Modelagem univariada e regressão múltipla na análise da oferta e do preço do boi gordo no mercado brasileiro

Dissertação (mestrado)—Universidade de Brasília, Faculdade de Agronomia e Medicina Veterinária, Programa de Pós-Graduação em Agronegócios, 2016.

Determinantes da estrutura de capitais do sector bancário português

Este estudo tem como objectivo analisar quais os factores que determinam a estrutura de capitais do sector bancário Português. Com o intuito de atingir o objectivo e assumindo a existência de uma estrutura óptima de capitais, recorrer-se-á ao modelo de regressão linear múltipla para verificar a aderência do processo de decisão às teorias acerca da estrutura de capitais, bem como quais dos factores analisados a afectarão significativamente. Os resultados obtidos sugerem que a rendibilidade, a dimensão, o risco e a tangibilidade são os principais determinantes da estrutura de capitais do sector bancário português. ABSTRACT: The main aim for this study is to verify which determinants influence the Portuguese bank's capital structure. ln order to achieve the above mentioned aim and assuming an optimal capital structure, we will apply a multiple linear regression model with the purpose of proving the capital structure theories existence and to observe which determinants influence it. The obtained results mention that profitability, size, risk and tangibility are the principal determinants of Portuguese bank's capital structure.

Caractérisation du fonctionnement d'une hydrolienne à membrane ondulante pour la récupération de l'énergie des courants marins

This manuscript presents three approaches : analytical, experimental and numerical, to study the behaviour of a flexible membrane tidal energy converter. This technology, developed by the EEL Energy company, is based on periodic deformations of a pre-stressed flexible structure. Energy converters, located on each side of the device, are set into motion by the wave-like motion. In the analytical model, the membrane is represented by a linear beam model at one dimension and the flow by a 3 dimensions potential fluid. The fluid forces are evaluated by the elongated body theory. Energy is dissipated all over the length of the membrane. A 20th scale experimental prototype has been designed with micro-dampers to simulate the power take-off. Trials have allowed to validate the undulating membrane energy converter concept. A numerical model has been developed. Each element of the device is represented and the energy dissipation is done by dampers element with a damping law linear to damper velocity. Comparison of the three approaches validates their ability to represent the membrane behaviour without damping. The energy dissipation applied with the analytical model is clearly different from the two other models because of the location (where the energy is dissipated) and damping law. The two others show a similar behaviour and the same order of power take off repartition but value of power take off are underestimated by the numerical model. This three approaches have allowed to put forward key-parameters on which depend the behaviour of the membrane and the parametric study highlights the complementarity and the advantage of developing three approaches in parallel to answer industrial optimization problems. To make the link between trials in flume tank and sea trials, a 1/6th prototype has been built. To do so, the change of scale was studied. The behaviour of both prototypes is compared and differences could be explained by differences of boundary conditions and confinement effects. To evaluated membrane long-term behaviour at sea, a method of ageing accelerated by temperature and fatigue tests have been carried out on prototype materials samples submerged in sea water.

Second-order elliptic PDE with discontinuous boundary data

We shall consider the weak formulation of a linear elliptic model problem with discontinuous Dirichlet boundary conditions. Since such problems are typically not well-defined in the standard H^1-H^1 setting, we will introduce a suitable saddle point formulation in terms of weighted Sobolev spaces. Furthermore, we will discuss the numerical solution of such problems. Specifically, we employ an hp-discontinuous Galerkin method and derive an L^2-norm a posteriori error estimate. Numerical experiments demonstrate the effectiveness of the proposed error indicator in both the h- and hp-version setting. Indeed, in the latter case exponential convergence of the error is attained as the mesh is adaptively refined.

Efeitos do treinamento resistido com máquinas pneumáticas e resistência elástica progressiva na força, capacidade funcional e equilíbrio em mulheres idosas : um ensaio clínico randomizado

Dissertação (mestrado)—Universidade de Brasília, Faculdade de Educação Física, Programa de Pós-Graduação Strictu-Sensu em Educação Física, 2015.

