COINTEGRATION TESTS BASED ON RECORD COUNTING STATISTICS

This paper presents of number of cointegration tests that exploit the statistical properties of the records from the original time series variables. We prove their consistency and obtain their asymptotic null distributions. Among the advantages of this novel methodology, the new tests are invariant with respect to the individual series’ variances and also with respect to monotonic transformations applied to these series. In addition, these tests are robust against the presence of level breaks as long as the number of these breaks increases slowly enough with the sample size. Finally, an alternative scheme is proposed to deal with additive outliers, which prevent them from causing size distortions.

A RANGE UNIT ROOT TEST

Since the seminal paper by Dickey and Fuller in 1979, unit-root tests have conditioned the standard approaches to analyse time series with strong serial dependence, the focus being placed in the detection of eventual unit roots in an autorregresive model fitted to the series. In this paper we propose a completely different method to test for the type of“long-wave” patterns observed not only in unit root time series but also in series following more complex data generating mechanisms. To this end, our testing device analyses the trend exhibit by the data, without imposing any constraint on the generating mechanism. We call our device the Range Unit Root (RUR) Test since it is constructed from running ranges of the series. These statistics allow a more general characterization of a strong serial dependence in the mean behavior, thus endowing our test with a number of desirable properties, among which its error-model-free asymptotic distribution, the invariance to nonlinear monotonic transformations of the series and the robustness to the presence of level shifts and additive outliers. In addition, the RUR test outperforms the power of standard unit root tests on near-unit-root stationary time series and is asymptotically immune to noise.

Diet and dynamic of the first christians in Algarve during the 13th - 14th AD

Stable isotopes study of carbon, nitrogen and sulfur isotopic systems in bone remains in order to assess diet of a Christian population during the 13th and 14th Centuries AD. The population studied was from a Necropolis excavated in Cacela-a-Velha (Algarve, Portugal) and belonged to the first Christians from the Kingdom of Portugal that settled in the region after the conquest of the Algarve in the first half of the 13th century. This study seeks to provide a better understanding of the food, resources and cultural practices of the already mentioned population, in order to have a wider point of view of the reality lived by this community, and its immediate and regional context during that period of time. Differences were seen among faunal bone collagen samples, making possible to infer distinctions in agricultural practices and trading in the region. The δ13C, δ15N and δ34S results of human bone collagen evidenced a heterogeneous diet in the population that could be caused by social and political factors. The study not only would provide isotopic data that could be used for future studies, but also, it provides a deeper perspective of the Christian societies of medieval Iberian Peninsula, since the data was contrasted and complemented with historical and anthropological information. This could be useful to provide a more complex conceptualization of the medieval Iberian cultures; Dieta e dinâmica dos primeiros cristãos no Algarve durante os séculos XIII e XIV RESUMO: Para avaliar a dieta de uma população cristã dos séculos XIII e XIV d. C. foi realizado o estudo das razões isotópicas em carbono, azoto e enxofre em restos ósseos humanos recuperados de uma Necrópole escavada em Cacela-a-Velha (Algarve, Portugal). Estas populações, consideradas dos primeiros Cristãos do Reino de Portugal, instalaram-se nesta região após a conquista do Algarve durante a primeira metade do século XIII. Com este estudo pretende-se obter informação sobre os hábitos alimentares, utilização de recursos e práticas culturais desta população, com o objectivo de obter uma visão mais alargada da realidade vivida por esta comunidade, do seu contexto quotidiano e regional durante esse período. Foram observadas diferenças nas razões isotópicas no colagénio ósseo da fauna contemporânea aos restos humanos, permitindo reconhecer algumas diferenças nas práticas agrícolas e no comércio da região. Os resultados de δ13C, δ15N e δ34S do colagénio ósseo humano evidenciaram uma dieta heterogénea na população que poderia ser resultante de factores sociais e políticos. O estudo permitiu obter dados isotópicos que poderão ser enquadrados em futuros estudos, mas também, permitiu obter uma perspectiva mais profunda das sociedades cristãs da Península Ibérica medieval, já que os dados foram comparados e complementados com informação histórica e antropológica. Esta informação poderá ser útil para proporcionar uma conceptualização mais complexa das culturas ibéricas medievais

Using non-invasive brain stimulation to augment motor training-induced plasticity

Therapies for motor recovery after stroke or traumatic brain injury are still not satisfactory. To date the best approach seems to be the intensive physical therapy. However the results are limited and functional gains are often minimal. The goal of motor training is to minimize functional disability and optimize functional motor recovery. This is thought to be achieved by modulation of plastic changes in the brain. Therefore, adjunct interventions that can augment the response of the motor system to the behavioural training might be useful to enhance the therapy-induced recovery in neurological populations. In this context, noninvasive brain stimulation appears to be an interesting option as an add-on intervention to standard physical therapies. Two non-invasive methods of inducing electrical currents into the brain have proved to be promising for inducing long-lasting plastic changes in motor systems: transcranial magnetic stimulation (TMS) and transcranial direct current stimulation (tDCS). These techniques represent powerful methods for priming cortical excitability for a subsequent motor task, demand, or stimulation. Thus, their mutual use can optimize the plastic changes induced by motor practice, leading to more remarkable and outlasting clinical gains in rehabilitation. In this review we discuss how these techniques can enhance the effects of a behavioural intervention and the clinical evidence to date

