Long-term price range forecast applied to risk management using regression models

Long-term contractual decisions are the basis of an efficient risk management. However those types of decisions have to be supported with a robust price forecast methodology. This paper reports a different approach for long-term price forecast which tries to give answers to that need. Making use of regression models, the proposed methodology has as main objective to find the maximum and a minimum Market Clearing Price (MCP) for a specific programming period, and with a desired confidence level α. Due to the problem complexity, the meta-heuristic Particle Swarm Optimization (PSO) was used to find the best regression parameters and the results compared with the obtained by using a Genetic Algorithm (GA). To validate these models, results from realistic data are presented and discussed in detail.

Microstrip antenna array for multiband dedicated short range communications systems

Dedicated Short Range Communications (DSRC) is the key enabling technology for the present and future vehicular communication for various applications, such as safety improvement and traffic jam mitigation. This paper describes the development of a microstrip antenna array for the roadside equipment of a DSRC system, whose characteristics are according with the vehicular communications standards. The proposed antenna, with circular polarization, has a wide bandwidth, enough to cover the current European DSRC 5.8 GHz band and the future 5.9 GHz band for next generation DSRC communications. (C) 2011 Wiley Periodicals, Inc. Microwave Opt Technol Lett 53: 2794-2796, 2011; View this article online at wileyonlinelibrary.com. DOI 10.1002/mop.26394

Semiconductor Device as Optical Demultiplexer for Short Range Optical Communications

In this paper we present results on the use of a multilayered a-SiC:H heterostructure as a wavelength-division demultiplexing device for the visible light spectrum. The proposed device is composed of two stacked p-i-n photodiodes with intrinsic absorber regions adjusted to short and long wavelength absorption and carrier collection. An optoelectronic characterisation of the device was performed in the visible spectrum. Demonstration of the device functionality for WDM applications was done with three different input channels covering the long, the medium and the short wavelengths in the visible range. The recovery of the input channels is explained using the photocurrent spectral dependence on the applied voltage. An electrical model of the WDM device is proposed and supported by the solution of the respective circuit equations. Short range optical communications constitute the major application field, however other applications are also foreseen.

Study on the glycerolysis reaction of high free fatty acid oils for use as biodiesel feedstock

Biodiesel is the main alternative to fossil diesel and it may be produced from different feedstocks such as semi-refined vegetable oils, waste frying oils or animal fats. However, these feedstocks usually contain significant amounts of free fatty acids (FFA) that make them inadequate for the direct base catalyzed transesterification reaction (where the FFA content should be lower than 4%). The present work describes a possible method for the pre-treatment of oils with a high content of FFA (20 to 50%) by esterification with glycerol. In order to reduce the FFA content, the reaction between these FFA and an esterification agent is carried out before the transesterification reaction. The reaction kinetics was studied in terms of its main factors such astemperature, % of glycerin excess, % of catalyst used, stirring velocity and type of catalyst used. The results showed that glycerolysis is a promising pretreatment to acidic oils or fats (> 20%) as they led to the production of an intermediary material with a low content of FFA that can be used directly in thetransesterification reaction for the production of biodiesel. (C) 2011 Elsevier B.V. All rights reserved.

Derivative-free optimization and filter methods to solve nonlinear constrained problems

In real optimization problems, usually the analytical expression of the objective function is not known, nor its derivatives, or they are complex. In these cases it becomes essential to use optimization methods where the calculation of the derivatives, or the verification of their existence, is not necessary: the Direct Search Methods or Derivative-free Methods are one solution. When the problem has constraints, penalty functions are often used. Unfortunately the choice of the penalty parameters is, frequently, very difficult, because most strategies for choosing it are heuristics strategies. As an alternative to penalty function appeared the filter methods. A filter algorithm introduces a function that aggregates the constrained violations and constructs a biobjective problem. In this problem the step is accepted if it either reduces the objective function or the constrained violation. This implies that the filter methods are less parameter dependent than a penalty function. In this work, we present a new direct search method, based on simplex methods, for general constrained optimization that combines the features of the simplex method and filter methods. This method does not compute or approximate any derivatives, penalty constants or Lagrange multipliers. The basic idea of simplex filter algorithm is to construct an initial simplex and use the simplex to drive the search. We illustrate the behavior of our algorithm through some examples. The proposed methods were implemented in Java.

