A Spatial Econometrics Analysis for Road Accidents in Lisbon

This paper presents a spatial econometrics analysis for the number of road accidents with victims in the smallest administrative divisions of Lisbon, considering as a baseline a log-Poisson model for environmental factors. Spatial correlation on data is investigated for data alone and for the residuals of the baseline model without and with spatial-autocorrelated and spatial-lagged terms. In all the cases no spatial autocorrelation was detected.

The Sticky Information Macro Model: Beyond Perfect Foresight

Sticky information monetary models have been used in the macroeconomic literature to explain some of the observed features regarding inflation dynamics. In this paper, we explore the consequences of relaxing the rational expectations assumption usually taken in this type of model; in particular, by considering expectations formed through adaptive learning, it is possible to arrive to results other than the trivial convergence to a fixed point long-term equilibrium. The results involve the possibility of endogenous cyclical motion (periodic and a-periodic), which emerges essentially in scenarios of hyperinflation. In low inflation settings, the introduction of learning implies a less severe impact of monetary shocks that, nevertheless, tend to last for additional time periods relative to the pure perfect foresight setup.

Statistical classification of road pavements using near field vehicle rolling noise measurements

Low noise surfaces have been increasingly considered as a viable and cost-effective alternative to acoustical barriers. However, road planners and administrators frequently lack information on the correlation between the type of road surface and the resulting noise emission profile. To address this problem, a method to identify and classify different types of road pavements was developed, whereby near field road noise is analyzed using statistical learning methods. The vehicle rolling sound signal near the tires and close to the road surface was acquired by two microphones in a special arrangement which implements the Close-Proximity method. A set of features, characterizing the properties of the road pavement, was extracted from the corresponding sound profiles. A feature selection method was used to automatically select those that are most relevant in predicting the type of pavement, while reducing the computational cost. A set of different types of road pavement segments were tested and the performance of the classifier was evaluated. Results of pavement classification performed during a road journey are presented on a map, together with geographical data. This procedure leads to a considerable improvement in the quality of road pavement noise data, thereby increasing the accuracy of road traffic noise prediction models.

Stochastic effects in a seasonally forced epidemic model

The interplay of seasonality, the system's nonlinearities and intrinsic stochasticity, is studied for a seasonally forced susceptible-exposed-infective-recovered stochastic model. The model is explored in the parameter region that corresponds to childhood infectious diseases such as measles. The power spectrum of the stochastic fluctuations around the attractors of the deterministic system that describes the model in the thermodynamic limit is computed analytically and validated by stochastic simulations for large system sizes. Size effects are studied through additional simulations. Other effects such as switching between coexisting attractors induced by stochasticity often mentioned in the literature as playing an important role in the dynamics of childhood infectious diseases are also investigated. The main conclusion is that stochastic amplification, rather than these effects, is the key ingredient to understand the observed incidence patterns.

Improving a Cluster Based Directional Channel Model in Realistic Macro-Cell Environment

In this paper a realistic directional channel model that is an extension of the COST 273 channel model is presented. The model uses a cluster of scatterers and visibility region generation based strategy with increased realism, due to the introduction of terrain and clutter information. New approaches for path-loss prediction and line of sight modeling are considered, affecting the cluster path gain model implementation. The new model was implemented using terrain, clutter, street and user mobility information for the city of Lisbon, Portugal. Some of the model's outputs are presented, mainly path loss and small/large-scale fading statistics.

A two-Higgs doublet model with remarkable CP properties

We analyze generalized CP symmetries of two-Higgs doublet models, extending them from the scalar to the fermion sector of the theory. We show that, other than the usual CP transformation, there is only one of those symmetries which does not imply massless charged fermions. That single model which accommodates a fermionic mass spectrum compatible with experimental data possesses a remarkable feature. Through a soft breaking of the symmetry it displays a new type of spontaneous CP violation, which does not occur in the scalar sector responsible for the symmetry breaking mechanism but, rather, in the fermion sector.

Basis invariant conditions for supersymmetry in the two-Higgs-doublet model

The minimal supersymmetric standard model involves a rather restrictive Higgs potential with two Higgs fields. Recently, the full set of classes of symmetries allowed in the most general two-Higgs-doublet model was identified; these classes do not include the supersymmetric limit as a particular class. Thus, a physically meaningful definition of the supersymmetric limit must involve the interaction of the Higgs sector with other sectors of the theory. Here we show how one can construct basis invariant probes of supersymmetry involving both the Higgs sector and the gaugino-Higgsino-Higgs interactions.

