Brownian motion with drift threshold model

In this thesis we implement estimating procedures in order to estimate threshold parameters for the continuous time threshold models driven by stochastic di®erential equations. The ¯rst procedure is based on the EM (expectation-maximization) algorithm applied to the threshold model built from the Brownian motion with drift process. The second procedure mimics one of the fundamental ideas in the estimation of the thresholds in time series context, that is, conditional least squares estimation. We implement this procedure not only for the threshold model built from the Brownian motion with drift process but also for more generic models as the ones built from the geometric Brownian motion or the Ornstein-Uhlenbeck process. Both procedures are implemented for simu- lated data and the least squares estimation procedure is also implemented for real data of daily prices from a set of international funds. The ¯rst fund is the PF-European Sus- tainable Equities-R fund from the Pictet Funds company and the second is the Parvest Europe Dynamic Growth fund from the BNP Paribas company. The data for both funds are daily prices from the year 2004. The last fund to be considered is the Converging Europe Bond fund from the Schroder company and the data are daily prices from the year 2005.

Enhancing Multimodal Silent Speech Interfaces With Feature Selection

In research on Silent Speech Interfaces (SSI), different sources of information (modalities) have been combined, aiming at obtaining better performance than the individual modalities. However, when combining these modalities, the dimensionality of the feature space rapidly increases, yielding the well-known "curse of dimensionality". As a consequence, in order to extract useful information from this data, one has to resort to feature selection (FS) techniques to lower the dimensionality of the learning space. In this paper, we assess the impact of FS techniques for silent speech data, in a dataset with 4 non-invasive and promising modalities, namely: video, depth, ultrasonic Doppler sensing, and surface electromyography. We consider two supervised (mutual information and Fisher's ratio) and two unsupervised (meanmedian and arithmetic mean geometric mean) FS filters. The evaluation was made by assessing the classification accuracy (word recognition error) of three well-known classifiers (knearest neighbors, support vector machines, and dynamic time warping). The key results of this study show that both unsupervised and supervised FS techniques improve on the classification accuracy on both individual and combined modalities. For instance, on the video component, we attain relative performance gains of 36.2% in error rates. FS is also useful as pre-processing for feature fusion. Copyright © 2014 ISCA.

Design of a laminated composite multi-cel structure subjected to torsion

Laminate composite multi-cell structures have to support both axial and shear stresses when sustaining variable twist. Thus the properties and design of the laminate may not be the most adequate at all cross-sections to support the torsion imposed on the cells. In this work, the effect of some material and geometric parameters on the optimal mechanical behaviour of a multi-cell composite laminate structure is studied when torsion is present. A particle swarm optimization technique is used to maximize the multi-cell structure torsion constant that can be used to obtain the angle of twist of the composite laminate profile.

Taper angle optimization of scarf repairs in carbon-epoxy laminates

The increasing use of Carbon-Fibre Reinforced Plastic (CFRP) laminates in high responsibility applications introduces an issue regarding their handling after damage. The availability of efficient repair methods is essential to restore the strength of the structure. The availability of accurate predictive tools for the repairs behaviour is also essential for the reduction of costs and time associated to extensive tests. This work reports on a numerical study of the tensile behaviour of three-dimensional (3D) adhesively-bonded scarf repairs in CFRP structures, using a ductile adhesive. The Finite Element (FE) analysis was performed in ABAQUS® and Cohesive Zone Models (CZM’s) was used for the simulation of damage in the adhesive layer. A parametric study was performed on two geometric parameters. The use of overlaminating plies covering the repaired region at the outer or both repair surfaces was also tested as an attempt to increase the repairs efficiency. The results allowed the proposal of design principles for repairing CFRP structures.

Effect of hole drilling at the overlap on the strength of single-lap joints

Bonded unions are gaining importance in many fields of manufacturing owing to a significant number of advantages to the traditional fastening, riveting, bolting and welding techniques. Between the available bonding configurations, the single-lap joint is the most commonly used and studied by the scientific community due to its simplicity, although it endures significant bending due to the non-collinear load path, which negatively affects its load bearing capabilities. The use of material or geometric changes in single-lap joints is widely documented in the literature to reduce this handicap, acting by reduction of peel and shear peak stresses at the damage initiation sites in structures or alterations of the failure mechanism emerging from local modifications. In this work, the effect of hole drilling at the overlap on the strength of single-lap joints was analyzed experimentally with two main purposes: (1) to check whether or not the anchorage effect of the adhesive within the holes is more preponderant than the stress concentrations near the holes, arising from the sharp edges, and modification of the joints straining behaviour (strength improvement or reduction, respectively) and (2) picturing a real scenario on which the components to be bonded are modified by some external factor (e.g. retrofitting of decaying/old-fashioned fastened unions). Tests were made with two adhesives (a brittle and a ductile one) varying the adherend thickness and the number, layout and diameter of the holes. Experimental testing showed that the joints strength never increases from the un-modified condition, showing a varying degree of weakening, depending on the selected adhesive and hole drilling configuration.

