2,024 research outputs found
Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters
Get PDFPrediction intervals in State Space models can be obtained by assuming Gaussian innovations
and using the prediction equations of the Kalman filter, where the true parameters are
substituted by consistent estimates. This approach has two limitations. First, it does not
incorporate the uncertainty due to parameter estimation. Second, the Gaussianity assumption of
future innovations may be inaccurate. To overcome these drawbacks, Wall and Stoffer (2002)
propose to obtain prediction intervals by using a bootstrap procedure that requires the backward
representation of the model. Obtaining this representation increases the complexity of the
procedure and limits its implementation to models for which it exists. The bootstrap procedure
proposed by Wall and Stoffer (2002) is further complicated by fact that the intervals are
obtained for the prediction errors instead of for the observations. In this paper, we propose a
bootstrap procedure for constructing prediction intervals in State Space models that does not
need the backward representation of the model and is based on obtaining the intervals directly
for the observations. Therefore, its application is much simpler, without loosing the good
behavior of bootstrap prediction intervals. We study its finite sample properties and compare
them with those of the standard and the Wall and Stoffer (2002) procedures for the Local Level
Model. Finally, we illustrate the results by implementing the new procedure to obtain prediction
intervals for future values of a real time series
Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters
Get PDFPrediction intervals in State Space models can be obtained by assuming Gaussian innovations and using the prediction equations of the Kalman filter, where the true parameters are substituted by consistent estimates. This approach has two limitations. First, it does not incorporate the uncertainty due to parameter estimation. Second, the Gaussianity assumption of future innovations may be inaccurate. To overcome these drawbacks, Wall and Stoffer (2002) propose to obtain prediction intervals by using a bootstrap procedure that requires the backward representation of the model. Obtaining this representation increases the complexity of the procedure and limits its implementation to models for which it exists. The bootstrap procedure proposed by Wall and Stoffer (2002) is further complicated by fact that the intervals are obtained for the prediction errors instead of for the observations. In this paper, we propose a bootstrap procedure for constructing prediction intervals in State Space models that does not need the backward representation of the model and is based on obtaining the intervals directly for the observations. Therefore, its application is much simpler, without loosing the good behavior of bootstrap prediction intervals. We study its finite sample properties and compare them with those of the standard and the Wall and Stoffer (2002) procedures for the Local Level Model. Finally, we illustrate the results by implementing the new procedure to obtain prediction intervals for future values of a real time series.NAIRU, Output gap, Parameter uncertainty, Prediction Intervals, State Space Models
A study on the effect of the asymmetry on real capacitated vehicle routing problems
Full text linkMatrices with distances between pairs of locations are essential for solving vehicle routing problems like the Capacitated Vehicle Routing Problem (CVRP), Traveling Salesman Problem (TSP) and others. This work deals with the complex reality of transportation networks and asymmetry. Through a series of comprehensive and thorough computational and statistical experiments we study the effect that many factors like asymmetry, geographical location of the depot and clients, demand, territory and maximum vehicle capacity have in the solution of CVRP instances. We examine both classical heuristics as well as current state-of-the-art metaheuristics and show that these methods are seriously affected by the studied factors from a solution time and quality of solutions perspective. We systematically compare the solutions obtained in the symmetric scenario with those obtained in the real asymmetric case at a quantitative as well as a qualitative level, with the objective of carefully measuring and understanding the differences between both cases. © 2011 Elsevier Ltd.The authors are indebted to Keld Helsgaun, Stefan Ropke and especially to Yuichi Nagata for their kind help, collaboration and for facilitating the binaries of their algorithms. This work is partially funded by the Spanish Ministry of Science and Innovation, under the project "SMPA-Advanced Parallel Multiobjective Sequencing: Practical and Theoretical Advances" with reference DPI2008-03511/DPI. The authors should also thank the IMPIVA-Institute for the Small and Medium Valencian Enterprise, for the project TASER with reference IMDEEA/2011/142.Rodríguez Villalobos, A.; Ruiz García, R. (2012). A study on the effect of the asymmetry on real capacitated vehicle routing problems. Computers and Operations Research. 39(9):2142-2151. https://doi.org/10.1016/j.cor.2011.10.023S2142215139
DFT approaches to transport calculations in magnetic single-molecule devices
Get PDFElectron transport properties of single-molecule devices based on the [Fe(tzpy)(2)(NCS)(2)] complex placed between two gold electrodes have been explored using three different atomistic DFT methods. This kind of single-molecule devices is quite appealing because they can present magnetoresistance effects at room temperature. The three employed computational approaches are: (i) self-consistent non-equilibrium Green functions (NEGF) with periodic models that can be described as the most accurate between the state-of-art methods, and two non-self-consistent NEGF approaches using either periodic or non-periodic description of the electrodes (ii and iii). The analysis of the transmission spectra obtained with the three methods indicates that they provide similar qualitative results. To obtain a reasonable agreement with the experimental data, it is mandatory to employ density functionals beyond the commonly employed GGA (i.e., hybrid functionals) or to include on-site corrections for the Coulomb repulsion (GGA+U method)
Desarrollo de un sistema de liberación prolongada de factor neural del crecimiento a partir de micropartículas de gelatina introducidas en dos scaffolds de ácido hialurónico y poli( etil acrilato
Full text link[EN] Nowadays
there
are
lots
of
diseases
with
a
neurologic
origin
where
the
pathogenic
common
marker
is
the
loss
of
specific
groups
of
neurons,
for
example;
Parkinson
disease
with
the
degeneration
of
nigral
dopaminergic
neurons;
in
Alzheimer
disease
the
loss
of
septohippocampal,
serotonergic
and
cortical
neurons;
in
the
Huntington
disease
the
death
of
gabaergic
neurons.
