Integer-valued APARCH processes in the analysis of time series of counts

The Asymmetric Power Arch representation for the volatility was introduced by Ding et al.(1993) in order to account for asymmetric responses in the volatility in the analysis of continuous-valued financial time series like, for instance, the log-return series of foreign exchange rates, stock indices or share prices. As reported by Brannas and Quoreshi (2010), asymmetric responses in volatility are also observed in time series of counts such as the number of intra-day transactions in stocks. In this work, an asymmetric power autoregressive conditional Poisson model is introduced for the analysis of time series of counts exhibiting asymmetric overdispersion. Basic probabilistic and statistical properties are summarized and parameter estimation is discussed. A simulation study is presented to illustrate the proposed model. Finally, an empirical application to a set of data concerning the daily number of stock transactions is also presented to attest for its practical applicability in data analysis.

Compressive sensing in Clifford analysis

Compressed sensing is a new paradigm in signal processing which states that for certain matrices sparse representations can be obtained by a simple l1-minimization. In this thesis we explore this paradigm for higher-dimensional signal. In particular three cases are being studied: signals taking values in a bicomplex algebra, quaternionic signals, and complex signals which are representable by a nonlinear Fourier basis, a so-called Takenaka-Malmquist system.

Familial amyloid polyneuropathy: TTR sequencing and "in silico" analysis

Familial amyloid polyneuropathy (FAP) or paramiloidosis is an autosomal dominant neurodegenerative disease with onset on adult age that is characterized by mutated protein deposition in the form of amyloid substance. FAP is due to a point alteration in the transthyretin (TTR) gene and until now more than 100 amyloidogenic mutations have been described in TTR gene. FAP shows a wide variation in age-at-onset (AO) (19-82 years, in Portuguese cases) and the V30M mutation often runs through several generation of asymptomatic carriers, before expressing in a proband, but the protective effect disappear in a single generation, with offspring of late-onset cases having early onset. V30M mutation does not explain alone the symptoms and AO variability of the disease observed in the same family. Our aim in this study was to identify genetic factors associated with AO variability and reduced penetrance which can have important clinical implications. To accomplish this we genotyped 230 individuals, using a directautomated sequencing approach in order to identify possible genetic modifiers within the TTR locus. After genotyping, we assessed a putative association of the SNPs found with AO and an intensive in silico analysis was performed in order to understand a possible regulation of gene expression. Although we did not find any significant association between SNPs and AO, we found very interesting and unreported results in the in silico analysis since we observed some alterations in the mechanism of splicing, transcription factors binding and miRNAs binding. All of these mechanisms when altered can lead to dysregulation of gene expression, which can have an impact in AO and phenotypic variability. These putative mechanisms of regulation of gene expression within the TTR gene could be used in the future as potential therapeutical targets, and could improve genetic counselling and follow-up of mutation carriers.

Qualidade do processo de supervisão da investigação doutoral - desenho de um referencial para a sua avaliação e monitorização

