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

Efeitos imediatos da técnica de mobilização com movimento aplicada na articulação tíbio-peroneal inferior na amplitude de dorsiflexão em indíviduos com história de entorse do tornozelo

RESUMO: A entorse do tornozelo é uma das lesões músculo-esqueléticas mais comuns. A limitação da amplitude de dorsiflexão tem sido demonstrada como uma das consequências desta lesão, bem como um dos factores contribuintes para a recorrência. Vários estudos têm demonstrado que o membro lesado de indivíduos com história de entorse, apresenta uma falha posicional anterior do peróneo. Um estudo realizado em cadáveres revelou que um deslizamento póstero-superior ao nível da articulação tibioperoneal inferior pode contribuir para aumentar a amplitude de dorsiflexão. Está descrita uma técnica de terapia manual que realiza o deslizamento póstero-superior do maléolo lateral associada ao movimento activo de flexão dorsal (MWM). No entanto, não existe, até à data, nenhum estudo que investigue a efectividade desta MWM em indivíduos com limitação da FD e história de entorse unilateral do tornozelo. Desenho de estudo: Ensaio clínico aleatorizado e controlado por placebo, duplamente cego. Objectivos: Avaliar os efeitos imediatos da MWM na articulação tibio-peroneal inferior na amplitude de flexão dorsal e no deslizamento posterior do astrágalo em indivíduos com história de entorse unilateral do tornozelo e limitação da flexão dorsal. O protocolo experimental foi aplicado uma única vez e os seus efeitos comparados com uma intervenção placebo. Metodologia: Uma amostra de 30 indivíduos com história de entorse unilateral e limitação da amplitude de flexão dorsal foi aleatoriamente distribuído por dois grupos: grupo MWM e grupo placebo. Foram avaliados o deslizamento posterior do astrágalo e a avaliação da amplitude de flexão dorsal em carga. As avaliações foram realizadas imediatamente antes e após a intervenção. Resultados: Não foram encontradas diferenças significativas entre os grupos na avaliação inicial (baseline). A realização da one-way ANCOVA revelou que, imediatamente após a intervenção, se verificou um aumento na amplitude de flexão dorsal no grupo MWM (aumento de 1.37 cm (DP, 0.97) significativamente superior ao grupo placebo (diminuição de 0.15cm (DP, 0.63) (P<.001). O deslizamento posterior do astrágalo aumentou 1.51º (DP, 1.77) no grupo MWM, no entanto este aumento não foi significativamente superior ao aumento de 0.76º (DP, 1.26) do grupo placebo (P=.113). Conclusão: Os resultados sugerem que a MWM na articulação tibioperoneal inferior produziram um efeito significativo na amplitude de flexão dorsal embora o mesmo não se tenha verificado no deslizamento posterior do astrágalo. Estes resultados fornecem evidência preliminar para a efectividade da MWM como intervenção em indivíduos com história de entorse unilateral e limitação da amplitude de flexão dorsal.---------------ABSTRACT:Background: Ankle sprains are one of the most common musculo-skeletal injuries. Impaired dorsiflexion range of motion has been shown to be one of the consequences of this injury, as well as one of the contributing factors to recurrence. Several studies have shown the presence of an anterior positional fault of the fibula in injuried ankles. A cadaveric study revealed that a posterosuperior glide of the distal tibiofibular may contribute to improve dorsiflexion. There is a manual therapy technique which provides a posterosuperior glide of the lateral malleolus combined with dorsiflexion active movement (MWM). However, there was no study, until now, that investigated the effectiveness of this MWM in individuals with impaired dorsiflexion and history of unilateral ankle sprain. Design: Double-blind randomized placebo controlled trial. Objectives: To determine the immediate effects of a distal tibiofibular MWM in ankle dorsiflexion and talar posterior glide in patients with history of unilateral ankle sprain and limitation of dorsiflexion. The treatment technique was used as a single treatment against a placebo group. Methods: A sample of 30 subjects with a history of unilateral ankle sprain and limitation of dorsiflexion were randomized into two groups: distal tibiofibular MWM or a placebo group. The outcome measures used in this study were the posterior talar glide and weight-bearing (WB) ankle dorsiflexion range of motion. The measures were taken before and immediately after the intervention. Results: No significant differences were found in baseline measures between groups. A one-way ANCOVA revealed that, immediately after the intervention, there was an improvement in ankle dorsiflexion in the MWM group (increase of 1.37 cm (SD, 0.97) significantly superior to the placebo group (decrease of 0.15cm (SD, 0.63) (P<.001). Posterior talar glide increased by 1.51º (SD, 1.77) for the MWM group, which was more than 0.76º (SD, 1.25) for the placebo intervention although there wasn’t a significant difference between groups (P=.113). Conclusion: This investigation’s findings suggest that an inferior tibio-fibular MWM produced a significant effect on WB dorsiflexion range of motion and posterior talar glide. These results provide preliminary evidence for the efficacy of mobilisations with movement in the management of individuals with history of unilateral ankle sprain and limitation of dorsiflexion.

