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.

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

Phosphoglucose isomerase variability of Cerastoderma glaucum as a model for testing the influence of environmental conditions and dispersal patterns through quantitative ecology approaches

Extreme conditions of coastal lagoons could directly modify the genetic patterns of species. The aim of this work was to investigate the influence of environmental conditions and small scale dispersal patterns on the phosphoglucose isomerase (PGI*) genetic variability of Cerastoderma glaucum from the Mar Menor coastal lagoon. For this purpose, 284 cockles were collected around the perimeter of the lagoon. Vertical polyacrylamide gel electrophoresis was used to scan for PGI* polymorphisms, giving a total of seven alleles. The spatial genetic distribution of the PGI* variability, which seems to be marked by the main circulation in the lagoon, discriminates four hydrological basins. In the central basin, a gradient of allelic composition reflects the circulation forced by the dominant winds and the main channel communicated to the open sea. This result is well supported by the salinity GAM model that defines this gradient. The other three basins are defined by the distribution of fine sand in a more complex model that tries to explain the isolation of the three sites localized inside these basins. The southern, western and northern basins show the lowest degree of interconnection and are considered the most confined areas of the Mar Menor lagoon. This situation agrees with the confinement theory for benthic assemblages in the lagoon. The greater degree of differentiation seen in the Isla del Ciervo population is probably due to recent human intervention on the nearby Marchamalo channel, which has been drained in recent years thus altering the influence of the Mediterranean Sea on the southern basin.

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.

Sex-biased differences in the effects of host individual, host population and environmental traits driving tick parasitism in red deer

The interactions between host individual, host population, and environmental factors modulate parasite abundance in a given host population. Since adult exophilic ticks are highly aggregated in red deer (Cervus elaphus) and this ungulate exhibits significant sexual size dimorphism, life history traits and segregation, we hypothesized that tick parasitism on males and hinds would be differentially influenced by each of these factors. To test the hypothesis, ticks from 306 red deer-182 males and 124 females-were collected during 7 years in a red deer population in south-central Spain. By using generalized linear models, with a negative binomial error distribution and a logarithmic link function, we modeled tick abundance on deer with 20 potential predictors. Three models were developed: one for red deer males, another for hinds, and one combining data for males and females and including "sex" as factor. Our rationale was that if tick burdens on males and hinds relate to the explanatory factors in a differential way, it is not possible to precisely and accurately predict the tick burden on one sex using the model fitted on the other sex, or with the model that combines data from both sexes. Our results showed that deer males were the primary target for ticks, the weight of each factor differed between sexes, and each sex specific model was not able to accurately predict burdens on the animals of the other sex. That is, results support for sex-biased differences. The higher weight of host individual and population factors in the model for males show that intrinsic deer factors more strongly explain tick burden than environmental host-seeking tick abundance. In contrast, environmental variables predominated in the models explaining tick burdens in hinds.

Effect of cattle on Salmonella carriage, diversity and antimicrobial resistance in free-ranging wild boar (Sus scrofa) in northeastern Spain

Salmonella is distributed worldwide and is a pathogen of economic and public health importance. As a multi-host pathogen with a long environmental persistence, it is a suitable model for the study of wildlife-livestock interactions. In this work, we aim to explore the spill-over of Salmonella between free-ranging wild boar and livestock in a protected natural area in NE Spain and the presence of antimicrobial resistance. Salmonella prevalence, serotypes and diversity were compared between wild boars, sympatric cattle and wild boars from cattle-free areas. The effect of age, sex, cattle presence and cattle herd size on Salmonella probability of infection in wild boars was explored by means of Generalized Linear Models and a model selection based on the Akaike's Information Criterion. Prevalence was higher in wild boars co-habiting with cattle (35.67%, CI 95% 28.19-43.70) than in wild boar from cattle-free areas (17.54%, CI 95% 8.74-29.91). Probability of a wild boar being a Salmonella carrier increased with cattle herd size but decreased with the host age. Serotypes Meleagridis, Anatum and Othmarschen were isolated concurrently from cattle and sympatric wild boars. Apart from serotypes shared with cattle, wild boars appear to have their own serotypes, which are also found in wild boars from cattle-free areas (Enteritidis, Mikawasima, 4:b:- and 35:r:z35). Serotype richness (diversity) was higher in wild boars co-habiting with cattle, but evenness was not altered by the introduction of serotypes from cattle. The finding of a S. Mbandaka strain resistant to sulfamethoxazole, streptomycin and chloramphenicol and a S. Enteritidis strain resistant to ciprofloxacin and nalidixic acid in wild boars is cause for public health concern.

