Perdas por imparidade em intangíveis

Dissertação de Mestrado apresentado ao Instituto de Contabilidade e Administração do Porto para a obtenção do grau de Mestre em Contabilidade e Finanças, sob orientação do Doutor Carlos Quelhas Martins

Narration et mathématiques l’utilisation des graphes au cinéma et dans la bande dessinée

Il est possible de modéliser la trame temporelle d’une histoire à l’aide de courbes paramétrées et la juxtaposition de ces différentes courbes permet la construction de graphes. Ce modèle peut servir à la fois à comprendre certaines histoires et à explorer de nouvelles narrations possibles basées sur ces graphes. Dans ce mémoire, nous présentons ce modèle de pair avec les notions mathématiques sur lesquelles il se base. Finalement, nous explorons des différentes narrations possibles qui apparaissent lorsque nous considérons ces graphes sur différentes surfaces.

Data based constructive identification - overcoming the curse of dimensionality

The modelling of a nonlinear stochastic dynamical processes from data involves solving the problems of data gathering, preprocessing, model architecture selection, learning or adaptation, parametric evaluation and model validation. For a given model architecture such as associative memory networks, a common problem in non-linear modelling is the problem of "the curse of dimensionality". A series of complementary data based constructive identification schemes, mainly based on but not limited to an operating point dependent fuzzy models, are introduced in this paper with the aim to overcome the curse of dimensionality. These include (i) a mixture of experts algorithm based on a forward constrained regression algorithm; (ii) an inherent parsimonious delaunay input space partition based piecewise local lineal modelling concept; (iii) a neurofuzzy model constructive approach based on forward orthogonal least squares and optimal experimental design and finally (iv) the neurofuzzy model construction algorithm based on basis functions that are Bézier Bernstein polynomial functions and the additive decomposition. Illustrative examples demonstrate their applicability, showing that the final major hurdle in data based modelling has almost been removed.

The log-exponentiated Weibull regression model for interval-censored data

In interval-censored survival data, the event of interest is not observed exactly but is only known to occur within some time interval. Such data appear very frequently. In this paper, we are concerned only with parametric forms, and so a location-scale regression model based on the exponentiated Weibull distribution is proposed for modeling interval-censored data. We show that the proposed log-exponentiated Weibull regression model for interval-censored data represents a parametric family of models that include other regression models that are broadly used in lifetime data analysis. Assuming the use of interval-censored data, we employ a frequentist analysis, a jackknife estimator, a parametric bootstrap and a Bayesian analysis for the parameters of the proposed model. We derive the appropriate matrices for assessing local influences on the parameter estimates under different perturbation schemes and present some ways to assess global influences. Furthermore, for different parameter settings, sample sizes and censoring percentages, various simulations are performed; in addition, the empirical distribution of some modified residuals are displayed and compared with the standard normal distribution. These studies suggest that the residual analysis usually performed in normal linear regression models can be straightforwardly extended to a modified deviance residual in log-exponentiated Weibull regression models for interval-censored data. (C) 2009 Elsevier B.V. All rights reserved.

A semi-Markov multistate model for estimation of the mean quality-adjusted survival for non-progressive processes

We discuss the estimation of the expected value of the quality-adjusted survival, based on multistate models. We generalize an earlier work, considering the sojourn times in health states are not identically distributed, for a given vector of covariates. Approaches based on semiparametric and parametric (exponential and Weibull distributions) methodologies are considered. A simulation study is conducted to evaluate the performance of the proposed estimator and the jackknife resampling method is used to estimate the variance of such estimator. An application to a real data set is also included.

Automatic devices for monitoring environmentally induced auto-oxidative degradation of artistic materials in conservation sites

