9 resultados para temporal decomposition overlapping segment quantization
em Repositório Científico do Instituto Politécnico de Lisboa - Portugal
Resumo:
This paper analyzes the risk-return trade-off in European equities considering both temporal and cross-sectional dimensions. In our analysis, we introduce not only the market portfolio but also 15 industry portfolios comprising the entire market. Several bivariate GARCH models are estimated to obtain the covariance matrix between excess market returns and the industrial portfolios and the existence of a risk-return trade-off is analyzed through a cross-sectional approach using the information in all portfolios. It is obtained evidence for a positive and significant risk-return trade-off in the European market. This conclusion is robust for different GARCH specifications and is even more evident after controlling for the main financial crisis during the sample period.
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Audiometer systems provide enormous amounts of detailed TV watching data. Several relevant and interdependent factors may influence TV viewers' behavior. In this work we focus on the time factor and derive Temporal Patterns of TV watching, based on panel data. Clustering base attributes are originated from 1440 binary minute-related attributes, capturing the TV watching status (watch/not watch). Since there are around 2500 panel viewers a data reduction procedure is first performed. K-Means algorithm is used to obtain daily clusters of viewers. Weekly patterns are then derived which rely on daily patterns. The obtained solutions are tested for consistency and stability. Temporal TV watching patterns provide new insights concerning Portuguese TV viewers' behavior.
Resumo:
A 9.9 kb DNA fragment from the right arm of chromosome VII of Saccharomyces cerevisiae has been sequenced and analysed. The sequence contains four open reading frames (ORFs) longer than 100 amino acids. One gene, PFK1, has already been cloned and sequenced and the other one is the probable yeast gene coding for the beta-subunit of the succinyl-CoA synthetase. The two remaining ORFs share homology with the deduced amino acid sequence (and their physical arrangement is similar to that) of the YHR161c and YHR162w ORFs from chromosome VIII.
Resumo:
A 17.6 kb DNA fragment from the right arm of chromosome VII of Saccharomyces cerevisiae has been sequenced and analysed. The sequence contains twelve open reading frames (ORFs) longer than 100 amino acids. Three genes had already been cloned and sequenced: CCT, ADE3 and TR-I. Two ORFs are similar to other yeast genes: G7722 with the YAL023 (PMT2) and PMT1 genes, encoding two integral membrane proteins, and G7727 with the first half of the genes encoding elongation factors 1gamma, TEF3 and TEF4. Two other ORFs, G7742 and G7744, are most probably yeast orthologues of the human and Paracoccus denitrificans electron-transferring flavoproteins (beta chain) and of the Escherichia coli phosphoserine phosphohydrolase. The five remaining identified ORFs do not show detectable homology with other protein sequences deposited in data banks. The sequence has been deposited in the EMBL data library under Accession Number Z49133.
Resumo:
Clustering analysis is a useful tool to detect and monitor disease patterns and, consequently, to contribute for an effective population disease management. Portugal has the highest incidence of tuberculosis in the European Union (in 2012, 21.6 cases per 100.000 inhabitants), although it has been decreasing consistently. Two critical PTB (Pulmonary Tuberculosis) areas, metropolitan Oporto and metropolitan Lisbon regions, were previously identified through spatial and space-time clustering for PTB incidence rate and risk factors. Identifying clusters of temporal trends can further elucidate policy makers about municipalities showing a faster or a slower TB control improvement.
Resumo:
Dissertação para obtenção do grau de Mestre em Engenharia Informática e de Computadores
Resumo:
Renewable energy sources (RES) have unique characteristics that grant them preference in energy and environmental policies. However, considering that the renewable resources are barely controllable and sometimes unpredictable, some challenges are faced when integrating high shares of renewable sources in power systems. In order to mitigate this problem, this paper presents a decision-making methodology regarding renewable investments. The model computes the optimal renewable generation mix from different available technologies (hydro, wind and photovoltaic) that integrates a given share of renewable sources, minimizing residual demand variability, therefore stabilizing the thermal power generation. The model also includes a spatial optimization of wind farms in order to identify the best distribution of wind capacity. This methodology is applied to the Portuguese power system.
Resumo:
Renewable energy sources (RES) have unique characteristics that grant them preference in energy and environmental policies. However, considering that the renewable resources are barely controllable and sometimes unpredictable, some challenges are faced when integrating high shares of renewable sources in power systems. In order to mitigate this problem, this paper presents a decision-making methodology regarding renewable investments. The model computes the optimal renewable generation mix from different available technologies (hydro, wind and photovoltaic) that integrates a given share of renewable sources, minimizing residual demand variability, therefore stabilizing the thermal power generation. The model also includes a spatial optimization of wind farms in order to identify the best distribution of wind capacity. This methodology is applied to the Portuguese power system.
Resumo:
We investigate the origin of ferromagnetism induced in thin-film (similar to 20 nm) Fe-V alloys by their irradiation with subpicosecond laser pulses. We find with Rutherford backscattering that the magnetic modifications follow a thermally stimulated process of diffusion decomposition, with formation of a-few-nm-thick Fe enriched layer inside the film. Surprisingly, similar transformations in the samples were also found after their long-time (similar to 10(3) s) thermal annealing. However, the laser action provides much higher diffusion coefficients (similar to 4 orders of magnitude) than those obtained under standard heat treatments. We get a hint that this ultrafast diffusion decomposition occurs in the metallic glassy state achievable in laser-quenched samples. This vitrification is thought to be a prerequisite for the laser-induced onset of ferromagnetism that we observe. 2014 Elsevier B.V. All rights reserved.