952 resultados para Autoregressive Disturbances
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Evaluation of blood-flow Doppler ultrasound spectral content is currently performed on clinical diagnosis. Since mean frequency and bandwidth spectral parameters are determinants on the quantification of stenotic degree, more precise estimators than the conventional Fourier transform should be seek. This paper summarizes studies led by the author in this field, as well as the strategies used to implement the methods in real-time. Regarding stationary and nonstationary characteristics of the blood-flow signal, different models were assessed. When autoregressive and autoregressive moving average models were compared with the traditional Fourier based methods in terms of their statistical performance while estimating both spectral parameters, the Modified Covariance model was identified by the cost/benefit criterion as the estimator presenting better performance. The performance of three time-frequency distributions and the Short Time Fourier Transform was also compared. The Choi-Williams distribution proved to be more accurate than the other methods. The identified spectral estimators were developed and optimized using high performance techniques. Homogeneous and heterogeneous architectures supporting multiple instruction multiple data parallel processing were essayed. Results obtained proved that real-time implementation of the blood-flow estimators is feasible, enhancing the usage of more complex spectral models on other ultrasonic systems.
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Senior thesis written for Oceanography 445
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Tese de doutoramento, Medicina (Neurologia), Universidade de Lisboa, Faculdade de Medicina, 2015
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A structural vector autoregressive model is employed to investigate the impact of monetary policy and real exchange rate shocks on the stock market performance of Kuwait, Oman, Saudi Arabia, Egypt and Jordan. In order to identify the structural shocks both short run and long run restrictions are applied. Unlike previous literature the contemporaneous interdependence between the financial variables are left unrestricted to give a more accurate depiction of the relationships. The heterogeneity of the results reflect the different monetary policy frameworks and stock market characteristics of these countries. Mainly, monetary policy and the real exchange rate shocks have a significant short run impact on the stock prices of the countries that apply a relatively more independent monetary policy and flexible exchange rates.
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The mammalian midbrain dopaminergic systems arising in the substantia nigra pars compacta (SNc) and ventral tegmental area (VTA) are critical for coping behaviours and are implicated in neuropsychiatric disorders where early life challenges comprise significant risk factors. Here, we aimed to advance our hypothesis that glucocorticoids (GCs), recognised key players in neurobiological programming, target development within these systems, with a novel focus on the astrocytic population. Mice received antenatal GC treatment (AGT) by including the synthetic GC, dexamethasone, in the mothers' drinking water on gestational days 16-19; controls received normal drinking water. Analyses of regional shapes and volumes of the adult SNc and VTA demonstrated that AGT induced long-term, dose-dependent, structural changes that were accompanied by profound effects on astrocytes (doubling/tripling of numbers and/or density). Additionally, AGT induced long-term changes in the population size and distribution of SNc/VTA dopaminergic neurons, confirming and extending our previous observations made in rats. Furthermore, glial/neuronal structural remodelling was sexually dimorphic and depended on the AGT dose and sub-region of the SNc/VTA. Investigations within the neonatal brain revealed that these long-term organisational effects of AGT depend, at least in part, on targeting perinatal processes that determine astrocyte density and programmed cell death in dopaminergic neurons. Collectively, our characterisation of enduring, AGT-induced, sex-specific cytoarchitectural disturbances suggests novel mechanistic links for the strong association between early environmental challenge (inappropriate exposure to excess GCs) and vulnerability to developing aberrant behaviours in later life, with translational implications for dopamine-associated disorders (such as schizophrenia, ADHD, autism, depression), which typically show a sex bias
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Previous research on the prediction of fiscal aggregates has shown evidence that simple autoregressive models often provide better forecasts of fiscal variables than multivariate specifications. We argue that the multivariate models considered by previous studies are small-scale, probably burdened by overparameterization, and not robust to structural changes. Bayesian Vector Autoregressions (BVARs), on the other hand, allow the information contained in a large data set to be summarized efficiently, and can also allow for time variation in both the coefficients and the volatilities. In this paper we explore the performance of BVARs with constant and drifting coefficients for forecasting key fiscal variables such as government revenues, expenditures, and interest payments on the outstanding debt. We focus on both point and density forecasting, as assessments of a country’s fiscal stability and overall credit risk should typically be based on the specification of a whole probability distribution for the future state of the economy. Using data from the US and the largest European countries, we show that both the adoption of a large system and the introduction of time variation help in forecasting, with the former playing a relatively more important role in point forecasting, and the latter being more important for density forecasting.
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A manufacturing system has a natural dynamic nature observed through several kinds of random occurrences and perturbations on working conditions and requirements over time. For this kind of environment it is important the ability to efficient and effectively adapt, on a continuous basis, existing schedules according to the referred disturbances, keeping performance levels. The application of Meta-Heuristics and Multi-Agent Systems to the resolution of this class of real world scheduling problems seems really promising. This paper presents a prototype for MASDScheGATS (Multi-Agent System for Distributed Manufacturing Scheduling with Genetic Algorithms and Tabu Search).
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Dissertação apresentada à Escola Superior de Educação de Lisboa para obtenção do grau de Mestre em Intervenção Precoce
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Dissertação de Mestrado, Gestão e Conservação da Natureza, 15 de Maio de 2015, Universidade dos Açores.
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Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Química e Biológica
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Pesticide exposure during brain development could represent an important risk factor for the onset of neurodegenerative diseases. Previous studies investigated the effect of permethrin (PERM) administered at 34 mg/kg, a dose close to the no observable adverse effect level (NOAEL) from post natal day (PND) 6 to PND 21 in rats. Despite the PERM dose did not elicited overt signs of toxicity (i.e. normal body weight gain curve), it was able to induce striatal neurodegeneration (dopamine and Nurr1 reduction, and lipid peroxidation increase). The present study was designed to characterize the cognitive deficits in the current animal model. When during late adulthood PERM treated rats were tested for spatial working memory performances in a T-maze-rewarded alternation task they took longer to choose for the correct arm in comparison to age matched controls. No differences between groups were found in anxiety-like state, locomotor activity, feeding behavior and spatial orientation task. Our findings showing a selective effect of PERM treatment on the T-maze task point to an involvement of frontal cortico-striatal circuitry rather than to a role for the hippocampus. The predominant disturbances concern the dopamine (DA) depletion in the striatum and, the serotonin (5-HT) and noradrenaline (NE) unbalance together with a hypometabolic state in the medial prefrontal cortex area. In the hippocampus, an increase of NE and a decrease of DA were observed in PERM treated rats as compared to controls. The concentration of the most representative marker for pyrethroid exposure (3-phenoxybenzoic acid) measured in the urine of rodents 12 h after the last treatment was 41.50 µ/L and it was completely eliminated after 96 h.
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We propose a low complexity technique to generate amplitude correlated time-series with Nakagami-m distribution and phase correlated Gaussian-distributed time-series, which is useful in the simulation of ionospheric scintillation effects during the transmission of GNSS signals. The method requires only the knowledge of parameters S4 (scintillation index) and σΦ (phase standard deviation) besides the definition of models for the amplitude and phase power spectra. The Zhang algorithm is used to produce Nakagami-distributed signals from a set of Gaussian autoregressive processes.
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Dissertation submitted for a PhD degree in Electrical Engineering, speciality of Robotics and Integrated Manufacturing from the Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia
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Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia Química e Biológica
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Dissertação de Mestrado apresentado ao Instituto de Contabilidade e Administração do Porto para a obtenção do grau de Mestre em Auditoria sob orientação do Mestre Carlos Mota