Estimation and hypothesis testing in mixed linear models

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

Establishing a cell biology platform: isolation and preservation of human blood products

Dissertação para obtenção do Grau de Mestre em Genética Molecular e Biomedicina

Structural time series models and the Kalman filter: A concise review

The continued increase in availability of economic data in recent years and, more importantly, the possibility to construct larger frequency time series, have fostered the use (and development) of statistical and econometric techniques to treat them more accurately. This paper presents an exposition of structural time series models by which a time series can be decomposed as the sum of a trend, seasonal and irregular components. In addition to a detailled analysis of univariate speci fications we also address the SUTSE multivariate case and the issue of cointegration. Finally, the recursive estimation and smoothing by means of the Kalman filter algorithm is described taking into account its different stages, from initialisation to parameter s estimation.

Democracy and fertility

A Masters Thesis, presented as part of the requirements for the award of a Research Masters Degree in Economics from NOVA – School of Business and Economics

Return Migration, Self-Selection and Entrepreneurship in Mozambique

Does return migration affect entrepreneurship? This question has important implications for the debate on the economic development effects of migration for origin countries. The existing literature has, however, not addressed how the estimation of the impact of return migration on entrepreneurship is affected by double unobservable migrant self-selection, both at the initial outward migration and at the final inward return migration stages. This paper uses a representative household survey conducted in Mozambique in order to address this research question. We exploit variation provided by displacement caused by civil war in Mozambique, as well as social unrest and other shocks in migrant destination countries. The results lend support to negative unobservable self-selection at both and each of the initial and return stages of migration, which results in an under-estimation of the effects of return migration on entrepreneurial outcomes when using a ‘naïve’ estimator not controlling for self-selection. Indeed, ‘naïve’ estimates point to a 13 pp increase in the probability of owning a business when there is a return migrant in the household relative to non-migrants only, whereas excluding the double effect of unobservable self-selection, this effect becomes significantly larger - between 24 pp and 29 pp, depending on the method of estimation and source of variation used.

Data queries over heterogeneous sources

Dissertação para obtenção do Grau de Mestre em Engenharia Informática

Towards improving WEBSOM with multi-word expressions

Dissertação para obtenção do Grau de Mestre em Engenharia Informática

Interactive acquisition of spatial information from images for multimedia applications

Dissertação para obtenção do Grau de Doutor em Informática

Frequency-domain receiver design for doubly-selective channels

This work is devoted to the broadband wireless transmission techniques, which are serious candidates to be implemented in future broadband wireless and cellular systems, aiming at providing high and reliable data transmission and concomitantly high mobility. In order to cope with doubly-selective channels, receiver structures based on OFDM and SC-FDE block transmission techniques, are proposed, which allow cost-effective implementations, using FFT-based signal processing. The first subject to be addressed is the impact of the number of multipath components, and the diversity order, on the asymptotic performance of OFDM and SC-FDE, in uncoded and for different channel coding schemes. The obtained results show that the number of relevant separable multipath components is a key element that influences the performance of OFDM and SC-FDE schemes. Then, the improved estimation and detection performance of OFDM-based broadcasting systems, is introduced employing SFN (Single Frequency Network) operation. An initial coarse channel is obtained with resort to low-power training sequences estimation, and an iterative receiver with joint detection and channel estimation is presented. The achieved results have shown very good performance, close to that with perfect channel estimation. The next topic is related to SFN systems, devoting special attention to time-distortion effects inherent to these networks. Typically, the SFN broadcast wireless systems employ OFDM schemes to cope with severely time-dispersive channels. However, frequency errors, due to CFO, compromises the orthogonality between subcarriers. As an alternative approach, the possibility of using SC-FDE schemes (characterized by reduced envelope fluctuations and higher robustness to carrier frequency errors) is evaluated, and a technique, employing joint CFO estimation and compensation over the severe time-distortion effects, is proposed. Finally, broadband mobile wireless systems, in which the relative motion between the transmitter and receiver induces Doppler shift which is different or each propagation path, is considered, depending on the angle of incidence of that path in relation to the direction of travel. This represents a severe impairment in wireless digital communications systems, since that multipath propagation combined with the Doppler effects, lead to drastic and unpredictable fluctuations of the envelope of the received signal, severely affecting the detection performance. The channel variations due this effect are very difficult to estimate and compensate. In this work we propose a set of SC-FDE iterative receivers implementing efficient estimation and tracking techniques. The performance results show that the proposed receivers have very good performance, even in the presence of significant Doppler spread between the different groups of multipath components.

Estimation Models for the adoption and use of information technology: internet-related technologies at firm level in the Portuguese and European context

Dissertação apresentada como requisito parcial para obtenção do grau de Doutor em Gestão de Informação

Credit risk stress testing: The Portuguese environment, macroeconomic scenarios and the estimation of losses for corporate sectors

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

Customer Lifetime Value: a framework for application in the insurance industry - Building a Business Process to Generate and Maintain an Automatic Estimation Agent

Research Project submited as partial fulfilment for the Master Degree in Statistics and Information Management

Recursive neuro fuzzy techniques for online identification and control

Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

Evaluation of uv spectrophotometry for estimation of nitrite and nitrate in nitrified urine

Water is a limited resource for which demand is growing. Contaminated water from inadequate wastewater treatment provides one of the greatest health challenges as it restricts development and increases poverty in emerging and developing countries. Therefore, the connection between wastewater and human health is linked to access to sanitation and to human waste disposal. Adequate sanitation is expected to create a barrier between disposed human excreta and sources of drinking water. Different approaches to wastewater management are required for different geographical regions and different stages of economic governance depending on the capacity to manage wastewater. Effective wastewater management can contribute to overcome the challenges of water scarcity. Separate collection of human urine at its source is one promising approach that strongly reduces the economic and load demands on wastewater treatment plants (WWTP). Treatment of source-separated urine appears as a sanitation system that is affordable, produces a valuable fertiliser, reduces pollution of water resources and promotes health. However, the technical realisation of urine separation still faces challenges. Biological hydrolysis of urea causes a strong increase of ammonia and pH. Under these conditions ammonia volatilises which can cause odour problems and significant nitrogen losses. The above problems can be avoided by urine stabilisation. Biological nitrification is a suitable process for stabilisation of urine. Urine is a highly concentrated nutrient solution which can lead to strong inhibition effects during bacterial nitrification. This can further lead to process instabilities. The major cause of instability is accumulation of the inhibitory intermediate compound nitrite, which could lead to process breakdown. Enhanced on-line nitrite monitoring can be applied in biological source-separated urine nitrification reactors as a sustainable and efficient way to improve the reactor performance, avoiding reactor failures and eventual loss of biological activity. Spectrophotometry appears as a promising candidate for the development and application of on-line nitrite monitoring. Spectroscopic methods together with chemometrics are presented in this work as a powerful tool for estimation of nitrite concentrations. Principal component regression (PCR) is applied for the estimation of nitrite concentrations using an immersible UV sensor and off-line spectra acquisition. The effect of particles and the effect of saturation, respectively, on the UV absorbance spectra are investigated. The analysis allows to conclude that (i) saturation has a substantial effect on nitrite estimation; (ii) particles appear to have less impact on nitrite estimation. In addition, improper mixing together with instabilities in the urine nitrification process appears to significantly reduce the performance of the estimation model.