An analysis of teachers' environmental concerns: use of a conceptual change model

Tese de doutoramento em Ciências da Educação

A framework for the development of parallel and distributed real-time embedded systems

Embedded real-time applications increasingly present high computation requirements, which need to be completed within specific deadlines, but that present highly variable patterns, depending on the set of data available in a determined instant. The current trend to provide parallel processing in the embedded domain allows providing higher processing power; however, it does not address the variability in the processing pattern. Dimensioning each device for its worst-case scenario implies lower average utilization, and increased available, but unusable, processing in the overall system. A solution for this problem is to extend the parallel execution of the applications, allowing networked nodes to distribute the workload, on peak situations, to neighbour nodes. In this context, this report proposes a framework to develop parallel and distributed real-time embedded applications, transparently using OpenMP and Message Passing Interface (MPI), within a programming model based on OpenMP. The technical report also devises an integrated timing model, which enables the structured reasoning on the timing behaviour of these hybrid architectures.

Combining RTSJ with Fork/Join: a priority-based model

This paper discusses the increased need to support dynamic task-level parallelism in embedded real-time systems and proposes a Java framework that combines the Real-Time Specification for Java (RTSJ) with the Fork/Join (FJ) model, following a fixed priority-based scheduling scheme. Our work intends to support parallel runtimes that will coexist with a wide range of other complex independently developed applications, without any previous knowledge about their real execution requirements, number of parallel sub-tasks, and when those sub-tasks will be generated.

Analysis of temperature time-series: embedding dynamics into the MDS method

Global warming and the associated climate changes are being the subject of intensive research due to their major impact on social, economic and health aspects of the human life. Surface temperature time-series characterise Earth as a slow dynamics spatiotemporal system, evidencing long memory behaviour, typical of fractional order systems. Such phenomena are difficult to model and analyse, demanding for alternative approaches. This paper studies the complex correlations between global temperature time-series using the Multidimensional scaling (MDS) approach. MDS provides a graphical representation of the pattern of climatic similarities between regions around the globe. The similarities are quantified through two mathematical indices that correlate the monthly average temperatures observed in meteorological stations, over a given period of time. Furthermore, time dynamics is analysed by performing the MDS analysis over slices sampling the time series. MDS generates maps describing the stations’ locus in the perspective that, if they are perceived to be similar to each other, then they are placed on the map forming clusters. We show that MDS provides an intuitive and useful visual representation of the complex relationships that are present among temperature time-series, which are not perceived on traditional geographic maps. Moreover, MDS avoids sensitivity to the irregular distribution density of the meteorological stations.

Memória de longo prazo nos retornos acionistas dos índices de referência da euronext, implicações para a hipótese de mercados eficientes e contributo fractal para aperfeiçoamento do capital asset pricing model

