the optimal duration of therapy. Clinical trials have varied markedly in the duration of therapy, both across and within trials. Recent systematic reviews and meta-analyses suggest that shorter durations of dual antiplatelet therapy are superior because the avoidance of atherothrombotic events is counterbalanced by the greater risks of excess major bleeding with apparent increases in all-cause mortality with longer durations. These findings did not show significant heterogeneity according to whether patients had stable or unstable coronary heart disease. Moreover, the potential hazards and benefits may differ when applied to the general broad population of patients encountered in everyday clinical practice who have markedly higher bleeding and atherothrombotic event rates. Clinicians lack definitive information regarding the duration of therapy in patients with acute coronary syndrome and risk scores do not appear to be sufficiently robust to address these concerns. We believe that there is a pressing need to undertake a broad inclusive safety trial of shorter durations of therapy in real world populations of patients with acute coronary syndrome. The clinical evidence would further inform future research into strategies for personalised medicine. © Article author(s) (or their employer(s) unless otherwise stated in the text of the article) 2017. All rights reserved. No commercial use is permitted unless otherwise expressly granted.

Incident Duration Modeling Using Flexible Parametric Hazard-Based Models

Directory of Open Access Journals (Sweden)

Ruimin Li

2014-01-01

Full Text Available Assessing and prioritizing the duration time and effects of traffic incidents on major roads present significant challenges for road network managers. This study examines the effect of numerous factors associated with various types of incidents on their duration and proposes an incident duration prediction model. Several parametric accelerated failure time hazard-based models were examined, including Weibull, log-logistic, log-normal, and generalized gamma, as well as all models with gamma heterogeneity and flexible parametric hazard-based models with freedom ranging from one to ten, by analyzing a traffic incident dataset obtained from the Incident Reporting and Dispatching System in Beijing in 2008. Results show that different factors significantly affect different incident time phases, whose best distributions were diverse. Given the best hazard-based models of each incident time phase, the prediction result can be reasonable for most incidents. The results of this study can aid traffic incident management agencies not only in implementing strategies that would reduce incident duration, and thus reduce congestion, secondary incidents, and the associated human and economic losses, but also in effectively predicting incident duration time.

Fluctuation behaviors of financial return volatility duration

Science.gov (United States)

Niu, Hongli; Wang, Jun; Lu, Yunfan

2016-04-01

It is of significantly crucial to understand the return volatility of financial markets because it helps to quantify the investment risk, optimize the portfolio, and provide a key input of option pricing models. The characteristics of isolated high volatility events above certain threshold in price fluctuations and the distributions of return intervals between these events arouse great interest in financial research. In the present work, we introduce a new concept of daily return volatility duration, which is defined as the shortest passage time when the future volatility intensity is above or below the current volatility intensity (without predefining a threshold). The statistical properties of the daily return volatility durations for seven representative stock indices from the world financial markets are investigated. Some useful and interesting empirical results of these volatility duration series about the probability distributions, memory effects and multifractal properties are obtained. These results also show that the proposed stock volatility series analysis is a meaningful and beneficial trial.

Regional flow duration curves for ungauged sites in Sicily

Directory of Open Access Journals (Sweden)

F. Viola

2011-01-01

Full Text Available Flow duration curves are simple and powerful tools to deal with many hydrological and environmental problems related to water quality assessment, water-use assessment and water allocation. Unfortunately the scarcity of streamflow data enables the use of these instruments only for gauged basins. A regional model is developed here for estimating flow duration curves at ungauged basins in Sicily, Italy. Due to the complex ephemeral behavior of the examined region, this study distinguishes dry periods, when flows are zero, from wet periods using a three parameters power law to describe the frequency distribution of flows. A large dataset of streamflows has been analyzed and the parameters of flow duration curves have been derived for about fifty basins. Regional regression equations have been developed to derive flow duration curves starting from morphological basin characteristics.

14 CFR 21.181 - Duration.

Science.gov (United States)

2010-01-01

... 14 Aeronautics and Space 1 2010-01-01 2010-01-01 false Duration. 21.181 Section 21.181 Aeronautics and Space FEDERAL AVIATION ADMINISTRATION, DEPARTMENT OF TRANSPORTATION AIRCRAFT CERTIFICATION... those alterations performed in accordance with an applicable consensus standard and authorized by the...

Scaling in the distribution of intertrade durations of Chinese stocks

Science.gov (United States)

Jiang, Zhi-Qiang; Chen, Wei; Zhou, Wei-Xing

2008-10-01

The distribution of intertrade durations, defined as the waiting times between two consecutive transactions, is investigated based upon the limit order book data of 23 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole year 2003. A scaling pattern is observed in the distributions of intertrade durations, where the empirical density functions of the normalized intertrade durations of all 23 stocks collapse onto a single curve. The scaling pattern is also observed in the intertrade duration distributions for filled and partially filled trades and in the conditional distributions. The ensemble distributions for all stocks are modeled by the Weibull and the Tsallis q-exponential distributions. Maximum likelihood estimation shows that the Weibull distribution outperforms the q-exponential for not-too-large intertrade durations which account for more than 98.5% of the data. Alternatively, nonlinear least-squares estimation selects the q-exponential as a better model, in which the optimization is conducted on the distance between empirical and theoretical values of the logarithmic probability densities. The distribution of intertrade durations is Weibull followed by a power-law tail with an asymptotic tail exponent close to 3.

Grain-filling duration and grain yield relationships in wheat mutants

International Nuclear Information System (INIS)

Larik, A.S.

1987-01-01

Nine stable mutants of bread wheat along with their mother cultivars were investigated for grain-filling characteristics in relation to grain yield. Significant differences among mutants for grain-filling duration and grain-filling index were observed. Inspite of the consistent differences in grain-filling duration there was no significant association between grain-filling duration and grain yield in C-591 and Nayab mutants. Failure to detect an yield advantage due to differences in grain-filling duration in these genotypes suggests that any advantage derived from alteration of grain-filling period may have been outweighed by the coincident changes in length of the vegetative period. Other factors such as synchrony of anthesis may have limited out ability to find an association between grainfilling duration and grain yield. On the contrary, significant association between grain-filling duration and grain yield displayed by indus-66 indus-66 mutants derived from gamma rays, shows the ability of gamma rays to induce functional alternations in the pattern of gene arrangements controlling these traits. Thus, the vaability observed in these physiological traits suggests that selection for these traits could be useful in improving grain yield. (author)

Mitochondrial DNA Copy Number in Sleep Duration Discordant Monozygotic Twins

DEFF Research Database (Denmark)

Wrede, Joanna E; Mengel-From, Jonas; Buchwald, Dedra

2015-01-01

STUDY OBJECTIVES: Mitochondrial DNA (mtDNA) copy number is an important component of mitochondrial function and varies with age, disease, and environmental factors. We aimed to determine whether mtDNA copy number varies with habitual differences in sleep duration within pairs of monozygotic twins...... structure to assess within-pair effects of sleep duration on mtDNA copy number. MEASUREMENTS AND RESULTS: Mean within-pair sleep duration difference per 24 hours was 94.3 minutes (SD 62.6 min). We found reduced sleep duration (β = 0.06; 95% CI 0.004, 0.12; P sleep efficiency (β = 0.51; 95% CI 0.......06, 0.95; P DNA copy number within twin pairs. Thus every 1-minute decrease in actigraphy-defined sleep duration was associated with a decrease in mtDNA copy number of 0.06. Likewise, a 1% decrease in actigraphy-defined sleep efficiency was associated...

Cardiometabolic factors and disease duration in patients with Parkinson's disease.

Science.gov (United States)

Cassani, Erica; Cereda, Emanuele; Barichella, Michela; Madio, Carmen; Cancello, Raffaella; Caccialanza, Riccardo; Zini, Michela; Cilia, Roberto; Pezzoli, Gianni

2013-01-01

Previous studies have reported that patients with Parkinson's disease (PD) have a favorable cardiometabolic risk profile. The aim of this study was to investigate the relationship between cardiometabolic risk factors and the duration of disease. One hundred and fifty patients with PD (56.7% men) were studied, measuring body mass index (BMI), waist circumference (WC), body fat percentage (BF%) by impedance, fasting glucose, serum lipids, and transaminases. In sex- and age-adjusted correlation models, duration of PD was inversely related to BMI (r = -0.20; P HDL) levels were positively correlated with disease duration (P HDL-cholesterol ratio was also inversely associated with duration of PD (P HDL levels and total HDL-cholesterol ratio were favorably associated with duration of PD. This factor may contribute to cardiometabolic protection in PD. The mechanisms underlying this association deserve further investigation. Copyright © 2013 Elsevier Inc. All rights reserved.

Reducing the duration of untreated first-episode psychosis

DEFF Research Database (Denmark)

Melle, Ingrid; Larsen, Tor K; Haahr, Ulrik

2004-01-01

Most studies on first-episode psychosis show an association between a long duration of untreated psychosis (DUP) and poorer short-term outcome, but the mechanisms of this relationship are poorly understood.......Most studies on first-episode psychosis show an association between a long duration of untreated psychosis (DUP) and poorer short-term outcome, but the mechanisms of this relationship are poorly understood....

New fat suppression RF pulse with shorter duration

International Nuclear Information System (INIS)

Yamaguchi, Kojiro; Ukai, Hiroyuki

2010-01-01

The fat suppression radio frequency pulse currently employed for MRI, which selectively saturates the frequency of the fat, has the narrow-band frequency characteristics. Therefore, the application duration for the pulse employed tends to be prolonged. In the present study, we designed a new fat suppression radiofrequency (RF) pulse using the Laguerre function in order to shorten the duration for fat suppression RF pulse and conducted an evaluation with the clinical equipment. The length of the RF pulse that we created allowed to reduce the duration by 47.3% compared with that employed for the clinical equipment. In addition, in the MR imaging evaluation, the new pulse was confirmed to have the fat suppression effect equivalent to that employed for the clinical equipment. (author)

Dual-Priced Modal Transition Systems with Time Durations

DEFF Research Database (Denmark)

Beneš, Nikola; Kretínsky, Jan; Larsen, Kim Guldstrand

2012-01-01

Modal transition systems are a well-established specification formalism for a high-level modelling of component-based software systems. We present a novel extension of the formalism called modal transition systems with durations where time durations are modelled as controllable or uncontrollable...... intervals. We further equip the model with two kinds of quantitative aspects: each action has its own running cost per time unit, and actions may require several hardware components of different costs. We ask the question, given a fixed budget for the hardware components, what is the implementation...... with the cheapest long-run average reward. We give an algorithm for computing such optimal implementations via a reduction to a new extension of mean payoff games with time durations and analyse the complexity of the algorithm....

Modelling the Reduction of Project Making Duration

Directory of Open Access Journals (Sweden)

Oleinik Pavel

2017-01-01

Full Text Available The article points out why earlier patterns of investment process were ineffective in developing the construction projects and shows sources for reducing of its total duration. It describes the procedure of statistical modeling and obtaining medium-term time parameters required for modern pattern of project-making; offers design formulas for assessment of total time required for project-making as well as for its main stages; reveals advantage of modern system of project-making against traditional one by comparing indicators of their duration.