Modelo de localização de sistemas de águas residuais

Dissertação apresentada como requisito parcial para obtenção do grau de Mestre em Ciência e Sistemas de Informação Geográfica

A sustentabilidade e o ciclo de vida dos edifícios

A crescente preocupação que envolve as questões ambientais a nível mundial, cada vez mais agravadas pelo comportamento irresponsável do Homem, conduziu à criação de métodos de avaliação dos impactes ambientais provocados por produtos e sistemas. Sendo o sector da construção responsável por grande parte desses impactes, é evidente a necessidade de aplicação de medidas que visem mitigar ou, no mínimo, reduzir até valores aceitáveis, essas agressões ao meio ambiente. Nesse âmbito, é natural que tenha surgido a ideia de aplicar uma metodologia tão precisa e rigorosa como a LCA ao sector da construção. No entanto, nos dias de hoje, as preocupações alargaram-se às vertentes social e económica que, juntamente com a vertente ambiental, formam o triângulo de equilíbrio do desenvolvimento sustentável. É precisamente essa avaliação tripartida que esta Dissertação pretende abordar, tentando aprofundar conhecimentos e fornecer alternativas, através da análise crítica, que possam contribuir para a melhoria contínua desta metodologia.

Splenomegaly in relation to Schistosoma mansoni egg counts: a population based study

A cross: sectional survey on schistosomiasis was done in Comercinho (Minas Gerais State, Brazil), a town with 1474 inhabitants. Stool (Kato-Katz method) and physical examinations were done on 90% of the population and on 84% of the individuals over 2 years of age, respectively. The ecological and individual (case-control) analysis were used to investigate the relation between splenomegaly and S. mansoni egg counts in different age groups. In the ecological analysis there was a clearly correspondence between higher geometric mean of eggs and higher percentage of splenomegaly in the age groups 5-9 and 10-12 years. In the individual analysis it was found that only in the youngest individuals (5-8 or 5-9 years old) the splenomegaly was related with higher mean egg counts in the feces, having been a tendency to the decrease of excretion of eggs in patients with splenomegaly as the age increased. These results strongly suggest that the ecological data are' better indicator of the severity of schistosomiasis in endemic areas, as the decrease of the egg excretion in patients with splenomegaly may be a confounding variable for the individual analysis.

A evolução de um modelo BIM de construção para gestão de empreendimentos

A implementação da evolução tecnológica no setor da construção tem se caracterizado pelo aparecimento de novas tecnologias que dinamizam os processos de troca de informação entre os vários intervenientes no ciclo de vida do empreendimento. O surgimento da tecnologia Building Information Modeling - BIM assente na modelação paramétrica e na interoperabilidade suportada em ficheiros de padrão aberto (IFC) pressupõem um novo paradigma na forma como são tratados os processos de troca de informação entre os vários intervenientes no ciclo de vida dos empreendimentos. Com base no BIM o Construction Operations Building Information Exchange – COBie, é outra tecnologia recente que recolhe informações não geométricas associadas ao modelo e em conjunto com a informação geométrica produzida pelo BIM fazem parte dos documentos de entrega para a fase Facility Management – FM. O objetivo da presente dissertação centrou-se no estudo da evolução de um modelo BIM de construção para a gestão de empreendimento. Foi desenvolvido o estudo de um modelo protótipo que incidiu na utilização de softwares para verificação e aplicação das tecnologias COBie e BIM e também foi sincronizado com a fase FM. Da aplicação dos requisitos COBie e modelação BIM foram extraídas informações geométricas e não geométricas preenchidas nas folhas de trabalho COBie. As principais conclusões do estudo realizado foram que as tecnologias COBie e BIM têm pouca implantação a nível nacional e a sua integração dinamiza os processos, reduzindo custos e aumentando a qualidade da informação fornecida.

Schistosomiasis mansoni in the municipality of Pedro de Toledo (São Paulo, Brazil) where the Biomphalaria tenagophila is the snail host: I - Prevalence in human population (

Due to the scarce information about the epidemiological features of schistosomiasis in which the vector is Biomphalaria tenagophila, an investigation was carried in Pedro de Toledo in 1980 where such peculiarity is observed. Stool examinations (Kato-Katz method) were performed in 4,741 individuals (22.8% positive to Schistosoma mansoni eggs) of this 583 had previously received chemoterapy and 4,158 remainders, untreated. The schistosomiasis prevalence in those two groups where respectively 31.7% and 21.6%. Epidemiological investigation showed that 83.6% were autochthonous cases from the studied area: the autochthonous prevalence rate, and the intensity of infection in the untreated autochthonous cases were higher in males than in females; the intensity in the latter untreated group was low, 58.5 eggs/g feces (geometric mean). Moreover, according to the age groups the intensity of infections correlated well (r s = 0.745) with the prevalence rates. Schistosomiasis was verified to occur mostly during the leisure time and by the use of water streams for housework in rural zone. Only 0.4% out of 1,137 snails was positive for S. mansoni cercariae, apparently unchanged from the 1978 study when the human prevalence was 12.0%. The studied area presented differences and similarities in relation to the other Brazilian areas were the main intermediate host is B. glabrata.

