Sistemas de informação: message integration bus

O trabalho apresentado por este documento aborda os problemas que advêm da necessidade de integração de aplicações, desenvolvidas em diferentes instantes no tempo, por diferentes equipas de trabalho, que para enriquecer os processos de negócio necessitam de comunicar entre si. A integração das aplicações tem de ser feita de forma opaca para estas, sendo disponibilizada por uma peça de software genérica, robusta e sem custos para as equipas desenvolvimento, na altura da integração. Esta integração tem de permitir que as aplicações comuniquem utilizando os protocolos que desejarem. Este trabalho propõe um middleware orientado a mensagens como solução para o problema identificado. A solução apresentada por este trabalho disponibiliza a comunicação entre aplicações que utilizam diferentes protocolos, permite ainda o desacoplamento temporal, espacial e de sincronismo na comunicação das aplicações. A implementação da solução tem base num sistema publish/subscribe orientado ao conteúdo e tem de lidar com as maiores exigências computacionais que este tipo de sistema acarta, sendo que a utilização deste se justifica com o enriquecimento da semântica de subscrição de eventos. Esta implementação utiliza uma arquitectura semi-distribuída, com o objectivo de aumentar a escalabilidade do sistema. A utilização da arquitectura semi-distribuída implica que a implementação da solução tem de lidar com o encaminhamento de eventos e divulgação das subscrições, pelos vários servidores de eventos. A implementação da solução disponibiliza garantias de persistência, processamento transaccional e tolerância a falhas, assim como transformação de eventos entre os diversos protocolos. A extensibilidade da solução é conseguida à custa de um sistema de pluggins que permite a adição de suporte a novos protocolos de comunicação. Os protocolos suportados pela implementação final do trabalho são RestMS e TCP.

Modeling Vegetable Fractals by means of Fractional-order Equations

This paper characterizes four ‘fractal vegetables’: (i) cauliflower (brassica oleracea var. Botrytis); (ii) broccoli (brassica oleracea var. italica); (iii) round cabbage (brassica oleracea var. capitata) and (iv) Brussels sprout (brassica oleracea var. gemmifera), by means of electrical impedance spectroscopy and fractional calculus tools. Experimental data is approximated using fractional-order models and the corresponding parameters are determined with a genetic algorithm. The Havriliak-Negami five-parameter model fits well into the data, demonstrating that classical formulae can constitute simple and reliable models to characterize biological structures.

Effects of quantitative easing on the USA economy: A test for policy effectiveness

The catastrophic disruption in the USA financial system in the wake of the financial crisis prompted the Federal Reserve to launch a Quantitative Easing (QE) programme in late 2008. In line with Pesaran and Smith (2014), I use a policy effectiveness test to assess whether this massive asset purchase programme was effective in stimulating the economic activity in the USA. Specifically, I employ an Autoregressive Distributed Lag Model (ARDL), in order to obtain a counterfactual for the USA real GDP growth rate. Using data from 1983Q1 to 2009Q4, the results show that the beneficial effects of QE appear to be weak and rather short-lived. The null hypothesis of policy ineffectiveness is not rejected, which suggests that QE did not have a meaningful impact on output growth.

Modeling and optimization of extracellular polysaccharides production by Enterobacter A47