Lots
of
these
diseases
have
no
cure
and
there
are
proposed
only
some
alternatives
for
the
reducing
its
effects.
Because
of
this,
tissue
engineering,
one
of
the
most
emerging
parts
in
biomedical
regeneration
will
try
to
solve
these
difficulties
and
create
a
system
that
eliminates
this
problem
from
its
base.
In
this
way,
in
this
study
it
is
proposed
the
idea
of
a
continue
release
of
a
neurologic
growth
factor
(NGF),
a
protein
that
allows
the
growth
and
maintenance
of
some
groups
of
neurons
preventing
its
atrophy
and
death
of
these
neurons
when
some
kind
of
injury
is
produced.
For
this
reason
in
this
article
it
is
proposed
the
insertion
of
the
NGF
in
microspheres
of
gelatin
whose
degradation
will
produce
a
releasement
of
the
factor
during
the
first
most
critical
hours
of
the
process
promoting
the
neural
growth.
The
main
problem that
these
kind
of
microspheres
have,
its
is
wide
dispersion
in
the
body
,
needing
some
kind
of
structure
that
maintains
them
fixed
in
the
wished
place.
To
solve
this,
it
surged
the
idea
of
inserting
these
microparticles
in
a
structure
called
scaffold.
These
scaffolds
will
maintain
the
microspheres
in
its
structures
and
will
allow
them
to
degrade
in
the
desired
placed.
The
election
of
the
three-‐dimensional
scaffold
will
also
be
conclusive
for
the
insertion
of
the
microspheres,
considering
different
variables
such
as
the
size
of
the
porous,
its
resistance
to
mechanical
efforts
and
its
degradation
rate.
Because
of
these
reasons
two
very
different
materials
will
be
compared:
the
hyaluronic
acid
a
natural
biopolymer
that
can
be
found
in
the
extracellular
matrix
of
the
organism;
and
the
poly(etyl
acrylate)
a
very
resistant
acrylic
polymer.
Also,
another
of
the
more
important
topics
will
be
the
loading
of
the
neural
growth
factor
using
for
this
a
model
protein
that
will
allow
us
to
know
the
kinetics
of
the
releasement
of
the
microspheres.
Finally
as
these
materials
will
be
implanted
in
the
organism,
it
will
be
necessary
to
prove
the
cytotoxicity
of
them,
and
make
cell
in
vitro
cultures
to
prove
that
the
desired
effect
of
the
study
is
done.[ES] En
la
actualidad
existen
gran
cantidad
de
enfermedades
de
tipo
neurológico,
donde
el
marcador
patológico
común
es
la
pérdida
de
grupos
de
neuronas
específicas,
por
ejemplo:
en
la
enfermedad
de
Parkinson
es
clave
la
degeneración
de
las
neuronas
dopaminérgicas
nigrales;
en
la
enfermedad
de
Alzheimer,
lo
es
la
pérdida
degenerativa
de
neuronas
septohipocampales,
serotoninérgicas
y
corticales,
y
en
la
enfermedad
de
Huntington,
la
muerte
de
las
neuronas
gabaérgicas
de
proyección
del
estriado.
Muchas
de
estas
enfermedades
carecen
de
cura,
y
sólo
hay
propuestas
distintas
alternativas
para
la
disminución
o
reducción
de
sus
efectos.
