Robust modeling using the generalized epsilon-skew-t distribution

In this paper, an alternative skew Student-t family of distributions is studied. It is obtained as an extension of the generalized Student-t (GS-t) family introduced by McDonald and Newey [10]. The extension that is obtained can be seen as a reparametrization of the skewed GS-t distribution considered by Theodossiou [14]. A key element in the construction of such an extension is that it can be stochastically represented as a mixture of an epsilon-skew-power-exponential distribution [1] and a generalized-gamma distribution. From this representation, we can readily derive theoretical properties and easy-to-implement simulation schemes. Furthermore, we study some of its main properties including stochastic representation, moments and asymmetry and kurtosis coefficients. We also derive the Fisher information matrix, which is shown to be nonsingular for some special cases such as when the asymmetry parameter is null, that is, at the vicinity of symmetry, and discuss maximum-likelihood estimation. Simulation studies for some particular cases and real data analysis are also reported, illustrating the usefulness of the extension considered.

Robust statistical modeling using the Birnbaum-Saunders-t distribution applied to insurance

In this paper, we carry out robust modeling and influence diagnostics in Birnbaum-Saunders (BS) regression models. Specifically, we present some aspects related to BS and log-BS distributions and their generalizations from the Student-t distribution, and develop BS-t regression models, including maximum likelihood estimation based on the EM algorithm and diagnostic tools. In addition, we apply the obtained results to real data from insurance, which shows the uses of the proposed model. Copyright (c) 2011 John Wiley & Sons, Ltd.

Robust Hybrid Mechanisms for Scheduling of Grid Tasks

This paper proposes three new hybrid mechanisms for the scheduling of grid tasks, which integrate reactive and proactive approaches. They differ by the scheduler used to define the initial schedule of an application and by the scheduler used to reschedule the application. The mechanisms are compared to reactive and proactive mechanisms. Results show that hybrid approach produces performance close to that of the reactive mechanisms, but demanding less migrations.

Robust tori-like Lagrangian coherent structures

In general the term "Lagrangian coherent structure" (LCS) is used to make reference about structures whose properties are similar to a time-dependent analog of stable and unstable manifolds from a hyperbolic fixed point in Hamiltonian systems. Recently, the term LCS was used to describe a different type of structure, whose properties are similar to those of invariant tori in certain classes of two-dimensional incompressible flows. A new kind of LCS was obtained. It consists of barriers, called robust tori that block the trajectories in certain regions of the phase space. We used the Double-Gyre Flow system as the model. In this system, the robust tori play the role of a skeleton for the dynamics and block, horizontally, vortices that come from different parts of the phase space. (C) 2012 Elsevier B.V. All rights reserved.

Linear matrix inequality-based robust model predictive control for time-delayed systems

This work addresses the solution to the problem of robust model predictive control (MPC) of systems with model uncertainty. The case of zone control of multi-variable stable systems with multiple time delays is considered. The usual approach of dealing with this kind of problem is through the inclusion of non-linear cost constraint in the control problem. The control action is then obtained at each sampling time as the solution to a non-linear programming (NLP) problem that for high-order systems can be computationally expensive. Here, the robust MPC problem is formulated as a linear matrix inequality problem that can be solved in real time with a fraction of the computer effort. The proposed approach is compared with the conventional robust MPC and tested through the simulation of a reactor system of the process industry.

Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions

An extension of some standard likelihood based procedures to heteroscedastic nonlinear regression models under scale mixtures of skew-normal (SMSN) distributions is developed. This novel class of models provides a useful generalization of the heteroscedastic symmetrical nonlinear regression models (Cysneiros et al., 2010), since the random term distributions cover both symmetric as well as asymmetric and heavy-tailed distributions such as skew-t, skew-slash, skew-contaminated normal, among others. A simple EM-type algorithm for iteratively computing maximum likelihood estimates of the parameters is presented and the observed information matrix is derived analytically. In order to examine the performance of the proposed methods, some simulation studies are presented to show the robust aspect of this flexible class against outlying and influential observations and that the maximum likelihood estimates based on the EM-type algorithm do provide good asymptotic properties. Furthermore, local influence measures and the one-step approximations of the estimates in the case-deletion model are obtained. Finally, an illustration of the methodology is given considering a data set previously analyzed under the homoscedastic skew-t nonlinear regression model. (C) 2012 Elsevier B.V. All rights reserved.

