Estudio de la aplicabilidad de las aproximaciones uniformes al análisis de series históricas : aplicación al caso de los precios del cobre

El objetivo de este proyecto de investigación es comparar dos técnicas matemáticas de aproximación polinómica, las aproximaciones según el criterio de mínimos cuadrados y las aproximaciones uniformes (“minimax”). Se describen tanto el mercado actual del cobre, con sus fluctuaciones a lo largo del tiempo, como los distintos modelos matemáticos y programas informáticos disponibles. Como herramienta informática se ha seleccionado Matlab®, cuya biblioteca matemática es muy amplia y de uso muy extendido y cuyo lenguaje de programación es suficientemente potente para desarrollar los programas que se necesiten. Se han obtenido diferentes polinomios de aproximación sobre una muestra (serie histórica) que recoge la variación del precio del cobre en los últimos años. Se ha analizado la serie histórica completa y dos tramos significativos de ella. Los resultados obtenidos incluyen valores de interés para otros proyectos. Abstract The aim of this research project is to compare two mathematical models for estimating polynomial approximation, the approximations according to the criterion of least squares approximations uniform (“Minimax”). Describes both the copper current market, fluctuating over time as different computer programs and mathematical models available. As a modeling tool is selected main Matlab® which math library is the largest and most widely used programming language and which is powerful enough to allow you to develop programs that are needed. We have obtained different approximating polynomials, applying mathematical methods chosen, a sample (historical series) which indicates the fluctuation in copper prices in last years. We analyzed the complete historical series and two significant sections of it. The results include values that we consider relevant to other projects

Decision boundary for discrete Bayesian network classifiers

Bayesian network classifiers are a powerful machine learning tool. In order to evaluate the expressive power of these models, we compute families of polynomials that sign-represent decision functions induced by Bayesian network classifiers. We prove that those families are linear combinations of products of Lagrange basis polynomials. In absence of V-structures in the predictor sub-graph, we are also able to prove that this family of polynomials does in- deed characterize the specific classifier considered. We then use this representation to bound the number of decision functions representable by Bayesian network classifiers with a given structure and we compare these bounds to the ones obtained using Vapnik-Chervonenkis dimension.

Simplified Finite Element Assessment of Beams With and Without Shear Deformation

This paper presents a simplified finite element (FE) methodology for solving accurately beam models with (Timoshenko) and without (Bernoulli-Euler) shear deformation. Special emphasis is made on showing how it is possible to obtain the exact solution on the nodes and a good accuracy inside the element. The proposed simplifying concept, denominated as the equivalent distributed load (EDL) of any order, is based on the use of Legendre orthogonal polynomials to approximate the original or acting load for computing the results between the nodes. The 1-span beam examples show that this is a promising procedure that allows the aim of using either one FE and an EDL of slightly higher order or by using an slightly larger number of FEs leaving the EDL in the lowest possible order assumed by definition to be equal to 4 independently of how irregular the beam is loaded.

Linear Sparse Differential Resultant Formulas

Let P be a system of n linear nonhomogeneous ordinary differential polynomials in a set U of n-1 differential indeterminates. Differential resultant formulas are presented to eliminate the differential indeterminates in U from P. These formulas are determinants of coefficient matrices of appropriate sets of derivatives of the differential polynomials in P, or in a linear perturbation Pe of P. In particular, the formula dfres(P) is the determinant of a matrix M(P) having no zero columns if the system P is ``super essential". As an application, if the system PP is sparse generic, such formulas can be used to compute the differential resultant dres(PP) introduced by Li, Gao and Yuan.

Decision boundary for discrete Bayesian network classifiers

Bayesian network classifiers are a powerful machine learning tool. In order to evaluate the expressive power of these models, we compute families of polynomials that sign-represent decision functions induced by Bayesian network classifiers. We prove that those families are linear combinations of products of Lagrange basis polynomials. In absence of V-structures in the predictor sub-graph, we are also able to prove that this family of polynomials does in- deed characterize the specific classifier considered. We then use this representation to bound the number of decision functions representable by Bayesian network classifiers with a given structure and we compare these bounds to the ones obtained using Vapnik-Chervonenkis dimension.

