New methods for meta-analysis under a fixed effects framework, with frequentist and Bayesian estimation.

Thesis (Ph.D.)--University of Washington, 2015

Locally Periodic Signal Estimation and Pitch Detection, and Acoustic Communication in American and Northwestern Crows

Thesis (Ph.D.)--University of Washington, 2016-03

Efeitos imediatos da mobilização com movimento da rotação medial da tibio-femural m movimento da rot e movimento, em ind com flexão do joelho, na dor e na amplitude de movimento, em indivíduos com síndrome s da mobilização com dor e na amplitude de patelo-femural

Introdução: O síndrome patelo-femural é uma das disfunções músculo-esqueléticas mais comuns ao nível do joelho. É de etiologia multifatorial, sendo a rotação lateral da tíbia um dos fatores contribuintes, sendo que pode potenciar alterações da biomecânica da articulação patelo-femural por aumentar as forças de reação sobre a articulação. Brian Mulligan sugere que a técnica para a correção da rotação lateral da tíbia pode ser benéfica no alívio da dor e no aumento da amplitude de flexão do joelho, em pacientes com síndrome patelo-femural, apesar da evidência acerca da efetividade desta técnica ser ainda escassa. Objetivo: Avaliar os efeitos da técnica de mobilização com movimento de rotação medial da tíbio-femural com flexão do joelho, ao nível da intensidade da dor e da amplitude de movimento de flexão do joelho, durante o agachamento, em indivíduos com síndrome patelo-femural. Métodos: Estudo experimental, com uma amostra constituída por 20 estudantes universitários, do género feminino, com síndrome patelo-femural e dor ao agachamento bilateral. Estes foram distribuídos aleatoriamente por dois grupos: experimental (intervenção com técnica de mobilização com movimento) e placebo (intervenção placebo). Foram avaliadas a amplitude de flexão do joelho com um goniómetro eletrónico (Biometrics®) e a intensidade de dor com a Escala Visual Analógica, durante o agachamento bilateral, antes e imediatamente após as respetivas intervenções. O nível de significância foi de 0,05. Resultados: A realização da Análise da Covariância revelou que, relativamente à intensidade da dor, foi possível constatar que existiram diferenças significativas entre os dois grupos (p<0,001). Entre a avaliação inicial e a final, o grupo experimental diminuiu mais 2,1cm na Escala Visual Analógica do que o grupo placebo. Em relação à avaliação da amplitude articular, foi possível constatar que, existiram diferenças significativas, entre os dois grupos (p=0,004). Entre a avaliação inicial e a final, o grupo experimental teve mais 8,6º de aumento na amplitude articular do que o grupo placebo. Conclusão: Para indivíduos com síndrome patelo-femural, a técnica de mobilização com movimento para correção da rotação lateral da tíbia, parece ser benéfica no alívio da dor e no ganho de amplitude de flexão do joelho, analisando o movimento de agachamento bilateral.

Efeitos imediatos de um Sustained Natural Apophyseal Glide na atividade muscular dos eretores espinhais, na dor e na amplitude de flexão, em indivíduos com dor lombar crónica não específica

