Common Calibration Research Articles

Sequential calibration of options

Robust calibration of option valuation models to quoted option prices is non-trivial but crucial for good performance. A framework based on the state-space formulation of the option valuation model is introduced. Non-linear (Kalman) filters are needed to do inference since the models have latent variables (e.g. volatility). The statistical framework is made adaptive by introducing stochastic dynamics for the parameters. This allows the parameters to change over time, while treating the measurement noise in a statistically consistent way and using all data efficiently. The performance and computational efficiency of standard and iterated extended Kalman filters (EKF and IEKF) are investigated. These methods are compared to common calibration such as weighted least squares (WLS) and penalized weighted least squares (PWLS). A simulation study, using the Bates model, shows that the adaptive framework is capable of tracking time varying parameters and latent processes such as stochastic volatility processes. It is found that the filter estimates are the most accurate, followed by the PWLS estimates. The estimates from all of the advanced methods are significantly closer to the true parameters than the WLS estimates which overfits data. The filters are also faster than least squares methods. All calibration methods are also applied to daily European option data on the S&P 500 index, where the Heston, Bates and NIG-CIR models are considered. The results are similar to the simulation study and it can be seen that the overfitting is a real problem for the WLS estimator when applied complex models.

Nuclear gene sequences resolve species phylogeny and mitochondrial introgression in Leptocarabus beetles showing trans-species polymorphisms

We studied the phylogenetic relationships among Japanese Leptocarabus ground beetles, which show extensive trans-species polymorphisms in mitochondrial gene genealogies. Simultaneous analysis of combined nuclear data with partial sequences from the long-wavelength rhodopsin, wingless, phosphoenolpyruvate carboxykinase, and 28S rRNA genes resolved the relationships among the five species, although separate analyses of these genes provided topologies with low resolution. For both the nuclear gene tree resulting from the combined data from four genes and a mitochondrial cytochrome oxidase subunit I (COI) gene tree, we applied a Bayesian divergence time estimation using a common calibration method to identify mitochondrial introgression events that occurred after speciation. Three mitochondrial lineages shared by two or three species were likely subject to introgression due to interspecific hybridization because the coalescent times for these lineages were much shorter than the corresponding speciation times estimated from nuclear gene sequences. We demonstrated that when species phylogeny is fully resolved with nuclear gene sequence data, comparative analysis of nuclear and mitochondrial gene trees can be used to infer introgressive hybridization events that might cause trans-species polymorphisms in mitochondrial gene trees.

Quantification of beef and pork fraction in sausages by real-time PCR analysis: results of an interlaboratory trial

The performance of quantitative PCR-methods for the determination of beef and pork fraction in sausage was tested in an interlaboratory trial. Twelve different laboratories analysed four sausages of different composition of beef and pork by using four sausages of known fraction of meat as calibrators. Although different PCR-methods were applied, the precision of all results was better than 16% and the trueness better than 25%. The main reason for the good performance is the use of common calibrators emphasizing the importance of the quality of calibrators for molecular analysis. Thus, we conclude, that PCR-based detection methods are suitable for quantitative control of meat fractions in sausages.

The electrochemical detection of ammonia in drinking water based on multi-walled carbon nanotube/copper nanoparticle composite paste electrodes

Abstract An attractive electrochemical protocol for measuring ammonia based on carbon nanotube (CNT)/copper composite paste electrodes is described. The novelty of this work concerns the observed catalytic action of the CNT/Cu composite material, demonstrating the possibility to detect ammonia at a low potential (−0.120 V versus Ag/AgCl) and at higher current values. These optimised composite electrodes showed significantly better performance than those obtainable from simple CNT or Cu paste electrodes (used here for comparison) in terms of linear range of concentration (3–100 μM), lower detection limit (3.47 μM), higher sensitivity (16.45 μA μmol−1 L cm−2), reproducibility (R.S.D.% of 4.65, n = 20), and response time of 8 s. Finally, the chemical sensors were applied to the determination of ammonia in real samples of tap water, spiking different ammonia concentrations directly into the water samples. The recovery study demonstrated that the slopes of standard addition curves and the common calibration plots are approximately the same, indicating the absence of a significant matrix effect in this medium.

