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.

Part I : Comparing derivatization methods for amino acids – one and two-step procedures using gas chromatography – flame ion detector (GC-FID) Part II: Story of an icon from its execution until its conservation

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Conservação e Restauro

ECG wave detector and delineation with wavelets

Proceedings of the International Conference on Computational Intelligence in Medicine Healthcare, CIMED 2005, Costa da Caparica, June 29 - July 1, 2005

Advanced instrumentation for superheated liquid detectors in dark matter searches

Dissertação para obtenção do Grau de Doutor em Engenharia Física

Towards cryogenic liquid –vapor energy storage units for space applications

Dissertation to obtain the Doctoral degree in Physics Engineering

Amorphous silicon e 3D sensors applied to object detection

Nowadays, existing 3D scanning cameras and microscopes in the market use digital or discrete sensors, such as CCDs or CMOS for object detection applications. However, these combined systems are not fast enough for some application scenarios since they require large data processing resources and can be cumbersome. Thereby, there is a clear interest in exploring the possibilities and performances of analogue sensors such as arrays of position sensitive detectors with the final goal of integrating them in 3D scanning cameras or microscopes for object detection purposes. The work performed in this thesis deals with the implementation of prototype systems in order to explore the application of object detection using amorphous silicon position sensors of 32 and 128 lines which were produced in the clean room at CENIMAT-CEMOP. During the first phase of this work, the fabrication and the study of the static and dynamic specifications of the sensors as well as their conditioning in relation to the existing scientific and technological knowledge became a starting point. Subsequently, relevant data acquisition and suitable signal processing electronics were assembled. Various prototypes were developed for the 32 and 128 array PSD sensors. Appropriate optical solutions were integrated to work together with the constructed prototypes, allowing the required experiments to be carried out and allowing the achievement of the results presented in this thesis. All control, data acquisition and 3D rendering platform software was implemented for the existing systems. All these components were combined together to form several integrated systems for the 32 and 128 line PSD 3D sensors. The performance of the 32 PSD array sensor and system was evaluated for machine vision applications such as for example 3D object rendering as well as for microscopy applications such as for example micro object movement detection. Trials were also performed involving the 128 array PSD sensor systems. Sensor channel non-linearities of approximately 4 to 7% were obtained. Overall results obtained show the possibility of using a linear array of 32/128 1D line sensors based on the amorphous silicon technology to render 3D profiles of objects. The system and setup presented allows 3D rendering at high speeds and at high frame rates. The minimum detail or gap that can be detected by the sensor system is approximately 350 μm when using this current setup. It is also possible to render an object in 3D within a scanning angle range of 15º to 85º and identify its real height as a function of the scanning angle and the image displacement distance on the sensor. Simple and not so simple objects, such as a rubber and a plastic fork, can be rendered in 3D properly and accurately also at high resolution, using this sensor and system platform. The nip structure sensor system can detect primary and even derived colors of objects by a proper adjustment of the integration time of the system and by combining white, red, green and blue (RGB) light sources. A mean colorimetric error of 25.7 was obtained. It is also possible to detect the movement of micrometer objects using the 32 PSD sensor system. This kind of setup offers the possibility to detect if a micro object is moving, what are its dimensions and what is its position in two dimensions, even at high speeds. Results show a non-linearity of about 3% and a spatial resolution of < 2µm.

Nanostructuring silicon probes via electrodeposition: characterization of electrode coatings for acute in vivo neural recordings

Understanding how the brain works will require tools capable of measuring neuron elec-trical activity at a network scale. However, considerable progress is still necessary to reliably increase the number of neurons that are recorded and identified simultaneously with existing mi-croelectrode arrays. This project aims to evaluate how different materials can modify the effi-ciency of signal transfer from the neural tissue to the electrode. Therefore, various coating materials (gold, PEDOT, tungsten oxide and carbon nano-tubes) are characterized in terms of their underlying electrochemical processes and recording ef-ficacy. Iridium electrodes (177-706 μm2) are coated using galvanostatic deposition under different charge densities. By performing electrochemical impedance spectroscopy in phosphate buffered saline it is determined that the impedance modulus at 1 kHz depends on the coating material and decreased up to a maximum of two orders of magnitude for PEDOT (from 1 MΩ to 25 kΩ). The electrodes are furthermore characterized by cyclic voltammetry showing that charge storage capacity is im-proved by one order of magnitude reaching a maximum of 84.1 mC/cm2 for the PEDOT: gold nanoparticles composite (38 times the capacity of the pristine). Neural recording of spontaneous activity within the cortex was performed in anesthetized rodents to evaluate electrode coating performance.