Ambient vibration re-testing and operational modal analysis of the Humber Bridge

Author's manuscript version. The final published version is available via the publisher at doi:10.1016/j.engstruct.2010.02.034. Copyright © 2010 Elsevier Ltd. All rights reserved.An ambient vibration survey of the Humber Bridge was carried out in July 2008 by a combined team from the UK, Portugal and Hong Kong. The exercise had several purposes that included the evaluation of current technology for instrumentation and system identification and the generation of an experimental data set of modal properties to be used for validation and updating of finite element models for scenario simulation and structural health monitoring. The exercise was conducted as part of a project aimed at developing online diagnosis capabilities for three landmark European suspension bridges. Ten stand-alone triaxial acceleration recorders were deployed at locations along all three spans and in all four pylons during five days of consecutive one-hour recordings. Time series segments from the recorders were merged, and several operational modal analysis techniques were used to analyse these data and assemble modal models representing the global behavior of the bridge in all three dimensions for all components of the structure. The paper describes the equipment and procedures used for the exercise, compares the operational modal analysis (OMA) technology used for system identification and presents modal parameters for key vibration modes of the complete structure. Results obtained using three techniques: natural excitation technique/eignsystem realization algorithm, stochastic subspace identification and p-LSCF, are compared among themselves and with those obtained from a 1985 test of the bridge, showing few significant modal parameter changes over 23 years in cases where direct comparison is possible The measurement system and the much more sophisticated OMA technology used in the present test show clear advantages necessary due to the compressed timescales compared to the earlier exercise. Even so, the parameter estimates exhibit significant variability between different methods and variations of the same method, while also varying in time and having inherent variability.Engineering and Physical Sciences Research Council (EPSRC

Análisis digital y detección de elecciones atípicas

Este trabajo utiliza la Ley de Newcomb-Benford y las pruebas de Beber y Scacco para analizar las elecciones presidenciales desde 1958 hasta el 2006, las presidenciales de 1922, las elecciones de Congreso en 2010, y las votaciones para Alcalde en Cali del 2007. Este es el primer estudio y aplicación sistemática de técnicas cuantitativas para la detección de anomalías en resultados electorales en Colombia. Aunque estas técnicas no ofrecen una prueba de la existencia de fraude, ni identifican el origen o receptor de una posible manipulación de los datos, sí permiten generar alertas que podrían ser utilizadas para priorizar investigaciones. Los resultados muestran la existencia de resultados atípicos en las elecciones presidenciales de 1970 y en las de Senado y Cámara de 2010. También se observan, aunque en menor grado, votaciones atípicas en las presidenciales de 1922, 1982, y en las votaciones de la Alcaldía de Cali 2007.Fraude electoral; Ley de Benford; Pruebas de Beber y Scacco; Análisis digital; Elecciones Colombia.

Finanças comportamentais: análise do mercado financeiro brasileiro pela ótica da teoria da perspectiva

Este trabalho aborda a temática das Finanças Comportamentais, área das Finanças que vem ganhando cada vez maior visibilidade, por contraponto às teorias das Finanças Modernas e tradicionais. Esta área aponta mais para uma análise psicológica do comportamento do agente financeiro, onde até então se dava maior importância à racionalidade como base no processo de tomada de decisão. A Teoria da Perspectiva, elaborada por Daniel Kahneman e Amos Tversky, surge como alternativa, introduzindo a irracionalidade e a influência de vieses heurísticos influenciadores das decisões, fazendo notar que estas não são ações exclusivamente racionais, envolvendo erros e acertos, perdas e riscos nem sempre calculados. O objetivo do trabalho é identificar os efeitos comportamentais previstos pela Teoria da Perspectiva nos processos de tomada de decisões financeiras por parte dos indivíduos do mercado financeiro brasileiro. Foi adotada uma revisão de literatura seguida por uma aplicação de um questionário, visando dar resposta aos objetivos traçados. Verificou-se que o processo de tomada de decisão dos agentes financeiros atualmente não está apenas baseado na racionalidade, mas antes envolve aspectos irracionais, vieses heurísticos resultantes da percepção cognitiva dos tomadores de decisão, onde aspectos como as vivências e experiências anteriores podem influenciar na avaliação de riscos e perspectivas perante as informações do mercado

Oportunidades de agenciamiento familiar para construcción de paces desde la familia.

Maestría en Educación y Desarrollo Humano, Facultad de Ciencias Sociales y Humanas.Este estudio fue realizado con el objetivo de identificar las oportunidades de agenciamiento familiar que, desde la crianza y la socialización política, contribuyen a la construcción de paces desde la familia. Fue desarrollado en un municipio del norte del departamento del Tolima. Se tuvo en cuenta un modelo fenomenológico que, a partir de narrativas propiciadas por entrevistas semiestructuradas, dio sentido a las características y manifestaciones de los conflictos familiares y a los gestos pacificadores que deconstruyen la violencia, en situaciones de conflicto familiar. Los hallazgos muestran la necesidad de democratizar las relaciones familiares, naturalizar y perpetuar estilos de relación que contradigan la obediencia, la imposición y el control sobre los demás, como objetivo de la crianza y la formación en familia

Learning Factory: The Path to Industry 4.0

Abstract Nowadays, there are plenty of studies that seek to determine which are the skills that should be met by an engineer. Communication and teamwork are some of the most recurrent ones associated with a knowledge of the engineering sciences. However, their application is not straight forward, due to the lack of educational approaches that contributes to develop experience-based knowledge. Learning Factories (LF) have shown to be effective for developing theoretical and practical knowledge in a real production environment. This article describes the transformation process of a training-addressed manufacturing workshop, in order to structure a Learning Factory for the production engineering program at EAFIT University. The proposed transformations were based on the definition of three pillars (didactic, integrative and engineering) for the development of an LF. We argue that a proper transformation process may contribute to ease the path towards new manufacturing trends such as industry 4.0 into an academic context that strengths the engineering training process