Protocolo de fisioterapia, com auxílio de biofeedback electromiográfico, em utentes com disfunções do ombro: efeitos na dor, funcionalidade e estabilidade dinâmica

RESUMO: Introdução: A dor e disfunções do movimento no complexo articular do ombro (CAO) são comuns e debilitantes. O uso de exercícios segundo os pressupostos de estabilidade dinâmica (ED), com auxílio de Biofeedback electromiográfico (BEMG) tem vindo a ser referido, como uma forma de aumentar a efectividade da intervenção nas disfunções do complexo articular do ombro (DCAO)Objectivo Principal: Estudar os efeitos de um protocolo de intervenção, com BEMG, cujas finalidades foram abolir a dor, aumentar a funcionalidade e a ED da omoplata, em utentes com DCAO. Objectivos secundários: Comparar os subgrupos e quanto às características, resultados, tempos de intervenção total e até atingir critérios de alta; Comparar os resultados nos momentos inicial e final. Métodos: Foi realizado um coorte clínico, longitudinal, retrospectivo, observacional, analítico. A amostra foi constituída por 82 sujeitos, divididos em dois subgrupos (n=53 SCSA e n=29 IGU). Os instrumentos de medida utilizados foram a EVA, o DASH, o SPADI e o BEMG. Foi seguido o protocolo de ED proposto por Santos e Matias (2007), de acordo com as 3 fases de intervenção por eles descritas, realizando uma sessão semanal, monitorizando exercícios que seguem estes princípios, com BEMG. Foram avaliadas as variáveis dor, postura, padrão de recrutamento, controlo motor, posição inicial da omoplata (PIO), amplitudes articulares (AA’s), força muscular (FM) e postura. Para analisar os dados, recorreu-se a estatística descritiva e inferencial. Resultados: A intervenção foi efectiva na abolição da dor no momento (0,43 para 0,00/10EVA no subgrupo SCSA e 0,66 para 0,00/10EVA no subgrupo IGU) na pior dor (5,47/10EVA para 0,06/10EVA no subgrupo SCSA e 5,28/10 para 0,14/10 no subgrupo IGU), no aumento da função (28,57 para 0,66/100DASH e 39,00 para 0,63/100SAPDI no subgrupo SCSA e 25,80 para 0,38/100DASH e 28,19 para 0,39/100 no subgrupo IGU) e no aumento da ED da omoplata com normalização do padrão de recrutamento, controlo motor, PIO dentro do espectro de normalidade e boa capacidade de controlar a sua posição, ao longo do movimento do membro superior (MS). A intervenção proporcionou, ainda a normalização das AA’s, FM e autocorrecção postural. O tempo médio de intervenção foi de 6,45semanas no subgrupo SCSA e 5,83sem no subgrupo IGU. Estes resultados são semelhantes comparativamente a estudos que utilizaram uma intervenção baseada nos mesmos princípios (Matias e Cruz, 2004; Cunha e Matias, 2006; Santos e Matias, 2007; Rodrigues e Matias, 2009). Conclusão: O protocolo de intervenção aplicado, com uso de exercícios baseados nos princípios da ED e uso de BEMG, permitiu o alcance dos objectivos, junto de utentes com DCAO (SCSA e IGU). Verificou-se que, independentemente da condição, os resultados foram idênticos em ambos subgrupos, não apresentando diferenças significativas entre as variáveis de medida final, o tempo total de intervenção e os tempos até atingir os critérios de alta, expecto para a Dor, sendo este superior no subgrupo SCSA.---------------------------------------- ABSTRACT:Introduction: Movement disorders and pain in the shoulder joint complex (SJC) are common and debilitating. The use of exercises under the premises of dynamic stability (DS), with the aid of electromyographic biofeedback (EMGBF) has been mentioned as a way to increase the effectiveness of the intervention in disorders of the shoulder joint complex (DSJC) Main Objective: To evaluate the results of an intervention protocol, with EMGBF whose aims were to abolish the pain, increase functionality and DS of the scapula in patients with DSJC. Objectives: To compare the subgroups and the characteristics, outcomes, and total intervention times to reach discharge criteria; to compare the results at the beginning and at the end. Methods: We conducted a clinical cohort, longitudinal, retrospective, observational analysis. The sample consisted of 82 subjects, divided into two subgroups (n = 53 shoulder impingement syndrome SIS n = 29 shoulder joint instability SJI). The measurement instruments used were the VAS, DASH, SPADI, and EMGBF. It was followed the DS protocol proposed by Santos and Matias (2007), according to the three phases of intervention, described by performing a weekly session, monitoring exercises that follow these principles, with EMGBF. The variables were pain, posture, recruitment pattern, motor control, the initial position of the scapula (IPS), range of motion (ROM), muscular strength (MS) and posture. To analyze the data, we used the descriptive and inferential statistics. Results: The intervention was effective in abolishing the pain at the time (0.43 to 0.00/10 VAS in the SIS subgroup and 0.66 to 0.00/10 VAS in the SJI subgroup) in worst pain (5.47 to 0,06/10 VAS in the SIS subgroup and 5.28/ to 0.14/10 VAS in the SJI subgroup), increasing the function (28,57 to 0,66/100 DASH and 39,00 to 0,63/100 SAPDI in the SIS subgroup and 25,80 to 0,38/100 DASH and 28,19 to 0,39/100 SPADI in the SJI subgroup) and the increase in DS of the scapula with normalization of the pattern recruitment, motor control, IPS within the spectrum of normalcy and good ability to control its position along the movement of the upper limb (UL). The intervention provided, although the normalization of ROM, MS and self-correcting posture. The average length of intervention was 6.45 weeks in the SIS subgroup and 5.83 in the IS subgroup. These results are comparable with similar studies that used an intervention based on the same principles (Matias e Cruz, 2004; Cunha e Matias, 2006; Santos e Matias, 2007; Rodrigues e Matias, 2009). Conclusion: The intervention protocol implemented with the use of exercises based on the principles of DS and the use of EMGBF was effective, allowing the accomplishment of goals, in patients with DSJC (SIS and SJI). It was found that, regardless of condition, the results were identical in both groups, showing no significant differences between the variables of the final measure, the total time of intervention and the times to reach discharge criteria, except for pain, which was higher in the SIS subgroup.

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.

Emove

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

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.

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.