Biases and interlaboratory variations of gamma-glutamyltransferase measurements before and after calibration with a common human serum calibrator

目的 观察采用参考方法赋值的冰冻人血清样本作为校准品,校准不同检测系统后,测定冰冻人血清样本γ-谷氨酰转移酶(γ-GT)活性,可否改善测定的准确性和可比性.同时观察统一校准前后,不同质控品测定结果的离散度.方法 由北京市临床检验中心向参加调查的15家实验室发放标定值为59.5 U/L的γ-GT校准品1支,不同浓度冰冻人血清样本5支,不同厂家冰冻质控样本10支.比较统一校准前、后,不同检测系统间γ-GT测定结果的变异和不同检测系统测定结果与参考方法测定结果间的偏差.结果 对于血清样本,统一校准前、后,各检测系统测定结果与参考方法测定结果间的偏差从-9.0%～-14.2%下降到-0.8%～-7.9%.各检测系统间的变异从6.9%～11.6%下降到2.8%～4.4%.对于质控样本,统一校准前、后,各检测系统测定结果与参考方法测定结果的偏差有增加趋势,各系统间变异无明显变化.结论 采用定值冰冻人血清样本作为校准品可以改善不同检测系统测定结果的准确性和可比性,但不能改善实验室质控品测定结果的可比性。

Cantilever spring constant calibration using laser Doppler vibrometry

Uncertainty in cantilever spring constants is a critical issue in atomic force microscopy (AFM) force measurements. Though numerous methods exist for calibrating cantilever spring constants, the accuracy of these methods can be limited by both the physical models themselves as well as uncertainties in their experimental implementation. Here we report the results from two of the most common calibration methods, the thermal tune method and the Sader method. These were implemented on a standard AFM system as well as using laser Doppler vibrometry (LDV). Using LDV eliminates some uncertainties associated with optical lever detection on an AFM. It also offers considerably higher signal to noise deflection measurements. We find that AFM and LDV result in similar uncertainty in the calibrated spring constants, about 5%, using either the thermal tune or Sader methods provided that certain limitations of the methods and instrumentation are observed.

Joint image reconstruction and sensitivity estimation in SENSE (JSENSE)

Parallel magnetic resonance imaging (pMRI) using multichannel receiver coils has emerged as an effective tool to reduce imaging time in various applications. However, the issue of accurate estimation of coil sensitivities has not been fully addressed, which limits the level of speed enhancement achievable with the technology. The self-calibrating (SC) technique for sensitivity extraction has been well accepted, especially for dynamic imaging, and complements the common calibration technique that uses a separate scan. However, the existing method to extract the sensitivity information from the SC data is not accurate enough when the number of data is small, and thus erroneous sensitivities affect the reconstruction quality when they are directly applied to the reconstruction equation. This paper considers this problem of error propagation in the sequential procedure of sensitivity estimation followed by image reconstruction in existing methods, such as sensitivity encoding (SENSE) and simultaneous acquisition of spatial harmonics (SMASH), and reformulates the image reconstruction problem as a joint estimation of the coil sensitivities and the desired image, which is solved by an iterative optimization algorithm. The proposed method was tested on various data sets. The results from a set of in vivo data are shown to demonstrate the effectiveness of the proposed method, especially when a rather large net acceleration factor is used.

Designing a maximum precision interferometric particle imaging set-up

In this article, a comprehensive uncertainty analysis will be given of a popular 2D particle measuring technique called Interferometric Laser Imaging for Droplet Sizing (ILIDS) for measuring droplets and bubbles. This includes the first estimates on the influence of droplet non-sphericity. Next to this, the uncertainty on the frequency determination and the calibration procedures were also investigated. To this end, the two most common calibration procedures were experimentally compared. This showed that it often dominates the total uncertainty. Design guidelines are then derived concerning observation angle, out-focus disk size and calibration procedure which could lead to a combined uncertainty below 1.5% for droplets and 2% for bubbles.