Polysaccharides are gaining increasing attention as potential environmental friendly and sustainable building blocks in many fields of the (bio)chemical industry. The microbial production of polysaccharides is envisioned as a promising path, since higher biomass growth rates are possible and therefore higher productivities may be achieved compared to vegetable or animal polysaccharides sources. This Ph.D. thesis focuses on the modeling and optimization of a particular microbial polysaccharide, namely the production of extracellular polysaccharides (EPS) by the bacterial strain Enterobacter A47. Enterobacter A47 was found to be a metabolically versatile organism in terms of its adaptability to complex media, notably capable of achieving high growth rates in media containing glycerol byproduct from the biodiesel industry. However, the industrial implementation of this production process is still hampered due to a largely unoptimized process. Kinetic rates from the bioreactor operation are heavily dependent on operational parameters such as temperature, pH, stirring and aeration rate. The increase of culture broth viscosity is a common feature of this culture and has a major impact on the overall performance. This fact complicates the mathematical modeling of the process, limiting the possibility to understand, control and optimize productivity. In order to tackle this difficulty, data-driven mathematical methodologies such as Artificial Neural Networks can be employed to incorporate additional process data to complement the known mathematical description of the fermentation kinetics. In this Ph.D. thesis, we have adopted such an hybrid modeling framework that enabled the incorporation of temperature, pH and viscosity effects on the fermentation kinetics in order to improve the dynamical modeling and optimization of the process. A model-based optimization method was implemented that enabled to design bioreactor optimal control strategies in the sense of EPS productivity maximization. It is also critical to understand EPS synthesis at the level of the bacterial metabolism, since the production of EPS is a tightly regulated process. Methods of pathway analysis provide a means to unravel the fundamental pathways and their controls in bioprocesses. In the present Ph.D. thesis, a novel methodology called Principal Elementary Mode Analysis (PEMA) was developed and implemented that enabled to identify which cellular fluxes are activated under different conditions of temperature and pH. It is shown that differences in these two parameters affect the chemical composition of EPS, hence they are critical for the regulation of the product synthesis. In future studies, the knowledge provided by PEMA could foster the development of metabolically meaningful control strategies that target the EPS sugar content and oder product quality parameters.

Specification and testing of multiplicative time-varying GARCH models with applications

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

How does monetary policy change? evidence on inflation targeting countries

We examine the evolution of monetary policy rules in a group of inflation targeting countries (Australia, Canada, New Zealand, Sweden and the United Kingdom) applying moment- based estimator at time-varying parameter model with endogenous regressors. Using this novel flexible framework, our main findings are threefold. First, monetary policy rules change gradually pointing to the importance of applying time-varying estimation framework. Second, the interest rate smoothing parameter is much lower that what previous time-invariant estimates of policy rules typically report. External factors matter for all countries, albeit the importance of exchange rate diminishes after the adoption of inflation targeting. Third, the response of interest rates on inflation is particularly strong during the periods, when central bankers want to break the record of high inflation such as in the U.K. or in Australia at the beginning of 1980s. Contrary to common wisdom, the response becomes less aggressive after the adoption of inflation targeting suggesting the positive effect of this regime on anchoring inflation expectations. This result is supported by our finding that inflation persistence as well as policy neutral rate typically decreased after the adoption of inflation targeting.

Quantitative genetic modeling and inference in the presence of nonignorable missing data.

Natural selection is typically exerted at some specific life stages. If natural selection takes place before a trait can be measured, using conventional models can cause wrong inference about population parameters. When the missing data process relates to the trait of interest, a valid inference requires explicit modeling of the missing process. We propose a joint modeling approach, a shared parameter model, to account for nonrandom missing data. It consists of an animal model for the phenotypic data and a logistic model for the missing process, linked by the additive genetic effects. A Bayesian approach is taken and inference is made using integrated nested Laplace approximations. From a simulation study we find that wrongly assuming that missing data are missing at random can result in severely biased estimates of additive genetic variance. Using real data from a wild population of Swiss barn owls Tyto alba, our model indicates that the missing individuals would display large black spots; and we conclude that genes affecting this trait are already under selection before it is expressed. Our model is a tool to correctly estimate the magnitude of both natural selection and additive genetic variance.

Radiation induced apoptosis and initial DNA damage are inversely related in locally advanced breast cancer patients.

