Simulation -based smoothing and filtering in factor stochastic volatility models : two econometric applications (July-2001)

The past decade has wítenessed a series of (well accepted and defined) financial crises periods in the world economy. Most of these events aI,"e country specific and eventually spreaded out across neighbor countries, with the concept of vicinity extrapolating the geographic maps and entering the contagion maps. Unfortunately, what contagion represents and how to measure it are still unanswered questions. In this article we measure the transmission of shocks by cross-market correlation\ coefficients following Forbes and Rigobon's (2000) notion of shift-contagion,. Our main contribution relies upon the use of traditional factor model techniques combined with stochastic volatility mo deIs to study the dependence among Latin American stock price indexes and the North American indexo More specifically, we concentrate on situations where the factor variances are modeled by a multivariate stochastic volatility structure. From a theoretical perspective, we improve currently available methodology by allowing the factor loadings, in the factor model structure, to have a time-varying structure and to capture changes in the series' weights over time. By doing this, we believe that changes and interventions experienced by those five countries are well accommodated by our models which learns and adapts reasonably fast to those economic and idiosyncratic shocks. We empirically show that the time varying covariance structure can be modeled by one or two common factors and that some sort of contagion is present in most of the series' covariances during periods of economical instability, or crisis. Open issues on real time implementation and natural model comparisons are thoroughly discussed.

Precision of yule-walker methods for the arma spectral model

In this work a new method is proposed of separated estimation for the ARMA spectral model based on the modified Yule-Walker equations and on the least squares method. The proposal of the new method consists of performing an AR filtering in the random process generated obtaining a new random estimate, which will reestimate the ARMA model parameters, given a better spectrum estimate. Some numerical examples will be presented in order to ilustrate the performance of the method proposed, which is evaluated by the relative error and the average variation coefficient.

Digital filtering of oscillations intrinsic to transmission line modeling based on lumped parameters

A correction procedure based on digital signal processing theory is proposed to smooth the numeric oscillations in electromagnetic transient simulation results from transmission line modeling based on an equivalent representation by lumped parameters. The proposed improvement to this well-known line representation is carried out with an Finite Impulse Response (FIR) digital filter used to exclude the high-frequency components associated with the spurious numeric oscillations. To prove the efficacy of this correction method, a well-established frequency-dependent line representation using state equations is modeled with an FIR filter included in the model. The results obtained from the state-space model with and without the FIR filtering are compared with the results simulated by a line model based on distributed parameters and inverse transforms. Finally, the line model integrated with the FIR filtering is also tested and validated based on simulations that include nonlinear and time-variable elements. © 2012 Elsevier Ltd. All rights reserved.

Dimensionality effects in the local density of states of ferromagnetic hosts probed via STM: Spin-polarized quantum beats and spin filtering

We theoretically investigate the local density of states (LDOS) probed by an STM tip of ferromagnetic metals hosting a single adatom and a subsurface impurity. We model the system via the two-impurity Anderson Hamiltonian. By using the equation of motion with the relevant Green's functions, we derive analytical expressions for the LDOS of two host types: a surface and a quantum wire. The LDOS reveals Friedel-like oscillations and Fano interference as a function of the STM tip position. These oscillations strongly depend on the host dimension. Interestingly, we find that the spin-dependent Fermi wave numbers of the hosts give rise to spin-polarized quantum beats in the LDOS. Although the LDOS for the metallic surface shows a damped beating pattern, it exhibits the opposite behavior in the quantum wire. Due to this absence of damping, the wire operates as a spatially resolved spin filter with a high efficiency. © 2013 American Physical Society.

