Fractional Order Junctions

Gottfried Leibniz generalized the derivation and integration, extending the operators from integer up to real, or even complex, orders. It is presently recognized that the resulting models capture long term memory effects difficult to describe by classical tools. Leon Chua generalized the set of lumped electrical elements that provide the building blocks in mathematical models. His proposal of the memristor and of higher order elements broadened the scope of variables and relationships embedded in the development of models. This paper follows the two directions and proposes a new logical step, by generalizing the concept of junction. Classical junctions interconnect system elements using simple algebraic restrictions. Nevertheless, this simplistic approach may be misleading in the presence of unexpected dynamical phenomena and requires including additional “parasitic” elements. The novel γ-junction includes, as special cases, the standard series and parallel connections and allows a new degree of freedom when building models. The proposal motivates the search for experimental and real world manifestations of the abstract conjectures.

Acute generalized exanthematous pustulosis (AGEP). Case report

Acute Generalized Exanthematous Pustulosis (AGEP) is a drug-induced dermatosis characterized by an acute episode of sterile pustules over erythematous-edematous skin. It is accompanied by an episode of fever, which regresses a few days after discontinuation of the drug that caused the condition or as a result of corticosteroid treatment. The main triggering drugs are antibiotics, mainly beta-lactam ones. Other medications, such as antifungal agents, non steroid anti-inflammatory drugs, analgesics, antiarrhythmic, anticonvulsant and antidepressant drugs, may also be responsible. Histologically, it is characterized by the existence of vasculitis, associated with non-follicular subcorneal pustules. A case of a Caucasian female outpatient unit of Dermatology with AGEP, who presented with generalized pustulosis lesions after the use of cephalosporin for urinary infection is related. The diagnosis was confirmed by the clinical and pathological correlations, the resolution of the dermatosis after discontinuation of the drug and use of systemic corticosteroid treatment, and the recurrence of the disorder after the introduction of a similar drug. The importance of the recognition of this drug-induced dermatosis is given by its main differential clinical and histological diagnoses: generalized pustular psoriasis and subcorneal pustulosis.

Models for pheromone evaluation in Ant Systems for Mobile Ad-hoc networks

On a mobile ad-hoc network environment, where the resources are scarce, the knowledge about the network's link state is essential to optimize the routing procedures. This paper presents a study about different pheromone evaluation models and how they react to possible changes in traffic rate. Observing how the pheromone value on a link changes, it could be possible to identify certain patterns which can indicate the path status. For this study, the behavior of the Ant System evaluation model was compared with a Temporal Active Pheromone model (a biological approach) and a Progressive Pheromone Reduction model with and without a maximum pheromone limit.

Mathematical modelling of shallow flows: closure models drawn from grain-scale mechanics of sediment transport and flow hydrodynamics

Canadian Journal of Civil Engineering 36(10) 1605–16

Maturity models in the hospital information systems management initial research

Os modelos de maturidade são instrumentos facilitadores da gestão das organizações, incluindo a gestão da sua função sistemas de informação, não sendo exceção as organizações hospitalares. Neste artigo apresenta-se uma investigação inicial que visa o desenvolvimento de um abrangente modelo de maturidade para a gestão dos sistemas de informação hospitalares. O desenvolvimento deste modelo justifica-se porque os modelos de maturidade atuais no domínio da gestão dos sistemas informação hospitalares ainda se encontram numa fase embrionária de desenvolvimento, sobretudo porque são pouco detalhados, não disponibilizam ferramentas para determinação da maturidade e não apresentam as características dos estágios de maturidade estruturadas por diferentes fatores de influência.

Probabilistic models for mechanical properties of prestressing strands

This study focus on the probabilistic modelling of mechanical properties of prestressing strands based on data collected from tensile tests carried out in Laboratório Nacional de Engenharia Civil (LNEC), Portugal, for certification purposes, and covers a period of about 9 years of production. The strands studied were produced by six manufacturers from four countries, namely Portugal, Spain, Italy and Thailand. Variability of the most important mechanicalproperties is examined and the results are compared with the recommendations of the ProbabilisticModel Code, as well as the Eurocodes and earlier studies. The obtained results show a very low variability which, of course, benefits structural safety. Based on those results, probabilistic modelsfor the most important mechanical properties of prestressing strands are proposed.

Generalized convolution

The paper revisits the convolution operator and addresses its generalization in the perspective of fractional calculus. Two examples demonstrate the feasibility of the concept using analytical expressions and the inverse Fourier transform, for real and complex orders. Two approximate calculation schemes in the time domain are also tested.

Non-linear time series models

The last three decades have seen quite dramatic changes the way we modeled time dependent data. Linear processes have been in the center stage in modeling time series. As far as the second order properties are concerned, the theory and the methodology are very adequate.However, there are more and more evidences that linear models are not sufficiently flexible and rich enough for modeling purposes and that failure to account for non-linearities can be very misleading and have undesired consequences.

