Structural time series models and the Kalman filter: A concise review

The continued increase in availability of economic data in recent years and, more importantly, the possibility to construct larger frequency time series, have fostered the use (and development) of statistical and econometric techniques to treat them more accurately. This paper presents an exposition of structural time series models by which a time series can be decomposed as the sum of a trend, seasonal and irregular components. In addition to a detailled analysis of univariate speci fications we also address the SUTSE multivariate case and the issue of cointegration. Finally, the recursive estimation and smoothing by means of the Kalman filter algorithm is described taking into account its different stages, from initialisation to parameter s estimation.

Corporate finance in general equilibrium models with incomplete markets: A survey

A Masters Thesis, presented as part of the requirements for the award of a Research Masters Degree in Economics from NOVA – School of Business and Economics

Dynamic adaptation of interaction models for stateful web services

Dissertação para obtenção do Grau de Mestre em Engenharia Informática

Seroprevalence of hepatitis B virus infection and seroconvertion to anti-HBsAg in laboratory staff in Goiânia, Goiás

Were analyzed 648 serum samples from laboratory staff in Goiânia, Goiás aiming detection of three serological markers of HBV: HBsAg, anti-HBsAg and anti-HBcAg. The HBsAg and anti-HBcAg positive samples were also analyzed for HBeAg, anti-HBeAg and anti-HBcAgIgM markers. HBV infection rate of 24.1% was observed and, from them, 0.7% were positive for HBsAg. Viral DNA was detected by PCR in two HBsAg positive samples. A vaccination index of 74.5% and a global index of 89.9% of serological response to vaccination were observed. The direct work with biological fluids as well as cleaning workers represented significant risks for acquisition of HBV infection. The data from the present study showed an increase of the vaccination index among laboratory staff but the rates of HBV infection did not change through the years in the region.

Clinical and laboratory findings related to a favorable evolution of hantavirus pulmonary syndrome

The medical records of 27 patients with hantavirus pulmonary syndrome were analyzed according to the need for invasive mechanical ventilation in relation to the following data up on hospital admission: age, gender, fever, cough, dyspnea, systolic arterial blood pressure, heart rate, levels of hemoglobin, hematocrit, leukocytes, lymphocytes, platelets, creatinine and arterial blood gases. The volume infused during the first 24 hours after admission, the use of inotropic agents, the use of corticosteroids and the patient outcomes were also evaluated. A favorable outcome was related to systolic blood pressure³ 100mmHg, heart rate lower than 100 beats per minute, creatinine below 1.6mg/dl, arterial blood pH³ 7.35, bicarbonate higher than 15mEq/dl, oxygen saturation higher than 84.1%, lower rehydration volume in the first 24 hours of hospitalization and no use of inotropic agents. Absence of clinical and laboratory signs of circulatory shock up on admission was associated with a favorable outcome of the patients.

Microscopy image segmentation by active contour models

In this thesis a semi-automated cell analysis system is described through image processing. To achieve this, an image processing algorithm was studied in order to segment cells in a semi-automatic way. The main goal of this analysis is to increase the performance of cell image segmentation process, without affecting the results in a significant way. Even though, a totally manual system has the ability of producing the best results, it has the disadvantage of taking too long and being repetitive, when a large number of images need to be processed. An active contour algorithm was tested in a sequence of images taken by a microscope. This algorithm, more commonly known as snakes, allowed the user to define an initial region in which the cell was incorporated. Then, the algorithm would run several times, making the initial region contours to converge to the cell boundaries. With the final contour, it was possible to extract region properties and produce statistical data. This data allowed to say that this algorithm produces similar results to a purely manual system but at a faster rate. On the other hand, it is slower than a purely automatic way but it allows the user to adjust the contour, making it more versatile and tolerant to image variations.

Participatory Surveillance and Mathematical Models in Epidemiologic Research: Successes and Challenges

Theoretical epidemiology aims to understand the dynamics of diseases in populations and communities. Biological and behavioral processes are abstracted into mathematical formulations which aim to reproduce epidemiological observations. In this thesis a new system for the self-reporting of syndromic data — Influenzanet — is introduced and assessed. The system is currently being extended to address greater challenges of monitoring the health and well-being of tropical communities.(...)