Instrumental variable estimation of treatment effects for duration outcomes

NARCIS (Netherlands)

G.E. Bijwaard (Govert)

2007-01-01

textabstractIn this article we propose and implement an instrumental variable estimation procedure to obtain treatment effects on duration outcomes. The method can handle the typical complications that arise with duration data of time-varying treatment and censoring. The treatment effect we

The relationship between duration of psoriasis, vascular inflammation, and cardiovascular events.

Science.gov (United States)

Egeberg, Alexander; Skov, Lone; Joshi, Aditya A; Mallbris, Lotus; Gislason, Gunnar H; Wu, Jashin J; Rodante, Justin; Lerman, Joseph B; Ahlman, Mark A; Gelfand, Joel M; Mehta, Nehal N

2017-10-01

Psoriasis is associated with risk of cardiovascular (CV) disease (CVD) and a major adverse CV event (MACE). Whether psoriasis duration affects risk of vascular inflammation and MACEs has not been well characterized. We utilized two resources to understand the effect of psoriasis duration on vascular disease and CV events: (1) a human imaging study and (2) a population-based study of CVD events. First, patients with psoriasis (N = 190) underwent fludeoxyglucose F 18 positron emission tomography/computed tomography (duration effect reported as a β-coefficient). Second, MACE risk was examined by using nationwide registries (adjusted hazard ratios in patients with psoriasis (n = 87,161) versus the general population (n = 4,234,793). In the human imaging study, patients were young, of low CV risk by traditional risk scores, and had a high prevalence of cardiometabolic diseases. Vascular inflammation by fludeoxyglucose F 18 positron emission tomography/computed tomography was significantly associated with disease duration (β = 0.171, P = .002). In the population-based study, psoriasis duration had strong relationship with MACE risk (1.0% per additional year of psoriasis duration [hazard ratio, 1.010; 95% confidence interval, 1.007-1.013]). These studies utilized observational data. We found detrimental effects of psoriasis duration on vascular inflammation and MACE, suggesting that cumulative duration of exposure to low-grade chronic inflammation may accelerate vascular disease development and MACEs. Providers should consider inquiring about duration of disease to counsel for heightened CVD risk in psoriasis. Copyright © 2017 American Academy of Dermatology, Inc. All rights reserved.

Sleep duration, nap habits, and mortality in older persons.

Science.gov (United States)

Cohen-Mansfield, Jiska; Perach, Rotem

2012-07-01

To examine the effect of nighttime sleep duration on mortality and the effect modification of daytime napping on the relationship between nighttime sleep duration and mortality in older persons. Prospective survey with 20-yr mortality follow-up. The Cross-Sectional and Longitudinal Aging Study, a multidimensional assessment of a stratified random sample of the older Jewish population in Israel conducted between 1989-1992. There were 1,166 self-respondent, community-dwelling participants age 75-94 yr (mean, 83.40, standard deviation, 5.30). Nighttime sleep duration, napping, functioning (activities of daily living, instrumental activities of daily living, Orientation Memory Concentration Test), health, and mortality. Duration of nighttime sleep of more than 9 hr was significantly related to increased mortality in comparison with sleeping 7-9 hr (hazard ratio [HR] = 1.31, P habits, and mortality in older persons. SLEEP 2012;35(7):1003-1009.

Perceived duration of visual and tactile stimuli depends on perceived speed

Directory of Open Access Journals (Sweden)

Alice eTomassini

2011-09-01

Full Text Available It is known that the perceived duration of visual stimuli is strongly influenced by speed: faster moving stimuli appear to last longer. To test whether this is a general property of sensory systems we asked participants to reproduce the duration of visual and tactile gratings, and visuo-tactile gratings moving at a variable speed (3.5 – 15 cm/s for three different durations (400, 600 and 800 ms. For both modalities, the apparent duration of the stimulus increased strongly with stimulus speed, more so for tactile than for visual stimuli. In addition, visual stimuli were perceived to last approximately 200 ms longer than tactile stimuli. The apparent duration of visuo-tactile stimuli lay between the unimodal estimates, as the Bayesian account predicts, but the bimodal precision of the reproduction did not show the theoretical improvement. A cross-modal speed-matching task revealed that visual stimuli were perceived to move faster than tactile stimuli. To test whether the large difference in the perceived duration of visual and tactile stimuli resulted from the difference in their perceived speed, we repeated the time reproduction task with visual and tactile stimuli matched in apparent speed. This reduced, but did not completely eliminate the difference in apparent duration. These results show that for both vision and touch, perceived duration depends on speed, pointing to common strategies of time perception.

Cognitive Assessment in Long-Duration Space Flight

Science.gov (United States)

Kane, Robert; Seaton, Kimberly; Sipes, Walter

2011-01-01

This slide presentation reviews the development and use of a tool for assessing spaceflight cognitive ability in astronauts. This tool. the Spaceflight Cognitive Assessment Tool for Windows (WinSCAT) has been used to provide ISS flight surgeons with an objective clinical tool to monitor the astronauts cognitive status during long-duration space flight and allow immediate feedback to the astronaut. Its use is medically required for all long-duration missions and it contains a battery of five cognitive assessment subtests that are scheduled monthly and compared against the individual preflight baseline.

Development of an empirical correlation for combustion durations in spark ignition engines

International Nuclear Information System (INIS)

Bayraktar, Hakan; Durgun, Orhan

2004-01-01

Development of an empirical correlation for combustion duration is presented. For this purpose, the effects of variations in compression ratio engine speed, fuel/air equivalence ratio and spark advance on combustion duration have been determined by means of a quasi-dimensional SI engine cycle model previously developed by the authors. Burn durations at several engine operating conditions were calculated from the turbulent combustion model. Variations of combustion duration with each operating parameter obtained from the theoretical results were expressed by second degree polynomial functions. By using these functions, a general empirical correlation for the burn duration has been developed. In this correlation, the effects of engine operating parameters on combustion duration were taken into account. Combustion durations predicted by means of this correlation are in good agreement with those obtained from experimental studies and a detailed combustion model

Application of virtual reality for crew mental health in extended-duration space missions

Science.gov (United States)

Salamon, Nick; Grimm, Jonathan M.; Horack, John M.; Newton, Elizabeth K.

2018-05-01

Human exploration of the solar system brings a host of environmental and engineering challenges. Among the most important factors in crew health and human performance is the preservation of mental health. The mental well-being of astronaut crews is a significant issue affecting the success of long-duration space missions, such as habitation on or around the Moon, Mars exploration, and eventual colonization of the solar system. If mental health is not properly addressed, these missions will be at risk. Upkeep of mental health will be especially difficult on long duration missions because many of the support systems available to crews on shorter missions will not be available. In this paper, we examine the use of immersive virtual reality (VR) simulations to maintain healthy mental states in astronaut crews who are removed from the essential comforts typically associated with terrestrial life. Various methods of simulations and their administration are analyzed in the context of current research and knowledge in the fields of psychology, medicine, and space sciences, with a specific focus on the environment faced by astronauts on long-term missions. The results of this investigation show that virtual reality should be considered a plausible measure in preventing mental state deterioration in astronauts, though more work is needed to provide a comprehensive view of the effectiveness and administration of VR methods.

Rhythmic constraints in durational control

NARCIS (Netherlands)

Grover, C.N.; Terken, J.M.B.

1994-01-01

Two potential factors in durational control are addressed. First, we investigate whether lengthening a syllable implies lengthening all of its constituent phonemes in a regular way. Analysis of a small corpus of syllables shows that this is not the case. Second, we investigate the influence of

Rent control and unemployment duration

DEFF Research Database (Denmark)

Svarer, Michael; Rosholm, Michael; Munch, Jakob Roland

2005-01-01

In this paper we analyse how rent control affects the duration of individual unemployment. In atheoretical search model we distinguish between two effects of rent control. On one hand, rentcontrol reduces housing mobility and hence mobility in the labour market. On the other hand, tomaintain rent...

Sleep Duration and School Readiness of Chinese Preschool Children.

Science.gov (United States)

Tso, Winnie; Rao, Nirmala; Jiang, Fan; Li, Albert Martin; Lee, So-Lun; Ho, Frederick Ka-Wing; Li, Sophia Ling; Ip, Patrick

2016-02-01

To examine the average sleep duration in Chinese preschoolers and to investigate the association between sleep duration and school readiness. This is a cross-sectional study that included 553 Chinese children (mean age = 5.46 years) from 20 preschools in 2 districts of Hong Kong. Average daily sleep duration in the last week was reported by parents and school readiness as measured by the teacher-rated Chinese Early Development Instrument (CEDI). Most Chinese preschoolers had 9-10 hours of sleep per day. Only 11% of preschoolers had the recommended 11-12 hours of sleep per day. This group was associated with more "very ready" CEDI domains. Sleep deprivation (≤7 hours per day) was associated with a lower CEDI total score, lower scores in the emotional maturity and language/cognitive domain, and prosocial behaviors subdomain but a greater score in the hyperactivity/inattention subdomain. Children with a lower family socioeconomic index, lower maternal education level, infrequent parent-child interactions, and who used electronic devices for more than 3 hours per day had shortened sleep durations. Optimal sleep duration was associated with better school readiness in preschool children, whereas sleep deprivation was associated with lower school readiness, more hyperactivity and inattention, and less prosocial behavior. Copyright © 2016 Elsevier Inc. All rights reserved.

A new TDRSS Compatible Transceiver for Long Duration HIgh Altitude Scientific Balloon Missions

Science.gov (United States)

Stilwell, B.; Siemon, M.

High altitude scientific balloons have been used for many years to provide scientists with access to near space at a fraction of the cost of satellite based or sounding rocket experiments. In recent years, these balloons have been successfully used for long duration missions of up to several weeks. Longer missions with durations of up to 100 days (Ultra-Long) are on the drawing board. An enabling technology for the growth of the scientific balloon missions is the use of the NASA Tracking and Data Relay Satellite System (TDRSS) for telemetering the health, status, position and payload science data to mission operations personnel. The TDRSS system provides global coverage by relaying the data through geostationary relay satellites to a single ground station in White Sands New Mexico. Data passes from the White Sands station to the user via commercial telecommunications services including the Internet. A forward command link can also be established to the balloon for real- time command and control. Early TDRSS communications equipment used by the National Scientific Balloon Facility was either unreliable or too expensive. The equipment must be a le tob endure the rigors of space flight including radiation exposure, high temperature extremes and the shock of landing and recovery. Since a payload may occasionally be lost, the cost of the TDRSS communications gear is a limiting factor in the number of missions that can be supported. Under sponsorship of the NSBF, General Dynamics Decision Systems has developed a new TDRSS compatible transceiver that reduces the size, weight and cost to approximately one half that of the prior generation of hardware. This paper describes the long and ultra-long balloon missions and the role that TDRSS communications plays in mission success. The new transceiver design is described, along with its interfaces, performance characteristics, qualification and production status. The transceiver can also be used in other space, avionics or

On the spatial hedging effectiveness of German wind power futures for wind power generators

DEFF Research Database (Denmark)

Christensen, Troels Sønderby; Pircalabu, Anca

2018-01-01

The wind power futures recently introduced on the German market fill the gap of a standardized product that addresses directly the volume risk in wind power trading. While the German wind power futures entail risk-reducing benefits for wind power generators generally speaking, it remains unclear...... the extent of these benefits across wind farms with different geographical locations. In this paper, we consider the wind utilization at 31 different locations in Germany, and for each site, we propose a copula model for the joint behavior of the site-specific wind index and the overall German wind index....... Our results indicate that static mixture copulas are preferred to the stand-alone copula models usually employed in the economic literature. Further, we find evidence of asymmetric dependence and upper tail dependence. To quantify the benefits of wind power futures at each wind site, we perform...

