The covariance matrix of ARMA-errors in closed form

Matrices;mathematics

Stable carbon and radiocarbon isotope compositions of particle size fractions to determine origins of sedimentary organic matter in an estuary

Stable and radioactive carbon isotopic compositions of particle size fractions of a surface sediment from the Ems-Dollard estuary vary considerably with particle size. The organic material in the fine fractions (<20 µm) has considerably higher 14C values (14a~80%) than that in the coarse fractions (52%) and has higher δ13C values (average of -23‰ and -25.6‰, respectively). This shows that OM in the fine and the coarse fractions has different sources. The organic carbon in the fractions with particle sizes <20 µm is mainly imported from the North Sea. The contribution of material from the Ems river appears negligible. The carbon isotopic composition of the coarse fractions points to a terrestrial contribution. Discrete organic fragments are found of both terrestrial and marine/estuarine origin.

Estimation of individual beneficial and adverse effects of intensive glucose control for patients with type 2 diabetes

AIMS/HYPOTHESIS: Intensive glucose control reduces the risk of vascular complications while increasing the risk of severe hypoglycaemia at a group level. We sought to estimate individual beneficial and adverse effects of intensive glucose control in patients with type 2 diabetes. METHODS: We performed a post hoc analysis of the Action in Diabetes and Vascular Disease: Preterax and Diamicron MR Controlled Evaluation (ADVANCE) trial, a randomised controlled trial evaluating standard vs intensive glucose control (HbA1c target ≤6.5% [48 mmol/mol]). In 11,140 participants, we estimated the individual 5 year absolute risk reduction (ARR) for the composite outcome of major micro- and macrovascular events and absolute risk increase (ARI) for severe hypoglycaemia for intensive vs standard glucose control. Predictions were based on competing risks models including clinical characteristics and randomised treatment. RESULTS: Based on these models, 76% of patients had a substantial estimated 5 year ARR for major vascular events (>1%, 5 year number-needed-to-benefit [NNTB5] 200). Similarly, 36% of patients had a substantial estimated ARI for severe hypoglycaemia (5 year number-needed-to-harm [NNTH5] 200). When assigning similar or half the weight to severe hypoglycaemia compared with a major vascular event, net benefit was positive in 85% or 99% of patients, respectively. Limiting intensive treatment to the 85% patient subgroup had no significant effect on the overall incidence of major vascular events and severe hypoglycaemia compared with treating all patients. CONCLUSIONS/INTERPRETATION: Taking account of the effects of intensive glucose control on major micro- and macrovascular events and severe hypoglycaemia for individual patients, the estimated net benefit was positive in the majority of the participants in the ADVANCE trial. The estimated individual effects can inform treatment decisions once individual weights assigned to positive and adverse effects have been specified. TRIAL REGISTRATION: ClinicalTrials.gov NCT00145925

Modelling asset correlations: A nonparametric approach

This article proposes a time-varying nonparametric estimator and a time-varying semiparametric estimator of the correlation matrix. We discuss representation, estimation based on kernel smoothing and inference. An extensive Monte Carlo simulation study is performed to compare the semiparametric and nonparametric models with the DCC speci fication. Our bivariate simulation results show that the semiparametric and nonparametric models are best in DGPs with gradual changes or structural breaks in correlations. However, in DGPs with rapid changes or constancy in correlations the DCC delivers the best outcome. Moreover, in multivariate simulations the semiparametric and nonparametric models fare the best in DGPs with substantial time-variability in correlations, while when allowing for little variability in the correlations the DCC is the dominant speci fication. The methodologies are illustrated by estimating the correlations for two interesting portfolios. The rst portfolio consists of the equity sectors SPDRs and the S&P 500 composite, while the second one contains major currencies that are actively traded in the foreign exchange market. Portfolio evaluation results show that the nonparametric estimator generally dominates its competitors, with a statistically significant lower portfolio variance

Functional Requirements for Assistive Technology for People with Cognitive Impairments and Dementia

The amount of technological aids on the market to support people in their everyday functioning is increasing. For example mobile telephone, electronic diary, skyping and domotics. Many of these aids are too complicated to operate for people with cognitive impairments, like dementia. For technology to be practicable and useful for them, it will have to meet certain requirements. This paper addresses the needs and impairments of people with dementia, and the functional requirements for assistive technology for people with dementia. © 2012 Springer-Verlag

