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.

Desenvolvimento de um Posto de Carregamento Lento com BMS e Interface com o Cockpit para o CEPIUM

Dissertação de mestrado integrado em Engenharia Eletrónica Industrial e de Computadores

Circuito de leitura digital para MEMS capacitivos

Dissertação de mestrado integrado em Engenharia Eletrónica Industrial e Computadores

HPV DNA testing with cytology triage in cervical cancer screening: Influence of revealing HPV infection status

BACKGROUND: Knowledge of cervical human papillomavirus (HPV) status might influence a cytotechnician's assessment of cellular abnormalities. The authors compared original cytotechnicians' Papanicolaou (Pap) readings for which HPV status was concealed with Pap rereads for which HPV status was revealed separately for 3 screening populations. METHODS: Previously collected cervical Pap smears and clinical data were obtained from the Canadian Cervical Cancer Screening Trial (study A), the Democratic Republic of Congo Community-Based Screening Study (study B), and the Brazilian Investigation into Nutrition and Cervical Cancer Prevention (study C). Smears were reread with knowledge of HPV status for all HPV-positive women as well as a sample of HPV-negative women. Diagnostic performance of Pap cytology was compared between original readings and rereads. RESULTS: A total of 1767 Pap tests were reread. Among 915 rereads for HPV-positive women, the contrast between "revealed" and "concealed" Pap readings demonstrated revisions from negative to positive results for 109 women (cutoff was atypical squamous cells of undetermined significance or worse) and 124 women (cutoff was low-grade squamous intraepithelial lesions [LSIL] or worse). For a disease threshold of cervical intraepithelial neoplasia of grade 2 or worse, specificity significantly declined at the atypical squamous cells of undetermined significance cutoff for studies A (86.6% to 75.3%) and C (42.5% to 15.5%), and at the LSIL cutoff for study C (61.9% to 37.6%). Sensitivity remained nearly unchanged between readings, except in study C, in which reread performance was superior (91.3% vs 71.9% for the LSIL cutoff). CONCLUSIONS: A reduction in the diagnostic accuracy of Pap cytology was observed when revealing patients' cervical HPV status, possibly due to a heightened awareness of potential abnormalities, which led to more false-positive results. Cancer (Cancer Cytopathol) 2015. (c) 2015 American Cancer Society.

Development of a poly(L-Lactic acid) based drug release system

Dissertação de mestrado em Biofísica e Bionanossistemas

Development of a water-in-oil-in-water multiple emulsion system integrating biomimetic aqueous-core lipid nanodroplets for protein entity stabilization. Part I: experimental factorial design

Lipid nanoballoons integrating multiple emulsions of the type water-in-oil-in-water enclose, at least in theory, a biomimetic aqueous-core suitable for housing hydrophilic biomolecules such as proteins, peptides and bacteriophage particles. The research effort entertained in this paper reports a full statistical 23x31 factorial design study (three variables at two levels and one variable at three levels) to optimize biomimetic aqueous-core lipid nanoballoons for housing hydrophilic protein entities. The concentrations of protein, lipophilic and hydrophilic emulsifiers, and homogenization speed were set as the four independent variables, whereas the mean particle hydrodynamic size (HS), zeta potential (ZP) and polydispersity index (PI) were set as the dependent variables. The V23x31 factorial design constructed led to optimization of the higher (+1) and lower (-1) levels, with triplicate testing for the central (0) level, thus producing thirty three experiments and leading to selection of the optimized processing parameters as 0.015% (w/w) protein entity, 0.75% (w/w) lipophilic emulsifier (soybean lecithin) and 0.50% (w/w) hydrophilic emulsifier (poloxamer 188). In the present research effort, statistical optimization and production of protein derivatives encompassing full stabilization of their three-dimensional structure, has been attempted via housing said molecular entities within biomimetic aqueous-core lipid nanoballoons integrating a multiple (W/O/W) emulsion.