A serological investigation of rotavirus infections in a shanty town population in Rio de Janeiro

The presence of antibodies against rotavirus was investigated by enzyme immunosorbent assay (ELISA) in two distinct groups of children living in a shanty town in Rio de Janeiro. One hundred and thirty six plasma samples were randomly collected from children of 0 to 33 months (first group) and 255 serum samples were collected from other 85 children at ages of 2, 6 and 9 months (second group). A high percentage of antibodies were found in the newborn children and this rate decreased progressively until the age of 11 months, after which it increased again. At the age of 7 months, geometric mean antibody titers increased indicating that infection had occurred.

Measles vaccination: influence of age on its efficacy

The authors compare the serologic efficacy and the clinical protection afforded by three different measles vaccination schemes in adequately nourished children in São Paulo city, Brazil. Two hundred forty two children were divided into three groups. Group A, comprising 117 children who had received the vaccine before 12 months of age and a second dose at 12 months of age or more. Group B, comprising 46 children who had received only one dose, before 12 months of age. Group C, comprising 79 children who had received only one dose, at 12 months of age or more. The geometric mean titer of antibodies in Group A was 790.1; in Group B, 251.1; and in Group C, 550.3. There was no statistically significant difference between Groups A and C. The exposure to the measles virus was probably similar in all groups, and the children in Groups A and C had similar chances of acquiring the disease after vaccination whereas in Group B the chances were higher when compared to the other two groups. The results obtained in this study favor the use, in developing countries, of a vaccination program against measles that includes an early first dose at eight months of age and revaccination after 12 months of age.

Chagas' disease: IgA, IgM and IgG antibodies to T. cruzi amastigote, trypomastigote and epimastigote antigens in acute and in different chronic forms of the disease

In an attempt to find a better T. cruzi antigen and possible immunological markers for the diagnosis of different clinical forms of Chagas' disease, amastigote and trypomastigote antigens obtained from immunosuppressed mice infected with T. cruzi (Y strain) were assessed in comparison with conventional epimastigote antigens. A total of 506 serum samples from patients with acute and with chronic (indeterminate, cardiac and digestive) forms, from nonchagasic infections, and from healthy individuals were assayed in immunofluorescence (IF) tests, to search for IgG, IgM and IgA antibodies. Amastigote proved to be the most convenient antigen for our purposes, providing higher relative efficiency indexes of 0.946, 0.871 and 0.914 for IgG, IgM and IgA IF tests, respectively. Anti-amastigote antibodies presented higher geometric mean titers (GMT) than anti-trypomastigote and anti-epimastigote. Anti-amastigote IgG antibodies were found in all forms of Chagas' disease, and predominantly IgA antibodies, in chronic digestive and in acute forms, as well as IgM antibodies, in latter forms. Thus, tests with amastigote antigen could be helpful for screening chagasic infections in blood banks. Practical and economical aspects in obtaining amastigotes as here described speak in favour of its use in developing countries, since those from other sources require more complex system of substruction, specialized personnel or equipment.

Schistosomiasis mansoni in an area of low transmission: I. impact of control measures

This work was undertaken in the municipality of Pedro de Toledo (São Paulo State, Brazil) in 1987, to clarify aspects related to the transmission levels of Schistosoma mansoni in a human population where the snail host is Biomphalaria tenagophila. Since 1980 a control programme has been undertaken in this municipality. Urban and rural populations (4,719 subjects) were submitted to faecal examinations (Kato-Katz method). The overall prevalence rate was 4.8% being higher in males (6.2%) and also in the rural zone (5.8%). The geometric mean of S. mansoni eggs was 35.1 eggs per gramme of faeces (epg). Approximately 80.0% of the carriers presented less than 100 epg and only 20 individuals (9.0%) eliminated more than half of total eggs. The highest index of potencial contamination (IPC) was in the age group of 5 to 20 years (57.6%). Two thirds of the investigated patients (207) were autochthonous of Pedro de Toledo. The geographical distribution of the carriers showed a clear aggregation of the autochthonous cases and a close association between human contact sites and breeding places of B. tenagophila. This study shows that schistosomiasis subjects were not randomly aggregated, the youngsters should be the main target in the prophylaxis, and the efficacy of the control programme.

Práticas de segurança da informação: um estudo de caso num centro hospitalar

Dissertação de Mestrado apresentada ao Instituto de Contabilidade e Administração do Porto para a obtenção de grau de Mestre em Auditoria, sob a orientação de Luís Silva Rodrigues