Modelos autoregressivos por limiares em séries de contagem

A modelação e análise de séries temporais de valores inteiros têm sido alvo de grande investigação e desenvolvimento nos últimos anos, com aplicações várias em diversas áreas da ciência. Nesta tese a atenção centrar-se-á no estudo na classe de modelos basedos no operador thinning binomial. Tendo como base o operador thinning binomial, esta tese focou-se na construção e estudo de modelos SETINAR(2; p(1); p(2)) e PSETINAR(2; 1; 1)T , modelos autorregressivos de valores inteiros com limiares autoinduzidos e dois regimes, admitindo que as inovações formam uma sucessão de variáveis independentes com distribuição de Poisson. Relativamente ao primeiro modelo analisado, o modelo SETINAR(2; p(1); p(2)), além do estudo das suas propriedades probabilísticas e de métodos, clássicos e bayesianos, para estimar os parâmetros, analisou-se a questão da seleção das ordens, no caso de elas serem desconhecidas. Com este objetivo consideraram-se algoritmos de Monte Carlo via cadeias de Markov, em particular o algoritmo Reversible Jump, abordando-se também o problema da seleção de modelos, usando metodologias clássica e bayesiana. Complementou-se a análise através de um estudo de simulação e uma aplicação a dois conjuntos de dados reais. O modelo PSETINAR(2; 1; 1)T proposto, é também um modelo autorregressivo com limiares autoinduzidos e dois regimes, de ordem unitária em cada um deles, mas apresentando uma estrutura periódica. Estudaram-se as suas propriedades probabilísticas, analisaram-se os problemas de inferência e predição de futuras observações e realizaram-se estudos de simulação.

Advanced energy efficient coordinated multi-point transmission for OFDMA

The ever-growing energy consumption in mobile networks stimulated by the expected growth in data tra ffic has provided the impetus for mobile operators to refocus network design, planning and deployment towards reducing the cost per bit, whilst at the same time providing a signifi cant step towards reducing their operational expenditure. As a step towards incorporating cost-eff ective mobile system, 3GPP LTE-Advanced has adopted the coordinated multi-point (CoMP) transmission technique due to its ability to mitigate and manage inter-cell interference (ICI). Using CoMP the cell average and cell edge throughput are boosted. However, there is room for reducing energy consumption further by exploiting the inherent exibility of dynamic resource allocation protocols. To this end packet scheduler plays the central role in determining the overall performance of the 3GPP longterm evolution (LTE) based on packet-switching operation and provide a potential research playground for optimizing energy consumption in future networks. In this thesis we investigate the baseline performance for down link CoMP using traditional scheduling approaches, and subsequently go beyond and propose novel energy e fficient scheduling (EES) strategies that can achieve power-e fficient transmission to the UEs whilst enabling both system energy effi ciency gain and fairness improvement. However, ICI can still be prominent when multiple nodes use common resources with di fferent power levels inside the cell, as in the so called heterogeneous networks (Het- Net) environment. HetNets are comprised of two or more tiers of cells. The rst, or higher tier, is a traditional deployment of cell sites, often referred to in this context as macrocells. The lower tiers are termed small cells, and can appear as microcell, picocells or femtocells. The HetNet has attracted signiffi cant interest by key manufacturers as one of the enablers for high speed data at low cost. Research until now has revealed several key hurdles that must be overcome before HetNets can achieve their full potential: bottlenecks in the backhaul must be alleviated, as well as their seamless interworking with CoMP. In this thesis we explore exactly the latter hurdle, and present innovative ideas on advancing CoMP to work in synergy with HetNet deployment, complemented by a novel resource allocation policy for HetNet tighter interference management. As system level simulator has been used to analyze the proposed algorithm/protocols, and results have concluded that up to 20% energy gain can be observed.