Lot production size problem and simulation of urban transport

OBJECTIVES AND STUDY METHOD: There are two subjects in this thesis: “Lot production size for a parallel machine scheduling problem with auxiliary equipment” and “Bus holding for a simulated traffic network”. Although these two themes seem unrelated, the main idea is the optimization of complex systems. The “Lot production size for a parallel machine scheduling problem with auxiliary equipment” deals with a manufacturing setting where sets of pieces form finished products. The aim is to maximize the profit of the finished products. Each piece may be processed in more than one mold. Molds must be mounted on machines with their corresponding installation setup times. The key point of our methodology is to solve the single period lot-sizing decisions for the finished products together with the piece-mold and the mold-machine assignments, relaxing the constraint that a single mold may not be used in two machines at the same time. For the “Bus holding for a simulated traffic network” we deal with One of the most annoying problems in urban bus operations is bus bunching, which happens when two or more buses arrive at a stop nose to tail. Bus bunching reflects an unreliable service that affects transit operations by increasing passenger-waiting times. This work proposes a linear mathematical programming model that establishes bus holding times at certain stops along a transit corridor to avoid bus bunching. Our approach needs real-time input, so we simulate a transit corridor and apply our mathematical model to the data generated. Thus, the inherent variability of a transit system is considered by the simulation, while the optimization model takes into account the key variables and constraints of the bus operation. CONTRIBUTIONS AND CONCLUSIONS: For the “Lot production size for a parallel machine scheduling problem with auxiliary equipment” the relaxation we propose able to find solutions more efficiently, moreover our experimental results show that most of the solutions verify that molds are non-overlapping even if they are installed on several machines. We propose an exact integer linear programming, a Relax&Fix heuristic, and a multistart greedy algorithm to solve this problem. Experimental results on instances based on real-world data show the efficiency of our approaches. The mathematical model and the algorithm for the lot production size problem, showed in this research, can be used for production planners to help in the scheduling of the manufacturing. For the “Bus holding for a simulated traffic network” most of the literature considers quadratic models that minimize passenger-waiting times, but they are harder to solve and therefore difficult to operate by real-time systems. On the other hand, our methodology reduces passenger-waiting times efficiently given our linear programming model, with the characteristic of applying control intervals just every 5 minutes.

Feasibility of resting-state microstates neurofeedback

Despite major progress, currently available treatment options for patients suffering from schizophrenia remain suboptimal. Antipsychotic medication is one such option, and is helpful in acute phases of the disease. However, antipsychotics cause significant side-effects that often require additional medication, and can even trigger the discontinuation of treatment. Taken together, along with the fact that 20-30% of patients are medication-resistant, it is clear that new medical care options should be developed for patients with schizophrenia. Besides medication, an emerging option to treat psychiatric symptoms is through the use of neurofeedback. This technique has proven efficacy for other disorders and, more importantly, has also proven to be feasible in patients with schizophrenia. One of the major advantages of this approach is that it allows for the influence of brain states that otherwise would be inaccessible; i.e. the physiological markers underlying psychotic symptoms. EEG resting-state microstates are a very interesting electrophysiological marker of schizophrenia symptoms. Precisely, a specific class of resting-state microstates, namely microstate class D, has consistently been found to show a temporal shortening in patients with schizophrenia compared to controls, and this shortening is correlated with the presence positive psychotic symptoms. Under the scope of biological psychiatry, appropriate treatment of psychotic symptoms can be expected to modify the underlying physiological markers accompanying behavioral manifestations of a disease. We reason that if abnormal temporal parameters of resting-state microstates seem to be related to positive symptoms in schizophrenia, regulating this EEG feature might be helpful as a treatment for patients. The goal of this thesis was to prove the feasibility of microstate class D contribution self-regulation via neurofeedback. Given that no other study has attempted to regulate microstates via neurofeedback, we first tested its feasibility in a population of healthy subjects. In the first paper we describe the methodological characteristics of the neurofeedback protocol and its implementation. Neurofeedback performance was assessed by means of linear mixed effects modeling, which provided a complete profile of the neurofeedback’s training response within and between-subjects. The protocol included 20 training sessions, and each session contained three conditions: baseline (resting-state) and two active conditions: training (auditory feedback upon self-regulation performance) and transfer (self-regulation with no feedback). With linear modeling we obtained performance indices for each of them as follows: baseline carryover (baseline increments time-dependent) and learning and aptitude for each of the active conditions. Learning refers to the increase/decrease of the microstate class D contribution, time-dependent during each active condition, and aptitude refers to the constant difference of the microstate class D contribution between each active condition and baseline independent of time. The indices provided are discussed in terms of tailoring neurofeedback treatment to individual profiles so that it can be applied in future studies or clinical practice. In our sample of participants, neurofeedback proved feasible, as all participants at least showed positive results in one of the aforementioned learning indices. Furthermore, between-subjects we observed that the contribution of microstate class D across-sessions increased by 0.42% during baseline, 1.93% during training trials, and 1.83% during transfer. This range is expected to be effective in treating psychotic symptoms in patients. In the second paper presented in this thesis, we explored the possible predictors of neurofeedback success among psychological variables measured with questionnaires. An interesting finding was the negative correlation between “motivational incongruence” and some of the neurofeedback performance indices. Even though this finding requires replication, we discuss it in terms of the interfering effects of incompatible psychological processes with neurofeedback training requirements. In the third paper, we present a meta-analysis on all available studies that have related resting-state microstate abnormalities and schizophrenia. We obtained medium effect sizes for two microstate classes, namely C and D. Combining the meta-analysis results with the fact that microstate class D abnormalities are correlated with the presence of positive symptoms in patients with schizophrenia, these results add further support for the training of this precise microstate. Overall, the results obtained in this study encourage the implementation of this protocol in a population of patients with schizophrenia. However, future studies will have to show whether patients will be able to successfully self-regulate the contribution of microstate class D and, if so, whether this regulation will have an impact on symptomatology.