Correlation between hematologic profile and transaminase enzymes with hospitalization duration dengue

Science.gov (United States)

Tinambunan, E.; Suryani; Katu, S.; Halim, R.; Mubin, A. H.; Sahyuddin

2018-03-01

Dengue is an infectious disease that can be found from mild to severe andaffected the clinical spectrum of the disease. Various hematologic profiles and transaminase enzymes are thought to reflect the severity of the disease thus affecting the hospitalization duration. For determining the correlation between hematological profile and transaminase enzyme to the hospitalization duration in dengue patients, an observational design study with the cross-sectional approach on dengue subjects was from 2 hospitals in Makassar. Hemoglobin, leukocyte, thrombocyte, AST, ALT, PT, and APTT were examined for hospitalization duration. There were 65 samples (34 men, 31 women) with the length of stay dengue patients. There was no correlation between the elevated of hematocrit value (p = 0.429), thrombocytopenia (p = 1.000), elevated of AST (p = 0.456) and ALT (p = 0.285) on hospitalization duration. In conclusion, low leukocyte values and APTT prolongation correlate with hospitalization duration but did not correlate significantly with hospitalization duration for elevated hematocrit, thrombocytopenia, elevated AST, and ALT.

Determinants of successful chronic hepatitis C case finding among patients receiving opioid maintenance treatment in a primary care setting.

Science.gov (United States)

Senn, Oliver; Seidenberg, André; Rosemann, Thomas

2009-12-01

Injection drug users are at high risk for chronic hepatitis C virus infection (CHC). Opioid maintenance treatment (OMT) offers a unique opportunity to screen for CHC. This study proposed the hypothesis that a general practitioner (GP) with special interest in addiction medicine can achieve CHC screening rates comparable to specialized centres and aimed to investigate determinants for a successful CHC case finding in a primary care setting. Retrospective medical record analysis of 387 patients who received opioid maintenance therapy between 1 January 2002 and 31 May 2008 in a general practice in Zurich, Switzerland. Successful CHC assessment was defined as performance of hepatitis C virus (HCV) serology with consecutive polymerase chain reaction-based RNA and genotype recordings. The association between screening success and patient characteristics was assessed using multiple logistic regression. findings: Median (interquartile range) age and duration of OMT of the 387 (268 males) patients was 38.5 (33.6-44.5) years and 34 (11.3-68.0) months, respectively. Fourteen patients (3.6%) denied HCV testing and informed consent about screening was missing in 13 patients (3.4%). In 327 of 360 patients (90.8%) with informed consent a successful CHC assessment has been performed. Screening for HCV antibodies was positive in 136 cases (41.6%) and in 86 of them (63.2%) a CHC was present. The duration of OMT was an independent determinant of a successful CHC assessment. In addicted patients a high CHC assessment rate in a primary care setting in Switzerland is feasible and opioid substitution provides an optimal framework.

Lactation support and breastfeeding duration in jaundiced infants: a randomized controlled trial.

Directory of Open Access Journals (Sweden)

Catherine M Pound

Full Text Available Neonatal jaundice is the most common problem in full-term infants during the immediate post-natal period. We examined the effect of a lactation support intervention on breastfeeding duration in hospitalized jaundiced infants.We conducted a randomized controlled trial with a qualitative component involving mothers of hospitalized jaundiced breastfed infants <4 weeks of age. Mothers receiving the intervention met with an International Board-Certified Lactation Consultant in hospital and 1-3 times post discharge. Both groups received the standard care for jaundice. The primary outcome was exclusive breastfeeding at 3 months. To the exception of research assistants enrolling participants and completing qualitative interviews, all research staff, investigators and statisticians were blinded to group assignment. Qualitative interviews elicited feedback on breastfeeding experiences for both groups.99 participants were recruited, and 86 analyzed for primary outcome. There was no difference in exclusive breastfeeding at 3 months between groups (RR 0.84, 95% CI 0.56-1.24, p = 0.40 or in the secondary outcomes. 31 participants were included in the qualitative analysis. Participants in the intervention group described an increase in comfort and confidence levels with breastfeeding. Participants in the control group reported limited lactation support.Our hospital-based lactation support program did not result in a higher proportion of mothers exclusively breastfeeding at 3 months compared to current hospital standard care. Qualitative feedback from the intervention group suggests that mothers' confidence was increased, which is linked to breastfeeding duration. The decision to breastfeed is multifactorial and hospital-based lactation support may be only a small piece of the puzzle in hospitalized jaundiced infants. Further studies may be needed to fully elucidate the impact of an in-hospital lactation support program on successful breastfeeding for these

P-wave duration and the risk of atrial fibrillation

DEFF Research Database (Denmark)

Nielsen, Jonas B; Kühl, Jørgen T; Pietersen, Adrian

2015-01-01

BACKGROUND: Results on the association between P-wave duration and the risk of atrial fibrillation (AF) are conflicting. OBJECTIVE: The purpose of this study was to obtain a detailed description of the relationship between P-wave duration and the risk of AF. METHODS: Using computerized analysis o...

Evolution of coupled lives' dependency across generations and pricing impact

OpenAIRE

Elisa Luciano; Jaap Spreeuw; Elena Vigna

2012-01-01

This paper studies the dependence between coupled lives - both within and across generations - and its effects on prices of reversionary annuities in the presence of longevity risk. Longevity risk is represented via a stochastic mortality intensity. Dependence is modelled through copula functions. We consider Archimedean single and multi-parameter copulas. We find that dependence decreases when passing from older generations to younger generations. Not only the level of dependence but also it...

Modelování vícerozměrné závislosti pomocí kopula funkcí

OpenAIRE

Klaus, Marek

2012-01-01

Multivariate volatility models, such as DCC MGARCH, are estimated under assumption of multivariate normal distribution of random variables, while this assumption have been rejected by empirical evidence. Therefore, the estimated conditional correlation may not explain the whole dependence structure, since under non-normality the linear correlation is only one of the dependency measures. The aim of this thesis is to employ a copula function to the DCC MGARCH model, as copulas are able to link ...

[Succession caused by beaver (Castor fiber L.) life activity: I. What is learnt from the calibration of a simple Markov model].

Science.gov (United States)

Logofet, D O; Evstigneev, O I; Aleĭnikov, A A; Morozova, A O

2014-01-01

A homogeneous Markov chain of three aggregated states "pond--swamp--wood" is proposed as a model of cyclic zoogenic successions caused by beaver (Castor fiber L.) life activity in a forest biogeocoenosis. To calibrate the chain transition matrix, the data have appeared sufficient that were gained from field studies undertaken in "Bryanskii Les" Reserve in the years of 2002-2008. Major outcomes of the calibrated model ensue from the formulae of finite homogeneous Markov chain theory: the stationary probability distribution of states, thematrix (T) of mean first passage times, and the mean durations (M(j)) of succession stages. The former illustrates the distribution of relative areas under succession stages if the current trends and transition rates of succession are conserved in the long-term--it has appeared close to the observed distribution. Matrix T provides for quantitative characteristics of the cyclic process, specifying the ranges the experts proposed for the duration of stages in the conceptual scheme of succession. The calculated values of M(j) detect potential discrepancies between empirical data, the expert knowledge that summarizes the data, and the postulates accepted in the mathematical model. The calculated M2 value falls outside the expert range, which gives a reason to doubt the validity of expert estimation proposed, the aggregation mode chosen for chain states, or/and the accuracy-of data available, i.e., to draw certain "lessons" from partially successful calibration. Refusal to postulate the time homogeneity or the Markov property of the chain is also discussed among possible ways to improve the model.

13 CFR 107.830 - Minimum duration/term of financing.

Science.gov (United States)

2010-01-01

... 13 Business Credit and Assistance 1 2010-01-01 2010-01-01 false Minimum duration/term of financing... INVESTMENT COMPANIES Financing of Small Businesses by Licensees Structuring Licensee's Financing of An Eligible Small Business: Terms and Conditions of Financing § 107.830 Minimum duration/term of financing. (a...

Short-term memory for event duration: modality specificity and goal dependency.

Science.gov (United States)

Takahashi, Kohske; Watanabe, Katsumi

2012-11-01

Time perception is involved in various cognitive functions. This study investigated the characteristics of short-term memory for event duration by examining how the length of the retention period affects inter- and intramodal duration judgment. On each trial, a sample stimulus was followed by a comparison stimulus, after a variable delay period (0.5-5 s). The sample and comparison stimuli were presented in the visual or auditory modality. The participants determined whether the comparison stimulus was longer or shorter than the sample stimulus. The distortion pattern of subjective duration during the delay period depended on the sensory modality of the comparison stimulus but was not affected by that of the sample stimulus. When the comparison stimulus was visually presented, the retained duration of the sample stimulus was shortened as the delay period increased. Contrarily, when the comparison stimulus was presented in the auditory modality, the delay period had little to no effect on the retained duration. Furthermore, whenever the participants did not know the sensory modality of the comparison stimulus beforehand, the effect of the delay period disappeared. These results suggest that the memory process for event duration is specific to sensory modality and that its performance is determined depending on the sensory modality in which the retained duration will be used subsequently.

Insomnia with short sleep duration and mortality: the Penn State cohort.

Science.gov (United States)

Vgontzas, Alexandros N; Liao, Duanping; Pejovic, Slobodanka; Calhoun, Susan; Karataraki, Maria; Basta, Maria; Fernández-Mendoza, Julio; Bixler, Edward O

2010-09-01

Because insomnia with objective short sleep duration is associated with increased morbidity, we examined the effects of this insomnia subtype on all-cause mortality. Longitudinal. Sleep laboratory. 1,741 men and women randomly selected from Central Pennsylvania. Participants were studied in the sleep laboratory and were followed-up for 14 years (men) and 10 years (women). "Insomnia" was defined by a complaint of insomnia with duration > or = 1 year. "Normal sleeping" was defined as absence of insomnia. Polysomnographic sleep duration was classified into two categories: the "normal sleep duration group" subjects who slept > or = 6 h and the "short sleep duration group" subjects who slept insomnia" group, (OR = 4.00, CI 1.14-13.99) after adjusting for diabetes, hypertension, and other confounders. Furthermore, there was a marginally significant trend (P = 0.15) towards higher mortality risk from insomnia and short sleep in patients with diabetes or hypertension (OR = 7.17, 95% CI 1.41-36.62) than in those without these comorbid conditions (OR = 1.45, 95% CI 0.13-16.14). In women, mortality was not associated with insomnia and short sleep duration. Insomnia with objective short sleep duration in men is associated with increased mortality, a risk that has been underestimated.

Factors associated with academic success at Vienna Medical School: prospective survey.