Seamless integration of heterogeneous networks in multicast environments

Nowadays, communication environments are already characterized by a myriad of competing and complementary technologies that aim to provide an ubiquitous connectivity service. Next Generation Networks need to hide this heterogeneity by providing a new abstraction level, while simultaneously be aware of the underlying technologies to deliver richer service experiences to the end-user. Moreover, the increasing interest for group-based multimedia services followed by their ever growing resource demands and network dynamics, has been boosting the research towards more scalable and exible network control approaches. The work developed in this Thesis enables such abstraction and exploits the prevailing heterogeneity in favor of a context-aware network management and adaptation. In this scope, we introduce a novel hierarchical control framework with self-management capabilities that enables the concept of Abstract Multiparty Trees (AMTs) to ease the control of multiparty content distribution throughout heterogeneous networks. A thorough evaluation of the proposed multiparty transport control framework was performed in the scope of this Thesis, assessing its bene ts in terms of network selection, delivery tree recon guration and resource savings. Moreover, we developed an analytical study to highlight the scalability of the AMT concept as well as its exibility in large scale networks and group sizes. To prove the feasibility and easy deployment characteristic of the proposed control framework, we implemented a proof-of-concept demonstrator that comprehends the main control procedures conceptually introduced. Its outcomes highlight a good performance of the multiparty content distribution tree control, including its local and global recon guration. In order to endow the AMT concept with the ability to guarantee the best service experience by the end-user, we integrate in the control framework two additional QoE enhancement approaches. The rst employs the concept of Network Coding to improve the robustness of the multiparty content delivery, aiming at mitigating the impact of possible packet losses in the end-user service perception. The second approach relies on a machine learning scheme to autonomously determine at each node the expected QoE towards a certain destination. This knowledge is then used by di erent QoE-aware network management schemes that, jointly, maximize the overall users' QoE. The performance and scalability of the control procedures developed, aided by the context and QoE-aware mechanisms, show the advantages of the AMT concept and the proposed hierarchical control strategy for the multiparty content distribution with enhanced service experience. Moreover we also prove the feasibility of the solution in a practical environment, and provide future research directions that bene t the evolved control framework and make it commercially feasible.

Five gonadotrophin-releasing hormone receptors in a teleost fish: isolation, tissue distribution and phylogenetic relationships

Gonadotrophin-releasing hormone (GnRH) is the main neurohormone controlling gonadotrophin release in all vertebrates, and in teleost fish also of growth hormone and possibly of other adenohypophyseal hormones. Over 20 GnRHs have been identified in vertebrates and protochoordates and shown to bind cognate G-protein couple receptors (GnRHR). We have searched the puffer fish, Fugu rubripes, genome sequencing database, identified five GnRHR genes and proceeded to isolate the corresponding complementary DNAs in European sea bass, Dicentrachus labrax. Phylogenetic analysis clusters the European sea bass, puffer fish and all other vertebrate receptors into two main lineages corresponding to the mammalian type I and II receptors. The fish receptors could be subdivided in two GnRHR1 (A and B) and three GnRHR2 (A, B and C) subtypes. Amino acid sequence identity within receptor subtypes varies between 70 and 90% but only 50–55% among the two main lineages in fish. All European sea bass receptor mRNAs are expressed in the anterior and mid brain, and all but one are expressed in the pituitary gland. There is differential expression of the receptors in peripheral tissues related to reproduction (gonads), chemical senses (eye and olfactory epithelium) and osmoregulation (kidney and gill). This is the first report showing five GnRH receptors in a vertebrate species and the gene expression patterns support the concept that GnRH and GnRHRs play highly diverse functional roles in the regulation of cellular functions, besides the ‘‘classical’’ role of pituitary function regulation.

