A unit root test based on partially adaptive estimation

This paper constructs a unit root test baseei on partially adaptive estimation, which is shown to be robust against non-Gaussian innovations. We show that the limiting distribution of the t-statistic is a convex combination of standard normal and DF distribution. Convergence to the DF distribution is obtaineel when the innovations are Gaussian, implying that the traditional ADF test is a special case of the proposed testo Monte Carlo Experiments indicate that, if innovation has heavy tail distribution or are contaminated by outliers, then the proposed test is more powerful than the traditional ADF testo Nominal interest rates (different maturities) are shown to be stationary according to the robust test but not stationary according to the nonrobust ADF testo This result seems to suggest that the failure of rejecting the null of unit root in nominal interest rate may be due to the use of estimation and hypothesis testing procedures that do not consider the absence of Gaussianity in the data.Our results validate practical restrictions on the behavior of the nominal interest rate imposed by CCAPM, optimal monetary policy and option pricing models.

Addressing important econometric issues on how to construct theoretical based exchange rate misalignment estimates

Exchange rate misalignment assessment is becoming more relevant in recent period particularly after the nancial crisis of 2008. There are di erent methodologies to address real exchange rate misalignment. The real exchange misalignment is de ned as the di erence between actual real e ective exchange rate and some equilibrium norm. Di erent norms are available in the literature. Our paper aims to contribute to the literature by showing that Behavioral Equilibrium Exchange Rate approach (BEER) adopted by Clark & MacDonald (1999), Ubide et al. (1999), Faruqee (1994), Aguirre & Calderón (2005) and Kubota (2009) among others can be improved in two following manners. The rst one consists of jointly modeling real e ective exchange rate, trade balance and net foreign asset position. The second one has to do with the possibility of explicitly testing over identifying restrictions implied by economic theory and allowing the analyst to show that these restrictions are not falsi ed by the empirical evidence. If the economic based identifying restrictions are not rejected it is also possible to decompose exchange rate misalignment in two pieces, one related to long run fundamentals of exchange rate and the other related to external account imbalances. We also discuss some necessary conditions that should be satis ed for disrcarding trade balance information without compromising exchange rate misalignment assessment. A statistical (but not a theoretical) identifying strategy for calculating exchange rate misalignment is also discussed. We illustrate the advantages of our approach by analyzing the Brazilian case. We show that the traditional approach disregard important information of external accounts equilibrium for this economy.

Design of boundary-scan testing in CMOS image sensors for industrial applications: internship repor

Tests on printed circuit boards and integrated circuits are widely used in industry,resulting in reduced design time and cost of a project. The functional and connectivity tests in this type of circuits soon began to be a concern for the manufacturers, leading to research for solutions that would allow a reliable, quick, cheap and universal solution. Initially, using test schemes were based on a set of needles that was connected to inputs and outputs of the integrated circuit board (bed-of-nails), to which signals were applied, in order to verify whether the circuit was according to the specifications and could be assembled in the production line. With the development of projects, circuit miniaturization, improvement of the production processes, improvement of the materials used, as well as the increase in the number of circuits, it was necessary to search for another solution. Thus Boundary-Scan Testing was developed which operates on the border of integrated circuits and allows testing the connectivity of the input and the output ports of a circuit. The Boundary-Scan Testing method was converted into a standard, in 1990, by the IEEE organization, being known as the IEEE 1149.1 Standard. Since then a large number of manufacturers have adopted this standard in their products. This master thesis has, as main objective: the design of Boundary-Scan Testing in an image sensor in CMOS technology, analyzing the standard requirements, the process used in the prototype production, developing the design and layout of Boundary-Scan and analyzing obtained results after production. Chapter 1 presents briefly the evolution of testing procedures used in industry, developments and applications of image sensors and the motivation for the use of architecture Boundary-Scan Testing. Chapter 2 explores the fundamentals of Boundary-Scan Testing and image sensors, starting with the Boundary-Scan architecture defined in the Standard, where functional blocks are analyzed. This understanding is necessary to implement the design on an image sensor. It also explains the architecture of image sensors currently used, focusing on sensors with a large number of inputs and outputs.Chapter 3 describes the design of the Boundary-Scan implemented and starts to analyse the design and functions of the prototype, the used software, the designs and simulations of the functional blocks of the Boundary-Scan implemented. Chapter 4 presents the layout process used based on the design developed on chapter 3, describing the software used for this purpose, the planning of the layout location (floorplan) and its dimensions, the layout of individual blocks, checks in terms of layout rules, the comparison with the final design and finally the simulation. Chapter 5 describes how the functional tests were performed to verify the design compliancy with the specifications of Standard IEEE 1149.1. These tests were focused on the application of signals to input and output ports of the produced prototype. Chapter 6 presents the conclusions that were taken throughout the execution of the work.

