Algorithms for time series clustering applied to biomedical signals

Thesis submitted in the fulfillment of the requirements for the Degree of Master in Biomedical Engineering

Time – intangible tangible –

Dissertação para obtenção do Grau de Mestre em Arte e Ciência do Vidro

Non-linear time series models

The last three decades have seen quite dramatic changes the way we modeled time dependent data. Linear processes have been in the center stage in modeling time series. As far as the second order properties are concerned, the theory and the methodology are very adequate.However, there are more and more evidences that linear models are not sufficiently flexible and rich enough for modeling purposes and that failure to account for non-linearities can be very misleading and have undesired consequences.

Parallel run-time for CO-OPN

Dissertação para obtenção do Grau de Mestre em Engenharia Informática

Time-of-flight secondary ion mass spectrometry: new application for urinary stones analysis

Dissertação para obtenção do Grau de Doutor em Engenharia Física

Homogneous time resolved fluorescence: a new technique for detection and quantifications of infliximab in autoimmune patients

RESUMO:As terapias biológicas revolucionaram o tratamento das doenças autoimunes nos últimos anos. Tipicamente têm como alvos mediadores importantes no mecanismo das doenças. Os antagonistas do fator de necrose tumoral-α (TNF-α) são um grupo de agentes biológicos muito prescrito, pois estão indicados no tratamento de doenças imuno-mediadas comuns, tais como artrite reumatoide, artrite idiopática juvenil, artrite psoriática, espondilite anquilosante, doença de Crohn e colite ulcerosa. Com o uso frequente de inibidores do TNF-α, tem-se tornado evidente que estes agentes têm um potencial imunogénico importante, que pode comprometer o prognóstico a longo prazo dos doentes cronicamente tratados. A produção de anticorpos anti-fármaco parece causar falência terapêutica secundária em muitos doentes. Um dos efeitos dos anticorpos anti-fármaco é o aumento da eliminação do fármaco. A eliminação do fármaco, por sua vez, varia entre indivíduos, refletindo diferentes perfis farmacocinéticos. A determinação dos níveis séricos mínimos do agente anti-TNF-α é assim muito informativa e pode auxiliar nas decisões terapêuticas. Contudo, os testes imunológicos para determinar as concentrações séricas do fármaco não estão facilmente disponíveis na prática clínica. De forma a investigar uma nova técnica potencialmente fidedigna e prática para a deteção e quantificação dos agentes biológicos anti-TNF-α, foi testada a técnica por HTRF (homogeneous time-resolved fluorescence resonance energy transfer) para a determinação de concentrações séricas de infliximab. Apesar de apresentar algumas limitações relacionadas com as condições de leitura da fluorescência, esta técnica provou obter resultados próximos das concentrações obtidas por ELISA (enzyme-linked immunosorbent assay) bridging. Adicionalmente, tem a vantagem de ser de execução muito mais fácil e rápida. Deste modo, a técnica por HTRF poderá ser otimizada e tornar-se uma valiosa ferramenta laboratorial para orientar as decisões terapêuticas em doentes autoimunes com falência da terapêutica anti-TNF-α.--------- ABSTRACT: Biologic therapies revolutionized the treatment of autoimmune diseases in the last years. Typically, they target important disease mediators. Tumor necrosis factor-alpha (TNF-α) antagonists constitute a very prescribed group of biologic agents as they are indicated for the treatment of common immune-mediated diseases, such as rheumatoid arthritis, juvenile idiopathic arthritis, psoriatic arthritis, ankylosing spondylitis, Crohn’s disease and ulcerative colitis. With the increasing use of TNF-α inhibitors it has been noticed that they have an important immunogenic potential that can compromise long-term outcomes in chronically treated patients. The production of anti-drug antibodies seems to cause secondary therapeutic failure in many patients. One of the effects of anti-drug antibodies is the enhancement of drug clearance. Drug clearance, in turn, varies among individuals, reflecting different pharmacokinetic profiles. Determination of serum anti-TNF-α drug trough levels is though very informative and could support treatment decisions. However, immunologic assays to determine drug serum concentrations are not readily available in clinical practice. In order to investigate a potentially reliable and practical new technique for detection and quantification of anti-TNF-α biologic agents, homogeneous time-resolved fluorescence resonance energy transfer (HTRF) technique was tested for determination of serum infliximab concentrations. Although presenting some limitations related with fluorescence reading conditions, this technique proved to give results close to the concentrations obtained by the widely used bridging enzyme-linked immunosorbent assay (ELISA). In addition, it has the advantage of being much easier and faster to perform. Thus, HTRF technique can be optimized and become a valuable laboratorial tool to guide treatment decisions in autoimmune patients with anti-TNF-α therapy failure.