Acoustic-oceanographic data fusion for prediction of oceanic acoustic elds

Tese de doutoramento, Engenharia Electrónica e Telecomunicações (Processamento de Sinal), Faculdade de Ciências e Tecnologia, Universidade do Algarve, 2014

Magnetic studies of the Late Cretaceous magmatism in Portugal : from Iberian plate kinematics to magnetic fabrics

Tese de doutoramento (co-tutela), Ciências Geofísicas e da Geoinformação (Geofísica), Université de Toulouse, Universidade de Lisboa, 2013

Prevalence of Artemisia Species Pollinosis in Western Poland: Impact of Climate Change on Aerobiological Trends, 1995-2004

Background: Artemisia species pollen represents a major cause of allergy in Central Europe. Variations in the pollen season, the influence of climate variables and the prevalence of pollinosis to it were analyzed in Poznan, in western Poland between 1995 and 2004. Methods: A Hirst volumetric spore trap was used for atmospheric sampling. Pollination date trend analysis and Spearman correlation tests were performed. Skin prick tests (SPT) and allergen specific immunoglobulin (Ig)E antibody measurements were performed in 676 and 524 patients, respectively. Results: The Artemisia species pollen season grew longer due to a clear advance in the starting day and only a slightly earlier end point; the peak day also came slightly earlier. Rainfall in the fi rst fortnight of July highly influenced pollen season severity. Temperature was directly correlated with daily Artemisia species pollen levels; relative humidity was inversely correlated. Twelve percent of patients had a positive SPT reaction to Artemisia species. Their symptoms were rhinitis and conjunctivitis (15%), atopic dermatitis (15%), chronic urticaria (14.3%), bronchial asthma (2.4%), and facial and disseminated dermatitis (1.3%). Elevated specifi c IgE concentrations were detected in the sera of 10.1% of patients. Conclusions: Artemisia species pollen is an important cause of pollinosis in western Poland. Pollen season intensity is highly influenced by rainfall in the previous weeks. Trends towards earlier season starts and longer duration, possibly caused by climate change, may have an impact on the allergic population.

Medição automática do diâmetro da aorta torácica em imagens de tomografia computorizada

O calibre da artéria aorta torácica é avaliado em situações de suspeita de patologia ou em pacientes com pre-disposição para desenvolverem doenças vasculares. A medição das suas dimensões, em duas direcções diametralmente opostas e, assim, fulcral na avaliação desta estrutura. Para tal, o exame de primeira linha definido é a Angiografia por Tomografia Computorizada (Angio-TC), injectando-se um produto de contraste na veia radial que irá opacificar os vasos, permitindo a sua distinção das estruturas adjacentes. O presente trabalho, inserido na disciplina de Dissertação/ Projecto/ Estágio Profissional do Mestrado em Engenharia de Computação e Instrumentação Médica e com a cooperação da empresa Efficientia, foi sugerido pela equipa de Angio-TC do Centro Hospitalar de Vila Nova de Gaia (CHVNG) e tem por objectivo o desenvolvimento de uma aplicação para a medição e registo automático do diâmetro da aorta torácica em nove pontos anatómicos pre-definidos em imagens de Tomografia Computorizada (TC). A aplicação foi desenvolvida no ambiente integrado de processamento e análise de imagem, Fiji, sendo a metodologia composta pelas etapas de segmentação, desenho da linha central, determinação dos planos de cortes, segmentação e medição da aorta nos planos de corte. Os resultados obtidos pela metodologia proposta são concordantes com os obtidos por especialistas para o conjunto de teste utilizado neste trabalho.

Flexibility in a Stackelberg leadership with differentiated goods

We study the effects of product differentiation in a Stackelberg model with demand uncertainty for the first mover. We do an ex-ante and ex-post analysis of the profits of the leader and of the follower firms in terms of product differentiation and of the demand uncertainty. We show that even with small uncertainty about the demand, the follower firm can achieve greater profits than the leader, if their products are sufficiently differentiated. We also compute the probability of the second firm having higher profit than the leading firm, subsequently showing the advantages and disadvantages of being either the leader or the follower firm.

