Specification and testing of multiplicative time-varying GARCH models with applications

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

Fine time scaling of purifying selection on human nonsynonymous mtDNA mutations based on the worldwide population tree and mother-child pairs

A high-resolution mtDNA phylogenetic tree allowed us to look backward in time to investigate purifying selection. Purifying selection was very strong in the last 2,500 years, continuously eliminating pathogenic mutations back until the end of the Younger Dryas (∼11,000 years ago), when a large population expansion likely relaxed selection pressure. This was preceded by a phase of stable selection until another relaxation occurred in the out-of-Africa migration. Demography and selection are closely related: expansions led to relaxation of selection and higher pathogenicity mutations significantly decreased the growth of descendants. The only detectible positive selection was the recurrence of highly pathogenic nonsynonymous mutations (m.3394T>C-m.3397A>G-m.3398T>C) at interior branches of the tree, preventing the formation of a dinucleotide STR (TATATA) in the MT-ND1 gene. At the most recent time scale in 124 mother-children transmissions, purifying selection was detectable through the loss of mtDNA variants with high predicted pathogenicity. A few haplogroup-defining sites were also heteroplasmic, agreeing with a significant propensity in 349 positions in the phylogenetic tree to revert back to the ancestral variant. This nonrandom mutation property explains the observation of heteroplasmic mutations at some haplogroup-defining sites in sequencing datasets, which may not indicate poor quality as has been claimed.

The Portuguese language version of social phobia and Anxiety Inventory: analysis of items and internal consistency in a Brazilian sample of 1,014 undergraduate students

OBJECTIVE: Theoretical and empirical analysis of items and internal consistency of the Portuguese-language version of Social Phobia and Anxiety Inventory (SPAI-Portuguese). METHODS: Social phobia experts conducted a 45-item content analysis of the SPAI-Portuguese administered to a sample of 1,014 university students. Item discrimination was evaluated by Student's t test; interitem, mean and item-to-total correlations, by Pearson coefficient; reliability was estimated by Cronbach's alpha. RESULTS: There was 100% agreement among experts concerning the 45 items. On the SPAI-Portuguese 43 items were discriminative (p < 0.05). A few inter-item correlations between both subscales were below 0.2. The mean inter-item correlations were: 0.41 on social phobia subscale; 0.32 on agoraphobia subscale and 0.32 on the SPAI-Portuguese. Item-to-total correlations were all higher then 0.3 (p < 0.001). Cronbach's alphas were: 0.95 on the SPAI-Portuguese; 0.96 on social phobia subscale; 0.85 on agoraphobia subscale. CONCLUSION: The 45-item content analysis revealed appropriateness concerning the underlying construct of the SPAI-Portuguese (social phobia, agoraphobia) with good discriminative capacity on 43 items. The mean inter-item correlations and reliability coefficients demonstrated the SPAI-Portuguese and subscales internal consistency and multidimensionality. No item was suppressed in the SPAI-Portuguese but the authors suggest that a shortened SPAI, in its different versions, could be an even more useful tool for research settings in social phobia.

Multifunctional Ti–Me (Me=Al, Cu) thin film systems for biomedical sensing devices

Ti-Me binary intermetallic thin films based on a titanium matrix doped with increasing amounts of Me (Me = Al, Cu) were prepared by magnetron sputtering (under similar conditions), aiming their application in biomedical sensing devices. The differences observed on the composition and on the micro(structural) features of the films, attributed to changes in the discharge characteristics, were correlated with the electrical properties of the intermetallic systems (Ti-Al and Ti-Cu). For the same Me exposed areas placed on the Ti target (ranging from 0.25 cm2 to 20 cm2) the Cu content increased from 3.5 at.% to 71.7 at.% in the Ti-Cu system and the Al content, in Ti-Al films, ranged from 11 to 45 at.%. The structural characterization evidenced the formation of metastable Ti-Me intermetallic phases for Al/Ti atomic ratios above 0.20 and for Cu/Ti ratios above 0.25. For lower Me concentrations, the effect of the α-Ti(Me) structure domains the overall structure. With the increase amount of the Me into Ti structure a clear trend for amorphization was observed. For both systems it was observed a significant decrease of the electrical resistivity with increasing Me/Ti atomic ratios (higher than 0.5 for Al/Ti atomic ratio and higher than 1.3 for Cu/Ti atomic ratio). Although similar trends were observed in the resistivity evolution for both systems, the Ti-Cu films presented lower resistivity values in comparison to Ti-Al system.

