A dynamic factor model for mid-term forecasting of wind power generation

The main objective of this paper is the development and application of multivariate time series models for forecasting aggregated wind power production in a country or region. Nowadays, in Spain, Denmark or Germany there is an increasing penetration of this kind of renewable energy, somehow to reduce energy dependence on the exterior, but always linked with the increaseand uncertainty affecting the prices of fossil fuels. The disposal of accurate predictions of wind power generation is a crucial task both for the System Operator as well as for all the agents of the Market. However, the vast majority of works rarely onsider forecasting horizons longer than 48 hours, although they are of interest for the system planning and operation. In this paper we use Dynamic Factor Analysis, adapting and modifying it conveniently, to reach our aim: the computation of accurate forecasts for the aggregated wind power production in a country for a forecasting horizon as long as possible, particularly up to 60 days (2 months). We illustrate this methodology and the results obtained for real data in the leading country in wind power production: Denmark

Discovering user access pattern based on probabilistic latent factor model

There has been an increased demand for characterizing user access patterns using web mining techniques since the informative knowledge extracted from web server log files can not only offer benefits for web site structure improvement but also for better understanding of user navigational behavior. In this paper, we present a web usage mining method, which utilize web user usage and page linkage information to capture user access pattern based on Probabilistic Latent Semantic Analysis (PLSA) model. A specific probabilistic model analysis algorithm, EM algorithm, is applied to the integrated usage data to infer the latent semantic factors as well as generate user session clusters for revealing user access patterns. Experiments have been conducted on real world data set to validate the effectiveness of the proposed approach. The results have shown that the presented method is capable of characterizing the latent semantic factors and generating user profile in terms of weighted page vectors, which may reflect the common access interest exhibited by users among same session cluster.

A two-factor model of the U.K. yield curve

I model the forward premium in the U.K. gilt-edged market over the period 1982–96 using a two-factor general equilibrium model of the term structure of interest rates. The model permits the decomposition of the forward premium into separate components representing interest rate expectations, the risk premia associated with each of the underlying factors, and terms capturing the direct impact of the variances of the factors on the shape of the forward curve.

The posttraumatic growth inventory: Factor structure and invariance in a sample ofbreast cancer patients and in a non-clinical sample

The Posttraumatic Growth Inventory (PTGI) is frequently used to assess positive changes following a traumatic event. The aim of the study is to examine the factor structure and the latent mean invariance of PTGI. A sample of 205 (M age = 54.3, SD = 10.1) women diagnosed with breast cancer and 456 (M age = 34.9, SD = 12.5) adults who had experienced a range of adverse life events were recruited to complete the PTGI and a socio-demographic questionnaire. We use Confirmatory Factor Analysis (CFA) to test the factor-structure and multi-sample CFA to examine the invariance of the PTGI between the two groups. The goodness of fit for the five-factor model is satisfactory for breast cancer sample (χ2(175) = 396.265; CFI = .884; NIF = .813; RMSEA [90% CI] = .079 [.068, .089]), and good for non-clinical sample (χ2(172) = 574.329; CFI = .931; NIF = .905; RMSEA [90% CI] = .072 [.065, .078]). The results of multi-sample CFA show that the model fit indices of the unconstrained model are equal but the model that uses constrained factor loadings is not invariant across groups. The findings provide support for the original five-factor structure and for the multidimensional nature of posttraumatic growth (PTG). Regarding invariance between both samples, the factor structure of PTGI and other parameters (i.e., factor loadings, variances, and co-variances) are not invariant across the sample of breast cancer patients and the non-clinical sample.

A novel latent factor model for recommender system

Matrix factorization (MF) has evolved as one of the better practice to handle sparse data in field of recommender systems. Funk singular value decomposition (SVD) is a variant of MF that exists as state-of-the-art method that enabled winning the Netflix prize competition. The method is widely used with modifications in present day research in field of recommender systems. With the potential of data points to grow at very high velocity, it is prudent to devise newer methods that can handle such data accurately as well as efficiently than Funk-SVD in the context of recommender system. In view of the growing data points, I propose a latent factor model that caters to both accuracy and efficiency by reducing the number of latent features of either users or items making it less complex than Funk-SVD, where latent features of both users and items are equal and often larger. A comprehensive empirical evaluation of accuracy on two publicly available, amazon and ml-100 k datasets reveals the comparable accuracy and lesser complexity of proposed methods than Funk-SVD.

