Gestão da cadeia de abastecimento de bens de consumo baseada em modelos de previsão lineares

Dissertação apresentada ao Instituto Politécnico do Porto para obtenção do Grau de Mestre em Logística

Matemática 100 stress: um projeto aberto no IPP

A Era Tecnológica em que nos vemos inseridos, cujos avanços acontecem a uma velocidade vertiginosa exige, por parte das Instituições de Ensino Superior (IES) uma atitude proactiva no sentido de utilização dos muitos recursos disponíveis. Por outro lado, os elementos próprios da sociedade da informação – flexibilidade, formação ao longo da vida, acessibilidade à informação, mobilidade, entre muito outros – atuam como fortes impulsionadores externos para que as IES procurem e analisem novas modalidades formativas. Perante a mobilidade crescente, que se tem revelado massiva, a aprendizagem tende a ser cada vez mais individualizada, visual e prática. A conjugação de várias formas/tipologias de transmissão de conhecimento, de métodos didáticos e mesmo de ambientes e situações de aprendizagem induzem uma melhor adaptação do estudante, que poderá procurar aqueles que melhor vão ao encontro das suas expetativas, isto é, favorecem um processo de ensino-aprendizagem eficiente na perspetiva da forma de aprender de cada um. A definição de políticas estratégicas relacionadas com novas modalidades de ensino/formação tem sido uma preocupação constante na nossa instituição, nomeadamente no domínio do ensino à distância, seja ele e-Learning, b-Learning ou, mais recentemente, “open-Learning”, onde se inserem os MOOC – Massive Open Online Courses (não esquecendo a vertente m-Learning), de acordo com as várias tendências europeias (OECD, 2007) (Comissão Europeia, 2014) e com os objetivos da “Europa 2020”. Neste sentido surge o Projeto Matemática 100 STRESS, integrado no projeto e-IPP | Unidade de e-Learning do Politécnico do Porto que criou a sua plataforma MOOC, abrindo em junho de 2014 o seu primeiro curso – Probabilidades e Combinatória. Pretendemos dar a conhecer este Projeto, e em particular este curso, que envolveu vários docentes de diferentes unidades orgânicas do IPP.

Math without stress: an open online learning project

MOOC (as an acronym for Massive Open Online Courses) are a quite new model for the delivery of online learning to students. As “Massive” and “Online”, these courses are proposed to be accessible to many more learners than would be possible through conventional teaching. As “Open” they are (frequently) free of charge and participation is not limited by the geographical situation of the learners, creating new learning opportunities in Higher Education Institutions (HEI). In this paper we describe a recently started project “Matemática 100 STRESS” (Math Without STRESS) integrated in the e-IPP project | e-Learning Unit of Porto’s Polytechnic Institute (IPP) which has created its own MOOC platform and launched its first course – Probabilities and Combinatorics – in early June/2014. In this MOOC development were involved several lecturers from four of the seven IPP schools.

Rhapsody in Fractional

This paper studies several topics related with the concept of “fractional” that are not directly related with Fractional Calculus, but can help the reader in pursuit new research directions. We introduce the concept of non-integer positional number systems, fractional sums, fractional powers of a square matrix, tolerant computing and FracSets, negative probabilities, fractional delay discrete-time linear systems, and fractional Fourier transform.

Seguro de crédito

Dissertação de Mestrado apresentada ao Instituto de Contabilidade e Administração do Porto para a obtenção do grau de Mestre em Contabilidade e Finanças, sob orientação do Mestre Armindo Licínio da Silva Macedo

Effects of treatment, awareness and condom use in a coinfection model for HIV and HCV in MSM

We develop a new a coinfection model for hepatitis C virus (HCV) and the human immunodeficiency virus (HIV). We consider treatment for both diseases, screening, unawareness and awareness of HIV infection, and the use of condoms. We study the local stability of the disease-free equilibria for the full model and for the two submodels (HCV only and HIV only submodels). We sketch bifurcation diagrams for different parameters, such as the probabilities that a contact will result in a HIV or an HCV infection. We present numerical simulations of the full model where the HIV, HCV and double endemic equilibria can be observed. We also show numerically the qualitative changes of the dynamical behavior of the full model for variation of relevant parameters. We extrapolate the results from the model for actual measures that could be implemented in order to reduce the number of infected individuals.

Performance of state space and ARIMA models for consumer retail sales forecasting

Forecasting future sales is one of the most important issues that is beyond all strategic and planning decisions in effective operations of retail businesses. For profitable retail businesses, accurate demand forecasting is crucial in organizing and planning production, purchasing, transportation and labor force. Retail sales series belong to a special type of time series that typically contain trend and seasonal patterns, presenting challenges in developing effective forecasting models. This work compares the forecasting performance of state space models and ARIMA models. The forecasting performance is demonstrated through a case study of retail sales of five different categories of women footwear: Boots, Booties, Flats, Sandals and Shoes. On both methodologies the model with the minimum value of Akaike's Information Criteria for the in-sample period was selected from all admissible models for further evaluation in the out-of-sample. Both one-step and multiple-step forecasts were produced. The results show that when an automatic algorithm the overall out-of-sample forecasting performance of state space and ARIMA models evaluated via RMSE, MAE and MAPE is quite similar on both one-step and multi-step forecasts. We also conclude that state space and ARIMA produce coverage probabilities that are close to the nominal rates for both one-step and multi-step forecasts.