On the Acoustic Filtering of the Pipe and Sensor in a Buried Plastic Water Pipe and its Effect on Leak Detection: An Experimental Investigation

Acoustic techniques have been used for many years to find and locate leaks in buried water distribution systems. Hydrophones and accelerometers are typically used as sensors. Although geophones could be used as well, they are not generally used for leak detection. A simple acoustic model of the pipe and the sensors has been proposed previously by some of the authors of this paper, and their model was used to explain some of the features observed in measurements. However, simultaneous measurements of a leak using all three sensor-types in controlled conditions for plastic pipes has not been reported to-date and hence they have not yet been compared directly. This paper fills that gap in knowledge. A set of measurements was made on a bespoke buried plastic water distribution pipe test rig to validate the previously reported analytical model. There is qualitative agreement between the experimental results and the model predictions in terms of the differing filtering properties of the pipe-sensor systems. A quality measure for the data is also presented, which is the ratio of the bandwidth over which the analysis is carried out divided by the centre frequency of this bandwidth. Based on this metric, the accelerometer was found to be the best sensor to use for the test rig described in this paper. However, for a system in which the distance between the sensors is large or the attenuation factor of the system is high, then it would be advantageous to use hydrophones, even though they are invasive sensors.

Spin-dependent beating patterns in thermoelectric properties: Filtering the carriers of the heat flux in a Kondo adatom system

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Motion-based wave estimation: Small-scale tests with a crane-barge model

This paper provides additional validation to the problem of estimating wave spectra based on the first-order motions of a moored vessel. Prior investigations conducted by the authors have attested that even a large-volume ship, such as an FPSO unit, could be adopted for on-board estimation of the wave field. The obvious limitation of the methodology concerns filtering of high-frequency wave components, for which the vessel has no significant response. As a result, the estimation range is directly dependent on the characteristics of the vessel response. In order to extend this analysis, further small-scale tests were performed with a model of a pipe-laying crane-barge. When compared to the FPSO case, the results attest that a broader range of typical sea states can be accurately estimated, including crossed-sea states with low peak periods. (C) 2012 Elsevier Ltd. All rights reserved.

Dynamic identification of structures: experimental assessment of modal parameteres through methods in frequency domain, in time-frequency domain and model updating

Among the experimental methods commonly used to define the behaviour of a full scale system, dynamic tests are the most complete and efficient procedures. A dynamic test is an experimental process, which would define a set of characteristic parameters of the dynamic behaviour of the system, such as natural frequencies of the structure, mode shapes and the corresponding modal damping values associated. An assessment of these modal characteristics can be used both to verify the theoretical assumptions of the project, to monitor the performance of the structural system during its operational use. The thesis is structured in the following chapters: The first introductive chapter recalls some basic notions of dynamics of structure, focusing the discussion on the problem of systems with multiply degrees of freedom (MDOF), which can represent a generic real system under study, when it is excited with harmonic force or in free vibration. The second chapter is entirely centred on to the problem of dynamic identification process of a structure, if it is subjected to an experimental test in forced vibrations. It first describes the construction of FRF through classical FFT of the recorded signal. A different method, also in the frequency domain, is subsequently introduced; it allows accurately to compute the FRF using the geometric characteristics of the ellipse that represents the direct input-output comparison. The two methods are compared and then the attention is focused on some advantages of the proposed methodology. The third chapter focuses on the study of real structures when they are subjected to experimental test, where the force is not known, like in an ambient or impact test. In this analysis we decided to use the CWT, which allows a simultaneous investigation in the time and frequency domain of a generic signal x(t). The CWT is first introduced to process free oscillations, with excellent results both in terms of frequencies, dampings and vibration modes. The application in the case of ambient vibrations defines accurate modal parameters of the system, although on the damping some important observations should be made. The fourth chapter is still on the problem of post processing data acquired after a vibration test, but this time through the application of discrete wavelet transform (DWT). In the first part the results obtained by the DWT are compared with those obtained by the application of CWT. Particular attention is given to the use of DWT as a tool for filtering the recorded signal, in fact in case of ambient vibrations the signals are often affected by the presence of a significant level of noise. The fifth chapter focuses on another important aspect of the identification process: the model updating. In this chapter, starting from the modal parameters obtained from some environmental vibration tests, performed by the University of Porto in 2008 and the University of Sheffild on the Humber Bridge in England, a FE model of the bridge is defined, in order to define what type of model is able to capture more accurately the real dynamic behaviour of the bridge. The sixth chapter outlines the necessary conclusions of the presented research. They concern the application of a method in the frequency domain in order to evaluate the modal parameters of a structure and its advantages, the advantages in applying a procedure based on the use of wavelet transforms in the process of identification in tests with unknown input and finally the problem of 3D modeling of systems with many degrees of freedom and with different types of uncertainty.

