Partial least squares model for dynamic rating of overhead line in wind intensive areas based on field measurements

This paper presents a statistical model for the thermal behaviour of the line model based on lab tests and field measurements. This model is based on Partial Least Squares (PLS) multi regression and is used for the Dynamic Line Rating (DLR) in a wind intensive area. DLR provides extra capacity to the line, over the traditional seasonal static rating, which makes it possible to defer the need for reinforcement the existing network or building new lines. The proposed PLS model has a number of appealing features; the model is linear, so it is straightforward to use for predicting the line rating for future periods using the available weather forecast. Unlike the available physical models, the proposed model does not require any physical parameters of the line, which avoids the inaccuracies resulting from the errors and/or variations in these parameters. The developed model is compared with physical model, the Cigre model, and has shown very good accuracy in predicting the conductor temperature as well as in determining the line rating for future time periods. 

Dimensionality, Reliability and Validity of the InterRAI Depression Rating Scale in a Canadian Palliative Care Population

A reliable and valid instrument is needed to screen for depression in palliative patients. The interRAI Depression Rating Scale (DRS) is based on seven items in the interRAI Palliative Care instrument. This study is the first to explore the dimensionality, reliability and validity of the DRS in a palliative population. Palliative home care patients (n = 5,175) residing in Ontario (Canada) were assessed with the interRAI Palliative Care instrument. Exploratory factor analysis and Mokken scale analysis were used to identify candidate conceptual models and evaluate scale homogeneity/performance. Confirmatory factor analysis compared models using standard goodness-of-fit indices. Convergent and divergent validity were investigated by examining polychoric correlations between the DRS and other items. The “known groups” test determined if the DRS meaningfully distinguished among client subgroups. The non-hierarchical two factor model showed acceptable fit with the data, and ordinal alpha coefficients of 0.83 and 0.82 were observed for the two DRS subscales. Omega hierarchical (ωh) was 0.78 for the bifactor model, with the general factor explaining three quarters of the common variance. Despite the multidimensionality evident in the factor analyses, bifactor modelling and the Mokken homogeneity coefficient (0.34) suggest that the DRS is a coherent scale that captures important information on sub-constructs of depression (e.g., somatic symptoms). Higher correlations were seen between the DRS and mood and psychosocial well-being items, and lower correlations with functional status and demographic variables. The DRS distinguished in the expected manner for known risk factors (e.g., social support, pain). The results suggest that the DRS is primarily unidimensional and reliable for use in screening for depression in palliative care patients.

Recognition of O6MeG lesions by MGMT and mismatch repair proficiency may be a prerequisite for low-dose radiation hypersensitivity

Low-dose hyper-radiosensitivity (HRS) is the phenomenon whereby cells exposed to radiation doses of less than approximately 0.5 Gy exhibit increased cell killing relative to that predicted from back-extrapolating high-dose survival data using a linear-quadratic model. While the exact mechanism remains to be elucidated, the involvement of several molecular repair pathways has been documented. These processes in turn are also associated with the response of cells to O6-methylguanine (O6MeG) lesions. We propose a model in which the level of low-dose cell killing is determined by the efficiency of both pre-replicative repair by the DNA repair enzyme O6-methylguanine methyltransferase (MGMT) and post-replicative repair by the DNA mismatch repair (MMR) system. We therefore hypothesized that the response of cells to low doses of radiation is dependent on the expression status of MGMT and MMR proteins. MMR (MSH2, MSH6, MLH1, PMS1, PMS2) and MGMT protein expression signatures were determined in a panel of normal (PWR1E, RWPE1) and malignant (22RV1, DU145, PC3) prostate cell lines and correlated with clonogenic survival and cell cycle analysis. PC3 and RWPE1 cells (HRS positive) were associated with MGMT and MMR proficiency, whereas HRS negative cell lines lacked expression of at least one (MGMT or MMR) protein. MGMT inactivation had no significant effect on cell survival. These results indicate a possible role for MMR-dependent processing of damage produced by low doses of radiation.

Effective indoor air quality for energy-efficient homes: a comparison of UK rating systems

The use of sustainable assessment methods in the UK is on the rise, anticipating the future regulatory trajectory towards zero carbon by 2016. The indisputable influence of sustainable rating tools on UK building regulations conveys the importance of evaluating their effectiveness in achieving true sustainable design, without adversely effecting human health and wellbeing. This paper reviews indoor air-quality (IAQ) issues addressed by UK sustainable assessment tools, and the potential trade-offs between building energy conservation and IAQ. The barriers to effective adoption of IAQ strategies are investigated, including recommendations, suggestions, and future research needs. The review identified a fundamental lack of IAQ criteria in sustainable assessment tools aimed at the residential sector. The consideration of occupants’ health and well-being should be paramount in any assessment scheme, and should not be overshadowed or obscured by the drive towards energy efficiency. A balance is essential.