Psicopatia e traços da personalidade em estudantes universitários

RESUMO: No presente estudo é investigada a existência de relações entre a psicopatia e os traços de personalidade em estudantes universitários. Este estudo tem como objectivo o estabelecimento de correlações entre os traços psicopáticos e as dimensões da personalidade decorrentes do Modelo dos Cinco Factores em estudantes universitários. A amostra é constituída por 400 estudantes universitários, provenientes de várias universidades da zona de Lisboa, de vários cursos universitários e de ambos os sexos, de forma aleatória. As idades dos sujeitos constituintes da amostra estão compreendidas entre os 17 e os 46 anos de idade (M = 24,26 e DP = 4,435). Por forma a atingir o objectivo proposto para este estudo, recorreu-se à aplicação de um questionário sócio-demográfico e de três medidas de avaliação, nomeadamente: a Escala PDS (Paulhus Deception Scale) de Delroy L. Paulhus, Ph.D. (1998), a Escala LSRP (Levenson Self-Report Psychopathy Scale) de Levenson, Kiehl e Fitzpatrick (1995) e o Inventário NEO-PI-R (Inventário de Personalidade NEO Revisto) de Costa e McCrae (1992), sendo que existe a aferição desta medida de avaliação para a população portuguesa dos autores Lima e Simões (1997). De acordo com os resultados obtidos, podemos constatar que existem associações significativas entre as dimensões da Personalidade e as dimensões da Psicopatia. Verificou-se que os indivíduos que possuem índices elevados de Neuroticismo e baixos indíces de Extroversão e Abertura à Experiência possuem uma maior propensão para apresentarem características psicopáticas. Por outro lado, também se constatou que os indivíduos que possuem baixos índices de Amabilidade e Conscienciosidade apresentam também uma maior probabilidade de possuírem características psicopáticas. ABSTRACT: In the present study, it is investigated the existence of relationships between psychopathy and personality traits in university students. The goal of this study is the establishment of correlations between psychopathic traits and the personality dimensions, recurring from the five factor model in university students. The sample is composed by 400 university students, from various universities in the Lisbon area, from different courses and from both genders, randomly picked. The ages of the subjects in the sample are in between 17 and 46 years old (M = 24,26 and SD = 4,435). By means of reaching the goal proposed for this study, there were applied a socio-demographic questionnaire and three evaluation measures, namely the PDS Scale (Paulhus Deception Scale) from Delroy L. Paulhus, Ph.D. (1998), the LSRP Scale (Levenson Self-Report Psychopathy Scale) from Levenson, Kiehl e Fitzpatrick (1995) and the NEO-PI-R Inventory (Revised NEO Personality Inventory) from de Costa e McCrae (1992), as there is an admeasurement from this measure for the portuguese population from authors Lima e Simões (1997). Considering the obtained results, we can state that there exist significant associations between the Personality dimensions and the Psychopathy dimensions. It was verified that the individuals that possess high indexes of Neuroticism and low indexes of Extroversion and Openness, have a higher propensity to present psychopathic characteristics. On the other hand, it was also found that the individuals that possess low indexes of Lovability and Consciousness also present a higher probability of having psychopathic characteristics.

Personality, emotion and mood simulation in decision making

In this paper is proposed the integration of personality, emotion and mood aspects for a group of participants in a decision-making negotiation process. The aim is to simulate the participant behavior in that scenario. The personality is modeled through the OCEAN five-factor model of personality (Openness, Conscientiousness, Extraversion, Agreeableness and Negative emotionality). The emotion model applied to the participants is the OCC (Ortony, Clore and Collins) that defines several criteria representing the human emotional structure. In order to integrate personality and emotion is used the pleasure-arousal-dominance (PAD) model of mood.

