986 resultados para R-Statistical computing


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Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia de Eletrónica e Telecomunicações

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We present a 12*(1+|R|/(4m))-speed algorithm for scheduling constrained-deadline sporadic real-time tasks on a multiprocessor comprising m processors where a task may request one of |R| sequentially-reusable shared resources.

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Não existe uma definição única de processo de memória de longo prazo. Esse processo é geralmente definido como uma série que possui um correlograma decaindo lentamente ou um espectro infinito de frequência zero. Também se refere que uma série com tal propriedade é caracterizada pela dependência a longo prazo e por não periódicos ciclos longos, ou que essa característica descreve a estrutura de correlação de uma série de longos desfasamentos ou que é convencionalmente expressa em termos do declínio da lei-potência da função auto-covariância. O interesse crescente da investigação internacional no aprofundamento do tema é justificado pela procura de um melhor entendimento da natureza dinâmica das séries temporais dos preços dos ativos financeiros. Em primeiro lugar, a falta de consistência entre os resultados reclama novos estudos e a utilização de várias metodologias complementares. Em segundo lugar, a confirmação de processos de memória longa tem implicações relevantes ao nível da (1) modelação teórica e econométrica (i.e., dos modelos martingale de preços e das regras técnicas de negociação), (2) dos testes estatísticos aos modelos de equilíbrio e avaliação, (3) das decisões ótimas de consumo / poupança e de portefólio e (4) da medição de eficiência e racionalidade. Em terceiro lugar, ainda permanecem questões científicas empíricas sobre a identificação do modelo geral teórico de mercado mais adequado para modelar a difusão das séries. Em quarto lugar, aos reguladores e gestores de risco importa saber se existem mercados persistentes e, por isso, ineficientes, que, portanto, possam produzir retornos anormais. O objetivo do trabalho de investigação da dissertação é duplo. Por um lado, pretende proporcionar conhecimento adicional para o debate da memória de longo prazo, debruçando-se sobre o comportamento das séries diárias de retornos dos principais índices acionistas da EURONEXT. Por outro lado, pretende contribuir para o aperfeiçoamento do capital asset pricing model CAPM, considerando uma medida de risco alternativa capaz de ultrapassar os constrangimentos da hipótese de mercado eficiente EMH na presença de séries financeiras com processos sem incrementos independentes e identicamente distribuídos (i.i.d.). O estudo empírico indica a possibilidade de utilização alternativa das obrigações do tesouro (OT’s) com maturidade de longo prazo no cálculo dos retornos do mercado, dado que o seu comportamento nos mercados de dívida soberana reflete a confiança dos investidores nas condições financeiras dos Estados e mede a forma como avaliam as respetiva economias com base no desempenho da generalidade dos seus ativos. Embora o modelo de difusão de preços definido pelo movimento Browniano geométrico gBm alegue proporcionar um bom ajustamento das séries temporais financeiras, os seus pressupostos de normalidade, estacionariedade e independência das inovações residuais são adulterados pelos dados empíricos analisados. Por isso, na procura de evidências sobre a propriedade de memória longa nos mercados recorre-se à rescaled-range analysis R/S e à detrended fluctuation analysis DFA, sob abordagem do movimento Browniano fracionário fBm, para estimar o expoente Hurst H em relação às séries de dados completas e para calcular o expoente Hurst “local” H t em janelas móveis. Complementarmente, são realizados testes estatísticos de hipóteses através do rescaled-range tests R/S , do modified rescaled-range test M - R/S e do fractional differencing test GPH. Em termos de uma conclusão única a partir de todos os métodos sobre a natureza da dependência para o mercado acionista em geral, os resultados empíricos são inconclusivos. Isso quer dizer que o grau de memória de longo prazo e, assim, qualquer classificação, depende de cada mercado particular. No entanto, os resultados gerais maioritariamente positivos suportam a presença de memória longa, sob a forma de persistência, nos retornos acionistas da Bélgica, Holanda e Portugal. Isto sugere que estes mercados estão mais sujeitos a maior previsibilidade (“efeito José”), mas também a tendências que podem ser inesperadamente interrompidas por descontinuidades (“efeito Noé”), e, por isso, tendem a ser mais arriscados para negociar. Apesar da evidência de dinâmica fractal ter suporte estatístico fraco, em sintonia com a maior parte dos estudos internacionais, refuta a hipótese de passeio aleatório com incrementos i.i.d., que é a base da EMH na sua forma fraca. Atendendo a isso, propõem-se contributos para aperfeiçoamento do CAPM, através da proposta de uma nova fractal capital market line FCML e de uma nova fractal security market line FSML. A nova proposta sugere que o elemento de risco (para o mercado e para um ativo) seja dado pelo expoente H de Hurst para desfasamentos de longo prazo dos retornos acionistas. O expoente H mede o grau de memória de longo prazo nos índices acionistas, quer quando as séries de retornos seguem um processo i.i.d. não correlacionado, descrito pelo gBm(em que H = 0,5 , confirmando- se a EMH e adequando-se o CAPM), quer quando seguem um processo com dependência estatística, descrito pelo fBm(em que H é diferente de 0,5, rejeitando-se a EMH e desadequando-se o CAPM). A vantagem da FCML e da FSML é que a medida de memória de longo prazo, definida por H, é a referência adequada para traduzir o risco em modelos que possam ser aplicados a séries de dados que sigam processos i.i.d. e processos com dependência não linear. Então, estas formulações contemplam a EMH como um caso particular possível.