Seven stories: location based story-delivery system

Location aware content-based experiences have a substantial tradition in HCI, several projects over the last two decades have explored the association of digital media to specific locations or objects. However, a large portion of the literature has little focus on the creative side of designing of the experience and on the iterative process of user evaluations. In this thesis we present two iterations in the design and evaluation of a location based story delivery system (LBSDS), inspired by local folklore and oral storytelling in Madeira. We started by testing an already existing location based story platform, PlaceWear, with short multimedia clips that recounted local traditions and folktales, to this experience we called iLand. An initial evaluation of iLand, was conducted; we shadowed users during the experience and then they responded to a questionnaire. By analyzing the evaluation results we uncovered several issues that informed the redesign of the system itself as well as part of the story content. The outcome of this re design was the 7Stories experience. In the new experience we performed the integration of visual markers in the interface and the framing of the fragmented story content through the literary technique of the narrator. This was done aiming to improving the connection of the audience to the physical context where the experience is delivered. The 7Stories experience was evaluated following a similar methodology to the iLand evaluation but the user’s experience resulted considerably different; because of the same setting for the experience in both versions and the constancy of the most of the content across the two versions we were able to assess the specific effect of the new design and discuss its strengths and shortcomings. Although we did not run a formal and strict comparative test between the two evaluations, it is evident from the collected data how the specific design changes to our LBSDS influenced the user experience.

A Mismatch-Based Model for Memory Reconsolidation and Extinction in Attractor Networks

OSAN, R. , TORT, A. B. L. , AMARAL, O. B. . A mismatch-based model for memory reconsolidation and extinction in attractor networks. Plos One, v. 6, p. e23113, 2011.

Genetic diversity and antifungal susceptibility testing of Trichosporon asahii isolated of Intensive Care Units patients

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Comparison Between the Polymerase Chain Reaction-Based Screening and the Southern Blot Methods for Identification of Fragile X Syndrome

The fragile X syndrome (FXS), the most common cause of hereditary mental retardation, is caused by expansions of CGG repeats in the FMR1 gene. The gold-standard method to diagnose FXS is the Southern blot (SB). Because SB is laborious and costly, some adaptations in the polymerase chain reaction (PCR) method have been utilized for FXS screening. A previous PCR-based screening method for FXS identification utilizing small amounts of DNA was reported as simple and efficient. The aim of this study was to reproduce the mentioned PCR-based screening method for identification of expanded alleles of the FMR1 gene in Brazilian individuals and to investigate the efficiency of this method in comparison with SB. Utilizing the enzyme Expand Long Template PCR System, 78 individuals were investigated by that PCR-based screening method for FXS identification. Conclusive results were obtained for 75 samples. Considering all the allelic forms of FXS (normal [NL], premutation [PM], and full-mutation [FM]), the comparison of the PCR-based screening method with SB demonstrated 100% of accuracy, sensitivity, and specificity. However, when the PM and the FM were analyzed separately from each other, but together with the NL allele, the accuracy, sensitivity, and specificity decreased (to 42.9%-97.4%). We concluded that the PCR-based screening method was reproducible and capable of identifying all different FXS alleles, but because the differentiation between the PM and the FM alleles was not accurate, SB is still the gold-standard method for the molecular diagnosis of FXS.

Testing time-place learning in the cichlid fish Nile tilapia

Time-place learning based on food association was investigated in the fish Nile tilapia. During a 30-day period, food was placed at one side of the aquarium (containing three compartments) in the morning and at the opposite side in the afternoon. Learning was inferred by the number of correct side choices of all fish in each day of test (15th, 30th). During the test day, fish were not fed. The Nile tilapia did not learn to switch sides at the correct day period in order to get food, suggesting thus that this species does not have time-place learning ability.

