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

Constructing the National Canon in Ireland and Macedonia: The Function of Folklore in the Plays The Countess Cathleen and The Land of Heart’s Desire by William Butler Yeats, and Proud Flesh and The Black Hole by Goran Stefanovski and Their Role in Strengthening National Identity

Erasmus Mundus Masters “Crossways in European Humanities” June 2011

Efectividade de um programa de exercício aquático na osteoartrose do joelho

RESUMO: A osteoartrose do joelho é uma condição clínica cuja prevalência tem aumentado nos últimos anos na população idosa. Trata-se de uma condição que pode ser bastante incapacitante para o idoso, gerando um forte impacto social e económico. O exercício aquático tem sido identificado como um factor de promoção da melhoria do quadro clínico nesta população, mas a sua efectividade não está, ainda, determinada. Objectivo: investigar a efectividade, a curto e médio prazo, de um programa de exercício aquático, realizado em grupo, com a duração de 8 semanas, na amplitude articular, dor e rigidez do joelho, e na função física e qualidade de vida, em idosos com osteoartrose do joelho. Metodologia: Recorreu-se a um estudo quase-experimental, double-blind, controlado, sem aleatorização, cuja amostra, constituída por 43 sujeitos, foi selecionada por conveniência. Os sujeitos do grupo experimental (n=22) foram submetidos ao programa de exercício aquático e os do grupo de controlo (n=21) foram submetidos ao programa de exercício no solo. Ambos os programas foram definidos de acordo com as recomendações internacionais para a prática de exercício físico em idosos com osteoartrose (Arthritis Foundation, 2009a, 2009b). Todo o grupo foi avaliado no início do programa, no final do mesmo (8 semanas) e após 6 semanas de follow-up, nos seguintes indicadores: amplitude articular do joelho (através do goniómetro), dor, rigidez, função e qualidade de vida (através do KOOS). Resultados: A amostra deste estudo foi constituída por sujeitos maioritariamente do género feminino (76,7%), com uma média de 72,7 anos (DP=5,49). O programa de exercício aquático implementado demonstrou um aumento da amplitude articular passiva de flexão (p<0,0001) e extensão (p=0,016) do joelho, uma diminuição da dor e da rigidez articular (p<0,0001), um aumento da função nas AVD’s (p<0,0001) e no desporto/lazer (p=0,031), e ainda, um aumento da qualidade de vida (p<0,0001). Contudo, apenas os níveis de amplitude articular passiva de extensão do joelho (p=0,083) e de função no desporto/lazer (p=0,244) se mantiveram ao longo das seis semanas de follow-up. Conclusões: Apesar de algumas limitações, considera-se que este estudo é de grande importância para a comunidade científica e para os fisioterapeutas preocupados com a crescente prevalência da osteoartrose e dos custos associados. O exercício aquático parece ser uma estratégia importante na melhoria do estado de saúde dos idosos com osteoartrose do joelho.----------------- ABSTRACT: The osteoarthritis of the knee is a clinical condition that has been increasing among the elderly population over the past few years. It’s a condition that can be fairly disabling to the elderly individual, and which generates a strong social and economic impact. Aquatic exercise has been named as a promotional factor in the improvement of the clinical picture in this population, but its effectiveness is yet to be determined. Objective: To investigate the effectiveness, in a short and medium term, of an aquatic exercise program undertaken by a group over eight weeks, in the joint amplitude, pain and stiffness of the knee, and in the physical function and quality of life in elderly people who suffer from knee osteoarthritis. Methodology: was used a double-blind, quasi-experimental study with no randomization and its 43 subjects were selected as a matter of convenience. The subjects of the experimental group (n=22) were subjected to an aquatic exercise program and those of the control group (n=21) were subjected to a land-based exercise program. Both programs have followed international recommendations on the practice of physical exercise in elderly people who suffer from osteoarthritis (Arthritis Foundation, 2009a, 2009b). The entire group was evaluated in the beginning and at the end of the program (8 weeks later), and after a 6 week follow-up, in these parameters: knee range of motion (through a goniometer), pain, stiffness, function and quality of life (through KOOS). Results: This sample was predominantly female (76,7%) with a mean age of 72,7 years (SD=5,49). Aquatic exercise resulted in increase of passive joint flexion (p<0,0001) and knee extension (p=0,016), in the decline of pain and stiffness (p<0,0001), in the increase of function in the ADLs (p<0,0001). However, only the knee extension amplitude (p=0,083) and the function in sports/leisure (p=0,244) were kept through the six-week follow-up. Conclusions: Despite some limitations, this study is of great importance to the community and to the physiotherapists concerned with the growing prevalence of osteoarthritis and the associated costs. Aquatic exercise appears to be an important strategy in the improvement of the health condition of patients who suffer from knee osteoarthritis.

Imagens que falam em palavras. O picture book enquanto género editorial

Dissertação apresentadas para cumprimento dos requisitos necessários à obtenção do grau de Mestre em Edição de texto

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.