Translocation of particles and inflammatory responses after exposure to fine particles and nanoparticles in an epithelial airway model

ABSTRACT: BACKGROUND: Experimental studies provide evidence that inhaled nanoparticles may translocate over the airspace epithelium and cause increased cellular inflammation. Little is known, however, about the dependence of particle size or material on translocation characteristics, inflammatory response and intracellular localization. RESULTS: Using a triple cell co-culture model of the human airway wall composed of epithelial cells, macrophages and dendritic cells we quantified the entering of fine (1 mum) and nano-sized (0.078 mum) polystyrene particles by laser scanning microscopy. The number distribution of particles within the cell types was significantly different between fine and nano-sized particles suggesting different translocation characteristics. Analysis of the intracellular localization of gold (0.025 mum) and titanium dioxide (0.02-0.03 mum) nanoparticles by energy filtering transmission electron microscopy showed differences in intracellular localization depending on particle composition. Titanium dioxide nanoparticles were detected as single particles without membranes as well as in membrane-bound agglomerations. Gold nanoparticles were found inside the cells as free particles only. The potential of the different particle types (different sizes and different materials) to induce a cellular response was determined by measurements of the tumour necrosis factor-alpha in the supernatants. We measured a 2-3 fold increase of tumour necrosis factor-alpha in the supernatants after applying 1 mum polystyrene particles, gold nanoparticles, but not with polystyrene and titanium dioxide nanoparticles. CONCLUSION: Quantitative laser scanning microscopy provided evidence that the translocation and entering characteristics of particles are size-dependent. Energy filtering transmission electron microscopy showed that the intracellular localization of nanoparticles depends on the particle material. Both particle size and material affect the cellular responses to particle exposure as measured by the generation of tumour necrosis factor-alpha.

A newly developed in vitro model of the human epithelial airway barrier to study the toxic potential of nanoparticles

The potential health effects of inhaled engineered nanoparticles are almost unknown. To avoid and replace toxicity studies with animals, a triple cell co-culture system composed of epithelial cells, macrophages and dendritic cells was established, which simulates the most important barrier functions of the epithelial airway. Using this model, the toxic potential of titanium dioxide was assessed by measuring the production of reactive oxygen species and the release of tumour necrosis factor alpha. The intracellular localisation of titanium dioxide nanoparticles was analyzed by energy filtering transmission electron microscopy. Titanium dioxide nanoparticles were detected as single particles without membranes and in membrane-bound agglomerates. Cells incubated with titanium dioxide particles showed an elevated production of reactive oxygen species but no increase of the release of tumour necrosis factor alpha. Our in vitro model of the epithelial airway barrier offers a valuable tool to study the interaction of particles with lung cells at a nanostructural level and to investigate the toxic potential of nanoparticles.

Optional vena cava filter with disengaging centering struts: retrieval in an animal model

An optional inferior vena cava (IVC) filter prototype was evaluated for safety and long-term retrievability as an initial feasibility study in an animal model. This filter has four centering struts that have the ability to disengage from the filtering cone portion, allowing the legs to slide out of endothelial growth. Retrieval of six filters in three animals was successful up to 27 weeks. There was no substantial filter tilt, migration, or IVC damage. In conclusion, this filter design may help overcome some of the shortcomings in currently approved optional IVC filters, including long-term retrieval difficulties, tilting, or migration.

The trouble with quality filtering based on relative Cramér-Rao lower bounds.

