Interaction between mercury (Hg), arsenic (As) and selenium (Se) affects the activity of glutathione S-transferase in breast milk: possible relationship with fish and shellfish intake

Breast milk is regarded as an ideal source of nutrients for the growth and development of neonates, but it can also be a potential source of pollutants. Mothers can be exposed to different contaminants as a result of their lifestyle and environmental pollution. Mercury (Hg) and arsenic (As) could adversely affect the development of fetal and neonatal nervous system. Some fish and shellfish are rich in selenium (Se), an essential trace element that forms part of several enzymes related to the detoxification process, including glutathione S-transferase (GST). The goal of this study was to determine the interaction between Hg, As and Se and analyze its effect on the activity of GST in breast milk. Milk samples were collected from women between day 7 and 10 postpartum. The GST activity was determined spectrophotometrically; total Hg, As and Se concentrations were measured by atomic absorption spectrometry. To explain the possible association of Hg, As and Se concentrations with GST activity in breast milk, generalized linear models were constructed. The model explained 44% of the GST activity measured in breast milk. The GLM suggests that GST activity was positively correlated with Hg, As and Se concentrations. The activity of the enzyme was also explained by the frequency of consumption of marine fish and shellfish in the diet of the breastfeeding women.

Investigating bias in recreational fishing surveys: Fishers listed in public telephone directories fish similarly to their unlisted counterparts

Several recent offsite recreational fishing surveys have used public landline telephone directories as a sampling frame. Sampling biases inherent in this method are recognised, but are assumed to be corrected through demographic data expansion. However, the rising prevalence of mobile-only households has potentially increased these biases by skewing raw samples towards households that maintain relatively high levels of coverage in telephone directories. For biases to be corrected through demographic expansion, both the fishing participation rate and fishing activity must be similar among listed and unlisted fishers within each demographic group. In this study, we tested for a difference in the fishing activity of listed and unlisted fishers within demographic groups by comparing their avidity (number of fishing trips per year), as well as the platform used (boat or shore) and species targeted on their most recent fishing trip. 3062 recreational fishers were interviewed at 34 tackle stores across 12 residential regions of Queensland, Australia. For each fisher, data collected included their fishing avidity, the platform used and species targeted on their most recent trip, their gender, age, residential region, and whether their household had a listed telephone number. Although the most avid fishers were younger and less likely to have a listed phone number, cumulative link models revealed that avidity was not affected by an interaction of phone listing status, age group and residential region (p > 0.05). Likewise, binomial generalized linear models revealed that there was no interaction between phone listing, age group and avidity acting on platform (p > 0.05), and platform was not affected by an interaction of phone listing status, age group, and residential region (p > 0.05). Ordination of target species using Bray-Curtis dissimilarity indices found a significant but irrelevant difference (i.e. small effect size) between listed and unlisted fishers (ANOSIM R < 0.05, p < 0.05). These results suggest that, at this time, the fishing activity of listed and unlisted fishers in Queensland is similar within demographic groups. Future research seeking to validate the assumptions of recreational fishing telephone surveys should investigate fishing participation rates of listed and unlisted fishers within demographic groups.

The experience of teaching statistics to non-specialist students in Saudi universities