Face à existência de um vazio teórico-conceptual e empírico no contexto investigativo português no que concerne à supervisão da investigação doutoral, este trabalho visa contribuir para a compreensão integrada deste fenómeno. Especificamente, com este estudo pretendemos construir um referencial de qualidade do processo de supervisão da investigação doutoral, em particular na ‘corporização’ dos perfis de qualidade dos dois mais importantes intervenientes - supervisores e estudantes de doutoramento – pela identificação de competências transversais às mais variadas áreas disciplinares. Desta forma, será possível desenhar-se, num futuro próximo, não só recomendações a nível institucional de índole mais praxiológica, como também um processo de avaliação e de monitorização adequado. Tendo em consideração o contexto português e o objetivo central do estudo, foram revisitados (i) discursos da política educativa de Ensino Superior de âmbito europeu e (ii) discursos fundamentados na investigação de índole internacional. Ambos permitiram contextualizar o fenómeno, perceber as tendências existentes, sintetizar as contribuições de variados referenciais e modelos existentes, e planear, em específico, a investigação, particularmente em termos de recolha de dados. A investigação, predominantemente de cariz qualitativo, foi conduzida na Universidade de Aveiro, tendo sido seguido o método de estudo de caso: baseou-se nas ‘vozes’ de supervisores e estudantes de doutoramento desta instituição relativamente ao que deve estar presente no processo de supervisão de investigação doutoral. A recolha de dados iniciou-se com entrevistas semiestruturadas, de âmbito exploratório, a especialistas em supervisão pedagógica - o tema semântica e epistemologicamente mais próximo do fenómeno em estudo. Foi realizada, pois, uma primeira aproximação ao ‘terreno’ a nível nacional e foram depuradas as dimensões que deveriam estar presentes no instrumento de recolha de dados do momento subsequente. Em seguida, foram realizados focus groups com supervisores e estudantes de doutoramento da Universidade de Aveiro. As conceções partilhadas em grupo puderam ser categorizadas segundo (i) o enquadramento do processo supervisivo e investigativo de doutoramento, nomeadamente no que concerne à natureza e ao valor do doutoramento atribuídos pelos participantes, assim como ao processo de transformação que experienciam; (ii) a qualidade do processo supervisivo e investigativo de doutoramento, consoante aspectos intrínsecos, dos quais se ressalta o perfil desejável de qualidade do supervisor e do estudante, pela identificação de um conjunto de competências fulcrais, e aspectos extrínsecos aos indivíduos; e (iii) os problemas do processo supervisivo e investigativo de doutoramento, considerando, novamente, aspectos intrínsecos e extrínsecos aos indivíduos. O último momento de recolha de dados foi realizado através da aplicação de questionários a supervisores e estudantes da Universidade de Aveiro. Assim, foi possível debruçarmo-nos especificamente sobre os perfis de qualidade de estudantes e supervisores. As competências integradas nos questionários foram provenientes dos resultados dos focus groups, tendo sido consideradas as mais importantes. Nos questionários foi solicitado aos respondentes que revelassem o seu grau de concordância relativamente às competências que deveriam fazer parte dos perfis de qualidade. Foi, então, possível proceder a uma análise e reflexão sobre o estabelecimento de uma hierarquia de competências, numa tentativa de depurar os perfis de qualidade dos elementos da díade supervisiva. Assim, conclui-se que há variáveis que podem influenciar o estabelecimento dessa hierarquia, reforçando que o processo supervisivo, quando refletido, avaliado e monitorizado, deve considerar diversos ‘contextos’ que o poderão influenciar. Todavia, há um conjunto de competências que parecem ‘isentas’ de influências, apesar de serem necessários estudos mais aprofundados para esclarecer esta assunção. Face a todo o percurso investigativo, apresenta-se, no final, um referencial de qualidade integrado e sistematizado, considerando o enquadramento teórico e o estudo empírico, assim como um sistema articulado de competências referente aos perfis de qualidade que supervisores e estudantes de doutoramento devem demonstrar e desenvolver.

Imagens do oriente em contos e lendas de Macau

A chegada a Macau dos navegadores portugueses, em meados do séc. XVI, lançou as bases de quase cinco séculos de contacto ininterrupto entre o Ocidente e o Oriente. Macau é, muitas vezes, caracterizado como um ponto de encontro, de coexistência harmoniosa e de intercâmbio multicultural (principalmente entre a cultura oriental e portuguesa). Existe variada literatura que tem Macau como objeto de reflexão, nomeadamente no subsistema infantojuvenil. Este trabalho pretende, por meio de uma análise sistemática de uma coletânea de contos infantojuvenis de temática oriental, da autoria de Alice Vieira e com ilustrações de Alain Corbel, caracterizar as representações do Oriente que surgem no contexto da literatura portuguesa contemporânea para a infância, refletindo sobre as imagens mais recorrentes e as simbologias mais significativas.

Volatile terpenoids and C13 norisoprenoids in wines: development of rapid methods of analysis and evaluation of the sesquiterpenoids biological potential

