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.

Novel auxetic structures from basalt braided composites for structural applications

Auxetic materials are a class of materials behaves unusual way compared to regular materials i.e. possess negative Poisson’s ratio. This paper reports, the development of auxetic structures based on re-entrant hexagon design from braided composite materials and testing of the mechanical properties (tensile property, auxetic property and work of rupture). The structure developed from glass and basalt braided composite rods and properties were compared between them. Later, the basic re-entrant hexagon design was modified with vertical straight rods to improve their mechanical behavior and their auxetic property was studied. Auxetic behavior of these structures was studied in a tensile testing machine taking video during testing by Digital camera, later the video converted into images to measure the strain values using simple software, ImageJ. Along with experimental work, analytical model was used to calculate the Poisson’s ratio of basic structure and results were compared

Frameworks no desenvolvimento de software: o caso da Elevation da PRIMAVERA BSS

Dissertação de mestrado integrado em Engenharia e Gestão de Sistemas de Informação

Cerebral perfusion and automated individual analysis using SPECT among an obsessive-compulsive population

OBJECTIVE: To make individual assessments using automated quantification methodology in order to screen for perfusion abnormalities in cerebral SPECT examinations among a sample of subjects with OCD. METHODS: Statistical parametric mapping (SPM) was used to compare 26 brain SPECT images from patients with OCD individually with an image bank of 32 normal subjects, using the statistical threshold of p < 0.05 (corrected for multiple comparisons at the level of individual voxels or clusters). The maps were analyzed, and regions presenting voxels that remained above this threshold were sought. RESULTS: Six patients from a sample of 26 OCD images showed abnormalities at cluster or voxel level, considering the criteria described above, which represented 23.07%. However, seven images from the normal group of 32 were also indicated as cases of perfusional abnormality, representing 21.8% of the sample. CONCLUSION: The automated quantification method was not considered to be a useful tool for clinical practice, for analyses complementary to visual inspection.

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.

Feature Nets: behavioural modelling of software product lines

Software product lines (SPL) are diverse systems that are developed using a dual engineering process: (a)family engineering defines the commonality and variability among all members of the SPL, and (b) application engineering derives specific products based on the common foundation combined with a variable selection of features. The number of derivable products in an SPL can thus be exponential in the number of features. This inherent complexity poses two main challenges when it comes to modelling: Firstly, the formalism used for modelling SPLs needs to be modular and scalable. Secondly, it should ensure that all products behave correctly by providing the ability to analyse and verify complex models efficiently. In this paper we propose to integrate an established modelling formalism (Petri nets) with the domain of software product line engineering. To this end we extend Petri nets to Feature Nets. While Petri nets provide a framework for formally modelling and verifying single software systems, Feature Nets offer the same sort of benefits for software product lines. We show how SPLs can be modelled in an incremental, modular fashion using Feature Nets, provide a Feature Nets variant that supports modelling dynamic SPLs, and propose an analysis method for SPL modelled as Feature Nets. By facilitating the construction of a single model that includes the various behaviours exhibited by the products in an SPL, we make a significant step towards efficient and practical quality assurance methods for software product lines.

From software extensions to product lines of dataflow programs

Abstract Dataflow programs are widely used. Each program is a directed graph where nodes are computations and edges indicate the flow of data. In prior work, we reverse-engineered legacy dataflow programs by deriving their optimized implementations from a simple specification graph using graph transformations called refinements and optimizations. In MDE-speak, our derivations were PIM-to-PSM mappings. In this paper, we show how extensions complement refinements, optimizations, and PIM-to-PSM derivations to make the process of reverse engineering complex legacy dataflow programs tractable. We explain how optional functionality in transformations can be encoded, thereby enabling us to encode product lines of transformations as well as product lines of dataflow programs. We describe the implementation of extensions in the ReFlO tool and present two non-trivial case studies as evidence of our work’s generality

An integrated model for simulation of construction phasing of arch concrete dams

Dissertação de mestrado integrado em Civil Engineering

Automated network resilience optimization using computational intelligence methods

This paper presents an automated optimization framework able to provide network administrators with resilient routing configurations for link-state protocols, such as OSPF or IS-IS. In order to deal with the formulated NP-hard optimization problems, the devised framework is underpinned by the use of computational intelligence optimization engines, such as Multi-objective Evolutionary Algorithms (MOEAs). With the objective of demonstrating the framework capabilities, two illustrative Traffic Engineering methods are described, allowing to attain routing configurations robust to changes in the traffic demands and maintaining the network stable even in the presence of link failure events. The presented illustrative results clearly corroborate the usefulness of the proposed automated framework along with the devised optimization methods.

