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- The Mixed CUSUM-EWMA (MCE) control chart as a new alternative in the monitoring of a manufacturing processPublication . Oliveira, Amilcar; Oliveira, Teresa A.; Paladini, Edson Pacheco; Walter, Olga Maria Formigoni Carvalho; Henning, Elisa; Konrath, Andréa Cristina; Alves, Custodio da CunhaGoal: The objective is to conclude, based on a comparative study, if there is a significant difference in sensitivity between the application of MCE and the individual application of the CUSUM or EWMA chart, i.e., greater sensitivity particularly for cases of lesser magnitude of change. Design/Methodology/Approach: These are an applied research and statistical techniques such as statistical control charts are used for monitoring variability. Results: The results show that the MCE chart signals a process out of statistical control, while individual EWMA and CUSUM charts does not detect any situation out of statistical control for the data analyzed. Limitations: This article is dedicated to measurable variables and individual analysis of quality characteristics, without investing in attribute variables. The MCE chart was applied to items that are essential to the productive process development being analysed. Practical Implications: The practical implications of this study can contribute to: the correct choice of more sensitive control charts to detect mainly small changes in the location (mean) of processes; provide clear and accurate information about the fundamental procedures for the implementation of statistical quality control; and encourage the use of this quality improvement tool. Originality/Value: The MCE control chart is a great differential for the improvement of the quality process of the studied company because it goes beyond what CUSUM and EWMA control charts can identify in terms of variability.
- Acid phosphatase, some genetic polymorphism and obesity risk factors in adult womenPublication . Carolino, E.; Oliveira, T.; Silva, A. P.; Carvalho, R; Bicho, M.Recent works point out to a relation between some genetic factors and the predisposition for obesity. We believe, therefore, to be relevant to conduct this kind of study in the Portuguese population. In the present work the following genetic factors are considered: Haptoglobin phenotype, the Acid Phosphatasehenotype and two blood group systems, the MN System and the Lewis System. In addition, it was also considered one demographic factor, age, and one enzymatic activity, the Acid Phosphatase Activity. Haptoglobin (Hp) is a hemoglobin-binding protein of the immune system expressed by a genetic polymorphism with three major phenotypes. This protein is associated in some works with susceptibility for common pathological situations, such as some disorders related with obesity. The Acid phosphatase, more precisely the Acid phosphatase locus 1 (ACP1), is a highly polymorphic enzyme that has an important role in flavoenzyme activity and in the control of insulin receptor activity. High ACP1 activity was positively associated with high glycemic levels and with high body mass index (BMI) values. The MN blood system is a blood group system with three phenotypes each one showing different associations with some diseases, including some related with obesity. Finally, the Lewis System was focused on a single locus with two antigens, Le a and Le b. Confirming this characteristic as a genetic marker of obesity may contribute to the explanation of individual differences in the prevalence of obesity. The group under study involves 85 Portuguese adult women with complete data for all variables, taken from a data base with 714 subjects from the Genetic Laboratory, Centre of Endocrinology and Metabolism of University of Lisbon. The aim of the study is to explore and examine the relationship between the weight categories and the explanatory variables, with emphasis on risk for obesity. Therefore, an ordinal regression model was tried, considering as the regressor variables the Haptoglobin phenotype, Acid phosphatase (ACP1) phenotype, MN blood group system, Lewis system, the enzymatic activity of ACP1, age and some association effects between these factors. Some significant main effects were found at a 5% significance level: the phenotypeLe(a-b+) of Lewis System (p-value=0,021) and age (p-value=0,002). The phenotype Le(a-b+) of Lewis System is associated with a decreased risk for obesity (odds ratio 0,139; CI95%(0,016; 0,754)); age (as expected) is associated with an increased risk for obesity (odds ratio 1,11; CI95%(1,038; 1,190))
- Microarray experiments on risk analysis using RPublication . Oliveira, Teresa A.; Oliveira, Amilcar; Monteiro, Andreia A.The microarray technique is a powerful biotechnological tool, expanding in a interesting way the vision with which issues in medicine are studied. Microarray technology, allows simultaneous evaluation of the expression of thousands of genes in different tissues of a given organism, and in different stages of development or environmental conditions. However, experiments with microarrays are still substantially costly and laborious, and as a consequence, they are usually conducted with relatively small sample sizes, thereby requiring a careful experimental design and statistical analysis. This paper adopts some applications of microarrays in risk analysis using R statistical software.