Calibration of 3D kinematic systems using orthogonality constraints

Processing images acquired by multi-camera systems is nowadays an effective and convenient way of performing 3D reconstruction. The basic output, i.e. the 3D location of points, can easily be further processed to also acquire information about additional kinematic data: velocity and acceleration. Hence, many such reconstruction systems are referred to as 3D kinematic systems and are very broadly used, among other tasks, for human motion analysis. A prerequisite for the actual reconstruction of the unknown points is the calibration of the multi-camera system. At present, many popular 3D kinematic systems offer so-called wand calibration, using a rigid bar with attached markers, which is from the end user’s point of view preferred over many traditional methods. During this work a brief criticism on different calibration strategies is given and typical calibration approaches for 3D kinematic systems are explained. In addition, alternative ways of calibration are proposed, especially for the initialization stage. More specifically, the proposed methods rely not only on the enforcement of known distances between markers, but also on the orthogonality of two or three rigidly linked wands. Besides, the proposed ideas utilize common present calibration tools and shorten the typical calibration procedure. The obtained reconstruction accuracy is quite comparable with that obtained by commercial 3D kinematic systems.

Standardization of γ-glutamyltransferase assays by intermethod calibration. Effect on determining common reference limits

The improvement of the consistency of gamma-glutamyltransferase (GGT) activity results among different assays after calibration with a common material was estimated. We evaluated if this harmonization could lead to reference limits common to different routine methods. Seven laboratories measured GGT activity using their own routine analytical system both according to the manufacturer's recommendation and after calibration with a multi-enzyme calibrator [value assigned by the International Federation of Clinical Chemistry and Laboratory Medicine (IFCC) reference procedure]. All samples were re-measured using the IFCC reference procedure. Two groups of subjects were selected in each laboratory: a group of healthy men aged 18-25 years without long-term medication and with alcohol consumption less than 44 g/day and a group of subjects with elevated GGT activity. The day-to-day coefficients of variation were less than 2.9% in each laboratory. The means obtained in the group of healthy subjects without common calibration (range of the means 16-23 U/L) were significantly different from those obtained by the IFCC procedure in five laboratories. After calibration, the means remained significantly different from the IFCC procedure results in only one laboratory. For three calibrated methods, the slope values of linear regression vs. the IFCC procedure were not different from the value 1. The results obtained with these three methods for healthy subjects (n=117) were gathered and reference limits were calculated. These were 11-49 U/L (2.5th-97.5th percentiles). The calibration also improved the consistency of elevated results when compared to the IFCC procedure. The common calibration improved the level of consistency between different routine methods. It permitted to define common reference limits which are quite similar to those proposed by the IFCC. This approach should lead to a real benefit in terms of prevention, screening, diagnosis, therapeutic monitoring and for epidemiological studies.

Feasibility Study for the Production of Certified Calibrants for the Determination of Deoxynivalenol and Other B-Trichothecenes: Intercomparison Study

Thirteen European laboratories experienced in the analysis of mycotoxins participated in an intercomparison study within a European Commission-funded project. Goals of the study were to check the fitness for purpose of a small batch of gravimetrically prepared calibrants; to compare individually prepared calibrants with common calibrants; to check the feasibility of toxin mixtures as calibrant solutions; and to give recommendations on the production of future certified reference materials (CRMs) with regard to the nature of the calibrant and the means of certification. Each laboratory received ampules of each common calibrant containing single toxins [solution containing either deoxynivalenol (DON), 3-acetyl-DON (3-Ac-DON), nivalenol (NIV), or 15-acetyl-DON (15-Ac-DON)] and 3 ampules of toxin-mixture (solutions of DON + 3-Ac-DON + NIV in acetonitrile) of known concentrations (about 20 microg/mL). Ampules with single toxins (solution containing either DON, 3-Ac-DON, NIV, or 15-Ac-DON) and a toxin-mixture (solutions of DON + 3-Ac-DON + NIV in acetonitrile) of unknown concentrations were distributed to the participants for quantification. The participating laboratories used mainly high-performance liquid chromatography (HPLC)-diode array detection UV for DON, 3-Ac-DON, NIV, and 15-Ac-DON; gas chromatography-electron capture detection (GC-ECD) and GC-mass spectrometry methods were used sparingly. Linear calibration curves were achieved by >90% of the participants. Relative between-day variation (RSDr) of 26% of the laboratories was greater than the target value of 5% for HPLC, and RSDr of 32% of the laboratories was greater than the desired value of 10% for GC. Relative between-laboratory variation (RSDR) of the GC results obtained with single common calibrants was greater than the target value of 16% for all laboratories. RSDR of the HPLC results for the common unknown single toxin solutions was less than the target value of 8% except for 15-Ac-DON. Generally, better recoveries were observed from common calibrants (102% for mix calibrants and 98% for single calibrants) than from individually prepared calibrants (95%). This international comparison study clearly showed the high scattering of results in the analysis of type-B trichothecenes, particularly when GC was used. Obviously, this intercomparison study was not suited for the certification of B-trichothecenes. A certification of the proposed calibrant material was therefore recommended on the basis of its gravimetrical preparation.