Filters method in direct search optimization, new measures to admissibility

Constrained nonlinear optimization problems are usually solved using penalty or barrier methods combined with unconstrained optimization methods. Another alternative used to solve constrained nonlinear optimization problems is the lters method. Filters method, introduced by Fletcher and Ley er in 2002, have been widely used in several areas of constrained nonlinear optimization. These methods treat optimization problem as bi-objective attempts to minimize the objective function and a continuous function that aggregates the constraint violation functions. Audet and Dennis have presented the rst lters method for derivative-free nonlinear programming, based on pattern search methods. Motivated by this work we have de- veloped a new direct search method, based on simplex methods, for general constrained optimization, that combines the features of the simplex method and lters method. This work presents a new variant of these methods which combines the lters method with other direct search methods and are proposed some alternatives to aggregate the constraint violation functions.

Simultaneous decisions or leadership in an international competition

In this paper, we study an international market with demand uncertainty. The model has two stages. In the first stage, the home government chooses an import tariff to maximize the revenue. Then, the firms engage in a Cournot or in a Stackelberg competition. The uncertainty is resolved between the decisions made by the home government and by the firms. We compare the results obtained in the three different ways of moving on the decision make of the firms.

Desirable role in an international duopoly model with tariffs

In this paper, we study an international market model in which the home government imposes a tariff on the imported goods. The model has two stages. In the first stage, the home government chooses an import tariff to maximize a function that cares about the home firm’s profit and the total revenue. Then, the firms engage in a Cournot or in a Stackelberg competition. We compare the results obtained in the three different ways of moving on the decision make of the firms.

Privatization in a mixed duopoly with environmental taxes

In this paper, we study the effects of environmental and privatization in a mixed duopoly, in which the public firm aims to maximize the social welfare. The model has two stages. In the first stage, the government sets the environmental tax. Then, the firms engage in a Cournot competition, choosing output and pollution abatement levels.

A framework for real time MMO game content generation

Com o aumento de plataformas móveis disponíveis no mercado e com o constante incremento na sua capacidade computacional, a possibilidade de executar aplicações e em especial jogos com elevados requisitos de desempenho aumentou consideravelmente. O mercado dos videojogos tem assim um cada vez maior número de potenciais clientes. Em especial, o mercado de jogos massive multiplayer online (MMO) tem-se tornado muito atractivo para as empresas de desenvolvimento de jogos. Estes jogos suportam uma elevada quantidade de jogadores em simultâneo que podem estar a executar o jogo em diferentes plataformas e distribuídos por um "mundo" de jogo extenso. Para incentivar a exploração desse "mundo", distribuem-se de forma inteligente pontos de interesse que podem ser explorados pelo jogador. Esta abordagem leva a um esforço substancial no planeamento e construção desses mundos, gastando tempo e recursos durante a fase de desenvolvimento. Isto representa um problema para as empresas de desenvolvimento de jogos, e em alguns casos, e impraticável suportar tais custos para equipas indie. Nesta tese e apresentada uma abordagem para a criação de mundos para jogos MMO. Estudam-se vários jogos MMO que são casos de sucesso de modo a identificar propriedades comuns nos seus mundos. O objectivo e criar uma framework flexível capaz de gerar mundos com estruturas que respeitam conjuntos de regras definidas por game designers. Para que seja possível usar a abordagem aqui apresentada em v arias aplicações diferentes, foram desenvolvidos dois módulos principais. O primeiro, chamado rule-based-map-generator, contem a lógica e operações necessárias para a criação de mundos. O segundo, chamado blocker, e um wrapper à volta do módulo rule-based-map-generator que gere as comunicações entre servidor e clientes. De uma forma resumida, o objectivo geral e disponibilizar uma framework para facilitar a geração de mundos para jogos MMO, o que normalmente e um processo bastante demorado e aumenta significativamente o custo de produção, através de uma abordagem semi-automática combinando os benefícios de procedural content generation (PCG) com conteúdo gráfico gerado manualmente.

Three essays on the term structure of interest rates

A PhD Dissertation, presented as part of the requirements for the Degree of Doctor of Philosophy from the NOVA - School of Business and Economics