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.

Part I : Comparing derivatization methods for amino acids – one and two-step procedures using gas chromatography – flame ion detector (GC-FID) Part II: Story of an icon from its execution until its conservation

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Conservação e Restauro

ECG wave detector and delineation with wavelets

Proceedings of the International Conference on Computational Intelligence in Medicine Healthcare, CIMED 2005, Costa da Caparica, June 29 - July 1, 2005

Rapid automated method for on-site determination of sulfadiazine in fish farming: a stainless steel veterinary syringe coated with a selective membrane of PVC serving as a potentiometric detector in a flow-injection-analysis system

Sulfadiazine is an antibiotic of the sulfonamide group and is used as a veterinary drug in fish farming. Monitoring it in the tanks is fundamental to control the applied doses and avoid environmental dissemination. Pursuing this goal, we included a novel potentiometric design in a flow-injection assembly. The electrode body was a stainless steel needle veterinary syringe of 0.8-mm inner diameter. A selective membrane of PVC acted as a sensory surface. Its composition, the length of the electrode, and other flow variables were optimized. The best performance was obtained for sensors of 1.5-cm length and a membrane composition of 33% PVC, 66% onitrophenyloctyl ether, 1% ion exchanger, and a small amount of a cationic additive. It exhibited Nernstian slopes of 61.0 mV decade-1 down to 1.0×10-5 mol L-1, with a limit of detection of 3.1×10-6 mol L-1 in flowing media. All necessary pH/ionic strength adjustments were performed online by merging the sample plug with a buffer carrier of 4-(2-hydroxyethyl)-1-piperazineethanesulfonic acid, pH 4.9. The sensor exhibited the advantages of a fast response time (less than 15 s), long operational lifetime (60 days), and good selectivity for chloride, nitrite, acetate, tartrate, citrate, and ascorbate. The flow setup was successfully applied to the analysis of aquaculture waters. The analytical results were validated against those obtained with liquid chromatography–tandem mass spectrometry procedures. The sampling rate was about 84 samples per hour and recoveries ranged from 95.9 to 106.9%.

Efects of plasma corticosteroid concentration on the osmotic threshold for vasopressin releasing in Chagas' disease

The osmotic threshold for vasopressin release was studied in normal patients (n = 7) and in patients with the chronic form of Chagas'disease (n = 11). Positive correlation between osmotic threshold and plasma cortisol concentration was obtained for the Controls (y1 = 273,30 + 0,75x i; r = 0,78;P < 0,05), suggesting a modulating effect of cortisol on vasopressin release. The lack of correlation between the two parameters for the chronic chagasic patients was interpreted, on the basis of the general denervation associated with Chagas ' disease, to be the result of neuronal destruction in hypothalamic and/or extrahypothalamic centers related to the secretory control of vasopressin.

Fiscal multipliers in Portugal using a threshold approach

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Economics from the NOVA – School of Business and Economics

Design, implementation, and performance of a distributed and scalable sensor system for critical distance measurements in the CMS detector at LHC

The “CMS Safety Closing Sensors System” (SCSS, or CSS for brevity) is a remote monitoring system design to control safety clearance and tight mechanical movements of parts of the CMS detector, especially during CMS assembly phases. We present the different systems that makes SCSS: its sensor technologies, the readout system, the data acquisition and control software. We also report on calibration and installation details, which determine the resolution and limits of the system. We present as well our experience from the operation of the system and the analysis of the data collected since 2008. Special emphasis is given to study positioning reproducibility during detector assembly and understanding how the magnetic fields influence the detector structure.

Fiscal policy under financial stress: A threshold VAR approach

The purpose of the project is to measure the impact of fiscal policy on the Portuguese GDP and how it may vary according to the state of the financial market. A Threshold VAR model is presented in which the two regimes are found using a financial stress index that divides the economy into a situation of financial stress and financial stability.