Undoubtedly, statistics has become one of the most important subjects in the modern world, where its applications are ubiquitous. The importance of statistics is not limited to statisticians, but also impacts upon non-statisticians who have to use statistics within their own disciplines. Several studies have indicated that most of the academic departments around the world have realized the importance of statistics to non-specialist students. Therefore, the number of students enrolled in statistics courses has vastly increased, coming from a variety of disciplines. Consequently, research within the scope of statistics education has been able to develop throughout the last few years. One important issue is how statistics is best taught to, and learned by, non-specialist students. This issue is controlled by several factors that affect the learning and teaching of statistics to non-specialist students, such as the use of technology, the role of the English language (especially for those whose first language is not English), the effectiveness of statistics teachers and their approach towards teaching statistics courses, students’ motivation to learn statistics and the relevance of statistics courses to the main subjects of non-specialist students. Several studies, focused on aspects of learning and teaching statistics, have been conducted in different countries around the world, particularly in Western countries. Conversely, the situation in Arab countries, especially in Saudi Arabia, is different; here, there is very little research in this scope, and what there is does not meet the needs of those countries towards the development of learning and teaching statistics to non-specialist students. This research was instituted in order to develop the field of statistics education. The purpose of this mixed methods study was to generate new insights into this subject by investigating how statistics courses are currently taught to non-specialist students in Saudi universities. Hence, this study will contribute towards filling the knowledge gap that exists in Saudi Arabia. This study used multiple data collection approaches, including questionnaire surveys from 1053 non-specialist students who had completed at least one statistics course in different colleges of the universities in Saudi Arabia. These surveys were followed up with qualitative data collected via semi-structured interviews with 16 teachers of statistics from colleges within all six universities where statistics is taught to non-specialist students in Saudi Arabia’s Eastern Region. The data from questionnaires included several types, so different techniques were used in analysis. Descriptive statistics were used to identify the demographic characteristics of the participants. The chi-square test was used to determine associations between variables. Based on the main issues that are raised from literature review, the questions (items scales) were grouped and five key groups of questions were obtained which are: 1) Effectiveness of Teachers; 2) English Language; 3) Relevance of Course; 4) Student Engagement; 5) Using Technology. Exploratory data analysis was used to explore these issues in more detail. Furthermore, with the existence of clustering in the data (students within departments within colleges, within universities), multilevel generalized linear models for dichotomous analysis have been used to clarify the effects of clustering at those levels. Factor analysis was conducted confirming the dimension reduction of variables (items scales). The data from teachers’ interviews were analysed on an individual basis. The responses were assigned to one of the eight themes that emerged from within the data: 1) the lack of students’ motivation to learn statistics; 2) students' participation; 3) students’ assessment; 4) the effective use of technology; 5) the level of previous mathematical and statistical skills of non-specialist students; 6) the English language ability of non-specialist students; 7) the need for extra time for teaching and learning statistics; and 8) the role of administrators. All the data from students and teachers indicated that the situation of learning and teaching statistics to non-specialist students in Saudi universities needs to be improved in order to meet the needs of those students. The findings of this study suggested a weakness in the use of statistical software applications in these courses. This study showed that there is lack of application of technology such as statistical software programs in these courses, which would allow non-specialist students to consolidate their knowledge. The results also indicated that English language is considered one of the main challenges in learning and teaching statistics, particularly in institutions where English is not used as the main language. Moreover, the weakness of mathematical skills of students is considered another major challenge. Additionally, the results indicated that there was a need to tailor statistics courses to the needs of non-specialist students based on their main subjects. The findings indicate that statistics teachers need to choose appropriate methods when teaching statistics courses.

Prevalence and associations of Trypanosoma spp. and Sodalis glossinidius with intrinsic factors of tsetse flies

