Hidden state models for time series

Amongst all the objectives in the study of time series, uncovering the dynamic law of its generation is probably the most important. When the underlying dynamics are not available, time series modelling consists of developing a model which best explains a sequence of observations. In this thesis, we consider hidden space models for analysing and describing time series. We first provide an introduction to the principal concepts of hidden state models and draw an analogy between hidden Markov models and state space models. Central ideas such as hidden state inference or parameter estimation are reviewed in detail. A key part of multivariate time series analysis is identifying the delay between different variables. We present a novel approach for time delay estimating in a non-stationary environment. The technique makes use of hidden Markov models and we demonstrate its application for estimating a crucial parameter in the oil industry. We then focus on hybrid models that we call dynamical local models. These models combine and generalise hidden Markov models and state space models. Probabilistic inference is unfortunately computationally intractable and we show how to make use of variational techniques for approximating the posterior distribution over the hidden state variables. Experimental simulations on synthetic and real-world data demonstrate the application of dynamical local models for segmenting a time series into regimes and providing predictive distributions.

Comparação da associação de diferentes programas de atividade física aplicados no local de trabalho sobre o nível de atividade física e qualidade de vida de trabalhadores do setor administrativo de comunidade universitária

Universidade Estadual de Campinas . Faculdade de Educação Física

Influência do local de nascimento e do transporte sobre a morbimortalidade de recém-nascidos prematuros

OBJETIVO: Verificar a influência do local de nascimento e do transporte sobre a morbimortalidade de recém-nascidos prematuros na Região Sul do Brasil. MÉTODOS: Estudo de coorte com recém-nascidos prematuros transferidos para a unidade de tratamento intensivo de referência (grupo transporte = 61), tendo sido acompanhados até a alta. Os dados sobre o atendimento no hospital de origem e transporte foram obtidos no momento da internação. Esse grupo foi comparado com neonatos da maternidade de referência, pareados por idade gestacional (grupo controle = 123), tendo como desfecho primário o óbito e desfechos secundários as alterações da glicemia, temperatura e saturação de oxigênio no momento da internação e a incidência de enterocolite necrosante, displasia broncopulmonar e sepses. Na associação entre as variáveis e o desfecho, foi utilizado o risco relativo. Foi adotado um nível de significância de α = 5% e β = 90%. RESULTADOS: A distância média percorrida foi de 91 km. A idade gestacional média foi de 34 semanas. Entre os recém-nascidos transferidos, 23% (n = 14) não tiveram atendimento pediátrico na sala de parto. No transporte, 33% dos recém-nascidos foram acompanhados por pediatra, e os equipamentos utilizados foram: incubadora (57%), bomba de infusão (13%), oxímetro (49%) e aparelho para aferição da glicemia (21%). O grupo transporte apresentou maior incidência de hiperglicemia, risco relativo (RR) = 3,2 (2,3-4,4), hipoglicemia, RR = 2,4 (1,4-4,0), hipertermia, RR = 2,5 (1,6-3,9), e hipoxemia, RR = 2,2 (1,6-3,0). Foram observados 18% de óbitos no grupo dos transferidos e 8,9% no grupo controle, RR = 2,0 (1,0-2,6). CONCLUSÕES: A pesquisa expõe deficiências no atendimento e transporte dos recém-nascidos, sendo necessária uma melhor organização do atendimento perinatal e do transporte na região nordeste do Rio Grande do Sul.

Disagreement between correlations of quantum mechanics and stochastic electrodynamics in the damped parametric oscillator

Intracavity and external third order correlations in the damped nondegenerate parametric oscillator are calculated for quantum mechanics and stochastic electrodynamics (SED), a semiclassical theory. The two theories yield greatly different results, with the correlations of quantum mechanics being cubic in the system's nonlinear coupling constant and those of SED being linear in the same constant. In particular, differences between the two theories are present in at least a mesoscopic regime. They also exist when realistic damping is included. Such differences illustrate distinctions between quantum mechanics and a hidden variable theory for continuous variables.

Determining factors of environmental management practices in portuguese local entities

Purpose: The aim of this paper is to analyse the development of environmental management practices by Portuguese local entities and their determining factors. Design/methodology/approach: The data were collected by sending a postal questionnaire. In order to measure the degree of development of environmental management practices an index of environmental management practices (EMPI) was developed, which reflects the extent to which a set of 16 environmental management practices have been implemented by the entities included in the sample. Four variables are considered in this study as possible factors that drive the development of environmental management practices by local entities, namely type of entity, size, proactive environmental strategy and Local Agenda 21 Findings: Results indicate the degree of development of environmental management practices in Portuguese local entities is low. Additionally, entity size, the adoption of proactive environmental strategies and the implementation of Local Agenda 21 are explaining factors of the degree of development of such practices. Originality/value: This study adds to the international research on environmental management in public sector by providing empirical data from a country, Portugal, where empirical evidence is still relatively limited.

