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.

Microstructure and mechanical properties of carbon nanotube reinforced cementitious composites developed using a novel dispersion technique

The authors also acknowledge Centre for Textile Science and Technology (University of Minho) and FIBRENAMICS PLATFORMfor providing required conditions for this research. Sincere thanks are also due to Mr. Pedro Samuel Leite and Mr. Carlos Jesus for their kind help in sample preparation and testing.

Estudo de viabilidade de paralelização de códigos de análise de dados em PROOF

Dissertação de mestrado em Engenharia Informática

Monitorização e controlo em ambientes industriais através de rede de sensores sem fios

Dissertação de mestrado integrado em Engenharia de Telecomunicações e Informática

Desenvolvimento e teste de um sistema para caracterização de materiais magnetoelétricos

Dissertação de mestrado integrado em Engenharia Eletrónica Industrial e Computadores

Jogos sérios para reabilitação cognitiva

Dissertação de mestrado integrado em Engenharia e Gestão de Sistemas de Informação

Novel auxetic structures from basalt braided composites for structural applications

Auxetic materials are a class of materials behaves unusual way compared to regular materials i.e. possess negative Poisson’s ratio. This paper reports, the development of auxetic structures based on re-entrant hexagon design from braided composite materials and testing of the mechanical properties (tensile property, auxetic property and work of rupture). The structure developed from glass and basalt braided composite rods and properties were compared between them. Later, the basic re-entrant hexagon design was modified with vertical straight rods to improve their mechanical behavior and their auxetic property was studied. Auxetic behavior of these structures was studied in a tensile testing machine taking video during testing by Digital camera, later the video converted into images to measure the strain values using simple software, ImageJ. Along with experimental work, analytical model was used to calculate the Poisson’s ratio of basic structure and results were compared

Desenvolvimento de um Posto de Carregamento Lento com BMS e Interface com o Cockpit para o CEPIUM

Dissertação de mestrado integrado em Engenharia Eletrónica Industrial e de Computadores

Contribuição para equipamento didático de máquina de medição por coordenadas

Dissertação de mestrado integrado em Engenharia Mecânica

Circuito de leitura digital para MEMS capacitivos

Dissertação de mestrado integrado em Engenharia Eletrónica Industrial e Computadores

Forecasting human entrances at a commercial store using facial recognition data

Dissertação de mestrado integrado em Engenharia e Gestão de Sistemas de Informação

Moradias sobredimensionadas dos anos 70‐90 na periferia de Braga: processo de transformação

According to the latest census (2011) covering the Portuguese housing stock, there is a considerable number of sub-occupied buildings and most of them were built before the first Portuguese Thermal Code (RCCTE). In view of the objectives of the European Union (20-20-20), it is necessary to contribute to the rehabilitation of existing buildings by promoting the densification of oversized houses, while complying with up-to-date comfort standards and codes. In this sense, this research is aimed to analyse this problem at the outskirts of Braga, by identifying the type-morphology of oversized buildings, assessing the degree of satisfaction and expectations of both owners and inhabitants and developing and testing a systematic design tool. Through the development of an intervention kit, wich systematizes and priorizes design strategies and solutions, the design team can have the necessary decision-making support tool to improve the spacial design of the building whilst considering energy efficency, sustainability and improvemente of interior environmental quality.

“PhenoWorld”: a new multidimensional strategy for studying behaviour in rodents

Tese de Doutoramento em Ciências da Saúde

Durabilidade de colagens estruturais em elementos de madeira

Dissertação de mestrado integrado em Engenharia Civil