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.

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.

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.

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"

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

"Available online 22 March 2016"

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.

Real-Time models to predict the use of vasopressors in monitored patients

The needs of reducing human error has been growing in every field of study, and medicine is one of those. Through the implementation of technologies is possible to help in the decision making process of clinics, therefore to reduce the difficulties that are typically faced. This study focuses on easing some of those difficulties by presenting real-time data mining models capable of predicting if a monitored patient, typically admitted in intensive care, will need to take vasopressors. Data Mining models were induced using clinical variables such as vital signs, laboratory analysis, among others. The best model presented a sensitivity of 94.94%. With this model it is possible reducing the misuse of vasopressors acting as prevention. At same time it is offered a better care to patients by anticipating their treatment with vasopressors.

Real-Time decision support using data mining to predict blood pressure critical events in intensive medicine patients

Patient blood pressure is an important vital signal to the physicians take a decision and to better understand the patient condition. In Intensive Care Units is possible monitoring the blood pressure due the fact of the patient being in continuous monitoring through bedside monitors and the use of sensors. The intensivist only have access to vital signs values when they look to the monitor or consult the values hourly collected. Most important is the sequence of the values collected, i.e., a set of highest or lowest values can signify a critical event and bring future complications to a patient as is Hypotension or Hypertension. This complications can leverage a set of dangerous diseases and side-effects. The main goal of this work is to predict the probability of a patient has a blood pressure critical event in the next hours by combining a set of patient data collected in real-time and using Data Mining classification techniques. As output the models indicate the probability (%) of a patient has a Blood Pressure Critical Event in the next hour. The achieved results showed to be very promising, presenting sensitivity around of 95%.

A Real-Time intelligent system for tracking patient condition

Hospitals have multiple data sources, such as embedded systems, monitors and sensors. The number of data available is increasing and the information are used not only to care the patient but also to assist the decision processes. The introduction of intelligent environments in health care institutions has been adopted due their ability to provide useful information for health professionals, either in helping to identify prognosis or also to understand patient condition. Behind of this concept arises this Intelligent System to track patient condition (e.g. critic events) in health care. This system has the great advantage of being adaptable to the environment and user needs. The system is focused in identifying critic events from data streaming (e.g. vital signs and ventilation) which is particularly valuable for understanding the patient’s condition. This work aims to demonstrate the process of creating an intelligent system capable of operating in a real environment using streaming data provided by ventilators and vital signs monitors. Its development is important to the physician because becomes possible crossing multiple variables in real-time by analyzing if a value is critic or not and if their variation has or not clinical importance.

Incidencia de los hábitos en el aprovechamiento del tiempo escolar. School - time - managment, habit - related - influence.

Esta investigación propone explorar si maestros y alumnos muestran hábitos en la escuela y si éstos inciden en el aprovechamiento del tiempo escolar, lo que permitiría inferir que su presencia optimizaría el proceso de aprendizaje y el comportamiento. Problema: ¿Qué efecto tienen los hábitos sobre el aprovechamiento del tiempo en la escuela? Hipótesis: La presencia de hábitos positivos en maestros y alumnos posibilita un significativo aprovechamiento del tiempo en las diversas actividades que se desarrollan en la sala de clase y en los diferentes momentos del funcionamiento escolar. Objetivos: Determinar en qué medida la presencia/ausencia de hábitos en maestros y alumnos incide sobre el aprovechamiento del tiempo escolar. Específicos: 1. Explorar si el currículum prescripto contempla la adquisición de hábitos como objetivo y/o contenido de aprendizaje. 2. Analizar si se advierten hábitos en las diversas oportunidades de aprendizaje que surgen en el ámbito escolar, como consecuencia del currículum prescripto y/o del currículum oculto. 3. Determinar la importancia de la adquisición de hábitos como objetivo educativo en la escuela. 4. Detectar si hay diferencias en la propuesta educativa ofrecida a los diversos grupos socio-económico-culturales. Metodología: Exploratoria-descriptiva-correlacional-transeccional, que pretende especificar cómo se manifiestan las variables sometidas a análisis (tiempo-hábitos-oportunidades escolares de enseñanza-aprendizaje) y el grado de relación existente entre las mismas. Técnicas: observación, análisis de contenido, cuestionario, entrevista. Unidades de análisis: Presencia/ausencia de hábitos en el currículum escolar prescripto u oculto y en el comportamiento de maestros y alumnos; incidencia de los mismos sobre el aprovechamiento del tiempo escolar; existencia/inexistencia de diferencias en la propuesta educativa ofrecida a los diversos grupos socio-económicoculturales. Se realizará un muestreo estratificado proporcional, mediante una selección al azar, aleatoria simple; una distribución de frecuencias para encontrar la mediana, la razón y la tasa, a fin de implementar la prueba de hipótesis y realizar la estadística inferencial; se elaborará el informe de investigación. Consideramos que el producto final favorecerá la toma de conciencia sobre la importancia de contemplar los hábitos en los maestros y en la formación integral de los alumnos, para optimizar el proceso de enseñanza -aprendizaje y ayudar a mejorar el funcionamiento institucional. Asimismo podrá proponerse como objeto de conocimiento científico para la formación docente y constituirse en un interesante insumo para la política educativa en lo que respecta a la formulación del currículum prescripto para los distintos niveles de educación formal obligatoria.

Evaluation of the determinism of the actuator sensor interface (ASI) on programmable logic controllers (PLC), personal computers (PC) and real-time operating systems (RTOS)

The purpose of this study was to evaluate the determinism of the AS-lnterface network and the 3 main families of control systems, which may use it, namely PLC, PC and RTOS. During the course of this study the PROFIBUS and Ethernet field level networks were also considered in order to ensure that they would not introduce unacceptable latencies into the overall control system. This research demonstrated that an incorrectly configured Ethernet network introduces unacceptable variable duration latencies into the control system, thus care must be exercised if the determinism of a control system is not to be compromised. This study introduces a new concept of using statistics and process capability metrics in the form of CPk values, to specify how suitable a control system is for a given control task. The PLC systems, which were tested, demonstrated extremely deterministic responses, but when a large number of iterations were introduced in the user program, the mean control system latency was much too great for an AS-I network. Thus the PLC was found to be unsuitable for an AS-I network if a large, complex user program Is required. The PC systems, which were tested were non-deterministic and had latencies of variable duration. These latencies became extremely exaggerated when a graphing ActiveX was included in the control application. These PC systems also exhibited a non-normal frequency distribution of control system latencies, and as such are unsuitable for implementation with an AS-I network. The RTOS system, which was tested, overcame the problems identified with the PLC systems and produced an extremely deterministic response, even when a large number of iterations were introduced in the user program. The RTOS system, which was tested, is capable of providing a suitable deterministic control system response, even when an extremely large, complex user program is required.