Bridging the gap between different statistical approaches: An integrated framework for modelling

This paper proposes a template for modelling complex datasets that integrates traditional statistical modelling approaches with more recent advances in statistics and modelling through an exploratory framework. Our approach builds on the well-known and long standing traditional idea of 'good practice in statistics' by establishing a comprehensive framework for modelling that focuses on exploration, prediction, interpretation and reliability assessment, a relatively new idea that allows individual assessment of predictions. The integrated framework we present comprises two stages. The first involves the use of exploratory methods to help visually understand the data and identify a parsimonious set of explanatory variables. The second encompasses a two step modelling process, where the use of non-parametric methods such as decision trees and generalized additive models are promoted to identify important variables and their modelling relationship with the response before a final predictive model is considered. We focus on fitting the predictive model using parametric, non-parametric and Bayesian approaches. This paper is motivated by a medical problem where interest focuses on developing a risk stratification system for morbidity of 1,710 cardiac patients given a suite of demographic, clinical and preoperative variables. Although the methods we use are applied specifically to this case study, these methods can be applied across any field, irrespective of the type of response.

A influência dos parâmetros nas estimativas VAR: caso prático

Dissertação de Mestrado em Finanças Empresariais

Global and local detection of liver steatosis from ultrasound

Liver steatosis is a common disease usually associated with social and genetic factors. Early detection and quantification is important since it can evolve to cirrhosis. Steatosis is usually a diffuse liver disease, since it is globally affected. However, steatosis can also be focal affecting only some foci difficult to discriminate. In both cases, steatosis is detected by laboratorial analysis and visual inspection of ultrasound images of the hepatic parenchyma. Liver biopsy is the most accurate diagnostic method but its invasive nature suggest the use of other non-invasive methods, while visual inspection of the ultrasound images is subjective and prone to error. In this paper a new Computer Aided Diagnosis (CAD) system for steatosis classification and analysis is presented, where the Bayes Factor, obatined from objective intensity and textural features extracted from US images of the liver, is computed in a local or global basis. The main goal is to provide the physician with an application to make it faster and accurate the diagnosis and quantification of steatosis, namely in a screening approach. The results showed an overall accuracy of 93.54% with a sensibility of 95.83% and 85.71% for normal and steatosis class, respectively. The proposed CAD system seemed suitable as a graphical display for steatosis classification and comparison with some of the most recent works in the literature is also presented.

Study of polycrystalline Cu2ZnSnS4 films by Raman scattering

Cu2ZnSnS4 (CZTS) is a p-type semiconductor that has been seen as a possible low-cost replacement for Cu(In,Ga)Se2 in thin film solar cells. So far compound has presented difficulties in its growth, mainly, because of the formation of secondary phases like ZnS, CuxSnSx+1, SnxSy, Cu2−xS and MoS2. X-ray diffraction analysis (XRD), which is mostly used for phase identification cannot resolve some of these phases from the kesterite/stannite CZTS and thus the use of a complementary technique is needed. Raman scattering analysis can help distinguishing these phases not only laterally but also in depth. Knowing the absorption coefficient and using different excitation wavelengths in Raman scattering analysis, one is capable of profiling the different phases present in multi-phase CZTS thin films. This work describes in a concise form the methods used to grow chalcogenide compounds, such as, CZTS, CuxSnSx+1, SnxSy and cubic ZnS based on the sulphurization of stacked metallic precursors. The results of the films’ characterization by XRD, electron backscatter diffraction and scanning electron microscopy/energy dispersive spectroscopy techniques are presented for the CZTS phase. The limitation of XRD to identify some of the possible phases that can remain after the sulphurization process are investigated. The results of the Raman analysis of the phases formed in this growth method and the advantage of using this technique in identifying them are presented. Using different excitation wavelengths it is also analysed the CZTS film in depth showing that this technique can be used as non destructive methods to detect secondary phases.

