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.

Using attractor dynamics to generate decentralized motion control of two mobile robots transporting a long object in coordination

Dynamical systems theory is used here as a theoretical language and tool to design a distributed control architecture for a team of two mobile robots that must transport a long object and simultaneously avoid obstacles. In this approach the level of modeling is at the level of behaviors. A “dynamics” of behavior is defined over a state space of behavioral variables (heading direction and path velocity). The environment is also modeled in these terms by representing task constraints as attractors (i.e. asymptotically stable states) or reppelers (i.e. unstable states) of behavioral dynamics. For each robot attractors and repellers are combined into a vector field that governs the behavior. The resulting dynamical systems that generate the behavior of the robots may be nonlinear. By design the systems are tuned so that the behavioral variables are always very close to one attractor. Thus the behavior of each robot is controled by a time series of asymptotically stable states. Computer simulations support the validity of our dynamic model architectures.

A fractional approach for the motion planning of redundant and hyper-redundant manipulators

The trajectory planning of redundant robots through the pseudoinverse control leads to undesirable drift in the joint space. This paper presents a new technique to solve the inverse kinematics problem of redundant manipulators, which uses a fractional differential of order α to control the joint positions. Two performance measures are defined to examine the strength and weakness of the proposed method. The positional error index measures the precision of the manipulator's end-effector at the target position. The repeatability performance index is adopted to evaluate if the joint positions are repetitive when the manipulator execute repetitive trajectories in the operational workspace. Redundant and hyper-redundant planar manipulators reveal that it is possible to choose in a large range of possible values of α in order to get repetitive trajectories in the joint space.

An evolutionary approach for the motion planning of redundant and hyper-redundant manipulators

The trajectory planning of redundant robots is an important area of research and efficient optimization algorithms are needed. The pseudoinverse control is not repeatable, causing drift in joint space which is undesirable for physical control. This paper presents a new technique that combines the closed-loop pseudoinverse method with genetic algorithms, leading to an optimization criterion for repeatable control of redundant manipulators, and avoiding the joint angle drift problem. Computer simulations performed based on redundant and hyper-redundant planar manipulators show that, when the end-effector traces a closed path in the workspace, the robot returns to its initial configuration. The solution is repeatable for a workspace with and without obstacles in the sense that, after executing several cycles, the initial and final states of the manipulator are very close.

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

Hypoprothrombinemia in the compensated form of hepatosplenic schistosomiasis: further studies

Coagulation abnormality is frequently observed in schistosomiasis patients but its pathophysiology has not been established. We measured, by immunodiffusion. the prothrombin-antigen concentration in 56 individuals; of these 19 with demonstrated compensated form of hepatosplenic schistosomiasis, 17 with cirrhosis and 20 were control subjects. Transaminases, albumin, transthyretin, prothrombin time, antithrombin III, factor VII, and fibrinogen were also evaluated. All parameters were altered in the cirrhotic group but only albumin, prothrombin and antithrombin III levels were altered in the schistosomiasis group. Ninety percent of the patients with cirrhosis and sixty percent of the patients with schistosomiasis had abnormal plasma levels of albumin, transthyretin, prothrombin-antigen, and/or antithrombin III; an impaired hepatic synthesis was responsible for these results. Conversely forty percent of the schistosomiasis patients with normal plasma concentrations of both albumin and transthyretin had decreased mean plasma levels of both prothrombin and antithrombin III. These results suggest that either proth rombin and antithrombin III are more sensitive markers of impaired hepatic synthesis in schistosomiasis than are levels of albumin and transthyretin combined, or a low grade chronic consumption of clotting proteins also occurs. Considering the latter hypothesis it is possible that the thrombin formed would be inhibited by antithrombin III with the complexed thrombin-antithrombin III being cleared by the liver. Consequently the plasma levels of both prothrombin and antithrombin would be decreased, but the level of fibrinogen would be preserved.

Kinematic parameters of throwing performance in patients with schizophrenia using a markerless motion capture system

Motor dysfunction is consistently reported but understudied in schizophrenia. It has been hypothesized that this abnormality may reflect a neuro-developmental disorder underlying this illness. The main goal of this study was to analyze movement patterns used by participants with schizophrenia and healthy controls during overarm throwing performance, using a markerless motion capture system. Thirteen schizophrenia patients and 16 healthy control patients performed the overarm throwing task in a markerless motion capture system. Participants were also examined for the presence of motor neurological soft signs (mNSS) using the Brief Motor Scale. Schizophrenia patients demonstrated a less developed movement pattern with low individualization of components compared to healthy controls. The schizophrenia group also displayed a higher incidence of mNSS. The presence of a less mature movement pattern can be an indicator of neuro-immaturity and a marker for atypical neurological development in schizophrenia. Our findings support the understanding of motor dysfunction as an intrinsic part of the disorder of schizophrenia.

Aplicação para intervenção em terapia ocupacional com o Leap Motion

O projeto “À Descoberta das Ilhas” surge das lacunas de atenção e motivação por parte das crianças na realização de exercícios na terapia ocupacional, aliadas a uma subjetividade na análise do seu progresso. Direcionado para crianças com dificuldades de integração bilateral motora, com idades compreendidas entre os cinco e nove anos, este projeto tem como base um jogo 3D para as plataformas Windows, Mac OS X e Linux, controlado com os movimentos dos membros superiores através do dispositivo Leap Motion. Através do controlo de um avião, a criança descobre várias ilhas e desbloqueia componentes do mesmo, alcançando os diversos bónus e checkpoints ao longo de cada percurso. Ao terapeuta são apresentados gráficos com dados obtidos pelo dispositivo aquando do momento lúdico da criança que permitem acompanhar a sua evolução a cada nível. O sucesso no cumprimento dos objetivos do projeto permitiu confirmar a utilidade da aplicação na intervenção e avaliação do público-alvo.

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.

Evaluation of Spatial interpolation techniques for mapping climate variables with low sample density: a case study using a new gridded dataset of Bangladesh

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

Tech Frame: Integrative work project in strategy

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

An application of reliability-based robustness assessment of steel moment resisting frame structures under post-mainshock cascading events

The paper presented herein proposes a reliability-based framework for quantifying the structural robustness considering the occurrence of a major earthquake (mainshock) and subsequent cascading hazard events, such as aftershocks that are triggered by the mainshock. These events can significantly increase the probability of failure of buildings, especially for structures that are damaged during the mainshock. The application of the proposed framework is exemplified through three numerical case studies. The case studies correspond to three SAC steel moment frame buildings of 3-, 9-, and 20- stories, which were designed to pre-Northridge codes and standards. Twodimensional nonlinear finite element models of the buildings are developed using the Open System for Earthquake Engineering Simulation framework (OpenSees), using a finite-length plastic hinge beam model and a bilinear constitutive law with deterioration, and are subjected to multiple mainshock-aftershock seismic sequences. For the three buildings analyzed herein, it is shown that the structural reliability under a single seismic event can be significantly different from that under a sequence of seismic events. The reliability-based robustness indicator used shows that the structural robustness is influenced by the extent by which a structure can distribute damage.

Ground truth determination for segmentation of tomographic volumes using interpolation

Dissertação para obtenção do Grau de Mestre em Engenharia Biomédica