Cramér Rao Lower Bounds (CRLB) have become the standard for expression of uncertainties in quantitative MR spectroscopy. If properly interpreted as a lower threshold of the error associated with model fitting, and if the limits of its estimation are respected, CRLB are certainly a very valuable tool to give an idea of minimal uncertainties in magnetic resonance spectroscopy (MRS), although other sources of error may be larger. Unfortunately, it has also become standard practice to use relative CRLB expressed as a percentage of the presently estimated area or concentration value as unsupervised exclusion criterion for bad quality spectra. It is shown that such quality filtering with widely used threshold levels of 20% to 50% CRLB readily causes bias in the estimated mean concentrations of cohort data, leading to wrong or missed statistical findings-and if applied rigorously-to the failure of using MRS as a clinical instrument to diagnose disease characterized by low levels of metabolites. Instead, absolute CRLB in comparison to those of the normal group or CRLB in relation to normal metabolite levels may be more useful as quality criteria. Magn Reson Med, 2015. © 2015 Wiley Periodicals, Inc.

Age model, stable isotopes, major element proportions and endmember unmixing results from four western tropical Atlantic cores

We investigate changes in the delivery and oceanic transport of Amazon sediments related to terrestrial climate variations over the last 250 ka. We present high-resolution geochemical records from four marine sediment cores located between 5 and 12° N along the northern South American margin. The Amazon River is the sole source of terrigenous material for sites at 5 and 9° N, while the core at 12° N receives a mixture of Amazon and Orinoco detrital particles. Using an endmember unmixing model, we estimated the relative proportions of Amazon Andean material ("%-Andes", at 5 and 9° N) and of Amazon material ("%-Amazon", at 12° N) within the terrigenous fraction. The %-Andes and %-Amazon records exhibit significant precessional variations over the last 250 ka that are more pronounced during interglacials in comparison to glacial periods. High %-Andes values observed during periods of high austral summer insolation reflect the increased delivery of suspended sediments by Andean tributaries and enhanced Amazonian precipitation, in agreement with western Amazonian speleothem records. Increased Amazonian rainfall reflects the intensification of the South American monsoon in response to enhanced land-ocean thermal gradient and moisture convergence. However, low %-Amazon values obtained at 12° N during the same periods seem to contradict the increased delivery of Amazon sediments. We propose that reorganizations in surface ocean currents modulate the northwestward transport of Amazon material. In agreement with published records, the seasonal North Brazil Current retroflection is intensified (or prolonged in duration) during cold substages of the last 250 ka (which correspond to intervals of high DJF or low JJA insolation) and deflects eastward the Amazon sediment and freshwater plume.

Gi2MO: Interoperability, Linking and Filtering in Idea Management Systems

This thesis proposes how to apply the Semantic Web tech- nologies for the Idea Management Systems to deliver a solution to knowl- edge management and information over ow problems. Firstly, the aim is to present a model that introduces rich metadata annotations and their usage in the domain of Idea Management Systems. Furthermore, the the- sis shall investigate how to link innovation data with information from other systems and use it to categorize and lter out the most valuable elements. In addition, the thesis presents a Generic Idea and Innovation Management Ontology (Gi2MO) and aims to back its creation with a set of case studies followed by evaluations that prove how Semantic Web can work as tool to create new opportunities and leverage the contemporary Idea Management legacy systems into the next level.