Time diversity solutions to cope with lost packets

A dissertation submitted to Departamento de Engenharia Electrotécnica of Faculdade de Ciências e Tecnologia of Universidade Nova de Lisboa in partial fulfilment of the requirements for the degree of Doctor of Philosophy in Engenharia Electrotécnica e de Computadores

Patterns in financial markets: Dynamic time warping

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Economic analysis in health care regulation : three essays

ABSTRACT - It is the purpose of the present thesis to emphasize, through a series of examples, the need and value of appropriate pre-analysis of the impact of health care regulation. Specifically, the thesis presents three papers on the theme of regulation in different aspects of health care provision and financing. The first two consist of economic analyses of the impact of health care regulation and the third comprises the creation of an instrument for supporting economic analysis of health care regulation, namely in the field of evaluation of health care programs. The first paper develops a model of health plan competition and pricing in order to understand the dynamics of health plan entry and exit in the presence of switching costs and alternative health premium payment systems. We build an explicit model of death spirals, in which profitmaximizing competing health plans find it optimal to adopt a pattern of increasing relative prices culminating in health plan exit. We find the steady-state numerical solution for the price sequence and the plan’s optimal length of life through simulation and do some comparative statics. This allows us to show that using risk adjusted premiums and imposing price floors are effective at reducing death spirals and switching costs, while having employees pay a fixed share of the premium enhances death spirals and increases switching costs. Price regulation of pharmaceuticals is one of the cost control measures adopted by the Portuguese government, as in many European countries. When such regulation decreases the products’ real price over time, it may create an incentive for product turnover. Using panel data for the period of 1997 through 2003 on drug packages sold in Portuguese pharmacies, the second paper addresses the question of whether price control policies create an incentive for product withdrawal. Our work builds the product survival literature by accounting for unobservable product characteristics and heterogeneity among consumers when constructing quality, price control and competition indexes. These indexes are then used as covariates in a Cox proportional hazard model. We find that, indeed, price control measures increase the probability of exit, and that such effect is not verified in OTC market where no such price regulation measures exist. We also find quality to have a significant positive impact on product survival. In the third paper, we develop a microsimulation discrete events model (MSDEM) for costeffectiveness analysis of Human Immunodeficiency Virus treatment, simulating individual paths from antiretroviral therapy (ART) initiation to death. Four driving forces determine the course of events: CD4+ cell count, viral load resistance and adherence. A novel feature of the model with respect to the previous MSDEMs is that distributions of time to event depend on individuals’ characteristics and past history. Time to event was modeled using parametric survival analysis. Events modeled include: viral suppression, regimen switch due virological failure, regimen switch due to other reasons, resistance development, hospitalization, AIDS events, and death. Disease progression is structured according to therapy lines and the model is parameterized with cohort Portuguese observational data. An application of the model is presented comparing the cost-effectiveness ART initiation with two nucleoside analogue reverse transcriptase inhibitors (NRTI) plus one non-nucleoside reverse transcriptase inhibitor(NNRTI) to two NRTI plus boosted protease inhibitor (PI/r) in HIV- 1 infected individuals. We find 2NRTI+NNRTI to be a dominant strategy. Results predicted by the model reproduce those of the data used for parameterization and are in line with those published in the literature.

Going with the wind: The time for time-of-use tariffs

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Management from the NOVA – School of Business and Economics

Sonaecom, SGPS-SA: Time to face the challenges...as always

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

ARTiVIS Arts, real-time video and interactivity for sustainability

Dissertação para obtenção do Grau de Doutor em Media Digitais

Time series morphological analysis applied to biomedical signals events detection

Dissertation submitted in the fufillment of the requirements for the Degree of Master in Biomedical Engineering

Real-time labview assessment on adsorption systems

Dissertação para obtenção do Grau de Mestre em Engenharia Química e Bioquímica

Structural time series models and the Kalman filter: A concise review

The continued increase in availability of economic data in recent years and, more importantly, the possibility to construct larger frequency time series, have fostered the use (and development) of statistical and econometric techniques to treat them more accurately. This paper presents an exposition of structural time series models by which a time series can be decomposed as the sum of a trend, seasonal and irregular components. In addition to a detailled analysis of univariate speci fications we also address the SUTSE multivariate case and the issue of cointegration. Finally, the recursive estimation and smoothing by means of the Kalman filter algorithm is described taking into account its different stages, from initialisation to parameter s estimation.