Analysis of the geometric altimetry to support aircraft optimal trajectories within the future 4d trajectory management

Over the past few years, the common practice within air traffic management has been that commercial aircraft fly by following a set of predefined routes to reach their destination. Currently, aircraft operators are requesting more flexibility to fly according to their prefer- ences, in order to achieve their business objectives. Due to this reason, much research effort is being invested in developing different techniques which evaluate aircraft optimal trajectory and traffic synchronisation. Also, the inefficient use of the airspace using barometric altitude overall in the landing and takeoff phases or in Continuous Descent Approach (CDA) trajectories where currently it is necessary introduce the necessary reference setting (QNH or QFE). To solve this problem and to permit a better airspace management born the interest of this research. Where the main goals will be to evaluate the impact, weakness and strength of the use of geometrical altitude instead of the use of barometric altitude. Moreover, this dissertation propose the design a simplified trajectory simulator which is able to predict aircraft trajectories. The model is based on a three degrees of freedom aircraft point mass model that can adapt aircraft performance data from Base of Aircraft Data, and meteorological information. A feature of this trajectory simulator is to support the improvement of the strategic and pre-tactical trajectory planning in the future Air Traffic Management. To this end, the error of the tool (aircraft Trajectory Simulator) is measured by comparing its performance variables with actual flown trajectories obtained from Flight Data Recorder information. The trajectory simulator is validated by analysing the performance of different type of aircraft and considering different routes. A fuel consumption estimation error was identified and a correction is proposed for each type of aircraft model. In the future Air Traffic Management (ATM) system, the trajectory becomes the fundamental element of a new set of operating procedures collectively referred to as Trajectory-Based Operations (TBO). Thus, governmental institutions, academia, and industry have shown a renewed interest for the application of trajectory optimisation techniques in com- mercial aviation. The trajectory optimisation problem can be solved using optimal control methods. In this research we present and discuss the existing methods for solving optimal control problems focusing on direct collocation, which has received recent attention by the scientific community. In particular, two families of collocation methods are analysed, i.e., Hermite-Legendre-Gauss-Lobatto collocation and the pseudospectral collocation. They are first compared based on a benchmark case study: the minimum fuel trajectory problem with fixed arrival time. For the sake of scalability to more realistic problems, the different meth- ods are also tested based on a real Airbus 319 El Cairo-Madrid flight. Results show that pseudospectral collocation, which has shown to be numerically more accurate and computa- tionally much faster, is suitable for the type of problems arising in trajectory optimisation with application to ATM. Fast and accurate optimal trajectory can contribute properly to achieve the new challenges of the future ATM. As atmosphere uncertainties are one of the most important issues in the trajectory plan- ning, the final objective of this dissertation is to have a magnitude order of how different is the fuel consumption under different atmosphere condition. Is important to note that in the strategic phase planning the optimal trajectories are determined by meteorological predictions which differ from the moment of the flight. The optimal trajectories have shown savings of at least 500 [kg] in the majority of the atmosphere condition (different pressure, and temperature at Mean Sea Level, and different lapse rate temperature) with respect to the conventional procedure simulated at the same atmosphere condition.This results show that the implementation of optimal profiles are beneficial under the current Air traffic Management (ATM).

Numerical issues in Lagrangian tracking and topological evolution of fluid particles in wallbounded turbulent flows

The determination of the local Lagrangian evolution of the flow topology in wall-bounded turbulence, and of the Lagrangian evolution associated with entrainment across the turbulent / non-turbulent interface into a turbulent boundary layer, require accurate tracking of a fluid particle and its local velocity gradients. This paper addresses the implementation of fluid-particle tracking in both a turbulent boundary layer direct numerical simulation and in a fully developed channel flow simulation. Determination of the sub-grid particle velocity is performed using both cubic B-spline, four-point Hermite spline and higher-order Hermite spline interpolation. Both wall-bounded flows show similar oscillations in the Lagrangian tracers of both velocity and velocity gradients, corresponding to the movement of particles across the boundaries of computational cells. While these oscillation in the particle velocity are relatively small and have negligible effect on the particle trajectories for time-steps of the order of CFL = 0.1, they appear to be the cause of significant oscillations in the evolution of the invariants of the velocity gradient tensor.