Concise server-wide causality management for eventually consistent data stores

Large scale distributed data stores rely on optimistic replication to scale and remain highly available in the face of net work partitions. Managing data without coordination results in eventually consistent data stores that allow for concurrent data updates. These systems often use anti-entropy mechanisms (like Merkle Trees) to detect and repair divergent data versions across nodes. However, in practice hash-based data structures are too expensive for large amounts of data and create too many false conflicts. Another aspect of eventual consistency is detecting write conflicts. Logical clocks are often used to track data causality, necessary to detect causally concurrent writes on the same key. However, there is a nonnegligible metadata overhead per key, which also keeps growing with time, proportional with the node churn rate. Another challenge is deleting keys while respecting causality: while the values can be deleted, perkey metadata cannot be permanently removed without coordination. Weintroduceanewcausalitymanagementframeworkforeventuallyconsistentdatastores,thatleveragesnodelogicalclocks(BitmappedVersion Vectors) and a new key logical clock (Dotted Causal Container) to provides advantages on multiple fronts: 1) a new efficient and lightweight anti-entropy mechanism; 2) greatly reduced per-key causality metadata size; 3) accurate key deletes without permanent metadata.

Historical analysis of the Brazilian cervical cancer screening program from 2006 to 2013: a time for reflection

BACKGROUND: The Cervical Cancer Database of the Brazilian National Health Service (SISCOLO) contains information regarding all cervical cytological tests and, if properly explored, can be used as a tool for monitoring and managing the cervical cancer screening program. The aim of this study was to perform a historical analysis of the cervical cancer screening program in Brazil from 2006 to 2013. MATERIAL AND METHODS: The data necessary to calculate quality indicators were obtained from the SISCOLO, a Brazilian health system tool. Joinpoint analysis was used to calculate the annual percentage change. RESULTS: We observed important trends showing decreased rates of low-grade squamous intraepithelial lesions (LSIL) and high-grade squamous intraepithelial lesions (HSIL) and an increased rate of rejected exams from 2009 to 2013. The index of positivity was maintained at levels below those indicated by international standards; very low frequencies of unsatisfactory cases were observed over the study period, which partially contradicts the low rate of positive cases. The number of positive cytological diagnoses was below that expected, considering that developed countries with low frequencies of cervical cancer detect more lesions annually. CONCLUSIONS: The evolution of indicators from 2006 to 2013 suggests that actions must be taken to improve the effectiveness of cervical cancer control in Brazil.

Estimativa dos parâmetros de compactação de solos usando técnicas de data mining

Dissertação de mestrado integrado em Engenharia Civil

Real-time monitoring of progression towards renal failure in primary care patients

First published online: December 16, 2014.

Investigations on relational control of time perception

Tese de Doutoramento em Psicologia Básica

Da pós-neotelevisão: a reconfiguração do prime-time nos canais generalistas portugueses

"Colecção: Comunicação e sociedade - 12"

Participação de fisioterapeutas em equipes multidisciplinares que atuam junto a alunos com necessidades educativas especiais: um estudo quantitativo em escolas de ensino fundamental da rede pública de Manaus

Dissertação de mestrado em Educação Especial (área de especialização em Dificuldades de Aprendizagem Específicas)

Blow-up and finite time extinction for p(x, t)-curl systems arising in electromagnetism

"Available online 22 March 2016"

DNA barcodes de peixes marinhos da Europa: compilação de uma biblioteca de referência validada e investigação de padrões de divergência genética

Dissertação de mestrado em Ecologia

First- and second-time parents’ couple relationship: from pregnancy to second year postpartum

First- and second-time parents’ couple relationships were studied from early pregnancy to the second year postpartum. The Relationship Questionnaire (RQ) was administered to Portuguese couples (N = 82), first- or second-time parents, at the first, second and third pregnancy trimester, childbirth, 3 and 18 months postpartum. Adverse changes in positive and negative partner relationship dimensions were reported from early pregnancy to the second year postpartum by all participants; in the same way by mothers and fathers and by first- and second-time parents. Second-time parents reported a worse couple relationship (lower RQ-positive scores) than first-time parents, but only during pregnancy. Results from the present study suggest a decline in partner relationship quality during the transition to parenthood both in mothers and fathers, as well as in first- and second-time parents.

Monitorização do risco de dificuldades de aprendizagem específicas na leitura de alunos do 2.º ao 4.ºano no contexto do modelo de resposta à intervenção

Dissertação de mestrado em Educação Especial (área de especialização em Dificuldades de Aprendizagem Específicas)