Introdução: O Sustained Natural Apophyseal Glide tem sido sugerido como uma técnica com potenciais benefícios na redução da dor e no aumento da amplitude de flexão lombar em indivíduos com dor lombar. Contudo, não existe evidência sobre esta técnica na atividade muscular dos eretores espinhais. Objetivo: Avaliar os efeitos imediatos de um Sustained Natural Apophyseal Glide na atividade muscular dos eretores espinhais, na intensidade da dor e na amplitude real de flexão lombar, em indivíduos com dor lombar crónica não específica. Métodos: Estudo experimental com uma amostra de 20 estudantes universitários, com dor lombar crónica não específica e com dor à flexão da coluna lombar, que foram aleatoriamente distribuídos em dois grupos: experimental - Sustained Natural Apophyseal Glide e placebo – intervenção placebo. Foram avaliadas a atividade muscular dos eretores espinhais recorrendo à eletromiografia de superfície (bioPLUX research®), a intensidade da dor através da Escala Visual Analógica e a amplitude real de flexão lombar pelo método de duplo inclinómetro (Universal Inclinometer®), antes e após a intervenção, pela análise do movimento de flexão-extensão do tronco. O nível de significância foi de 0,05. Resultados: Foram encontradas diferenças significativas, em ambos os grupos, para a fase de relaxamento (Grupo experimental: p=0,013 e Grupo placebo: p=0,047), assim como para a fase de extensão, no grupo experimental (p=0,037), verificando-se uma diminuição da atividade muscular da baseline para a avaliação final. A Análise da Covariância revelou que, relativamente à intensidade da dor, verificaram-se diferenças significativas entre os dois grupos (p=0,002), sendo que o grupo experimental diminuiu mais 2cm na Escala Visual Analógica do que o grupo placebo. Pela análise da amplitude real de flexão lombar, embora o aumento não fosse significativamente diferente entre os grupos (p=0,086), o grupo experimental teve mais 1,7º de aumento do que o grupo placebo. Conclusão: Os resultados sugerem que, a curto prazo, o Sustained Natural Apophyseal Glide parece produzir um efeito significativo na diminuição da atividade muscular dos eretores espinhais, durante o movimento dinâmico de extensão do tronco, assim como no alívio da dor. Embora não se tenham observado alterações significativas no aumento da amplitude articular, os resultados no grupo experimental foram superiores à diferença mínima detetável, sugerindo um efeito positivo da técnica aplicada.

Machine learning Vasicek model calibration with Gaussian processes

In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.

Estimating Effective Slowdown of Tasks in Energy-Aware Clouds

Consolidation consists in scheduling multiple virtual machines onto fewer servers in order to improve resource utilization and to reduce operational costs due to power consumption. However, virtualization technologies do not offer performance isolation, causing applications’ slowdown. In this work, we propose a performance enforcing mechanism, composed of a slowdown estimator, and a interference- and power-aware scheduling algorithm. The slowdown estimator determines, based on noisy slowdown data samples obtained from state-of-the-art slowdown meters, if tasks will complete within their deadlines, invoking the scheduling algorithm if needed. When invoked, the scheduling algorithm builds performance and power aware virtual clusters to successfully execute the tasks. We conduct simulations injecting synthetic jobs which characteristics follow the last version of the Google Cloud tracelogs. The results indicate that our strategy can be efficiently integrated with state-of-the-art slowdown meters to fulfil contracted SLAs in real-world environments, while reducing operational costs in about 12%.

XtranX passenger: navegação inercial

Trabalho de Projecto para obtenção do grau de Mestre em Engenharia Informática e de Computadores

Extremum estimators and stochastic optimization methods

Submitted in partial fulfillment for the Requirements for the Degree of PhD in Mathematics, in the Speciality of Statistics in the Faculdade de Ciências e Tecnologia

Formation Control Driven by Cooperative Object Tracking

In this paper we introduce a formation control loop that maximizes the performance of the cooperative perception of a tracked target by a team of mobile robots, while maintaining the team in formation, with a dynamically adjustable geometry which is a function of the quality of the target perception by the team. In the formation control loop, the controller module is a distributed non-linear model predictive controller and the estimator module fuses local estimates of the target state, obtained by a particle filter at each robot. The two modules and their integration are described in detail, including a real-time database associated to a wireless communication protocol that facilitates the exchange of state data while reducing collisions among team members. Simulation and real robot results for indoor and outdoor teams of different robots are presented. The results highlight how our method successfully enables a team of homogeneous robots to minimize the total uncertainty of the tracked target cooperative estimate while complying with performance criteria such as keeping a pre-set distance between the teammates and the target, avoiding collisions with teammates and/or surrounding obstacles.

