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.

Preliminary study on the production of functionally graded materials by friction stir processing

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

Cilia motility studies in zebrafish embryos

A thesis submitted in fulfilment of the requirements for the degree of Masters in Molecular Genetics and Biomedicine

Numerical methods and tangible interfaces for pollutant dispersion simulation

Dissertação apresentada para obtenção do Grau de Doutor em Engenharia do Ambiente, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

Analyzing Geospatial patterns of syrian refugee flows in southeastern Turkey by use of remote sensing and complementary data

Crisis-affected communities and global organizations for international aid are becoming increasingly digital as consequence geotechnology popularity. Humanitarian sector changed in profound ways by adopting new technical approach to obtain information from area with difficult geographical or political access. Since 2011, turkey is hosting a growing number of Syrian refugees along southeastern region. Turkish policy of hosting them in camps and the difficulty created by governors to international aid group expeditions to get information, made such international organizations to investigate and adopt other approach in order to obtain information needed. They intensified its remote sensing approach. However, the majority of studies used very high-resolution satellite imagery (VHRSI). The study area is extensive and the temporal resolution of VHRSI is low, besides it is infeasible only using these sensors as unique approach for the whole area. The focus of this research, aims to investigate the potentialities of mid-resolution imagery (here only Landsat) to obtain information from region in crisis (here, southeastern Turkey) through a new web-based platform called Google Earth Engine (GEE). Hereby it is also intended to verify GEE currently reliability once the Application Programming Interface (API) is still in beta version. The finds here shows that the basic functions are trustworthy. Results pointed out that Landsat can recognize change in the spectral resolution clearly only for the first settlement. The ongoing modifications vary for each case. Overall, Landsat demonstrated high limitations, but need more investigations and may be used, with restriction, as a support of VHRSI.

Electrohysterogram signal component cataloging with spectral and time-frequency methods

The Electrohysterogram (EHG) is a new instrument for pregnancy monitoring. It measures the uterine muscle electrical signal, which is closely related with uterine contractions. The EHG is described as a viable alternative and a more precise instrument than the currently most widely used method for the description of uterine contractions: the external tocogram. The EHG has also been indicated as a promising tool in the assessment of preterm delivery risk. This work intends to contribute towards the EHG characterization through the inventory of its components which are: • Contractions; • Labor contractions; • Alvarez waves; • Fetal movements; • Long Duration Low Frequency Waves; The instruments used for cataloging were: Spectral Analysis, parametric and non-parametric, energy estimators, time-frequency methods and the tocogram annotated by expert physicians. The EHG and respective tocograms were obtained from the Icelandic 16-electrode Electrohysterogram Database. 288 components were classified. There is not a component database of this type available for consultation. The spectral analysis module and power estimation was added to Uterine Explorer, an EHG analysis software developed in FCT-UNL. The importance of this component database is related to the need to improve the understanding of the EHG which is a relatively complex signal, as well as contributing towards the detection of preterm birth. Preterm birth accounts for 10% of all births and is one of the most relevant obstetric conditions. Despite the technological and scientific advances in perinatal medicine, in developed countries, prematurity is the major cause of neonatal death. Although various risk factors such as previous preterm births, infection, uterine malformations, multiple gestation and short uterine cervix in second trimester, have been associated with this condition, its etiology remains unknown [1][2][3].