A score test for non-nested hypotheses with applications to discrete data models

This paper suggests that a convenient score test against non-nested alternatives can be constructed from the linear combination of the likelihood functions of the competing models. It is shown that this procedure is essentially a test for the correct specification of the conditional distribution of the variable of interest.

Analyzing Multiple Outcomes: Is it Really Worth the use of Multivariate Linear Regression?

In health related research it is common to have multiple outcomes of interest in a single study. These outcomes are often analysed separately, ignoring the correlation between them. One would expect that a multivariate approach would be a more efficient alternative to individual analyses of each outcome. Surprisingly, this is not always the case. In this article we discuss different settings of linear models and compare the multivariate and univariate approaches. We show that for linear regression models, the estimates of the regression parameters associated with covariates that are shared across the outcomes are the same for the multivariate and univariate models while for outcome-specific covariates the multivariate model performs better in terms of efficiency.

Comparing the performance of geostatistical models with additional information from covariates for sewage plume characterization

In this work, kriging with covariates is used to model and map the spatial distribution of salinity measurements gathered by an autonomous underwater vehicle in a sea outfall monitoring campaign aiming to distinguish the effluent plume from the receiving waters and characterize its spatial variability in the vicinity of the discharge. Four different geostatistical linear models for salinity were assumed, where the distance to diffuser, the west-east positioning, and the south-north positioning were used as covariates. Sample variograms were fitted by the Mat`ern models using weighted least squares and maximum likelihood estimation methods as a way to detect eventual discrepancies. Typically, the maximum likelihood method estimated very low ranges which have limited the kriging process. So, at least for these data sets, weighted least squares showed to be the most appropriate estimation method for variogram fitting. The kriged maps show clearly the spatial variation of salinity, and it is possible to identify the effluent plume in the area studied. The results obtained show some guidelines for sewage monitoring if a geostatistical analysis of the data is in mind. It is important to treat properly the existence of anomalous values and to adopt a sampling strategy that includes transects parallel and perpendicular to the effluent dispersion.

Performance of state space and ARIMA models for consumer retail sales forecasting

Forecasting future sales is one of the most important issues that is beyond all strategic and planning decisions in effective operations of retail businesses. For profitable retail businesses, accurate demand forecasting is crucial in organizing and planning production, purchasing, transportation and labor force. Retail sales series belong to a special type of time series that typically contain trend and seasonal patterns, presenting challenges in developing effective forecasting models. This work compares the forecasting performance of state space models and ARIMA models. The forecasting performance is demonstrated through a case study of retail sales of five different categories of women footwear: Boots, Booties, Flats, Sandals and Shoes. On both methodologies the model with the minimum value of Akaike's Information Criteria for the in-sample period was selected from all admissible models for further evaluation in the out-of-sample. Both one-step and multiple-step forecasts were produced. The results show that when an automatic algorithm the overall out-of-sample forecasting performance of state space and ARIMA models evaluated via RMSE, MAE and MAPE is quite similar on both one-step and multi-step forecasts. We also conclude that state space and ARIMA produce coverage probabilities that are close to the nominal rates for both one-step and multi-step forecasts.

A Multiple Criteria Utility-based Approa h for the Unit Commitment with Wind Power and Pumped Storage Hydro

The integration of wind power in eletricity generation brings new challenges to unit commitment due to the random nature of wind speed. For this particular optimisation problem, wind uncertainty has been handled in practice by means of conservative stochastic scenario-based optimisation models, or through additional operating reserve settings. However, generation companies may have different attitudes towards operating costs, load curtailment, or waste of wind energy, when considering the risk caused by wind power variability. Therefore, alternative and possibly more adequate approaches should be explored. This work is divided in two main parts. Firstly we survey the main formulations presented in the literature for the integration of wind power in the unit commitment problem (UCP) and present an alternative model for the wind-thermal unit commitment. We make use of the utility theory concepts to develop a multi-criteria stochastic model. The objectives considered are the minimisation of costs, load curtailment and waste of wind energy. Those are represented by individual utility functions and aggregated in a single additive utility function. This last function is adequately linearised leading to a mixed-integer linear program (MILP) model that can be tackled by general-purpose solvers in order to find the most preferred solution. In the second part we discuss the integration of pumped-storage hydro (PSH) units in the UCP with large wind penetration. Those units can provide extra flexibility by using wind energy to pump and store water in the form of potential energy that can be generated after during peak load periods. PSH units are added to the first model, yielding a MILP model with wind-hydro-thermal coordination. Results showed that the proposed methodology is able to reflect the risk profiles of decision makers for both models. By including PSH units, the results are significantly improved.

New strategies to detect and understand genotype-by-environment interactions and QTL-by-environment interactions

Dissertação para obtenção do Grau de Doutor em Estatística e Gestão do Risco, especialidade em Estatística