Investigation of Aircraft Panel Deformations during Riveting Process

In collaboration with Airbus-UK, the dimensional growth of small panels while being riveted with stiffeners is investigated. The stiffeners have been fastened to the panels with rivets and it has been observed that during this operation the panels expand in the longitudinal and transverse directions. It has been observed that the growth is variable and the challenge is to control the riveting process to minimize this variability. In this investigation, the assembly of the small panels and longitudinal stiffeners has been simulated using low and high fidelity nonlinear finite element models. The models have been validated against a limited set of experimental measurements; it was found that more accurate predictions of the riveting process are achieved using high fidelity explicit finite element models. Furthermore, through a series of numerical simulations and probabilistic analyses, the manufacturing process control parameters that influence panel growth have been identified. Alternative fastening approaches were examined and it was found that dimensional growth can be controlled by changing the design of the dies used for forming the rivets.

Review of the area planning process (b)

This paper offers a commentary on the area planning reports form primary schools published by each of the Education and Library Boards (ELB) in June 2014. The format of the reports are broadly similar for each ELB, although there are some differences amongst them. All provide an overview on the policy context for the area planning process, a statistical picture of the schools in the ELB and detail on the issues considered for sets of schools within the ELB.

Metabolic signature of lung cancer: a metabolomic study of human tissues and biofluids

This thesis reports the application of metabolomics to human tissues and biofluids (blood plasma and urine) to unveil the metabolic signature of primary lung cancer. In Chapter 1, a brief introduction on lung cancer epidemiology and pathogenesis, together with a review of the main metabolic dysregulations known to be associated with cancer, is presented. The metabolomics approach is also described, addressing the analytical and statistical methods employed, as well as the current state of the art on its application to clinical lung cancer studies. Chapter 2 provides the experimental details of this work, in regard to the subjects enrolled, sample collection and analysis, and data processing. In Chapter 3, the metabolic characterization of intact lung tissues (from 56 patients) by proton High Resolution Magic Angle Spinning (HRMAS) Nuclear Magnetic Resonance (NMR) spectroscopy is described. After careful assessment of acquisition conditions and thorough spectral assignment (over 50 metabolites identified), the metabolic profiles of tumour and adjacent control tissues were compared through multivariate analysis. The two tissue classes could be discriminated with 97% accuracy, with 13 metabolites significantly accounting for this discrimination: glucose and acetate (depleted in tumours), together with lactate, alanine, glutamate, GSH, taurine, creatine, phosphocholine, glycerophosphocholine, phosphoethanolamine, uracil nucleotides and peptides (increased in tumours). Some of these variations corroborated typical features of cancer metabolism (e.g., upregulated glycolysis and glutaminolysis), while others suggested less known pathways (e.g., antioxidant protection, protein degradation) to play important roles. Another major and novel finding described in this chapter was the dependence of this metabolic signature on tumour histological subtype. While main alterations in adenocarcinomas (AdC) related to phospholipid and protein metabolisms, squamous cell carcinomas (SqCC) were found to have stronger glycolytic and glutaminolytic profiles, making it possible to build a valid classification model to discriminate these two subtypes. Chapter 4 reports the NMR metabolomic study of blood plasma from over 100 patients and near 100 healthy controls, the multivariate model built having afforded a classification rate of 87%. The two groups were found to differ significantly in the levels of lactate, pyruvate, acetoacetate, LDL+VLDL lipoproteins and glycoproteins (increased in patients), together with glutamine, histidine, valine, methanol, HDL lipoproteins and two unassigned compounds (decreased in patients). Interestingly, these variations were detected from initial disease stages and the magnitude of some of them depended on the histological type, although not allowing AdC vs. SqCC discrimination. Moreover, it is shown in this chapter that age mismatch between control and cancer groups could not be ruled out as a possible confounding factor, and exploratory external validation afforded a classification rate of 85%. The NMR profiling of urine from lung cancer patients and healthy controls is presented in Chapter 5. Compared to plasma, the classification model built with urinary profiles resulted in a superior classification rate (97%). After careful assessment of possible bias from gender, age and smoking habits, a set of 19 metabolites was proposed to be cancer-related (out of which 3 were unknowns and 6 were partially identified as N-acetylated metabolites). As for plasma, these variations were detected regardless of disease stage and showed some dependency on histological subtype, the AdC vs. SqCC model built showing modest predictive power. In addition, preliminary external validation of the urine-based classification model afforded 100% sensitivity and 90% specificity, which are exciting results in terms of potential for future clinical application. Chapter 6 describes the analysis of urine from a subset of patients by a different profiling technique, namely, Ultra-Performance Liquid Chromatography coupled to Mass Spectrometry (UPLC-MS). Although the identification of discriminant metabolites was very limited, multivariate models showed high classification rate and predictive power, thus reinforcing the value of urine in the context of lung cancer diagnosis. Finally, the main conclusions of this thesis are presented in Chapter 7, highlighting the potential of integrated metabolomics of tissues and biofluids to improve current understanding of lung cancer altered metabolism and to reveal new marker profiles with diagnostic value.