Antioxidant extraction process for Andean Oca by a photodiode array detector using response surface methodology

Application of Experimental Design techniques has proven to be essential in various research fields, due to its statistical capability of processing the effect of interactions among independent variables, known as factors, in a system’s response. Advantages of this methodology can be summarized in more resource and time efficient experimentations while providing more accurate results. This research emphasizes the quantification of 4 antioxidants extraction, at two different concentration, prepared according to an experimental procedure and measured by a Photodiode Array Detector. Experimental planning was made following a Central Composite Design, which is a type of DoE that allows to consider the quadratic component in Response Surfaces, a component that includes pure curvature studies on the model produced. This work was executed with the intention of analyzing responses, peak areas obtained from chromatograms plotted by the Detector’s system, and comprehending if the factors considered – acquired from an extensive literary review – produced the expected effect in response. Completion of this work will allow to take conclusions regarding what factors should be considered for the optimization studies of antioxidants extraction in a Oca (Oxalis tuberosa) matrix.

Radiation damage in flexible TFTs and organic detectors

In this thesis was investigated the radiation hardness of the building blocks of a future flexible X-ray sensor system. The characterized building blocks for the pixel addressing and signal amplification electronics are high mobility semiconducting oxide transistors (HMSO-TFTs) and organic transistors (OTFTs), whereas the photonic detection system is based on organic semiconducting single crystals (OSSCs). TFT parameters such as mobility, threshold voltage and subthreshold slope were measured as function of cumulative X-ray dose. Instead for OSSCs conductivity and X-ray sensitivity were analysed after various radiation steps. The results show that ionizing radiation does not lead to degradation in HMSO-TFTs. Instead OTFTs show instability in mobility which is reduced up to 73% for doses of 1 kGy. OSSC demonstrate stable detector properties for the tested total dose range. As conclusion, HMSO-TFTs and OSSCs can be readily employed in the X-ray detector system allowing operation for total doses exceeding 1 kGy of ionizing radiation.

Jet energy measurement and its systematic uncertainty in proton-proton collisions at s√=7 TeV with the ATLAS detector

The jet energy scale (JES) and its systematic uncertainty are determined for jets measured with the ATLAS detector using proton–proton collision data with a centre-of-mass energy of s√=7 TeV corresponding to an integrated luminosity of 4.7 fb −1 . Jets are reconstructed from energy deposits forming topological clusters of calorimeter cells using the anti- kt algorithm with distance parameters R=0.4 or R=0.6 , and are calibrated using MC simulations. A residual JES correction is applied to account for differences between data and MC simulations. This correction and its systematic uncertainty are estimated using a combination of in situ techniques exploiting the transverse momentum balance between a jet and a reference object such as a photon or a Z boson, for 20≤pjetT<1000 GeV and pseudorapidities |η|<4.5 . The effect of multiple proton–proton interactions is corrected for, and an uncertainty is evaluated using in situ techniques. The smallest JES uncertainty of less than 1 % is found in the central calorimeter region ( |η|<1.2 ) for jets with 55≤pjetT<500 GeV . For central jets at lower pT , the uncertainty is about 3 %. A consistent JES estimate is found using measurements of the calorimeter response of single hadrons in proton–proton collisions and test-beam data, which also provide the estimate for pjetT>1 TeV. The calibration of forward jets is derived from dijet pT balance measurements. The resulting uncertainty reaches its largest value of 6 % for low- pT jets at |η|=4.5 . Additional JES uncertainties due to specific event topologies, such as close-by jets or selections of event samples with an enhanced content of jets originating from light quarks or gluons, are also discussed. The magnitude of these uncertainties depends on the event sample used in a given physics analysis, but typically amounts to 0.5–3 %.