Os fatores de risco da rendibilidade das ações: análise e evidência empírica em países da Zona Euro

Tese de Doutoramento em Ciências Empresariais.

Validation de la version française du questionnaire I7 d'impulsivité. Influence de la personnalité, du sexe et de la religion = Validation of the french version of the eysenck's impulsiveness questionnaire (I7). Influence of personality, gender, and religion

L'objectif de cette étude est de vérifier la validité interne de la version française du questionnaire d'impulsivité d'Eysenck (I7), traduite par Dupont et al., sur un échantillon d'étudiants suisses (n = 220). Dans leur questionnaire, Eysenck et Eysenck proposent trois échelles : les deux premières évaluant deux composantes distinctes de l'impulsivité (l'Impulsivité caractérisant les individus qui agissent sans penser, sans être conscients des risques associés à leurs actions, et la Recherche d'aventure caractérisant les individus qui agissent en étant conscients, et en tenant compte des risques associés à leurs actions), et la troisième servant de « distracteur » (l'Empathie caractérisant les individus qui ont la faculté de s'identifier à l'autre). La structure à trois facteurs de l'instrument a été confirmée par notre analyse factorielle en composantes principales. La solution factorielle retenue n'explique toutefois qu'une faible proportion de la variance (21.9 %). L'homogénéité interne des échelles, mesurée à l'aide d'alphas de Cronbach, est acceptable pour l'échelle d'Impulsivité (.78) et de Recherche d'aventure (.71), mais elle est, en revanche, faible pour l'échelle d'Empathie (.62). Les échelles de l'I7 d'Eysenck entretiennent des corrélations cohérentes avec les cinq grandes dimensions de la personnalité mesurées par le NEO PI-R. L'Impulsivité est associée négativement à la dimension Conscience (r = - .32), alors que la Recherche d'aventures est associée positivement à la dimension Extraversion (r = .33). Le sexe a un impact sur les échelles Recherche d'aventure et Empathie. Les qualités métrologiques de la version française du questionnaire d'impulsivité d'Eysenck (I7) sont satisfaisantes, mais l'estimation d'autres indices de validité, comme la fidélité test-retest et la validité convergente, devrait être réalisée.

Personality traits and behavioural and psychological symptoms in patients with mild cognitive impairment.

BACKGROUND AND AIMS: Both personality changes and behavioural and psychological symptoms (BPS) may be associated with mild cognitive impairment (MCI) in later life and help identify incipient dementia. We wished to investigate the links between personality and BPS in MCI. METHOD: We studied premorbid personality traits as estimated 5 years back and their changes in 83 control subjects and 52 MCI patients using the revised NEO Personality Inventory for the Five-Factor Model completed by a proxy. Information on BPS was obtained using the Neuropsychiatric Inventory (NPI). Analyses were controlled for current depression and anxiety. RESULTS: Premorbid neuroticism and openness to experience were associated with the total NPI score. The changes in neuroticism, extraversion, openness to experiences, and conscientiousness were associated with apathy and affective symptoms. CONCLUSIONS: Personality changes and BPS occur in MCI. The occurrence of affective BPS and apathy is associated with both premorbid personality traits and their changes.

Personality, psychosocial and health-related predictors of quality of life in old age.

OBJECTIVES: Beyond its well-documented association with depressive symptoms across the lifespan, at an individual level, quality of life may be determined by multiple factors: psychosocial characteristics, current physical health and long-term personality traits. METHOD: Quality of life was assessed in two distinct community-based age groups (89 young adults aged 36.2 ± 6.3 and 92 older adults aged 70.4 ± 5.5 years), each group equally including adults with and without acute depressive symptoms. Regression models were applied to explore the association between quality of life assessed with the World Health Organization Quality of Life - Bref (WHOQOL-Bref) and depression severity, education, social support, physical illness, as well as personality dimensions as defined by the Five-Factor Model. RESULTS: In young age, higher quality of life was uniquely associated with lower severity of depressive symptoms. In contrast, in old age, higher quality of life was related to both lower levels of depressive mood and of physical illness. In this age group, a positive association was also found between quality of life and higher levels of Openness to experience and Agreeableness personality dimensions. CONCLUSION: Our data indicated that, in contrast to young cohorts, where acute depression is the main determinant of poor quality of life, physical illness and personality dimensions represent additional independent predictors of this variable in old age. This observation points to the need for concomitant consideration of physical and psychological determinants of quality of life in old age.