Intercomparison of spectroradiometers and Sun photometers for the determination of the aerosol optical depth during the VELETA‐2002 field campaign

In July 2002 the VELETA‐2002 field campaign was held in Sierra Nevada (Granada) in the south of Spain. The main objectives of this field campaign were the study of the influence of elevation and atmospheric aerosols on measured UV radiation. In the first stage of the field campaign, a common calibration and intercomparison between Licor‐1800 spectroradiometers and Cimel‐318 Sun photometers was performed in order to assess the quality of the measurements from the whole campaign. The intercomparison of the Licor spectroradiometers showed, for both direct and global irradiances, that when the comparisons were restricted to the visible part of the spectrum the deviations were within the instruments' nominal accuracies which allows us to rely on these instruments for measuring physical properties of aerosols at the different measurement stations. A simultaneous calibration on AOD data was performed for the Cimel‐318 Sun photometers. When a common calibration and methodology was applied, the deviation was lowered to much less than 0.01 for AOD. At the same time an intercomparison has been made between the AOD values given by the spectroradiometers and the Sun photometers, with deviations obtained from 0.01 to 0.03 for the AOD in the visible range, depending on the channel. In the UVA range, the AOD uncertainty was estimated to be around 0.02 and 0.05 for Cimel and Licor respectively. In general the experimental differences were in agreement with this uncertainty estimation. In the UVB range the AOD measurements should not be used due to maximum instrumental uncertainties.

On the individual calibration of hailpads

This paper is a comparative study between the two most common hailpad calibration systems: one annual calibration of a whole consignment of material, and the individual calibration of each plate after a hailfall. Individual calibration attempts to minimize errors due to differences in sensitivity to the impact of hailstones between plates from the same consignment, or due to differences in the inking process before the actual measurement. The comparison was carried out using calibration data from the past few years in the hailpad network in south-western France, and data from an individual calibration process on material provided by the hailpad network in Lleida (Spain). The same type of material was used in the two cases. The results confirm that the error in measuring hailstone sizes is smaller in the case of an individual calibration of hailpads than when one single calibration process was carried out for a whole consignment. The former is approximately 80% of the latter. However, this error could have been higher if it had not been the same person carrying out the single calibration process and the measuring of the dents: it has been found that differences in the inking process may account for up to 20% of the error in the case of small hailstones. Calibration errors affecting other variables, e.g. energy or parameter λ of the exponential size distribution are generally higher (5% and 18%, respectively) than errors due to the spatial variability of the hailstones. However, the calibration method does not influence the maximum size, since the relative error attributed to the spatial variability is about 8 times the calibration error. In conclusion, if errors in determining energy or parameter λ are to be reduced to a minimum, it is highly advisable to be consistent in applying the measuring procedure (if possible with the same person carrying out the measurements all the time), and even to use individual calibration on each plate, always bearing in mind that technicians have to be trained appropriately in order to achieve the highest possible degree of uniformity.

