Métodos robustos em geoestatística

O objectivo principal da presente tese consiste no desenvolvimento de estimadores robustos do variograma com boas propriedades de eficiência. O variograma é um instrumento fundamental em Geoestatística, pois modela a estrutura de dependência do processo em estudo e influencia decisivamente a predição de novas observações. Os métodos tradicionais de estimação do variograma não são robustos, ou seja, são sensíveis a pequenos desvios das hipóteses do modelo. Essa questão é importante, pois as propriedades que motivam a aplicação de tais métodos, podem não ser válidas nas vizinhanças do modelo assumido. O presente trabalho começa por conter uma revisão dos principais conceitos em Geoestatística e da estimação tradicional do variograma. De seguida, resumem-se algumas noções fundamentais sobre robustez estatística. No seguimento, apresenta-se um novo método de estimação do variograma que se designou por estimador de múltiplos variogramas. O método consiste em quatro etapas, nas quais prevalecem, alternadamente, os critérios de robustez ou de eficiência. A partir da amostra inicial, são calculadas, de forma robusta, algumas estimativas pontuais do variograma; com base nessas estimativas pontuais, são estimados os parâmetros do modelo pelo método dos mínimos quadrados; as duas fases anteriores são repetidas, criando um conjunto de múltiplas estimativas da função variograma; por fim, a estimativa final do variograma é definida pela mediana das estimativas obtidas anteriormente. Assim, é possível obter um estimador que tem boas propriedades de robustez e boa eficiência em processos Gaussianos. A investigação desenvolvida revelou que, quando se usam estimativas discretas na primeira fase da estimação do variograma, existem situações onde a identificabilidade dos parâmetros não está assegurada. Para os modelos de variograma mais comuns, foi possível estabelecer condições, pouco restritivas, que garantem a unicidade de solução na estimação do variograma. A estimação do variograma supõe sempre a estacionaridade da média do processo. Como é importante que existam procedimentos objectivos para avaliar tal condição, neste trabalho sugere-se um teste para validar essa hipótese. A estatística do teste é um estimador-MM, cuja distribuição é desconhecida nas condições de dependência assumidas. Tendo em vista a sua aproximação, apresenta-se uma versão do método bootstrap adequada ao estudo de observações dependentes de processos espaciais. Finalmente, o estimador de múltiplos variogramas é avaliado em termos da sua aplicação prática. O trabalho contém um estudo de simulação que confirma as propriedades estabelecidas. Em todos os casos analisados, o estimador de múltiplos variogramas produziu melhores resultados do que as alternativas usuais, tanto para a distribuição assumida, como para distribuições contaminadas.

Estimação robusta em modelos lineares de equações simultâneas

Os Modelos de Equações Simultâneas (SEM) são modelos estatísticos com muita tradição em estudos de Econometria, uma vez que permitem representar e estudar uma vasta gama de processos económicos. Os estimadores mais usados em SEM resultam da aplicação do Método dos Mínimos Quadrados ou do Método da Máxima Verosimilhança, os quais não são robustos. Em Maronna e Yohai (1997), os autores propõem formas de “robustificar” esses estimadores. Um outro método de estimação com interesse nestes modelos é o Método dos Momentos Generalizado (GMM), o qual também conduz a estimadores não robustos. Estimadores que sofrem de falta de robustez são muito inconvenientes uma vez que podem conduzir a resultados enganadores quando são violadas as hipóteses subjacentes ao modelo assumido. Os estimadores robustos são de grande valor, em particular quando os modelos em estudo são complexos, como é o caso dos SEM. O principal objectivo desta investigação foi o de procurar tais estimadores tendo-se construído um estimador robusto a que se deu o nome de GMMOGK. Trata-se de uma versão robusta do estimador GMM. Para avaliar o desempenho do novo estimador foi feito um adequado estudo de simulação e foi também feita a aplicação do estimador a um conjunto de dados reais. O estimador robusto tem um bom desempenho nos modelos heterocedásticos considerados e, nessas condições, comporta-se melhor do que os estimadores não robustos usados no estudo. Contudo, quando a análise é feita em cada equação separadamente, a especificidade de cada equação individual e a estrutura de dependência do sistema são dois aspectos que influenciam o desempenho do estimador, tal como acontece com os estimadores usuais. Para enquadrar a investigação, o texto inclui uma revisão de aspectos essenciais dos SEM, o seu papel em Econometria, os principais métodos de estimação, com particular ênfase no GMM, e uma curta introdução à estimação robusta.