Centrality and rapidity dependence of inclusive jet production in sNN=5.02 TeV proton-lead collisions with the ATLAS detector

Measurements of the centrality and rapidity dependence of inclusive jet production in sNN−−−√=5.02 TeV proton--lead (p+Pb) collisions and the jet cross-section in s√=2.76 TeV proton--proton collisions are presented. These quantities are measured in datasets corresponding to an integrated luminosity of 27.8 nb−1 and 4.0 pb−1, respectively, recorded with the ATLAS detector at the Large Hadron Collider in 2013. The p+Pb collision centrality was characterised using the total transverse energy measured in the pseudorapidity interval −4.9<η<−3.2 in the direction of the lead beam. Results are presented for the double-differential per-collision yields as a function of jet rapidity and transverse momentum (pT) for minimum-bias and centrality-selected p+Pb collisions, and are compared to the jet rate from the geometric expectation. The total jet yield in minimum-bias events is slightly enhanced above the expectation in a pT-dependent manner but is consistent with the expectation within uncertainties. The ratios of jet spectra from different centrality selections show a strong modification of jet production at all pT at forward rapidities and for large pT at mid-rapidity, which manifests as a suppression of the jet yield in central events and an enhancement in peripheral events. These effects imply that the factorisation between hard and soft processes is violated at an unexpected level in proton--nucleus collisions. Furthermore, the modifications at forward rapidities are found to be a function of the total jet energy only, implying that the violations may have a simple dependence on the hard parton--parton kinematics.

Differential top-antitop cross-section measurements as a function of observables constructed from final-state particles using pp collisions at s√=7 TeV in the ATLAS detector

Various differential cross-sections are measured in top-quark pair (tt¯) events produced in proton--proton collisions at a centre-of-mass energy of s√=7 TeV at the LHC with the ATLAS detector. These differential cross-sections are presented in a data set corresponding to an integrated luminosity of 4.6 fb−1. The differential cross-sections are presented in terms of kinematic variables of a top-quark proxy referred to as the pseudo-top-quark whose dependence on theoretical models is minimal. The pseudo-top-quark can be defined in terms of either reconstructed detector objects or stable particles in an analogous way. The measurements are performed on tt¯ events in the lepton+jets channel, requiring exactly one charged lepton and at least four jets with at least two of them tagged as originating from a b-quark. The hadronic and leptonic pseudo-top-quarks are defined via the leptonic or hadronic decay mode of the W boson produced by the top-quark decay in events with a single charged lepton.The cross-section is measured as a function of the transverse momentum and rapidity of both the hadronic and leptonic pseudo-top-quark as well as the transverse momentum, rapidity and invariant mass of the pseudo-top-quark pair system. The measurements are corrected for detector effects and are presented within a kinematic range that closely matches the detector acceptance. Differential cross-section measurements of the pseudo-top-quark variables are compared with several Monte Carlo models that implement next-to-leading order or leading-order multi-leg matrix-element calculations.

Evidence of Wγγ production in pp collisions at s√=8 TeV and limits on anomalous quartic gauge couplings with the ATLAS detector

This Letter reports evidence of triple gauge boson production pp→W(ℓν)γγ+X, which is accessible for the first time with the 8 TeV LHC data set. The fiducial cross section for this process is measured in a data sample corresponding to an integrated luminosity of 20.3 fb−1, collected by the ATLAS detector in 2012. Events are selected using the W boson decay to eν or μν as well as requiring two isolated photons. The measured cross section is used to set limits on anomalous quartic gauge couplings in the high diphoton mass region.

Measurement of Spin Correlation in Top-Antitop Quark Events and Search for Top Squark Pair Production in pp Collisions at s√=8 TeV Using the ATLAS Detector

A measurement of spin correlation in tt¯ production is presented using data collected with the ATLAS detector at the Large Hadron Collider in proton-proton collisions at a center-of-mass energy of 8 TeV, corresponding to an integrated luminosity of 20.3 fb−1. The correlation between the top and antitop quark spins is extracted from dilepton tt¯ events by using the difference in azimuthal angle between the two charged leptons in the laboratory frame. In the helicity basis the measured degree of correlation corresponds to Ahelicity=0.38±0.04, in agreement with the Standard Model prediction. A search is performed for pair production of top squarks with masses close to the top quark mass decaying to predominantly right-handed top quarks and a light neutralino, the lightest supersymmetric particle. Top squarks with masses between the top quark mass and 191 GeV are excluded at the 95% confidence level.