Por
ello,
la
ingeniería
tisular,
una
de
las
ramas
más
emergentes
de
la
regeneración
biomédica,
tratará
de
solventar
dichas
dificultades,
y
llegar
a
la
creación
de
un
sistema
que
elimine
dicho
problema
desde
su
base.
De
este
modo,
en
este
estudio
se
contempla
la
idea
de
la
liberación
continuada
de
un
factor
de
crecimiento,
el
factor
de
crecimiento
neuronal
(NGF),
una
proteína
que
permite
el
crecimiento
y
mantenimiento
de
ciertos
tipos
de
neuronas,
impidiendo
de
ese
modo
el
atrofiamiento
y
muerte
de
éstas
cuando
se
produce
algún
tipo
de
lesión.
Para
ello
se
propone
su
introducción
en
micropartículas
de
gelatina,
cuya
degradación
continuada
provocará
una
liberación
de
NGF
durante
las
primeras
horas
más
críticas
a
lo
largo
del
tiempo
y
promoverá
el
crecimiento
neuronal.
El
principal
problema
que
se
da
con
este
tipo
de
micropartículas
es
su
gran
dispersión
necesitando
de
algún
tipo
de
estructura
que
las
mantenga
fijadas
en
la
estructura
deseada.
Así
pues,
en
este
trabajo
se
plantea
la
idea
de
la
introducción
de
dichas
microesferas
en
distintos
soportes
tridimensionales
o
scaffolds.
Estos
soportes
se
encargarán
de
atrapar
las
microesferas
en
su
estructura,
y
conforme
éstas
se
degraden,
irán
liberando
en
la
zona
deseada
el
NGF.
La
elección
del
soporte
tridimensional
también
será
decisiva
para
la
introducción
de
las
micropartículas,
considerándose
distintas
variables
como
son
el
tamaño
de
los
poros,
su
resistencia,
y
su
tiempo
de
degradación.
Por
ello
en
este
estudio
se
compararán
dos
materiales
de
naturaleza
muy
distinta:
el
ácido
hialurónico,
un
biopolímero
natural
que
se
encuentra
en
la
matriz
extracelular
del
organismo;
y
el
poli(etil
acrilato)
un
polímero
acrílico
de
gran
resistencia.
Otro
de
los
temas
de
mayor
importancia
será
la
carga
del
NGF
utilizando
una
proteína
modelo
llamada
BSA
que
permitirá
conocer
la
cinética
de
liberación
de
las
micropartículas.
Finalmente,
también
es
necesario
comprobar
la
citotoxicidad
de
los
distintos
materiales
empleados,
debido
a
que
deberán
implantarse
en
el
organismo,
así
como
la
realización
de
cultivos
celulares
in
vitro
para
la
comprobación
de
que
se
está
consiguiendo
el
objetivo
deseado.Rodríguez Ruiz, A. (2014). Desarrollo de un sistema de liberación prolongada de factor neural del crecimiento a partir de micropartículas de gelatina introducidas en dos scaffolds de ácido hialurónico y poli( etil acrilato. http://hdl.handle.net/10251/40315.Archivo delegad
Bootstrap prediction mean squared errors of unobserved states based on the Kalman filter with estimated parameters
Get PDFIn the context of linear state space models with known parameters, the Kalman filter (KF) generates best linear unbiased predictions of the underlying states together with their corresponding Prediction Mean Square Errors (PMSE). However, in practice, when the filter is run with the parameters substituted by consistent estimates, the corresponding PMSE do not take into account the parameter uncertainty. Consequently, they underestimate their true counterparts. In this paper, we propose two new bootstrap procedures to obtain PMSE of the unobserved states designed to incorporate this latter uncertainty. We show that the new bootstrap procedures have better finite sample properties than bootstrap alternatives and than procedures based on the asymptotic approximation of the parameter distribution. The proposed procedures are implemented for estimating the PMSE of several
key unobservable US macroeconomic variables as the output gap, the Non-accelerating Inflation Rate of Unemployment (NAIRU), the long-run investment rate and the core inflation. We show that taking into account the parameter uncertainty may change their prediction intervals and, consequently, the conclusions about the utility of the NAIRU as a macroeconomic indicator for expansions and recessions.The second author gratefully acknowledges the financial support from Project ECO2009-08100 by the Spanish
GovernmentPublicad
CORRELACIÓN DE EPISODIOS DE ESTRÉS AGUDO CON HIPERGLUCEMIA EN ANESTESIÓLOGOS NO DIABÉTICOS DEL HOSPITAL GENERAL TOLUCA DR. NICOLÁS SAN JUAN, DE JULIO A DICIEMBRE 2019.