Trypanosomiasis has been identified as a neglected tropical disease in both humans and animals in many regions of sub-Saharan Africa. Whilst assessments of the biology of trypanosomes, vectors, vertebrate hosts and the environment have provided useful information about life cycles, transmission, and pathogenesis of the parasites that could be used for treatment and control, less information is available about the effects of interactions among multiple intrinsic factors on trypanosome presence in tsetse flies from different sites. It is known that multiple species of tsetse flies can transmit trypanosomes but differences in their vector competence has normally been studied in relation to individual factors in isolation, such as: intrinsic factors of the flies (e.g. age, sex); habitat characteristics; presence of endosymbionts (e.g. Wigglesworthia glossinidia, Sodalis glossinidius); feeding pattern; host communities that the flies feed on; and which species of trypanosomes are transmitted. The purpose of this study was to take a more integrated approach to investigate trypanosome prevalence in tsetse flies. In chapter 2, techniques were optimised for using the Polymerase Chain Reaction (PCR) to identify species of trypanosomes (Trypanosoma vivax, T. congolense, T. brucei, T. simiae, and T. godfreyi) present in four species of tsetse flies (Glossina austeni, G. brevipalpis, G. longipennis and G. pallidipes) from two regions of eastern Kenya (the Shimba Hills and Nguruman). Based on universal primers targeting the internal transcribed spacer 1 region (ITS-1), T. vivax was the predominant pathogenic species detected in flies, both singly and in combination with other species of trypanosomes. Using Generalised Linear Models (GLMs) and likelihood ratio tests to choose the best-fitting models, presence of T. vivax was significantly associated with an interaction between subpopulation (a combination between collection sites and species of Glossina) and sex of the flies (X2 = 7.52, df = 21, P-value = 0.0061); prevalence in females overall was higher than in males but this was not consistent across subpopulations. Similarly, T. congolense was significantly associated only with subpopulation (X2 = 18.77, df = 1, P-value = 0.0046); prevalence was higher overall in the Shimba Hills than in Nguruman but this pattern varied by species of tsetse fly. When associations were analysed in individual species of tsetse flies, there were no consistent associations between trypanosome prevalence and any single factor (site, sex, age) and different combinations of interactions were found to be significant for each. The results thus demonstrated complex interactions between vectors and trypanosome prevalence related to both the distribution and intrinsic factors of tsetse flies. The potential influence of the presence of S. glossinidius on trypanosome presence in tsetse flies was studied in chapter 3. A high number of Sodalis positive flies was found in the Shimba Hills, while there were only two positive flies from Nguruman. Presence or absence of Sodalis was significantly associated with subpopulation while trypanosome presence showed a significant association with age (X2 = 4.65, df = 14, P-value = 0.0310) and an interaction between subpopulation and sex (X2 = 18.94, df = 10, P-value = 0.0043). However, the specific associations that were significant varied across species of trypanosomes, with T. congolense and T. brucei but not T. vivax showing significant interactions involving Sodalis. Although it has previously been concluded that presence of Sodalis increases susceptibility to trypanosomes, the results presented here suggest a more complicated relationship, which may be biased by differences in the distribution and intrinsic factors of tsetse flies, as well as which trypanosome species are considered. In chapter 4 trypanosome status was studied in relation to blood meal sources, feeding status and feeding patterns of G. pallidipes (which was the predominant fly species collected for this study) as determined by sequencing the mitochondrial cytochrome B gene using DNA extracted from abdomen samples. African buffalo and African elephants were the main sources of blood meals but antelopes, warthogs, humans, giraffes and hyenas were also identified. Feeding on multiple hosts was common in flies sampled from the Shimba Hills but most flies from Nguruman had fed on single host species. Based on Multiple Correspondence Analysis (MCA), host-feeding patterns showed a correlation with site of sample collection and Sodalis status, while trypanosome status was correlated with sex and age of the flies, suggesting that recent host-feeding patterns from blood meal analysis cannot predict trypanosome status. In conclusion, the complexity of interactions found suggests that strategies of tsetse fly control should be specific to particular epidemic areas. Future studies should include laboratory experiments that use local colonies of tsetse flies, local strains of trypanosomes and local S. glossinidius under controlled environmental conditions to tease out the factors that affect vector competence and the relative influence of external environmental factors on the dynamics of these interactions.

Nuevo método de identificación usando la respuesta escalón para sistemas de fase no mínima de segundo orden

Este artículo presenta un nuevo método de identificación para sistemas de fase no mínima basado en la respuesta escalón. El enfoque propuesto provee un modelo aproximado de segundo orden evitando diseños experimentales complejos. El método propuesto es un algoritmo de identificación cerrado basado en puntos característicos de la respuesta escalón de sistemas de fase no mínima de segundo orden. Él es validado usando diferentes modelos lineales. Ellos tienen respuesta inversa entre 3,5% y 38% de la respuesta en régimen permanente. En simulaciones, ha sido demostrado que resultados satisfactorios pueden ser obtenidos usando el procedimiento de identificación propuesto, donde los parámetros identificados presentan errores relativos medios, menores que los obtenidos mediante el método de Balaguer.

A study on independent component analysis over galois fields

Dissertação (mestrado)—Universidade de Brasília, Faculdade de Tecnologia, Departamento de Engenharia Elétrica, 2015.

