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.

A score test for non-nested hypotheses with applications to discrete data models

This paper suggests that a convenient score test against non-nested alternatives can be constructed from the linear combination of the likelihood functions of the competing models. It is shown that this procedure is essentially a test for the correct specification of the conditional distribution of the variable of interest.

Tuple-based morphisms for interoperability establishment of financial information models

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Electrotécnica e Computadores

In situ measured cross section geometry of old timber structures and its influence on structural safety

Old timber structures may show significant variation in the cross section geometry along the same element, as a result of both construction methods and deterioration. As consequence, the definition of the geometric parameters in situ may be both time consuming and costly. This work presents the results of inspections carried out in different timber structures. Based on the obtained results, different simplified geometric models are proposed in order to efficiently model the geometry variations found. Probabilistic modelling techniques are also used to define safety parameters of existing timber structures, when subjected to dead and live loads, namely self-weight and wind actions. The parameters of the models have been defined as probabilistic variables, and safety of a selected case study was assessed using the Monte Carlo simulation technique. Assuming a target reliability index, a model was defined for both the residual cross section and the time dependent deterioration evolution. As a consequence, it was possible to compute probabilities of failure and reliability indices, as well as, time evolution deterioration curves for this structure. The results obtained provide a proposal for definition of the cross section geometric parameters of existing timber structures with different levels of decay, using a simplified probabilistic geometry model and considering a remaining capacity factor for the decayed areas. This model can be used for assessing the safety of the structure at present and for predicting future performance.

Landslide susceptibility assessment in Karanganyar regency - Indonesia - Comparison of knowledge-based and Data-driven Models

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

The significance of Traveler's Route Knowledge for Choice of commuting mode of transport

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

Algorithm for the Parkinson’s disease behavioural models characterization using a biosensor

Dissertação para obtenção do Grau de Mestre em Engenharia Biomédica

Development of novel human cellular models for neurotoxicity studies

Dissertation to obtain master degree in Genética Molecular e Biomedicina

Probabilistic constraint reasoning

Dissertação apresentada para obtenção do Grau de Doutor em Engenharia Informática, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

Analysis of mental health service financial models with a particular emphasis of Ireland

ABSTRACT: Financing is a critical factor in ensuring the optimal development and delivery of a mental health system. The primary method of financing worldwide is tax-based. However many low income countries depend on out-of-pocket payments. There is a report on Irish Health Care funding but none that deals exclusively with mental health care. This paper analyses the various financial models that exist globally with respect to financing the mental health sector, examines the impact of various models on service users, especially in terms of relative ‘financial burden’ and provides a more detailed examination of the current mental health funding situation in Ireland After extensive internet and hardcopy research on the above topics, the findings were analysed and a number of recommendations were reached. Mental health service should be free at the point of delivery to achieve universal coverage. Government tax-based funding or mandatory social insurance with government top-ups, as required, appears the optimal option, although there is no one funding system applicable everywhere. Out-of-pocket funding can create a crippling financial burden for service users. It is important to employ improved revenue collection systems, eliminate waste, provide equitable resource distribution, ring fence mental health funding and cap the number of visits, where necessary. Political, economic, social and cultural factors play a role in funding decisions and this can be clearly seen in the context of the current economic recession in Ireland. Only 33% of the Irish population has access to free public health care and the number health insurance policy holders has dramatically declined, resulting in increased out-of-pocket payments. This approach risks negatively impacting on the social determinants of health, increasing health inequalities and negatively affecting economic productivity. It is therefore important the Irish government examines other options to provide funding for mental health services.

Empirical models for quantification of machining damage in composite materials

Dissertação para obtenção do Grau de Doutor em Engenharia Mecânica

Derivation and consistency checking of models in early software product line engineering

Dissertação para obtenção do Grau de Doutor em Engenharia Informática

Business models in the portuguese football clubs

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

How bank business models relate with risk?: The case of Portugal in times of financial crisis

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

A random access MAC protocol for MPR satellite networks

Dissertação apresentada para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia