The portuguese pharmaceutial market in the near future - A time series exploration approach

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Estatística e Gestão de Informação

The Cristo Rei section (Lower Miocene). Distal fluviatile environments in a marine series, plants, vertebrates and other evidence, age

The section at Cristo Rei shows sandy beds with intercalated clayey lenses (IVb division from the Lisbon Miocene series) that correspond to a major regression event dated from between ca. 17.6 and 17 Ma. They also correspond to a distal position (relatively to the typical fluviatile facies in Lisbon), nearer the basin's axis. Geologic data and paleontological analysis (plant fossils, fishes, crocodilians, land mammals) allow the reconstruction of environments that were represented in the concerned area: estuary with channels and ox-bows; upstream, areas occupied by brackish waters where Gryphaea griphoides banks developped; still farther upstream, freshwaters sided by humid forests and low mountain subtropical forests under warm temperate and rainy conditions, as well as not far away, seasonally dry environments (low density tree or shrub cover, or steppe).

Lithostratigraphy, sequence stratigraphy and depositional setting of the Pliensbachian and Toarcian series in the Lusitanian Basin, Portugal

In the Lusitanian Basin (Central Portugal), the Middle-Upper Liassic series are characterized by an expressive marly limestone accumulation, sediments that were deposited on a homoclinal carbonate ramp. These series belong to the Vale das Fontes, Lemede, S. Gião (and the lateral equivalents Prado and Cabo Carvoeiro Formations) and, partially, to the Póvoa da Lomba Formations. These units, in great part controlled by an accurate ammonite biostratigraphic scale, are organized into two secondorder transgressive-regressive sequences. The first one (SP) is dated of early Pliensbachian/lowermost early Toarcian age; the second (ST) is dated of early Toarcian to early Aalenian.

Orbital forcing of stratal patterns in an inner platform carbonate sucession: an example from an Upper Hauterivian series of the Lusitanian Basin, Portugal

With an example taken from a late-Hauterivian series of the Lusitanian Basin (Portugal), we will demonstrate the sedimentary record of orbital pattern variations and, consequently, climate variations in an inner platform environment with patterns and isolation changes, allows us to establish 4 major orders of periodicity related to orbital components:- The large cycles ob bed thickness variation, constituted by 31-32 beds, recording the 400 ky eccentricity cycle component;- The medium cycles, represented by byndles of 8-9 beds, related to the 100 ky eccentricity cycle component; - The small cycles, of 3-5 beds, recording the 41 ky obliquity components;- The very small cycles, of 2 beds, related to the 22 ky and 26 ky precession components. The mean duration of each bed is around 11.8 ky, a number very close to that of the precession hemi-cycle. Climatic control on qualitative production is confirmed by the close relation between the bed thickness variations, the insolation variability and the variation of micritized elements concentrations.

Algorithms for time series clustering applied to biomedical signals

Thesis submitted in the fulfillment of the requirements for the Degree of Master in Biomedical Engineering

Non-linear time series models

The last three decades have seen quite dramatic changes the way we modeled time dependent data. Linear processes have been in the center stage in modeling time series. As far as the second order properties are concerned, the theory and the methodology are very adequate.However, there are more and more evidences that linear models are not sufficiently flexible and rich enough for modeling purposes and that failure to account for non-linearities can be very misleading and have undesired consequences.

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.

Time series morphological analysis applied to biomedical signals events detection

Dissertation submitted in the fufillment of the requirements for the Degree of Master in Biomedical Engineering

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.

State detection in a financial portfolio: a self-organizing maps approach for financial time series

This study analyses financial data using the result characterization of a self-organized neural network model. The goal was prototyping a tool that may help an economist or a market analyst to analyse stock market series. To reach this goal, the tool shows economic dependencies and statistics measures over stock market series. The neural network SOM (self-organizing maps) model was used to ex-tract behavioural patterns of the data analysed. Based on this model, it was de-veloped an application to analyse financial data. This application uses a portfo-lio of correlated markets or inverse-correlated markets as input. After the anal-ysis with SOM, the result is represented by micro clusters that are organized by its behaviour tendency. During the study appeared the need of a better analysis for SOM algo-rithm results. This problem was solved with a cluster solution technique, which groups the micro clusters from SOM U-Matrix analyses. The study showed that the correlation and inverse-correlation markets projects multiple clusters of data. These clusters represent multiple trend states that may be useful for technical professionals.