In situ measured cross section geometry of old timber structures and its influence on structural safety

Old timber structures may show significant variation in the cross section geometry along the same element, as a result of both construction methods and deterioration. As consequence, the definition of the geometric parameters in situ may be both time consuming and costly. This work presents the results of inspections carried out in different timber structures. Based on the obtained results, different simplified geometric models are proposed in order to efficiently model the geometry variations found. Probabilistic modelling techniques are also used to define safety parameters of existing timber structures, when subjected to dead and live loads, namely self-weight and wind actions. The parameters of the models have been defined as probabilistic variables, and safety of a selected case study was assessed using the Monte Carlo simulation technique. Assuming a target reliability index, a model was defined for both the residual cross section and the time dependent deterioration evolution. As a consequence, it was possible to compute probabilities of failure and reliability indices, as well as, time evolution deterioration curves for this structure. The results obtained provide a proposal for definition of the cross section geometric parameters of existing timber structures with different levels of decay, using a simplified probabilistic geometry model and considering a remaining capacity factor for the decayed areas. This model can be used for assessing the safety of the structure at present and for predicting future performance.

Insight into the multicopper oxidases stability

Dissertation presented to obtain the PhD degree in Biochemistry

Is It Possible to Simplify Risk Stratification Scores for Patients with ST-Segment Elevation Myocardial Infarction Undergoing Primary Angioplasty?

INTRODUCTION: There are several risk scores for stratification of patients with ST-segment elevation myocardial infarction (STEMI), the most widely used of which are the TIMI and GRACE scores. However, these are complex and require several variables. The aim of this study was to obtain a reduced model with fewer variables and similar predictive and discriminative ability. METHODS: We studied 607 patients (age 62 years, SD=13; 76% male) who were admitted with STEMI and underwent successful primary angioplasty. Our endpoints were all-cause in-hospital and 30-day mortality. Considering all variables from the TIMI and GRACE risk scores, multivariate logistic regression models were fitted to the data to identify the variables that best predicted death. RESULTS: Compared to the TIMI score, the GRACE score had better predictive and discriminative performance for in-hospital mortality, with similar results for 30-day mortality. After data modeling, the variables with highest predictive ability were age, serum creatinine, heart failure and the occurrence of cardiac arrest. The new predictive model was compared with the GRACE risk score, after internal validation using 10-fold cross validation. A similar discriminative performance was obtained and some improvement was achieved in estimates of probabilities of death (increased for patients who died and decreased for those who did not). CONCLUSION: It is possible to simplify risk stratification scores for STEMI and primary angioplasty using only four variables (age, serum creatinine, heart failure and cardiac arrest). This simplified model maintained a good predictive and discriminative performance for short-term mortality.

The mechanism of formate oxidation by metal-dependent formate dehydrogenases

J Biol Inorg Chem (2011) 16:1255–1268 DOI 10.1007/s00775-011-0813-8

Kinetic, Structural, and EPR Studies Reveal That Aldehyde Oxidoreductase from Desulfovibrio gigas Does Not Need a Sulfido Ligand for Catalysis and Give Evidence for a Direct Mo-C Interaction in a Biological System

J. Am. Chem. Soc., 2009, 131 (23), pp 7990–7998 DOI: 10.1021/ja809448r

Correlating EPR and X-ray structural analysis of arsenite-inhibited forms of aldehyde oxidoreductase

J Biol Inorg Chem (2007) 12:353–366 DOI 10.1007/s00775-006-0191-9

A Pilot Cost-Effectiveness Analysis of Treatments in Newly Diagnosed High-Grade Gliomas: The Example of 5-Aminolevulinic Acid Compared With White-Light Surgery

BACKGROUND: High-grade gliomas are aggressive, incurable tumors characterized by extensive diffuse invasion of the normal brain parenchyma. Novel therapies at best prolong survival; their costs are formidable and benefit is marginal. Economic restrictions thus require knowledge of the cost-effectiveness of treatments. Here, we show the cost-effectiveness of enhanced resections in malignant glioma surgery using a well-characterized tool for intraoperative tumor visualization, 5-aminolevulinic acid (5-ALA). OBJECTIVE: To evaluate the cost-effectiveness of 5-ALA fluorescence-guided neurosurgery compared with white-light surgery in adult patients with newly diagnosed high-grade glioma, adopting the perspective of the Portuguese National Health Service. METHODS: We used a Markov model (cohort simulation). Transition probabilities were estimated with the use of data from 1 randomized clinical trial and 1 noninterventional prospective study. Utility values and resource use were obtained from published literature and expert opinion. Unit costs were taken from official Portuguese reimbursement lists (2012 values). The health outcomes considered were quality-adjusted life-years, lifeyears, and progression-free life-years. Extensive 1-way and probabilistic sensitivity analyses were performed. RESULTS: The incremental cost-effectiveness ratios are below €10 000 in all evaluated outcomes, being around €9100 per quality-adjusted life-year gained, €6700 per life-year gained, and €8800 per progression-free life-year gained. The probability of 5-ALA fluorescence-guided surgery cost-effectiveness at a threshold of €20000 is 96.0% for quality-adjusted life-year, 99.6% for life-year, and 98.8% for progression-free life-year. CONCLUSION: 5-ALA fluorescence-guided surgery appears to be cost-effective in newly diagnosed high-grade gliomas compared with white-light surgery. This example demonstrates cost-effectiveness analyses for malignant glioma surgery to be feasible on the basis of existing data.

The impact of large-scale mortgage backed security purchases

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics