Agricultural commodities pricing model applied to the Brazilian sugar market

This article suggests a pricing model for commodities used to produce biofuel. The model is based on the concept that the deterministic component of the Wiener process is not constant and depends on time and exogenous variables. The model, which incorporates theory of storage, the convenience yield and the seasonality of harvests, was applied in the Brazilian sugar market. After predictions were made with the Kalman filter, the model produced results that were statistically more accurate than those returned by the two-factor model available in the literature.

Efficient Kernel Computation for Volterra Filter Structure Evaluation

Despite their generality, conventional Volterra filters are inadequate for some applications, due to the huge number of parameters that may be needed for accurate modelling. When a state-space model of the target system is known, this can be assessed by computing its kernels, which also provides valuable information for choosing an adequate alternate Volterra filter structure, if necessary, and is useful for validating parameter estimation procedures. In this letter, we derive expressions for the kernels by using the Carleman bilinearization method, for which an efficient algorithm is given. Simulation results are presented, which confirm the usefulness of the proposed approach.

Constrained least square pre-distortion scheme for multiuser ultra-wideband

The study proposes a constrained least square (CLS) pre-distortion scheme for multiple-input single-output (MISO) multiple access ultra-wideband (UWB) systems. In such a scheme, a simple objective function is defined, which can be efficiently solved by a gradient-based algorithm. For the performance evaluation, scenarios CM1 and CM3 of the IEEE 802.15.3a channel model are considered. Results show that the CLS algorithm has a fast convergence and a good trade-off between intersymbol interference (ISI) and multiple access interference (MAI) reduction and signal-to-noise ratio (SNR) preservation, performing better than time-reversal (TR) pre-distortion.

Temperature Effects on Suction Measurement Using the Filter Paper Technique

This paper presents the results of an experimental study of thermal effects on filter paper calibration curves used to obtain the soil suction. When the temperature is significantly different from ambient values, it is essential to consider the influence of temperature on the filter paper calibration curves to obtain a reliable soil suction measurement. The calibration curve of Whatman No. 42 filter paper was determined at 10 degrees C, 25 degrees C, and 50 degrees C using the vapor equilibrium technique with sodium chloride solutions at different concentrations and the axis translation technique. The experimental results showed a major influence of temperature on the filter paper calibration curves. Using the obtained experimental data a calibration equation was proposed, taking into account the effect of temperature. The obtained calibration curves were then used to determine the soil water retention curve of kaolin clay, which showed lower retention capacity at higher temperatures.

The Effect of Contact on the Filter Paper Method for Measuring Soil Suction

The filter paper method is one of the most commonly used and critiqued techniques for measuring soil suction. However, many aspects related to its use still require some clarification. The results of a comprehensive study on the effect of the contact between the soil grains and soil water and the filter paper are presented herein. We investigated the influence of the equilibration time, the texture of the porous material and the degree of contact, or lack thereof, between the soil grains and the filter paper using Miamian #42 and three different types of porous material. To enhance the difference between the total suction and the matrix suction, osmotic suction was induced by saturating the specimens with a sodium chloride solution.

Synthesis Methodology Applied to a Tunable Patch Filter With Independent Frequency and Bandwidth Control

A new methodology for the synthesis of tunable patch filters is presented. The methodology helps the designer to perform a theoretical analysis of the filter through a coupling matrix that includes the effect of the tuning elements used to tune the filter. This general methodology accounts for any tuning parameter desired and was applied to the design of a tunable dual-mode patch filter with independent control of center frequency and bandwidth (BW). The bandpass filter uses a single triangular resonator with two etched slots that split the fundamental degenerate modes and form the filter passband. Varactor diodes assembled across the slots are used to vary the frequency of each degenerate fundamental mode independently, which is feasible due to the nature of the coupling scheme of the filter. The varactor diode model used in simulations, their assembling, the dc bias configuration, and measured results are presented. The theory results are compared to the simulations and to measurements showing a very good agreement and validating the proposed methodology. The fabricated filter presents an elliptic response with 20% of center frequency tuning range around 3.2 GHz and a fractional BW variation from 4% to 12% with low insertion loss and high power handling with a 1-dB compression point higher than +14.5 dB.

