Conformational analysis of 2,2 '-bithiophene under interaction of external electric field defined by point charges

Conformational analysis of 2,2'-bithiophene (BT) under the influence of an electric field (EF) constructed by point charges has been performed by using semi-empirical Austin Model 1 (AM1) and Parametric model number 3 (PM3) calculations. When the EF perpendicular to the molecular conjugation chain is applied, both AM1 and PM3 calculations show an energy increase of the anti-conformation. AM1 predicts that the global minimum shifts to syn-conformation when the EF strength is larger than a critical value. and PM predicts that the local minimum in anti-conformation vanishes. This kind of EF effect has been ascribed to the EF and dipole moment interaction.

SketchIT: A Sketch Interpretation Tool for Conceptual Mechanical Design

We describe a program called SketchIT capable of producing multiple families of designs from a single sketch. The program is given a rough sketch (drawn using line segments for part faces and icons for springs and kinematic joints) and a description of the desired behavior. The sketch is "rough" in the sense that taken literally, it may not work. From this single, perhaps flawed sketch and the behavior description, the program produces an entire family of working designs. The program also produces design variants, each of which is itself a family of designs. SketchIT represents each family of designs with a "behavior ensuring parametric model" (BEP-Model), a parametric model augmented with a set of constraints that ensure the geometry provides the desired behavior. The construction of the BEP-Model from the sketch and behavior description is the primary task and source of difficulty in this undertaking. SketchIT begins by abstracting the sketch to produce a qualitative configuration space (qc-space) which it then uses as its primary representation of behavior. SketchIT modifies this initial qc-space until qualitative simulation verifies that it produces the desired behavior. SketchIT's task is then to find geometries that implement this qc-space. It does this using a library of qc-space fragments. Each fragment is a piece of parametric geometry with a set of constraints that ensure the geometry implements a specific kind of boundary (qcs-curve) in qc-space. SketchIT assembles the fragments to produce the BEP-Model. SketchIT produces design variants by mapping the qc-space to multiple implementations, and by transforming rotating parts to translating parts and vice versa.

Metodologia bayesiana e adequação de modelos

Tese de doutoramento, Estatística e Investigação Operacional (Probabilidades e Estatística), Universidade de Lisboa, Faculdade de Ciências, 2014

Efficient estimation using the characteristic function : theory and applications with high frequency data

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Regression models for bivariate survival data

Multivariate lifetime data arise in various forms including recurrent event data when individuals are followed to observe the sequence of occurrences of a certain type of event; correlated lifetime when an individual is followed for the occurrence of two or more types of events, or when distinct individuals have dependent event times. In most studies there are covariates such as treatments, group indicators, individual characteristics, or environmental conditions, whose relationship to lifetime is of interest. This leads to a consideration of regression models.The well known Cox proportional hazards model and its variations, using the marginal hazard functions employed for the analysis of multivariate survival data in literature are not sufficient to explain the complete dependence structure of pair of lifetimes on the covariate vector. Motivated by this, in Chapter 2, we introduced a bivariate proportional hazards model using vector hazard function of Johnson and Kotz (1975), in which the covariates under study have different effect on two components of the vector hazard function. The proposed model is useful in real life situations to study the dependence structure of pair of lifetimes on the covariate vector . The well known partial likelihood approach is used for the estimation of parameter vectors. We then introduced a bivariate proportional hazards model for gap times of recurrent events in Chapter 3. The model incorporates both marginal and joint dependence of the distribution of gap times on the covariate vector . In many fields of application, mean residual life function is considered superior concept than the hazard function. Motivated by this, in Chapter 4, we considered a new semi-parametric model, bivariate proportional mean residual life time model, to assess the relationship between mean residual life and covariates for gap time of recurrent events. The counting process approach is used for the inference procedures of the gap time of recurrent events. In many survival studies, the distribution of lifetime may depend on the distribution of censoring time. In Chapter 5, we introduced a proportional hazards model for duration times and developed inference procedures under dependent (informative) censoring. In Chapter 6, we introduced a bivariate proportional hazards model for competing risks data under right censoring. The asymptotic properties of the estimators of the parameters of different models developed in previous chapters, were studied. The proposed models were applied to various real life situations.

A statistical approach to the problem of restoring damaged and contaminated images

We address the problem of automatically identifying and restoring damaged and contaminated images. We suggest a novel approach based on a semi-parametric model. This has two components, a parametric component describing known physical characteristics and a more flexible non-parametric component. The latter avoids the need for a detailed model for the sensor, which is often costly to produce and lacking in robustness. We assess our approach using an analysis of electroencephalographic images contaminated by eye-blink artefacts and highly damaged photographs contaminated by non-uniform lighting. These experiments show that our approach provides an effective solution to problems of this type.