Science.gov (United States)

Frischenschlager, Oskar; Haidinger, Gerald; Mitterauer, Lukas

2005-02-01

To identify factors relating to students' success in the study of medicine at the Medical University of Vienna. In view of Austria's tradition of open access to higher education, which results large number of students, high dropout rate, long duration of studies, factors predicting success could be helpful for student counseling. In a prospective study, 674 freshmen (50.8% of students enrolled that year) responded to a questionnaire on their sociodemographic data, family background, performance in school, economic situation, living conditions, social integration and health, learning capacity, motivations related to studies and future profession, attitudes, and the ability to cope with stress. We used the results of the compulsory test of knowledge after the first year as an outcome measure of their success. By comparing two extremes of academic success, very successful students and students who twice failed the challenging first-year exam, we were able to identify three factors relevant in predicting academic success: male sex, German as mother tongue, and good performance in secondary school. Moreover, there is evidence that maturity and intrinsic motivational structure are linked to superior academic performance. The results of this study differ from or even contradict the findings of previous retrospective studies in Austria. We suggest that a more thorough examination of the effect of gender should be undertaken in future studies. We also hope that our work will lead to the improvement in the efficiency of the German courses for foreign students. Our findings confirm the importance of success in secondary school, but also clearly indicate that it should not be the only criterion for university admission.

Associations of sleep duration and quality with disinhibited eating behaviors in adolescent girls at-risk for type 2 diabetes.

Science.gov (United States)

Kelly, Nichole R; Shomaker, Lauren B; Radin, Rachel M; Thompson, Katherine A; Cassidy, Omni L; Brady, Sheila; Mehari, Rim; Courville, Amber B; Chen, Kong Y; Galescu, Ovidiu A; Tanofsky-Kraff, Marian; Yanovski, Jack A

2016-08-01

Short sleep duration and daytime sleepiness have been associated with an increased risk for the onset of type 2 diabetes in adults. There has been far less attention to the characterization of sleep in adolescents at-risk for diabetes or to the possible behavioral mechanisms, such as disinhibited eating, through which sleep may affect metabolic functioning. We evaluated the associations of sleep duration and daytime sleepiness with a multi-modal assessment of disinhibited eating in 119 adolescent girls at-risk for type 2 diabetes based upon being overweight/obese and having a family history of diabetes. Girls also endorsed mild-to-moderate depressive symptoms. Adolescents reported sleep duration and daytime sleepiness with the Sleep Habits Survey and Children's Sleep Habits Questionnaire. They were administered a series of successive test meals to measure total energy intake and eating in the absence of hunger (EAH). Adolescent binge eating was assessed with the Eating Disorder Examination interview. Accounting for age, race, puberty, body composition, depressive symptoms, and perceived stress, reported sleep duration was positively related to test meal total energy intake (p=0.04), but not to EAH. Adjusting for the same covariates, daytime sleepiness was associated with a greater odds of objective binge eating in the previous month (p=0.009). In adolescent girls at-risk for type 2 diabetes, reported sleep characteristics are associated with disinhibited eating behaviors that have been linked to excessive weight and adverse metabolic outcomes. Future studies are called for to evaluate these links using objective measures of sleep. Copyright © 2016 Elsevier Ltd. All rights reserved.

Couch potatoes do better: Delayed dispersal and territory size affect the duration of territory occupancy in a monogamous mammal.

Science.gov (United States)

Mayer, Martin; Zedrosser, Andreas; Rosell, Frank

2017-06-01

In territorial, socially monogamous species, the establishment and defense of a territory are an important strategy to maximize individual fitness, but the factors responsible for the duration of territory occupancy are rarely studied, especially in long-lived mammals. A long-term monitoring program in southeast Norway spanning over 18 years allowed us to follow the individual life histories of Eurasian beavers ( Castor fiber ) from adolescence in their natal family group to dispersal and territory establishment until the end of territory occupancy. We investigated whether territory size, resource availability, population density, and dispersal age could explain the duration of territory occupancy, which ranged from 1 to 11 years. The duration of territory occupancy was positively related to dispersal age, suggesting that individuals that delayed dispersal had a competitive advantage due to a larger body mass. This is in support with the maturation hypothesis, which states that an animal should await its physical and behavioral maturation before the acquisition of a territory. Further, we found that individuals that established in medium-sized territories occupied them longer as compared to individuals in small or large territories. This suggests that large territories are more costly to defend due to an increased patrolling effort, and small territories might not have sufficient resources. The lifetime reproductive success ranged from zero to six kits and generally increased with an increasing duration of territory occupancy. Our findings show the importance of holding a territory and demonstrate that dispersal decisions and territory selection have important consequences for the fitness of an individual.

Socioeconomic differentials in divorce risk by duration of marriage

Directory of Open Access Journals (Sweden)

2002-11-01

Full Text Available Using register-based data on Finnish first marriages that were intact at the end of 1990 (about 2.1 million marriage-years and followed up for divorce in 1991-1993 (n = 21,204, this research explored the possibility that the effect of spouses' socioeconomic position on divorce risk varies according to duration of marriage. The comparatively high divorce risks for spouses with little formal education and for spouses in manual worker occupations were found to be specific to marriages of relatively short duration. In contrast, such factors as unemployment, wife's high income, and living in a rented dwelling were found to increase divorce risk at all marital durations.

Determinants of sick-leave duration : A tool for managers?

NARCIS (Netherlands)

Flach, P.A.; Krol, B.; Groothoff, J.W.

AIMS: To provide managers with tools to manage episodes of sick-leave of their employees, the influence of factors such as age, gender, duration of tenure, working full-time or part-time, cause and history of sick-leave, salary and education on sick-leave duration was studied. METHOD: In a

Terrestrial irradiation-sunshine duration clustering and prediction

International Nuclear Information System (INIS)

Sen, Zekai; Oeztopal, Ahmet

2003-01-01

The relationship between terrestrial irradiance and sunshine duration is not crisp and there are scatters around a general trend, which most often is expressed to occur in the form of a linear expression. This study presents a way of grouping the solar irradiation-sunshine duration data into convenient seasonal subgroups and then makes predictions within each of the groups quantitatively. In the classical Angstroem or other approaches, the seasonal variations are not considered, and therefore, rather global parameter estimations are obtained. However, the seasonal methodology of this paper provides more detailed interpretations in addition to seasonal effects and parameter estimations

Factors influencing initiation and duration of breast feeding in Ireland.

LENUS (Irish Health Repository)

Leahy-Warren, Patricia

2013-03-05

The aim of this research was to identify factors associated with mothers breast feeding and to identify, for those who breast fed, factors associated with breast feeding for as long as planned. BACKGROUND: breast-feeding rates in Ireland are amongst the lowest in Europe. Research evidence indicates that in order for mothers to be successful at breast feeding, multiplicities of supports are necessary for both initiation and duration. The nature of these supports in tandem with other influencing factors requires analysis from an Irish perspective. DESIGN: cross-sectional study involving public health nurses and mothers in Ireland. This paper presents the results of the mothers\\' evaluation. METHOD: mothers (n=1715) with children less than three years were offered a choice of completing the self-report questionnaires online or by mail. Data were analysed and reported using descriptive and inferential statistics. FINDINGS: four in every five participants breast fed their infant and two thirds of them breast fed as long as planned. The multivariate logistic regression analysis identified that third level education, being a first time mother or previously having breast fed, participating online, having more than two public health nurse visits, and having a positive infant feeding attitude were independently and statistically significantly associated with breast feeding. Among mothers who breast fed, being aged at least 35 years, participating online, having a positive infant feeding attitude and high breast-feeding self-efficacy were independently and statistically significantly associated with breast feeding for as long as planned. CONCLUSIONS: findings from this study reinforce health inequalities therefore there needs to be a renewed commitment to reducing health inequalities in relation to breast feeding. RELEVANCE TO CLINICAL PRACTICE: this study has identified factors associated with initiation and duration of breast feeding that are potentially modifiable through

The effect of sleep duration and quality on academical success of the elementary school children in Kayseri Turkey.

Science.gov (United States)

Unalan, Demet; Ozturk, Ahmet; Ismailogullari, Sevda; Akgul, Nilgun; Aksu, Murat

2013-05-01

To assess the sleeping habits of primary school children and establish link between sleeping hours and academic achievement. The cross-sectional study was conducted between April and June 2007, involving 2422 students of 6-8th grades in 12 primary schools located in Kayseri, Turkey. A questionnaire was presented to the students on the basis of probability sampling method. Academic performance was evaluated with regard to their school grades. SPSS 20 was used for statistical analysis. Of the total 2422 questionnaires distributed, 1966 (81.2%) were used for further evaluation. The mean sleeping period of the students during school days was 8.86 +/- 1.10 hours. The number of students having difficulty in waking up in the morning was 940 (47.8%), while 910 (46.3%) were confused when they woke up during the night, and the 886 (45.1%) had nightmares, while 609 (31.0%) were sleepy all day long. As the sleeping period increased, the probability of a mediocre achievement in science lessons increased by 1.33 fold and poor achievement increased by 1.57 fold. Besides, the probability of a mediocre achievement in mathematics lessons increased by 1.36 fold, and poor achievement increased by 1.67 fold. For Turkish language lessons, these increases were found to be 1.40 and 1.60 respectively. Correlation analysis showed a significant negative relationship between sleeping time and successful scores in Turkish (r = -0.65, p sleeping period increased, the academic achievement of the students was negatively affected. The academic success was low in children who felt sleepy throughout the day.

Marked exacerbation of orthostatic intolerance after long- vs. short-duration spaceflight in veteran astronauts

Science.gov (United States)

Meck, J. V.; Reyes, C. J.; Perez, S. A.; Goldberger, A. L.; Ziegler, M. G.

2001-01-01

OBJECTIVE: The incidence of postflight orthostatic intolerance after short-duration spaceflight is about 20%. However, the incidence after long-duration spaceflight was unknown. The purpose of this study was to test the hypothesis that orthostatic intolerance is more severe after long-duration than after short-duration flight. METHODS: We performed tilt tests on six astronauts before and after long-duration (129-190 days) spaceflights and compared these data with data obtained during stand tests before and after previous short-duration missions. RESULTS: Five of the six astronauts studied became presyncopal during tilt testing after long-duration flights. Only one had become presyncopal during stand testing after short-duration flights. We also compared the long-duration flight tilt test data to tilt test data from 20 different astronauts who flew on the short-duration Shuttle missions that delivered and recovered the astronauts to and from the Mir Space Station. Five of these 20 astronauts became presyncopal on landing day. Heart rate responses to tilt were no different between astronauts on long-duration flights and astronauts on short-duration flights, but long-duration subjects had lower stroke volumes and cardiac outputs than short-duration presyncopal subjects, suggesting a possible decrease in cardiac contractile function. One subject had subnormal norepinephrine release with upright posture after the long flight but not after the short flight. Plasma volume losses were not greater after long flights. CONCLUSION: Long-duration spaceflight markedly increases orthostatic intolerance, probably with multiple contributing factors.

Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.