Comparison of feeding and defecation patterns between fifth-instar nymphs of Triatoma patagonica (Del Ponte, 1929) and Triatoma infestans (Klug, 1934) under laboratory conditions

Among the vectors of Chagas disease, Triatoma patagonica is a species in the process of adaptation to the human environment. However, its vector competence is not well known. This study had the aim of evaluating and comparing feeding and defecation patterns among fifth-instar nymphs of Triatoma patagonica and Triatoma infestans that were fed ad libitum. The results showed that nymphs of Triatoma patagonica had a feeding pattern similar to that of Triatoma infestans. Sixty nine percent and 58% of nymphs of Triatoma patagonica and Triatoma infestans, respectively, produced their first defecation within five minutes after being fed. Triatoma patagonica defecated during feeding, with an average time until first defecation that was shorter than that of Triatoma infestans (3.4 and 6.2 min, respectively). The nymphs of Triatoma patagonica were capable of defecating during or immediately after feeding.

Prevalence and predictors of positive tuberculin skin test results in a research laboratory

Latent tuberculosis was studied in a research laboratory. A prevalence of positive tuberculin skin test results (> 15mm) of 20% was found and the main predictors were place of birth in a foreign country with high prevalence of tuberculosis and a history of contact with patients with untreated active tuberculosis.

Clinical, epidemiological and laboratory aspects of patients with American cutaneous leishmaniasis in the State of Pernambuco

The diagnosis for American cutaneous leishmaniasis is based on an association of clinical, epidemiological and laboratory characteristics. The present study identified the circulating species of Leishmania in the State of Pernambuco, described its clinical-epidemiological characteristics and diagnosed the disease. Nineteen patients presenting active lesions who had been diagnosed through clinical evaluation and laboratory tests were selected. The tests included direct investigation, in vitro culturing, Montenegro skin test, indirect immunofluorescence and polymerase chain reaction. The Montenegro Skin Test showed positive results in 89% of the patients; indirect immunofluorescence, in 79%; direct investigation, in 58%; and polymerase chain reaction in 75%. Seven Leishmania (Viannia) braziliensis samples were isolated from these patients and were characterized by means of specific monoclonal antibodies. These data confirm that a combination of different diagnosis techniques is needed in order to obtain efficient results and that, so far, Leishmania (Viannia) braziliensis is the only species responsible for American cutaneous leishmaniasis infection in Pernambuco. Thus, it is essential to identify the parasite species involved in cases of human disease in an endemic area in order to determine the clinical and epidemiological characteristics, especially with regard to diagnosis, therapy development and disease prognosis.

Frequency of Blastocystis hominis and other intestinal parasites in stool samples examined at the Parasitology Laboratory of the School of Pharmaceutical Sciences at the São Paulo State University, Araraquara

Blastocystis homins is a protozoan that causes an intestinal infection known as human blastocystosis. This infection is diagnosed by means of parasitological examination of stools and by permanent staining techniques. The present study was developed to evaluate the frequency of Blastocystis hominis infection among inhabitants of the Araraquara region, State of São Paulo, and to compare different methods for investigating this protozoan in feces samples. Evaluations on 503 stool samples were performed by means of direct fresh examination and using the techniques of Faust et al., Lutz and Rugai et al. In addition, the iron hematoxylin, trichrome and modified Kinyoun staining techniques were used. Out of the 503 samples examined, 174 (34.6%) were found to be positive for the presence of intestinal parasites. The most frequent protozoa and helminths were Entamoeba coli (14.6%) and Strongyloides stercoralis (6.7%), respectively. Blastocystis hominis was present in 23 (4.6%) fecal samples, with a predominately pasty consistency and without characterizing a condition of diarrhea. Despite the low frequency of Blastocystis hominis found in the Araraquara region, compared with other regions of Brazil, it is important to perform laboratory diagnostic tests for this protozoan. Its finding in fecal material is indicative of food and drinking water contamination. Since the transmission route for this parasite is accepted to be oral-fecal, this implies that the population needs guidance regarding hygiene and basic sanitation measures as a means for controlling health problems caused by enteroparasites.