Avaliação de estruturas de madeira em serviço: caso de estudo da Ermida da Ascensão de Cristo

Dissertação para obtenção do grau de Mestre em Engenharia Civil na Área de Especialização de Edificações

Treatment of a nineteenth century male portrait in oil including the characterisation of materials, technique and a study of the lead soap aggregation in the paint composite

Dissertação para obtenção do Grau de Mestre em Conservação e Restauro

Natural hydraulic lime mortars with ceramic residues for masonry

9th International Masonry Conference 2014, 7-9 July, Universidade do Minho, Guimarães

Continuous monitoring of concrete mechanical properties since an early age to support construction phasing

The assessment of concrete mechanical properties during construction of concrete structures is of paramount importance for many intrinsic operations. However many of the available non-destructive methods for mechanical properties have limitations for use in construction sites. One of such methodologies is EMM-ARM, which is a variant of classic resonant frequency methods. This paper aims to demonstrate the efforts towards in-situ applicability of EMMARM, as to provide real-time information about concrete mechanical properties such as E-modulus and compressive strength. To achieve the aforementioned objective, a set of adaptations to the method have been successfully implemented and tested: (i) the reduction of the beam span; (ii) the use of a different mould material and (iii) a new support system for the beams. Based on these adaptations, a reusable mould was designed to enable easier systematic use of EMMARM. A pilot test was successfully performed under in-situ conditions during a bridge construction.

A bayesian approach for NDT data fusion: The Saint Torcato Church case study

This paper presents a methodology based on the Bayesian data fusion techniques applied to non-destructive and destructive tests for the structural assessment of historical constructions. The aim of the methodology is to reduce the uncertainties of the parameter estimation. The Young's modulus of granite stones was chosen as an example for the present paper. The methodology considers several levels of uncertainty since the parameters of interest are considered random variables with random moments. A new concept of Trust Factor was introduced to affect the uncertainty related to each test results, translated by their standard deviation, depending on the higher or lower reliability of each test to predict a certain parameter.

Measurement of the inclusive jet cross-section in proton--proton collisions at s√=7 TeV using 4.5 fb−1 of data with the ATLAS detector

The inclusive jet cross-section is measured in proton--proton collisions at a centre-of-mass energy of 7 TeV using a data set corresponding to an integrated luminosity of 4.5 fb−1 collected with the ATLAS detector at the Large Hadron Collider in 2011. Jets are identified using the anti-kt algorithm with radius parameter values of 0.4 and 0.6. The double-differential cross-sections are presented as a function of the jet transverse momentum and the jet rapidity, covering jet transverse momenta from 100 GeV to 2 TeV. Next-to-leading-order QCD calculations corrected for non-perturbative effects and electroweak effects, as well as Monte Carlo simulations with next-to-leading-order matrix elements interfaced to parton showering, are compared to the measured cross-sections. A quantitative comparison of the measured cross-sections to the QCD calculations using several sets of parton distribution functions is performed.

Measurement of three-jet production cross-sections in pp collisions at 7 TeV centre-of-mass energy using the ATLAS detector

Double-differential three-jet production cross-sections are measured in proton--proton collisions at a centre-of-mass energy of s√=7TeV using the ATLAS detector at the Large Hadron Collider. The measurements are presented as a function of the three-jet mass (mjjj), in bins of the sum of the absolute rapidity separations between the three leading jets (|Y∗|). Invariant masses extending up to 5 TeV are reached for 8<|Y∗|<10. These measurements use a sample of data recorded using the ATLAS detector in 2011, which corresponds to an integrated luminosity of 4.51fb−1. Jets are identified using the anti-kt algorithm with two different jet radius parameters, R=0.4 and R=0.6. The dominant uncertainty in these measurements comes from the jet energy scale. Next-to-leading-order QCD calculations corrected to account for non-perturbative effects are compared to the measurements. Good agreement is found between the data and the theoretical predictions based on most of the available sets of parton distribution functions, over the full kinematic range, covering almost seven orders of magnitude in the measured cross-section values.

Erratum to: Measurement of the inclusive jet cross-section in proton-proton collisions at s√=7 TeV using 4.5 fb−1 of data with the ATLAS detector

It was found that the non-perturbative corrections calculated using Pythia with the Perugia 2011 tune did not include the effect of the underlying event. The affected correction factors were recomputed using the Pythia 6.427 generator. These corrections are applied as baseline to the NLO pQCD calculations and thus the central values of the theoretical predictions have changed by a few percent with the new corrections. This has a minor impact on the agreement between the data and the theoretical predictions. Figures 2 and 6 to 13, and all the tables have been updated with the new values. A few sentences in the discussion in sections 5.2 and 9 were altered or removed.