A framework for implementing outsourcing schemes

En esta tesis se aborda el problema de la externalización segura de servicios de datos y computación. El escenario de interés es aquel en el que el usuario posee datos y quiere subcontratar un servidor en la nube (“Cloud”). Además, el usuario puede querer también delegar el cálculo de un subconjunto de sus datos al servidor. Se presentan dos aspectos de seguridad relacionados con este escenario, en concreto, la integridad y la privacidad y se analizan las posibles soluciones a dichas cuestiones, aprovechando herramientas criptográficas avanzadas, como el Autentificador de Mensajes Homomórfico (“Homomorphic Message Authenticators”) y el Cifrado Totalmente Homomórfico (“Fully Homomorphic Encryption”). La contribución de este trabajo es tanto teórica como práctica. Desde el punto de vista de la contribución teórica, se define un nuevo esquema de externalización (en lo siguiente, denominado con su término inglés Outsourcing), usando como punto de partida los artículos de [3] y [12], con el objetivo de realizar un modelo muy genérico y flexible que podría emplearse para representar varios esquemas de ”outsourcing” seguro. Dicho modelo puede utilizarse para representar esquemas de “outsourcing” seguro proporcionando únicamente integridad, únicamente privacidad o, curiosamente, integridad con privacidad. Utilizando este nuevo modelo también se redefine un esquema altamente eficiente, construido en [12] y que se ha denominado Outsourcinglin. Este esquema permite calcular polinomios multivariados de grado 1 sobre el anillo Z2k . Desde el punto de vista de la contribución práctica, se ha construido una infraestructura marco (“Framework”) para aplicar el esquema de “outsourcing”. Seguidamente, se ha testado dicho “Framework” con varias implementaciones, en concreto la implementación del criptosistema Joye-Libert ([18]) y la implementación del esquema propio Outsourcinglin. En el contexto de este trabajo práctico, la tesis también ha dado lugar a algunas contribuciones innovadoras: el diseño y la implementación de un nuevo algoritmo de descifrado para el esquema de cifrado Joye-Libert, en colaboración con Darío Fiore. Presenta un mejor comportamiento frente a los algoritmos propuestos por los autores de [18];la implementación de la función eficiente pseudo-aleatoria de forma amortizada cerrada (“amortized-closed-form efficient pseudorandom function”) de [12]. Esta función no se había implementado con anterioridad y no supone un problema trivial, por lo que este trabajo puede llegar a ser útil en otros contextos. Finalmente se han usado las implementaciones durante varias pruebas para medir tiempos de ejecución de los principales algoritmos.---ABSTRACT---In this thesis we tackle the problem of secure outsourcing of data and computation. The scenario we are interested in is that in which a user owns some data and wants to “outsource” it to a Cloud server. Furthermore, the user may want also to delegate the computation over a subset of its data to the server. We present the security issues related to this scenario, namely integrity and privacy and we analyse some possible solutions to these two issues, exploiting advanced cryptographic tools, such as Homomorphic Message Authenticators and Fully Homomorphic Encryption. Our contribution is both theoretical and practical. Considering our theoretical contribution, using as starting points the articles of [3] and [12], we introduce a new cryptographic primitive, called Outsourcing with the aim of realizing a very generic and flexible model that might be employed to represent several secure outsourcing schemes. Such model can be used to represent secure outsourcing schemes that provide only integrity, only privacy or, interestingly, integrity with privacy. Using our new model we also re-define an highly efficient scheme constructed in [12], that we called Outsourcinglin and that is a scheme for computing multi-variate polynomials of degree 1 over the ring Z2k. Considering our practical contribution, we build a Framework to implement the Outsourcing scheme. Then, we test such Framework to realize several implementations, specifically the implementation of the Joye-Libert cryptosystem ([18]) and the implementation of our Outsourcinglin scheme. In the context of this practical work, the thesis also led to some novel contributions: the design and the implementation, in collaboration with Dario Fiore, of a new decryption algorithm for the Joye-Libert encryption scheme, that performs better than the algorithms proposed by the authors in [18]; the implementation of the amortized-closed-form efficient pseudorandom function of [12]. There was no prior implementation of this function and it represented a non trivial work, which can become useful in other contexts. Finally we test the implementations to execute several experiments for measuring the timing performances of the main algorithms.

Differential elimination by differential specialization of Sylvester style matrices

Differential resultant formulas are defined, for a system $\cP$ of $n$ ordinary Laurent differential polynomials in $n-1$ differential variables. These are determinants of coefficient matrices of an extended system of polynomials obtained from $\cP$ through derivations and multiplications by Laurent monomials. To start, through derivations, a system $\ps(\cP)$ of $L$ polynomials in $L-1$ algebraic variables is obtained, which is non sparse in the order of derivation. This enables the use of existing formulas for the computation of algebraic resultants, of the multivariate sparse algebraic polynomials in $\ps(\cP)$, to obtain polynomials in the differential elimination ideal generated by $\cP$. The formulas obtained are multiples of the sparse differential resultant defined by Li, Yuan and Gao, and provide order and degree bounds in terms of mixed volumes in the generic case.