This paper describes an automatic device for in situ and continuous monitoring of the ageing process occurring in natural and synthetic resins widely used in art and in the conservation and restoration of cultural artefacts. The results of tests carried out under accelerated ageing conditions are also presented. This easy-to-assemble palm-top device, essentially consists of oscillators based on quartz crystal resonators coated with films of the organic materials whose response to environmental stress is to be addressed. The device contains a microcontroller which selects at pre-defined time intervals the oscillators and records and stores their oscillation frequency. The ageing of the coatings, caused by the environmental stress and resulting in a shift in the oscillation frequency of the modified crystals, can be straightforwardly monitored in this way. The kinetics of this process reflects the level of risk damage associated with a specific microenvironment. In this case, natural and artificial resins, broadly employed in art and restoration of artistic and archaeological artefacts (dammar and Paraloid B72), were applied onto the crystals. The environmental stress was represented by visible and UV radiation, since the chosen materials are known to be photochemically active, to different extents. In the case of dammar, the results obtained are consistent with previous data obtained using a bench-top equipment by impedance analysis through discrete measurements and confirm that the ageing of this material is reflected in the gravimetric response of the modified quartz crystals. As for Paraloid B72, the outcome of the assays indicates that the resin is resistant to visible light, but is very sensitive to UV irradiation. The use of a continuous monitoring system, apart from being obviously more practical, is essential to identify short-term (i.e. reversible) events, like water vapour adsorption/desorption processes, and to highlight ageing trends or sudden changes of such trends. (C) 2007 Elsevier B.V. All rights reserved.

System Integration of PV/T Collectors in Solar Cooling Systems

The demand for cooling and air-conditioning of building is increasingly ever growing. This increase is mostly due to population and economic growth in developing countries, and also desire for a higher quality of thermal comfort. Increase in the use of conventional cooling systems results in larger carbon footprint and more greenhouse gases considering their higher electricity consumption, and it occasionally creates peaks in electricity demand from power supply grid. Solar energy as a renewable energy source is an alternative to drive the cooling machines since the cooling load is generally high when solar radiation is high. This thesis examines the performance of PV/T solar collector manufactured by Solarus company in a solar cooling system for an office building in Dubai, New Delhi, Los Angeles and Cape Town. The study is carried out by analyzing climate data and the requirements for thermal comfort in office buildings. Cooling systems strongly depend on weather conditions and local climate. Cooling load of buildings depend on many parameters such as ambient temperature, indoor comfort temperature, solar gain to the building and internal gains including; number of occupant and electrical devices. The simulations were carried out by selecting a suitable thermally driven chiller and modeling it with PV/T solar collector in Polysun software. Fractional primary energy saving and solar fraction were introduced as key figures of the project to evaluate the performance of cooling system. Several parametric studies and simulations were determined according to PV/T aperture area and hot water storage tank volume. The fractional primary energy saving analysis revealed that thermally driven chillers, particularly adsorption chillers are not suitable to be utilizing in small size of solar cooling systems in hot and tropic climates such as Dubai and New Delhi. Adsorption chillers require more thermal energy to meet the cooling load in hot and dry climates. The adsorption chillers operate in their full capacity and in higher coefficient of performance when they run in a moderate climate since they can properly reject the exhaust heat. The simulation results also indicated that PV/T solar collector have higher efficiency in warmer climates, however it requires a larger size of PV/T collectors to supply the thermally driven chillers for providing cooling in hot climates. Therefore using an electrical chiller as backup gives much better results in terms of primary energy savings, since PV/T electrical production also can be used for backup electrical chiller in a net metering mechanism.

User perspectives on the Swedish Maternal Health Care Register

Background: Established in 1999, the Swedish Maternal Health Care Register (MHCR) collects data on pregnancy, birth, and the postpartum period for most pregnant women in Sweden. Antenatal care (ANC) midwives manually enter data into the Web-application that is designed for MHCR. The aim of this study was to investigate midwives? experiences, opinions and use of the MHCR. Method: A national, cross-sectional, questionnaire survey, addressing all Swedish midwives working in ANC, was conducted January to March 2012. The questionnaire included demographic data, preformed statements with six response options ranging from zero to five (0 = totally disagree and 5 = totally agree), and opportunities to add information or further clarification in the form of free text comments. Parametric and non-parametric methods and logistic regression analyses were applied, and content analysis was used for free text comments. Results: The estimated response rate was 53.1%. Most participants were positive towards the Web-application and the included variables in the MHCR. Midwives exclusively engaged in patient-related work tasks perceived the register as burdensome (70.3%) and 44.2% questioned the benefit of the register. The corresponding figures for midwives also engaged in administrative supervision were 37.8% and 18.5%, respectively. Direct electronic transfer of data from the medical records to the MHCR was emphasised as significant future improvement. In addition, the midwives suggested that new variables of interest should be included in the MHCR ? e.g., infertility, outcomes of previous pregnancy and birth, and complications of the index pregnancy. Conclusions: In general, the MHCR was valued positively, although perceived as burdensome. Direct electronic transfer of data from the medical records to the MHCR is a prioritized issue to facilitate the working situation for midwives. Finally, the data suggest that the MHCR is an underused source for operational planning and quality assessment in local ANC centres.