Study of multiferroic materials

The present PhD work aims the research and development of materials that exhibit multiferroic properties, in particular having a significant interaction between ferromagnetism and ferroelectricity; either directly within an intrinsic single phase or by combining extrinsic materials, achieving the coupling of properties through mechanic phenomena of the respective magnetostriction and piezoelectricity. These hybrid properties will allow the cross modification of magnetic and electric polarization states by the application of cross external magnetic and/or electric fields, giving way to a vast area for scientific investigation and potential technological applications in a new generation of electronic devices, such as computer memories, signal processing, transducers, sensors, etc. Initial experimental work consisted in chemical synthesis of nano powders oxides by urea pyrolysis method: A series of ceramic bulk composites with potential multiferroic properties comprised: of LuMnO3 with La0.7Sr0.3MnO3 and BaTiO3 with La0.7Ba0.3MnO3; and a series based on the intrinsic multiferroic LuMn1-zO3 phase modified with of Manganese vacancies. The acquisition of a new magnetron RF sputtering deposition system, in the Physics Department of Aveiro University, contributed to the proposal of an analogous experimental study in multiferroic thin films and multilayer samples. Besides the operational debut of this equipment several technical upgrades were completed like: the design and construction of the heater electrical contacts; specific shutters and supports for the magnetrons and for the substrate holder and; the addition of mass flow controllers, which allowed the introduction of N2 or O2 active atmosphere in the chamber; and the addition of a second RF generator, enabling co-deposition of different targets. Base study of the deposition conditions and resulting thin films characteristics in different substrates was made from an extensive list of targets. Particular attention was given to thin film deposition of magnetic phases La1-xSrxMnO3, La1-xBaxMnO3 and Ni2+x-yMn1-xGa1+y alloy, from the respective targets: La0.7Sr0.3MnO3, La0.7Ba0.3MnO3; and NiGa with NiMn. Main structural characterization of samples was performed by conventional and high resolution X-Ray Diffraction (XRD); chemical composition was determined by Electron Dispersion Spectroscopy (EDS); magnetization measurements recur to a Vibrating Sample Magnetometer (VSM) prototype; and surface probing (SPM) using Magnetic-Force (MFM) and Piezo-Response (PFM) Microscopy. Results clearly show that the composite bulk samples (LuM+LSM and BTO+LBM) feat the intended quality objectives in terms of phase composition and purity, having spurious contents below 0.5 %. SEM images confirm compact grain packaging and size distribution around the 50 nm scale. Electric conductivity, magnetization intensity and magneto impedance spreading response are coherent with the relative amount of magnetic phase in the sample. The existence of coupling between the functional phases is confirmed by the Magnetoelectric effect measurements of the sample “78%LuM+22%LSM” reaching 300% of electric response for 1 T at 100 kHz; while in the “78%BTO+22%LBM” sample the structural transitions of the magnetic phase at ~350 K result in a inversion of ME coefficient the behavior. A functional Magneto-Resistance measurement system was assembled from the concept stage until the, development and operational status; it enabled to test samples from 77 to 350 K, under an applied magnetic field up to 1 Tesla with 360º horizontal rotation; this system was also designed to measure Hall effect and has the potential to be further upgraded. Under collaboration protocols established with national and international institutions, complementary courses and sample characterization studies were performed using Magneto-Resistance (MR), Magneto-Impedance (MZ) and Magneto-Electric (ME) measurements; Raman and X-ray Photoelectron Spectroscopy (XPS); SQUID and VSM magnetization; Scanning Electron Microscopy (SEM) and Rutherford Back Scattering (RBS); Scan Probe Microscopy (SPM) with Band Excitation Probe Spectroscopy (BEPS); Neutron Powder Diffraction (NPD) and Perturbed Angular Correlations (PAC). Additional collaboration in research projects outside the scope of multiferroic materials provided further experience in sample preparation and characterization techniques, namely VSM and XPS measurements were performed in cubane molecular complex compounds and enable to identify the oxidation state of the integrating cluster of Ru ions; also, XRD and EDS/SEM analysis of the acquired targets and substrates implied the devolution of some items not in conformity with the specifications. Direct cooperation with parallel research projects regarding multiferroic materials, enable the assess to supplementary samples, namely a preliminary series of nanopowder Y1-x-yCaxØyMn1O3 and of Eu0.8Y0.2MnO3, a series of micropowder composites of LuMnO3 with La0.625Sr0.375MnO3 and of BaTiO3 with hexagonal ferrites; mono and polycrystalline samples of Pr1-xCaxMnO3, La1-xSrxMnO3 and La1-xCaxMnO3.