Accounting accruals and information asymmetry in Europe

We investigate whether the positive relation between accounting accruals and information asymmetry documented for U.S. stock markets also holds for European markets, considered as a whole and at the country level. This research is relevant because this relation is likely to be affected by differences in accounting standards used by companies for financial reporting, in the traditional use of the banking system or capital markets for firm financing, in legal systems and cultural environment. We find that in European stock markets discretionary accruals are positively related with the Corwin and Schultz high-low spread estimator used as a proxy for information asymmetry. Our results suggest that the earnings management component of accruals outweighs the informational component, but the significance of the relation varies across countries. Further, such association tends to be stronger for firms with the highest levels of positive discretionary accruals. Consistent with the evidence provided by the authors, our results also suggest that the high-low spread estimator is more efficient than the closing bid-ask spread when analysing the impact of information quality on information asymmetry.

Education in Brazil: A big challenge?

Brazil is an emerging country where community school is being promoted in order to respond to the still significant gap between the poor and the rich population. This paper attempts to analyze one community school. Although other social programs whose scopes are also to enhance education have been implemented, such as the "Bolsa Familia", the impact of community schools need attention as well. Indeed, community schools must be studied due to the relevant positive attributes they can provide. Moreover, by improving the quality of education, studies show an enhancement of a higher-skilled nation and a better qualified labour force for the future. To clearly demonstrate the impacts of these communities, the treatment effect will be measured by using a matching estimator.

Health systems efficiency after the crisis in the OECD

This work evaluates the efficiency position of the health system of each OECD country. It identifies whether, or not, health systems changed in terms of quality and performance after the financial crisis. The health systems performance was calculated by fixed-effects estimator and by stochastic frontier analysis. The results suggest that many of those countries that the crisis affected the most are more efficient than the OECD average. In addition, some of those countries even managed to reach the top decile in the efficiency ranking. Finally, we analyze the stochastic frontier efficiency scores together with other health indicators to evaluate the health systems’ overall adjustments derived from the crisis.

Momentum risk: An approach following the correlations between active stocks

The momentum anomaly has been widely documented in the literature. However, there are still many issues where there is no consensus and puzzles left unexplained. One is that strategies based on momentum present a level of risk that is inconsistent with the diversification that it offers. Moreover, recent studies indicate that this risk is variable over time and mostly strategy-specific. This work project hypothesises and proves that this evidence is explained by the portfolio constitution of the momentum strategy over time, namely the covariance and correlation between companies in the top and down deciles and across them.

Financial depth, stock markets and economic growth in the EU-15 countries

The aim of this paper is to assess the impact of financial depth on economic growth in the EU-15 countries from 1970 until 2012, using the two-step System GMM estimator. Even though it might be expected a positive impact, the results show it is negative and sometimes even negative and statistically significant. Among the reasons presented for this, the existence of banking crises seems to better explain these results. In tranquil periods, financial deepening appears to have a positive impact, whereas in banking crises it is persistently negative and statistically significant. Also, after an assessment of the impact of stock markets on economic growth, it appears that more developed countries in the EU-15 have an economy more reliant on this segment of the financial system rather than in bank intermediation.

Why are offspring born larger when it is colder? Phenotypic plasticity for offspring size in the cladoceran Simocephalus vetulus (Müller)

It has been predicted on theorerical grounds (Sibly & Calow, 1983; Taylor & Williams, 1984) that optimal offspring size should be highly sensitive to juvenile growth and survival rates. To test such models, genetically-identical individuals of Simicephalus vetulus were reared at different temperatures and monitored for offspring size and juvenile growth rate. As adult size correlates negatively with temperature, an analysis of covariance was performed to separate the effects of temperature and maternal size. The result is that offspring size indeed correlates negatively with juvenile growth rate. Comparisons are made with field observation of several authors on seasonal variation of offspring size and alternative explanations are discussed. It is concluded that present experiments support the prediction of the theoretical models.