Science.gov (United States)

Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi

2015-02-01

We present a class of Bayesian copula models whose major components are the marginal (limiting) distribution of a stationary time series and the internal dynamics of the series. We argue that these are the two features with which an analyst is typically most familiar, and hence that these are natural components with which to work. For the marginal distribution, we use a nonparametric Bayesian prior distribution along with a cdf-inverse cdf transformation to obtain large support. For the internal dynamics, we rely on the traditionally successful techniques of normal-theory time series. Coupling the two components gives us a family of (Gaussian) copula transformed autoregressive models. The models provide coherent adjustments of time scales and are compatible with many extensions, including changes in volatility of the series. We describe basic properties of the models, show their ability to recover non-Gaussian marginal distributions, and use a GARCH modification of the basic model to analyze stock index return series. The models are found to provide better fit and improved short-range and long-range predictions than Gaussian competitors. The models are extensible to a large variety of fields, including continuous time models, spatial models, models for multiple series, models driven by external covariate streams, and non-stationary models.

17β-estradiol enhances memory duration in the main olfactory bulb in CD-1 mice.

Science.gov (United States)

Dillon, T Samuel; Fox, Laura C; Han, Crystal; Linster, Christiane

2013-12-01

Rodents rely heavily on odor detection, discrimination, and memory to locate food, find mates, care for pups, and avoid predators. Estrogens have been shown to increase memory retention in rodents performing spatial memory and object placement tasks. Here we evaluate the extent to which 17β-estradiol modulates memory formation and duration in the olfactory system. Adult CD-1 mice were gonadectomized and given either systemic 17β-estradiol replacement, local 17β-estradiol in the main olfactory bulb, or no replacement. Before performing the behavioral task the mice were given saline or PHTPP (an estrogen receptor β [ER-β] antagonist) via bilateral infusion into the main olfactory bulb. As the beta-type estrogen receptor (ER-β) is more abundant than the alpha-type estrogen receptor in the murine main olfactory bulb, the current study focuses on 17β-estradiol and its interactions with ERβ. Habituation, a simple, nonassociative learning task in which an animal is exposed to the same odor over successive presentations, was used to evaluate the animals' ability to detect odors and form an olfactory memory. To evaluate memory duration, we added a final trial of intertrial interval time (30 or 60 min) in which we presented the habituated odor. Neither surgical nor drug manipulation affected the ability of mice to detect or habituate to an odor. After habituation, gonadectomized 17β-estradiol-treated mice retained memory of an odor for 30 min, whereas non-estradiol-treated, 17β-estradiol+ERβ antagonist (PHTPP), and untreated male mice did not remember an odor 30 min after habituation. The results show that both systemic and local bulbar infusions of 17β-estradiol enhance odor memory duration in mice.

Ensuring a successful family business management succession

OpenAIRE

Desbois, Joris

2016-01-01

Succession is the biggest long-term challenge that most family businesses face. Indeed, leaders ‘disposition to plan for their succession is frequently the key factor defining whether their family business subsists or stops. The research seeks to find out how to manage successfully the business management succession over main principles. This work project aims at researching the key points relevant to almost all family firms, to have a viable succession transition and positioni...

20 CFR 702.402 - Employer's duty to furnish; duration.

Science.gov (United States)

2010-04-01

... Care and Supervision § 702.402 Employer's duty to furnish; duration. It is the duty of the employer to furnish appropriate medical care (as defined in § 702.401(a)) for the employee's injury, and for such... 20 Employees' Benefits 3 2010-04-01 2010-04-01 false Employer's duty to furnish; duration. 702.402...

Duration of gestation in pregnant dogs carrying cloned fetuses.

Science.gov (United States)

Kim, Min Jung; Oh, Hyun Ju; Park, Jung Eun; Kim, Geon A; Park, Eun Jung; Jo, Young Kwang; Lee, Byeong Chun

2013-01-15

The aim of this study was to investigate gestation duration and the physiologic characteristics of pregnant dogs bearing cloned fetuses, especially in the prepartum period. A retrospective study was performed to compare gestation duration in females pregnant with cloned (somatic cell nuclear transfer) fetuses (cloned group) with those bearing noncloned fetuses (control group), and effects of litter size, birth weight, and breed of somatic cell donors on gestation duration in the cloned group were evaluated. Clinical delivery onset signs associated with serum progesterone concentration and rectal temperature were also compared in both groups. The gestation duration calculated from day of ovulation was significantly longer in the cloned (62.8 ± 0.3 days) versus the control group (60.9 ± 0.5 days; P dogs bearing cloned fetuses might be because of the smaller litter size in this group. Also, the weaker drop in serum progesterone levels in the prepartum period in cloned dog pregnancies indicates that the parturition signaling process might be altered resulting in longer gestation periods. Copyright © 2013 Elsevier Inc. All rights reserved.

Time-order errors and standard-position effects in duration discrimination: An experimental study and an analysis by the sensation-weighting model.

Science.gov (United States)

Hellström, Åke; Rammsayer, Thomas H

2015-10-01

Studies have shown that the discriminability of successive time intervals depends on the presentation order of the standard (St) and the comparison (Co) stimuli. Also, this order affects the point of subjective equality. The first effect is here called the standard-position effect (SPE); the latter is known as the time-order error. In the present study, we investigated how these two effects vary across interval types and standard durations, using Hellström's sensation-weighting model to describe the results and relate them to stimulus comparison mechanisms. In Experiment 1, four modes of interval presentation were used, factorially combining interval type (filled, empty) and sensory modality (auditory, visual). For each mode, two presentation orders (St-Co, Co-St) and two standard durations (100 ms, 1,000 ms) were used; half of the participants received correctness feedback, and half of them did not. The interstimulus interval was 900 ms. The SPEs were negative (i.e., a smaller difference limen for St-Co than for Co-St), except for the filled-auditory and empty-visual 100-ms standards, for which a positive effect was obtained. In Experiment 2, duration discrimination was investigated for filled auditory intervals with four standards between 100 and 1,000 ms, an interstimulus interval of 900 ms, and no feedback. Standard duration interacted with presentation order, here yielding SPEs that were negative for standards of 100 and 1,000 ms, but positive for 215 and 464 ms. Our findings indicate that the SPE can be positive as well as negative, depending on the interval type and standard duration, reflecting the relative weighting of the stimulus information, as is described by the sensation-weighting model.

Sleep Duration and Quality in Pregnant Women: A Cross-Sectional Survey in China

Directory of Open Access Journals (Sweden)

Xianglong Xu

2017-07-01

Full Text Available Objectives: Good maternal health and fetal development require sufficient and good quality of sleep during pregnancy. This study investigated sleep duration and quality in pregnant women, assessing factors with possibly influence on sleep. Method: A cross-sectional survey was conducted on pregnant women between June and August in 2015 in 16 hospitals in five provinces in China. A total of 2345 pregnant women aged 18 years and older were surveyed. Insufficient sleeping duration was defined as sleeping of less than 7 h per day. Excessive sleep duration was defined as sleeping of more than 9 h per day. Results: A total of 561 (23.9% participants reported insufficient sleeping duration, whereas 485 (20.9% claimed excessive sleep duration. A total of 358 (15.2% of pregnant women reported problems regarding sleep quality. Compared to pregnant women with sufficient sleeping duration, those with insufficient sleeping duration were prone to have poor sleep quality, whereas those with excessive sleeping duration featured low possibility of poor sleep quality. High-risk groups of insufficient sleep duration include women of Han nationality, with siblings, in their first trimester of pregnancy, receiving care in low-capacity/quality hospital settings, and with daily or 1–3 days of secondhand smoke exposure. High-risk groups of excessive sleep duration include women living in rural areas, unemployed, in their third trimester of pregnancy, and receiving care in medium-capacity/quality hospital settings. High-risk groups of poor sleep quality include women of non-Han nationality, low income level, in their third trimester of pregnancy, and with insufficient sleep duration. Conclusions: Insufficient/excessive sleep duration and poor sleep quality commonly occur during pregnancy in China. Findings provide a better understanding of the influencing factors of insufficient/excessive sleep duration and poor quality of sleep. These findings have some implications

Generalized product

OpenAIRE

Greco, Salvatore; Mesiar, Radko; Rindone, Fabio

2014-01-01

Aggregation functions on [0,1] with annihilator 0 can be seen as a generalized product on [0,1]. We study the generalized product on the bipolar scale [–1,1], stressing the axiomatic point of view. Based on newly introduced bipolar properties, such as the bipolar increasingness, bipolar unit element, bipolar idempotent element, several kinds of generalized bipolar product are introduced and studied. A special stress is put on bipolar semicopulas, bipolar quasi-copulas and bipolar copulas.

Využití kopulových funkcí na predikci nákazy trhu rizikem likvidity

OpenAIRE

Vrábel, Michal

2010-01-01

In this diploma thesis we tried to model liquidity risk with the use of copula functions. We presented theoretical background for both areas, theory of copulas and liquidity risk. Empirical work is focusing more on the liquidity in CEE countries and especially in Slovakia and Czech Republic. In this part we created a market liquidity index for Slovak financial market and analyzed affects of liquidity problems during the financial crisis on the overall liquidity in this market. Furthermore, we...

Modelování vícerozměrných závislostí pomocí kopula funkcí

OpenAIRE

Klaus, Marek

2013-01-01

Multivariate volatility models, such as DCC MGARCH, are estimated under assumption of multivariate normal distribution of random variables, while this assumption has been rejected by empirical evidence. Therefore, the esti- mated conditional correlation may not explain the whole dependence struc- ture, since under non-normality the linear correlation is only one of the de- pendency measures. The aim of this thesis is to employ a copula function to the DCC MGARCH model, as copulas are able to ...

Genetic Associations with Gestational Duration and Spontaneous Preterm Birth

DEFF Research Database (Denmark)

Zhang, G.; Feenstra, B.; Bacelis, J.

2017-01-01

. METHODS: We performed a genomewide association study in a discovery set of samples obtained from 43,568 women of European ancestry using gestational duration as a continuous trait and term or preterm (... of 8643 women) to test for replication of genomic loci that had significant genomewide association (Pdiscovery set. RESULTS: In the discovery and replication data sets, four loci (EBF1, EEFSEC, AGTR2, and WNT4) were...... significantly associated with gestational duration. Functional analysis showed that an implicated variant in WNT4 alters the binding of the estrogen receptor. The association between variants in ADCY5 and RAP2C and gestational duration had suggestive significance in the discovery set and significant evidence...

Can we predict the duration of an interglacial?

Directory of Open Access Journals (Sweden)

P. C. Tzedakis

2012-09-01

Full Text Available Differences in the duration of interglacials have long been apparent in palaeoclimate records of the Late and Middle Pleistocene. However, a systematic evaluation of such differences has been hampered by the lack of a metric that can be applied consistently through time and by difficulties in separating the local from the global component in various proxies. This, in turn, means that a theoretical framework with predictive power for interglacial duration has remained elusive. Here we propose that the interval between the terminal oscillation of the bipolar seesaw and three thousand years (kyr before its first major reactivation provides an estimate that approximates the length of the sea-level highstand, a measure of interglacial duration. We apply this concept to interglacials of the last 800 kyr by using a recently-constructed record of interhemispheric variability. The onset of interglacials occurs within 2 kyr of the boreal summer insolation maximum/precession minimum and is consistent with the canonical view of Milankovitch forcing pacing the broad timing of interglacials. Glacial inception always takes place when obliquity is decreasing and never after the obliquity minimum. The phasing of precession and obliquity appears to influence the persistence of interglacial conditions over one or two insolation peaks, leading to shorter (~ 13 kyr and longer (~ 28 kyr interglacials. Glacial inception occurs approximately 10 kyr after peak interglacial conditions in temperature and CO₂, representing a characteristic timescale of interglacial decline. Second-order differences in duration may be a function of stochasticity in the climate system, or small variations in background climate state and the magnitude of feedbacks and mechanisms contributing to glacial inception, and as such, difficult to predict. On the other hand, the broad duration of an interglacial may be determined by the phasing of astronomical parameters and the history of

Choice as a dependent measure in autoshaping: sensitivity to frequency and duration of food presentation.