Photovoltaic power forecast modeling with artificial neural networks

Dissertação de Mestrado, Engenharia Eletrónica e Telecomunicações, Faculdade de Ciências e Tecnologia, Universidade do Algarve, 2016

Estudo do processo de combustão in-situ usando poços horizontais como produtores de óleo (Toe-to-Hell Air Injection)

The method "toe-to-heel air injection" (THAITM) is a process of enhanced oil recovery, which is the integration of in-situ combustion with technological advances in drilling horizontal wells. This method uses horizontal wells as producers of oil, keeping vertical injection wells to inject air. This process has not yet been applied in Brazil, making it necessary, evaluation of these new technologies applied to local realities, therefore, this study aimed to perform a parametric study of the combustion process with in-situ oil production in horizontal wells, using a semi synthetic reservoir, with characteristics of the Brazilian Northeast basin. The simulations were performed in a commercial software "STARS" (Steam, Thermal, and Advanced Processes Reservoir Simulator), from CMG (Computer Modelling Group). The following operating parameters were analyzed: air rate, configuration of producer wells and oxygen concentration. A sensitivity study on cumulative oil (Np) was performed with the technique of experimental design, with a mixed model of two and three levels (32x22), a total of 36 runs. Also, it was done a technical economic estimative for each model of fluid. The results showed that injection rate was the most influence parameter on oil recovery, for both studied models, well arrangement depends on fluid model, and oxygen concentration favors recovery oil. The process can be profitable depends on air rate

Determinantes da fraude financeira : a relação entre os aspectos de racionalidade e a desonestidade

Dissertação (mestrado)—Universidade de Brasília, Universidade Federal da Paraíba, Universidade Federal do Rio Grande do Norte, Programa Multiinstitucional e Inter-regional de Pós-Graduação em Ciências Contábeis, 2016.

Sistema inteligente para estimar a porosidade em sedimentos a partir da análise de sinais GPR

This Thesis presents the elaboration of a methodological propose for the development of an intelligent system, able to automatically achieve the effective porosity, in sedimentary layers, from a data bank built with information from the Ground Penetrating Radar GPR. The intelligent system was built to model the relation between the porosity (response variable) and the electromagnetic attribute from the GPR (explicative variables). Using it, the porosity was estimated using the artificial neural network (Multilayer Perceptron MLP) and the multiple linear regression. The data from the response variable and from the explicative variables were achieved in laboratory and in GPR surveys outlined in controlled sites, on site and in laboratory. The proposed intelligent system has the capacity of estimating the porosity from any available data bank, which has the same variables used in this Thesis. The architecture of the neural network used can be modified according to the existing necessity, adapting to the available data bank. The use of the multiple linear regression model allowed the identification and quantification of the influence (level of effect) from each explicative variable in the estimation of the porosity. The proposed methodology can revolutionize the use of the GPR, not only for the imaging of the sedimentary geometry and faces, but mainly for the automatically achievement of the porosity one of the most important parameters for the characterization of reservoir rocks (from petroleum or water)

Determinantes del precio del derecho de emisión europeo

[ES] Diversos estudios han investigado sobre los posibles determinantes del precio del derecho de emisión europeo. En este trabajo de fin de grado se pretende analizar qué factores influyen en el precio de este producto financiero y de qué manera lo hacen, además de comprobar posibles cambios en el funcionamiento del mercado. La metodología utilizada para llevar a cabo este análisis se basa principalmente en el modelo de regresión lineal general. A diferencia de otros estudios existentes, la muestra utilizada va desde 2008 hasta 2015, por lo que incluye la segunda fase (2008-2012) de este mercado de derechos de emisión y la tercera (2013-2015), lo que permite analizar las posibles diferencias de funcionamiento del mercado entre ambas fases. Los resultados obtenidos sostienen la existencia de este cambio estructural de manera que en la segunda fase los factores más influyentes son el gas natural y el petróleo, mientras que en la tercera fase el comportamiento del mercado cambia drásticamente de forma que el carbón parece ser el factor más influyente.