A model to develop a platform for personalised health applications

Antecedentes Europa vive una situación insostenible. Desde el 2008 se han reducido los recursos de los gobiernos a raíz de la crisis económica. El continente Europeo envejece con ritmo constante al punto que se prevé que en 2050 habrá sólo dos trabajadores por jubilado [54]. A esta situación se le añade el aumento de la incidencia de las enfermedades crónicas, relacionadas con el envejecimiento, cuyo coste puede alcanzar el 7% del PIB de un país [51]. Es necesario un cambio de paradigma. Una nueva manera de cuidar de la salud de las personas: sustentable, eficaz y preventiva más que curativa. Algunos estudios abogan por el cuidado personalizado de la salud (pHealth). En este modelo las prácticas médicas son adaptadas e individualizadas al paciente, desde la detección de los factores de riesgo hasta la personalización de los tratamientos basada en la respuesta del individuo [81]. El cuidado personalizado de la salud está asociado a menudo al uso de las tecnologías de la información y comunicación (TICs) que, con su desarrollo exponencial, ofrecen oportunidades interesantes para la mejora de la salud. El cambio de paradigma hacia el pHealth está lentamente ocurriendo, tanto en el ámbito de la investigación como en la industria, pero todavía no de manera significativa. Existen todavía muchas barreras relacionadas a la economía, a la política y la cultura. También existen barreras puramente tecnológicas, como la falta de sistemas de información interoperables [199]. A pesar de que los aspectos de interoperabilidad están evolucionando, todavía hace falta un diseño de referencia especialmente direccionado a la implementación y el despliegue en gran escala de sistemas basados en pHealth. La presente Tesis representa un intento de organizar la disciplina de la aplicación de las TICs al cuidado personalizado de la salud en un modelo de referencia, que permita la creación de plataformas de desarrollo de software para simplificar tareas comunes de desarrollo en este dominio. Preguntas de investigación RQ1 >Es posible definir un modelo, basado en técnicas de ingeniería del software, que represente el dominio del cuidado personalizado de la salud de una forma abstracta y representativa? RQ2 >Es posible construir una plataforma de desarrollo basada en este modelo? RQ3 >Esta plataforma ayuda a los desarrolladores a crear sistemas pHealth complejos e integrados? Métodos Para la descripción del modelo se adoptó el estándar ISO/IEC/IEEE 42010por ser lo suficientemente general y abstracto para el amplio enfoque de esta tesis [25]. El modelo está definido en varias partes: un modelo conceptual, expresado a través de mapas conceptuales que representan las partes interesadas (stakeholders), los artefactos y la información compartida; y escenarios y casos de uso para la descripción de sus funcionalidades. El modelo fue desarrollado de acuerdo a la información obtenida del análisis de la literatura, incluyendo 7 informes industriales y científicos, 9 estándares, 10 artículos en conferencias, 37 artículos en revistas, 25 páginas web y 5 libros. Basándose en el modelo se definieron los requisitos para la creación de la plataforma de desarrollo, enriquecidos por otros requisitos recolectados a través de una encuesta realizada a 11 ingenieros con experiencia en la rama. Para el desarrollo de la plataforma, se adoptó la metodología de integración continua [74] que permitió ejecutar tests automáticos en un servidor y también desplegar aplicaciones en una página web. En cuanto a la metodología utilizada para la validación se adoptó un marco para la formulación de teorías en la ingeniería del software [181]. Esto requiere el desarrollo de modelos y proposiciones que han de ser validados dentro de un ámbito de investigación definido, y que sirvan para guiar al investigador en la búsqueda de la evidencia necesaria para justificarla. La validación del modelo fue desarrollada mediante una encuesta online en tres rondas con un número creciente de invitados. El cuestionario fue enviado a 134 contactos y distribuido en algunos canales públicos como listas de correo y redes sociales. El objetivo era evaluar la legibilidad del modelo, su nivel de cobertura del dominio y su potencial utilidad en el diseño de sistemas derivados. El cuestionario incluía preguntas cuantitativas de tipo Likert y campos para recolección de comentarios. La plataforma de desarrollo fue validada en dos etapas. En la primera etapa se utilizó la plataforma en un experimento a pequeña escala, que consistió en una sesión de entrenamiento de 12 horas en la que 4 desarrolladores tuvieron que desarrollar algunos casos de uso y reunirse en un grupo focal para discutir su uso. La segunda etapa se realizó durante los tests de un proyecto en gran escala llamado HeartCycle [160]. En este proyecto un equipo de diseñadores y programadores desarrollaron tres aplicaciones en el campo de las enfermedades cardio-vasculares. Una de estas aplicaciones fue testeada en un ensayo clínico con pacientes reales. Al analizar el proyecto, el equipo de desarrollo se reunió en un