Polarization effects in fiber-optic communication systems

In this thesis we perform a detailed analysis of the state of polarization (SOP) of light scattering process using a concatenation of ber-coil based polarization controllers (PCs). We propose a polarization-mode dispersion (PMD) emulator, built through the concatenation of bercoil based PCs and polarization-maintaining bers (PMFs), capable of generate accurate rst- and second-order PMD statistics. We analyze the co-propagation of two optical waves inside a highbirefringence ber. The evolution along the ber of the relative SOP between the two signals is modeled by the de nition of the degree of co-polarization parameter. We validate the model for the degree of co-polarization experimentally, exploring the polarization dependence of the four-wave mixing e ect into a ber with high birefringence. We also study the interaction between signal and noise mediated by Kerr e ect in optical bers. A model accurately describing ampli ed spontaneous emission noise in systems with distributed Raman gain is derived. We show that the noise statistics depends on the propagation distance and on the signal power, and that for distances longer than 120 km and signal powers higher than 6 mW it deviates signi catively from the Gaussian distribution. We explore the all-optical polarization control process based on the stimulated Raman scattering e ect. Mapping parameters like the degree of polarization (DOP), we show that the preferred ampli cation of one particular polarization component of the signal allows a polarization pulling over a wavelength range of 60 nm. The e ciency of the process is higher close to the maximum Raman gain wavelength, where the DOP is roughly constant for a wavelength range of 15 nm. Finally, we study the polarization control in quantum key distribution (QKD) systems with polarization encoding. A model for the quantum bit error rate estimation in QKD systems with time-division multiplexing and wavelength-division multiplexing based polarization control schemes is derived.

Secagem convectiva de produtos alimentares: otimização e controlo

O presente trabalho tem como objetivo analisar a cinética de secagem do bacalhau salgado verde (Gadus morhua) em secador convectivo. É apresentada a análise da composição físico-química dos bacalhaus utilizados nos ensaios experimentais, bem como o estudo das isotermas de sorção do produto, através de experiências e modelação matemática. Dos modelos usados para o ajuste das isotermas de sorção do bacalhau salgado verde, o que melhor se adaptou aos resultados experimentais foi o modelo de GAB Modificado, com coeficientes de correlação variando entre 0,992 e 0,998. Para o controlo do processo de secagem (nomeadamente os parâmetros temperatura, humidade relativa e velocidade do ar) foi utilizada lógica difusa, através do desenvolvimento de controladores difusos para o humidificador, desumidificador, resistências de aquecimento e ventilador. A modelação do processo de secagem foi realizada através de redes neuronais artificiais (RNA), modelo semi-empírico de Page e modelo difusivo de Fick. A comparação entre dados experimentais e simulados, para cada modelo, apresentou os seguintes erros: entre 1,43 e 11,58 para o modelo de Page, 0,34 e 4,59 para o modelo de Fick e entre 1,13 e 6,99 para a RNA, com médias de 4,38, 1,67 e 2,93 respectivamente. O modelo obtido pelas redes neuronais artificiais foi submetido a um algoritmo de otimização, a fim de buscar os parâmetros ideais de secagem, de forma a minimizar o tempo do processo e maximizar a perda de água do bacalhau. Os parâmetros ótimos obtidos para o processo de secagem, após otimização realizada, para obter-se uma humidade adimensional final de 0,65 foram: tempo de 68,6h, temperatura de 21,45°C, humidade relativa de 51,6% e velocidade de 1,5m/s. Foram também determinados os custos de secagem para as diferentes condições operacionais na instalação experimental. Os consumos por hora de secagem variaram entre 1,15 kWh e 2,87kWh, com uma média de 1,94kWh.