Não existe uma definição única de processo de memória de longo prazo. Esse processo é geralmente definido como uma série que possui um correlograma decaindo lentamente ou um espectro infinito de frequência zero. Também se refere que uma série com tal propriedade é caracterizada pela dependência a longo prazo e por não periódicos ciclos longos, ou que essa característica descreve a estrutura de correlação de uma série de longos desfasamentos ou que é convencionalmente expressa em termos do declínio da lei-potência da função auto-covariância. O interesse crescente da investigação internacional no aprofundamento do tema é justificado pela procura de um melhor entendimento da natureza dinâmica das séries temporais dos preços dos ativos financeiros. Em primeiro lugar, a falta de consistência entre os resultados reclama novos estudos e a utilização de várias metodologias complementares. Em segundo lugar, a confirmação de processos de memória longa tem implicações relevantes ao nível da (1) modelação teórica e econométrica (i.e., dos modelos martingale de preços e das regras técnicas de negociação), (2) dos testes estatísticos aos modelos de equilíbrio e avaliação, (3) das decisões ótimas de consumo / poupança e de portefólio e (4) da medição de eficiência e racionalidade. Em terceiro lugar, ainda permanecem questões científicas empíricas sobre a identificação do modelo geral teórico de mercado mais adequado para modelar a difusão das séries. Em quarto lugar, aos reguladores e gestores de risco importa saber se existem mercados persistentes e, por isso, ineficientes, que, portanto, possam produzir retornos anormais. O objetivo do trabalho de investigação da dissertação é duplo. Por um lado, pretende proporcionar conhecimento adicional para o debate da memória de longo prazo, debruçando-se sobre o comportamento das séries diárias de retornos dos principais índices acionistas da EURONEXT. Por outro lado, pretende contribuir para o aperfeiçoamento do capital asset pricing model CAPM, considerando uma medida de risco alternativa capaz de ultrapassar os constrangimentos da hipótese de mercado eficiente EMH na presença de séries financeiras com processos sem incrementos independentes e identicamente distribuídos (i.i.d.). O estudo empírico indica a possibilidade de utilização alternativa das obrigações do tesouro (OT’s) com maturidade de longo prazo no cálculo dos retornos do mercado, dado que o seu comportamento nos mercados de dívida soberana reflete a confiança dos investidores nas condições financeiras dos Estados e mede a forma como avaliam as respetiva economias com base no desempenho da generalidade dos seus ativos. Embora o modelo de difusão de preços definido pelo movimento Browniano geométrico gBm alegue proporcionar um bom ajustamento das séries temporais financeiras, os seus pressupostos de normalidade, estacionariedade e independência das inovações residuais são adulterados pelos dados empíricos analisados. Por isso, na procura de evidências sobre a propriedade de memória longa nos mercados recorre-se à rescaled-range analysis R/S e à detrended fluctuation analysis DFA, sob abordagem do movimento Browniano fracionário fBm, para estimar o expoente Hurst H em relação às séries de dados completas e para calcular o expoente Hurst “local” H t em janelas móveis. Complementarmente, são realizados testes estatísticos de hipóteses através do rescaled-range tests R/S , do modified rescaled-range test M - R/S e do fractional differencing test GPH. Em termos de uma conclusão única a partir de todos os métodos sobre a natureza da dependência para o mercado acionista em geral, os resultados empíricos são inconclusivos. Isso quer dizer que o grau de memória de longo prazo e, assim, qualquer classificação, depende de cada mercado particular. No entanto, os resultados gerais maioritariamente positivos suportam a presença de memória longa, sob a forma de persistência, nos retornos acionistas da Bélgica, Holanda e Portugal. Isto sugere que estes mercados estão mais sujeitos a maior previsibilidade (“efeito José”), mas também a tendências que podem ser inesperadamente interrompidas por descontinuidades (“efeito Noé”), e, por isso, tendem a ser mais arriscados para negociar. Apesar da evidência de dinâmica fractal ter suporte estatístico fraco, em sintonia com a maior parte dos estudos internacionais, refuta a hipótese de passeio aleatório com incrementos i.i.d., que é a base da EMH na sua forma fraca. Atendendo a isso, propõem-se contributos para aperfeiçoamento do CAPM, através da proposta de uma nova fractal capital market line FCML e de uma nova fractal security market line FSML. A nova proposta sugere que o elemento de risco (para o mercado e para um ativo) seja dado pelo expoente H de Hurst para desfasamentos de longo prazo dos retornos acionistas. O expoente H mede o grau de memória de longo prazo nos índices acionistas, quer quando as séries de retornos seguem um processo i.i.d. não correlacionado, descrito pelo gBm(em que H = 0,5 , confirmando- se a EMH e adequando-se o CAPM), quer quando seguem um processo com dependência estatística, descrito pelo fBm(em que H é diferente de 0,5, rejeitando-se a EMH e desadequando-se o CAPM). A vantagem da FCML e da FSML é que a medida de memória de longo prazo, definida por H, é a referência adequada para traduzir o risco em modelos que possam ser aplicados a séries de dados que sigam processos i.i.d. e processos com dependência não linear. Então, estas formulações contemplam a EMH como um caso particular possível.

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.

Data analytics in the cloud with flexible mapreduced workflows

Data analytic applications are characterized by large data sets that are subject to a series of processing phases. Some of these phases are executed sequentially but others can be executed concurrently or in parallel on clusters, grids or clouds. The MapReduce programming model has been applied to process large data sets in cluster and cloud environments. For developing an application using MapReduce there is a need to install/configure/access specific frameworks such as Apache Hadoop or Elastic MapReduce in Amazon Cloud. It would be desirable to provide more flexibility in adjusting such configurations according to the application characteristics. Furthermore the composition of the multiple phases of a data analytic application requires the specification of all the phases and their orchestration. The original MapReduce model and environment lacks flexible support for such configuration and composition. Recognizing that scientific workflows have been successfully applied to modeling complex applications, this paper describes our experiments on implementing MapReduce as subworkflows in the AWARD framework (Autonomic Workflow Activities Reconfigurable and Dynamic). A text mining data analytic application is modeled as a complex workflow with multiple phases, where individual workflow nodes support MapReduce computations. As in typical MapReduce environments, the end user only needs to define the application algorithms for input data processing and for the map and reduce functions. In the paper we present experimental results when using the AWARD framework to execute MapReduce workflows deployed over multiple Amazon EC2 (Elastic Compute Cloud) instances.

Study of the interactions in a three-way crossed classification model

Crossed classification models are applied in many investigations taking in consideration the existence of interaction between all factors or, in alternative, excluding all interactions, and in this case only the effects and the error term are considered. In this work we use commutative Jordan algebras in the study of the algebraic structure of these designs and we use them to obtain similar designs where only some of the interactions are considered. We finish presenting the expressions of the variance componentes estimators.

Electrorheology study of a series of LC cyanobiphenyls: Experimental and theoretical treatment

In this work we study the electro-rheological behaviour of a series of four liquid crystal (LC) cyanobiphenyls with a number of carbon atoms in the alkyl group, ranging from five to eight (5CB–8CB). We present the flow curves for different temperatures and under the influence of an external electric field, ranging from 0 to 3 kV/mm, and the viscosity as a function of the temperature, for the same values of electric field, obtained for different shear rates. Theoretical interpretation of the observed behaviours is proposed in the framework of the continuum theory of Leslie–Ericksen for low molecular weight nematic LCs. In our analysis, the director alignment angle is only a function of the ratio between the shear rate and the square of the electric field – boundary conditions are neglected. By fitting the theoretical model to the experimental data, we are able to determine some viscosity coefficients and the dielectric anisotropy as a function of temperature. To interpret the behaviour of the flow curves near the nematic–isotropic transitions, we apply the continuum theory of Olmsted–Goldbart, which extends the theory of Leslie–Ericksen to the case where the degree of alignment of the LC molecules can also vary.