Pharmacological Modulation of Dopamine Receptor D2-Mediated Transmission Alters the Metabolic Phenotype of Diet Induced Obese and Diet Resistant C57Bl6 Mice

High fat feeding induces a variety of obese and lean phenotypes in inbred rodents. Compared to Diet Resistant (DR) rodents, Diet Induced Obese (DIO) rodents are insulin resistant and have a reduced dopamine receptor D2 (DRD2) mediated tone. We hypothesized that this differing dopaminergic tone contributes to the distinct metabolic profiles of these animals. C57Bl6 mice were classified as DIO or DR based on their weight gain during 10 weeks of high fat feeding. Subsequently DIO mice were treated with the DRD2 agonist bromocriptine and DR mice with the DRD2 antagonist haloperidol for 2 weeks. Compared to DR mice, the bodyweight of DIO mice was higher and their insulin sensitivity decreased. Haloperidol treatment reduced the voluntary activity and energy expenditure of DR mice and induced insulin resistance in these mice. Conversely, bromocriptine treatment tended to reduce bodyweight and voluntary activity, and reinforce insulin action in DIO mice. These results show that DRD2 activation partly redirects high fat diet induced metabolic anomalies in obesity-prone mice. Conversely, blocking DRD2 induces an adverse metabolic profile in mice that are inherently resistant to the deleterious effects of high fat food. This suggests that dopaminergic neurotransmission is involved in the control of metabolic phenotype

End-stage kidney disease in patients with clinically manifest vascular disease; incidence and risk factors: results from the UCC-SMART cohort study

Background: Patients with cardiovascular disease (CVD) are at increased risk of end-stage kidney disease (ESKD). Insights into the incidence and role of modifiable risk factors for end-stage kidney disease may provide means for prevention in patients with cardiovascular disease. Methods: We included 8402 patients with stable cardiovascular disease. Incidence rates (IRs) for end-stage kidney disease were determined stratified according to vascular disease location. Cox proportional hazard models were used to assess the risk of end-stage kidney disease for the different determinants. Results: Sixty-five events were observed with a median follow-up of 8.6 years. The overall incidence rate of end-stage kidney disease was 0.9/1000 person-years. Patients with polyvascular disease had the highest incidence rate (1.8/1000 person-years). Smoking (Hazard ratio (HR) 1.87; 95% CI 1.10–3.19), type 2 diabetes (HR 1.81; 95% CI 1.05–3.14), higher systolic blood pressure (HR 1.37; 95% CI 1.24–1.52/10 mmHg), lower estimated glomerular filtration rate (eGFR) (HR 2.86; 95% CI 2.44–3.23/10 mL/min/1.73 m ) and higher urine albumin/creatinine ratio (uACR) (HR 1.19; 95% CI 1.15–1.23/10 mg/mmol) were independently associated with elevated risk of end-stage kidney disease. Body mass index (BMI), waist circumference, non-HDL-cholesterol and exercise were not independently associated with risk of end-stage kidney disease. Conclusions: Incidence of end-stage kidney disease in patients with cardiovascular disease varies according to vascular disease location. Several modifiable risk factors for end-stage kidney disease were identified in patients with cardiovascular disease. These findings highlight the potential of risk factor management in patients with manifest cardiovascular disease. Graphic abstract: [Figure not available: see fulltext.].

Reply to "Comment on 'Charge transport in disordered semiconducting polymers driven by nuclear tunneling'"

The authors reply to the Comment by Nenashev et al

Достаточные условия стойкости рандомизированных блочных cистем шифрования относительно метода криптоанализа на основе коммутативных диаграмм

Получены достаточные условия отсутствия определенных нетривиальных конгруэнций многоосновных алгебр, описывающих рандомизированные блочные системы шифрования, соответствующие SPN-подобным шифрам или шифрам Фейстеля. Указанные условия исключают возможность применения к таким системам шифрования метода криптоанализа на основе коммутативных диаграмм.Отримано достатні умови відсутності певних нетривіальних конгруенцій багатоосновних універсальних алгебр, що описують рандомізовані блокові системи шифрування, які відповідають SPN-подібним шифрам або шифрам Фейстеля. Зазначені умови виключають можливість застосування до таких систем шифрування методу криптоаналізу на основі комутативних діаграм.Sufficient conditions for the non-existence of certain nontrivial congruences of many-sorted universal algebras, that describe randomized block cipher systems based on the SPN-like ciphers or on Feistel ciphers, are obtained. These conditions guarantee that such cipher systems are secure against commutative diagram attacks