Patterns in financial markets: Dynamic time warping

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

Long-term behaviour of railway transitions under dynamic loading application to soft soil sites

Dissertação para obtenção do Grau de Doutor em Engenharia Civil

The fitting of the German yield curve: A dynamic approach using latent, macroeconomic and stock market variables

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

Enterococcus faecalis V583 prophages: Dynamic interactions and contribution to bacterial pathogenic traits

Dissertation presented to obtain the Ph.D degree in Biology.

Dynamic adaptation of interaction models for stateful web services

Dissertação para obtenção do Grau de Mestre em Engenharia Informática

Magnetic resonance imaging and ultrasound in hepatosplenic schistosomiasis mansoni

We report the findings of abdominal ultrasound and magnetic resonance imaging observed in a patient with advanced schistosomiasis mansoni. A 25-year-old man with hepatosplenic schistosomiasis and variceal bleeding confirmed by upper endoscopy was submitted to abdominal ultrasound and magnetic resonance imaging. During surgery for portal hypertension, a liver biopsy was taken and the diagnosis of Symmers' fibrosis was confirmed. magnetic resonance imaging scans gave more precise information about the gallbladder, periportal thickening and abdominal venous system than did the ultrasound.

Comparative clinical and ultrasound study of egg-negative and egg-positive individuals from Schistosoma mansoni low morbidity endemic areas, and hospitalized patients with hepatosplenic disease

Two hundred and twenty three subjects from a Schistosoma mansoni low morbidity endemic area and nine hospitalized hepatosplenic patients were submitted to stool test and clinical examination and abdomen ultrasound assessments. According to stool examination and ultrasound results, they were grouped as follows: G1 - 63 Schistosoma mansoni egg-negative individuals; G2 - 141 egg-positive patients and without evidence of periportal fibrosis; G3 - 19 egg-positive patients with periportal echogenicity (3-6mm); and G4 - 9 hepatosplenic patients with periportal echogenicity (> 6mm). Hepatomegaly detected by physical examination of the abdomen evaluated in the midclavicular line was verified in G1, G2 and G3, respectively, in 11.1, 12.1 and 26.3%. In G1, G2 and G3, periportal thickening occurred only in schistosomal patients (8.5%). Mild pathological alterations in patients that cannot yet be detected by clinical examination were detectable in the liver by ultrasound and can be due to fibrosis. The degree of mild periportal fibrosis was diminished in 57.9% of patients 12 months after treatment of schistosomiasis with oxamniquine. At ultrasonography, the mean liver left lobe measurement of G3 was larger than that of G1, and that of G4 larger than that of G1 and G2. The mean size of the spleen of G4 was significantly larger than that of the other three groups, and that of G3 larger than that of G1 and G2.

Carbon prices. Dynamic analysis of European and Californian markets

Dissertação para obtenção do Grau de Doutor em Alterações Climáticas e Políticas de Desenvolvimento Sustentável

Clinical and ultrasound findings before and after praziquantel treatment among Venezuelan schistosomiasis patients

Abdominal ultrasound can be a useful tool for diagnosing periportal fibrosis related to Schistosoma mansoni infection, and also for planning and monitoring the evolution of hepatic morbidity following control measures. We evaluated the standardized ultrasound methodology proposed by the World Health Organization for detecting periportal fibrosis and portal hypertension, among patients from an endemic area in Venezuela, and the impact of praziquantel treatment 3-5 years later. After chemotherapy, complete reversal of periportal lesions was observed in 28.2% of the cases and progression of the disease in 5.1%. Improvement in the hepatic disease started with a reduction in the periportal thickening followed by a decrease in the size of the left hepatic lobe, spleen and mesenteric and spleen veins. Ultrasound confirmed the clinical findings after chemotherapy among the patients with reversal of the disease. However, in patients with more advanced disease, these findings were contradictory. There was no correlation between evolution of the disease seen on ultrasound and age, intensity of infection or serological findings.