Determining factors of environmental management practices in portuguese local entities

Purpose – The purpose of this paper is to analyse the development of environmental management practices by Portuguese local entities and their determining factors. Design/methodology/approach – The data were collected by sending a postal questionnaire. In order to measure the degree of development of environmental management practices, an index of environmental management practices (EMPI) was developed, which reflects the extent to which a set of 16 environmental management practices have been implemented by the entities included in the sample. In total, four variables are considered in this study as possible factors that drive the development of environmental management practices by local entities: type of entity; size; proactive environmental strategy; and Local Agenda 21. Findings – Results indicate the degree of development of environmental management practices in Portuguese local entities is low. Additionally, entity size, the adoption of proactive environmental strategies and the implementation of Local Agenda 21 are explaining factors of the degree of development of such practices. Originality/value – The paper adds to the international research on environmental management in the public sector by providing empirical data from a country, Portugal, where empirical evidence is still relatively limited.

The Main Determinants of the Use of the Cost Accounting System in Portuguese Local Government

This paper explores the main determinants of the use of the cost accounting system (CAS) in Portuguese local government (PLG). Regression analysis is used to study the fit of a model of accounting changes in PLG, focused on cost accounting systems oriented to activities and outputs. Based on survey data gathered from PLG, we have found that the use of information in decision-making and external reporting is still a mirage. We obtain evidence about the influence of the internal organizational context (especially the lack of support and difficulties in the CAS implementation) in the use for internal purposes, while the institutional environment (like external pressures to implement the CAS) appears to be more deterministic of the external use. Results strengthen the function of external reporting to legitimate the organization’s activities to external stakeholders. On the other hand, some control variables (like political competition, usefulness and experience) also evidence some explanatory power in the model. Some mixed results were found that appeal to further research in the future. Our empirical results contribute to understand the importance of interconnecting the contingency and institutional approaches to gain a clear picture of cost accounting changes in the public sector.

DETERMINANTS OF THE SUCCESS OF GLOBAL AND LOCAL BRANDS IN LATIN AMERICA

ABSTRACTThe purpose of this paper is to address the issue of the implementation of global and local brands in Latin America by drawing on contingency theory to develop and test hypotheses relating to how product category characteristics affect the success of global and local brands in the region. Hypotheses are tested using data obtained from top brands rankings reported in five Latin American markets (Argentina, Brazil, the Caribbean and Central America, Chile and Mexico). The study design considers estimating a logistic regression on a binomial dependent variable measuring whether 475 top brands are global or local brands, with product category characteristics as independent variables. Results reveal that product categories related to subscriptions, local tastes, high-tech, and global citizenship do have an impact on the success of global and local brands in Latin America.

Bullying no local de trabalho: a perceção dos profissionais de uma Instituição de Ensino Superior Politécnico norte do país

Dissertação apresentada ao Instituto Politécnico do Porto para obtenção do Grau de Mestre em Gestão das Organizações, Ramo de Gestão de Empresas. Orientada por Prof. Doutor Manuel Salvador Gomes de Araújo

Accessibility and Local Development: Interaction between Cross-border Accessibility and Local Development in Portugal and Spain

One of de EU major concerns is cohesion and cross-border regional development. Usually cross-border regions are less dynamic, acting as bottlenecks mainly in peripheral territories. This paper is focused on the Portuguese-Spanish border using socio-economic and accessibility data. It considers Spatial Econometrics to produce statistical evidence on the relationship between accessibility and development at a local scale. A pilot study is conducted on North and Center region using variables such as population age, graduation characteristics, migrations, unemployment and daily accessibility to main towns in future this evaluation will be applied to the entire cross-border area between Portugal and Spain.

Constraint reasoning with local search for continuous optimization

Optimization is a very important field for getting the best possible value for the optimization function. Continuous optimization is optimization over real intervals. There are many global and local search techniques. Global search techniques try to get the global optima of the optimization problem. However, local search techniques are used more since they try to find a local minimal solution within an area of the search space. In Continuous Constraint Satisfaction Problems (CCSP)s, constraints are viewed as relations between variables, and the computations are supported by interval analysis. The continuous constraint programming framework provides branch-and-prune algorithms for covering sets of solutions for the constraints with sets of interval boxes which are the Cartesian product of intervals. These algorithms begin with an initial crude cover of the feasible space (the Cartesian product of the initial variable domains) which is recursively refined by interleaving pruning and branching steps until a stopping criterion is satisfied. In this work, we try to find a convenient way to use the advantages in CCSP branchand- prune with local search of global optimization applied locally over each pruned branch of the CCSP. We apply local search techniques of continuous optimization over the pruned boxes outputted by the CCSP techniques. We mainly use steepest descent technique with different characteristics such as penalty calculation and step length. We implement two main different local search algorithms. We use “Procure”, which is a constraint reasoning and global optimization framework, to implement our techniques, then we produce and introduce our results over a set of benchmarks.