Science.gov (United States)

Picker, M; Poling, A

1982-01-01

Previous investigations have shown that rate, latency, and percentage of trials with at least one response are somewhat insensitive measures of the strength of autoshaped responding. In the present studies, these measures were contrasted with the allocation of responding during simultaneous choice tests, a measure of response strength frequently used in operant paradigms. In two experiments, nine pigeons were exposed to a forward pairing autoshaping procedure. Training sessions consisted of the successive presentation of three stimuli, each followed by food on either 100%, 50%, or 0% of the trials. Choice testing involved the simultaneous presentation of the three stimuli. In Experiment I, all pigeons consistently directed their initial choice responses and the majority of subsequent responses to the stimulus always followed by food, despite the fact that during training sessions the response rates of most birds were highest in the presence of the stimulus followed by food on 50% of the trials. In Experiment II, rate, latency, and percentage of trials with at least one response did not change appreciably as a function of duration of feeder presentations. However, choice responding was lawfully affected by duration of feeder presentations. These data suggest that choice is perhaps a more sensitive measure of the strength of autoshaped responding than other, more commonly employed, indices. PMID:7097152

Breastfeeding Initiation and Duration in First-Time Mothers: Exploring the Impact of Father Involvement in the Early Post-Partum Period

Directory of Open Access Journals (Sweden)

Theresa Hunter

2014-12-01

Full Text Available Background: The early post-partum period is a crucial time for breastfeeding support. Mothers who have physical and emotional support during this period are more likely to be successful in breastfeeding. This study examined the relationship between father involvement and support for breast feeding initiation and duration in first-time mothers. Methods: Overall, 146 women who attended a childbirth education class or breastfeeding course at BABS were asked to fill out the Childbirth Experiences Survey, which explored key topics such as (1 breastfeeding initiation, (2 early post-partum breastfeeding, (3 breastfeeding plan, (4 post-partum breastfeeding support and (5 breast feeding duration. This was a voluntary self-reported questionnaire. The surveys were completed by the mothers during the post-partum period. Results: 45.9% (n=67 of mothers received helped from their husband or partner with breastfeeding while in the hospital, while 54.1% (n=79 of mothers did not receive support from their partners. Mothers who received early post-partum breastfeeding support were more likely to continue breastfeeding after leaving the hospital. Conclusion: First-time mothers who identified as having breastfeeding support from their partners, the infant’s father, during the early post-partum period were more likely to initiate breastfeeding and had longer breastfeeding durations.

Secondhand Smoke Exposure, Restless Sleep, and Sleep Duration in Adolescents

Directory of Open Access Journals (Sweden)

Jennifer Schwartz

2014-01-01

Full Text Available Purpose. To examine whether secondhand smoke (SHS exposure is associated with restless sleep and/or nighttime sleep duration among adolescents. Methods. Data were analyzed from 1,592 adolescents who completed an internet-delivered survey as part of the British Columbia Adolescent Substance Use Survey cohort study. Ordinal logistic and linear regression models were used to examine associations between frequency of SHS exposure in the past month and frequency of restless sleep and nighttime sleep duration, respectively. Results. SHS exposure was significantly positively associated with restless sleep and significantly negatively associated with sleep duration. In fully adjusted models, compared with students who reported never being exposed to SHS in the past month, students who reported a low, medium, or high frequency of SHS exposure were 1.53, 1.76, and 2.51 times as likely, respectively, to report more frequent restless sleep (OR=1.53, 95% CI 1.08–2.16; OR=1.76, 95% CI 1.22–2.53; OR=2.51, 95% CI 1.59–3.98. With regard to sleep duration, as frequency of SHS exposure increased by one category, nighttime sleep duration during the week and weekend decreased by 4 minutes (B=-0.06, 95% CI=-0.01–-0.11 and 6 minutes (B=-0.09, 95% CI=-0.03–-0.14, respectively. Conclusions. This study suggests that frequency of SHS exposure has a significant dose-response relationship with restless sleep and sleep duration in adolescents.

Changing word usage predicts changing word durations in New Zealand English.

Science.gov (United States)

Sóskuthy, Márton; Hay, Jennifer

2017-09-01

This paper investigates the emergence of lexicalized effects of word usage on word duration by looking at parallel changes in usage and duration over 130years in New Zealand English. Previous research has found that frequent words are shorter, informative words are longer, and words in utterance-final position are also longer. It has also been argued that some of these patterns are not simply online adjustments, but are incorporated into lexical representations. While these studies tend to focus on the synchronic aspects of such patterns, our corpus shows that word-usage patterns and word durations are not static over time. Many words change in duration and also change with respect to frequency, informativity and likelihood of occurring utterance-finally. Analysis of changing word durations over this time period shows substantial patterns of co-adaptation between word usage and word durations. Words that are increasing in frequency are becoming shorter. Words that are increasing/decreasing in informativity show a change in the same direction in duration (e.g. increasing informativity is associated with increasing duration). And words that are increasingly appearing utterance-finally are lengthening. These effects exist independently of the local effects of the predictors. For example, words that are increasing utterance-finally lengthen in all positions, including utterance-medially. We show that these results are compatible with a number of different views about lexical representations, but they cannot be explained without reference to a production-perception loop that allows speakers to update their representations dynamically on the basis of their experience. Copyright © 2017 The Authors. Published by Elsevier B.V. All rights reserved.

The Effect of Task Duration on Event-Based Prospective Memory: A Multinomial Modeling Approach

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Hongxia Zhang

2017-11-01

Full Text Available Remembering to perform an action when a specific event occurs is referred to as Event-Based Prospective Memory (EBPM. This study investigated how EBPM performance is affected by task duration by having university students (n = 223 perform an EBPM task that was embedded within an ongoing computer-based color-matching task. For this experiment, we separated the overall task’s duration into the filler task duration and the ongoing task duration. The filler task duration is the length of time between the intention and the beginning of the ongoing task, and the ongoing task duration is the length of time between the beginning of the ongoing task and the appearance of the first Prospective Memory (PM cue. The filler task duration and ongoing task duration were further divided into three levels: 3, 6, and 9 min. Two factors were then orthogonally manipulated between-subjects using a multinomial processing tree model to separate the effects of different task durations on the two EBPM components. A mediation model was then created to verify whether task duration influences EBPM via self-reminding or discrimination. The results reveal three points. (1 Lengthening the duration of ongoing tasks had a negative effect on EBPM performance while lengthening the duration of the filler task had no significant effect on it. (2 As the filler task was lengthened, both the prospective and retrospective components show a decreasing and then increasing trend. Also, when the ongoing task duration was lengthened, the prospective component decreased while the retrospective component significantly increased. (3 The mediating effect of discrimination between the task duration and EBPM performance was significant. We concluded that different task durations influence EBPM performance through different components with discrimination being the mediator between task duration and EBPM performance.

Sperm Competition Risk and Sexual Coercion Predict Copulatory Duration in Humans

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Nicole Barbaro

2015-12-01

Full Text Available A man whose romantic partner is sexually unfaithful is at risk of sperm competition and cuckoldry—unwitting investment in offspring to whom he is genetically unrelated. Men, therefore, may have evolved mechanisms to solve the adaptive problems of sperm competition and cuckoldry. The current research investigates another potential anti-cuckoldry tactic: reducing in-pair copulation (IPC duration, thereby more quickly placing his sperm into competition. We hypothesize that IPC duration will be negatively correlated with female infidelity (Hypothesis 1. We further hypothesize that IPC duration will be negatively correlated with sexual coercion (Hypothesis 2. Results of Study 1 (men’s reports, n = 410 indicate that both men’s perceptions of female infidelity and men’s sexual coercion predict shorter IPC duration. Results of Study 2 (women’s reports, n = 455 did not provide statistical support for the study hypotheses. The current research provides an initial investigation of men’s adjustment of copulatory duration and suggests that men reduce IPC duration and ejaculate more quickly at the couple’s most recent copulation, in response to greater risk of sperm competition and in the context of sexual coercion.

The Effect of Different Recovery Duration on Repeated Anaerobic Performance in Elite Cyclists

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Harbili Sultan

2015-12-01

Full Text Available This study investigated the effect of recovery duration on repeated anaerobic performance in elite cyclists. The study followed a cross-over design protocol. Twelve elite male cyclists were randomly assigned to three groups (with recovery duration of 1, 2 and 3 min, respectively. All the subjects performed 4 repeated Wingate tests (4 × 30 s WT at 48 h intervals for three different recovery periods. No significant interaction was observed between the effects of recovery duration and repetition (p>0.05, whereas there was a significant main effect of repetition on peak power, mean power, and a fatigue index (p0.05. In contrast, mean power decreased significantly in repeated WTs with 1, 2 and 3 min recovery duration (p0.05. In a 4 × 30 s WT, peak power decreased in cycles with 1 and 2 min recovery duration, but remained unchanged with 3 min recovery duration, whereas mean power decreased in all recovery duration procedures. The WT with 1 min recovery duration caused greater fatigue. Although recovery duration affected both peak power and mean power, the effect on peak power was greater.

Feasibility of the current-duration approach to studying human fecundity

DEFF Research Database (Denmark)

Slama, Rémy; Ducot, Béatrice; Carstensen, Lisbeth

2006-01-01

of unprotected intercourse was defined for 69 women (5.7%). An additional 15 women (1.2%) were planning to start trying to become pregnant within the next 6 months. Parametric methods allowed, based on current duration of unprotected intercourse, estimation of fecundity as if the couples had been followed...... up (current-duration design). To illustrate the feasibility of the current-duration design, we contacted a random sample of 1204 French women age 18 to 44 years in 2004 and recruited those who were currently having unprotected sexual intercourse. The current duration since the beginning...... prospectively. The estimated proportion of couples not pregnant after 12 months of unprotected intercourse was 34% (95% confidence interval [CI] = 15-54%). The accelerated-failure time model allows study of the influence of environmental factors on fecundity. As an illustration, tobacco smoking by the woman...

The Impact of Mission Duration on a Mars Orbital Mission

Science.gov (United States)

Arney, Dale; Earle, Kevin; Cirillo, Bill; Jones, Christopher; Klovstad, Jordan; Grande, Melanie; Stromgren, Chel

2017-01-01

Performance alone is insufficient to assess the total impact of changing mission parameters on a space mission concept, architecture, or campaign; the benefit, cost, and risk must also be understood. This paper examines the impact to benefit, cost, and risk of changing the total mission duration of a human Mars orbital mission. The changes in the sizing of the crew habitat, including consumables and spares, was assessed as a function of duration, including trades of different life support strategies; this was used to assess the impact on transportation system requirements. The impact to benefit is minimal, while the impact on cost is dominated by the increases in transportation costs to achieve shorter total durations. The risk is expected to be reduced by decreasing total mission duration; however, large uncertainty exists around the magnitude of that reduction.

