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

Transnational Migrants and Transnational Spirits: An African Religion in Lisbon

Journal of Ethnic and Migration Studies, Vol.34, n.2,pp. 253 — 269

A fractional linear system view of the fractional brownian motion

Nonlinear Dynamics, Vol. 38

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.

Aux archives de l'animisme. Ethnographie et théorie de la "religion sauvage" chez Edward Tylor

En 1871, Edward Tylor rejeta fermement les récits de son temps qui niaient l'existence de croyances religieuses chez certains peuples alors considérés comme sauvages. C'était le cas, tout particulièrement, de l'explorateur victorien Samuel Baker, dont l'autorité ethnographique fut mise en cause à travers la citation de quelques voyageurs étrangers, dont deux français, qui avaient également observé les peuples nilotiques. Contrairement à d'autres sources de Primitive Culture, la qualité de ces ethnographies oubliées était, hélas, tout à fait médiocre ; mais elles permirent à Tylor de faire l'une des affirmations les plus décisives de son œuvre, celle de l'universalité de l'animisme. Ce passage capital - concernant des peuples qui deviendront célèbres dans l'histoire de l'anthropologie, à commencer par les Nuer - recèle par ailleurs une dimension additionnelle. Tylor voulait élargir à tout être spirituel les critères d'identification d'une religion, sauf que les ethnographes du Nil Blanc suggéraient que ces rudes populations croyaient bel et bien en un être suprême. Le dossier du monothéisme était comme anticipé par la force de ces données ; mais il ne faut pas y voir une contradiction de la part de Tylor. Au contraire, cette dialectique imprévue entre l'ethnographie et la théorie permet de mieux saisir la portée du concept d'animisme dont il fut le créateur.