Ecological genetics in the North Atlantic: environmental gradients and adaptation at specific loci

The North Atlantic intertidal community provides a rich set of organismal and environmental material for the study of ecological genetics. Clearly defined environmental gradients exist at multiple spatial scales: there are broad latitudinal trends in temperature, meso-scale changes in salinity along estuaries, and smaller scale gradients in desiccation and temperature spanning the intertidal range. The geology and geography of the American and European coasts provide natural replication of these gradients, allowing for population genetic analyses of parallel adaptation to environmental stress and heterogeneity. Statistical methods have been developed that provide genomic neutrality tests of population differentiation and aid in the process of candidate gene identification. In this paper, we review studies of marine organisms that illustrate associations between an environmental gradient and specific genetic markers. Such highly differentiated markers become candidate genes for adaptation to the environmental factors in question, but the functional significance of genetic variants must be comprehensively evaluated. We present a set of predictions about locus-specific selection across latitudinal, estuarine, and intertidal gradients that are likely to exist in the North Atlantic. We further present new data and analyses that support and contradict these simple selection models. Some taxa show pronounced clinal variation at certain loci against a background of mild clinal variation at many loci. These cases illustrate the procedures necessary for distinguishing selection driven by internal genomic vs. external environmental factors. We suggest that the North Atlantic intertidal community provides a model system for identifying genes that matter in ecology due to the clarity of the environmental stresses and an extensive experimental literature on ecological function. While these organisms are typically poor genetic and genomic models, advances in comparative genomics have provided access to molecular tools that can now be applied to taxa with well-defined ecologies. As many of the organisms we discuss have tight physiological limits driven by climatic factors, this synthesis of molecular population genetics with marine ecology could provide a sensitive means of assessing evolutionary responses to climate change.

Argyrosomus regius (Asso, 1801) fishery and ecology in portuguese waters, with reference to its relationships to other european and african populations

Tese de doutoramento, Biologia (Biologia Marinha e Aquacultura), Universidade de Lisboa, Faculdade de Ciências, 2014

Utilização de plataformas de fonte aberta no controlo de condição

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

Extremum estimators and stochastic optimization methods

Submitted in partial fulfillment for the Requirements for the Degree of PhD in Mathematics, in the Speciality of Statistics in the Faculdade de Ciências e Tecnologia

Exact Tests for Contemporaneous Correlation of Disturbances in Seemingly Unrelated Regressions.

This paper proposes finite-sample procedures for testing the SURE specification in multi-equation regression models, i.e. whether the disturbances in different equations are contemporaneously uncorrelated or not. We apply the technique of Monte Carlo (MC) tests [Dwass (1957), Barnard (1963)] to obtain exact tests based on standard LR and LM zero correlation tests. We also suggest a MC quasi-LR (QLR) test based on feasible generalized least squares (FGLS). We show that the latter statistics are pivotal under the null, which provides the justification for applying MC tests. Furthermore, we extend the exact independence test proposed by Harvey and Phillips (1982) to the multi-equation framework. Specifically, we introduce several induced tests based on a set of simultaneous Harvey/Phillips-type tests and suggest a simulation-based solution to the associated combination problem. The properties of the proposed tests are studied in a Monte Carlo experiment which shows that standard asymptotic tests exhibit important size distortions, while MC tests achieve complete size control and display good power. Moreover, MC-QLR tests performed best in terms of power, a result of interest from the point of view of simulation-based tests. The power of the MC induced tests improves appreciably in comparison to standard Bonferroni tests and, in certain cases, outperforms the likelihood-based MC tests. The tests are applied to data used by Fischer (1993) to analyze the macroeconomic determinants of growth.

Markovian Processes, Two-Sided Autoregressions and Finite-Sample Inference for Stationary and Nonstationary Autoregressive Processes.

In this paper, we develop finite-sample inference procedures for stationary and nonstationary autoregressive (AR) models. The method is based on special properties of Markov processes and a split-sample technique. The results on Markovian processes (intercalary independence and truncation) only require the existence of conditional densities. They are proved for possibly nonstationary and/or non-Gaussian multivariate Markov processes. In the context of a linear regression model with AR(1) errors, we show how these results can be used to simplify the distributional properties of the model by conditioning a subset of the data on the remaining observations. This transformation leads to a new model which has the form of a two-sided autoregression to which standard classical linear regression inference techniques can be applied. We show how to derive tests and confidence sets for the mean and/or autoregressive parameters of the model. We also develop a test on the order of an autoregression. We show that a combination of subsample-based inferences can improve the performance of the procedure. An application to U.S. domestic investment data illustrates the method.

Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects.

