A new least-squares approach to differintegration modeling

Signal Processing, Vol. 86, nº 10

Diffusional kurtosis imaging using a fast heuristic constrained linear least squares algorithm: a plugin for OsiriX

Diffusion Kurtosis Imaging (DKI) is a fairly new magnetic resonance imag-ing (MRI) technique that tackles the non-gaussian motion of water in biological tissues by taking into account the restrictions imposed by tissue microstructure, which are not considered in Diffusion Tensor Imaging (DTI), where the water diffusion is considered purely gaussian. As a result DKI provides more accurate information on biological structures and is able to detect important abnormalities which are not visible in standard DTI analysis. This work regards the development of a tool for DKI computation to be implemented as an OsiriX plugin. Thus, as OsiriX runs under Mac OS X, the pro-gram is written in Objective-C and also makes use of Apple’s Cocoa framework. The whole program is developed in the Xcode integrated development environ-ment (IDE). The plugin implements a fast heuristic constrained linear least squares al-gorithm (CLLS-H) for estimating the diffusion and kurtosis tensors, and offers the user the possibility to choose which maps are to be generated for not only standard DTI quantities such as Mean Diffusion (MD), Radial Diffusion (RD), Axial Diffusion (AD) and Fractional Anisotropy (FA), but also DKI metrics, Mean Kurtosis (MK), Radial Kurtosis (RK) and Axial Kurtosis (AK).The plugin was subjected to both a qualitative and a semi-quantitative analysis which yielded convincing results. A more accurate validation pro-cess is still being developed, after which, and with some few minor adjust-ments the plugin shall become a valid option for DKI computation

Brownian motion with drift threshold model

In this thesis we implement estimating procedures in order to estimate threshold parameters for the continuous time threshold models driven by stochastic di®erential equations. The ¯rst procedure is based on the EM (expectation-maximization) algorithm applied to the threshold model built from the Brownian motion with drift process. The second procedure mimics one of the fundamental ideas in the estimation of the thresholds in time series context, that is, conditional least squares estimation. We implement this procedure not only for the threshold model built from the Brownian motion with drift process but also for more generic models as the ones built from the geometric Brownian motion or the Ornstein-Uhlenbeck process. Both procedures are implemented for simu- lated data and the least squares estimation procedure is also implemented for real data of daily prices from a set of international funds. The ¯rst fund is the PF-European Sus- tainable Equities-R fund from the Pictet Funds company and the second is the Parvest Europe Dynamic Growth fund from the BNP Paribas company. The data for both funds are daily prices from the year 2004. The last fund to be considered is the Converging Europe Bond fund from the Schroder company and the data are daily prices from the year 2005.

Modelação estatística das co-infecções da SIDA em países da União Europeia

Dissertação apresentada para obtenção do Grau de Doutor em Matemática, especialidade de Estatística, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

Extremum estimators and stochastic optimization methods

Submitted in partial fulfillment for the Requirements for the Degree of PhD in Mathematics, in the Speciality of Statistics in the Faculdade de Ciências e Tecnologia

Investigating the use of dasymetric techniques for assessing employment containment in Melbourne, Australia

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

Factorization of elliptic boundary value problems by invariant embedding and application to overdetermined problems

Dissertação para obtenção do Grau de Doutor em Matemática

Determinantes da satisfação dos estudantes de primeiro ciclo de estudos na Universidade Nova de Lisboa

Trabalho de Projeto apresentado como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação

Three essays on the term structure of interest rates

A PhD Dissertation, presented as part of the requirements for the Degree of Doctor of Philosophy from the NOVA - School of Business and Economics

