Processus interactionnel d’appropriation de la syntaxe et de variantes énonciatives diversifiées, indispensable pour l’accès à l’écrit

A investigação tem posto em evidência a correlação entre desenvolvimento linguístico e aprendizagem da leitura e da escrita. Procuramos, em primeiro lugar, explicar, do ponto de vista da linguística, as relações entre oral e escrita focalizando a linguagem da criança desde as primeiras produções à produção autónoma de variantes sintacticamente diversificadas. De seguida, abordamos a questão da passagem do oral à escrita dando especial atenção ao impacto sobre o funcionamento cognitivo do trabalho de ditado ao adulto. Finalmente, propomos pistas de reflexão sobre modalidades de interacção necessárias à entrada no modo escrito e ao seu percurso de aprendizagem dando conta de resultados de investigação acção e formação com a abordagem «Coup de pouce Langage».

L'émigration en tant que processus de déplacement et de recomposition de l'habitat

Sociedade e Território - Enjeux sociaux et transformations du territoire, Nº Especial, Lisboa, p. 53-56

Dynamic programming for a Markov-switching jump–diffusion

We consider an optimal control problem with a deterministic finite horizon and state variable dynamics given by a Markov-switching jump–diffusion stochastic differential equation. Our main results extend the dynamic programming technique to this larger family of stochastic optimal control problems. More specifically, we provide a detailed proof of Bellman’s optimality principle (or dynamic programming principle) and obtain the corresponding Hamilton–Jacobi–Belman equation, which turns out to be a partial integro-differential equation due to the extra terms arising from the Lévy process and the Markov process. As an application of our results, we study a finite horizon consumption– investment problem for a jump–diffusion financial market consisting of one risk-free asset and one risky asset whose coefficients are assumed to depend on the state of a continuous time finite state Markov process. We provide a detailed study of the optimal strategies for this problem, for the economically relevant families of power utilities and logarithmic utilities.

Modelos de previsão de deterioração de pontes existentes: processos de Markov

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Engenharia Civil

Explosion of smoothness from a point to everywhere for conjugacies between Markov families

For uniformly asymptotically affine (uaa) Markov maps on train tracks, we prove the following type of rigidity result: if a topological conjugacy between them is (uaa) at a point in the train track then the conjugacy is (uaa) everywhere. In particular, our methods apply to the case in which the domains of the Markov maps are Canter sets. We also present similar statements for (uaa:) and C-r Markov families. These results generalize the similar ones of Sullivan and de Faria for C-r expanding circle maps with r > 1 and have useful applications to hyperbolic dynamics on surfaces and laminations.

THE U.S. and European M&A cycles: A Markov switching and state space approach

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Credit cycle identification: A Markov-switching application

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Predicting market direction with hidden Markov models

This paper develops the model of Bicego, Grosso, and Otranto (2008) and applies Hidden Markov Models to predict market direction. The paper draws an analogy between financial markets and speech recognition, seeking inspiration from the latter to solve common issues in quantitative investing. Whereas previous works focus mostly on very complex modifications of the original hidden markov model algorithm, the current paper provides an innovative methodology by drawing inspiration from thoroughly tested, yet simple, speech recognition methodologies. By grouping returns into sequences, Hidden Markov Models can then predict market direction the same way they are used to identify phonemes in speech recognition. The model proves highly successful in identifying market direction but fails to consistently identify whether a trend is in place. All in all, the current paper seeks to bridge the gap between speech recognition and quantitative finance and, even though the model is not fully successful, several refinements are suggested and the room for improvement is significant.

An integrated system for human action recognition from video using hidden Markov model

In this paper, we present an integrated system for real-time automatic detection of human actions from video. The proposed approach uses the boundary of humans as the main feature for recognizing actions. Background subtraction is performed using Gaussian mixture model. Then, features are extracted from silhouettes and Vector Quantization is used to map features into symbols (bag of words approach). Finally, actions are detected using the Hidden Markov Model. The proposed system was validated using a newly collected real- world dataset. The obtained results show that the system is capable of achieving robust human detection, in both indoor and outdoor environments. Moreover, promising classification results were achieved when detecting two basic human actions: walking and sitting.

Projeção da dinâmica da floresta natural de Terra-firme, região de Manaus-AM, com o uso da cadeia de transição probabilística de Markov