Shiva's dance: Crisis, local institutions and private firms

The uneven spatial distribution of start-ups and their respective survival may reflect comparative advantages resulting from the local institutional background. For the first time, we explore this idea using Data Envelopment Analysis (DEA) to assess the relative efficiency of Portuguese municipalities in this specific context. We depart from the related literature where expenditure is perceived as a desirable input by choosing a measure of fiscal responsibility and infrastructural variables in the first stage. Comparing results for 2006 and 2010, we find that mean performance decreased substantially 1) with the effects of the Global Financial Crisis, 2) as municipal population increases and 3) as financial independence decreases. A second stage is then performed employing a double-bootstrap procedure to evaluate how the regional context outside the control of local authorities (e.g. demographic characteristics and political preferences) impacts on efficiency.

Finding the hidden influencers

This thesis is a first step in the search for the characteristics of funders, and the underlying motivation that drives them to participate in crowdfunding. The purpose of the study is to identify demographics and psychographics that influence a funder’s willingness to financially support a crowdfunding project (WFS). Crowdfunding, crowdsourcing and donation literature are combined to create a conceptual model in which age, gender, altruism and income, together with several control variables, are expected to have an influence on a funder’s WFS. Primary data collection was conducted using a survey, and a dataset of 175 potential crowdfunders was created. The data is analysed using a multiple regression and provided several interesting results. First of all, age and gender have a significant effect on WFS, males and young adults until the age of 30 have a higher intention to give money to crowdfunding projects. Second, altruism is significantly positively related to WFS, meaning that the funders do not just care about the potential rewards they could receive, but also about the benefits that they create for the entrepreneur and the people affected by the crowdfunding project. Third, the moderation effect of income was found to be insignificant in this model. It shows that income does not affect the strength of the relationship between the age, gender and altruism, and WFS. This study provides important theoretical contributions by, to the best of my knowledge, being the first study to quantitatively investigate the characteristics of funders and using the funder as the unit of analysis. Moreover, the study provides important insights for entrepreneurs who wish to target the crowd better in order to attract and retain more funders, thereby increasing the chance of success of their project.

Rapid assessment of fruit-color selection by birds using artificial fruits at local scale in Central Amazonia

Modeling clays have been used in several ecological experiments and have proved to be an important tool to variables control. The objective of our study was to determine if fruit color in isolated and grouped displays influences the fruit selection by birds in the field using artificial fruits. Data were collected in six plots distributed homogeneously in 3 km long trails with a minimum distance of 0.5 km. We used a paired experimental design to establish our experiments, so that all treatments were available to the local bird community in each plot. Overall, red was more pecked than brown and white. Isolated red and brown displays were significantly more pecked than others display. Even though our study was conducted in small spatial scales, artificial fruits appeared to be efficient in register fruit consumption attempts by bird. Although inconclusive about selective forces that sharp the dynamics of fruit color polymorphisms and choice by frugivorous birds, our findings corroborate recent studies wherein birds showed preferences by high- over low-contrast fruit signals.

Variación florística de especies arbóreas a escala local en un bosque de tierra firme en la Amazonia colombiana

El presente estudio se llevó a cabo en cinco hectáreas de una parcela permanente establecida en el Parque Nacional Amacayacu, Amazonia colombiana. En éste, se evaluó el efecto de la variación ambiental y la configuración espacial sobre los patrones florísticos de las especies arbóreas (DAP>10 cm) a escala local en un bosque de tierra firme. Se estudió la variación florística y ambiental en cuadrantes de 20x20 m. Adicionalmente, se consideraron diferentes categorías de abundancia (total, alta, media y baja). Se utilizó el Análisis de Correspondencia Linealizado y el Análisis de Correspondencia Canónica, seguido de una partición de la variación, para cuantificar la magnitud a la cual el ambiente y la limitación en dispersión determinan la variación florística. La fracción espacial, representando procesos de autocorrelación como la limitación en dispersión, se analizó mediante dos métodos: Asumiendo un polinomio de tercer grado y por el método de Coordenadas Principales de Matrices Vecinas (PCNM). La diversidad beta de la parcela fue baja. El PCNM aparece como el método de análisis más apropiado para estudios a esta escala. Las diferencias florísticas explicadas a lo largo de la parcela de 5-ha fueron principalmente asociadas con procesos biológicos como la limitación en dispersión. La mayor parte de la variación florística, no obstante, no fue explicada por las variables ambientales o espaciales consideradas. En conclusión, estos resultados sugieren que procesos aleatorios son determinantes esenciales de la variación espacial de las especies arbóreas a escala local en tierra firme en los bosques en el Parque Nacional Amacayacu.