Accelerated aging of thick glass second surface silvered reflectors under sandstorm conditions

Concentrated solar power systems are expected to be sited in desert locations where the direct normal irradiation is above 1800 kWh/m2.year. These systems include large solar collector assemblies, which account for a significant share of the investment cost. Solarreflectors are the main components of these solar collector assemblies and dust/sand storms may affect their reflectance properties, either by soiling or by surface abrasion. While soiling can be reverted by cleaning, surface abrasion is a non reversible degradation.The aim of this project was to study the accelerated aging of second surface silvered thickglass solar reflectors under simulated sandstorm conditions and develop a multi-parametric model which relates the specular reflectance loss to dust/sand storm parameters: wind velocity, dust concentration and time of exposure. This project focused on the degradation caused by surface abrasion.Sandstorm conditions were simulated in a prototype environmental test chamber. Material samples (6cm x 6cm) were exposed to Arizona coarse test dust. The dust stream impactedthese material samples at a perpendicular angle. Both wind velocity and dust concentrationwere maintained at a stable level for each accelerated aging test. The total exposure time in the test chamber was limited to 1 hour. Each accelerated aging test was interrupted every 4 minutes to measure the specular reflectance of the material sample after cleaning.The accelerated aging test campaign had to be aborted prematurely due to a contamination of the dust concentration sensor. A robust multi-parametric degradation model could thus not be derived. The experimental data showed that the specular reflectance loss decreasedeither linearly or exponentially with exposure time, so that a degradation rate could be defined as a single modeling parameter. A correlation should be derived to relate this degradation rate to control parameters such as wind velocity and dust/sand concentration.The sandstorm chamber design would have to be updated before performing further accelerated aging test campaigns. The design upgrade should improve both the reliability of the test equipment and the repeatability of accelerated aging tests. An outdoor exposure test campaign should be launched in deserts to learn more about the intensity, frequencyand duration of dust/sand storms. This campaign would also serve to correlate the results of outdoor exposure tests with accelerated exposure tests in order to develop a robust service lifetime prediction model for different types of solar reflector materials.

Regional or educational disparities? a counterfactual exercise

This work investigates the impact of schooling Oil income distribution in statesjregions of Brazil. Using a semi-parametric model, discussed in DiNardo, Fortin & Lemieux (1996), we measure how much income diíferences between the Northeast and Southeast regions- the country's poorest and richest - and between the states of Ceará and São Paulo in those regions - can be explained by differences in schooling leveIs of the resident population. Using data from the National Household Survey (PNAD), we construct counterfactual densities by reweighting the distribution of the poorest region/state by the schooling profile of the richest. We conclude that: (i) more than 50% of the income di:fference is explained by the difference in schooling; (ii) the highest deciles of the income distribution gain more from an increase in schooling, closely approaching the wage distribution of the richest region/state; and (iii) an increase in schooling, holding the wage structure constant, aggravates the wage disparity in the poorest regions/ states.

Modelagem paramétrica de curvas de crédito no mercado brasileiro

Após a crise financeira de 2008, é perceptível a intensificação de esforços globais para aperfeiçoar métodos de avaliação de risco e ajuste de exposição de capital para tornar o sistema financeiro mundial mais sólido e consistente. O objetivo deste trabalho é propor um modelo de estimação de curvas de crédito privado no Brasil, aplicando a modelagem paramétrica de Nelson & Siegel (1987) a uma amostra de preços de debêntures. Os resultados obtidos poderão ser utilizados para auxiliar reguladores e profissionais de mercado com análises de risco, apreçamento de ativos ilíquidos e percepção de expectativas.

Tree-structured smooth transition models

The goal of this paper is to introduce a class of tree-structured models that combines aspects of regression trees and smooth transition regression models. The model is called the Smooth Transition Regression Tree (STR-Tree). The main idea relies on specifying a multiple-regime parametric model through a tree-growing procedure with smooth transitions among different regimes. Decisions about splits are entirely based on a sequence of Lagrange Multiplier (LM) tests of hypotheses.

All-pay auctions with endogenous asymmetries

We study N-bidders, asymmetric all-pay auctions under incomplete information. First, we solve for the equilibrium of a parametric model. Each bidder’s valuation is independently drawn from an uniform [0, αi] where the parameter αi may vary across bidders. In this game, asymmetries are exogenously given. Next, a two-stage game where asymmetries are endogenously generated is studied. At the first stage, each bidder chooses the level of an observable, costly, value-enhancing action. The second stage is the bidding sub-game, whose equilibrium is simply the equilibrium of the, previously analyzed, game with exogenous asymmetries. Finally, natural applications of the all pay-auction in the context of political lobbying are considered: the effects of excluding bidders, as well as, the impact of caps on bids.