Quantification of air quality in space and time and its effects on health

The long-term adverse effects on health associated with air pollution exposure can be estimated using either cohort or spatio-temporal ecological designs. In a cohort study, the health status of a cohort of people are assessed periodically over a number of years, and then related to estimated ambient pollution concentrations in the cities in which they live. However, such cohort studies are expensive and time consuming to implement, due to the long-term follow up required for the cohort. Therefore, spatio-temporal ecological studies are also being used to estimate the long-term health effects of air pollution as they are easy to implement due to the routine availability of the required data. Spatio-temporal ecological studies estimate the health impact of air pollution by utilising geographical and temporal contrasts in air pollution and disease risk across $n$ contiguous small-areas, such as census tracts or electoral wards, for multiple time periods. The disease data are counts of the numbers of disease cases occurring in each areal unit and time period, and thus Poisson log-linear models are typically used for the analysis. The linear predictor includes pollutant concentrations and known confounders such as socio-economic deprivation. However, as the disease data typically contain residual spatial or spatio-temporal autocorrelation after the covariate effects have been accounted for, these known covariates are augmented by a set of random effects. One key problem in these studies is estimating spatially representative pollution concentrations in each areal which are typically estimated by applying Kriging to data from a sparse monitoring network, or by computing averages over modelled concentrations (grid level) from an atmospheric dispersion model. The aim of this thesis is to investigate the health effects of long-term exposure to Nitrogen Dioxide (NO2) and Particular matter (PM10) in mainland Scotland, UK. In order to have an initial impression about the air pollution health effects in mainland Scotland, chapter 3 presents a standard epidemiological study using a benchmark method. The remaining main chapters (4, 5, 6) cover the main methodological focus in this thesis which has been threefold: (i) how to better estimate pollution by developing a multivariate spatio-temporal fusion model that relates monitored and modelled pollution data over space, time and pollutant; (ii) how to simultaneously estimate the joint effects of multiple pollutants; and (iii) how to allow for the uncertainty in the estimated pollution concentrations when estimating their health effects. Specifically, chapters 4 and 5 are developed to achieve (i), while chapter 6 focuses on (ii) and (iii). In chapter 4, I propose an integrated model for estimating the long-term health effects of NO2, that fuses modelled and measured pollution data to provide improved predictions of areal level pollution concentrations and hence health effects. The air pollution fusion model proposed is a Bayesian space-time linear regression model for relating the measured concentrations to the modelled concentrations for a single pollutant, whilst allowing for additional covariate information such as site type (e.g. roadside, rural, etc) and temperature. However, it is known that some pollutants might be correlated because they may be generated by common processes or be driven by similar factors such as meteorology. The correlation between pollutants can help to predict one pollutant by borrowing strength from the others. Therefore, in chapter 5, I propose a multi-pollutant model which is a multivariate spatio-temporal fusion model that extends the single pollutant model in chapter 4, which relates monitored and modelled pollution data over space, time and pollutant to predict pollution across mainland Scotland. Considering that we are exposed to multiple pollutants simultaneously because the air we breathe contains a complex mixture of particle and gas phase pollutants, the health effects of exposure to multiple pollutants have been investigated in chapter 6. Therefore, this is a natural extension to the single pollutant health effects in chapter 4. Given NO2 and PM10 are highly correlated (multicollinearity issue) in my data, I first propose a temporally-varying linear model to regress one pollutant (e.g. NO2) against another (e.g. PM10) and then use the residuals in the disease model as well as PM10, thus investigating the health effects of exposure to both pollutants simultaneously. Another issue considered in chapter 6 is to allow for the uncertainty in the estimated pollution concentrations when estimating their health effects. There are in total four approaches being developed to adjust the exposure uncertainty. Finally, chapter 7 summarises the work contained within this thesis and discusses the implications for future research.

As rodovias e as aves de rapina nocturnas relação entre a densidade, o habitat e a mortalidade