Psychometric properties of the French version of the Zuckerman-Kuhlman Personality Questionnaire

This instrumental study was designed to investigate the psychometric properties of the French version and the cross-language replicability of the Zuckerman-Kuhlman Personality Questionnaire (ZKPQ) at the factor- and at the facet-level. The ZKPQ is an instrument aimed at assessing the five basic factors of Zuckerman's Alternative Five-Factor Model (AFFM). Subjects were 843 French-speaking Swiss, mainly students. At the factor-level, the reliability ranged from .73 to .87 and at the facet level, the reliability ranged from .57 to .77. Differences between genders are congruent with those found in the American sample. Women scored higher on N-Anx, and lower on ImpSS, and Act. A series of exploratory factor analyses supported the overall five-factor structure and the structure at the facet-level. The correlations among the scales support that the five basic factors of the AFFM are orthogonal. Targeted factor analyses and congruence coefficients show high cross-language replicability at the factor- and at the facet-level. The adequacy of the model at the factor- and facet-level was tested using confirmatory factor analyses. The results show that the French version of the ZKPQ is a reliable and valid instrument and has a high cross-language replicability.

Personality changes in patients with beginning Alzheimer disease.

Objective: To investigate personality traits in patients with Alzheimer disease, compared with mentally healthy control subjects. We compared both current personality characteristics using structured interviews as well as current and previous personality traits as assessed by proxies. Method: Fifty-four patients with mild Alzheimer disease and 64 control subjects described their personality traits using the Structured Interview for the Five-Factor Model. Family members filled in the Revised NEO Personality Inventory, Form R, to evaluate their proxies' current personality traits, compared with 5 years before the estimated beginning of Alzheimer disease or 5 years before the control subjects. Results: After controlling for age, the Alzheimer disease group presented significantly higher scores than normal control subjects on current neuroticism, and significantly lower scores on current extraversion, openness, and conscientiousness, while no significant difference was observed on agreeableness. A similar profile, though less accentuated, was observed when considering personality traits as the patients' proxies remembered them. Diachronic personality assessment showed again significant differences between the 2 groups for the same 4 domains, with important personality changes only for the Alzheimer disease group. Conclusions: Group comparison and retrospective personality evaluation are convergent. Significant personality changes follow a specific trend in patients with Alzheimer disease and contrast with the stability generally observed in mentally healthy people in their personality profile throughout their lives. Whether or not the personality assessment 5 years before the current status corresponds to an early sign of Alzheimer disease or real premorbid personality differences in people who later develop Alzheimer disease requires longitudinal studies.

Validation of the French version of the Hierarchical Personality Inventory for Children (HiPIC): Influence of gender and age on personality traits from 8 to 12 years

The study was designed to investigate the psychometric properties of the French version and the cross-language replicability of the Hierarchical Personality Inventory for Children (HiPIC). The HiPIC is an instrument aimed at assessing the five dimensions of the Five-Factor Model for Children. Subjects were 552 children aged between 8 and 12 years, rated by one or both parents. At the domain level, reliability ranged from .83 to .93 and at the facet level, reliability ranged from .69 to .89. Differences between genders were congruent with those found in the Dutch sample. Girls scored higher on Benevolence and Conscientiousness. Age was negatively correlated with Extraversion and Imagination. For girls, we also observed a decrease of Emotional Stability. A series of exploratory factor analyses confirmed the overall five-factor structure for girls and boys. Targeted factor analyses and congruence coefficients revealed high cross-language replicability at the domain and at the facet levels. The results showed that the French version of the HiPIC is a reliable and valid instrument for assessing personality with children and has a particularly high cross-language replicability.