Toward Standardization of Cardiac Troponin I Measurements Part II: Assessing Commutability of Candidate Reference Materials and Harmonization of Cardiac Troponin I Assays

Cardiac tropoin I (cTnI) measurements show an approximately 20- to 40-fold difference between assays, and better standardization and harmonization are needed. Toward this goal, the AACC cTnI Standardization Committee collaborated with the National Institute of Standards and Technology (NIST) in an earlier study to select 2 candidate reference materials (cRMs). Two troponin cRMs, a troponin C-troponin I-troponin T (CIT) complex from human heart tissue and a CIT complex from recombinant technology, were supplied to NIST for assessment of composition and purity, and cTnI value assignment. These cRMs and 6 cTnI-positive human serum pools were shipped to manufacturers of 15 cTnI assays. Commutability of the materials was examined by determining the numerical relationship for the cRM preparations between each manufacturer-specified field method and each of the other 14 field methods. These relationships were then compared with the corresponding numerical relationships for the human serum pools. Harmonization of methods was accomplished by determining regression parameters relative to the analytical system yielding values closest to the median for each serum pool. These regression parameters were used to recalculate pool values to harmonize the assays. Interassay CVs before and after harmonization were determined. Characterization of the CIT and CI cRMs showed that these materials were of specified composition. The proportion of cTnI methods that demonstrated commutability for the CIT cRM was 45%; for the CI cRM, 39% of methods demonstrated commutability. Interassay cTnI variability for the field methods ranged from 82% to 97%, median 88%. After harmonization, variability of the serum pools for the cTnI methods was decreased to between 9.0% and 23%, median 15.5%. The proportion of methods demonstrating commutability was too low for use as a common calibrator for the cTnI field methods. However a simple strategy using serum pools can improve harmonization of field cTnI methods by more than 5-fold. The CIT cRM was selected by the AACC cTnI standardization committee, and a new lot has been classified as the cTnI certified reference material Standard Reference Material 2921 by NIST.

Mineral oil content in sediments and soils: comparability, traceability and a certified reference material for quality assurance

The performance of twelve laboratories with previously established proficiency in the determination of the mineral oil content in a fresh water sediment is described. The summation parameter total petrol hydrocarbon (TPH) is defined according to ISO 16703:2004 with regard to the sample preparation to be applied, the flame ionisation detection (FID) and the boiling range of C10-C40 to be integrated. Comprehensive tests of homogeneity and stability have been carried out on the candidate material using appropriate models. The outcome of the study served as the basis for the certification of the candidate reference material as ERM-CC015a. The certified mass fraction is 1,820+/-130 mg kg(-1) and traceability was established by using an appropriate calibration standard certified for the mass fraction of C10-C40. The interlaboratory scatter of measurement results in this exercise can largely be explained by the variability of the individual calibrations based on this common calibration standard.

Intermethod calibration of alanine aminotransferase (ALT) and γ-glutamyltransferase (GGT) results: application to Fibrotest® and Actitest® scores

Two multi-component scores (Fibrotest and Actitest) have been proposed to evaluate liver fibrosis or necro-inflammatory lesions as an alternative to liver biopsy. This approach requires standardization of alanine aminotransferase (ALT) and gamma-glutamyltransferase (GGT) determinations. For this purpose, ALT and GGT values were assigned to a multi-enzyme material using the appropriate primary reference procedure. This material was used as a common calibrator for sera from 20 patients with viral hepatitis. Measurements were carried out in 11 laboratories, using their own automated routine methods and compared to results obtained using the primary reference procedure. The expression of results in multiples of the upper reference limit worsened the inter-laboratory variation for both enzymes. The multi-enzyme material was commutable for ALT and GGT determination carried out with six analytical systems. Common calibration significantly improved inter-laboratory consistency, which finally reached 1.8% and 3.3% for ALT and GGT, respectively. For each enzyme, it also permitted the retention of a common reference interval for a set of calibrated methods and the improvement of inter-laboratory coherency of Fibrotest and Actitest scores.