As estradas e tráfego inerente surgem como a criação antrópica mais conspícua e penetrante na paisagem natural, sendo considerados os principais agentes causadores de fragmentação e destruição de habitats, assim como representam um obstáculo físico sem precedentes, limitando as relações directas entre os indivíduos, por diminuição da frequência de dispersão e aumento da mortalidade por atropelamento, impedindo o fluxo natural de genes e suscitando o aumento de fenómenos de inbreeding e perda de heterozigotia. Todos os impactes deletérios associados às rodovias são claramente perceptíveis em vertebrados, onde as aves de rapinas nocturnas não são excepção. Uma vez que estas rapaces beneficiam das suas bermas e orlas, como locais de poiso, nidificação ou como corredores de dispersão através da paisagem, são frequentemente vítimas de mortalidade por atropelamento em estradas, sendo esta problemática considerada actualmente uma das mais recentes e importantes formas de mortalidade não natural em rapinas nocturnas e vinculada como um dos maiores problemas de conservação que afecta este grupo. Não obstante, esse mútuo efeito de atracção/repulsa das estradas a estas rapaces, as rodovias criam uma barreira específica que limita a dinâmica, comportamento e densidade populacional das espécies residentes, reconhecendo-se que o isolamento daí resultante, pode comprometer a viabilidade populacional a longo prazo, podendo mesmo conduzir a altos riscos de extinção das populações locais devido a efeitos estocásticos. Mediante esta problemática, este trabalho debruçou-se sobre um único objectivo principal: a avaliação do impacte das rodovias e do tráfego, na densidade das aves de rapina nocturnas. Este estudo foi efectuado na região Alentejana, abrangendo uma área de cariz tipicamente mediterrânico, delimitada pelas localidades de Montemor-o-Novo, Arraiolos e Évora, sendo seccionada por 143 quilómetros de estradas, divididas em autoestrada, rodovias com elevada e reduzida densidade de tráfego. A monitorização das rapinas nocturnas foi conduzida em dois anos amostrais (2005 e 2007), tendo sido focalizada sobretudo em duas espécies de Strigiformes, a Coruja­ do-mato Strix aluco e o Mocho-galego Athene noctua, recorrendo ao uso de playbacks com reprodução de vocalizações de indivíduos conspecíficos. Foram usadas 32 variáveis explicativas integradas em três grandes grupos: variáveis de estrada, métricas da paisagem, uso do solo, tendo sido analiticamente testadas, recorrendo à aplicação de Modelos Lineares Generalizados. Os principais resultados obtidos demonstram que as variáveis de estrada, aliadas à densidade de tráfego e ruído inerente à sua circulação, são provavelmente, responsáveis por um comportamento de repulsa das espécies de aves de rapina nocturnas em estudo, apresentando estas densidades mais elevadas longe de áreas antropicamente perturbadas e, portanto, de menor qualidade que se encontram adjacentes às rodovias. Todavia a presença de habitat favorável a estas rapaces é provavelmente o descritor com maior poder estatístico no que concerne à sua distribuição e densidade, sendo os montados densos e a presença de zonas agrícolas de sequeiro, positivamente correlacionadas, respectivamente com a densidade de casais reprodutores de Coruja-do-mato e Mocho-galego. Mediante a observação dos resultados será veemente a aplicação de medidas de mitigação específicas, que fundamentalmente considerem o afastamento dos efectivos populacionais longe das estradas e tráfego, conservando e assegurando as características estruturais, requisitos e qualidade dos habitats, de modo a incrementar e garantir a viabilidade e densidade das populações, fidelizando a territorialidade e permanência destas aves nestas áreas. Adicionalmente deverá investir-se na conectividade das manchas de paisagem fragmentada pelas rodovias, criando opções de conservação estratégicas, em zonas ecologicamente mais sensíveis, que não somente minimizem o efeito de repulsa reconhecido nestas aves, mas também os níveis de mortalidade por atropelamento, tornando os ecossistemas mais funcionais para a sobrevivência destes rapaces. ABSTRACT; Roads and traffic are the most conspicuous and pervasive human creation, being the great responsible for fragmentation and habitats destruction, reducing animal movement through landscape, which implies decrease of gene flow and loss of variability that can fragmented populations, thus reducing their sizes and densities. All deleterious impacts associated with roads are clearly visible in vertebrates, where owls aren't exception, being frequent victims of road mortality, since they can use roadside habitats and edges for hunting, nesting or dispersal corridors through the landscape, being nowadays one of the most recent and important causes of non­natural mortality in owls and has been recognized as one of the largest conservation problems affecting this group. However, the attractive and avoidance effect of roads and his edges on owls creates a barrier effect that limits dynamics, behaviour and breeding density of resident species, recognizing that possible isolation, could compromise populations survival, make them more vulnerable to high risks of local extinction due to stochastic effects. Despite that, several authors suggest that owls use roads to hunt, as marginal habitats, or for navigation corridors through the landscape ln this context, the major aims of this study was to verify if there are negative effects of roads on the density of owls, considering traffic as an influencing factor. This study was conducted in Alentejo, covering a typical Mediterranean area, including three main localities Montemor-o-Novo, Évora and Arraiolos, being sectioned by 143 km of roads, including highway, roads with high traffic density, and the remaining with low traffic density. The owl census was conducted in two sampling years (2005 and 2007) and was focused mainly on Little owl Athene noctua and Tawny Owl Strix aluco species, using the playback technique, with conspecific calls. We used 32 explanatory variables, mainly included in three groups: road variables, landscape metrics and land use, having been analytically tested, with application of Generalised Linear Models. The main results show that noisy roads with high traffic density are probably the most responsible for the avoidance behaviour of owls, under the study area, showing density depression near high anthropogenic disturbed areas adjacent to roads. However, the presence of habitat quality to these birds is probably the descriptor with greater statistical power, considering its distribution and density, with the dense oak woodland and croplands and arable lands, positively correlated, respectively with Tawny owl and Little owl density. ln consequence, the great conservation effort should be done in order to keep breeding populations away from roads and traffic, ensuring the structural features, requirements and quality of its habitats in order to enhance and ensure the viability and density of owl's populations in these areas. ln addition, it is important to invest in connectivity between roadside fragmented patches, creating strategic conservation options, in sensitive areas, which minimize the avoidance effect, recognized in owls, but also road-kill levels, making ecosystems more functional to survival of these top predators.

