Analysis of the claims data of a life insurance portfolio

Mestrado em Ciências Actuariais

Detecting phase transitions in community structures using big data analysis of the engineering education research landscape: a European perspective

Comunicação apresentada na 44th SEFI Conference, 12-­15 September 2016, Tampere, Finland

Analysis of Sampling Data

A Similar Exposure Group (SEG) can be created through the evaluation of workers performing the same or similar task, hazards they are exposed to, frequency and duration of their exposures, engineering controls available during their operations, personal protective equipment used, and exposure data. For this report, the samples of one facility that has collected nearly 40,000 various types of samples will be evaluated to determine if the creation of a SEG can be supported. The data will be reviewed for consistency with collection methods and laboratory detection limits. A subset of the samples may be selected based on the review. Data will also be statistically evaluated in order to determine whether the data is sufficient to terminate the sampling. IHDataAnalyst V1.27 will be used to assess the data. This program uses Bayesian Analysis to assist in making determinations. The 95 percent confidence interval will be calculated and evaluated in making decisions. This evaluation will be used to determine if a SEG can be created for any of the workers and determine the need for future sample collection. The data and evaluation presented in this report have been selected and evaluated specifically for the purposes of this project.

Geotechnical Data and Numerical Analysis of Edifice Collapse and Related Hazards at Pacaya Volcano, Guatemala

The continual eruptive activity, occurrence of an ancestral catastrophic collapse, and inherent geologic features of Pacaya volcano (Guatemala) demands an evaluation of potential collapse hazards. This thesis merges techniques in the field and laboratory for a better rock mass characterization of volcanic slopes and slope stability evaluation. New field geological, structural, rock mechanical and geotechnical data on Pacaya is reported and is integrated with laboratory tests to better define the physical-mechanical rock mass properties. Additionally, this data is used in numerical models for the quantitative evaluation of lateral instability of large sector collapses and shallow landslides. Regional tectonics and local structures indicate that the local stress regime is transtensional, with an ENE-WSW sigma 3 stress component. Aligned features trending NNW-SSE can be considered as an expression of this weakness zone that favors magma upwelling to the surface. Numerical modeling suggests that a large-scale collapse could be triggered by reasonable ranges of magma pressure (greater than or equal to 7.7 MPa if constant along a central dyke) and seismic acceleration (greater than or equal to 460 cm/s2), and that a layer of pyroclastic deposits beneath the edifice could have been a factor which controlled the ancestral collapse. Finally, the formation of shear cracks within zones of maximum shear strain could provide conduits for lateral flow, which would account for long lava flows erupted at lower elevations.

Business Process Management and Process Mining within a Real Business Environment: An Empirical Analysis of Event Logs Data in a Consulting Project

Il presente elaborato esplora l’attitudine delle organizzazioni nei confronti dei processi di business che le sostengono: dalla semi-assenza di struttura, all’organizzazione funzionale, fino all’avvento del Business Process Reengineering e del Business Process Management, nato come superamento dei limiti e delle problematiche del modello precedente. All’interno del ciclo di vita del BPM, trova spazio la metodologia del process mining, che permette un livello di analisi dei processi a partire dagli event data log, ossia dai dati di registrazione degli eventi, che fanno riferimento a tutte quelle attività supportate da un sistema informativo aziendale. Il process mining può essere visto come naturale ponte che collega le discipline del management basate sui processi (ma non data-driven) e i nuovi sviluppi della business intelligence, capaci di gestire e manipolare l’enorme mole di dati a disposizione delle aziende (ma che non sono process-driven). Nella tesi, i requisiti e le tecnologie che abilitano l’utilizzo della disciplina sono descritti, cosi come le tre tecniche che questa abilita: process discovery, conformance checking e process enhancement. Il process mining è stato utilizzato come strumento principale in un progetto di consulenza da HSPI S.p.A. per conto di un importante cliente italiano, fornitore di piattaforme e di soluzioni IT. Il progetto a cui ho preso parte, descritto all’interno dell’elaborato, ha come scopo quello di sostenere l’organizzazione nel suo piano di improvement delle prestazioni interne e ha permesso di verificare l’applicabilità e i limiti delle tecniche di process mining. Infine, nell’appendice finale, è presente un paper da me realizzato, che raccoglie tutte le applicazioni della disciplina in un contesto di business reale, traendo dati e informazioni da working papers, casi aziendali e da canali diretti. Per la sua validità e completezza, questo documento è stata pubblicato nel sito dell'IEEE Task Force on Process Mining.