Recent developments in statistical methods for detecting genetic loci affecting phenotypic variability

A number of recent works have introduced statistical methods for detecting genetic loci that affect phenotypic variability, which we refer to as variability-controlling quantitative trait loci (vQTL). These are genetic variants whose allelic state predicts how much phenotype values will vary about their expected means. Such loci are of great potential interest in both human and non-human genetic studies, one reason being that a detected vQTL could represent a previously undetected interaction with other genes or environmental factors. The simultaneous publication of these new methods in different journals has in many cases precluded opportunity for comparison. We survey some of these methods, the respective trade-offs they imply, and the connections between them. The methods fall into three main groups: classical non-parametric, fully parametric, and semi-parametric two-stage approximations. Choosing between alternatives involves balancing the need for robustness, flexibility, and speed. For each method, we identify important assumptions and limitations, including those of practical importance, such as their scope for including covariates and random effects. We show in simulations that both parametric methods and their semi-parametric approximations can give elevated false positive rates when they ignore mean-variance relationships intrinsic to the data generation process. We conclude that choice of method depends on the trait distribution, the need to include non-genetic covariates, and the population size and structure, coupled with a critical evaluation of how these fit with the assumptions of the statistical model.

Análise morfométrica da parede arterial após o implante de stent em aorta abdominal de suínos : estudo comparativo entre stents metálicos não recobertos e recobertos com politetrafluoroetileno

O espessamento intimal e a reestenose que ocorrem após os procedimentos de angioplastia transluminal percutânea e/ou o implante de stents representam uma causa freqüente de falência destes procedimentos. O principal achado patológico responsável pela reestenose parece ser a hiperplasia intimal, já que o dispositivo intravascular é resistente ao remodelamento arterial geométrico. O propósito deste estudo é avaliar, através da morfometria digital, o espessamento intimal presente nas regiões da parede arterial imediatamente proximal e distal ao implante de um stent metálico em configuração em “Z “ não recoberto ou recoberto com PTFE. Vinte e cinco suínos de raça mista, com seis a dez semanas de idade, pesando em média 20 kg foram divididos em três grupos. No grupo I, cinco animais foram submetidos à exposição cirúrgica retroperitoneal da aorta abdominal, aortotomia e manipulação com uma bainha introdutora de 12 F. O grupo II incluiu dez animais que foram submetidos ao implante de um stent metálico auto-expansível não recoberto. No grupo III, incluindo também dez animais, foram implantados stents recobertos com PTFE. Após quatro semanas, todos os animais foram sacrificados e o segmento aorto-ilíaco foi removido. Quatro animais foram excluídos do estudo por trombose da aorta (um animal do grupo II e três animais do grupo III). Para a análise morfométrica foram utilizados os testes não paramétricos de Wilcoxon e de Kruskal-Wallis, para as comparações, respectivamente, no mesmo grupo e entre os grupos. Foi adotado o nível de significância de 5% ( p< 0,05). Quando os espécimes da parede arterial, imediatamente proximal e distal aos stents foram comparados, nenhuma diferença estatisticamente significativa foi encontrada entre as áreas luminal, intimal, média ou índice intimal em cada grupo. Na comparação entre os grupos, as áreas intimal, média e o índice intimal não demonstraram variação estatisticamente significativa. Foram identificadas diferenças entre os grupos quanto às áreas luminais proximais (p = 0,036) e distais (p=0,044). Pelo teste de comparações múltiplas para Kruskal-Wallis (Teste de Dunn) identificou-se diferença significativa entre os grupos I e II. Entretanto, quando estas variáveis foram controladas pelo fator peso (relação área luminal/peso) a diferença não foi mais observada. Concluímos que, após quatro semanas, stents recobertos com PTFE induzem um espessamento intimal justa-stent similar ao observado com stents não recobertos ou com a simples manipulação arterial com uma bainha introdutora. Neste modelo experimental suíno, de curto seguimento, o revestimento com PTFE não foi responsável por adicional espessamento intimal.