Modelação do risco de perda dentária por doença periodontal

O prognóstico da perda dentária é um dos principais problemas na prática clínica de medicina dentária. Um dos principais fatores prognósticos é a quantidade de suporte ósseo do dente, definido pela área da superfície radicular dentária intraóssea. A estimação desta grandeza tem sido realizada por diferentes metodologias de investigação com resultados heterogéneos. Neste trabalho utilizamos o método da planimetria com microtomografia para calcular a área da superfície radicular (ASR) de uma amostra de cinco dentes segundos pré-molares inferiores obtida da população portuguesa, com o objetivo final de criar um modelo estatístico para estimar a área de superfície radicular intraóssea a partir de indicadores clínicos da perda óssea. Por fim propomos um método para aplicar os resultados na prática. Os dados referentes à área da superfície radicular, comprimento total do dente (CT) e dimensão mésio-distal máxima da coroa (MDeq) serviram para estabelecer as relações estatísticas entre variáveis e definir uma distribuição normal multivariada. Por fim foi criada uma amostra de 37 observações simuladas a partir da distribuição normal multivariada definida e estatisticamente idênticas aos dados da amostra de cinco dentes. Foram ajustados cinco modelos lineares generalizados aos dados simulados. O modelo estatístico foi selecionado segundo os critérios de ajustamento, preditibilidade, potência estatística, acurácia dos parâmetros e da perda de informação, e validado pela análise gráfica de resíduos. Apoiados nos resultados propomos um método em três fases para estimação área de superfície radicular perdida/remanescente. Na primeira fase usamos o modelo estatístico para estimar a área de superfície radicular, na segunda estimamos a proporção (decis) de raiz intraóssea usando uma régua de Schei adaptada e na terceira multiplicamos o valor obtido na primeira fase por um coeficiente que representa a proporção de raiz perdida (ASRp) ou da raiz remanescente (ASRr) para o decil estimado na segunda fase. O ponto forte deste estudo foi a aplicação de metodologia estatística validada para operacionalizar dados clínicos na estimação de suporte ósseo perdido. Como pontos fracos consideramos a aplicação destes resultados apenas aos segundos pré-molares mandibulares e a falta de validação clínica.

Modelação e previsão de um índice financeiro (FTSE 100)

A presente dissertação visa uma aplicação de séries temporais, na modelação do índice financeiro FTSE100. Com base na série de retornos, foram estudadas a estacionaridade através do teste Phillips-Perron, a normalidade pelo Teste Jarque-Bera, a independência analisada pela função de autocorrelação e pelo teste de Ljung-Box, e utilizados modelos GARCH, com a finalidade de modelar e prever a variância condicional (volatilidade) da série financeira em estudo. As séries temporais financeiras apresentam características peculiares, revelando períodos mais voláteis do que outros. Esses períodos encontram-se distribuídos em clusters, sugerindo um grau de dependência no tempo. Atendendo à presença de tais grupos de volatilidade (não linearidade), torna-se necessário o recurso a modelos heterocedásticos condicionais, isto é, modelos que consideram que a variância condicional de uma série temporal não é constante e dependente do tempo. Face à grande variabilidade das séries temporais financeiras ao longo do tempo, os modelos ARCH (Engle, 1982) e a sua generalização GARCH (Bollerslev, 1986) revelam-se os mais adequados para o estudo da volatilidade. Em particular, estes modelos não lineares apresentam uma variância condicional aleatória, sendo possível, através do seu estudo, estimar e prever a volatilidade futura da série. Por fim, é apresentado o estudo empírico que se baseia numa proposta de modelação e previsão de um conjunto de dados reais do índice financeiro FTSE100.