A phylogenetic analysis of Pleurodema (Anura: Leptodactylidae: Leiuperinae) based on mitochondrial and nuclear gene sequences, with comments on the evolution of anuran foam nests

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Efficient robust optimization based on polynomial chaos and tabu search algorithm

The study of robust design methodologies and techniques has become a new topical area in design optimizations in nearly all engineering and applied science disciplines in the last 10 years due to inevitable and unavoidable imprecision or uncertainty which is existed in real word design problems. To develop a fast optimizer for robust designs, a methodology based on polynomial chaos and tabu search algorithm is proposed. In the methodology, the polynomial chaos is employed as a stochastic response surface model of the objective function to efficiently evaluate the robust performance parameter while a mechanism to assign expected fitness only to promising solutions is introduced in tabu search algorithm to minimize the requirement for determining robust metrics of intermediate solutions. The proposed methodology is applied to the robust design of a practical inverse problem with satisfactory results.

Effect of conditioning methods on the microtensile bond strength of phosphate monomer-based cement on zirconia ceramic in dry and aged conditions

The objective of this study was to evaluate the durability of bond strength between a resin cement and aluminous ceramic submitted to various surface conditioning methods. Twenty-four blocks (5 X 5 X 4 mm 3) of a glass-in filtrated zirconia-alumina ceramic (inCeram Zirconia Classic) were randomly divided into three surface treatment groups: ST1-Air-abrasion with 110-mu m Al2O3 particles + silanization; ST2-Laboratory tribochemical silica coating method (110-mu m Al2O3, ilO-PM Silica) (Rocatec) + silanization; ST3-Chairside tribochemical silica coating method (30-mu m SiOx) (CoJet) + silanization. Each treated ceramic block was placed in its silicone mold with the treated surface exposed. The resin cement (Panavia F) was prepared and injected into the mold over the treated surface. Specimens were sectioned to achieve nontrimmed bar specimens (14 sp/block) that were randomly divided into two conditions: (a) Dry-microtensile test after sectioning; (b) Thermocycling (TC)-(6,000X, 5-55 degrees C) and water storage (150 days). Thus, six experimental groups were obtained (11 = 50): Gr1-ST1 + dry; Gr2-ST1 + TC. Gr3-ST2 + dry; Gr4-ST2 + TC; Gr5-ST3 + dry; Gr6ST3 + TC. After microtensile testing, the failure types were noted. ST2 (25.1 +/- 11) and ST3 (24.1 +/- 7.4) presented statistically higher bond strength (MPa) than that of STI (17.5 +/- 8) regardless of aging conditions (p < 0.0001). While Gr2 revealed the lowest results (13.3 +/- 6.4), the other groups (21.7 +/- 7.4-25. 9 +/- 9.1) showed statistically no significant differences (two-way ANOVA and Tukey's test, a 0.05). The majority of the failures were mixed (82%) followed by adhesive failures (18%). Gr2 presented significantly higher incidence of ADHESIVE failures (54%) than those of other groups (p = 0.0001). Both laboratory and chairside silica coating plus silanization showed durable bond strength. After aging, airabrasion with 110-mu m Al2O3 + silanization showed the largest decrease indicating that aging is fundamental for bond strength testing for acid-resistant Arconia ceramics in order to estimate their long-term performance in the mouth. (c) 2007 Wiley Periodicals, Inc.

Effects of cement thickness and bonding on the failure loads of CAD/CAM ceramic crowns: Multi-physics FEA modeling and monotonic testing

Objective. To determine the influence of cement thickness and ceramic/cement bonding on stresses and failure of CAD/CAM crowns, using both multi-physics finite element analysis and monotonic testing.Methods. Axially symmetric FEA models were created for stress analysis of a stylized monolithic crown having resin cement thicknesses from 50 to 500 mu m under occlusal loading. Ceramic-cement interface was modeled as bonded or not-bonded (cement-dentin as bonded). Cement polymerization shrinkage was simulated as a thermal contraction. Loads necessary to reach stresses for radial cracking from the intaglio surface were calculated by FEA. Experimentally, feldspathic CAD/CAM crowns based on the FEA model were machined having different occlusal cementation spaces, etched and cemented to dentin analogs. Non-bonding of etched ceramic was achieved using a thin layer of poly(dimethylsiloxane). Crowns were loaded to failure at 5 N/s, with radial cracks detected acoustically.Results. Failure loads depended on the bonding condition and the cement thickness for both FEA and physical testing. Average fracture loads for bonded crowns were: 673.5 N at 50 mu m cement and 300.6 N at 500 mu m. FEA stresses due to polymerization shrinkage increased with the cement thickness overwhelming the protective effect of bonding, as was also seen experimentally. At 50 mu m cement thickness, bonded crowns withstood at least twice the load before failure than non-bonded crowns.Significance. Occlusal "fit" can have structural implications for CAD/CAM crowns; pre-cementation spaces around 50-100 mu m being recommended from this study. Bonding benefits were lost at thickness approaching 450-500 mu m due to polymerization shrinkage stresses. (C) 2012 Academy of Dental Materials. Published by Elsevier Ltd. All rights reserved.