Does subjective rating reflect behavioural coding? Personality in 2 month-old dog puppies: An open-field test and adjective-based questionnaire

A number of studies have recently investigated personality traits in non-human species, with the dog gaining popularity as a subject species for research in this area. Recent research has shown the consistency of personality traits across both context and time for adult dogs, both when using questionnaire based methods of investigation and behavioural analyses of the dogs' behaviour. However, only a few studies have assessed the correspondence between these two methods, with results varying considerably across studies. Furthermore, most studies have focused on adult dogs, despite the fact that an understanding of personality traits in young puppies may be important for research focusing on the genetic basis of personality traits. In the current study, we sought to evaluate the correspondence between a questionnaire based method and the in depth analyses of the behaviour of 2-month old puppies in an open-field test in which a number of both social and non-social stimuli were presented to the subjects. We further evaluated consistency of traits over time by re-testing a subset of puppies. The correspondence between methods was high and test-retest consistency (for the main trait) was also good using both evaluation methods. Results showed clear factors referring to the two main personality traits 'extroversion,' (i.e. the enthusiastic, exuberant approach to the stimuli) and 'neuroticism,' (i.e. the more cautious and fearful approach to the stimuli), potentially similar to the shyness-boldness dimension found in previous studies. Furthermore, both methods identified an 'amicability' dimension, expressing the positive interactions the pups directed at the humans stranger, and a 'reservedness' dimension which identified pups who largely chose not to interact with the stimuli, and were defined as quiet and not nosey in the questionnaire.

Técnicas de rating em contexto de crise no setor bancário português

Dissertação para a obtenção do Grau de Mestre em Contabilidade e Finanças Orientador: Mestre Adalmiro Álvaro Malheiro de Castro Andrade Pereira

Modelo de avaliação de risco de crédito - rating - uma abordagem

Dissertação de Mestrado apresentada ao Instituto Superior de Contabilidade e Administração do Porto para a obtenção do Grau de Mestre em Auditoria, sob a orientação de Mestre Adalmiro Álvaro Malheiro de Castro Andrade Pereira

O papel das agências de rating e a dívida pública portuguesa

Durante as últimas décadas observou-se o crescimento da importância das avaliações fornecidas pelas agências de rating, sendo este um fator decisivo na tomada de decisão dos investidores. Também os emitentes de dívida são largamente afetados pelas alterações das classificações atribuídas por estas agências. Esta investigação pretende, por um lado, compreender se estas agências têm poder para conseguirem influenciar a evolução da dívida pública e qual o seu papel no mercado financeiro. Por outro, pretende compreender quais os fatores determinantes da dívida pública portuguesa, bem como a realização de uma análise por percentis com o objetivo de lhe atribuir um rating. Para a análise dos fatores que poderão influenciar a dívida pública, a metodologia utilizada é uma regressão linear múltipla estimada através do Método dos Mínimos Quadrados (Ordinary Least Squares – OLS), em que num cenário inicial era composta por onze variáveis independentes, sendo a dívida pública a variável dependente, para um período compreendido entre 1996 e 2013. Foram realizados vários testes ao modelo inicial, com o objetivo de encontrar um modelo que fosse o mais explicativo possível. Conseguimos ainda identificar uma relação inversa entre o rating atribuído por estas agências e a evolução da dívida pública, no sentido em que para períodos em que o rating desce, o crescimento da dívida é mais acentuado. Não nos foi, no entanto, possível atribuir um rating à dívida pública através de uma análise de percentis.

Elaboração e estruturação de um modelo de rating interno

Temos vindo a assistir nos últimos anos a uma evolução no que respeita à avaliação do risco de crédito. As constantes alterações de regulamentação bancária, que resultam dos Acordos de Basileia, têm vindo a impor novas normas que condicionam a quantidade e a qualidade do risco de crédito que as Instituições de Crédito podem assumir nos seus balanços. É de grande importância as Instituições de Crédito avaliarem o risco de crédito, as garantias e o custo de capital, pois têm um impacto direto na sua gestão nomeadamente quanto à afetação de recursos e proteção contra perdas. Desta forma, pretende-se com o presente trabalho elaborar e estruturar um modelo de rating interno através de técnicas estatísticas, assim como identificar as variáveis estatisticamente relevantes no modelo considerado. Foi delineada uma metodologia de investigação mista, considerando na primeira parte do trabalho uma pesquisa qualitativa e na segunda parte uma abordagem quantitativa. Através da análise documental, fez-se uma abordagem dos conceitos teóricos e da regulamentação que serve de base ao presente trabalho. No estudo de caso, o modelo de rating interno foi desenvolvido utilizando a técnica estatística designada de regressão linear múltipla. A amostra considerada foi obtida através da base de dados SABI e é constituída por cem empresas solventes, situadas na zona de Paredes, num horizonte temporal de 2011-2013. A nossa análise baseou-se em três cenários, correspondendo cada cenário aos dados de cada ano (2011, 2012 e 2013). Para validar os pressupostos do modelo foram efetuados testes estatísticos de Durbin Watson e o teste de significância - F (ANOVA). Por fim, para obtermos a classificação de rating de cada variável foi aplicada a técnica dos percentis. Pela análise dos três cenários considerados, verificou-se que o cenário dois foi o que obteve maior coeficiente de determinação. Verificou-se ainda que as variáveis independentes, rácio de liquidez geral, grau de cobertura do ativo total pelo fundo de maneio e rácio de endividamento global são estatisticamente relevantes.

Enhancement of an implemented rating model and impact on existing risk management processes: A hands-on approach from financial supplier risk management within the automotive industry

The purpose of this paper is to conduct a methodical drawback analysis of a financial supplier risk management approach which is currently implemented in the automotive industry. Based on identified methodical flaws, the risk assessment model is further developed by introducing a malus system which incorporates hidden risks into the model and by revising the derivation of the most central risk measure in the current model. Both methodical changes lead to significant enhancements in terms of risk assessment accuracy, supplier identification and workload efficiency.