Historic and potential technology transition paths of grid battery storage: Co-evolution of energy grid, electric mobility and batteries

Scarcity of fuels, changes in environmental policy and in society increased the interest in generating electric energy from renewable energy sources (RES) for a sustainable energy supply in the future. The main problem of RES as solar and wind energy, which represent a main pillar of this transition, is that they cannot supply constant power output. This results inter alia in an increased demand of backup technologies as batteries to assure electricity system safety. The diffusion of energy storage technologies is highly dependent on the energy system and transport transition pathways which might lead to a replacement or reconfiguration of embedded socio-technical practices and regimes (by creating new standards or dominant designs, changing regulations, infrastructure and user patterns). The success of this technology is dependent on hardly predictable future technical advances, actor preferences, development of competing technologies and designs, diverging interests of actors, future cost efficiencies, environmental performance, the evolution of market demand and design and evolution of our society.

Real convergence in per capita output and growth in Eurozone: A time-series approach

The real convergence hypothesis has spurred a myriad of empirical tests and approaches in the economic literature. This Work Project intends to test for real output and growth convergence in all N(N-1)/2 possible pairs of output and output growth gaps of 14 Eurozone countries. This paper follows a time-series approach, as it tests for the presence of unit roots and persistence changes in the above mentioned pairs of output gaps, as well as for the existence of growth convergence with autoregressive models. Overall, significantly greater evidence has been found to support growth convergence rather than output convergence in our sample.

Análise configuracional dos grandes conjuntos urbanos na Região de Lisboa (1945-1974) : contributos da sintaxe espacial para a história de arte como história da cidade

A presente investigação debruça-se sobre o estudo dos grandes conjuntos urbanos, tendo como referência a área de Lisboa no período entre 1945 e 1974. O seu objetivo principal é compreender o padrão espacial e respetivas variantes destas formas urbanas relativamente recentes bem como avaliar o seu impato na estrutura global da cidade e da sociedade. Tomando como ponto de partida a história de arte como história da cidade, a tese toma como objeto o grande conjunto urbano e aponta a hipótese do estudo da relação forma-fundo como meio de obter informações relevantes que relacionem o uso e função com respeito ao desenho do espaço aberto. Como diferentes arranjos entre espaços abertos e fechados implicam tipos espaciais distintos (Medeiros 2013), o estudo da relação entre a forma (cheio) e o fundo (vazio) dos grandes conjuntos urbanos e respetivas variações, pode fornecer-nos informação espacial relevante, que nos permitem compreender melhor estas formas urbanas recentes. Usando a abordagem própria da teoria da sintaxe espacial (Hillier e Hanson 1984), do tipo configuracional, determinam-se as relações entre os vários elementos constituintes dos sistemas espaciais formados nestas urbanizações. Essas relações são depois analisadas através de medidas e variáveis topológicas que nos permitem identificar qualidades e valores espaciais para a sociedade. Os resultados obtidos a partir dessas variáveis e medidas permitem-nos, depois, avaliar os graus de ‘formalidade’ e ‘urbanidade’ em cada sistema (Holanda 2002). Consequentemente, a avaliação qualitativa das características espaciais que se pretendem obter nesta investigação, tem como base a avaliação quantitativa, permitindo assim comparar mais facilmente os diversos casos de estudo. De entre o conjunto de casos analisados, o estudo revela uma série de características comuns, que nos permitem identificar um padrão específico de urbanismo modernista que reflete claramente um conjunto de ideologias associadas a uma visão reformista da sociedade através do espaço. Mas por outro lado, existem também um conjunto de características particulares de cada caso, que reportam para a estrutura morfológica da cidade tradicional. No que reporta à hipótese de estudo levantada nesta investigação sobre a relação forma-fundo, verifica-se através da amostra que esta relação aparece invertida. Esta diferenciação deve-se ao abandono dos tradicionais sistemas de rua e de quarteirão, ainda presentes nas urbanizações de Alvalade e do Areeiro e a sua substituição pelo bloco livre em espaço aberto como nos casos de Alfragide, Portela e Olivais. Tal facto, como prova a teoria da Sintaxe Espacial ou Lógica Social do Espaço, traduziu-se necessariamente em diferentes modos de vida pública e privada e consequentemente de vida espacial e social. Assim concluímos, através da análise dos casos de estudo apresentados, que embora fazendo parte duma mesma ideologia urbana com características comuns (genótipo modernista), os mesmos apresentam resultados espaciais totalmente diferenciados o que justifica a dificuldade da sua análise comparativa.