Derivative-free nonlinear optimization filter simplex

The filter method is a technique for solving nonlinear programming problems. The filter algorithm has two phases in each iteration. The first one reduces a measure of infeasibility, while in the second the objective function value is reduced. In real optimization problems, usually the objective function is not differentiable or its derivatives are unknown. In these cases it becomes essential to use optimization methods where the calculation of the derivatives or the verification of their existence is not necessary: direct search methods or derivative-free methods are examples of such techniques. In this work we present a new direct search method, based on simplex methods, for general constrained optimization that combines the features of simplex and filter methods. This method neither computes nor approximates derivatives, penalty constants or Lagrange multipliers.

Efficient implementation of a dominance protocol for wireless medium access

Mestrado em Engenharia Electrotécnica e de Computadores

Biological activity and cellular uptake of [Ru(eta(5)-C5H5)(PPh3)(Me(2)bpy)][CF3SO3] complex

Anticancer activity of the new [Ru(eta(5)-C5H5)(PPh3)(Me(2)bpy)][CF3SO3] (Me(2)bpy = 4,4'-dimethyl-2,2'-bipyridine) complex was evaluated in vitro against several human cancer cell lines, namely A2780, A2780CisR, HT29, MCF7, MDAMB231 and PC3. Remarkably, the IC50 values, placed in the nanomolar and sub-micromolar range, largely exceeded the activity of cisplatin. Binding to human serum albumin, either HSA (human serum albumin) or HSA(faf) (fatty acid-free human serum albumin) does not affect the complex activity. Fluorescence studies revealed that the present ruthenium complex strongly quench the intrinsic fluorescence of albumin. Cell death by the [Ru(eta(5)-C5H5)(PPh3)(Me(2)bpy)][CF3SO3] complex was reduced in the presence of endocytosis modulators and at low temperature, suggesting an energy-dependent mechanism consistent with endocytosis. On the whole, the biological activity evaluated herein suggests that the complex could be a promising anticancer agent. (C) 2013 Elsevier Inc. All rights reserved.

The gambin model provides a superior fit to species abundance distributions with a single free parameter : evidence, implementation and interpretation

The species abundance distribution (SAD) has been a central focus of community ecology for over fifty years, and is currently the subject of widespread renewed interest. The gambin model has recently been proposed as a model that provides a superior fit to commonly preferred SAD models. It has also been argued that the model's single parameter (α) presents a potentially informative ecological diversity metric, because it summarises the shape of the SAD in a single number. Despite this potential, few empirical tests of the model have been undertaken, perhaps because the necessary methods and software for fitting the model have not existed. Here, we derive a maximum likelihood method to fit the model, and use it to undertake a comprehensive comparative analysis of the fit of the gambin model. The functions and computational code to fit the model are incorporated in a newly developed free-to-download R package (gambin). We test the gambin model using a variety of datasets and compare the fit of the gambin model to fits obtained using the Poisson lognormal, logseries and zero-sum multinomial distributions. We found that gambin almost universally provided a better fit to the data and that the fit was consistent for a variety of sample grain sizes. We demonstrate how α can be used to differentiate intelligibly between community structures of Azorean arthropods sampled in different land use types. We conclude that gambin presents a flexible model capable of fitting a wide variety of observed SAD data, while providing a useful index of SAD form in its single fitted parameter. As such, gambin has wide potential applicability in the study of SADs, and ecology more generally.

Efetividade do conceito de Mulligan comparativamente ao exercício terapêutico supervisionado na diminuição da dor no ombro em atletas de Polo Aquático

Introdução: A aplicação das técnicas de Mulligan têm como objetivo reduzir a dor, aumentar as amplitudes articulares e melhorar a funcionalidade, assim como sobre a aplicação de um programa exercícios supervisionados ao complexo articular do ombro. O propósito de um programa de exercícios do ombro pode ser dirigido para o alívio da dor, para o equilíbrio e aumento da força muscular, assim como para restabelecer sem dor as amplitudes articulares de movimento. Objetivos: Este estudo teve como objectivo comparar a eficácia do conceito de Mulligan com um programa de exercícios terapêuticos na diminuição da dor no ombro em atletas de Polo Aquático. Métodos: Realizou-se um estudo quase-experimental, sendo a amostra composta por 13 atletas do sexo masculino e 11 atletas do sexo feminino, que apresentavam dor na região do ombro, com idades compreendidas entres os 19 e os 32 anos de idade (n=24). Foi aplicado um questionário para a recolha da informação relativa à caracterização do atleta e á presença de dor. A avaliação foi realizada em diversos momentos, nomeadamente avaliação pré tratamento, avaliação pós primeira, segunda e terceira semana de tratamento, utilizando o instrumento EVA. Estatística: Procedeu-se à análise estatística descritiva e recorreu-se ao teste de Willcoxon, Teste T para testar associação entre a intensidade da dor e os diferentes momentos da avaliação da dor, a Teste de Willcoxon para testar associação entre a intensidade da dor entre os diferentes momentos de avaliação. Foi usado um nível de significância de 0,05. Resultados: Os resultados demonstram que nos dois grupos os atletas tiveram diminuição da intensidade da dor no ombro, embora se tenha verificado que a intervenção com MVM produz resultados mais rápidos e eficazes na diminuição da intensidade da dor, comparativamente á intervenção com exercícios terapêuticos supervisionados em atletas de Polo Aquático com dor no ombro. Conclusão: A intervenção com mobilização com movimento teve maior eficácia na diminuição intensidade da dor comparativamente á intervenção com exercícios terapêuticos supervisionados em atletas com dor no ombro.