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Introdução – O melanoma maligno cutâneo (MMC) é considerado uma das mais letais neoplasias e no seu seguimento recorre-se, para além dos exames clínicos e da análise de marcadores tumorais, a diversos métodos imagiológicos, como é o exame Tomografia por Emissão de Positrões/Tomografia Computorizada (PET/CT, do acrónimo inglês Positron Emission Tomography/Computed Tomography) com 18fluor-fluorodeoxiglucose (18F-FDG). O presente estudo tem como objetivo avaliar a utilidade da PET/CT relativamente à análise da extensão e à suspeita de recidiva do MMC, comparando os achados imagiológicos com os descritos em estudos CT. Metodologia – Estudo retrospetivo de 62 estudos PET/CT realizados em 50 pacientes diagnosticados com MMC. Excluiu-se um estudo cujo resultado era duvidoso (nódulo pulmonar). As informações relativas aos resultados dos estudos anatomopatológicos e dos exames imagiológicos foram obtidas através da história clínica e dos relatórios médicos dos estudos CT e PET/CT. Foi criada uma base de dados com os dados recolhidos através do software Excel e foi efetuada uma análise estatística descritiva. Resultados – Dos estudos PET/CT analisados, 31 foram considerados verdadeiros positivos (VP), 28 verdadeiros negativos (VN), um falso positivo (FP) e um falso negativo (FN). A sensibilidade, especificidade, o valor preditivo positivo (VPP), o valor preditivo negativo (VPN) e a exatidão da PET/CT para o estadiamento e avaliação de suspeita de recidiva no MMC são, respetivamente, 96,9%, 96,6%, 96,9%, 96,6% e 96,7%. Dos resultados da CT considerados na análise estatística, 14 corresponderam a VP, 12 a VN, três a FP e cinco a FN. A sensibilidade, especificidade, o VPP e o VPN e a exatidão da CT para o estadiamento e avaliação de suspeita de recidiva no MMC são, respetivamente, 73,7%, 80,0%, 82,4%, 70,6% e 76,5%. Comparativamente aos resultados CT, a PET/CT permitiu uma mudança na atitude terapêutica em 23% dos estudos. Conclusão – A PET/CT é um exame útil na avaliação do MMC, caracterizando-se por uma maior acuidade diagnóstica no estadiamento e na avaliação de suspeita de recidiva do MMC comparativamente à CT isoladamente.

