788 research outputs found

    Analysis of explicit and implicit discrete-time equivalent-control based sliding mode controllers

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    Different time-discretization methods for equivalent-control based sliding mode control (ECB-SMC) are presented. A new discrete-time sliding mode control scheme is proposed for linear time-invariant (LTI) systems. It is error-free in the discretization of the equivalent part of the control input. Results from simulations using the various discretized SMC schemes are shown, with and without perturbations. They illustrate the different behaviours that can be observed. Stability results for the proposed scheme are derived

    Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data

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    Much of the trading activity in Equity markets is directed to brokerage houses. In exchange they provide so-called "soft dollars," which basically are amounts spent in "research" for identifying profitable trading opportunities. Soft dollars represent about USD 1 out of every USD 10 paid in commissions. Obviously they are costly, and it is interesting for an institutional investor to determine whether soft dollar inputs are worth being used (and indirectly paid for) or not, from a statistical point of view. To address this question, we develop association measures between what broker--dealers predict and what markets realize. Our data are ordinal predictions by two broker--dealers and realized values on several markets, on the same ordinal scale. We develop a structural equation model with latent variables in an ordinal setting which allows us to test broker--dealer predictive ability of financial market movements. We use a multivariate logit model in a latent factor framework, develop a tractable estimator based on a Laplace approximation, and show its consistency and asymptotic normality. Monte Carlo experiments reveal that both the estimation method and the testing procedure perform well in small samples. The method is then used to analyze our dataset.Comment: Published in at http://dx.doi.org/10.1214/08-AOAS213 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

    A latent factor model for ordinal data to measure multivariate predictive ability of financial market movements

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    In this paper we develop a structural equation model with latent variables in an ordinal setting which allows us to test broker-dealer predictive ability of financial market movements. We use a multivariate logit model in a latent factor framework, develop a tractable estimator based on a Laplace approximation, and show its consistency and asymptotic normality. Monte Carlo experiments reveal that both the estimation method and the testing procedure perform well in small samples. An empirical illustration is given for mid-term forecasts simultaneously made by two broker-dealers for several countries.structural equation model, latent variable, generalised linear model, factor analysis, multinomial logit, forecasts, LAMLE, canonical correlation

    Comparison between explicit and implicit discrete-time implementations of sliding-mode controllers

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    International audienceDifferent time-discretization methods for sliding mode control (SMC) are presented. A new discrete-time sliding mode control scheme is proposed for linear time-invariant (LTI) systems. It is error-free in the discretization of the equivalent part of the control input. Results from simulations using the various discretized SMC schemes are shown, with and without perturbations. They illustrate the different behaviours that can be observed

    Short Versus Long Roux-Limb Length in Roux-en-Y Gastric Bypass Surgery for the Treatment of Morbid and Super Obesity: a Systematic Review of the Literature

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    Because of an important burden of disease, obesity is a major public health challenge in the twenty-first century. Where medico-psychological management has shown its limitations, bariatric surgery is now acknowledged as the most efficient therapy potentially offered to severely obese patients. Among other options, Roux-en-Y gastric bypass (RYGBP) is the most frequently performed procedure. The objective of this review is to systematically evaluate the effect of the Roux- (alimentary) limb length on postoperative weight loss after RYGBP in severely obese patients. MEDLINE, EMBASE and the Cochrane Central Register of Controlled Trials (CENTRAL) were searched using terms related to Roux-limb, gastric bypass and obesity. To be included, studies had to be either randomized controlled trials, quasi-randomized controlled trials or prospective cohort studies comparing a shorter to a longer Roux-limb. Studies were critically appraised with regard to methodological components. Eight studies were reviewed. Variations in methodology, operation design and outcome assessment among studies caused considerable clinical heterogeneity, preventing us from performing a meta-analysis. The overall quality was questionable, owing to lack of rigor in methodological components reporting. Results were heterogeneous, but we identified a trend supporting that the construction of a longer Roux-limb is more efficient in super obese patients. This review suggests that the tailoring of a longer Roux-limb might only be efficient in super obese patients. The overall limited quality of the included studies prompts to call for improvement in trial design in surger

    Automated extraction of oscillation parameters for Kepler observations of solar-type stars

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    The recent launch of the Kepler space telescope brings the opportunity to study oscillations systematically in large numbers of solar-like stars. In the framework of the asteroFLAG project, we have developed an automated pipeline to estimate global oscillation parameters, such as the frequency of maximum power (nu_max) and the large frequency spacing (Delta_nu), for a large number of time series. We present an effective method based on the autocorrelation function to find excess power and use a scaling relation to estimate granulation timescales as initial conditions for background modelling. We derive reliable uncertainties for nu_max and Delta_nu through extensive simulations. We have tested the pipeline on about 2000 simulated Kepler stars with magnitudes of V~7-12 and were able to correctly determine nu_max and Delta_nu for about half of the sample. For about 20%, the returned large frequency spacing is accurate enough to determine stellar radii to a 1% precision. We conclude that the methods presented here are a promising approach to process the large amount of data expected from Kepler.Comment: 14 pages, 9 figures, accepted for publication in Communications in Asteroseismolog

    Parenteral Nutrition Independence in a Patient Left with 25cm of Ileum and Jejunum: A Case Report

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    A 44-year-old woman with a history of Roux-en-Y gastric bypass (RYGBP) suffered small bowel volvulus. She was left post-operatively with an intact duodenum, 25cm of jejunum and ileum, and a colon in continuity, a situation synonymous to short bowel syndrome. This report describes her surgical, medical and nutritional follow-up until complete weaning of parenteral nutrition despite of her very short remnant small bowel and persistently low citrullinemia. The discussion aims at demonstrating the rarity of these complications after RYGBP according to the literature. Furthermore, it challenges the validity of the present markers of parenteral nutrition independence (remnant small bowel length, citrullinemia) in case of short bowel syndrom
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