Get PDFEl estrés desencadena una respuesta del eje hipotálamo-hipófisis-suprarrenal que favorece hiperglucemia, los anestesiólogos se someten cotidianamente al estrés, con estímulos intensos de poca duración (estrés agudo); se pretendió demostrar la existencia de repercusiones inmediatas reflejada en los niveles de glucosa, detectando oportunamente a personal propenso a desarrollar diabetes, considerando además posibles factores de riesgo mediante el cuestionario de Findrisc.
Determinar la correlación entre episodios de estrés agudo e hiperglucemia en anestesiólogos no diabéticos del Hospital General Toluca Dr. Nicolás San Juan.UAEM, el autor
Agri-Food Land Transformations and Immigrant Farm Workers in Peri-Urban Areas of Spain and the Mediterranean
Get PDFSpain is a global hotspot of transformations of agri-food land systems due to changing
production intensity, diets, urbanization, market integration, and climate change. Characteristic of
the Mediterranean, these expanding intersections with the migration, livelihoods, and food security
strategies of immigrant farm workers urge new research into the “who,” “how,” and “why” questions
of the transformation of agri-food land systems. Addressing this gap, we communicate preliminary
results from field research in the Granada and Madrid areas. We use a novel conceptual framework of
linkages among distinct agri-food land systems and the roles and agency of immigrant farm workers.
Preliminary results integrating a combined land- and labor-centric approach address: (1) how the
recent and ongoing transformations of specific agri-food land systems are indicative of close links to
inexpensive, flexible labor of immigrant farm workers; (2) how the connectivity among transformations
of multiple distinct agri-food land systems can be related to the geographic mobility of immigrant
farm workers and livelihoods (non-farm work, gendered employment, peri-urban residential location,
labor recruitment); and (3) how the struggles for food and nutrition security among immigrant farm
workers are indicative of links to local sites and networked agrobiodiversity. This study can help
advance the nexus of migration-land research with expanding ethical, justice, and policy concerns of
land system sciences in relation to the new suite of agri-food interest and initiatives.Fulbright Scholarship BoardBureau of Educational and Cultural Affairs in Spain and the U.S
Del autor junta palabras al autor junta palabras, imágenes, sonidos, interactividades, algoritmos: la gestión literaria en la era (post) digital
Get PDFUnderstanding literature as language, information and communication management opens relevant per-
spectives with regards to the challenges posed by the contemporary media outbreak. This paper propos-
es a journey through four moments, differentiated by the evolution of communication modes and their
frantic acceleration in recent years. Literature as management of certain textual dynamics; literature as
intermedial management; literature as expanded scenario of fiction -given the extent of digital culture
practices-, and literature as post-digital exercise. In the end, this tour becomes a space to be traveled
synchronously, a map that offers a conceptual cartography inviting an exploratory journey through the
transformations of today ́s increasingly complex and rich cultural landscape.Entender la literatura como gestión del lenguaje, la información y la comunicación, abre perspectivas relevantes para asumir los retos que la eclosión mediática contemporánea le plantea a sus diversos ejercicios. Este artículo propone un recorrido que pasa por cuatro momentos diferenciados por la evolución de los modos de comunicación, que se ha acelerado casi frenéticamente en los últimos años. La literatura como gestión de ciertas dinámicas textuales, la literatura como gestión intermedial, la literatura como escenario expandido de la ficción dada la extensión de las prácticas de una cultura digital y la literatura como ejercicio post digital. Este recorrido se convierte, al final, en un espacio que se puede transitar sincrónicamente, gracias a un mapa que ofrece una cartografía conceptual que invita a un viaje de exploración por las transformaciones del paisaje cultural de hoy, cada vez más complejo y rico
Magnetic and transport properties of Fe-4 single-molecule magnets: a theoretical insight
Get PDFHere, methods of density functional theory (DFT) were employed to study the magnetic and transport properties of a star-shaped single-molecule magnet Fe-4 S = 5 complex deposited on a gold surface. The study devoted to the magnetic properties focused on changes in the exchange coupling constants and magnetic anisotropy (zero-field splitting parameters) of the isolated and deposited molecules. Molecule surface interactions induced significant changes in the antiferromagnetic exchange coupling constants because these depend closely on the geometry of the metal complex. Meanwhile, the magnetic anisotropy remained almost constant. Transport properties were analysed using two different approaches. First, we studied the change in magnetic anisotropy by reducing and oxidizing the Fe-4 complex as in a Coulomb blockade mechanism. Then we studied the coherent tunnelling using DFT methods combined with Green functions. Spin filter behaviour was found because of the different numbers of alpha and beta electrons, due to the S = 5 ground state
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