Spatial dynamics of bovine tuberculosis in the Autonomous Community of Madrid, Spain (2010-2012)

Progress in control of bovine tuberculosis (bTB) is often not uniform, usually due to the effect of one or more sometimes unknown epidemiological factors impairing the success of eradication programs. Use of spatial analysis can help to identify clusters of persistence of disease, leading to the identification of these factors thus allowing the implementation of targeted control measures, and may provide some insights of disease transmission, particularly when combined with molecular typing techniques. Here, the spatial dynamics of bTB in a high prevalence region of Spain were assessed during a three year period (2010-2012) using data from the eradication campaigns to detect clusters of positive bTB herds and of those infected with certain Mycobacterium bovis strains (characterized using spoligotyping and VNTR typing). In addition, the within-herd transmission coefficient (β) was estimated in infected herds and its spatial distribution and association with other potential outbreak and herd variables was evaluated. Significant clustering of positive herds was identified in the three years of the study in the same location ("high risk area"). Three spoligotypes (SB0339, SB0121 and SB1142) accounted for >70% of the outbreaks detected in the three years. VNTR subtyping revealed the presence of few but highly prevalent strains within the high risk area, suggesting maintained transmission in the area. The spatial autocorrelation found in the distribution of the estimated within-herd transmission coefficients in herds located within distances <14 km and the results of the spatial regression analysis, support the hypothesis of shared local factors affecting disease transmission in farms located at a close proximity.

Irish state infrastructural investment: an analysis of past patterns, and an outline of a future integrated systems of systems evaluation methodology

The literature clearly links the quality and capacity of a country’s infrastructure to its economic growth and competitiveness. This thesis analyses the historic national and spatial distribution of investment by the Irish state in its physical networks (water, wastewater and roads) across the 34 local authorities and examines how Ireland is perceived internationally relative to its economic counterparts. An appraisal of the current status and shortcomings of Ireland’s infrastructure is undertaken using key stakeholders from foreign direct investment companies and national policymakers to identify Ireland's infrastructural gaps, along with current challenges in how the country is delivering infrastructure. The output of these interviews identified many issues with how infrastructure decision-making is currently undertaken. This led to an evaluation of how other countries are informing decision-making, and thus this thesis presents a framework of how and why Ireland should embrace a Systems of Systems (SoS) methodology approach to infrastructure decision-making going forward. In undertaking this study a number of other infrastructure challenges were identified: significant political interference in infrastructure decision-making and delivery the need for a national agency to remove the existing ‘silo’ type of mentality to infrastructure delivery how tax incentives can interfere with the market; and their significance. The two key infrastructure gaps identified during the interview process were: the need for government intervention in the rollout of sufficient communication capacity and at a competitive cost outside of Dublin; and the urgent need to address water quality and capacity with approximately 25% of the population currently being served by water of unacceptable quality. Despite considerable investment in its national infrastructure, Ireland’s infrastructure performance continues to trail behind its economic partners in the Eurozone and OECD. Ireland is projected to have the highest growth rate in the euro zone region in 2015 and 2016, albeit that it required a bailout in 2010, and, at the time of writing, is beginning to invest in its infrastructure networks again. This thesis proposes the development and implementation of a SoS approach for infrastructure decision-making which would be based on: existing spatial and capacity data of each of the constituent infrastructure networks; and scenario computation and analysis of alternative drivers eg. Demographic change, economic variability and demand/capacity constraints. The output from such an analysis would provide valuable evidence upon which policy makers and decision makers alike could rely, which has been lacking in historic investment decisions.

Words and Emotional Work: Classification Theory’s Constructs Useful for the Analysis of Social Media Data in Terms of Gender, Race, and Sexuality

Presents constructs from classification theory and relates them to the study of hashtags and other forms of tags in social media data. Argues these constructs are useful to the study of the intersectionality of race, gender, and sexuality. Closes with an introduction to an historical case study from Amazon.com.