FISHji: new ImageJ macros for the quantification of fluorescence in epifluorescence images

Fluorescence in situ hybridization (FISH) is based on the use of fluorescent staining dyes, however, the signal intensity of the images obtained by microscopy is seldom quantified with accuracy by the researcher. The development of innovative digital image processing programs and tools has been trying to overcome this problem, however, the determination of fluorescent intensity in microscopy images still has issues due to the lack of precision in the results and the complexity of existing software. This work presents FISHji, a set of new ImageJ methods for automated quantification of fluorescence in images obtained by epifluorescence microscopy. To validate the methods, results obtained by FISHji were compared with results obtained by flow cytometry. The mean correlation between FISHji and flow cytometry was high and significant, showing that the imaging methods are able to accurately assess the signal intensity of fluorescence images. FISHji are available for non-commercial use at http://paginas.fe.up.pt/nazevedo/.

Exercise stress testing in healthy subjects during cholinergic stimulation after a single dose of pyridostigmine

OBJETIVE: The evaluation, by exercise stress testing, of the cardiorespiratory effects of pyridostigmine (PYR), a reversible acetylcholinesterase inhibitor. METHODS: A double-blind, randomized, cross-over, placebo-controlled comparison of hemodynamic and ventilation variables of 10 healthy subjects who underwent three exercise stress tests (the first for adaptation and determination of tolerance to exercise, the other two after administration of placebo or 45mg of PYR). RESULTS: Heart rate at rest was: 68±3 vs 68±3bpm before and after placebo, respectively (P=0.38); 70±2 vs 59±2bpm, before and after pyridostigmine, respectively (P<0.01). During exercise, relative to placebo: a significantly lower heart rate after PYR at, respectively, 20% (P=0.02), 40% (P=0.03), 80% (P=0.05) and 100% (P=0.02) of peak effort was observed. No significant differences were observed in arterial blood pressure, oxygen consumption at submaximal and maximal effort, exercise duration, respiratory ratio, CO2 production, ventilation threshold, minute ventilation, and oxygen pulse. CONCLUSION: Pyridostigmine, at a dose of 45mg, decreases heart rate at rest and during exercise, with minimal side effects and without interfering with exercise tolerance and ventilation variables.

Use of automated external defibrillators in a Brazilian airline. A 1-year experience

After the incorporation of automated external defibrilators by other airlines and the support of the Brazilian Society of cardiology, Varig Airlines Began the onboard defibrilation program with the initial purpose of equiping wide-body aircrafts frequently used in international flights and that airplanes use in the Rio - São Paulo route. With all fight attendants trained, the automated. External defibrilation devides were incorporated to 34 airplanes of a total pleet of 80 aircrats. The devices were intalled in the bagage compartments secured with velero straps and 2 pairs of electrods, one or which pre-conected to the device to minimize application time. Later, a portable monitor was addres to the ressocitation kit in the long flights. The expansion of the knowledge of the basic life support fundamentors and the correted implantation of the survival chain and of the automated external defibrilators will increase the extense of recovery of cardiorespiratory arrest victins in aircrafts.

Validation study of an automated wrist monitor, omron model HEM-608, compared with the standard methods for blood pressure measurement

OBJECTIVE - The aim of our study was to assess the profile of a wrist monitor, the Omron Model HEM-608, compared with the indirect method for blood pressure measurement. METHODS - Our study population consisted of 100 subjects, 29 being normotensive and 71 being hypertensive. Participants had their blood pressure checked 8 times with alternate techniques, 4 by the indirect method and 4 with the Omron wrist monitor. The validation criteria used to test this device were based on the internationally recognized protocols. RESULTS - Our data showed that the Omron HEM-608 reached a classification B for systolic and A for diastolic blood pressure, according to the one protocol. The mean differences between blood pressure values obtained with each of the methods were -2.3 +7.9mmHg for systolic and 0.97+5.5mmHg for diastolic blood pressure. Therefore, we considered this type of device approved according to the criteria selected. CONCLUSION - Our study leads us to conclude that this wrist monitor is not only easy to use, but also produces results very similar to those obtained by the standard indirect method.

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.