Evaluation of the risk factors contributing to the African swine fever occurrence in Sardinia, Italy

This study assesses the relation between hypothesized risk factors and African swine fever virus (ASFV) distribution in Sardinia (Italy) after the beginning of the eradication program in 1993, using a Bayesian multivariable logistic regression mixed model. Results indicate that the probability of ASFV occurrence in Sardinia was associated to particular socio-cultural, productive and economical factors found in the region, particularly to large number of confined (i.e., closed) farms (most of them backyard), high road density, high mean altitude, large number of open fattening farms, and large number of pigs per commune. Conversely, large proportion of open farms with at least one census and large proportion of open farms per commune, were found to be protective factors for ASFV. Results suggest that basic preventive and control strategies, such as yearly census or registration of the pigs per farm and better control of the public lands where pigs are usually raised, together with endanced effords of outreach and communication with pig producers should help in the success of the eradication program for ASF in the Island. Methods and results presented here will inform decision making to better control and eradicate ASF in Sardinia and in all those areas with similar management and epidemiological conditions.

Pelvic-Floor Rehabilitation, Part 1 : Comparison of Two Surface Electrode Placements During Stimulation of the Pelvic-Floor Musculature in Women Who Are Continent Using Bipolar Interferential Currents

Background and Purpose. Electrical stimulation of the pelvic floor is used as an adjunct in the conservative treatment of urinary incontinence. No consensus exists, however, regarding electrode placements for optimal stimulation of the pelvic-floor musculature. The purpose of this study was to compare two different bipolar electrode placements, one suggested by Laycock and Green (L2) the other by Dumoulin (D2), during electrical stimulation with interferential currents of the pelvic-floor musculature in continent women, using a two-group crossover design. Subjects. Ten continent female volunteers, ranging in age from 20 to 39 years (X̅=27.3, SD=5.6), were randomly assigned to one of two study groups. Methods. Each study group received neuromuscular electrical stimulation (NMES) of the pelvic-floor musculature using both electrode placements, the order of application being reversed for each group. Force of contraction was measured as pressure (in centimeters of water [cm H2O]) exerted on a vaginal pressure probe attached to a manometer. Data were analyzed using a two-way, mixed-model analysis of variance. Results. No difference in pressure was observed between the two electrode placements. Differences in current amplitude were observed, with the D2 electrode placement requiring less current amplitude to produce a maximum recorded pressure on the manometer. Subjective assessment by the subjects revealed a preference for the D2 electrode placement (7 of 10 subjects). Conclusion and Discussion. The lower current amplitudes required with the D2 placement to obtain recordings comparable to those obtained with the L2 technique suggest a more comfortable stimulation of the pelvic-floor muscles. The lower current amplitudes required also suggest that greater increases in pressure might be obtained with the D2 placement by increasing the current amplitude while remaining within the comfort threshold. These results will help to define treatment guidelines for a planned clinical study investigating the effects of NMES and exercise in the treatment of urinary stress incontinence in women postpartum.

An in-depth characterisation of neonatal seizures by early continuous video-EEG analysis

Introduction Seizures are harmful to the neonatal brain; this compels many clinicians and researchers to persevere further in optimizing every aspects of managing neonatal seizures. Aims To delineate the seizure profile between non-cooled versus cooled neonates with hypoxic-ischaemic encephalopathy (HIE), in neonates with stroke, the response of seizure burden to phenobarbitone and to quantify the degree of electroclinical dissociation (ECD) of seizures. Methods The multichannel video-EEG was used in this research study as the gold standard to detect seizures, allowing accurate quantification of seizure burden to be ascertained in term neonates. The entire EEG recording for each neonate was independently reviewed by at least 1 experienced neurophysiologist. Data were expressed in medians and interquartile ranges. Linear mixed models results were presented as mean (95% confidence interval); p values <0.05 were deemed as significant. Results Seizure burden in cooled neonates was lower than in non-cooled neonates [60(39-224) vs 203(141-406) minutes; p=0.027]. Seizure burden was reduced in cooled neonates with moderate HIE [49(26-89) vs 162(97-262) minutes; p=0.020] when compared with severe HIE. In neonates with stroke, the background pattern showed suppression over the infarcted side and seizures demonstrated a characteristic pattern. Compared with 10 mg/kg, phenobarbitone doses at 20 mg/kg reduced seizure burden (p=0.004). Seizure burden was reduced within 1 hour of phenobarbitone administration [mean (95% confidence interval): -14(-20 to -8) minutes/hour; p<0.001], but seizures returned to pre-treatment levels within 4 hours (p=0.064). The ECD index in cooled, non-cooled neonates with HIE, stroke and in neonates with other diagnoses were 88%, 94%, 64% and 75% respectively. Conclusions Further research exploring the treatment effects on seizure burden in the neonatal brain is required. A change to our current treatment strategy is warranted as we continue to strive for more effective seizure control, anchored with use of the multichannel EEG as the surveillance tool.