Subendocardial fibrosis in remote myocardium results from reduction of coronary driving pressure during acute infarction in rats

OBJECTIVE: To investigate the role of hemodynamic changes occurring during acute MI in subsequent fibrosis deposition within non-MI. METHODS: By using the rat model of MI, 3 groups of 7 rats each [sham, SMI (MI <30%), and LMI (MI >30%)] were compared. Systemic and left ventricular (LV) hemodynamics were recorded 10 minutes before and after coronary artery ligature. Collagen volume fraction (CVF) was calculated in picrosirius red-stained heart tissue sections 4 weeks later. RESULTS: Before surgery, all hemodynamic variables were comparable among groups. After surgery, LV end-diastolic pressure increased and coronary driving pressure decreased significantly in the LMI compared with the sham group. LV dP/dt max and dP/dt min of both the SMI and LMI groups were statistically different from those of the sham group. CVF within non-MI interventricular septum and right ventricle did not differ between each MI group and the sham group. Otherwise, subendocardial (SE) CVF was statistically greater in the LMI group. SE CVF correlated negatively with post-MI systemic blood pressure and coronary driving pressure, and positively with post-MI LV dP/dt min. Stepwise regression analysis identified post-MI coronary driving pressure as an independent predictor of SE CVF. CONCLUSION: LV remodeling in rats with MI is characterized by predominant SE collagen deposition in non-MI and results from a reduction in myocardial perfusion pressure occurring early on in the setting of MI.

Prevalence of the metabolic syndrome in the Seychelles according to different definitions, contribution of components, and agreement between different definitions

Background: The metabolic syndrome (MS) represents a cluster of metabolic disorders that predicts diabetes and cardiovascular disease. Several definitions exist and further descriptive and prospective data are needed to compare these definitions and their significance in different populations. Objective: We examined, in a country of the African region, i) the prevalence of MS according to three major definitions (ATP, IDF, WHO); ii) the contribution of individual MS components; and iii) the agreement between the three considered definitions. We also examined the prevalence among diabetics and non-diabetics. Methods: We conducted an examination survey in a sample representative of the general population aged 25-64 of the Seychelles (Indian Ocean, African region), attended by 1255 persons (participation rate of 80.2%). Results: The prevalence of MS was similar with either definition of MS in men (24%--25%) but differed in women (WHO: 25%, ATP: 32%; IDF: 35%). Upon exclusion of diabetic persons, the prevalence was 5-10% lower for all three MS definitions: most diabetic persons had MS although a substantial proportion of diabetic men aged 45--64 did not have MS. The following components were found most often among persons with MS: 90% had high blood pressure (HBP) and 78% had obesity (ATP); 95% had obesity and 84% had HBP (WHO), and 89% had HBP and 75% had impaired glucose regulation (IDF) - not considering impaired glucose regulation and obesity that are compulsory components of the WHO and IDF definitions, respectively. Among persons with MS based on either of the three definitions (37% of total population), less than 80% met both ATP and IDF criteria, 67% both WHO and IDF criteria, 54% both WHO and ATP criteria and only 37% met all three definitions. Conclusion: We found a fairly high prevalence of MS in an African population. However, because there was only poor agreement between the 3 MS definitions, the fairly similar proportions of MS based on ATP, IDF or WHO definitions identified, to a substantial extent, different subjects as having MS.

Estimation of parametric and nonparametric models for univariate claim severity distributions - an approach using R

This paper presents an analysis of motor vehicle insurance claims relating to vehicle damage and to associated medical expenses. We use univariate severity distributions estimated with parametric and non-parametric methods. The methods are implemented using the statistical package R. Parametric analysis is limited to estimation of normal and lognormal distributions for each of the two claim types. The nonparametric analysis presented involves kernel density estimation. We illustrate the benefits of applying transformations to data prior to employing kernel based methods. We use a log-transformation and an optimal transformation amongst a class of transformations that produces symmetry in the data. The central aim of this paper is to provide educators with material that can be used in the classroom to teach statistical estimation methods, goodness of fit analysis and importantly statistical computing in the context of insurance and risk management. To this end, we have included in the Appendix of this paper all the R code that has been used in the analysis so that readers, both students and educators, can fully explore the techniques described