An application of two techniques for the analysis of short, multivariate non-stationary time-series of Mauritanian trawl survey data

Min/max autocorrelation factor analysis (MAFA) and dynamic factor analysis (DFA) are complementary techniques for analysing short (> 15-25 y), non-stationary, multivariate data sets. We illustrate the two techniques using catch rate (cpue) time-series (1982-2001) for 17 species caught during trawl surveys off Mauritania, with the NAO index, an upwelling index, sea surface temperature, and an index of fishing effort as explanatory variables. Both techniques gave coherent results, the most important common trend being a decrease in cpue during the latter half of the time-series, and the next important being an increase during the first half. A DFA model with SST and UPW as explanatory variables and two common trends gave good fits to most of the cpue time-series. (c) 2004 International Council for the Exploration of the Sea. Published by Elsevier Ltd. All rights reserved.

Spatial variability of satured soil hydraulic conductivity in the region of Araguaia River - Brazil.

This study evaluates the spatial variability of saturated hydraulic conductivity in the soil in an area of 51,850 ha at the headwaters of the Araguaia River MT/GO. This area is highly vulnerable because it is a location of recharging through natural water infiltration of the Guarani Aquifer System and an area of intense increases in agriculture since its adoption by growers in the last 30 years. Soil samples were collected at 383 points, geographically located by GPS. The samples were collected from depths of 0 - 20 cm and 60 - 80 cm. Exploratory statistics and box-plot were used in the descriptive analysis and semivariogram were constructed to determine the spatial model. The exploratory analysis showed that the mean hydraulic conductivity in the superficial layer was less than at the level of 60-80 cm; however, the greatest variability evaluated with a coefficient of variation also was from this layer. Data tended towards a normal distribution. These results can be explained by the greater soil compaction in the superficial layer. The semivariogram models, adjusted for the two layers, were exponential and demonstrated moderate and strong dependence, with ranges of 5000 and 3000 utm respectively. It was concluded that soil use is influencing the spatial distribution model of the hydraulic conductivity in the region.

Examining the cause of high inbreeding depression: analysis of whole-genome sequence data in 28 selfed progeny of Eucalyptus grandis.

2016

Analysis of the Variability of Carbonate System Parameters in the North-East Atlantic.

The purpose of this thesis is to analyse the spatial and temporal variability of the aragonite saturation state (ΩAR), commonly used as an indicator of ocean acidification, in the North-East Atlantic. When the aragonite saturation state decreases below a certain threshold, ΩAR <1, calcifying organisms (i.e. molluscs, pteropods, foraminifera, crabs, etc.) are subject to dissolution of shells and aragonite structures. This objective agrees with the challenge 'Ocean, climate change and acidification' of the EU COST Ocean Governance for Sustainability project, which aims to combine the information collected on the state of health of the oceans. Two open-sources data products, EMODnet and GLODAPv2, have been integrated and analysed for the first time in the North-East Atlantic region. The integrated dataset contains 1038 ΩAR vertical profiles whose time distribution spans from 1970 to 2014. The ΩAR has been computed from CO2SYS software considering different combinations of input parameters, pH, Total Alkalinity (TAlk) and Dissolved Inorganic Carbon (DIC), associated with Temperature, Salinity and Pressure at in situ conditions. A sensitivity analysis has been performed to better understand the data consistency of ΩAR computed from the different combinations of pH, Talk and DIC and to verify the difference among observed TAlk and DIC parameters and their output values from the CO2SYS tool. Maps of ΩAR have been computed with the best data coverage obtained from the two datasets, at different levels of depth in the area of investigation and they have been compared to the work of Jiang et al. (2015). The results are consistent and show similar horizontal and vertical patterns. The study highlights some aragonite undersaturated values (ΩAR <1) below 500 meters depth, suggesting a potential effect of acidification in the considered time period. This thesis aims to be a preliminary work for future studies that will be able to design the ΩAR variability on a decadal distribution based on the extended time-series acquired in this work.

