Specification and testing of multiplicative time-varying GARCH models with applications

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

Controlo da qualidade de betões

Dissertação de mestrado em Construção e Reabilitação Sustentáveis

Impact of an occupational gym program on flexibility in office workers

The problem of work-related musculoskeletal disorders is a rising concern in the companies. Thus, occupational gym has emerged as a possible solution to this problem because it leads to changes in the lifestyle by promoting health and physical activity. In this regard, this study purposes to evaluate the impact of an occupational gym program in the neck and shoulder flexibility in office workers. In order to evaluate the levels of flexibility, a universal goniometer was used for pre and post occupational gym program implementation. The program had an extension of three months, with 15 minutes sessions twice a week. The sample consisted in an intervention group comprised of 30 elements and a control group composed of 8 elements. The results suggest that there were improvements in flexibility at the cervical spine and shoulder segments levels. The increase on flexibility between the two time points in the intervention group was significant, unlike the control group that presented only slight improvements.

A domain-specific language for ETL patterns specification in Data Warehousing Systems

During the last few years many research efforts have been done to improve the design of ETL (Extract-Transform-Load) systems. ETL systems are considered very time-consuming, error-prone and complex involving several participants from different knowledge domains. ETL processes are one of the most important components of a data warehousing system that are strongly influenced by the complexity of business requirements, their changing and evolution. These aspects influence not only the structure of a data warehouse but also the structures of the data sources involved with. To minimize the negative impact of such variables, we propose the use of ETL patterns to build specific ETL packages. In this paper, we formalize this approach using BPMN (Business Process Modelling Language) for modelling more conceptual ETL workflows, mapping them to real execution primitives through the use of a domain-specific language that allows for the generation of specific instances that can be executed in an ETL commercial tool.

Using relational algebra on the specification of real world ETL processes

Modeling Extract-Transform-Load (ETL) processes of a Data Warehousing System has always been a challenge. The heterogeneity of the sources, the quality of the data obtained and the conciliation process are some of the issues that must be addressed in the design phase of this critical component. Commercial ETL tools often provide proprietary diagrammatic components and modeling languages that are not standard, thus not providing the ideal separation between a modeling platform and an execution platform. This separation in conjunction with the use of standard notations and languages is critical in a system that tends to evolve through time and which cannot be undermined by a normally expensive tool that becomes an unsatisfactory component. In this paper we demonstrate the application of Relational Algebra as a modeling language of an ETL system as an effort to standardize operations and provide a basis for uncommon ETL execution platforms.

Sensorimotor synchronization when walking side by side with a point light walker

[Excerpt] Synchronization of periodic movements like side-by-side walking [7] is frequently modeled by coupled oscillators [5] and the coupling strength is defined quantitatively [3]. In contrast, in most studies on sensorimotor synchronization (SMS), simple movements like finger taps are synchronized with simple stimuli like metronomes [4]. While the latter paradigm simplifies matters and allows for the assessment of the relative weights of sensory modalities through systematic variation of the stimuli [1], it might lack ecological validity. Conversely, using more complex movements and stimuli might complicate the specification of mechanisms underlying coupling. We merged the positive aspects of both approaches to study the contribution of auditory and visual information on synchronization during side-by-side walking. As stimuli, we used Point Light Walkers (PLWs) and auralized steps sound; both were constructed from previously captured walking individuals [2][6]. PLWs were retro-projected on a screen and matched according to gender, hip height, and velocity. The participant walked for 7.20m side by side with 1) a PLW, 2) steps sound, or 3) both displayed in temporal congruence. Instruction to participants was to synchronize with the available stimuli. [...]

Intervention program on adolescent’s creativity representations and academic motivation

Creativity and its promotion are widespread concerns in education. However, few efforts have been made to implement intervention programs designed to promote creativity and other related aspects (e.g., academic motivation). The Future Problem Solving Program International (FPSPI), aimed for training creativity representations and creative problem solving skills in young people, has been one of the most implemented programs. This intervention’s materials and activities were adapted for Portuguese students, and a longitudinal study was conducted. The program was implemented during four months, in weekly sessions, by thirteen teachers. Teachers received previous training for the program and during the program’s implementation. Intervention participants included 77 Basic and Secondary Education students, and control participants included 78 equivalent students. Pretest-posttest measures of academic motivation and creativity representations were collected. Results suggest a significant increase, in the intervention group, in motivation and the appropriate representations of creativity. Practical implications and future research perspectives are presented.

A study of risk-aware program transformation

In the trend towards tolerating hardware unreliability, accuracy is exchanged for cost savings. Running on less reliable machines, functionally correct code becomes risky and one needs to know how risk propagates so as to mitigate it. Risk estimation, however, seems to live outside the average programmer’s technical competence and core practice. In this paper we propose that program design by source-to-source transformation be risk-aware in the sense of making probabilistic faults visible and supporting equational reasoning on the probabilistic behaviour of programs caused by faults. This reasoning is carried out in a linear algebra extension to the standard, `a la Bird-Moor algebra of programming. This paper studies, in particular, the propagation of faults across standard program transformation techniques known as tupling and fusion, enabling the fault of the whole to be expressed in terms of the faults of its parts.

From software extensions to product lines of dataflow programs

Abstract Dataflow programs are widely used. Each program is a directed graph where nodes are computations and edges indicate the flow of data. In prior work, we reverse-engineered legacy dataflow programs by deriving their optimized implementations from a simple specification graph using graph transformations called refinements and optimizations. In MDE-speak, our derivations were PIM-to-PSM mappings. In this paper, we show how extensions complement refinements, optimizations, and PIM-to-PSM derivations to make the process of reverse engineering complex legacy dataflow programs tractable. We explain how optional functionality in transformations can be encoded, thereby enabling us to encode product lines of transformations as well as product lines of dataflow programs. We describe the implementation of extensions in the ReFlO tool and present two non-trivial case studies as evidence of our work’s generality

Historical analysis of the Brazilian cervical cancer screening program from 2006 to 2013: a time for reflection

BACKGROUND: The Cervical Cancer Database of the Brazilian National Health Service (SISCOLO) contains information regarding all cervical cytological tests and, if properly explored, can be used as a tool for monitoring and managing the cervical cancer screening program. The aim of this study was to perform a historical analysis of the cervical cancer screening program in Brazil from 2006 to 2013. MATERIAL AND METHODS: The data necessary to calculate quality indicators were obtained from the SISCOLO, a Brazilian health system tool. Joinpoint analysis was used to calculate the annual percentage change. RESULTS: We observed important trends showing decreased rates of low-grade squamous intraepithelial lesions (LSIL) and high-grade squamous intraepithelial lesions (HSIL) and an increased rate of rejected exams from 2009 to 2013. The index of positivity was maintained at levels below those indicated by international standards; very low frequencies of unsatisfactory cases were observed over the study period, which partially contradicts the low rate of positive cases. The number of positive cytological diagnoses was below that expected, considering that developed countries with low frequencies of cervical cancer detect more lesions annually. CONCLUSIONS: The evolution of indicators from 2006 to 2013 suggests that actions must be taken to improve the effectiveness of cervical cancer control in Brazil.