Impacto da influência do ar novo na climatização de edifícios

Este trabalho surgiu do âmbito da Tese de Dissertação do Mestrado em Energias Sustentáveis do Instituto Superior de Engenharia do Porto, tendo o acompanhamento dos orientadores da empresa Laboratório Ecotermolab do Instituto de Soldadura e Qualidade e do Instituto Superior de Engenharia do Porto, de forma a garantir a linha traçada indo de acordo aos objectivos propostos. A presente tese abordou o estudo do impacto da influência do ar novo na climatização de edifícios, tendo como base de apoio à análise a simulação dinâmica do edifício em condições reais num programa adequado, acreditado pela norma ASHRAE 140-2004. Este trabalho pretendeu evidenciar qual o impacto da influência do ar novo na climatização de um edifício com a conjugação de vários factores, tais como, ocupação, actividades e padrões de utilização (horários), iluminação e equipamentos, estudando ainda a possibilidade do sistema funcionar em regime de “Free-Cooling”. O princípio partiu fundamentalmente por determinar até que ponto se pode climatizar recorrendo único e exclusivamente à introdução de ar novo em regime de “Free-Cooling”, através de um sistema tudo-ar de Volume de Ar Variável - VAV, sem o apoio de qualquer outro sistema de climatização auxiliar localizado no espaço, respeitando os caudais mínimos impostos pelo RSECE (Decreto-Lei 79/2006). Numa primeira fase foram identificados todos os dados relativos à determinação das cargas térmicas do edifício, tendo em conta todos os factores e contributos alusivos ao valor da carga térmica, tais como a transmissão de calor e seus constituintes, a iluminação, a ventilação, o uso de equipamentos e os níveis de ocupação. Consequentemente foram elaboradas diversas simulações dinâmicas com o recurso ao programa EnergyPlus integrado no DesignBuilder, conjugando variáveis desde as envolventes à própria arquitectura, perfis de utilização ocupacional, equipamentos e taxas de renovação de ar nos diferentes espaços do edifício em estudo. Obtiveram-se vários modelos de forma a promover um estudo comparativo e aprofundado que permitisse determinar o impacto do ar novo na climatização do edifício, perspectivando a capacidade funcional do sistema funcionar em regime de “Free-Cooling”. Deste modo, a análise e comparação dos dados obtidos permitiram chegar às seguintes conclusões: Tendo em consideração que para necessidades de arrefecimento bastante elevadas, o “Free-Cooling” diurno revelou-se pouco eficaz ou quase nulo, para o tipo de clima verificado em Portugal, pois o diferencial de temperatura existente entre o exterior e o interior não é suficiente de modo a tornar possível a remoção das cargas de forma a baixar a temperatura interior para o intervalo de conforto. Em relação ao “Free-Cooling” em horário nocturno ou pós-laboral, este revelou-se bem mais eficiente. Obtiveram-se prestações muito interessantes sobretudo durante as estações de aquecimento e meia-estação, tendo em consideração o facto de existir necessidades de arrefecimento mesmo durante a estação de aquecimento. Referente à ventilação nocturna, isto é, em períodos de madrugada e fecho do edifício, concluiu-se que tal contribui para um abaixamento do calor acumulado durante o dia nos materiais construtivos do edifício e que é libertado ou restituído posteriormente para os espaços em períodos mais tardios. De entre as seguintes variáveis, aumento de caudal de ar novo insuflado e o diferencial de temperatura existente entre o ar exterior e interior, ficou demonstrado que este último teria maior peso contributivo na remoção do calor. Por fim, é ponto assente que de um modo geral, um sistema de climatização será sempre indispensável devido a cargas internas elevadas, requisitos interiores de temperatura e humidade, sendo no entanto aconselhado o “Free- Cooling” como um opção viável a incorporar na solução de climatização, de forma a promover o arrefecimento natural, a redução do consumo energético e a introdução activa de ar novo.