Comparison between tilt-table testing results performed during different periods of the day

OBJECTIVE: To evaluate the influences of circadian variations on tilt-table testing (TTT) results by comparing the positivity rate of the test performed during the morning with that of the test performed in the afternoon and to evaluate the reproducibility of the results in different periods of the day. METHODS: One hundred twenty-three patients with recurrent unexplained syncope or near-syncope referred for TTT were randomized into 2 groups. In group I, 68 patients, TTT was performed first in the afternoon and then in the morning. In group II, 55 patients, the test was performed first in the morning and then in the afternoon. RESULTS: The TTT protocol was the prolonged passive test, without drug sensitization. Twenty-nine (23.5%) patients had a positive result in at least one of the periods. The positivity rate for each period was similar: 20 (16.2%) patients in the afternoon and 19 (15.4%) in the morning (p=1.000). Total reproducibility (positive/positive and negative/negative) was observed in 49 (89%) patients in group I and in 55 (81%) in group II. Reproducibility of the results was obtained in 94 (90.4%) patients with first negative tests but in 10 (34%) patients with first positive tests. CONCLUSION: TTT could be performed during any period of the day, and even in the 2 periods to enhance positivity. Considering the low reproducibility rate of the positive tests, serial TTT to evaluate therapeutic efficacy should be performed during the same period of the day.

Stress, cognitive appraisal, and psychological health: testing instruments for health professionals

The job of health professionals, including nurses, is considered inherently stressful (Lee & Wang, 2002; Rutledge et al., 2009), and thus it is important to improve and develop specific measures that are sensitive to the demands that health professionals face. This study analysed the psychometric properties of three instruments that focus on the professional experiences of nurses in aspects related to occupational stress, cognitive appraisal, and mental health issues. The evaluation protocol included the Stress Questionnaire for Health Professionals (SQHP; Gomes, 2014), the Cognitive Appraisal Scale (CAS; Gomes, Faria, & Gonçalves, 2013), and the General Health Questionnaire-12 (GHQ-12; Goldberg, 1972). Validity and reliability issues were considered with statistical analysis (i.e. confirmatory factor analysis, convergent validity, and composite reliability) that revealed adequate values for all of the instruments, namely, a six-factor structure for the SQHP, a five-factor structure for the CAS, and a two-factor structure for the GHQ-12. In conclusion, this study proposes three consistent instruments that may be useful for analysing nurses’ adaptation to work contexts.

Exercise testing in hypertensive patients taking different angiotensin-converting enzyme inhibitors

OBJECTIVE: To compare blood pressure response to dynamic exercise in hypertensive patients taking trandolapril or captopril. METHODS: We carried out a prospective, randomized, blinded study with 40 patients with primary hypertension and no other associated disease. The patients were divided into 2 groups (n=20), paired by age, sex, race, and body mass index, and underwent 2 symptom-limited exercise tests on a treadmill before and after 30 days of treatment with captopril (75 to 150 mg/day) or trandolapril (2 to 4 mg/day). RESULTS: The groups were similar prior to treatment (p<0.05), and both drugs reduced blood pressure at rest (p<0.001). During treatment, trandolapril caused a greater increase in functional capacity (+31%) than captopril (+17%; p=0.01) did, and provided better blood pressure control during exercise, observed as a reduction in the variation of systolic blood pressure/MET (trandolapril: 10.7±1.9 mmHg/U vs 7.4±1.2 mmHg/U, p=0.02; captopril: 9.1±1.4 mmHg/U vs 11.4±2.5 mmHg/U, p=0.35), a reduction in peak diastolic blood pressure (trandolapril: 116.8±3.1 mmHg vs 108.1±2.5 mmHg, p=0.003; captopril: 118.2±3.1 mmHg vs 115.8±3.3 mmHg, p=0.35), and a reduction in the interruption of the tests due to excessive elevation in blood pressure (trandolapril: 50% vs 15%, p=0.009; captopril: 50% vs 45%, p=0.32). CONCLUSION: Monotherapy with trandolapril is more effective than that with captopril to control blood pressure during exercise in hypertensive patients.