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This Thesis describes the application of automatic learning methods for a) the classification of organic and metabolic reactions, and b) the mapping of Potential Energy Surfaces(PES). The classification of reactions was approached with two distinct methodologies: a representation of chemical reactions based on NMR data, and a representation of chemical reactions from the reaction equation based on the physico-chemical and topological features of chemical bonds. NMR-based classification of photochemical and enzymatic reactions. Photochemical and metabolic reactions were classified by Kohonen Self-Organizing Maps (Kohonen SOMs) and Random Forests (RFs) taking as input the difference between the 1H NMR spectra of the products and the reactants. The development of such a representation can be applied in automatic analysis of changes in the 1H NMR spectrum of a mixture and their interpretation in terms of the chemical reactions taking place. Examples of possible applications are the monitoring of reaction processes, evaluation of the stability of chemicals, or even the interpretation of metabonomic data. A Kohonen SOM trained with a data set of metabolic reactions catalysed by transferases was able to correctly classify 75% of an independent test set in terms of the EC number subclass. Random Forests improved the correct predictions to 79%. With photochemical reactions classified into 7 groups, an independent test set was classified with 86-93% accuracy. The data set of photochemical reactions was also used to simulate mixtures with two reactions occurring simultaneously. Kohonen SOMs and Feed-Forward Neural Networks (FFNNs) were trained to classify the reactions occurring in a mixture based on the 1H NMR spectra of the products and reactants. Kohonen SOMs allowed the correct assignment of 53-63% of the mixtures (in a test set). Counter-Propagation Neural Networks (CPNNs) gave origin to similar results. The use of supervised learning techniques allowed an improvement in the results. They were improved to 77% of correct assignments when an ensemble of ten FFNNs were used and to 80% when Random Forests were used. This study was performed with NMR data simulated from the molecular structure by the SPINUS program. In the design of one test set, simulated data was combined with experimental data. The results support the proposal of linking databases of chemical reactions to experimental or simulated NMR data for automatic classification of reactions and mixtures of reactions. Genome-scale classification of enzymatic reactions from their reaction equation. The MOLMAP descriptor relies on a Kohonen SOM that defines types of bonds on the basis of their physico-chemical and topological properties. The MOLMAP descriptor of a molecule represents the types of bonds available in that molecule. The MOLMAP descriptor of a reaction is defined as the difference between the MOLMAPs of the products and the reactants, and numerically encodes the pattern of bonds that are broken, changed, and made during a chemical reaction. The automatic perception of chemical similarities between metabolic reactions is required for a variety of applications ranging from the computer validation of classification systems, genome-scale reconstruction (or comparison) of metabolic pathways, to the classification of enzymatic mechanisms. Catalytic functions of proteins are generally described by the EC numbers that are simultaneously employed as identifiers of reactions, enzymes, and enzyme genes, thus linking metabolic and genomic information. Different methods should be available to automatically compare metabolic reactions and for the automatic assignment of EC numbers to reactions still not officially classified. In this study, the genome-scale data set of enzymatic reactions available in the KEGG database was encoded by the MOLMAP descriptors, and was submitted to Kohonen SOMs to compare the resulting map with the official EC number classification, to explore the possibility of predicting EC numbers from the reaction equation, and to assess the internal consistency of the EC classification at the class level. A general agreement with the EC classification was observed, i.e. a relationship between the similarity of MOLMAPs and the similarity of EC numbers. At the same time, MOLMAPs were able to discriminate between EC sub-subclasses. EC numbers could be assigned at the class, subclass, and sub-subclass levels with accuracies up to 92%, 80%, and 70% for independent test sets. The correspondence between chemical similarity of metabolic reactions and their MOLMAP descriptors was applied to the identification of a number of reactions mapped into the same neuron but belonging to different EC classes, which demonstrated the ability of the MOLMAP/SOM approach to verify the internal consistency of classifications in databases of metabolic reactions. RFs were also used to assign the four levels of the EC hierarchy from the reaction equation. EC numbers were correctly assigned in 95%, 90%, 85% and 86% of the cases (for independent test sets) at the class, subclass, sub-subclass and full EC number level,respectively. Experiments for the classification of reactions from the main reactants and products were performed with RFs - EC numbers were assigned at the class, subclass and sub-subclass level with accuracies of 78%, 74% and 63%, respectively. In the course of the experiments with metabolic reactions we suggested that the MOLMAP / SOM concept could be extended to the representation of other levels of metabolic information such as metabolic pathways. Following the MOLMAP idea, the pattern of neurons activated by the reactions of a metabolic pathway is a representation of the reactions involved in that pathway - a descriptor of the metabolic pathway. This reasoning enabled the comparison of different pathways, the automatic classification of pathways, and a classification of organisms based on their biochemical machinery. The three levels of classification (from bonds to metabolic pathways) allowed to map and perceive chemical similarities between metabolic pathways even for pathways of different types of metabolism and pathways that do not share similarities in terms of EC numbers. Mapping of PES by neural networks (NNs). In a first series of experiments, ensembles of Feed-Forward NNs (EnsFFNNs) and Associative Neural Networks (ASNNs) were trained to reproduce PES represented by the Lennard-Jones (LJ) analytical potential function. The accuracy of the method was assessed by comparing the results of molecular dynamics simulations (thermal, structural, and dynamic properties) obtained from the NNs-PES and from the LJ function. The results indicated that for LJ-type potentials, NNs can be trained to generate accurate PES to be used in molecular simulations. EnsFFNNs and ASNNs gave better results than single FFNNs. A remarkable ability of the NNs models to interpolate between distant curves and accurately reproduce potentials to be used in molecular simulations is shown. The purpose of the first study was to systematically analyse the accuracy of different NNs. Our main motivation, however, is reflected in the next study: the mapping of multidimensional PES by NNs to simulate, by Molecular Dynamics or Monte Carlo, the adsorption and self-assembly of solvated organic molecules on noble-metal electrodes. Indeed, for such complex and heterogeneous systems the development of suitable analytical functions that fit quantum mechanical interaction energies is a non-trivial or even impossible task. The data consisted of energy values, from Density Functional Theory (DFT) calculations, at different distances, for several molecular orientations and three electrode adsorption sites. The results indicate that NNs require a data set large enough to cover well the diversity of possible interaction sites, distances, and orientations. NNs trained with such data sets can perform equally well or even better than analytical functions. Therefore, they can be used in molecular simulations, particularly for the ethanol/Au (111) interface which is the case studied in the present Thesis. Once properly trained, the networks are able to produce, as output, any required number of energy points for accurate interpolations.