Nonparametric specification tests for conditional duration models

This paper deals with the testing of autoregressive conditional duration (ACD) models by gauging the distance between the parametric density and hazard rate functions implied by the duration process and their non-parametric estimates. We derive the asymptotic justification using the functional delta method for fixed and gamma kernels, and then investigate the finite-sample properties through Monte Carlo simulations. Although our tests display some size distortion, bootstrapping suffices to correct the size without compromising their excellent power. We show the practical usefulness of such testing procedures for the estimation of intraday volatility patterns.

Qualidade em serviços de saúde: uma contribuição à definição de um modelo paramétrico e padrão de qualidade do tempo agendado para consulta ambulatorial

This work presents a study in quality of health care, with focus on consulting appointment. The main purpose is to define a statistical model and propose a quality grade of the consulting appointment time. The time considered is that from the day the patient get the appointment done to the day the consulting is realized. It is used reliability techniques and functions that has as main characteristic the analysis of data regarding the time of occurrence certain event. It is gathered a random sample of 1743 patients in the appointment system of a University Hospital - the Hospital Universitário Onofre Lopes - of the Federal University of Rio Grande do Norte, Brazil. The sample is randomly stratified in terms on clinical specialty. The data were analyzed against the parametric methods of the reliability statistics and the adjustment of the regression model resulted in the Weibull distribution being best fit to data. The quality grade proposed is based in the PAHO criteria for a consulting appointment and result that no clinic got the PAHO quality grade. The quality grade proposed could be used to define priority for improvement and as criteria to quality control

Controlador em modo dual adaptativo robusto - DMARC

The so-called Dual Mode Adaptive Robust Control (DMARC) is proposed. The DMARC is a control strategy which interpolates the Model Reference Adaptive Control (MRAC) and the Variable Structure Model Reference Adaptive Control (VS-MRAC). The main idea is to incorporate the transient performance advantages of the VS-MRAC controller with the smoothness control signal in steady-state of the MRAC controller. Two basic algorithms are developed for the DMARC controller. In the first algorithm the controller's adjustment is made, in real time, through the variation of a parameter in the adaptation law. In the second algorithm the control law is generated, using fuzzy logic with Takagi-Sugeno s model, to obtain a combination of the MRAC and VS-MRAC control laws. In both cases, the combined control structure is shown to be robust to the parametric uncertainties and external disturbances, with a fast transient performance, practically without oscillations, and a smoothness steady-state control signal

Avaliação de robustez, desempenho e aplicação do controlador adaptativo por posicionamento de pólos e estrutura variável

In this work, the variable structure adaptive pole placement controller (VS-APPC) robustness and performance are evaluated and this algorithm is applied in a motor control system. The controller robustness evaluation will be done through simulations, where will be introduced in the system the following adversities: time delay, actuator response boundeds, disturbances, parametric variation and unmodeled dynamics. The VS-APPC will be compared with PI control, pole placement control (PPC) and adaptive pole placement controller (APPC). The VS-APPC will be simulated to track a step and a sine reference. It will be applied in a three-phase induction motor control system to track a sine signal in the stator reference frame. Simulation and experimental results will prove the efficiency and robustness of this control strategy

Utilização de redes neurais artificiais para detecção e diagnóstico de falhas

In a real process, all used resources, whether physical or developed in software, are subject to interruptions or operational commitments. However, in situations in which operate critical systems, any kind of problem may bring big consequences. Knowing this, this paper aims to develop a system capable to detect the presence and indicate the types of failures that may occur in a process. For implementing and testing the proposed methodology, a coupled tank system was used as a study model case. The system should be developed to generate a set of signals that notify the process operator and that may be post-processed, enabling changes in control strategy or control parameters. Due to the damage risks involved with sensors, actuators and amplifiers of the real plant, the data set of the faults will be computationally generated and the results collected from numerical simulations of the process model. The system will be composed by structures with Artificial Neural Networks, trained in offline mode using Matlab®