Landscape Patterns of Permafrost Disturbance and Degradation in the Canadian High Arctic

Intensification of permafrost disturbances such as active layer detachments (ALDs) and retrogressive thaw slumps (RTS) have been observed across the circumpolar Arctic. These features are indicators of unstable conditions stemming from recent climate warming and permafrost degradation. In order to understand the processes interacting to give rise to these features, a multidisciplinary approach is required; i.e., interactions between geomorphology, hydrology, vegetation and ground thermal conditions. The goal of this research is to detect and map permafrost disturbance, predict landscape controls over disturbance and determine approaches for monitoring disturbance, all with the goal of contributing to the mitigation of permafrost hazards. Permafrost disturbance inventories were created by applying semi-automatic change detection techniques to IKONOS satellite imagery collected at the Cape Bounty Arctic Watershed Observatory (CBAWO). These methods provide a means to estimate the spatial distribution of permafrost disturbances for a given area for use as an input in susceptibility modelling. Permafrost disturbance susceptibility models were then developed using generalized additive and generalized linear models (GAM, GLM) fitted to disturbed and undisturbed locations and relevant GIS-derived predictor variables (slope, potential solar radiation, elevation). These models successfully delineated areas across the landscape that were susceptible to disturbances locally and regionally when transferred to an independent validation location. Permafrost disturbance susceptibility models are a first-order assessment of landscape susceptibility and are promising for designing land management strategies for remote permafrost regions. Additionally, geomorphic patterns associated with higher susceptibility provide important knowledge about processes associated with the initiation of disturbances. Permafrost degradation was analyzed at the CBAWO using differential interferometric synthetic aperture radar (DInSAR). Active-layer dynamics were interpreted using inter-seasonal and intra-seasonal displacement measurements and highlight the importance of hydroclimatic factors on active layer change. Collectively, these research approaches contribute to permafrost monitoring and the assessment of landscape-scale vulnerability in order to develop permafrost disturbance mitigation strategies.

The Effect of Climate Variability on Main Components of Cow Milk in Iran

The main purpose of this study is to assess the relationship between six bioclimatic indices for cattle (temperature humidity (THI), environmental stress (ESI), equivalent temperature (ESI), heat load (HLI), modified heat load (HLInew) and respiratory rate predictor(RRP)) and fundamental milk components (fat, protein, and milk yield) considering uncertainty. The climate parameters used to calculate the climate indices were taken from the NASA-Modern Era Retrospective-Analysis for Research and Applications (NASA-MERRA) reanalysis from 2002 to 2010. Cow milk data were considered for the same period from April to September when cows use natural pasture, with possibility for cows to choose to stay in the barn or to graze on the pasture in the pasturing system. The study is based on a linear regression analysis using correlations as a summarizing diagnostic. Bootstrapping is used to represent uncertainty estimation through resampling in the confidence intervals. To find the relationships between climate indices (THI, ETI, HLI, HLInew, ESI and RRP) and main components of cow milk (fat, protein and yield), multiple liner regression is applied. The least absolute shrinkage selection operator (LASSO) and the Akaike information criterion (AIC) techniques are applied to select the best model for milk predictands with the smallest number of climate predictors. Cross validation is used to avoid over-fitting. Based on results of investigation the effect of heat stress indices on milk compounds separately, we suggest the use of ESI and RRP in the summer and ESI in the spring. THI and HLInew are suggested for fat content and HLInew also is suggested for protein content in the spring season. The best linear models are found in spring between milk yield as predictands and THI, ESI,HLI, ETI and RRP as predictors with p-value < 0.001 and R2 0.50, 0.49. In summer, milk yield with independent variables of THI, ETI and ESI show the highest relation (p-value < 0.001) with R2 (0.69). For fat and protein the results are only marginal. It is strongly suggested that new and significant indices are needed to control critical heat stress conditions that consider more predictors of the effect of climate variability on animal products, such as sunshine duration, quality of pasture, the number of days of stress (NDS), the color of skin with attention to large black spots, and categorical predictors such as breed, welfare facility, and management system. This methodology is suggested for studies investigating the impacts of climate variability/change on food quality/security, animal science and agriculture using short term data considering uncertainty or data collection is expensive, difficult, or data with gaps.

Environmental influence on commercial fishery landings of small pelagic fish in Portugal

Small pelagic fishes are particularly abundant in areas with high environmental variability (zones of coastal upwelling and areas of tidal mixing and river discharge), and because of this, their abundance suffers large inter-annual and inter-decadal fluctuations. In Portugal, the most important species in terms of landings are European sardine, Atlantic horse mackerel and Atlantic chub mackerel. Small pelagic fish landings account for 62.8 % of the total fish biomass and represent 32.7 % of the economical value of all catches. We have investigated trends in landings of these small pelagic fishes and detected the effects of environmental factors in this fishery. In order to explain the variability of landings of small pelagic fishes, we have used official landings (1965-2012) for trawling and purse seine fisheries and applied generalized linear models, using the North Atlantic Oscillation index (NAO) (annual and winter NAO index), sea surface temperature (SST), wind data (strength and North-South and East-West wind components) and rainfall, as explanatory variables. Regression analysis was used to describe the relationship between landings and SST. The models explained between 50.16 and 51.07 % of the variability of the LPUE, with the most important factors being winter NAO index, SST and wind strength. The LPUE of European sardine and Atlantic horse mackerel was negatively correlated with SST, and LPUE of Atlantic chub mackerel was positively correlated with SST. The use of landings of three important species of small pelagic fishes allowed the detection of variations in landings associated with changes in sea water temperature and NAO index.