100 research outputs found
Self-exciting threshold binomial autoregressive processes
We introduce a new class of integer-valued self-exciting threshold models,
which is based on the binomial autoregressive model of order one as introduced
by McKenzie (Water Resour Bull 21:645–650, 1985. doi:10.1111/j.1752-1688.1985.
tb05379.x). Basic probabilistic and statistical properties of this class of models are
discussed. Moreover, parameter estimation and forecasting are addressed. Finally, the
performance of these models is illustrated through a simulation study and an empirical
application to a set of measle cases in Germany
Modelling overdispersion with integer-valued moving average processes
A new first-order integer-valued moving average, INMA(1), model based
on the negative binomial thinning operation defined by Risti´c et al. [21] is proposed
and characterized. It is shown that this model has negative binomial (NB) marginal
distribution when the innovations follow a NB distribution and therefore it can be
used in situations where the data present overdispersion. Additionally, this model is
extended to the bivariate context. The Generalized Method of Moments (GMM) is
used to estimate the unknown parameters of the proposed models and the results of
a simulation study that intends to investigate the performance of the method show
that, in general, the estimates are consistent and symmetric. Finally, the proposed
model is fitted to a real dataset and the quality of the adjustment is evaluated.publishe
Generation of Continuous Variable Einstein-Podolsky-Rosen Entanglement via the Kerr Nonlinearity in an Optical Fibre
We report on the generation of a continuous variable Einstein-Podolsky-Rosen
(EPR) entanglement using an optical fibre interferometer. The Kerr nonlinearity
in the fibre is exploited for the generation of two independent squeezed beams.
These interfere at a beam splitter and EPR entanglement is obtained between the
output beams. The correlation of the amplitude (phase) quadratures are measured
to be 4.0+-0.2 (4.0+-0.4) dB below the quantum noise limit. The sum criterion
for these squeezing variances 0.80+-0.03 < 2 verifies the nonseparability of
the state. The product of the inferred uncertainties for one beam 0.64+-0.08 is
well below the EPR limit of unity.Comment: RevTeX, 4 pages, 3 figures, to be published in Phys. Rev. Let
Wavelet-Based Detection of Outliers in Poisson INAR(1) Time Series
The presence of outliers or discrepant observations has a negative impact
in time series modelling. This paper considers the problem of detecting outliers,
additive or innovational, single, multiple or in patches, in count time series modelled by first-order Poisson integer-valued autoregressive, PoINAR(1), models. To
address this problem, two wavelet-based approaches that allow the identification of
the time points of outlier occurrence are proposed. The effectiveness of the proposed
methods is illustrated with synthetic as well as with an observed dataset
Stability of the Neurotensin Receptor NTS1 Free in Detergent Solution and Immobilized to Affinity Resin
Purification of recombinant membrane receptors is commonly achieved by use of an affinity tag followed by an additional chromatography step if required. This second step may exploit specific receptor properties such as ligand binding. However, the effects of multiple purification steps on protein yield and integrity are often poorly documented. We have previously reported a robust two-step purification procedure for the recombinant rat neurotensin receptor NTS1 to give milligram quantities of functional receptor protein. First, histidine-tagged receptors are enriched by immobilized metal affinity chromatography using Ni-NTA resin. Second, remaining contaminants in the Ni-NTA column eluate are removed by use of a subsequent neurotensin column yielding pure NTS1. Whilst the neurotensin column eluate contained functional receptor protein, we observed in the neurotensin column flow-through misfolded NTS1.To investigate the origin of the misfolded receptors, we estimated the amount of functional and misfolded NTS1 at each purification step by radio-ligand binding, densitometry of Coomassie stained SDS-gels, and protein content determination. First, we observed that correctly folded NTS1 suffers damage by exposure to detergent and various buffer compositions as seen by the loss of [(3)H]neurotensin binding over time. Second, exposure to the neurotensin affinity resin generated additional misfolded receptor protein.Our data point towards two ways by which misfolded NTS1 may be generated: Damage by exposure to buffer components and by close contact of the receptor to the neurotensin affinity resin. Because NTS1 in detergent solution is stabilized by neurotensin, we speculate that the occurrence of aggregated receptor after contact with the neurotensin resin is the consequence of perturbations in the detergent belt surrounding the NTS1 transmembrane core. Both effects reduce the yield of functional receptor protein
Intraperitoneal drain placement and outcomes after elective colorectal surgery: international matched, prospective, cohort study
Despite current guidelines, intraperitoneal drain placement after elective colorectal surgery remains widespread. Drains were not associated with earlier detection of intraperitoneal collections, but were associated with prolonged hospital stay and increased risk of surgical-site infections.Background Many surgeons routinely place intraperitoneal drains after elective colorectal surgery. However, enhanced recovery after surgery guidelines recommend against their routine use owing to a lack of clear clinical benefit. This study aimed to describe international variation in intraperitoneal drain placement and the safety of this practice. Methods COMPASS (COMPlicAted intra-abdominal collectionS after colorectal Surgery) was a prospective, international, cohort study which enrolled consecutive adults undergoing elective colorectal surgery (February to March 2020). The primary outcome was the rate of intraperitoneal drain placement. Secondary outcomes included: rate and time to diagnosis of postoperative intraperitoneal collections; rate of surgical site infections (SSIs); time to discharge; and 30-day major postoperative complications (Clavien-Dindo grade at least III). After propensity score matching, multivariable logistic regression and Cox proportional hazards regression were used to estimate the independent association of the secondary outcomes with drain placement. Results Overall, 1805 patients from 22 countries were included (798 women, 44.2 per cent; median age 67.0 years). The drain insertion rate was 51.9 per cent (937 patients). After matching, drains were not associated with reduced rates (odds ratio (OR) 1.33, 95 per cent c.i. 0.79 to 2.23; P = 0.287) or earlier detection (hazard ratio (HR) 0.87, 0.33 to 2.31; P = 0.780) of collections. Although not associated with worse major postoperative complications (OR 1.09, 0.68 to 1.75; P = 0.709), drains were associated with delayed hospital discharge (HR 0.58, 0.52 to 0.66; P < 0.001) and an increased risk of SSIs (OR 2.47, 1.50 to 4.05; P < 0.001). Conclusion Intraperitoneal drain placement after elective colorectal surgery is not associated with earlier detection of postoperative collections, but prolongs hospital stay and increases SSI risk
A new INARMA(1,1) model with Poisson Marginals
We suggest an INARMA(1, 1) model with Poisson marginals which extends the
INAR(1) in a similar way as the INGARCH(1, 1) does for the INARCH(1) model. The
new model is equivalent to a binomially thinned INAR(1) process. This allows us
to obtain some of its stochastic properties and use inference methods for
hidden Markov models. The model is compared to various other models in two case
studies.Comment: This is a pre-print (submitted version before peer review) of a
contribution in Steland, A., Rafajlowicz, E., Okhrin, O. (Eds.): Stochastic
Models, Statistics and Their Applications, p. 323-333, published by Springer
Nature Switzerland, 2019. The final authenticated version is available at
https://doi.org/10.1007/978-3-030-28665-1_2
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