Amyotrophic Lateral Sclerosis:Mammalian Cell Models,Copper-Zinc Superoxide Dismutaseand Biological Characteristics

"Amyotrophic Lateral Sclerosis (ALS) is the most severe and common adult onset disorder that affects motor neurons in the spinal cord, brainstem and cortex, resulting in progressive weakness and death from respiratory failure within two to five years of symptoms onset(...)

Hepatitis C virus and human T-lymphotropic virus coinfection: epidemiological, clinical, laboratory and histopathological features

Twenty-four hepatitis C virus patients coinfected with human T-lymphotropic virus type 1 were compared with six coinfected with HTLV-2 and 55 with HCV alone, regarding clinical, epidemiological, laboratory and histopathological data. Fischer's discriminant analysis was applied to define functions capable of differentiating between the study groups (HCV, HCV/HTLV-1 and HCV/HTLV-2). The discriminant accuracy was evaluated by cross-validation. Alcohol consumption, use of intravenous drugs or inhaled cocaine and sexual partnership with intravenous drug users were more frequent in the HCV/HTLV-2 group, whereas patients in the HCV group more often reported abdominal pain or a sexual partner with hepatitis. Coinfected patients presented higher platelet counts, but aminotransferase and gamma-glutamyl transpeptidase levels were higher among HCV-infected subjects. No significant difference between the groups was seen regarding liver histopathological findings. Through discriminant analysis, classification functions were defined, including sex, age group, intravenous drug use and sexual partner with hepatitis. Cross-validation revealed high discriminant accuracy for the HCV group.

Enterprise reference lexicon building from business models

Nowadays, a significant increase on the demand for interoperable systems for exchanging data in business collaborative environments has been noticed. Consequently, cooperation agreements between each of the involved enterprises have been brought to light. However, due to the fact that even in a same community or domain, there is a big variety of knowledge representation not semantically coincident, which embodies the existence of interoperability problems in the enterprises information systems that need to be addressed. Moreover, in relation to this, most organizations face other problems about their information systems, as: 1) domain knowledge not being easily accessible by all the stakeholders (even intra-enterprise); 2) domain knowledge not being represented in a standard format; 3) and even if it is available in a standard format, it is not supported by semantic annotations or described using a common and understandable lexicon. This dissertation proposes an approach for the establishment of an enterprise reference lexicon from business models. It addresses the automation in the information models mapping for the reference lexicon construction. It aggregates a formal and conceptual representation of the business domain, with a clear definition of the used lexicon to facilitate an overall understanding by all the involved stakeholders, including non-IT personnel.

Learning facial-expression models with crowdsourcing

The computational power is increasing day by day. Despite that, there are some tasks that are still difficult or even impossible for a computer to perform. For example, while identifying a facial expression is easy for a human, for a computer it is an area in development. To tackle this and similar issues, crowdsourcing has grown as a way to use human computation in a large scale. Crowdsourcing is a novel approach to collect labels in a fast and cheap manner, by sourcing the labels from the crowds. However, these labels lack reliability since annotators are not guaranteed to have any expertise in the field. This fact has led to a new research area where we must create or adapt annotation models to handle these weaklylabeled data. Current techniques explore the annotators’ expertise and the task difficulty as variables that influences labels’ correction. Other specific aspects are also considered by noisy-labels analysis techniques. The main contribution of this thesis is the process to collect reliable crowdsourcing labels for a facial expressions dataset. This process consists in two steps: first, we design our crowdsourcing tasks to collect annotators labels; next, we infer the true label from the collected labels by applying state-of-art crowdsourcing algorithms. At the same time, a facial expression dataset is created, containing 40.000 images and respective labels. At the end, we publish the resulting dataset.