Humor impresso: cultura e política em O Espreitador do Mundo Novo

The aim of this paper is to identify, analyse and question the expressions of humour in O Espreitador do Mundo Novo, a monthly periodical published by José Daniel Rodrigues da Costa throughout 1802. It is a chapter of a PhD thesis in History and Theory of Ideas with the title “Correcting by laughter. Humour in Portuguese periodical press 1797-1834”. Positing humour as a social and cultural phenomenon, it is regarded here in a broad sense, comprehending wit, joke, ridicule, satire, jest, mockery, facetiousness or irony, displayed with recourse to various figures of speech. This interdisciplinary work intends listing and researching the themes and issues of the periodical and its targets, namely the social, age or gender stereotypes and to acknowledge its political stances. Another main purpose of this paper is to assess the role of humour as expressed in the printed periodical as a political and social weapon, criticizing ways (and which ways) and/or fashions, often ridiculing novelty just for being new in order to maintain the statu quo, and to establish in which senses humour was used in the context of late Ancien Régime and early liberalism culture. The humour of O Espreitador has also played a part in framing a public sphere in early nineteenth-century Portugal, as can be seen by the different “stages” and backgrounds where the monthly installments of the periodical take place: squares, coffee houses, fairgrounds, private houses, jailhouses, churches, public promenades, pilgrimages, bullfights, parties, the opera house – each of them a space of sociability and socialization. In this one, as in other periodicals of the time, printed humour stands at the crossroads of politics and culture, in spaces boldly widening before the reader. Albeit, there are quite a few loud silences in O Espreitador: not even the slightest remark to the church, the clergy or the Inquisition, only reverential references to the established order and the powers that be. The periodical criticizes the criticizers; it is against those who are against. The repeated disclaimers are intended not only to protect the author from libel suits or other litigation. They belong to a centuries-old tradition which, as early as the Middle Ages, has set apart escárnio (scorn) from maldizer (slander): José Daniel Rodrigues da Costa distinguishes satire from rebuking vice – a “cheerful criticism” forerunner of the ironic humour which was to become a trademark of Portuguese literature in the second half of the nineteenth century. Targeting those who deviate from the social norm (for example social climbers and older women who marry young men) or the followers of fashion (sometimes specifically “French fashion”), O Espreitador charges at liberal and progressive ideas. It ridicules the ways of the “New World” in order to perpetuate an idealized version of the “Old World”. Notwithstanding two exceptions – it condemns racism and bullfighting –, the humour of O Espreitador is conservative and conformist from a social and political standpoint.

Desenvolvimento de métodos de espetroscopia NIR. Quantificação de grupos hidróxilo em polímeros

O objetivo deste estudo é o desenvolvimento e validação de métodos espectroscópicos (espectroscopia NIR) que possam vir a substituir os métodos químicos convencionais, para quantificação de grupos hidróxilo em resinas alquídicas. As resinas alquídicas estudadas neste trabalho são normalmente utilizadas em sistemas de revestimento de dois componentes, em que os seus grupos hidróxilo reagem com pré-polímeros de isocianato para formar revestimentos de alta dureza. Por este motivo e por questões processuais ligadas à estequiometria da reação existente na aplicação referida, é extremamente importante a quantificação destes grupos. O método mais comum de quantificação de grupos hidróxilo é conhecido como método de titulação. Este é um método demorado, pois cada medição implica um procedimento experimental de cerca de duas horas, para além de ser muito dispendioso, a nível económico. Foram estudadas as influências da temperatura, heterogeneidade e nível de enchimento da célula na recolha do espectro. As conclusões dos estudos mencionados levaram à fixação de um tempo ideal de permanência da célula dentro da câmara do espectrofotómetro antes da medição do espectro. Para além disto, conclui-se que para lotes standard, a heterogeneidade não é uma variável significativa. O nível da célula deve ser mantido constante. Os métodos desenvolvidos, baseados na norma de qualidade ISO 15063:2011, foram construídos a partir de algoritmos de Partial Least Squares Regression (PLS), utilizando um equipamento NIRVIS, Büchi©. Foram obtidos bons coeficientes de regressão linear para a Resina A (R2>0,9). Quanto aos restantes resultados, estes indicam a possibilidade de aplicação em resinas do mesmo tipo. Este método proporciona resultados 8 vezes mais rápidos e com custos em material que representam 1% do método standard.

Desenvolvimento de métodos de espetroscopia NIR. Quantificação de grupos hidróxilo em polímeros