- Program Book: 2023 IMS International Conference on Statistics and Data Science (ICSDS)Publication . Gomes, Maria Ivette; Oliveira, Teresa A.; Oliveira, Amilcar; Pestana, Pedro Duarte; Xu, MinIn response to the call from the 2021 IMS (Institute of Mathematical Statistics) Survey report to expand membership from emerging areas of data science, underrepresented groups, and from regions outside of North America, the IMS has launched the annual IMS International Conference on Statistics and Data Science (ICSDS). Following the success of 2022 ICSDS in Florence Italy, December 13-16. 2022, the second and this 2023 ICSDS is held on December 18-21, in Lisbon, Portugal. In addition to plenary sessions, invited, contributed and poster sessions, ICSDS offers a student paper competition for 12 Student Travel Awards. There are also Junior Researcher Support Funds for travel support for junior researchers. We gratefully acknowledge here the generous support for both awards from the funds of Industry Friends of IMS (IFoIMS). Students and young researchers are strongly encouraged to participate and utilize this support. The ICSDS conference has been thoughtfully organized to provide platforms to facilitate discovery dissemination and foster collaborations among researchers from a wide range of research and practice areas in statistics and data science, and from academia, industry and government. We are gratified to be able to welcome to the ICSDS more than 550 participants coming from more than 40 countries. The goal of the ICSDS is to afford such a diverse crowd a stimulating setting for exchanging ideas on the developments of modern statistics and data science, broadly defined, in all aspects of theory, methods and applications. The Local Organizing Committee in Lisbon, the beautiful capital city of Portugal, has worked hard to find the modern Cultural Center of Belém (CCB) in Belém area for us to host the ICSDS this year. CCB is located near where Tagus River meets the Atlantic Ocean, and it is surrounded by many magnificent landmarks, including Tower of Belém and Mosteiro dos Jerónimos. This location conveniently affords the conference participants rich social programs, including conference tours to Mosteiro dos Jerónimos and Tower of Belém, both are UNESCO World Heritage Sites, and are historical and architectural treasures for the world. We are also able to organize a conference banquet in the charming Casa do Alentejo to enjoy the local cuisine and the renowned Portuguese traditional Fado music performance. Participants are also highly encouraged to take advantage of the close proximity to “Pastéis de Belém” from CCB to enjoy the world famous Portuguese tarts. Many other wonderful things to do, eat and see in Lisbon can also be found in https://www.timeout.com/lisbon. We wish that the 2023 ICSDS proves to be another productive conference that will successfully cultivate more fruitful exchanges and collaborations for years to come. Acknowledgement: Needless to say, an international conference of this scale, with its coverage of wide-ranging subjects and size of broad participants from various disciplines across the world, would not have been possible without the collective efforts of many. We would like to thank the program committee, of 50 members from 29 countries, for helping establish the rich program. The Local Organizing Committee: Eunice Carrasquinha (Co-chair, CEAUL-FCUL), Ivette Gomes (Co-chair, CEAUL-FCUL), Tiago Marques (University of St Andrews, UK), Teresa A. Oliveira (Co-chair, CEAUL and Universidade Aberta), Soraia Pereira (CEAUL, Universidade de Lisboa), Giovani Silva (IST, CEAUL, Universidade de Lisboa), Lisete Sousa (Universidade de Lisboa), have contributed their tremendous effort and time in every aspect of this endeavor, from helping organize sessions, finding conference venue to all the logistics up to the very last minute, including banquet and tours. In particular, Ivette and Teresa brilliantly turned the messy and long conference program into a beautifully organized program book. Our heartfelt thanks also go to Elyse Gustafson (IMS Executive Director) for her working overtime on the financial issues and other related formalities on behalf of the IMS, and to Arlene Gray (Administrator, ICSDS) for her patiently taking care of the nonstop inquiries and tracking numerous responses and requests from the participants and the conference organizing team. Finally, we would be remiss not to acknowledge the invaluable contributions behind the scenes from Min Xu (IMS, Rutgers University), from setting up and managing the conference website, negotiating IT support with the conference venue, to setting up the program and readying all the slides. He bravely and efficiently met head on all kinds of unexpected challenges, technical as well as personal. It suffices to say that Min did all the heavy-lifting to make the conference program a reality for us all to enjoy.