Tendências das aves noturnas em Portugal: metodologias e análise de um programa de monitorização baseado em colaboradores voluntários

Uma avaliação das metodologias de análise e recolha de dados aplicadas pelo Programa NOCTUAPortugal é de extrema importância para se apurar se estas são as mais indicadas em estudos de citizen science. Comparou-se os resultados de diferentes metodologias analíticas de estimação das tendências populacionais das espécies de aves noturnas durante o período de realização do Programa NOCTUA-Portugal (análise gráfica simples, modelos lineares generalizados (GLM-Poisson e GLMM), modelos aditivos generalizados (GAM-LOESS e GAM-mgcv) e software TRIM). Analisou-se a metodologia de censo de modo a avaliar o número de registos face à duração dos pontos de escuta, comparar a eficiência do ponto de deteção com outros estudos, variação das respostas ao longo da noite e efeito da época do ano, vento, nebulosidade e luminosidade da lua. Os resultados mostraram que a metodologia analítica mais indicada era o GLMM e que não era necessário realizar nenhum ajuste em particular na metodologia de censo; Trends in nocturnal birds in Portugal Methods and analysis of a volunteer-based monitoring program ABSTRACT: An evaluation of the methodologies of analysis and data collection applied by NOCTUA-Portugal Program is extremely important to determine whether these are the most suitable in citizen science studies. We compared the results of different analytical methodologies to estimate population trends of the species of nocturnal birds during the period of the NOCTUA-Portugal Program (simple graphical analysis, generalized linear models (GLM-Poisson and GLMM), generalized additive models (GAM-LOESS and GAMmgcv) and software TRIM). We analyzed the field methodology to assess the effect of point duration on the number of records, compared the point count efficiency with other sources, the variation of responses throughout the night, the effect of time of year, wind, cloud cover and moon luminosity. The results showed that the most suitable analytical methodology was the GLMM and it was not necessary to make any particular adjustment in the field methodology.

Procedimento para estudo da escolha modal em viagens realizadas por estudantes de instituições de ensino médio, mediado pela psicologia social

Tese (doutorado)—Universidade de Brasília, Faculdade de Tecnologia, Departamento de Engenharia Civil e Ambiental, 2016.

Modelação de taxas de resgate em seguros de vida

Mestrado em Ciências Actuariais

Analysis of the claims data of a life insurance portfolio

Mestrado em Ciências Actuariais

Influência da gestão do habitat na distribuição e abundância do coelho-bravo no Sítio Natura 2000 Monchique

O coelho-bravo, devido à sua importância ecológica e económica, tem sido alvo de diversos planos de gestão e vários esforços têm sido empreendidos no sentido de contrariar o decréscimo das suas populações. Este estudo foi realizado em três zonas de caça do Sítio Monchique e o principal objectivo é determinar se as medidas de gestão implementadas influenciam a distribuição e abundância da espécie na área de estudo. A abundância relativa foi interpolada com o método "Inverso do Peso da Distância" {IDW), e as relações entre presença de coelho e os descritores ambientais foram analisadas através de Modelos Lineares Generalizados (GLM). Os resultados da modelação estatística mostraram que as medidas de melhoria de habitat parecem ter sido determinantes para um aumento da área de distribuição do coelho-bravo nos locais intervencionados. São propostas novas medidas de gestão, cujo objectivo será promover a continuação do aumento da ocorrência e abundância da espécie neste local. /ABSTRACT: The wild rabbit, due to its ecological and economical role, has been the target of several management plans and considerable efforts have been made to enhance its populations. This study was held in three game estates located inside Monchique Natura 2000. Site and aims to determine if the habitat management actions implemented in the study area influence rabbit distribution and abundance. The relative abundance was interpolated to all study area with lnverse Distance Weight method {IDW} and the relationships between rabbit presence and the environmental descriptors were evaluated with Generalized Linear Models (GLM). The results of the statistical modelling showed that the management actions seem to have contributed significantly to an enhancement on the rabbit occurrence in the studied game estates. Several new management actions are proposed with the aim to continue to increase rabbit occurrence and abundance in this site.