A wide range of tests for heteroskedasticity have been proposed in the econometric and statistics literature. Although a few exact homoskedasticity tests are available, the commonly employed procedures are quite generally based on asymptotic approximations which may not provide good size control in finite samples. There has been a number of recent studies that seek to improve the reliability of common heteroskedasticity tests using Edgeworth, Bartlett, jackknife and bootstrap methods. Yet the latter remain approximate. In this paper, we describe a solution to the problem of controlling the size of homoskedasticity tests in linear regression contexts. We study procedures based on the standard test statistics [e.g., the Goldfeld-Quandt, Glejser, Bartlett, Cochran, Hartley, Breusch-Pagan-Godfrey, White and Szroeter criteria] as well as tests for autoregressive conditional heteroskedasticity (ARCH-type models). We also suggest several extensions of the existing procedures (sup-type of combined test statistics) to allow for unknown breakpoints in the error variance. We exploit the technique of Monte Carlo tests to obtain provably exact p-values, for both the standard and the new tests suggested. We show that the MC test procedure conveniently solves the intractable null distribution problem, in particular those raised by the sup-type and combined test statistics as well as (when relevant) unidentified nuisance parameter problems under the null hypothesis. The method proposed works in exactly the same way with both Gaussian and non-Gaussian disturbance distributions [such as heavy-tailed or stable distributions]. The performance of the procedures is examined by simulation. The Monte Carlo experiments conducted focus on : (1) ARCH, GARCH, and ARCH-in-mean alternatives; (2) the case where the variance increases monotonically with : (i) one exogenous variable, and (ii) the mean of the dependent variable; (3) grouped heteroskedasticity; (4) breaks in variance at unknown points. We find that the proposed tests achieve perfect size control and have good power.

Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors

We propose finite sample tests and confidence sets for models with unobserved and generated regressors as well as various models estimated by instrumental variables methods. The validity of the procedures is unaffected by the presence of identification problems or \"weak instruments\", so no detection of such problems is required. We study two distinct approaches for various models considered by Pagan (1984). The first one is an instrument substitution method which generalizes an approach proposed by Anderson and Rubin (1949) and Fuller (1987) for different (although related) problems, while the second one is based on splitting the sample. The instrument substitution method uses the instruments directly, instead of generated regressors, in order to test hypotheses about the \"structural parameters\" of interest and build confidence sets. The second approach relies on \"generated regressors\", which allows a gain in degrees of freedom, and a sample split technique. For inference about general possibly nonlinear transformations of model parameters, projection techniques are proposed. A distributional theory is obtained under the assumptions of Gaussian errors and strictly exogenous regressors. We show that the various tests and confidence sets proposed are (locally) \"asymptotically valid\" under much weaker assumptions. The properties of the tests proposed are examined in simulation experiments. In general, they outperform the usual asymptotic inference methods in terms of both reliability and power. Finally, the techniques suggested are applied to a model of Tobin’s q and to a model of academic performance.

Simulation-Based Finite-and Large-sample Inference Methods in Multivariate Regressions and Seemingly Unrelated Regressions

In the context of multivariate regression (MLR) and seemingly unrelated regressions (SURE) models, it is well known that commonly employed asymptotic test criteria are seriously biased towards overrejection. in this paper, we propose finite-and large-sample likelihood-based test procedures for possibly non-linear hypotheses on the coefficients of MLR and SURE systems.

Sampling Interval and estimated Betas : Implications for the Presence of Transitory Components in Stock Prices

We provide a theoretical framework to explain the empirical finding that the estimated betas are sensitive to the sampling interval even when using continuously compounded returns. We suppose that stock prices have both permanent and transitory components. The permanent component is a standard geometric Brownian motion while the transitory component is a stationary Ornstein-Uhlenbeck process. The discrete time representation of the beta depends on the sampling interval and two components labelled \"permanent and transitory betas\". We show that if no transitory component is present in stock prices, then no sampling interval effect occurs. However, the presence of a transitory component implies that the beta is an increasing (decreasing) function of the sampling interval for more (less) risky assets. In our framework, assets are labelled risky if their \"permanent beta\" is greater than their \"transitory beta\" and vice versa for less risky assets. Simulations show that our theoretical results provide good approximations for the means and standard deviations of estimated betas in small samples. Our results can be perceived as indirect evidence for the presence of a transitory component in stock prices, as proposed by Fama and French (1988) and Poterba and Summers (1988).

The FCLT with Dependent Errors: an Helicopter Tour of the Quality of the Approximation

This note investigates the adequacy of the finite-sample approximation provided by the Functional Central Limit Theorem (FCLT) when the errors are allowed to be dependent. We compare the distribution of the scaled partial sums of some data with the distribution of the Wiener process to which it converges. Our setup is purposely very simple in that it considers data generated from an ARMA(1,1) process. Yet, this is sufficient to bring out interesting conclusions about the particular elements which cause the approximations to be inadequate in even quite large sample sizes.