Compensation heat-pulse measurements of sap flow for estimating transpiration in young lemon trees

Potted two-year-old lemon trees [Citrus limon (L.) Burm. f.], cv. Verna grafted on sour orange (C. aurantium L.) rootstock, growing in greenhouse, were subjected to drought for 33 d. Control plants were daily irrigated at field capacity. Values of sap flow (SF) were compared with transpiration (E) rates measured gravimetrically. The results underlined the robustness and high sensitivity of the compensation heat-pulse technique for estimating transpiration on a wide range of SF. Good direct correlations between E and SF rates on an instantaneous and daily basis were obtained in both treatments. On a daily basis, a common calibration curve can be used for both irrigation treatments. On an instantaneous basis, changes in SF were matches by similar changes in E in both treatments, although the relationships between these parameters presented different intercepts in each treatment. Sap flow rates were influenced by weather conditions in trees growing in non-limiting soil water conditions. This makes it possible to evaluate the significance of any sap flow measurement in relation to the reference value calculated for the vapour pressure deficit at the time the measurement was taken.

Measurement of boron and phosphorus concentration in silicon by low-temperature FTIR spectroscopy

The calibration factors for the determination of boron and phosphorus concentration in single crystal silicon by low temperature Fourier transform infrared spectroscopy are examined, with the aim of comparing the behaviour of float-zone and Czochralski samples. It is shown that common calibration factors, derived from a correlation with four-point probe resistivity measurement, can be applied to both material types. Moreover, no significant difference in carrier mobility is observed between FZ and CZ, as determined by Hall effect measurements, in a wide oxygen range: 2–9×1017 cm-3, confirming that the same conversion algorithm to deduce the carrier concentration from the resistivity measurement can be applied.

Method for improved accuracy in endogenous urea recovery marker calibrations for microdialysis in tumors

Introduction Urea has been proposed as an endogenous recovery marker for microdialysis for absolute concentration calculations of analytes in microdialysis samples. Previously we demonstrated a linear relationship between urea concentrations in a rat mammary carcinoma and that in plasma, validating its use as a recovery marker for that particular tumor. In this paper, we have extended the validation to two other tumor lines, thereby providing confidence that the calibration is constant across tumor types. To improve the accuracy in the determination of the plasma/tumor urea relationship from no net flux calibrations, we extended the range of the calibration by adding exogenous urea to tumor bearing animals. This method enabled more accurate calculations of absolute recovery from plasma and dialysate urea concentrations. We confirm that by using this method the calibration is valid across three different tumor lines. The existence of a common calibration between tumors provides rationale for using plasma urea as a recovery marker for clinical trials. The existence of a common calibration between tumor types bypasses the need to perform time consuming calibrations for each patient. This makes the procedure much more practical for clinical studies. Methods The no net flux technique was used to determine the plasma vs. tumor urea relationship for the R3230Ac mammary carcinoma, 9 L glioma, and a fibrosarcoma (FSa), grown in Fischer 344 rats. Plasma urea was stably increased beyond the normally occurring concentration for some of the data points by subcutaneous bolus administration to extend the range of data for the no net flux calibration. Results Urea recovery was unaffected by plasma urea concentration and was consistent with other reported values. The relationship between plasma and tumor urea was fit by a line, and linear regressions of the data with the extended plasma urea range had better R 2 values than we reported previously. Statistical comparison of the regressions suggests that within reasonable uncertainty limits, they are the same for the different tumor types. Discussion Increasing the plasma urea concentration range for no net flux calibrations of urea as an endogenous recovery marker in tumors resulted in more accurate determination of the plasma/tumor urea relationship. A single linear regression may describe the relationship between plasma and tumor urea concentration across tumor lines for a given set of microdialysis parameters.

Japanese collaborative study for fibrinogen assay: variability of the fibrinogen assay between different laboratories does not improve when a common calibrator is used

Several national and local external quality assurance schemes have been developed to improve the plasma fibrinogen assay in Japan over the past 30 years. Now most commercial calibrant plasma may be calibrated against an International Standard preparation, in order to achieve agreement of results obtained by different laboratories. However, we have never achieved satisfactory results, according to an external quality control survey regarding the fibrinogen assay. Therefore, we distributed two kinds of fibrinogen standards to be used as common calibrators, along with three plasma samples, among 183 general laboratories in Japan. The results of this collaborative study showed that the assigned value for the commercially available calibrators remained problematic. Furthermore, it was concluded that the between-laboratory variability could not be improved beyond a certain degree of standardization, even if a common calibrator was used for the Clauss-derived assay carried out by an automatic coagulometer.