Colloidal dipolar interactions in 2D smectic-C films

We use a two-dimensional (2D) elastic free energy to calculate the effective interaction between two circular disks immersed in smectic-C films. For strong homeotropic anchoring, the distortion of the director field caused by the disks generates topological defects that induce an effective interaction between the disks. We use finite elements, with adaptive meshing, to minimize the 2D elastic free energy. The method is shown to be accurate and efficient for inhomogeneities on the length scales set by the disks and the defects, that differ by up to 3 orders of magnitude. We compute the effective interaction between two disk-defect pairs in a simple (linear) configuration. For large disk separations, D, the elastic free energy scales as similar to D-2, confirming the dipolar character of the long-range effective interaction. For small D the energy exhibits a pronounced minimum. The lowest energy corresponds to a symmetrical configuration of the disk-defect pairs, with the inner defect at the mid-point between the disks. The disks are separated by a distance that, is twice the distance of the outer defect from the nearest disk. The latter is identical to the equilibrium distance of a defect nucleated by an isolated disk.

Colloidal interactions in two-dimensional nematics

The interaction between two disks immersed in a 2D nernatic is investigated i) analytically using the tenser order parameter formalism for the nematic configuration around isolated disks and ii) numerically using finite-element methods with adaptive meshing to minimize the corresponding Landau-de Gennes free energy. For strong homeotropic anchoring, each disk generates a pair of defects with one-half topological charge responsible for the 2D quadrupolar interaction between the disks at large distances. At short distance, the position of the defects may change, leading to unexpected complex interactions with the quadrupolar repulsive interactions becoming attractive. This short-range attraction in all directions is still anisotropic. As the distance between the disks decreases, their preferred relative orientation with respect to the far-field nernatic director changes from oblique to perpendicular.

Criticality of colloids with distinct interaction patches: The limits of linear chains, hyperbranched polymers, and dimers

We use a simple model of associating fluids which consists of spherical particles having a hard-core repulsion, complemented by three short-ranged attractive sites on the surface (sticky spots). Two of the spots are of type A and one is of type B; the bonding interactions between each pair of spots have strengths epsilon(AA), epsilon(BB), and epsilon(AB). The theory is applied over the whole range of bonding strengths and the results are interpreted in terms of the equilibrium cluster structures of the phases. In addition to our numerical results, we derive asymptotic expansions for the free energy in the limits for which there is no liquid-vapor critical point: linear chains (epsilon(AA)not equal 0, epsilon(AB)=epsilon(BB)=0), hyperbranched polymers (epsilon(AB)not equal 0, epsilon(AA)=epsilon(BB)=0), and dimers (epsilon(BB)not equal 0, epsilon(AA)=epsilon(AB)=0). These expansions also allow us to calculate the structure of the critical fluid by perturbing around the above limits, yielding three different types of condensation: of linear chains (AA clusters connected by a few AB or BB bonds); of hyperbranched polymers (AB clusters connected by AA bonds); or of dimers (BB clusters connected by AA bonds). Interestingly, there is no critical point when epsilon(AA) vanishes despite the fact that AA bonds alone cannot drive condensation.

The influence of experience and training in a group of novice observers: a jackknife alternative free-response receiver operating characteristic analysis

Purpose - The study evaluates the pre- and post-training lesion localisation ability of a group of novice observers. Parallels are drawn with the performance of inexperienced radiographers taking part in preliminary clinical evaluation (PCE) and ‘red-dot’ systems, operating within radiography practice. Materials and methods - Thirty-four novice observers searched 92 images for simulated lesions. Pre-training and post-training evaluations were completed following the free-response the receiver operating characteristic (FROC) method. Training consisted of observer performance methodology, the characteristics of the simulated lesions and information on lesion frequency. Jackknife alternative FROC (JAFROC) and highest rating inferred ROC analyses were performed to evaluate performance difference on lesion-based and case-based decisions. The significance level of the test was set at 0.05 to control the probability of Type I error. Results - JAFROC analysis (F(3,33) = 26.34, p < 0.0001) and highest-rating inferred ROC analysis (F(3,33) = 10.65, p = 0.0026) revealed a statistically significant difference in lesion detection performance. The JAFROC figure-of-merit was 0.563 (95% CI 0.512,0.614) pre-training and 0.677 (95% CI 0.639,0.715) post-training. Highest rating inferred ROC figure-of-merit was 0.728 (95% CI 0.701,0.755) pre-training and 0.772 (95% CI 0.750,0.793) post-training. Conclusions - This study has demonstrated that novice observer performance can improve significantly. This study design may have relevance in the assessment of inexperienced radiographers taking part in PCE or commenting scheme for trauma.