Background. DNA-damage assays, quantifying the initial number of DNA double-strand breaks induced by radiation, have been proposed as a predictive test for radiation-induced toxicity. Determination of radiation-induced apoptosis in peripheral blood lymphocytes by flow cytometry analysis has also been proposed as an approach for predicting normal tissue responses following radiotherapy. The aim of the present study was to explore the association between initial DNA damage, estimated by the number of double-strand breaks induced by a given radiation dose, and the radio-induced apoptosis rates observed. Methods. Peripheral blood lymphocytes were taken from 26 consecutive patients with locally advanced breast carcinoma. Radiosensitivity of lymphocytes was quantified as the initial number of DNA double-strand breaks induced per Gy and per DNA unit (200 Mbp). Radio-induced apoptosis at 1, 2 and 8 Gy was measured by flow cytometry using annexin V/propidium iodide. Results. Radiation-induced apoptosis increased in order to radiation dose and data fitted to a semi logarithmic mathematical model. A positive correlation was found among radio-induced apoptosis values at different radiation doses: 1, 2 and 8 Gy (p < 0.0001 in all cases). Mean DSB/Gy/DNA unit obtained was 1.70 ± 0.83 (range 0.63-4.08; median, 1.46). A statistically significant inverse correlation was found between initial damage to DNA and radio-induced apoptosis at 1 Gy (p = 0.034). A trend toward 2 Gy (p = 0.057) and 8 Gy (p = 0.067) was observed after 24 hours of incubation. Conclusions. An inverse association was observed for the first time between these variables, both considered as predictive factors to radiation toxicity.

Acute imaging does not improve ASTRAL score's accuracy despite having a prognostic value.

BACKGROUND: The ASTRAL score was recently shown to reliably predict three-month functional outcome in patients with acute ischemic stroke. AIM: The study aims to investigate whether information from multimodal imaging increases ASTRAL score's accuracy. METHODS: All patients registered in the ASTRAL registry until March 2011 were included. In multivariate logistic-regression analyses, we added covariates derived from parenchymal, vascular, and perfusion imaging to the 6-parameter model of the ASTRAL score. If a specific imaging covariate remained an independent predictor of three-month modified Rankin score > 2, the area-under-the-curve (AUC) of this new model was calculated and compared with ASTRAL score's AUC. We also performed similar logistic regression analyses in arbitrarily chosen patient subgroups. RESULTS: When added to the ASTRAL score, the following covariates on admission computed tomography/magnetic resonance imaging-based multimodal imaging were not significant predictors of outcome: any stroke-related acute lesion, any nonstroke-related lesions, chronic/subacute stroke, leukoaraiosis, significant arterial pathology in ischemic territory on computed tomography angiography/magnetic resonance angiography/Doppler, significant intracranial arterial pathology in ischemic territory, and focal hypoperfusion on perfusion-computed tomography. The Alberta Stroke Program Early CT score on plain imaging and any significant extracranial arterial pathology on computed tomography angiography/magnetic resonance angiography/Doppler were independent predictors of outcome (odds ratio: 0·93, 95% CI: 0·87-0·99 and odds ratio: 1·49, 95% CI: 1·08-2·05, respectively) but did not increase ASTRAL score's AUC (0·849 vs. 0·850, and 0·8563 vs. 0·8564, respectively). In exploratory analyses in subgroups of different prognosis, age or stroke severity, no covariate was found to increase ASTRAL score's AUC, either. CONCLUSIONS: The addition of information derived from multimodal imaging does not increase ASTRAL score's accuracy to predict functional outcome despite having an independent prognostic value. More selected radiological parameters applied in specific subgroups of stroke patients may add prognostic value of multimodal imaging.