Vitis vinifera L., the most widely cultivated fruit crop in the world, was the starting point for the development of this PhD thesis. This subject was exploited following on two actual trends: i) the development of rapid, simple, and high sensitive methodologies with minimal sample handling; and ii) the valuation of natural products as a source of compounds with potential health benefits. The target group of compounds under study were the volatile terpenoids (mono and sesquiterpenoids) and C13 norisoprenoids, since they may present biological impact, either from the sensorial point of view, as regards to the wine aroma, or by the beneficial properties for the human health. Two novel methodologies for quantification of C13 norisoprenoids in wines were developed. The first methodology, a rapid method, was based on the headspace solid-phase microextraction combined with gas chromatography-quadrupole mass spectrometry operating at selected ion monitoring mode (HS-SPME/GC-qMS-SIM), using GC conditions that allowed obtaining a C13 norisoprenoid volatile signature. It does not require any pre-treatment of the sample, and the C13 norisoprenoid composition of the wine was evaluated based on the chromatographic profile and specific m/z fragments, without complete chromatographic separation of its components. The second methodology, used as reference method, was based on the HS-SPME/GC-qMS-SIM, allowing the GC conditions for an adequate chromatographic resolution of wine components. For quantification purposes, external calibration curves were constructed with β-ionone, with regression coefficient (r2) of 0.9968 (RSD 12.51 %) and 0.9940 (RSD of 1.08 %) for the rapid method and for the reference method, respectively. Low detection limits (1.57 and 1.10 μg L-1) were observed. These methodologies were applied to seventeen white and red table wines. Two vitispirane isomers (158-1529 L-1) and 1,1,6-trimethyl-1,2-dihydronaphthalene (TDN) (6.42-39.45 μg L-1) were quantified. The data obtained for vitispirane isomers and TDN using the two methods were highly correlated (r2 of 0.9756 and 0.9630, respectively). A rapid methodology for the establishment of the varietal volatile profile of Vitis vinifera L. cv. 'Fernão-Pires' (FP) white wines by headspace solid-phase microextraction combined with comprehensive two-dimensional gas chromatography with time-of-flight mass spectrometry (HS-SPME/GCxGC-TOFMS) was developed. Monovarietal wines from different harvests, Appellations, and producers were analysed. The study was focused on the volatiles that seem to be significant to the varietal character, such as mono and sesquiterpenic compounds, and C13 norisoprenoids. Two-dimensional chromatographic spaces containing the varietal compounds using the m/z fragments 93, 121, 161, 175 and 204 were established as follows: 1tR = 255-575 s, 2tR = 0,424-1,840 s, for monoterpenoids, 1tR = 555-685 s, 2tR = 0,528-0,856 s, for C13 norisoprenoids, and 1tR = 695-950 s, 2tR = 0,520-0,960 s, for sesquiterpenic compounds. For the three chemical groups under study, from a total of 170 compounds, 45 were determined in all wines, allowing defining the "varietal volatile profile" of FP wine. Among these compounds, 15 were detected for the first time in FP wines. This study proposes a HS-SPME/GCxGC-TOFMS based methodology combined with classification-reference sample to be used for rapid assessment of varietal volatile profile of wines. This approach is very useful to eliminate the majority of the non-terpenic and non-C13 norisoprenic compounds, allowing the definition of a two-dimensional chromatographic space containing these compounds, simplifying the data compared to the original data, and reducing the time of analysis. The presence of sesquiterpenic compounds in Vitis vinifera L. related products, to which are assigned several biological properties, prompted us to investigate the antioxidant, antiproliferative and hepatoprotective activities of some sesquiterpenic compounds. Firstly, the antiradical capacity of trans,trans-farnesol, cis-nerolidol, α-humulene and guaiazulene was evaluated using chemical (DPPH• and hydroxyl radicals) and biological (Caco-2 cells) models. Guaiazulene (IC50= 0.73 mM) was the sesquiterpene with higher scavenger capacity against DPPH•, while trans,trans-farnesol (IC50= 1.81 mM) and cis-nerolidol (IC50= 1.48 mM) were more active towards hydroxyl radicals. All compounds, with the exception of α-humulene, at non-cytotoxic levels (≤ 1 mM), were able to protect Caco-2 cells from oxidative stress induced by tert-butyl hydroperoxide. The activity of the compounds under study was also evaluated as antiproliferative agents. Guaiazulene and cis-nerolidol were able to more effectively arrest the cell cycle in the S-phase than trans,trans-farnesol and α-humulene, being the last almost inactive. The relative hepatoprotection effect of fifteen sesquiterpenic compounds, presenting different chemical structures and commonly found in plants and plant-derived foods and beverages, was assessed. Endogenous lipid peroxidation and induced lipid peroxidation with tert-butyl hydroperoxide were evaluated in liver homogenates from Wistar rats. With the exception of α-humulene, all the sesquiterpenic compounds under study (1 mM) were effective in reducing the malonaldehyde levels in both endogenous and induced lipid peroxidation up to 35% and 70%, respectively. The developed 3D-QSAR models, relating the hepatoprotection activity with molecular properties, showed good fit (R2LOO > 0.819) with good prediction power (Q2 > 0.950 and SDEP < 2%) for both models. A network of effects associated with structural and chemical features of sesquiterpenic compounds such as shape, branching, symmetry, and presence of electronegative fragments, can modulate the hepatoprotective activity observed for these compounds. In conclusion, this study allowed the development of rapid and in-depth methods for the assessment of varietal volatile compounds that might have a positive impact on sensorial and health attributes related to Vitis vinifera L. These approaches can be extended to the analysis of other related food matrices, including grapes and musts, among others. In addition, the results of in vitro assays open a perspective for the promising use of the sesquiterpenic compounds, with similar chemical structures such as those studied in the present work, as antioxidants, hepatoprotective and antiproliferative agents, which meets the current challenges related to diseases of modern civilization.