Comparison between red, green and blue light reflection photoplethysmography for heart rate monitoring during motion

Reflection photoplethysmography (PPG) using 530 nm (green) wavelength light has the potential to be a superior method for monitoring heart rate (HR) during normal daily life due to its relative freedom from artifacts. However, little is known about the accuracy of pulse rate (PR) measured by 530 nm light PPG during motion. Therefore, we compared the HR measured by electrocadiography (ECG) as a reference with PR measured by 530, 645 (red), and 470 nm (blue) wavelength light PPG during baseline and while performing hand waving in 12 participants. In addition, we examined the change of signal-to-noise ratio (SNR) by motion for each of the three wavelengths used for the PPG. The results showed that the limit of agreement in Bland-Altman plots between the HR measured by ECG and PR measured by 530 nm light PPG (±0.61 bpm) was smaller than that achieved when using 645 and 470 nm light PPG (±3.20 bpm and ±2.23 bpm, respectively). The ΔSNR (the difference between baseline and task values) of 530 and 470nm light PPG was significantly smaller than ΔSNR for red light PPG. In conclusion, 530 nm light PPG could be a more suitable method than 645 and 470nm light PPG for monitoring HR in normal daily life. © 2013 IEEE

Development of a ubiquitous healthcare monitoring system combined with non-conscious and ambulatory physiological measurements and its application to medical care

The demand for ubiquitous healthcare monitoring has been increasingly raised for prevention of lifestyle-related diseases, acute life support or chronic therapies for inpatients and/or outpatients having chronic disorder and home medical care. From these view points, we developed a non-conscious healthcare monitoring system without any attachment of biological sensors and operations of devices, and an ambulatory postural changes and activities monitoring system. Furthermore in this study, in order to investigate those applicability to the ubiquitous healthcare monitoring, we have developed a new healthcare monitoring system combined with the non-conscious and the ambulatory measurements developed by us. In patients with chronic cardiovascular disease or stroke, the daily health conditions such as pulse, respiration, activities and so on, could be continuously measured in the hospital, the rehabilitation room and subject\u27s own home, using the present system. The results demonstrated that the system appears useful for the ubiquitous healthcare monitoring not only at medical facility, but also during daily living at home. © 2011 IEEE

Development of a ubiquitous healthcare monitoring system combined with non-conscious and ambulatory physiological measurements and its application to medical care.

The demand for ubiquitous healthcare monitoring has been increasingly raised for prevention of lifestyle-related diseases, acute life support or chronic therapies for inpatients and/or outpatients having chronic disorder and home medical care. From these view points, we developed a non-conscious healthcare monitoring system without any attachment of biological sensors and operations of devices, and an ambulatory postural changes and activities monitoring system. Furthermore in this study, in order to investigate those applicability to the ubiquitous healthcare monitoring, we have developed a new healthcare monitoring system combined with the non-conscious and the ambulatory measurements developed by us. In patients with chronic cardiovascular disease or stroke, the daily health conditions such as pulse, respiration, activities and so on, could be continuously measured in the hospital, the rehabilitation room and subject\u27s own home, using the present system. The results demonstrated that the system appears useful for the ubiquitous healthcare monitoring not only at medical facility, but also during daily living at home

Analysis of emerging markets sovereign credit spreads

Our objective is to implement a credit risk pricing model for sovereign bonds and estimate the model for a historical series of yields of emerging markets bonds. We use a reduced model with a Vasicek 2-factor model on Brazilian sovereign data. The estimation occurs in two stages. Using Maximum Likelihood, we first estimate the parameters corresponding to the reference curve. Then, we find the estimates of the set of parameters corresponding to the defaultable curve conditional on the default- free parameters. The estimated model is used to calculate the dynamics of the term structure of interest rates, of credit spreads and of default probabilities

Impact of macro shocks on sovereign default probabilities

We use macro finance models to study the interaction between macro variables and the Brazilian sovereign yield curve using daily data. We calculate the model implied default probabilities and a measure of the impact of macro shocks on the probabilities. An extension of the Dai-Singleton identification strategy for Gaussian models with latent and observable factors is described in order to estimate our models. Among the tested variables, VIX is the most important macro factor affecting short term bonds and default probabilities and the Fed short rate is the most important factor affecting the long term default probabilities

Comparing models for forecasting the yield curve

The evolution of the yields of different maturities is related and can be described by a reduced number of commom latent factors. Multifactor interest rate models of the finance literature, common factor models of the time series literature and others use this property. Each model has advantages and disadvantages, and it is an empirical matter to evaluate the performance of the approaches. This exercise compares 4 alternative models for the term structure using 3 different markets: the Brazilian domestic and sovereign market and the US market

Identification of affine term structure models with observed factors: Economic shocks on Brazilian yield curves

We propose different exactly identified specifications of affine models with observed macri factors. The models are compared estimating Brazilian domestic and sovereign yield curves

Can macroeconomic variables account for the term structure of sovereign spreads? Studying the Brazilian case

The objective of our work is to study the term structure of interest rates and the sovereign credit spreads of emerging markets. We develop a model from term structure, credit risk and vector autoregressive models, based on the articles by Ang and Piazzesi (2003) and Ang, Dong and Piazzesi (2005). Those article's principal innovation is to include and study the relation among macroeconomic variables and state variables of conventional term structure models. Our contributions include simplifying their model, propose a new estimation method, add credit risk, and show results for Brazilian domestic and external markets