Design, implementation, and performance of a distributed and scalable sensor system for critical distance measurements in the CMS detector at LHC

The “CMS Safety Closing Sensors System” (SCSS, or CSS for brevity) is a remote monitoring system design to control safety clearance and tight mechanical movements of parts of the CMS detector, especially during CMS assembly phases. We present the different systems that makes SCSS: its sensor technologies, the readout system, the data acquisition and control software. We also report on calibration and installation details, which determine the resolution and limits of the system. We present as well our experience from the operation of the system and the analysis of the data collected since 2008. Special emphasis is given to study positioning reproducibility during detector assembly and understanding how the magnetic fields influence the detector structure.

Antioxidant extraction process for Andean Oca by a photodiode array detector using response surface methodology

Application of Experimental Design techniques has proven to be essential in various research fields, due to its statistical capability of processing the effect of interactions among independent variables, known as factors, in a system’s response. Advantages of this methodology can be summarized in more resource and time efficient experimentations while providing more accurate results. This research emphasizes the quantification of 4 antioxidants extraction, at two different concentration, prepared according to an experimental procedure and measured by a Photodiode Array Detector. Experimental planning was made following a Central Composite Design, which is a type of DoE that allows to consider the quadratic component in Response Surfaces, a component that includes pure curvature studies on the model produced. This work was executed with the intention of analyzing responses, peak areas obtained from chromatograms plotted by the Detector’s system, and comprehending if the factors considered – acquired from an extensive literary review – produced the expected effect in response. Completion of this work will allow to take conclusions regarding what factors should be considered for the optimization studies of antioxidants extraction in a Oca (Oxalis tuberosa) matrix.

Improving silicon probe performance through layer-by-layer coating

Fully comprehending brain function, as the scale of neural networks, will only be possi-ble with the development of tools by micro and nanofabrication. Regarding specifically silicon microelectrodes arrays, a significant improvement in long-term performance of these implants is essential. This project aims to create a silicon microelectrode coating that provides high-quality electrical recordings, while limiting the inflammatory response of chronic implants. To this purpose, a combined chitosan and gold nanoparticles coating was produced allied with electrodes modification by electrodeposition with PEDOT/PSS in order to reduce the im-pedance at 1kHz. Using a dip-coating mechanism, the silicon probe was coated and then charac-terized both morphologically and electrochemically, with focus on the stability of post-surgery performance in anesthetized rodents. Since not only the inflammatory response analysis is vital, the electrodes recording degradation over time was also studied. The produced film presented a thickness of approximately 50 μm that led to an increase of impedance of less than 20 kΩ in average. On a 3 week chronic implant, the impedance in-crease on the coated probe was of 641 kΩ, compared with 2.4 MΩ obtained for the uncoated probe. The inflammatory response was also significantly reduced due to the biocompatible film as proved by histological tests.

Reconfigurable photonic logic architecture

The amorphous silicon photo-sensor studied in this thesis, is a double pin structure (p(a-SiC:H)-i’(a-SiC:H)-n(a-SiC:H)-p(a-SiC:H)-i(a-Si:H)-n(a-Si:H)) sandwiched between two transparent contacts deposited over transparent glass thus with the possibility of illumination on both sides, responding to wave-lengths from the ultra-violet, visible to the near infrared range. The frontal il-lumination surface, glass side, is used for light signal inputs. Both surfaces are used for optical bias, which changes the dynamic characteristics of the photo-sensor resulting in different outputs for the same input. Experimental studies were made with the photo-sensor to evaluate its applicability in multiplexing and demultiplexing several data communication channels. The digital light sig-nal was defined to implement simple logical operations like the NOT, AND, OR, and complex like the XOR, MAJ, full-adder and memory effect. A pro-grammable pattern emission system was built and also those for the validation and recovery of the obtained signals. This photo-sensor has applications in op-tical communications with several wavelengths, as a wavelength detector and to execute directly logical operations over digital light input signals.