Doppler ultrasound - a valid and reliable tool to assess spondyloarthritis

Enthesitis is the hallmark of spondyloarthritis and is observed in all subtypes. Namely, a wide information on spondyloarthritis abnormalities, including synovitis, bursitis, tendinitis, enthesitis and cortical bone abnormalities (erosions and enthesophytes), can be efficiently perceived by ultrasound power Doppler. Furthermore, several studies on imaging of enthesis showed that imaging techniques are better than clinical examination to detect pathology at asymptomatic enthesis. Vascularized enthesitis detected by ultrasound power Doppler appears to be a valuable diagnostic tool to confirm spondyloarthritis diagnosis. This article focuses on the validity and reliability of ultrasound enthesitis assessment in the management of spondyloarthritis patients.

Application of NMR RDC’s, relaxation and self-diffusion for the study of dynamic processes of small molecules in solution

Spin-lattice Relaxation, self-Diffusion coefficients and Residual Dipolar Couplings (RDC’s) are the basis of well established Nuclear Magnetic Resonance techniques for the physicochemical study of small molecules (typically organic compounds and natural products with MW < 1000 Da), as they proved to be a powerful and complementary source of information about structural dynamic processes in solution. The work developed in this thesis consists in the application of the earlier-mentioned NMR techniques to explore, analyze and systematize patterns of the molecular dynamic behavior of selected small molecules in particular experimental conditions. Two systems were chosen to investigate molecular dynamic behavior by these techniques: the dynamics of ion-pair formation and ion interaction in ionic liquids (IL) and the dynamics of molecular reorientation when molecules are placed in oriented phases (alignment media). The application of NMR spin-lattice relaxation and self-diffusion measurements was applied to study the rotational and translational molecular dynamics of the IL: 1-butyl-3-methylimidazolium tetrafluoroborate [BMIM][BF4]. The study of the cation-anion dynamics in neat and IL-water mixtures was systematically investigated by a combination of multinuclear NMR relaxation techniques with diffusion data (using by H1, C13 and F19 NMR spectroscopy). Spin-lattice relaxation time (T1), self-diffusion coefficients and nuclear Overhauser effect experiments were combined to determine the conditions that favor the formation of long lived [BMIM][BF4] ion-pairs in water. For this purpose and using the self-diffusion coefficients of cation and anion as a probe, different IL-water compositions were screened (from neat IL to infinite dilution) to find the conditions where both cation and anion present equal diffusion coefficients (8% water fraction at 25 ºC). This condition as well as the neat IL and the infinite dilution were then further studied by 13C NMR relaxation in order to determine correlation times (c) for the molecular reorientational motion using a mathematical iterative procedure and experimental data obtained in a temperature range between 273 and 353 K. The behavior of self-diffusion and relaxation data obtained in our experiments point at the combining parameters of molar fraction 8 % and temperature 298 K as the most favorable condition for the formation of long lived ion-pairs. When molecules are subjected to soft anisotropic motion by being placed in some special media, Residual Dipolar Couplings (RDCs), can be measured, because of the partial alignment induced by this media. RDCs are emerging as a powerful routine tool employed in conformational analysis, as it complements and even outperforms the approaches based on the classical NMR NOE or J3 couplings. In this work, three different alignment media have been characterized and evaluated in terms of integrity using 2H and 1H 1D-NMR spectroscopy, namely the stretched and compressed gel PMMA, and the lyotropic liquid crystals CpCl/n-hexanol/brine and cromolyn/water. The influence that different media and degrees of alignment have on the dynamic properties of several molecules was explored. Different sized sugars were used and their self-diffusion was determined as well as conformation features using RDCs. The results obtained indicate that no influence is felt by the small molecules diffusion and conformational features studied within the alignment degree range studied, which was the 3, 5 and 6 % CpCl/n-hexanol/brine for diffusion, and 5 and 7.5 % CpCl/n-hexanol/brine for conformation. It was also possible to determine that the small molecules diffusion verified in the alignment media presented close values to the ones observed in water, reinforcing the idea of no conditioning of molecular properties in such media.