Evaluating bound-constrained minimization software

Bound-constrained minimization is a subject of active research. To assess the performance of existent solvers, numerical evaluations and comparisons are carried on. Arbitrary decisions that may have a crucial effect on the conclusions of numerical experiments are highlighted in the present work. As a result, a detailed evaluation based on performance profiles is applied to the comparison of bound-constrained minimization solvers. Extensive numerical results are presented and analyzed.

Classical magnetoresistance of a ballistic electron gas constrained to non-planar topographies in a lattice of antidots under tilted magnetic field

The classical magnetoresistance of a two-dimensional electron gas constrained to non-planar topographies, in antidot lattices, and under the influence of tilted magnetic field in arbitrary direction is numerically studied. (C) 2012 Elsevier B.V. All rights reserved.

Augmented Lagrangian method with nonmonotone penalty parameters for constrained optimization

At each outer iteration of standard Augmented Lagrangian methods one tries to solve a box-constrained optimization problem with some prescribed tolerance. In the continuous world, using exact arithmetic, this subproblem is always solvable. Therefore, the possibility of finishing the subproblem resolution without satisfying the theoretical stopping conditions is not contemplated in usual convergence theories. However, in practice, one might not be able to solve the subproblem up to the required precision. This may be due to different reasons. One of them is that the presence of an excessively large penalty parameter could impair the performance of the box-constraint optimization solver. In this paper a practical strategy for decreasing the penalty parameter in situations like the one mentioned above is proposed. More generally, the different decisions that may be taken when, in practice, one is not able to solve the Augmented Lagrangian subproblem will be discussed. As a result, an improved Augmented Lagrangian method is presented, which takes into account numerical difficulties in a satisfactory way, preserving suitable convergence theory. Numerical experiments are presented involving all the CUTEr collection test problems.

The boundedness of penalty parameters in an augmented Lagrangian method with constrained subproblems

Augmented Lagrangian methods are effective tools for solving large-scale nonlinear programming problems. At each outer iteration, a minimization subproblem with simple constraints, whose objective function depends on updated Lagrange multipliers and penalty parameters, is approximately solved. When the penalty parameter becomes very large, solving the subproblem becomes difficult; therefore, the effectiveness of this approach is associated with the boundedness of the penalty parameters. In this paper, it is proved that under more natural assumptions than the ones employed until now, penalty parameters are bounded. For proving the new boundedness result, the original algorithm has been slightly modified. Numerical consequences of the modifications are discussed and computational experiments are presented.

Processing of high resolution magic angle spinning spectra of breast cancer cells by the filter diagonalization method

Proton nuclear magnetic resonance (H-1 NMR) spectroscopy for detection of biochemical changes in biological samples is a successful technique. However, the achieved NMR resolution is not sufficiently high when the analysis is performed with intact cells. To improve spectral resolution, high resolution magic angle spinning (HR-MAS) is used and the broad signals are separated by a T-2 filter based on the CPMG pulse sequence. Additionally, HR-MAS experiments with a T-2 filter are preceded by a water suppression procedure. The goal of this work is to demonstrate that the experimental procedures of water suppression and T-2 or diffusing filters are unnecessary steps when the filter diagonalization method (FDM) is used to process the time domain HR-MAS signals. Manipulation of the FDM results, represented as a tabular list of peak positions, widths, amplitudes and phases, allows the removal of water signals without the disturbing overlapping or nearby signals. Additionally, the FDM can also be used for phase correction and noise suppression, and to discriminate between sharp and broad lines. Results demonstrate the applicability of the FDM post-acquisition processing to obtain high quality HR-MAS spectra of heterogeneous biological materials.