Desenvolvimento do sistema de tracção de um veículo eléctrico ecológico com travagem regenerativa

Nesta dissertação descreve-se uma metodologia de dimensionamento do sistema de tracção para equipar um veículo eléctrico ecológico (VEECO) com inclusão de um sistema de travagem regenerativa. Apresenta-se uma perspectiva geral de diversas topologias de sistemas de tracção utilizadas nos veículos eléctricos e realiza-se a sua comparação através do estudo e análise dos acionamentos electromecânicos que podem ser utilizados nesses sistemas de tracção eléctrica. Utilizando ferramentas de simulação numérica, estuda-se o modelo matemático de um veículo eléctrico com travagem regenerativa. A partir deste modelo matemático é adoptado uma possível configuração para o seu sistema de tracção eléctrica e são obtidas características teóricas de desempenho do veículo eléctrico, através da análise de testes padrão ao veículo. Em banco de ensaios, constrói-se um sistema de tracção eléctrica que permite a validação experimental do modelo matemático do veículo eléctrico. Para a construção deste banco de ensaios foram concebidos os sistemas de tracção eléctrica, de carga mecânica e de controlo e monitorização do banco de ensaios. A validação experimental realiza-se através dos mesmos testes padrão ao veículo eléctrico, como o teste NEDC (New European Driving Cycle), o teste de aceleração entre 0 e 100km/h e o teste de gradeabilidade. Desenvolve-se o dimensionamento do sistema de tracção eléctrica a equipar o VEECO, através da componente de modelação paramétrica do modelo matemático do veículo eléctrico. Com esta metodologia é adoptado um conjunto de variáveis paramétricas relacionadas com os elementos que constituem o sistema de tracção eléctrica do VEECO. Estuda-se a influência destas variáveis paramétricas nas características de desempenho pretendidas para o VEECO. Como resultado da análise de modelação paramétrica é apresentada uma solução para o sistema de tracção eléctrica do VEECO que cumpre a execução do NEDC, apresenta um tempo de aceleração entre 0 e 100km/h inferior a 10 segundos, supera uma gradeabilidade de 10% e uma autonomia de 200 km. O sistema de tracção do VEECO também permite realizar a travagem regenerativa com rendimento até 33%. Possui controlo de tracção e anti bloqueio da roda motora, através de uma unidade de controlo que permite reduzir a potência transmitida ao veio, quando a velocidade da roda de tracção difere do valor de referência da velocidade do veículo. Os conhecimentos adquiridos através do processo de investigação e desenvolvimento, para a realização da presente dissertação permitem apresentar perspectivas de desenvolvimento futuro com aplicação nos sistemas de tracção de veículos eléctricos rodoviários.

Caracterização mecânica de misturas betuminosas a aplicar em infra-estruturas de transportes

A maioria das infra-estruturas de transportes, nomeadamente os pavimentos rodoviários e aeroportuários, são constituídas por misturas betuminosas, o que permite um bom desempenho e uma adequada durabilidade, nas condições usuais de serviço. As misturas betuminosas são ainda amplamente utilizadas na construção de zonas de estacionamento de veículos, tendo-se verificado recentemente a sua aplicação também em infra-estruturas ferroviárias. Face à necessidade de melhorar o desempenho das vias-férreas, permitindo uma concepção mais durável de linhas de alta velocidade e uma redução dos custos da sua manutenção, tem-se vindo a desenvolver diversos estudos para promover a utilização de novos materiais, principalmente através da incorporação de misturas betuminosas. O presente trabalho tem como objectivo a caracterização do comportamento mecânico de misturas betuminosas a aplicar em infra-estruturas de transportes. Como metodologia para o estudo do comportamento mecânico das misturas betuminosas foram realizados em laboratório ensaios de cargas repetidas, nomeadamente, ensaios de flexão em quatro pontos para determinação da rigidez e da resistência à fadiga e ensaios de compressão triaxiais cíclicos para avaliação do comportamento à deformação permanente. A resistência à fadiga das misturas betuminosas em estudo foi avaliada através do ensaio de flexão em quatro pontos, com extensão controlada, e aplicação de um carregamento sinusoidal com diferentes frequências, de acordo com o procedimento de ensaio da norma europeia EN 12697-24 (2004 + A1: 2007). A resistência à deformação permanente das misturas betuminosas foi analisada através de ensaios de compressão triaxiais cíclicos, submetendo-as a uma tensão de confinamento estática pela aplicação parcial de vácuo e a uma pressão axial cíclica sob a forma rectangular, de acordo com a norma europeia EN 12697-25 (2004). O conhecimento destas propriedades mecânicas assume particular importância ao nível da formulação das misturas betuminosas, do dimensionamento de uma estrutura ou do estabelecimento de uma adequada solução para uma obra de reabilitação duma infra-estrutura de transportes. Para este estudo foi utilizado um modelo físico construído numa fossa no LNEC, com o propósito de serem testadas três substruturas ferroviárias não convencionais, utilizando sub-balastro betuminoso. A selecção das substruturas foi efectuada após uma análise de várias secções de estruturas já testadas e aplicadas noutros países, de forma a proporcionar comparações fiáveis entre elas. Os resultados obtidos mostraram que a mistura betuminosa AC20 base 50/70 (MB) aplicada na camada de sub-balastro é adequada para ser aplicada nas infra-estruturas de transportes pois apresenta um bom desempenho à fadiga e à deformação permanente. Através dos ensaios efectuados foi ainda possível entender a importante influência das características volumétricas, principalmente da porosidade para o bom comportamento da mistura betuminosa.