Prognostic factors for non-success in patients with sciatica and disc herniation.

Science.gov (United States)

Haugen, Anne Julsrud; Brox, Jens Ivar; Grøvle, Lars; Keller, Anne; Natvig, Bård; Soldal, Dag; Grotle, Margreth

2012-09-22

Few studies have investigated prognostic factors for patients with sciatica, especially for patients treated without surgery. The aim of this study was to identify factors associated with non-success after 1 and 2 years of follow-up and to test the prognostic value of surgical treatment for sciatica. The study was a prospective multicentre observational study including 466 patients with sciatica and lumbar disc herniation. Potential prognostic factors were sociodemographic characteristics, back pain history, kinesiophobia, emotional distress, pain, comorbidity and clinical examination findings. Study participation did not alter treatment considerations for the patients in the clinics. Patients reported on the questionnaires if surgery of the disc herniation had been performed. Uni- and multivariate logistic regression analyses were used to evaluate factors associated with non-success, defined as Maine-Seattle Back Questionnaire score of ≥5 (0-12) (primary outcome) and Sciatica Bothersomeness Index ≥7 (0-24) (secondary outcome). Rates of non-success were at 1 and 2 years 44% and 39% for the main outcome and 47% and 42% for the secondary outcome. Approximately 1/3 of the patients were treated surgically. For the main outcome variable, in the final multivariate model non-success at 1 year was significantly associated with being male (OR 1.70 [95% CI; 1.06 - 2.73]), smoker (2.06 [1.31 - 3.25]), more back pain (1.0 [1.01 - 1.02]), more comorbid subjective health complaints (1.09 [1.03 - 1.15]), reduced tendon reflex (1.62 [1.03 - 2.56]), and not treated surgically (2.97 [1.75 - 5.04]). Further, factors significantly associated with non-success at 2 years were duration of back problems >; 1 year (1.92 [1.11 - 3.32]), duration of sciatica >; 3 months (2.30 [1.40 - 3.80]), more comorbid subjective health complaints (1.10 [1.03 - 1.17]) and kinesiophobia (1.04 [1.00 - 1.08]). For the secondary outcome variable

JACEE long duration balloon flights

International Nuclear Information System (INIS)

Burnett, T.; Iwai, J.; Lord, J.J.; Strausz, S.; Wilkes, R.J.; Dake, S.; Oda, H.; Miyamura, O.; Fuki, M.; Jones, W.V.; Gregory, J.; Hayashi, T.; Takahashi, U.; Tominaga, Y.; Wefel, J.P.; Fountain, W.; Derrickson, J.; Parnell, T.A.; Roberts, E.; Tabuki, T.; Watts, J.W.

1989-01-01

JACEE balloon-borne emulsion chamber detectors are used to observe the spectra and interactions of cosmic ray protons and nuclei in the energy range 1-100A TeV. Experience with long duration mid-latitude balloon flights and characteristics of the detector system that make it ideal for planned Antarctic balloon flights are discussed. 5 refs., 2 figs

A web-based study of the relationship of duration of insulin pump infusion set use and fasting blood glucose level in adults with type 1 diabetes.

Science.gov (United States)

Sampson Perrin, Alysa J; Guzzetta, Russell C; Miller, Kellee M; Foster, Nicole C; Lee, Anna; Lee, Joyce M; Block, Jennifer M; Beck, Roy W

2015-05-01

To evaluate the impact of infusion set use duration on glycemic control, we conducted an Internet-based study using the T1D Exchange's online patient community, Glu ( myGlu.org ). For 14 days, 243 electronically consented adults with type 1 diabetes (T1D) entered online that day's fasting blood glucose (FBG) level, the prior day's total daily insulin (TDI) dose, and whether the infusion set was changed. Mean duration of infusion set use was 3.0 days. Mean FBG level was higher with each successive day of infusion set use, increasing from 126 mg/dL on Day 1 to 133 mg/dL on Day 3 to 147 mg/dL on Day 5 (P<0.001). TDI dose did not vary with increased duration of infusion set use. Internet-based data collection was used to rapidly conduct the study at low cost. The results indicate that FBG levels increase with each additional day of insulin pump infusion set use.

Sleep Duration and Academic Performance Among Student Pharmacists.

Science.gov (United States)

Zeek, Megan L; Savoie, Matthew J; Song, Matthew; Kennemur, Leanna M; Qian, Jingjing; Jungnickel, Paul W; Westrick, Salisa C

2015-06-25

To identify sleep patterns and frequency of daytime sleepiness and to assess the association between sleep duration and academic performance among student pharmacists. A cross-sectional design was used. An anonymous self-administered paper questionnaire was administered to first-year through third-year students at a pharmacy school. Questionnaires were completed by 364 student pharmacists (79.4% response rate and 93.8% cooperation rate). More than half of student pharmacists obtained less than 7 hours of sleep at night during a typical school week (54.7%) and a large majority on the night prior to an examination (81.7%). Almost half (47.8%) felt daytime sleepiness almost every day. Longer sleep duration the night prior to an examination was associated with higher course grades and semester grade point averages (GPAs). A majority of student pharmacists had suboptimal durations of sleep, defined as fewer than 7 hours. Adequate sleep the night prior to an examination was positively associated with student course grades and semester GPAs.

Low Flow Regimes of the Tarim River Basin, China: Probabilistic Behavior, Causes and Implications

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Peng Sun

2018-04-01

Full Text Available Droughts are a frequent occurrence in Xinjiang, China, and therefore fundamental to determining their hydrologic characteristics is low flow analysis. To that end, 11 probability distribution functions and 26 copulas functions were employed to analyze the changing characteristics of low flow regime (defined as seven-day low flow of the Tarim River Basin. Results indicated that: (1 The Wakeby distribution satisfactorily described the probabilistic behavior of the low flow regime. According to Akaike Information Criterion (AIC, Bayesian Information Criterions (BIC, maximum likelihood, and other residual-based metrics, Tawn copula, Farlie–Gumbel–Morgenstern copula and Frank copula were the best choice and used in this current study. (2 After 1987, hydrological droughts of longer return periods were prone to higher occurrence frequency. (3 The low flow volume has been increasing in recent years due to the temperature-induced increase of snowmelt and increasing precipitation. However, hydrological droughts can be expected to occur due to the massive increase in water demand from the development of irrigated agriculture, increasing arable land and livestock farming. As a result, the water shortage in the lower Tarim River Basin will be increasingly severe under the influence of climate change and human activities. To alleviate the shortage would call for the development of water-saving agricultural irrigation, water-saving technology, conservation of eco-environment and sustainable development of local socio-economy.

Common metabolic constraints on dive duration in endothermic and ectothermic vertebrates

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April Hayward

2016-10-01

Full Text Available Dive duration in air-breathing vertebrates is thought to be constrained by the volume of oxygen stored in the body and the rate at which it is consumed (i.e., “oxygen store/usage hypothesis”. The body mass-dependence of dive duration among endothermic vertebrates is largely supportive of this model, but previous analyses of ectothermic vertebrates show no such body mass-dependence. Here we show that dive duration in both endotherms and ectotherms largely support the oxygen store/usage hypothesis after accounting for the well-established effects of temperature on oxygen consumption rates. Analyses of the body mass and temperature dependence of dive duration in 181 species of endothermic vertebrates and 29 species of ectothermic vertebrates show that dive duration increases as a power law with body mass, and decreases exponentially with increasing temperature. Thus, in the case of ectothermic vertebrates, changes in environmental temperature will likely impact the foraging ecology of divers.

Influence of the laser pulse duration on laser-produced plasma properties

International Nuclear Information System (INIS)

Drogoff, B Le; Margot, J; Vidal, F; Laville, S; Chaker, M; Sabsabi, M; Johnston, T W; Barthelemy, O

2004-01-01

In the framework of laser-induced plasma spectroscopy (LIPS) applications, time-resolved characteristics of laser-produced aluminium plasmas in air at atmospheric pressure are investigated for laser pulse durations ranging from 100 fs to 270 ps. Measurements show that for delays after the laser pulse longer than ∼100 ns, the plasma temperature increases slightly with the laser pulse duration, while the electron density is independent of it. In addition, as the pulse duration increases, the plasma radiation emission lasts longer and the spectral lines arise later from the continuum emission. The time dependence of the continuum emission appears to be similar whatever the duration of the laser pulse is, while the temporal evolution of the line emission seems to be affected mainly by the plasma temperature. Finally, as far as spectrochemical applications (such as LIPS) of laser-produced plasmas are concerned, this study highlights the importance of the choice of appropriate temporal gating parameters for each laser pulse duration

In-Hospital Haloperidol Use and Perioperative Changes in QTc-Duration

NARCIS (Netherlands)

Blom, M T; de Jonghe, A; van Munster, B C; de Rooij, S E; Tan, H L; van der Velde, Nathalie; Jansen, S.

2015-01-01

OBJECTIVES: Haloperidol may prolong ECG QTc-duration but is often prescribed perioperatively to hip-fracture patients. We aimed to determine (1) how QTc-duration changes perioperatively, (2) whether low-dose haloperidol-use influences these changes, and (3) which clinical variables are associated

How Changes in Financial Incentives Affect the Duration of Unemployment

NARCIS (Netherlands)

Lalive, R.; van Ours, J.C.; Zweimüller, J.

2004-01-01

This paper studies how changes in the two key parameters of unemployment insurance - the benefit replacement rate (RR) and the potential duration of benefits (PBD) - affect the duration of unemployment.In 1989, the Austrian government made unemployment insurance more generous by changing,

Sleep duration and RSA suppression as predictors of internalizing and externalizing behaviors.

Science.gov (United States)

Cho, Sunghye; Philbrook, Lauren E; Davis, Elizabeth L; Buss, Kristin A

2017-01-01

Although the conceptual interplay among the biological and clinical features of sleep, arousal, and emotion regulation has been noted, little is understood about how indices of sleep duration and parasympathetic reactivity operate jointly to predict adjustment in early childhood. Using a sample of 123 toddlers, the present study examined sleep duration and RSA reactivity as predictors of internalizing and externalizing behaviors. Parents reported on children's sleep duration and adjustment. RSA reactivity was assessed via children's responses to fear-eliciting stimuli and an inhibitory control challenge. Findings demonstrated that greater RSA suppression to both types of tasks in combination with longer sleep duration was concurrently associated with less internalizing. In contrast, greater RSA augmentation to an inhibitory control task in the context of shorter sleep duration predicted more externalizing 1 year later. The significance of duration of toddlers' sleep as well as the context in which physiological regulatory difficulties occurs is discussed. © 2016 Wiley Periodicals, Inc.

Partial report and other sampling procedures overestimate the duration of iconic memory.

Science.gov (United States)

Appelman, I B

1980-03-01

In three experiments, subjects estimated the duration of a brief visual image (iconic memory) either directly by adjusting onset of a click to offset of the visual image, or indirectly with a Sperling partial report (sampling) procedure. The results indicated that partial report and other sampling procedures may reflect other brief phenomena along with iconic memory. First, the partial report procedure yields a greater estimate of the duration of iconic memory than the more direct click method. Second, the partial report estimate of the duration of iconic memory is affected if the subject is required to simultaneously retain a list of distractor items (memory load), while the click method estimate of the duration of iconic memory is not affected by a memory load. Finally, another sampling procedure based on visual cuing yields different estimates of the duration of iconic memory depending on how many items are cued. It was concluded that partial report and other sampling procedures overestimate the duration of iconic memory.