Effect of silica coating combined to a MDP-based primer on the resin bond to Y-TZP ceramic

The aim of this study was to evaluate the influence of silica coating and 10-methacryloyloxydecyl dihydrogen phosphate (MDP)-based primer applications upon the bonding durability of a MDP-based resin cement to a yttrium stabilized tetragonal zirconia (Y-TZP) ceramic. Ninety-six Y-TZP tabs were embedded in an acrylic resin (free surface for adhesion: 5 x 5 mm(2)), ground finished and randomly divided into four groups (N = 24) according to the ceramic surface conditioning: (1) cleaning with isopropanol (ALC); (2) ALC + phosphoric acid etching + MDP-based primer application (MDP-primer); (3) silica coating + 3-methacryloyloxypropyl trimethoxysilane (MPS)-based coupling agent application (SiO(2) + MPS-Sil); and (4) SiO(2) + MDP-primer. The MDP-based resin cement was applied on the treated surface using a cylindrical mold (diameter=3 mm). Half of the specimens from each surface conditioning were stored in distilled water (37 C, 24 h) before testing. Another half of the specimens were stored (90 days) and thermo-cycled (12,000x) during this period (90d/TC) before testing. A shear bond strength (SBS) test was performed at a crosshead speed of 0.5 mm/min. Two factors composed the experimental design: ceramic conditioning strategy (in four levels) and storage condition (in two levels), totaling eight groups. After 90d/TC (Tukey; p < 0.05), SiO(2) + MDP-primer (24.40 MPa) promoted the highest SBS. The ALC and MDP-primer groups debonded spontaneously during 90d/TC. Bonding values were higher and more stable in the SiO2 groups. The use of MDP-primer after silica coating increased the bond strength. (C) 2010 Wiley Periodicals, Inc. J Biomed Mater Res Part 8: Appl Biomater 95B: 69-74, 2010.

Testing option pricing with the Edgeworth expansion

There is a well-developed framework, the Black-Scholes theory, for the pricing of contracts based on the future prices of certain assets, called options. This theory assumes that the probability distribution of the returns of the underlying asset is a Gaussian distribution. However, it is observed in the market that this hypothesis is flawed, leading to the introduction of a fudge factor, the so-called volatility smile. Therefore, it would be interesting to explore extensions of the Black-Scholes theory to non-Gaussian distributions. In this paper, we provide an explicit formula for the price of an option when the distributions of the returns of the underlying asset is parametrized by an Edgeworth expansion, which allows for the introduction of higher independent moments of the probability distribution, namely skewness and kurtosis. We test our formula with options in the Brazilian and American markets, showing that the volatility smile can be reduced. We also check whether our approach leads to more efficient hedging strategies of these instruments. (C) 2004 Elsevier B.V. All rights reserved.

Prediction of dry matter intake based on ruminal degradation from milking cows grazing coast-cross grass

Dry matter intake (DMI) of coast-cross grazing by crossbred Holstein-Zebu and Zebu lactating cows was calculated using in vitro dry matter digestibility from extrusa (four esophageal fistulated cows) and fecal output estimate with mordent chromium. Pasture was rotationally grazed with three days grazing period and 27 days testing period, adopting a stocking rate of 1.6 and 3.2 cows/ha, during the dry and rainy season respectively. Voluntary DMI was estimated from degradation characteristics using different equations. Predicted coast-cross DMI varied with models. The prediction of tropical forages dry matter intake from equations based in ruminal degradation parameters needs farther investigation before being employed in practice.