Dynamic stiffness of the piled foundation of a onshore wind turbine

One of today's biggest concerns is the increase of energetic needs, especially in the developed countries. Among various clean energies, wind energy is one of the technologies that assume greater importance on the sustainable development of humanity. Despite wind turbines had been developed and studied over the years, there are phenomena that haven't been yet fully understood. This work studies the soil-structure interaction that occurs on a wind turbine's foundation composed by a group of piles that is under dynamic loads caused by wind. This problem assumes special importance when the foundation is implemented on locations where safety criteria are very demanding, like the case of a foundation mounted on a dike. To the phenomenon of interaction between two piles and the soil between them it's given the name of pile-soil-pile interaction. It is known that such behavior is frequency dependent, and therefore, on this work evaluation of relevant frequencies for the intended analysis is held. During the development of this thesis, two methods were selected in order to assess pile-soil-pile interaction, being one of analytical nature and the other of numerical origin. The analytical solution was recently developed and its called Generalized pile-soil-pile theory, while for the numerical method the commercial nite element software PLAXIS 3D was used. A study of applicability of the numerical method is also done comparing the given solution by the nite element methods with a rigorous solution widely accepted by the majority of the authors.

Study of the electromyographic signal dynamic behavior in Amyotrophic Lateral Sclerosis (ALS)

Amyotrophic Lateral Sclerosis (ALS) is a neurodegenerative disease characterized by motor neurons degeneration, which reduces muscular force, being very difficult to diagnose. Mathematical methods are used in order to analyze the surface electromiographic signal’s dynamic behavior (Fractal Dimension (FD) and Multiscale Entropy (MSE)), evaluate different muscle group’s synchronization (Coherence and Phase Locking Factor (PLF)) and to evaluate the signal’s complexity (Lempel-Ziv (LZ) techniques and Detrended Fluctuation Analysis (DFA)). Surface electromiographic signal acquisitions were performed in upper limb muscles, being the analysis executed for instants of contraction for ipsilateral acquisitions for patients and control groups. Results from LZ, DFA and MSE analysis present capability to distinguish between the patient group and the control group, whereas coherence, PLF and FD algorithms present results very similar for both groups. LZ, DFA and MSE algorithms appear then to be a good measure of corticospinal pathways integrity. A classification algorithm was applied to the results in combination with extracted features from the surface electromiographic signal, with an accuracy percentage higher than 70% for 118 combinations for at least one classifier. The classification results demonstrate capability to distinguish members between patients and control groups. These results can demonstrate a major importance in the disease diagnose, once surface electromyography (sEMG) may be used as an auxiliary diagnose method.

Transactions in dynamic reactive environments

Most of today’s systems, especially when related to the Web or to multi-agent systems, are not standalone or independent, but are part of a greater ecosystem, where they need to interact with other entities, react to complex changes in the environment, and act both over its own knowledge base and on the external environment itself. Moreover, these systems are clearly not static, but are constantly evolving due to the execution of self updates or external actions. Whenever actions and updates are possible, the need to ensure properties regarding the outcome of performing such actions emerges. Originally purposed in the context of databases, transactions solve this problem by guaranteeing atomicity, consistency, isolation and durability of a special set of actions. However, current transaction solutions fail to guarantee such properties in dynamic environments, since they cannot combine transaction execution with reactive features, or with the execution of actions over domains that the system does not completely control (thus making rolling back a non-viable proposition). In this thesis, we investigate what and how transaction properties can be ensured over these dynamic environments. To achieve this goal, we provide logic-based solutions, based on Transaction Logic, to precisely model and execute transactions in such environments, and where knowledge bases can be defined by arbitrary logic theories.