Effect of light on ex situ production of symbiotic corals

The increasing interest in coral culture for biotechnological applications, to supply the marine aquarium trade, or for reef restoration programs, has prompted researchers to optimize coral culture protocols, with emphasis to ex situ production. When cultured ex situ, the growth performance of corals can be influenced by several physical, chemical and biological parameters. For corals harbouring zooxanthellae, light is one of such key factors, as it can influence the photosynthetic performance of these endosymbionts, as well as coral physiology, survival and growth. The economic feasibility of ex situ coral aquaculture is strongly dependent on production costs, namely those associated with the energetic needs directly resulting from the use of artificial lighting systems. In the present study we developed a versatile modular culture system for experimental coral production ex situ, assembled solely using materials and equipment readily available from suppliers all over the world; this approach allows researchers from different institutions to perform truly replicated experimental set-ups, with the possibility to directly compare experimental results. Afterwards, we aimed to evaluate the effect of contrasting Photosynthetically Active Radiation (PAR) levels, and light spectra emission on zooxanthellae photochemical performance, through the evaluation of the maximum quantum yield of PSII (Fv/Fm) (monitored non-invasively and non-destructively through Pulse Amplitude Modulation fluorometry, PAM), chlorophyll a content (also determined non-destructively by using the spectral reflectance index Normalized Difference Vegetation Index, NDVI), photosynthetic and accessory pigments, number of zooxanthellae, coral survival and growth. We studied two soft coral species, Sarcophyton cf. glaucum and Sinularia flexibilis, as they are good representatives of two of the most specious genera in family Alcyoniidae, which include several species with interest for biotechnological applications, as well as for the marine aquarium trade; we also studied two commercially important scleractinian corals: Acropora formosa and Stylophora pistillata. We used different light sources: hydrargyrum quartz iodide (HQI) lamps with different light color temperatures, T5 fluorescent lamps, Light Emitting Plasma (LEP) and Light Emitting Diode (LED). The results achieved revealed that keeping S. flexibilis fragments under the same light conditions as their mother colonies seems to be photobiologically acceptable for a short-term husbandry, notwithstanding the fact that they can be successfully stocked at lower PAR intensities. We also proved that low PAR intensities are suitable to support the ex situ culture S. cf. glaucum in captivity at lower production costs, since the survival recorded during the experiment was 100%, the physiological wellness of coral fragments was evidenced, and we did not detect significant differences in coral growth. Finally, we concluded that blue light sources, such as LED lighting, allow a higher growth for A. formosa and S. pistillata, and promote significant differences on microstructure organization and macrostructure morphometry in coral skeletons; these findings may have potential applications as bone graft substitutes for veterinary and/or other medical uses. Thus, LED technology seems to be a promising option for scleractinian corals aquaculture ex situ.

Pregnancy and newborns disorders followed by urine metabolomics

Chapter 1 introduces the scope of the work by identifying the clinically relevant prenatal disorders and presently available diagnostic methods. The methodology followed in this work is presented, along with a brief account of the principles of the analytical and statistical tools employed. A thorough description of the state of the art of metabolomics in prenatal research concludes the chapter, highlighting the merit of this novel strategy to identify robust disease biomarkers. The scarce use of maternal and newborn urine in previous reports enlightens the relevance of this work. Chapter 2 presents a description of all the experimental details involved in the work performed, comprising sampling, sample collection and preparation issues, data acquisition protocols and data analysis procedures. The proton Nuclear Magnetic Resonance (NMR) characterization of maternal urine composition in healthy pregnancies is presented in Chapter 3. The urinary metabolic profile characteristic of each pregnancy trimester was defined and a 21-metabolite signature found descriptive of the metabolic adaptations occurring throughout pregnancy. 8 metabolites were found, for the first time to our knowledge, to vary in connection to pregnancy, while known metabolic effects were confirmed. This chapter includes a study of the effects of non-fasting (used in this work) as a possible confounder. Chapter 4 describes the metabolomic study of 2nd trimester maternal urine for the diagnosis of fetal disorders and prediction of later-developing complications. This was achieved by applying a novel variable selection method developed in the context of this work. It was found that fetal malformations (FM) (and, specifically those of the central nervous system, CNS) and chromosomal disorders (CD) (and, specifically, trisomy 21, T21) are accompanied by changes in energy, amino acids, lipids and nucleotides metabolic pathways, with CD causing a further deregulation in sugars metabolism, urea cycle and/or creatinine biosynthesis. Multivariate analysis models´ validation revealed classification rates (CR) of 84% for FM (87%, CNS) and 85% for CD (94%, T21). For later-diagnosed preterm delivery (PTD), preeclampsia (PE) and intrauterine growth restriction (IUGR), it is found that urinary NMR profiles have early predictive value, with CRs ranging from 84% for PTD (11-20 gestational weeks, g.w., prior to diagnosis), 94% for PE (18-24 g.w. pre-diagnosis) and 94% for IUGR (2-22 g.w. pre-diagnosis). This chapter includes results obtained for an ultraperformance liquid chromatography-mass spectrometry (UPLC-MS) study of pre-PTD samples and correlation with NMR data. One possible marker was detected, although its identification was not possible. Chapter 5 relates to the NMR metabolomic study of gestational diabetes mellitus (GDM), establishing a potentially predictive urinary metabolic profile for GDM, 2-21 g.w. prior to diagnosis (CR 83%). Furthermore, the NMR spectrum was shown to carry information on individual phenotypes, able to predict future insulin treatment requirement (CR 94%). Chapter 6 describes results that demonstrate the impact of delivery mode (CR 88%) and gender (CR 76%) on newborn urinary profile. It was also found that newborn prematurity, respiratory depression, large for gestational age growth and malformations induce relevant metabolic perturbations (CR 82-92%), as well as maternal conditions, namely GDM (CR 82%) and maternal psychiatric disorders (CR 91%). Finally, the main conclusions of this thesis are presented in Chapter 7, highlighting the value of maternal or newborn urine metabolomics for pregnancy monitoring and disease prediction, towards the development of new early and non-invasive diagnostic methods.