grupo focal para identificar las ventajas y desventajas de la plataforma y su utilidad. Resultados Por lo que concierne el modelo que describe el dominio del pHealth, la parte conceptual incluye una descripción de los roles principales y las preocupaciones de los participantes, un modelo de los artefactos TIC que se usan comúnmente y un modelo para representar los datos típicos que son necesarios formalizar e intercambiar entre sistemas basados en pHealth. El modelo funcional incluye un conjunto de 18 escenarios, repartidos en: punto de vista de la persona asistida, punto de vista del cuidador, punto de vista del desarrollador, punto de vista de los proveedores de tecnologías y punto de vista de las autoridades; y un conjunto de 52 casos de uso repartidos en 6 categorías: actividades de la persona asistida, reacciones del sistema, actividades del cuidador, \engagement" del usuario, actividades del desarrollador y actividades de despliegue. Como resultado del cuestionario de validación del modelo, un total de 65 personas revisó el modelo proporcionando su nivel de acuerdo con las dimensiones evaluadas y un total de 248 comentarios sobre cómo mejorar el modelo. Los conocimientos de los participantes variaban desde la ingeniería del software (70%) hasta las especialidades médicas (15%), con declarado interés en eHealth (24%), mHealth (16%), Ambient Assisted Living (21%), medicina personalizada (5%), sistemas basados en pHealth (15%), informática médica (10%) e ingeniería biomédica (8%) con una media de 7.25_4.99 años de experiencia en estas áreas. Los resultados de la encuesta muestran que los expertos contactados consideran el modelo fácil de leer (media de 1.89_0.79 siendo 1 el valor más favorable y 5 el peor), suficientemente abstracto (1.99_0.88) y formal (2.13_0.77), con una cobertura suficiente del dominio (2.26_0.95), útil para describir el dominio (2.02_0.7) y para generar sistemas más específicos (2_0.75). Los expertos también reportan un interés parcial en utilizar el modelo en su trabajo (2.48_0.91). Gracias a sus comentarios, el modelo fue mejorado y enriquecido con conceptos que faltaban, aunque no se pudo demonstrar su mejora en las dimensiones evaluadas, dada la composición diferente de personas en las tres rondas de evaluación. Desde el modelo, se generó una plataforma de desarrollo llamada \pHealth Patient Platform (pHPP)". La plataforma desarrollada incluye librerías, herramientas de programación y desarrollo, un tutorial y una aplicación de ejemplo. Se definieron cuatro módulos principales de la arquitectura: el Data Collection Engine, que permite abstraer las fuentes de datos como sensores o servicios externos, mapeando los datos a bases de datos u ontologías, y permitiendo interacción basada en eventos; el GUI Engine, que abstrae la interfaz de usuario en un modelo de interacción basado en mensajes; y el Rule Engine, que proporciona a los desarrolladores un medio simple para programar la lógica de la aplicación en forma de reglas \if-then". Después de que la plataforma pHPP fue utilizada durante 5 años en el proyecto HeartCycle, 5 desarrolladores fueron reunidos en un grupo de discusión para analizar y evaluar la plataforma. De estas evaluaciones se concluye que la plataforma fue diseñada para encajar las necesidades de los ingenieros que trabajan en la rama, permitiendo la separación de problemas entre las distintas especialidades, y simplificando algunas tareas de desarrollo como el manejo de datos y la interacción asíncrona. A pesar de ello, se encontraron algunos defectos a causa de la inmadurez de algunas tecnologías empleadas, y la ausencia de algunas herramientas específicas para el dominio como el procesado de datos o algunos protocolos de comunicación relacionados con la salud. Dentro del proyecto HeartCycle la plataforma fue utilizada para el desarrollo de la aplicación \Guided Exercise", un sistema TIC para la rehabilitación de pacientes que han sufrido un infarto del miocardio. El sistema fue testeado en un ensayo clínico randomizado en el cual a 55 pacientes se les dio el sistema para su uso por 21 semanas. De los resultados técnicos del ensayo se puede concluir que, a pesar de algunos errores menores prontamente corregidos durante el estudio, la plataforma es estable y fiable. Conclusiones La investigación llevada a cabo en esta Tesis y los resultados obtenidos proporcionan las respuestas a las tres preguntas de investigación que motivaron este trabajo: RQ1 Se ha desarrollado un modelo para representar el dominio de los sistemas personalizados de salud. La evaluación hecha por los expertos de la rama concluye que el modelo representa el dominio con precisión y con un balance apropiado entre abstracción y detalle. RQ2 Se ha desarrollado, con éxito, una plataforma de desarrollo basada en el modelo. RQ3 Se ha demostrado que la plataforma es capaz de ayudar a los desarrolladores en la creación de software pHealth complejos. Las ventajas de la plataforma han sido demostradas en el ámbito de un proyecto de gran escala, aunque el enfoque genérico adoptado indica que la plataforma podría ofrecer beneficios también en otros contextos. Los