Data analysis of collapse mechanisms of a 3D printed groin vault in shaking table testing

The aim of this novel experimental study is to investigate the behaviour of a 2m x 2m model of a masonry groin vault, which is built by the assembly of blocks made of a 3D-printed plastic skin filled with mortar. The choice of the groin vault is due to the large presence of this vulnerable roofing system in the historical heritage. Experimental tests on the shaking table are carried out to explore the vault response on two support boundary conditions, involving four lateral confinement modes. The data processing of markers displacement has allowed to examine the collapse mechanisms of the vault, based on the arches deformed shapes. There then follows a numerical evaluation, to provide the orders of magnitude of the displacements associated to the previous mechanisms. Given that these displacements are related to the arches shortening and elongation, the last objective is the definition of a critical elongation between two diagonal bricks and consequently of a diagonal portion. This study aims to continue the previous work and to take another step forward in the research of ground motion effects on masonry structures.

Cross-sensors analysis of multispectral Earth observation data for environmental monitoring

Time Series Analysis of multispectral satellite data offers an innovative way to extract valuable information of our changing planet. This is now a real option for scientists thanks to data availability as well as innovative cloud-computing platforms, such as Google Earth Engine. The integration of different missions would mitigate known issues in multispectral time series construction, such as gaps due to clouds or other atmospheric effects. With this purpose, harmonization among Landsat-like missions is possible through statistical analysis. This research offers an overview of the different instruments from Landsat and Sentinel missions (TM, ETM, OLI, OLI-2 and MSI sensors) and products levels (Collection-2 Level-1 and Surface Reflectance for Landsat and Level-1C and Level-2A for Sentinel-2). Moreover, a cross-sensors comparison was performed to assess the interoperability of the sensors on-board Landsat and Sentinel-2 constellations, having in mind a possible combined use for time series analysis. Firstly, more than 20,000 pairs of images almost simultaneously acquired all over Europe were selected over a period of several years. The study performed a cross-comparison analysis on these data, and provided an assessment of the calibration coefficients that can be used to minimize differences in the combined use. Four of the most popular vegetation indexes were selected for the study: NDVI, EVI, SAVI and NDMI. As a result, it is possible to reconstruct a longer and denser harmonized time series since 1984, useful for vegetation monitoring purposes. Secondly, the spectral characteristics of the recent Landsat-9 mission were assessed for a combined use with Landsat-8 and Sentinel-2. A cross-sensor analysis of common bands of more than 3,000 almost simultaneous acquisitions verified a high consistency between datasets. The most relevant discrepancy has been observed in the blue and SWIRS bands, often used in vegetation and water related studies. This analysis was supported with spectroradiometer ground measurements.

Analysis of fragmentation cross sections of GSI 2021 data for the FOOT experiment

Hadrontherapy is a medical treatment based on the use of charged particles beams accelerated towards deep-seated tumors on clinical patients. The reason why it is increasingly used is the favorable depth dose profile following the Bragg Peak distribution, where the release of dose is almost sharply focused near the end of the beam path. However, nuclear interactions between the beam and the human body constituents occur, generating nuclear fragments which modify the dose profile. To overcome the lack of experimental data on nuclear fragmentation reactions in the energy range of hadrontherapy interest, the FOOT (FragmentatiOn Of Target) experiment has been conceived with the main aim of measuring differential nuclear fragmentation cross sections with an uncertainty lower than 5\%. The same results are of great interest also in the radioprotection field, studying similar processes. Long-term human missions outside the Earth’s orbit are going to be planned in the next years, among which the NASA foreseen travel to Mars, and it is fundamental to protect astronauts health and electronics from radiation exposure .\\ In this thesis, a first analysis of the data taken at the GSI with a beam of $^{16}O$ at 400 $MeV/u$ impinging on a target of graphite ($C$) will be presented, showing the first preliminary results of elemental cross section and angular differential cross section. A Monte Carlo dataset was first studied to test the performance of the tracking reconstruction algorithm and to check the reliability of the full analysis chain, from hit reconstruction to cross section measurement. An high agreement was found between generated and reconstructed fragments, thus validating the adopted procedure. A preliminary experimental cross section was measured and compared with MC results, highlighting a good consistency for all the fragments.