MDAI: Model based Design in Automobile Industry

It is proposed a new approach based on a methodology, assisted by a tool, to create new products in the automobile industry based on previous defined processes and experiences inspired on a set of best practices or principles: it is based on high-level models or specifications; it is component-based architecture centric; it is based on generative programming techniques. This approach follows in essence the MDA (Model Driven Architecture) philosophy with some specific characteristics. We propose a repository that keeps related information, such as models, applications, design information, generated artifacts and even information concerning the development process itself (e.g., generation steps, tests and integration milestones). Generically, this methodology receives the users' requirements to a new product (e.g., functional, non-functional, product specification) as its main inputs and produces a set of artifacts (e.g., design parts, process validation output) as its main output, that will be integrated in the engineer design tool (e.g. CAD system) facilitating the work.

Chaos and crises in a model for cooperative hunting: A symbolic dynamics approach

In this work we investigate the population dynamics of cooperative hunting extending the McCann and Yodzis model for a three-species food chain system with a predator, a prey, and a resource species. The new model considers that a given fraction sigma of predators cooperates in prey's hunting, while the rest of the population 1-sigma hunts without cooperation. We use the theory of symbolic dynamics to study the topological entropy and the parameter space ordering of the kneading sequences associated with one-dimensional maps that reproduce significant aspects of the dynamics of the species under several degrees of cooperative hunting. Our model also allows us to investigate the so-called deterministic extinction via chaotic crisis and transient chaos in the framework of cooperative hunting. The symbolic sequences allow us to identify a critical boundary in the parameter spaces (K, C-0) and (K, sigma) which separates two scenarios: (i) all-species coexistence and (ii) predator's extinction via chaotic crisis. We show that the crisis value of the carrying capacity K-c decreases at increasing sigma, indicating that predator's populations with high degree of cooperative hunting are more sensitive to the chaotic crises. We also show that the control method of Dhamala and Lai [Phys. Rev. E 59, 1646 (1999)] can sustain the chaotic behavior after the crisis for systems with cooperative hunting. We finally analyze and quantify the inner structure of the target regions obtained with this control method for wider parameter values beyond the crisis, showing a power law dependence of the extinction transients on such critical parameters.

A 3-phase model for VIS/NIR mu C-Si : H p-i-n detectors

The spectral response and the photocurrent delivered by entirely microcrystalline p-i-n-Si:H detectors an analysed under different applied bias and light illumination conditions. The spectral response and the internal collection depend not only on the energy range but also on the illumination side. Under [p]- and [n]-side irradiation, the internal collection characteristics have an atypical shape. It is high for applied bias and lower than the open circuit voltage, shows a steep decrease near the open circuit voltage (higher under [n]-side illumination) and levels off for higher voltages. Additionally, the numerical modeling of the VIS/NIR detector, based on the band discontinuities near the grain boundaries and interfaces, complements the study and gives insight into the internal physical process.

The US actuarial balance model for the pay-as-you-go system and its application to Spain

The aim of this paper is to formulate an approximation of the US actuarial balance model and apply it to the Spanish public retirement pension system under various scenarios in order to determine a consistent indicator of the system's financial state comparable to those used by the most advanced social security systems. This will enable us to answer the question as to whether there is any justification for reforming the pension system in Spain. This type of actuarial balance uses projections to show future challenges to the financial side of the pension system deriving basically from ageing, the projected increase in longevity and fluctuations in economic activity. If one is compiled periodically it can provide various indicators to help depoliticize the management of the pay-as-you-go system by bringing the planning horizons of politicians and the system itself closer together.

A model to forecast financial failure, in non financial galician SMES

We are concerned with providing more empirical evidence on forecast failure, developing forecast models, and examining the impact of events such as audit reports. A joint consideration of classic financial ratios and relevant external indicators leads us to build a basic prediction model focused in non-financial Galician SMEs. Explanatory variables are relevant financial indicators from the viewpoint of the financial logic and financial failure theory. The paper explores three mathematical models: discriminant analysis, Logit, and linear multivariate regression. We conclude that, even though they both offer high explanatory and predictive abilities, Logit and MDA models should be used and interpreted jointly.

Model risk in the pricing of exotic options

The growth experimented in recent years in both the variety and volume of structured products implies that banks and other financial institutions have become increasingly exposed to model risk. In this article we focus on the model risk associated with the local volatility (LV) model and with the Variance Gamma (VG) model. The results show that the LV model performs better than the VG model in terms of its ability to match the market prices of European options. Nevertheless, both models are subject to significant pricing errors when compared with the stochastic volatility framework.