Safety, feasibility, and results of exercise testing for stratifying patients with chest pain in the emergency room

OBJECTIVE: To assess safety, feasibility, and the results of early exercise testing in patients with chest pain admitted to the emergency room of the chest pain unit, in whom acute myocardial infarction and high-risk unstable angina had been ruled out. METHODS: A study including 1060 consecutive patients with chest pain admitted to the emergency room of the chest pain unit was carried out. Of them, 677 (64%) patients were eligible for exercise testing, but only 268 (40%) underwent the test. RESULTS: The mean age of the patients studied was 51.7±12.1 years, and 188 (70%) were males. Twenty-eight (10%) patients had a previous history of coronary artery disease, 244 (91%) had a normal or unspecific electrocardiogram, and 150 (56%) underwent exercise testing within a 12-hour interval. The results of the exercise test in the latter group were as follows: 34 (13%) were positive, 191 (71%) were negative, and 43 (16%) were inconclusive. In the group of patients with a positive exercise test, 21 (62%) underwent coronary angiography, 11 underwent angioplasty, and 2 underwent myocardial revascularization. In a univariate analysis, type A/B chest pain (definitely/probably anginal) (p<0.0001), previous coronary artery disease (p<0.0001), and route 2 (patients at higher risk) correlated with a positive or inconclusive test (p<0.0001). CONCLUSION: In patients with chest pain and in whom acute myocardial infarction and high-risk unstable angina had been ruled out, the exercise test proved to be feasible, safe, and well tolerated.

Automating the testing process of image processing algorithms

As digital imaging processing techniques become increasingly used in a broad range of consumer applications, the critical need to evaluate algorithm performance has become recognised by developers as an area of vital importance. With digital image processing algorithms now playing a greater role in security and protection applications, it is of crucial importance that we are able to empirically study their performance. Apart from the field of biometrics little emphasis has been put on algorithm performance evaluation until now and where evaluation has taken place, it has been carried out in a somewhat cumbersome and unsystematic fashion, without any standardised approach. This paper presents a comprehensive testing methodology and framework aimed towards automating the evaluation of image processing algorithms. Ultimately, the test framework aims to shorten the algorithm development life cycle by helping to identify algorithm performance problems quickly and more efficiently.

Development of a data acquisition system to characterise sustainable energy technologies and to support Web-Based learning (DAQ-WBL)

Driven by concerns about rising energy costs, security of supply and climate change a new wave of Sustainable Energy Technologies (SET’s) have been embraced by the Irish consumer. Such systems as solar collectors, heat pumps and biomass boilers have become common due to government backed financial incentives and revisions of the building regulations. However, there is a deficit of knowledge and understanding of how these technologies operate and perform under Ireland’s maritime climate. This AQ-WBL project was designed to address both these needs by developing a Data Acquisition (DAQ) system to monitor the performance of such technologies and a web-based learning environment to disseminate performance characteristics and supplementary information about these systems. A DAQ system consisting of 108 sensors was developed as part of Galway-Mayo Institute of Technology’s (GMIT’s) Centre for the Integration of Sustainable EnergyTechnologies (CiSET) in an effort to benchmark the performance of solar thermal collectors and Ground Source Heat Pumps (GSHP’s) under Irish maritime climate, research new methods of integrating these systems within the built environment and raise awareness of SET’s. It has operated reliably for over 2 years and has acquired over 25 million data points. Raising awareness of these SET’s is carried out through the dissemination of the performance data through an online learning environment. A learning environment was created to provide different user groups with a basic understanding of a SET’s with the support of performance data, through a novel 5 step learning process and two examples were developed for the solar thermal collectors and the weather station which can be viewed at http://www.kdp 1 .aquaculture.ie/index.aspx. This online learning environment has been demonstrated to and well received by different groups of GMIT’s undergraduate students and plans have been made to develop it further to support education, awareness, research and regional development.

Design, development and testing of a CAD integrated design for environment software tool.

The research described in this thesis was developed as part o f the Information Management for Green Design (IMA GREE) Project. The 1MAGREE Project was founded by Enterprise Ireland under a Strategic Research Grant Scheme as a partnership project between Galway Mayo Institute o f Technology and C1MRU University College Galway. The project aimed to develop a CAD integrated software tool to support environmental information management for design, particularly for the electronics-manufacturing sector in Ireland.