Evaluation of SAMe-TT2R2 Score on Predicting Success With Extended-Interval Warfarin Monitoring.

Science.gov (United States)

Hwang, Andrew Y; Carris, Nicholas W; Dietrich, Eric A; Gums, John G; Smith, Steven M

2018-06-01

In patients with stable international normalized ratios, 12-week extended-interval warfarin monitoring can be considered; however, predictors of success with this strategy are unknown. The previously validated SAMe-TT 2 R 2 score (considering sex, age, medical history, treatment, tobacco, and race) predicts anticoagulation control during standard follow-up (every 4 weeks), with lower scores associated with greater time in therapeutic range. To evaluate the ability of the SAMe-TT 2 R 2 score in predicting success with extended-interval warfarin follow-up in patients with previously stable warfarin doses. In this post hoc analysis of a single-arm feasibility study, baseline SAMe-TT 2 R 2 scores were calculated for patients with ≥1 extended-interval follow-up visit. The primary analysis assessed achieved weeks of extended-interval follow-up according to baseline SAMe-TT 2 R 2 scores. A total of 47 patients receiving chronic anticoagulation completed a median of 36 weeks of extended-interval follow-up. The median baseline SAMe-TT 2 R 2 score was 1 (range 0-5). Lower SAMe-TT 2 R 2 scores appeared to be associated with greater duration of extended-interval follow-up achieved, though the differences between scores were not statistically significant. No individual variable of the SAMe-TT 2 R 2 score was associated with achieved weeks of extended-interval follow-up. Analysis of additional patient factors found that longer duration (≥24 weeks) of prior stable treatment was significantly associated with greater weeks of extended-interval follow-up completed ( P = 0.04). Conclusion and Relevance: This pilot study provides limited evidence that the SAMe-TT 2 R 2 score predicts success with extended-interval warfarin follow-up but requires confirmation in a larger study. Further research is also necessary to establish additional predictors of successful extended-interval warfarin follow-up.

Prevalence of Healthy Sleep Duration among Adults--United States, 2014.

Science.gov (United States)

Liu, Yong; Wheaton, Anne G; Chapman, Daniel P; Cunningham, Timothy J; Lu, Hua; Croft, Janet B

2016-02-19

To promote optimal health and well-being, adults aged 18-60 years are recommended to sleep at least 7 hours each night (1). Sleeping disease, stroke, frequent mental distress, and all-cause mortality (2-4). Insufficient sleep impairs cognitive performance, which can increase the likelihood of motor vehicle and other transportation accidents, industrial accidents, medical errors, and loss of work productivity that could affect the wider community (5). CDC analyzed data from the 2014 Behavioral Risk Factor Surveillance System (BRFSS) to determine the prevalence of a healthy sleep duration (≥ 7 hours) among 444,306 adult respondents in all 50 states and the District of Columbia. A total of 65.2% of respondents reported a healthy sleep duration; the age-adjusted prevalence of healthy sleep was lower among non-Hispanic blacks, American Indians/Alaska Natives, Native Hawaiians/Pacific Islanders, and multiracial respondents, compared with non-Hispanic whites, Hispanics, and Asians. State-based estimates of healthy sleep duration prevalence ranged from 56.1% in Hawaii to 71.6% in South Dakota. Geographic clustering of the lowest prevalence of healthy sleep duration was observed in the southeastern United States and in states along the Appalachian Mountains, and the highest prevalence was observed in the Great Plains states. More than one third of U.S. respondents reported typically sleeping sleep health; worksite shift policies that ensure healthy sleep duration for shift workers, particularly medical professionals, emergency response personnel, and transportation industry personnel; and opportunities for health care providers to discuss the importance of healthy sleep duration with patients and address reasons for poor sleep health.

Breastfeeding Duration and Authoritative Feeding Practices in First-Time Mothers.

Science.gov (United States)

Jansen, Elena; Mallan, Kimberley M; Byrne, Rebecca; Daniels, Lynne A; Nicholson, Jan M

2016-08-01

Longer breastfeeding duration appears to have a protective effect against childhood obesity. This effect may be partially mediated by maternal feeding practices during the first years of life. However, the few studies that have examined links between breastfeeding duration and subsequent feeding practices have yielded conflicting results. Using a large sample of first-time mothers and a newly validated, comprehensive measure of maternal feeding (the Feeding Practices and Structure Questionnaire), this study examined associations between breastfeeding duration and maternal feeding practices at child age 24 months. Mothers (n = 458) enrolled in the NOURISH trial provided data on breastfeeding at child age 4, 14, and 24 months, and on feeding practices at 24 months. Structural equation modeling was used to examine associations between breastfeeding duration and 5 nonresponsive and 4 structure-related "authoritative" feeding practices, adjusting for a range of maternal and child characteristics. The model showed acceptable fit (χ(2)/df = 1.68; root mean square error of approximation = .04, comparative fit index = .91, and Tucker-Lewis index = .89) and longer breastfeeding duration was negatively associated with 4 out of 5 nonresponsive feeding practices and positively associated with 3 out of 4 structure-related feeding practices. Overall, these results suggest that mothers who breastfeed longer reported using more appropriate feeding practices. These data demonstrate an association between longer breastfeeding duration and authoritative feeding practices characterized by responsiveness and structure, which may partly account for the apparent protective effect of breastfeeding on childhood obesity. © The Author(s) 2015.

Context-Dependent Neural Modulations in the Perception of Duration.

Science.gov (United States)

Murai, Yuki; Yotsumoto, Yuko

2016-01-01

Recent neuroimaging studies have revealed that distinct brain networks are recruited in the perception of sub- and supra-second timescales, whereas psychophysical studies have suggested that there are common or continuous mechanisms for perceiving these two durations. The present study aimed to elucidate the neural implementation of such continuity by examining the neural correlates of peri-second timing. We measured neural activity during a duration reproduction task using functional magnetic resonance imaging. Our results replicate the findings of previous studies in showing that separate neural networks are recruited for sub-versus supra-second time perception: motor systems including the motor cortex and the supplementary motor area for sub-second perception, and the frontal, parietal, and auditory cortical areas for supra-second perception. We further found that the peri-second perception activated both the sub- and supra-second networks, and that the timing system that processed duration perception in previous trials was more involved in subsequent peri-second processing. These results indicate that the sub- and supra-second timing systems overlap at around 1 s, and cooperate to optimally encode duration based on the hysteresis of previous trials.

Detecting long-duration cloud contamination in hyper-temporal NDVI imagery

NARCIS (Netherlands)

Ali, A.; de Bie, C.A.J.M.; Skidmore, A.K.

2013-01-01

Cloud contamination impacts on the quality of hyper-temporal NDVI imagery and its subsequent interpretation. Short-duration cloud impacts are easily removed by using quality flags and an upper envelope filter, but long-duration cloud contamination of NDVI imagery remains. In this paper, an approach

Interest Rate Risk Management using Duration Gap Methodology

Directory of Open Access Journals (Sweden)

Dan Armeanu

2008-01-01

Full Text Available The world for financial institutions has changed during the last 20 years, and become riskier and more competitive-driven. After the deregulation of the financial market, banks had to take on extensive risk in order to earn sufficient returns. Interest rate volatility has increased dramatically over the past twenty-five years and for that an efficient management of this interest rate risk is strong required. In the last years banks developed a variety of methods for measuring and managing interest rate risk. From these the most frequently used in real banking life and recommended by Basel Committee are based on: Reprising Model or Funding Gap Model, Maturity Gap Model, Duration Gap Model, Static and Dynamic Simulation. The purpose of this article is to give a good understanding of duration gap model used for managing interest rate risk. The article starts with a overview of interest rate risk and explain how this type of risk should be measured and managed within an asset-liability management. Then the articles takes a short look at methods for measuring interest rate risk and after that explains and demonstrates how can be used Duration Gap Model for managing interest rate risk in banks.The world for financial institutions has changed during the last 20 years, and become riskier and more competitive-driven. After the deregulation of the financial market, banks had to take on extensive risk in order to earn sufficient returns. Interest rate volatility has increased dramatically over the past twenty-five years and for that an efficient management of this interest rate risk is strong required. In the last years banks developed a variety of methods for measuring and managing interest rate risk. From these the most frequently used in real banking life and recommended by Basel Committee are based on: Reprising Model or Funding Gap Model, Maturity Gap Model, Duration Gap Model, Static and Dynamic Simulation. The purpose of this article is to give a

Urbanization effect on trends in sunshine duration in China

Directory of Open Access Journals (Sweden)

Y. Wang

2017-07-01

Full Text Available There is an ongoing debate on whether the observed decadal variations in surface solar radiation, known as dimming and brightening periods, are a large-scale or solely local phenomenon. We investigated this issue using long-term sunshine duration records from China, which experienced a rapid increase in urbanization during the past decades. Over the period 1960–2013, 172 pairs of urban and nearby rural stations were analyzed. Urban and rural sunshine duration trends show similar spatial patterns during a dimming phase (1960–1989 and a subsequent period during which trends were leveling off (1990–2013. This indicates that rather than local effects, the trends in sunshine duration are on more of a national or regional scale in China. Nevertheless, in the dimming phase, the declining rate of sunshine duration in rural areas is around two-thirds of that in urban areas. The ratio of rural to urban dimming generally increases from a minimum of 0.39 to a maximum of 0.87 with increasing indices of urbanization calculated based on the year 2013. It reaches a maximum when the urbanization level exceeds 50 %, the urban population exceeds 20 million, or the population density becomes higher than 250 person km−2. After the transition into the leveling-off period, sunshine duration trends are no longer significantly affected by urbanization. Meanwhile, the number of laws and regulations related to air pollution and investment in pollution treatment have been increasing in China.

Operative Duration and Risk of Surgical Site Infection in Neurosurgery.

Science.gov (United States)

Bekelis, Kimon; Coy, Shannon; Simmons, Nathan

2016-10-01

The association of surgical duration with the risk of surgical site infection (SSI) has not been quantified in neurosurgery. We investigated the association of operative duration in neurosurgical procedures with the incidence of SSI. We performed a retrospective cohort study involving patients who underwent neurosurgical procedures from 2005 to 2012 and were registered in the American College of Surgeons National Quality Improvement Project registry. To control for confounding, we used multivariable regression models and propensity score conditioning. During the study period there were 94,744 patients who underwent a neurosurgical procedure and met the inclusion criteria. Of these patients, 4.1% developed a postoperative SSI within 30 days. Multivariable logistic regression showed an association between longer operative duration with higher incidence of SSI (odds ratio [OR], 1.18; 95% confidence interval [CI], 1.16-1.20). Compared with procedures of moderate duration (third quintile, 40th-60th percentile), patients undergoing the longest procedures (>80th percentile) had higher odds (OR, 2.07; 95% CI, 1.86-2.31) of developing SSI. The shortest procedures (operative duration was associated with increased incidence of SSI for neurosurgical procedures. These results can be used by neurosurgeons to inform operative management and to stratify patients with regard to SSI risk. Copyright © 2016 Elsevier Inc. All rights reserved.