Price forecasting in the day-ahead Iberian electricity market using a conjectural variations Arima model

Price forecast is a matter of concern for all participants in electricity markets, from suppliers to consumers through policy makers, which are interested in the accurate forecast of day-ahead electricity prices either for better decisions making or for an improved evaluation of the effectiveness of market rules and structure. This paper describes a methodology to forecast market prices in an electricity market using an ARIMA model applied to the conjectural variations of the firms acting in an electricity market. This methodology is applied to the Iberian electricity market to forecast market prices in the 24 hours of a working day. The methodology was then compared with two other methodologies, one called naive and the other a direct forecast of market prices using also an ARIMA model. Results show that the conjectural variations price forecast performs better than the naive and that it performs slightly better than the direct price forecast.

Estudo da turbina de Tesla visando a sua aplicação em sistemas de geração de energia elétrica descentralizada

Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Mecânica

Rheology of the cytoskeleton as a fractal network

We model the cytoskeleton as a fractal network by identifying each segment with a simple Kelvin-Voigt element with a well defined equilibrium length. The final structure retains the elastic characteristics of a solid or a gel, which may support stress, without relaxing. By considering a very simple regular self-similar structure of segments in series and in parallel, in one, two, or three dimensions, we are able to express the viscoelasticity of the network as an effective generalized Kelvin-Voigt model with a power law spectrum of retardation times L similar to tau(alpha). We relate the parameter alpha with the fractal dimension of the gel. In some regimes ( 0 < alpha < 1), we recover the weak power law behaviors of the elastic and viscous moduli with the angular frequencies G' similar to G" similar to w(alpha) that occur in a variety of soft materials, including living cells. In other regimes, we find different power laws for G' and G".

On the analytical solutions of the Hindmarsh-Rose neuronal model

In this article we analytically solve the Hindmarsh-Rose model (Proc R Soc Lond B221:87-102, 1984) by means of a technique developed for strongly nonlinear problems-the step homotopy analysis method. This analytical algorithm, based on a modification of the standard homotopy analysis method, allows us to obtain a one-parameter family of explicit series solutions for the studied neuronal model. The Hindmarsh-Rose system represents a paradigmatic example of models developed to qualitatively reproduce the electrical activity of cell membranes. By using the homotopy solutions, we investigate the dynamical effect of two chosen biologically meaningful bifurcation parameters: the injected current I and the parameter r, representing the ratio of time scales between spiking (fast dynamics) and resting (slow dynamics). The auxiliary parameter involved in the analytical method provides us with an elegant way to ensure convergent series solutions of the neuronal model. Our analytical results are found to be in excellent agreement with the numerical simulations.

Parallel method for sparse semisupervised hyperspectral unmixing

Parallel hyperspectral unmixing problem is considered in this paper. A semisupervised approach is developed under the linear mixture model, where the abundance's physical constraints are taken into account. The proposed approach relies on the increasing availability of spectral libraries of materials measured on the ground instead of resorting to endmember extraction methods. Since Libraries are potentially very large and hyperspectral datasets are of high dimensionality a parallel implementation in a pixel-by-pixel fashion is derived to properly exploits the graphics processing units (GPU) architecture at low level, thus taking full advantage of the computational power of GPUs. Experimental results obtained for real hyperspectral datasets reveal significant speedup factors, up to 164 times, with regards to optimized serial implementation.

Accidental tetanus: prognosis evaluation in a historical series at a hospital in Salvador, Bahia, Brazil

A total of 868 (84.89%) patients diagnosed with tetanus were studied, out of the 1,024 tetanus patients hospitalized at Couto Maia Hospital (Salvador, Bahia, Brazil), during the period between 1986 and 1997. Of this group (n = 868), 63.5% (n = 551) were discharged, 35.4% (n = 307) died, and 1.1% (n = 10) were transferred. The average age of the deceased patients (38.73 ± 23.31 years) was significantly greater (p < 0.0001) than the age of those who survived (29.21 ± 20.05 years). Analyzing the variables of the logistic regression model with statistic significance (p £ 0.25) for univariate analysis, we observed a greater association of risk for worst prognosis (death) in patients aged ³ 51 years; time of illness < 48 hours; time of incubation < 168 hours; neck rigidity; spasms; opisthotonos; body temperature ³ 37.7 ºC; heart beat ³ 111 beats/minute; sympathetic hyperactivity and association with pneumonia. Among the group of those who survived, patients with 1 to 5 of those variables (n = 398; 76.8%) were more frequent, while among patients of the group of the deceased, 70.3% (n = 206) presented 6 to 10 of those variables, with a highly significant difference (p < 10-8). In conclusion, the indicators described provide early information that may guide the prognosis and medical and nurse care.