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Although the computational power of mobile devices has been increasing, it is still not enough for some classes of applications. In the present, these applications delegate the computing power burden on servers located on the Internet. This model assumes an always-on Internet connectivity and implies a non-negligible latency. The thesis addresses the challenges and contributions posed to the application of a mobile collaborative computing environment concept to wireless networks. The goal is to define a reference architecture for high performance mobile applications. Current work is focused on efficient data dissemination on a highly transitive environment, suitable to many mobile applications and also to the reputation and incentive system available on this mobile collaborative computing environment. For this we are improving our already published reputation/incentive algorithm with knowledge from the usage pattern from the eduroam wireless network in the Lisbon area.

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Floating-point computing with more than one TFLOP of peak performance is already a reality in recent Field-Programmable Gate Arrays (FPGA). General-Purpose Graphics Processing Units (GPGPU) and recent many-core CPUs have also taken advantage of the recent technological innovations in integrated circuit (IC) design and had also dramatically improved their peak performances. In this paper, we compare the trends of these computing architectures for high-performance computing and survey these platforms in the execution of algorithms belonging to different scientific application domains. Trends in peak performance, power consumption and sustained performances, for particular applications, show that FPGAs are increasing the gap to GPUs and many-core CPUs moving them away from high-performance computing with intensive floating-point calculations. FPGAs become competitive for custom floating-point or fixed-point representations, for smaller input sizes of certain algorithms, for combinational logic problems and parallel map-reduce problems. © 2014 Technical University of Munich (TUM).

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Este trabalho foi realizado sob orientação do Prof. António Brandão Moniz para a disciplina “Factores Sociais da Inovação” do Mestrado Engenharia Informática realizado na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa (Portugal)

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Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do Grau de Mestre em Engenharia do Ambiente, perfil Gestão e Sistemas Ambientais

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“Drilling of polymeric matrix composites structures”

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Treatment of a dichloromethane solution of trans-[Mo(NCN){NCNC(O)R}(dppe)(2)]Cl [R = Me (1a), Et (1b)] (dppe = Ph2PCH2CH2PPh2) with HBF4, [Et3O][BF4] or EtC(O)Cl gives trans-[Mo(NCN)Cl-(dppe)(2)]X [X = BF4 (2a) or Cl (2b)] and the corresponding acylcyanamides NCN(R')C(O)Et (R' = H, Et or C(O)Et). X-ray diffraction analysis of 2a (X = BF4) reveals a multiple-bond coordination of the cyanoimide ligand. Compounds 1 convert to the bis(cyanoimide) trans-[Mo(NCN)(2)(dppe)(2)] complex upon reaction with an excess of NaOMe (with formation of the respective ester). In an aprotic medium and at a Pt electrode, compounds 1 (R = Me, Et or Ph) undergo a cathodically induced isomerization. Full quantitative kinetic analysis of the voltammetric behaviour is presented and allows the determination of the first-order rate constants and the equilibrium constant of the trans to cis isomerization reaction. The mechanisms of electrophilic addition (protonation) to complexes 1 and the precursor trans[Mo(NCN)(2)(dppe)(2)], as well as the electronic structures, nature of the coordination bonds and electrochemical behaviour of these species are investigated in detail by theoretical methods which indicate that the most probable sites of the proton attack are the oxygen atom of the acyl group and the terminal nitrogen atom, respectively.