resultados de estas evaluaciones ofrecen indicios de que, ambos, el modelo y la plataforma serán buenos candidatos para poderse convertir en una referencia para futuros desarrollos de sistemas pHealth. ABSTRACT Background Europe is living in an unsustainable situation. The economic crisis has been reducing governments' economic resources since 2008 and threatening social and health systems, while the proportion of older people in the European population continues to increase so that it is foreseen that in 2050 there will be only two workers per retiree [54]. To this situation it should be added the rise, strongly related to age, of chronic diseases the burden of which has been estimated to be up to the 7% of a country's gross domestic product [51]. There is a need for a paradigm shift, the need for a new way of caring for people's health, shifting the focus from curing conditions that have arisen to a sustainable and effective approach with the emphasis on prevention. Some advocate the adoption of personalised health care (pHealth), a model where medical practices are tailored to the patient's unique life, from the detection of risk factors to the customization of treatments based on each individual's response [81]. Personalised health is often associated to the use of Information and Communications Technology (ICT), that, with its exponential development, offers interesting opportunities for improving healthcare. The shift towards pHealth is slowly taking place, both in research and in industry, but the change is not significant yet. Many barriers still exist related to economy, politics and culture, while others are purely technological, like the lack of interoperable information systems [199]. Though interoperability aspects are evolving, there is still the need of a reference design, especially tackling implementation and large scale deployment of pHealth systems. This thesis contributes to organizing the subject of ICT systems for personalised health into a reference model that allows for the creation of software development platforms to ease common development issues in the domain. Research questions RQ1 Is it possible to define a model, based on software engineering techniques, for representing the personalised health domain in an abstract and representative way? RQ2 Is it possible to build a development platform based on this model? RQ3 Does the development platform help developers create complex integrated pHealth systems? Methods As method for describing the model, the ISO/IEC/IEEE 42010 framework [25] is adopted for its generality and high level of abstraction. The model is specified in different parts: a conceptual model, which makes use of concept maps, for representing stakeholders, artefacts and shared information, and in scenarios and use cases for the representation of the functionalities of pHealth systems. The model was derived from literature analysis, including 7 industrial and scientific reports, 9 electronic standards, 10 conference proceedings papers, 37 journal papers, 25 websites and 5 books. Based on the reference model, requirements were drawn for building the development platform enriched with a set of requirements gathered in a survey run among 11 experienced engineers. For developing the platform, the continuous integration methodology [74] was adopted which allowed to perform automatic tests on a server and also to deploy packaged releases on a web site. As a validation methodology, a theory building framework for SW engineering was adopted from [181]. The framework, chosen as a guide to find evidence for justifying the research questions, imposed the creation of theories based on models and propositions to be validated within a scope. The validation of the model was conducted as an on-line survey in three validation rounds, encompassing a growing number of participants. The survey was submitted to 134 experts of the field and on some public channels like relevant mailing lists and social networks. Its objective was to assess the model's readability, its level of coverage of the domain and its potential usefulness in the design of actual, derived systems. The questionnaires included quantitative Likert scale questions and free text inputs for comments. The development platform was validated in two scopes. As a small-scale experiment, the platform was used in a 12 hours training session where 4 developers had to perform an exercise consisting in developing a set of typical pHealth use cases At the end of the session, a focus group was held to identify benefits and drawbacks of the platform. The second validation was held as a test-case study in a large scale research project called HeartCycle the aim of which was to develop a closed-loop disease management system for heart failure and coronary heart disease patients [160]. During this project three applications were developed by a team of programmers and designers. One of these applications was tested in a clinical trial with actual patients. At the end of the project, the team was interviewed in a focus group to assess the role the platform had within the project. Results