Calibración geométrica de cámaras no métricas. Estudio de metodologías y modelos matemáticos de distorsión

La Fotogrametría, como ciencia y técnica de obtención de información tridimensional del espacio objeto a partir de imágenes bidimensionales, requiere de medidas de precisión y en ese contexto, la calibración geométrica de cámaras ocupa un lugar importante. El conocimiento de la geometría interna de la cámara es fundamental para lograr mayor precisión en las medidas realizadas. En Fotogrametría Aérea se utilizan cámaras métricas (fabricadas exclusivamente para aplicaciones cartográficas), que incluyen objetivos fotográficos con sistemas de lentes complejos y de alta calidad. Pero en Fotogrametría de Objeto Cercano se está trabajando cada vez con más asiduidad con cámaras no métricas, con ópticas de peor calidad que exigen una calibración geométrica antes o después de cada trabajo. El proceso de calibración encierra tres conceptos fundamentales: modelo de cámara, modelo de distorsión y método de calibración. El modelo de cámara es un modelo matemático que aproxima la transformación proyectiva original a la realidad física de las lentes. Ese modelo matemático incluye una serie de parámetros entre los que se encuentran los correspondientes al modelo de distorsión, que se encarga de corregir los errores sistemáticos de la imagen. Finalmente, el método de calibración propone el método de estimación de los parámetros del modelo matemático y la técnica de optimización a emplear. En esta Tesis se propone la utilización de un patrón de calibración bidimensional que se desplaza en la dirección del eje óptico de la cámara, ofreciendo así tridimensionalidad a la escena fotografiada. El patrón incluye un número elevado de marcas, lo que permite realizar ensayos con distintas configuraciones geométricas. Tomando el modelo de proyección perspectiva (o pinhole) como modelo de cámara, se realizan ensayos con tres modelos de distorsión diferentes, el clásico de distorsión radial y tangencial propuesto por D.C. Brown, una aproximación por polinomios de Legendre y una interpolación bicúbica. De la combinación de diferentes configuraciones geométricas y del modelo de distorsión más adecuado, se llega al establecimiento de una metodología de calibración óptima. Para ayudar a la elección se realiza un estudio de las precisiones obtenidas en los distintos ensayos y un control estereoscópico de un panel test construido al efecto. ABSTRACT Photogrammetry, as science and technique for obtaining three-dimensional information of the space object from two-dimensional images, requires measurements of precision and in that context, the geometric camera calibration occupies an important place. The knowledge of the internal geometry of the camera is fundamental to achieve greater precision in measurements made. Metric cameras (manufactured exclusively for cartographic applications), including photographic lenses with complex lenses and high quality systems are used in Aerial Photogrammetry. But in Close Range Photogrammetry is working increasingly more frequently with non-metric cameras, worst quality optical components which require a geometric calibration before or after each job. The calibration process contains three fundamental concepts: camera model, distortion model and method of calibration. The camera model is a mathematical model that approximates the original projective transformation to the physical reality of the lenses. The mathematical model includes a series of parameters which include the correspondents to the model of distortion, which is in charge of correcting the systematic errors of the image. Finally, the calibration method proposes the method of estimation of the parameters of the mathematical modeling and optimization technique to employ. This Thesis is proposing the use of a pattern of two dimensional calibration that moves in the direction of the optical axis of the camera, thus offering three-dimensionality to the photographed scene. The pattern includes a large number of marks, which allows testing with different geometric configurations. Taking the projection model perspective (or pinhole) as a model of camera, tests are performed with three different models of distortion, the classical of distortion radial and tangential proposed by D.C. Brown, an approximation by Legendre polynomials and bicubic interpolation. From the combination of different geometric configurations and the most suitable distortion model, brings the establishment of a methodology for optimal calibration. To help the election, a study of the information obtained in the various tests and a purpose built test panel stereoscopic control is performed.

Decision boundary for discrete Bayesian network classifiers

Bayesian network classifiers are a powerful machine learning tool. In order to evaluate the expressive power of these models, we compute families of polynomials that sign-represent decision functions induced by Bayesian network classifiers. We prove that those families are linear combinations of products of Lagrange basis polynomials. In absence of V -structures in the predictor sub-graph, we are also able to prove that this family of polynomials does indeed characterize the specific classifier considered. We then use this representation to bound the number of decision functions representable by Bayesian network classifiers with a given structure.