Análise de performance de fundos de investimento multimercado no Brasil

O objetivo deste trabalho é verificar se os fundos de investimento Multimercado no Brasil geram alphas significativamente positivos, ou seja, se os gestores possuem habilidade e contribuem positivamente para o retorno de seus fundos. Para calcular o alpha dos fundos, foi utilizado um modelo com sete fatores, baseado, principalmente, em Edwards e Caglayan (2001), com a inclusão do fator de iliquidez de uma ação. O período analisado vai de 2003 a 2013. Encontramos que, em média, os fundos multimercado geram alpha negativo. Porém, apesar de o percentual dos que geram interceptos positivos ser baixo, a magnitude dos mesmos é expressiva. Os resultados diferem bastante por classificação Anbima e por base de dados utilizada. Verifica-se também se a performance desses fundos é persistente através de um modelo não-paramétrico baseado em tabelas de contingência. Não encontramos evidências de persistência, nem quando separamos os fundos por classificação.

Qualidade em serviços de saúde: uma contribuição à definição de um modelo paramétrico e padrão de qualidade do tempo agendado para consulta ambulatorial

This work presents a study in quality of health care, with focus on consulting appointment. The main purpose is to define a statistical model and propose a quality grade of the consulting appointment time. The time considered is that from the day the patient get the appointment done to the day the consulting is realized. It is used reliability techniques and functions that has as main characteristic the analysis of data regarding the time of occurrence certain event. It is gathered a random sample of 1743 patients in the appointment system of a University Hospital - the Hospital Universitário Onofre Lopes - of the Federal University of Rio Grande do Norte, Brazil. The sample is randomly stratified in terms on clinical specialty. The data were analyzed against the parametric methods of the reliability statistics and the adjustment of the regression model resulted in the Weibull distribution being best fit to data. The quality grade proposed is based in the PAHO criteria for a consulting appointment and result that no clinic got the PAHO quality grade. The quality grade proposed could be used to define priority for improvement and as criteria to quality control

Identificação em tempo real de modelo dinâmico de robô móvel com acionamento diferencial e zona morta

Several mobile robots show non-linear behavior, mainly due friction phenomena between the mechanical parts of the robot or between the robot and the ground. Linear models are efficient in some cases, but it is necessary take the robot non-linearity in consideration when precise displacement and positioning are desired. In this work a parametric model identification procedure for a mobile robot with differential drive that considers the dead-zone in the robot actuators is proposed. The method consists in dividing the system into Hammerstein systems and then uses the key-term separation principle to present the input-output relations which shows the parameters from both linear and non-linear blocks. The parameters are then simultaneously estimated through a recursive least squares algorithm. The results shows that is possible to identify the dead-zone thresholds together with the linear parameters

Estudo teórico aplicado ao petróleo: estabilidade dos alcenos e recuperação terciária

The present work aims to study the theoretical level of some processes employed in the refining of petroleum fractions and tertiary recovery of this fluid. In the third chapter, we investigate a method of hydrogenation of oil fractions by QTAIM (Quantum Theory of Atoms in Molecules) and thermodynamic parameters. The study of hydrogenation reactions, and the stability of the products formed, is directly related to product improvement in the petrochemical refining. In the fourth chapter, we study the theoretical level of intermolecular interactions that occur in the process of tertiary oil recovery, or competitive interactions involving molecules of non-ionic surfactants, oil and quartz rock where oil is accumulated. Calculations were developed using the semiempirical PM3 method (Parametric Model 3). We studied a set of ten non-ionic surfactants, natural and synthetic origin. The study of rock-surfactant interactions was performed on the surface of the quartz (001) completely hydroxylated. Results were obtained energetic and geometric orientations of various surfactants on quartz. QTAIM was obtained through the analysis of the electron density of interactions, and thus, providing details about the formation of hydrogen bonds and hydrogen-hydrogen systems studied. The results show that the adsorption of ethoxylated surfactants in the rock surface occurs through the hydrogen bonding of the type CH---O, and surfactants derivatives of polyols occurs by OH---O bonds. For structures adsorption studied, the large distance of the surfactant to the surface together with the low values of charge density, indicate that there is a very low interaction, characterizing physical adsorption in all surfactants studied. We demonstrated that surfactants with polar group comprising oxyethylene units, showed the lowest adsorption onto the surface of quartz, unlike the derivatives of polyols