For what regards the model that describes the pHealth domain, its conceptual part includes a description of the main roles and concerns of pHealth stakeholders, a model of the ICT artefacts that are commonly adopted and a model representing the typical data that need to be formalized among pHealth systems. The functional model includes a set of 18 scenarios, divided into assisted person's view, caregiver's view, developer's view, technology and services providers' view and authority's view, and a set of 52 Use Cases grouped in 6 categories: assisted person's activities, system reactions, caregiver's activities, user engagement, developer's activities and deployer's activities. For what concerns the validation of the model, a total of 65 people participated in the online survey providing their level of agreement in all the assessed dimensions and a total of 248 comments on how to improve and complete the model. Participants' background spanned from engineering and software development (70%) to medical specialities (15%), with declared interest in the fields of eHealth (24%), mHealth (16%), Ambient Assisted Living (21%), Personalized Medicine (5%), Personal Health Systems (15%), Medical Informatics (10%) and Biomedical Engineering (8%) with an average of 7.25_4.99 years of experience in these fields. From the analysis of the answers it is possible to observe that the contacted experts considered the model easily readable (average of 1.89_0.79 being 1 the most favourable scoring and 5 the worst), sufficiently abstract (1.99_0.88) and formal (2.13_0.77) for its purpose, with a sufficient coverage of the domain (2.26_0.95), useful for describing the domain (2.02_0.7) and for generating more specific systems (2_0.75) and they reported a partial interest in using the model in their job (2.48_0.91). Thanks to their comments, the model was improved and enriched with concepts that were missing at the beginning, nonetheless it was not possible to prove an improvement among the iterations, due to the diversity of the participants in the three rounds. From the model, a development platform for the pHealth domain was generated called pHealth Patient Platform (pHPP). The platform includes a set of libraries, programming and deployment tools, a tutorial and a sample application. The main four modules of the architecture are: the Data Collection Engine, which allows abstracting sources of information like sensors or external services, mapping data to databases and ontologies, and allowing event-based interaction and filtering, the GUI Engine, which abstracts the user interface in a message-like interaction model, the Workow Engine, which allows programming the application's user interaction ows with graphical workows, and the Rule Engine, which gives developers a simple means for programming the application's logic in the form of \if-then" rules. After the 5 years experience of HeartCycle, partially programmed with pHPP, 5 developers were joined in a focus group to discuss the advantages and drawbacks of the platform. The view that emerged from the training course and the focus group was that the platform is well-suited to the needs of the engineers working in the field, it allowed the separation of concerns among the different specialities and it simplified some common development tasks like data management and asynchronous interaction. Nevertheless, some deficiencies were pointed out in terms of a lack of maturity of some technological choices, and for the absence of some domain-specific tools, e.g. for data processing or for health-related communication protocols. Within HeartCycle, the platform was used to develop part of the Guided Exercise system, a composition of ICT tools for the physical rehabilitation of patients who suffered from myocardial infarction. The system developed using the platform was tested in a randomized controlled clinical trial, in which 55 patients used the system for 21 weeks. The technical results of this trial showed that the system was stable and reliable. Some minor bugs were detected, but these were promptly corrected using the platform. This shows that the platform, as well as facilitating the development task, can be successfully used to produce reliable software. Conclusions The research work carried out in developing this thesis provides responses to the three three research questions that were the motivation for the work. RQ1 A model was developed representing the domain of personalised health systems, and the assessment of experts in the field was that it represents the domain accurately, with an appropriate balance between abstraction and detail. RQ2 A development platform based on the model was successfully developed. RQ3 The platform has been shown to assist developers create complex pHealth software. This was demonstrated within the scope of one large-scale project, but the generic approach adopted provides indications that it would offer benefits more widely. The results of these evaluations provide indications that both the model and the platform are good candidates for being a reference for future pHealth developments.