La personnalité comme facteur prédictif des symptômes comportementaux et psychologiques chez les patients qui présentent des troubles cognitifs légers

Background and Aims: Both personality changes and behavioural and psychological symptoms (BPS) may be associated with mild cognitive impairment (MCI) in later life and help identify incipient dementia. We wished to investigate the links between personality and BPS in MCI. Method: We studied premorbid personality traits as estimated five years back and their changes in 83 control subjects and 52 MCI patients using the NEO-PI-R for the Five-Factor Model completed by a proxy. Information on BPS was obtained using the Neuropsychiatrie Inventory (NPI). Analyses were controlled for current depression and anxiety. Results: premorbid neuroticism and openness to experience were associated with the total NPI score. The changes in neuroticism, extraversion, openness to experiences, and conscientiousness were associated with apathy and affective symptoms. Conclusions: Personality changes and BPS occur in MCI. The occurrence of affective BPS and apathy is associated with both premorbid personality and their changes. - Cette thèse a eu pour objectif d'étudier l'impact des traits de la personnalité sur le développement de symptômes comportementaux et psychologiques (SCP) chez des personnes qui présentent de troubles cognitifs légers (Mild Cognitive Impairment ou MCI) par rapport à un groupe de sujets contrôle en bonne santé sans troubles cognitifs. Cette thèse s'est s'inserite dans une étude plus large regroupant des aspects neuropsychologiques, génétiques et des marqueurs structuraux cérébraux d'imagerie chez les mêmes participants. La découverte d'un MCI a un impact important en soulevant la question d'éventuels traitements préventifs et de modification du cours d'un trouble ou d'une maladie sous-jacente. Les manifestations cliniques, notamment les SCP, sont source de souffrance chez le patient et les proches et la première cause d'institutionnalisation. Connaître les liens entre la personnalité et les SCP chez les patients qui présentent un MCI s'avère primordial si l'on veut les détecter précocement et favoriser un traitement mieux adapté, tant pharmacologique que psychothérapeutique, pour tenter de freiner leur impact sur l'évolution de la maladie. Nous avons comparé 52 patients MCI avec 83 sujets contrôles. La personnalité au moment de l'étude et estimée rétrospectivement à cinq ans en arrière a été évalué par un proche à l'aide du NEO-PI-R, principal instrument basé sur le Five Factor Model. Pour évaluer la présence de SCP nous avons utilisé l'inventaire neuropsychiatrique (NPI-Q). Les analyses ont étés contrôlées en tenant compte des principales variables confondantes. Le groupe MCI présente des traits de personnalité prémorbide différents de ceux des participants contrôles avec des niveaux inférieurs d'ouverture à l'expérience, d'agréabilité et de conscience. Les changements de personnalité sont marqués chez les MCI avec une augmentation du névrosisme et une diminution de l'extraversion et de la conscience. La personnalité est restée stable chez le groupe contrôle. Le groupe MCI présente souvent des SCP, en particulier des symptômes affectifs (dépression, anxiété, irritabilité, troubles du sommeil) et de l'apathie tandis que les SCP sont presqu'inexistantes chez le groupe contrôle. Les valeurs de névrosisme plus élevés et l'ouverture à l'expérience plus basses sont associées à la présence de SCP. En plus, le changement de la personnalité, à savoir l'augmentation du névrosisme et la diminution de conscience sont associées à la présence de SCP, aux symptômes affectifs et à l'apathie. La diminution d'extraversion et d'ouverture à l'expérience sont associées à la présence de SCP, aux symptômes affectifs mais pas à l'apathie. Cette étude montre que la personnalité change déjà au stade de MCI et que l'apparition des SCP affectifs et de l'apathie est précoce. Certains profils prémorbides et changements de personnalité sont associés à la présence de SCP. L'évaluation de ces changements peut favoriser le diagnostic précoce des troubles cognitifs. Des études prospectives sur des patients MCI sont essentielles afin d'approfondir la compréhension des facteurs de risque liés à la personnalité sur le déclin cognitif et les SCP associés.