O objetivo deste estudo é o desenvolvimento e validação de métodos espectroscópicos (espectroscopia NIR) que possam vir a substituir os métodos químicos convencionais, para quantificação de grupos hidróxilo em resinas alquídicas. As resinas alquídicas estudadas neste trabalho são normalmente utilizadas em sistemas de revestimento de dois componentes, em que os seus grupos hidróxilo reagem com pré-polímeros de isocianato para formar revestimentos de alta dureza. Por este motivo e por questões processuais ligadas à estequiometria da reação existente na aplicação referida, é extremamente importante a quantificação destes grupos. O método mais comum de quantificação de grupos hidróxilo é conhecido como método de titulação. Este é um método demorado, pois cada medição implica um procedimento experimental de cerca de duas horas, para além de ser muito dispendioso, a nível económico. Foram estudadas as influências da temperatura, heterogeneidade e nível de enchimento da célula na recolha do espectro. As conclusões dos estudos mencionados levaram à fixação de um tempo ideal de permanência da célula dentro da câmara do espectrofotómetro antes da medição do espectro. Para além disto, conclui-se que para lotes standard, a heterogeneidade não é uma variável significativa. O nível da célula deve ser mantido constante. Os métodos desenvolvidos, baseados na norma de qualidade ISO 15063:2011, foram construídos a partir de algoritmos de Partial Least Squares Regression (PLS), utilizando um equipamento NIRVIS, Büchi©. Foram obtidos bons coeficientes de regressão linear para a Resina A (R2>0,9). Quanto aos restantes resultados, estes indicam a possibilidade de aplicação em resinas do mesmo tipo. Este método proporciona resultados 8 vezes mais rápidos e com custos em material que representam 1% do método standard.

Context-based identification of energy consumption in industrial plants

Nowadays, reducing energy consumption is one of the highest priorities and biggest challenges faced worldwide and in particular in the industrial sector. Given the increasing trend of consumption and the current economical crisis, identifying cost reductions on the most energy-intensive sectors has become one of the main concerns among companies and researchers. Particularly in industrial environments, energy consumption is affected by several factors, namely production factors(e.g. equipments), human (e.g. operators experience), environmental (e.g. temperature), among others, which influence the way of how energy is used across the plant. Therefore, several approaches for identifying consumption causes have been suggested and discussed. However, the existing methods only provide guidelines for energy consumption and have shown difficulties in explaining certain energy consumption patterns due to the lack of structure to incorporate context influence, hence are not able to track down the causes of consumption to a process level, where optimization measures can actually take place. This dissertation proposes a new approach to tackle this issue, by on-line estimation of context-based energy consumption models, which are able to map operating context to consumption patterns. Context identification is performed by regression tree algorithms. Energy consumption estimation is achieved by means of a multi-model architecture using multiple RLS algorithms, locally estimated for each operating context. Lastly, the proposed approach is applied to a real cement plant grinding circuit. Experimental results prove the viability of the overall system, regarding both automatic context identification and energy consumption estimation.

The use of analytical hierarchy process in spatial decision support system for land use management

Geographic information systems give us the possibility to analyze, produce, and edit geographic information. Furthermore, these systems fall short on the analysis and support of complex spatial problems. Therefore, when a spatial problem, like land use management, requires a multi-criteria perspective, multi-criteria decision analysis is placed into spatial decision support systems. The analytic hierarchy process is one of many multi-criteria decision analysis methods that can be used to support these complex problems. Using its capabilities we try to develop a spatial decision support system, to help land use management. Land use management can undertake a broad spectrum of spatial decision problems. The developed decision support system had to accept as input, various formats and types of data, raster or vector format, and the vector could be polygon line or point type. The support system was designed to perform its analysis for the Zambezi river Valley in Mozambique, the study area. The possible solutions for the emerging problems had to cover the entire region. This required the system to process large sets of data, and constantly adjust to new problems’ needs. The developed decision support system, is able to process thousands of alternatives using the analytical hierarchy process, and produce an output suitability map for the problems faced.

Mobile image processing to support educational geometry games

The mobile IT era is here, it is still growing and expanding at a steady rate and, most of all, it is entertaining. Mobile devices are used for entertainment, whether social through the so-called social networks, or private through web browsing, video watching or gaming. Youngsters make heavy use of these devices, and even small children show impressive adaptability and skill. However not much attention is directed towards education, especially in the case of young children. Too much time is usually spent in games which only purpose is to keep children entertained, time that could be put to better use such as developing elementary geometric notions. Taking advantage of this pocket computer scenario, it is proposed an application geared towards small children in the 6 – 9 age group that allows them to consolidate knowledge regarding geometric shapes, forming a stepping stone that leads to some fundamental mathematical knowledge to be exercised later on. To achieve this goal, the application will detect simple geometric shapes like squares, circles and triangles using the device’s camera. The novelty of this application will be a core real-time detection system designed and developed from the ground up for mobile devices, taking into account their characteristic limitations such as reduced processing power, memory and battery. User feedback was be gathered, aggregated and studied to assess the educational factor of the application.