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Ramsey pricing has been proposed in the pharmaceutical industry as a principle to price discriminate among markets while allowing to recover the (fixed) R&D cost. However, such analyses neglect the presence of insurance or the fund raising costs for most of drug reimbursement. By incorporating these new elements, we aim at providing some building blocks towards an economic theory incorporating Ramsey pricing and insurance coverage. We show how coinsurance affects the optimal prices to pay for the R&D investment. We also show that under certain conditions, there is no strategic incentive by governments to set coinsurance rates in order to shift the financial burden of R&D. This will have important implications to the application of Ramsey pricing principles to pharmaceutical products across countries.

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Density-dependent effects, both positive or negative, can have an important impact on the population dynamics of species by modifying their population per-capita growth rates. An important type of such density-dependent factors is given by the so-called Allee effects, widely studied in theoretical and field population biology. In this study, we analyze two discrete single population models with overcompensating density-dependence and Allee effects due to predator saturation and mating limitation using symbolic dynamics theory. We focus on the scenarios of persistence and bistability, in which the species dynamics can be chaotic. For the chaotic regimes, we compute the topological entropy as well as the Lyapunov exponent under ecological key parameters and different initial conditions. We also provide co-dimension two bifurcation diagrams for both systems computing the periods of the orbits, also characterizing the period-ordering routes toward the boundary crisis responsible for species extinction via transient chaos. Our results show that the topological entropy increases as we approach to the parametric regions involving transient chaos, being maximum when the full shift R(L)(infinity) occurs, and the system enters into the essential extinction regime. Finally, we characterize analytically, using a complex variable approach, and numerically the inverse square-root scaling law arising in the vicinity of a saddle-node bifurcation responsible for the extinction scenario in the two studied models. The results are discussed in the context of species fragility under differential Allee effects. (C) 2011 Elsevier Ltd. All rights reserved.

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Portugal joined the effort to create the EPOS infrastructure in 2008, and it became immediately apparent that a national network of Earth Sciences infrastructures was required to participate in the initiative. At that time, FCT was promoting the creation of a national infrastructure called RNG - Rede Nacional de Geofísica (National Geophysics Network). A memorandum of understanding had been agreed upon, and it seemed therefore straightforward to use RNG (enlarged to include relevant participants that were not RNG members) as the Portuguese partner to EPOS-PP. However, at the time of signature of the EPOS-PP contract with the European Commission (November 2010), RNG had not gained formal identity yet, and IST (one of the participants) signed the grant agreement on behalf of the Portuguese consortium. During 2011 no progress was made towards the formal creation of RNG, and the composition of the network – based on proposals submitted to a call issued in 2002 – had by then become obsolete. On February 2012, the EPOS national contact point was mandated by the representatives of the participating national infrastructures to request from FCT the recognition of a new consortium - C3G, Collaboratory for Geology, Geodesy and Geophysics - as the Portuguese partner to EPOS-PP. This request was supported by formal letters from the following institutions: ‐ LNEG. Laboratório Nacional de Energia e Geologia (National Geological Survey); ‐ IGP ‐ Instituto Geográfico Português (National Geographic Institute); ‐ IDL, Instituto Dom Luiz – Laboratório Associado ‐ CGE, Centro de Geofísica de Évora; ‐ FCTUC, Faculdade de Ciências e Tecnologia da Universidade de Coimbra; ‐ Instituto Superior de Engenharia de Lisboa; ‐ Instituto Superior Técnico; ‐ Universidade da Beira Interior. While Instituto de Meteorologia (Meteorological Institute, in charge of the national seismographic network) actively supports the national participation in EPOS, a letter of support was not feasible in view of the organic changes underway at the time. C3G aims at the integration and coordination, at national level, of existing Earth Sciences infrastructures, namely: ‐ seismic and geodetic networks (IM, IST, IDL, CGE); ‐ rock physics laboratories (ISEL); ‐ geophysical laboratories dedicated to natural resources and environmental studies; ‐ geological and geophysical data repositories; ‐ facilities for data storage and computing resources. The C3G - Collaboratory for Geology, Geodesy and Geophysics will be coordinated by Universidade da Beira Interior, whose Department of Informatics will host the C3G infrastructure.