Uncertainty Quantification with Support Vector Regression Prediction Models

Uncertainty quantification of petroleum reservoir models is one of the present challenges, which is usually approached with a wide range of geostatistical tools linked with statistical optimisation or/and inference algorithms. The paper considers a data driven approach in modelling uncertainty in spatial predictions. Proposed semi-supervised Support Vector Regression (SVR) model has demonstrated its capability to represent realistic features and describe stochastic variability and non-uniqueness of spatial properties. It is able to capture and preserve key spatial dependencies such as connectivity, which is often difficult to achieve with two-point geostatistical models. Semi-supervised SVR is designed to integrate various kinds of conditioning data and learn dependences from them. A stochastic semi-supervised SVR model is integrated into a Bayesian framework to quantify uncertainty with multiple models fitted to dynamic observations. The developed approach is illustrated with a reservoir case study. The resulting probabilistic production forecasts are described by uncertainty envelopes.

n=1/4 domain-growth universality class: Crossover to the n=1/2 class

The kinetic domain-growth exponent is studied by Monte Carlo simulation as a function of temperature for a nonconserved order-parameter model. In the limit of zero temperature, the model belongs to the n=(1/4 slow-growth unversality class. This is indicative of a temporal pinning in the domain-boundary network of mixed-, zero-, and finite-curvature boundaries. At finite temperature the growth kinetics is found to cross over to the Allen-Cahn exponent n=(1/2. We obtain that the pinning time of the zero-curvature boundary decreases rapidly with increasing temperature.

Pilot Project for a Hybrid Road-Flooding Forecasting System on Squaw Creek, TR-642

A network of 25 sonic stage sensors were deployed in the Squaw Creek basin upstream from Ames Iowa to determine if the state-of-the-art distributed hydrological model CUENCAS can produce reliable information for all road crossings including those that cross small creeks draining basins as small as 1 sq. mile. A hydraulic model was implemented for the major tributaries of the Squaw Creek where IFC sonic instruments were deployed and it was coupled to CUENCAS to validate the predictions made at small tributaries in the basin. This study demonstrates that the predictions made by the hydrological model at internal locations in the basins are as accurate as the predictions made at the outlet of the basin. Final rating curves based on surveyed cross sections were developed for the 22 IFC-bridge sites that are currently operating, and routine forecast is provided at those locations (see IFIS). Rating curves were developed for 60 additional bridge locations in the basin, however, we do not use those rating curves for routine forecast because the lack of accuracy of LiDAR derived cross sections is not optimal. The results of our work form the basis for two papers that have been submitted for publication to the Journal of Hydrological Engineering. Peer review of our work will gives a strong footing to our ability to expand our results from the pilot Squaw Creek basin to all basins in Iowa.

Measurement of the tree root growth using electrical impedance spectroscopy

Abstract

Factors affecting hospital admission and recovery stay duration of in-patient motor victims in Spain

Hospital expenses are a major cost driver of healthcare systems in Europe, with motor injuries being the leading mechanism of hospitalizations. This paper investigates the injury characteristics which explain the hospitalization of victims of traffic accidents that took place in Spain. Using a motor insurance database with 16.081 observations a generalized Tobit regression model is applied to analyse the factors that influence both the likelihood of being admitted to hospital after a motor collision and the length of hospital stay in the event of admission. The consistency of Tobit estimates relies on the normality of perturbation terms. Here a semi-parametric regression model was fitted to test the consistency of estimates, concluding that a normal distribution of errors cannot be rejected. Among other results, it was found that older men with fractures and injuries located in the head and lower torso are more likely to be hospitalized after the collision, and that they also have a longer expected length of hospital recovery stay.

Osakkeiden hintojen muutokset makrotalouden muuttujia ennakoivina tekijöinä 2001-2011: BRIC-maat , euroalue, Japani ja USA.

The aim of this thesis is to examine stock returns as predictive indicators to macroeconomic variables in BRIC-countries, Japan, USA and euro area. We picked to represent macroeconomic variables interest rate, inflation, currency, gross domestic product and industrial production. For the beginning we examined previous studies and theory about the subject. Hypothesis of this thesis were derived from the previous studies. To conduct the results we used tests such augmented Dickey-Fuller, Engle-Granger co-integration, Granger causality and lagged distribution model. According to results stock returns do predictive macroeconomic variables and specifically changes of GDP and industrial production. There were few evidences of stock returns predictive power of inflation.