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.

On the relation between the fractional Brownian motion and the fractional derivatives

Physics Letters A, vol. 372; Issue 7

A fractional linear system view of the fractional brownian motion

Nonlinear Dynamics, Vol. 38

Dealing with frame imperfections in a business survey: an empirical study using without replacement bootstrap

This paper approaches issues related to frame problems and nonresponse in surveys. These nonsampling errors affect the accuracy of the estimates whereas the estimators became biased and less precise. We analyse some estimation methods that deal with those problems and give an especial focus to post-stratification procedures.

Evaluation of Spatial interpolation techniques for mapping climate variables with low sample density: a case study using a new gridded dataset of Bangladesh

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

Tech Frame: Integrative work project in strategy

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

An application of reliability-based robustness assessment of steel moment resisting frame structures under post-mainshock cascading events

The paper presented herein proposes a reliability-based framework for quantifying the structural robustness considering the occurrence of a major earthquake (mainshock) and subsequent cascading hazard events, such as aftershocks that are triggered by the mainshock. These events can significantly increase the probability of failure of buildings, especially for structures that are damaged during the mainshock. The application of the proposed framework is exemplified through three numerical case studies. The case studies correspond to three SAC steel moment frame buildings of 3-, 9-, and 20- stories, which were designed to pre-Northridge codes and standards. Twodimensional nonlinear finite element models of the buildings are developed using the Open System for Earthquake Engineering Simulation framework (OpenSees), using a finite-length plastic hinge beam model and a bilinear constitutive law with deterioration, and are subjected to multiple mainshock-aftershock seismic sequences. For the three buildings analyzed herein, it is shown that the structural reliability under a single seismic event can be significantly different from that under a sequence of seismic events. The reliability-based robustness indicator used shows that the structural robustness is influenced by the extent by which a structure can distribute damage.

Ground truth determination for segmentation of tomographic volumes using interpolation

Dissertação para obtenção do Grau de Mestre em Engenharia Biomédica

Range of motion measurements based on depth camera for clinical rehabilitation

Dissertação para obtenção do Grau de Mestre em Engenharia Biomédica

A framework for developing motion-based games

Dissertação para obtenção do Grau de Mestre em Engenharia Informática

UAV - based imagery processing using structure from motion and remote sensing technology

With the recent advances in technology and miniaturization of devices such as GPS or IMU, Unmanned Aerial Vehicles became a feasible platform for a Remote Sensing applications. The use of UAVs compared to the conventional aerial platforms provides a set of advantages such as higher spatial resolution of the derived products. UAV - based imagery obtained by a user grade cameras introduces a set of problems which have to be solved, e. g. rotational or angular differences or unknown or insufficiently precise IO and EO camera parameters. In this work, UAV - based imagery of RGB and CIR type was processed using two different workflows based on PhotoScan and VisualSfM software solutions resulting in the DSM and orthophoto products. Feature detection and matching parameters influence on the result quality as well as a processing time was examined and the optimal parameter setup was presented. Products of the both workflows were compared in terms of a quality and a spatial accuracy. Both workflows were compared by presenting the processing times and quality of the results. Finally, the obtained products were used in order to demonstrate vegetation classification. Contribution of the IHS transformations was examined with respect to the classification accuracy.

Prospective system analysis of stationary battery systems under the frame of Constructive Technology Assessment

Based on the report for the unit “Project IV” of the PhD programme on Technology Assessment under the supervision of Dr.-Ing. Marcel Weil and Prof. Dr. António Brandão Moniz. The report was presented and discussed at the Doctorate Conference on Technologogy Assessment in July 2013 at the University Nova Lisboa, Caparica campus.

Analysis and treatment of a nineteenth century portrait, study of Artsorb® and a proposal for a microclimate frame

The present work is divided in two parts: Part 1 is focused on the analysis and treatment of a 19th century portrait of Domingos Affonso, which belongs to the Ecomuseu Municipal do Seixal; and Part 2, which is entitled “The Microclimate Frame Project” is focused on the study of Artsorb® and on the planning of a microclimate frame for the painting. In Part 1, a study of the painting’s materials was performed using complementary analytical techniques and the painting’s condition was carefully evaluated. The painting exhibited signs of mould growth, and a more detailed investigation was made of this topic to understand if the fungal community was active and if it represented a real danger to the painting. A treatment was proposed, appropriate to the painting’s condition. A description of the treatment carried out, comprising the treatment options, is also present in this section. Within the study of the microclimate frame, in Part 2, the study of the potential corrosiveness of Artsorb® was a central subject. Artsorb® sheets are one of the most widely used materials for buffering relative humidity fluctuations in microclimate frames and its reported excellent performance is enhanced by its availability in lightweight sheets that can be easily placed inside microclimate frames. However, concerns have arisen regarding the presence of the corrosive salt lithium chloride in the composition of this buffer. Consequently, the present work also aimed to understand the potential risks of using Artsorb® and the possibility of avoiding exposure of lithium chloride to the artworks through the use of Tyvek®. Results from the preliminary tests seem to indicate that Artsorb® releases lithium chloride into air. This study also showed that a Tyvek® cover over Artsorb® reduces but does not eliminate evidence of chlorine contamination, and it significantly reduces the effectiveness of the buffering material. Considering that Artsorb® appears to be unsuitable due to the release of the corrosive salt, that Tyvek® was not efficient as a barrier for lithium chloride or as a permeable material to enable the proper functioning of Artsorb®, the buffering material proposed for the use in the microclimate frames is silica gel without indicator. Based on the choice of buffering material, as a result of this study, a microclimate frame is proposed.