- Modeling non-life insurance price for risk without historical informationPublication . Azevedo, Filipe Charters de; Oliveira, Teresa A.; Oliveira, AmilcarHow should an insurer price a risk for which there is no history? This work intends to show, step by step, which main mechanisms are needed to capture the tariff model of another insurance company minimizing the risk involved. The document generally deals with the price-making mechanisms in non-life insurance through the GLM regression models — Generalized Linear Model, more precisely the Poisson, Gamma and Tweedie models. Given the complexity of the application of these models in experimental design, it is studied a simpler way to characterize the rate, namely considering the Box–Cox transformation with SUR — Seemingly Unrelated Regression. An orthogonal experimental design to collect information is also presented as well as an application of these methods in the motor industry considering different companies.
- Hadamard matrices on error detection and correction: useful links to BIBDPublication . Francisco, Carla; Oliveira, Teresa A.; Oliveira, Amilcar; Carvalho, FranciscoIn the areas of Computer Science and Telecommunications there is a huge amount of applications in which error control, error detection and error correction are crucial tools to enable reliable delivery of digital data over unreliable communication, thus providing quality of service. Hadamard matrices can almost directly be used as an error-correcting code using an Hadamard code, generalized in Reed-Muller codes. Advances in algebraic design theory by using deep connections with algebra, finite geometry, number theory, combinatorics and optimization provided a substantial progress on exploring Hadamard matrices. Their construction and its use on combinatorics are crucial nowadays in diverse fields such as: quantum information, communications, networking, cryptography, biometry and security. Hadamard matrices give rise to a class of block designs named Hadamard configurations and different applications of it based on new technologies and codes of figures such as QR Codes are present almost everywhere. Some connections to Balanced Incomplete Block Designs are very well known as a tool to solve emerging problems in these areas. We will explore the use of Hadamard matrices on QR Codes error detection and correction. Some examples will be provided.
- Skewness into the product of two normally distributed variables and the risk consequencesPublication . Oliveira, Amilcar; Oliveira, Teresa A.; Seijas-Macias, J. AntonioThe analysis of skewness is an essential tool for decision-making since it can be used as an indicator on risk assessment. It is well known that negative skewed distributions lead to negative outcomes, while a positive skewness usually leads to good scenarios and consequently minimizes risks. In this work the impact of skewness on risk analysis will be explored, considering data obtained from the product of two normally distributed variables. In fact, modelling this product using a normal distribution is not a correct approach once skewness in many cases is different from zero. By ignoring this, the researcher will obtain a model understating the risk of highly skewed variables and moreover, for too skewed variables most of common tests in parametric inference cannot be used. In practice, the behaviour of the skewness considering the product of two normal variables is explored as a function of the distributions parameters: mean, variance and inverse of the coefficient variation. Using a measurement error model, the consequences of skewness presence on risk analysis are evaluated by considering several simulations and visualization tools using R software.
- The uniform distribution product: an approach to the (Q,r) inventory model using RPublication . Oliveira, Amilcar; Oliveira, Teresa A.; Seijas-Macias, J. AntonioIn this work the probability density function (PDF) for the product of two uniformly distributed random variables is explored under the implementation of a new procedure in R language. Based on the Rohatgi theorem for the theoretical form of the product, different possibilities for the range of values of the limits of both distributions are considered. As an application, the management of a (Q,r) inventory model with the presence of lead-time and uniform demand forecasts is considered. Solution to this model looks up to minimize the total costs through the variables Q (reorder quantity) and r (the reorder point), and not always exists an analytical solution of the problem. We show a graphical procedure for the simulation results and a more exactly analytical solution. Implementation in R is straightforward.
- Response surface methodology: a review of applications to risk assessmentPublication . Oliveira, Teresa A.; Leal, Conceição; Oliveira, AmilcarRisk Analysis has assumed a crucial relevance over the past few years, particularly in dynamical systems with increasing complexity. Thanks to recent technological advances, the use of simulation techniques to estimate models has become the norm rather than the exception. These simulated models are used to predict the behavior of a system, to compute the probability of occurrence of a specific event and to predict the consequence of the said event. Uncertainty associated with the simulation, either in model parameters or in experimental data, requires its quantification as a prerequisite in probabilistic risk assessment. The computational costs of numerical simulations are often very high, thus the use of metamodels arises as a pressing necessity. Response Surface Methodology is known to be a suitable tool, both for the estimation of metamodels for the behaviors of systems and risk assessment, and for the quantification of uncertainty. A review of applications and of various aspects on the use of Response Surface Methodology in Risk Assessment Systems will be presented.