Os fatores que envolvem os processos da dinâmica da floresta influenciam a sua biodiversidade e, portanto, a qualidade da floresta. A definição de estratégias que envolve a proteção e o uso adequado da floresta manejada e a recuperação de áreas já degradadas tornam-se possível com o estudo da estrutura e dinâmica da floresta primária por meio de informações como a mortalidade, o recrutamento e a permanência das árvores no sistema florestal. Este trabalho teve como objetivo avaliar a dinâmica de uma floresta não perturbada e fazer projeções da dinâmica florestal usando a matriz de transição probabilística (Cadeia de Markov). As taxas de recrutamento, mortalidade e incremento foram determinadas a partir de inventários florestais realizados em dois transectos, nos sentidos Norte-Sul e Leste-Oeste (20 x 2500 m cada, totalizando 10 ha), localizados no km 50 da BR 174, na estrada vicinal ZF-2, Manaus/AM, nos anos de 2000 e 2004. A floresta acumulou 8,34 t.ha-1.ano-1 de biomassa fresca acima do solo. De acordo com projeção para 2008, o número total de árvores diminuirá em 2,67% (de 5987 indivíduos (2004) para 5827 (2008)) e a mortalidade será 15% maior (de 264 (2004) para 311 (2008)). O teste Qui-quadrado mostrou que não há diferença significativa (1% de probabilidade) entre as informações coletadas e projetadas. Esses resultados permitem concluir que a Cadeia de Markov é um eficiente instrumento para projetar a dinâmica da floresta natural, contribuindo para o planejamento em curto prazo das atividades que utilizam os recursos florestais.

The Analysis of interval censoring and double censoring via Markov chain Monte Carlo methods

L'Anàlisi de la supervivència s'utilitza en diferents camps per analitzar el temps transcorregut entre dos esdeveniments. El que distingeix l'anàlisi de la supervivència d'altres àrees de l'estadística és que les dades normalment estan censurades. La censura en un interval apareix quan l'esdeveniment final d'interès no és directament observable i només se sap que el temps de fallada està en un interval concret. Un esquema de censura més complex encara apareix quan tant el temps inicial com el temps final estan censurats en un interval. Aquesta situació s'anomena doble censura. En aquest article donem una descripció formal d'un mètode bayesà paramètric per a l'anàlisi de dades censurades en un interval i dades doblement censurades així com unes indicacions clares de la seva utilització o pràctica. La metodologia proposada s'ilustra amb dades d'una cohort de pacients hemofílics que es varen infectar amb el virus VIH a principis dels anys 1980's.

Modeling sequencing errors by combining Hidden Markov models.

Among the largest resources for biological sequence data is the large amount of expressed sequence tags (ESTs) available in public and proprietary databases. ESTs provide information on transcripts but for technical reasons they often contain sequencing errors. Therefore, when analyzing EST sequences computationally, such errors must be taken into account. Earlier attempts to model error prone coding regions have shown good performance in detecting and predicting these while correcting sequencing errors using codon usage frequencies. In the research presented here, we improve the detection of translation start and stop sites by integrating a more complex mRNA model with codon usage bias based error correction into one hidden Markov model (HMM), thus generalizing this error correction approach to more complex HMMs. We show that our method maintains the performance in detecting coding sequences.

Which screening strategy using BMD measurements would be most cost effective for hip fracture prevention in elderly women? A decision analysis based on a Markov model.

INTRODUCTION: Hip fractures are responsible for excessive mortality, decreasing the 5-year survival rate by about 20%. From an economic perspective, they represent a major source of expense, with direct costs in hospitalization, rehabilitation, and institutionalization. The incidence rate sharply increases after the age of 70, but it can be reduced in women aged 70-80 years by therapeutic interventions. Recent analyses suggest that the most efficient strategy is to implement such interventions in women at the age of 70 years. As several guidelines recommend bone mineral density (BMD) screening of postmenopausal women with clinical risk factors, our objective was to assess the cost-effectiveness of two screening strategies applied to elderly women aged 70 years and older. METHODS: A cost-effectiveness analysis was performed using decision-tree analysis and a Markov model. Two alternative strategies, one measuring BMD of all women, and one measuring BMD only of those having at least one risk factor, were compared with the reference strategy "no screening". Cost-effectiveness ratios were measured as cost per year gained without hip fracture. Most probabilities were based on data observed in EPIDOS, SEMOF and OFELY cohorts. RESULTS: In this model, which is mostly based on observed data, the strategy "screen all" was more cost effective than "screen women at risk." For one woman screened at the age of 70 and followed for 10 years, the incremental (additional) cost-effectiveness ratio of these two strategies compared with the reference was 4,235 euros and 8,290 euros, respectively. CONCLUSION: The results of this model, under the assumptions described in the paper, suggest that in women aged 70-80 years, screening all women with dual-energy X-ray absorptiometry (DXA) would be more effective than no screening or screening only women with at least one risk factor. Cost-effectiveness studies based on decision-analysis trees maybe useful tools for helping decision makers, and further models based on different assumptions should be performed to improve the level of evidence on cost-effectiveness ratios of the usual screening strategies for osteoporosis.

Realised and Optimal Monetary Policy Rules in an Estimated Markov-Switching DSGE Model of the United Kingdom

This paper investigates underlying changes in the UK economy over the past thirtyfive years using a small open economy DSGE model. Using Bayesian analysis, we find UK monetary policy, nominal price rigidity and exogenous shocks, are all subject to regime shifting. A model incorporating these changes is used to estimate the realised monetary policy and derive the optimal monetary policy for the UK. This allows us to assess the effectiveness of the realised policy in terms of stabilising economic fluctuations, and, in turn, provide an indication of whether there is room for monetary authorities to further improve their policies.