A New Control Architecture for Robust Controllers in Rear Electric Traction Passenger HEVs

It is well known that control systems are the core of electronic differential systems (EDSs) in electric vehicles (EVs)/hybrid HEVs (HEVs). However, conventional closed-loop control architectures do not completely match the needed ability to reject noises/disturbances, especially regarding the input acceleration signal incoming from the driver's commands, which makes the EDS (in this case) ineffective. Due to this, in this paper, a novel EDS control architecture is proposed to offer a new approach for the traction system that can be used with a great variety of controllers (e. g., classic, artificial intelligence (AI)-based, and modern/robust theory). In addition to this, a modified proportional-integral derivative (PID) controller, an AI-based neuro-fuzzy controller, and a robust optimal H-infinity controller were designed and evaluated to observe and evaluate the versatility of the novel architecture. Kinematic and dynamic models of the vehicle are briefly introduced. Then, simulated and experimental results were presented and discussed. A Hybrid Electric Vehicle in Low Scale (HELVIS)-Sim simulation environment was employed to the preliminary analysis of the proposed EDS architecture. Later, the EDS itself was embedded in a dSpace 1103 high-performance interface board so that real-time control of the rear wheels of the HELVIS platform was successfully achieved.

Robust and optimal adjustment of Power System Stabilizers through Linear Matrix Inequalities

This work presents the application of Linear Matrix Inequalities to the robust and optimal adjustment of Power System Stabilizers with pre-defined structure. Results of some tests show that gain and zeros adjustments are sufficient to guarantee robust stability and performance with respect to various operating points. Making use of the flexible structure of LMI's, we propose an algorithm that minimizes the norm of the controllers gain matrix while it guarantees the damping factor specified for the closed loop system, always using a controller with flexible structure. The technique used here is the pole placement, whose objective is to place the poles of the closed loop system in a specific region of the complex plane. Results of tests with a nine-machine system are presented and discussed, in order to validate the algorithm proposed. (C) 2012 Elsevier Ltd. All rights reserved.

Spectral fluctuation and 1/f(alpha) noise in the energy level statistics of interacting trapped bosons

It has been recently shown numerically that the transition from integrability to chaos in quantum systems and the corresponding spectral fluctuations are characterized by 1/f(alpha) noise with 1 <= alpha <= 2. The system of interacting trapped bosons is inhomogeneous and complex. The presence of an external harmonic trap makes it more interesting as, in the atomic trap, the bosons occupy partly degenerate single-particle states. Earlier theoretical and experimental results show that at zero temperature the low-lying levels are of a collective nature and high-lying excitations are of a single-particle nature. We observe that for few bosons, the P(s) distribution shows the Shnirelman peak, which exhibits a large number of quasidegenerate states. For a large number of bosons the low-lying levels are strongly affected by the interatomic interaction, and the corresponding level fluctuation shows a transition to a Wigner distribution with an increase in particle number. It does not follow Gaussian orthogonal ensemble random matrix predictions. For high-lying levels we observe the uncorrelated Poisson distribution. Thus it may be a very realistic system to prove that 1/f(alpha) noise is ubiquitous in nature.

Describing some of the Dimensions that comprise the Profile of the Faculty Staff of Statistics Departments in Brazil

Statistics is a required course in virtually all undergraduate programs in Brazilian universities. In addition, undergraduate programs in Statistics are offered in many public universities. However, despite the importance of this science, there are no systematic studies in the national literature regarding the characterization of the faculty staff, which is responsible for the teaching of statistics in the country. In this context, this paper presents a description of the faculty members of undergraduate courses in Statistics. This description was based on a descriptive sample, related to aspects of their education and scientific production. A prediction of future demand for PhDs in Statistics to fill the vacancies is also provided based on the retirement of faculty members in undergraduate courses in Statistics in the country.

Energy-level statistics of interacting trapped bosons

It is a well-established fact that statistical properties of energy-level spectra are the most efficient tool to characterize nonintegrable quantum systems. The statistical behavior of different systems such as complex atoms, atomic nuclei, two-dimensional Hamiltonians, quantum billiards, and noninteracting many bosons has been studied. The study of statistical properties and spectral fluctuations in interacting many-boson systems has developed interest in this direction. We are especially interested in weakly interacting trapped bosons in the context of Bose-Einstein condensation (BEC) as the energy spectrum shows a transition from a collective nature to a single-particle nature with an increase in the number of levels. However this has received less attention as it is believed that the system may exhibit Poisson-like fluctuations due to the existence of an external harmonic trap. Here we compute numerically the energy levels of the zero-temperature many-boson systems which are weakly interacting through the van der Waals potential and are confined in the three-dimensional harmonic potential. We study the nearest-neighbor spacing distribution and the spectral rigidity by unfolding the spectrum. It is found that an increase in the number of energy levels for repulsive BEC induces a transition from a Wigner-like form displaying level repulsion to the Poisson distribution for P(s). It does not follow the Gaussian orthogonal ensemble prediction. For repulsive interaction, the lower levels are correlated and manifest level-repulsion. For intermediate levels P(s) shows mixed statistics, which clearly signifies the existence of two energy scales: external trap and interatomic interaction, whereas for very high levels the trapping potential dominates, generating a Poisson distribution. Comparison with mean-field results for lower levels are also presented. For attractive BEC near the critical point we observe the Shnirelman-like peak near s = 0, which signifies the presence of a large number of quasidegenerate states.

PXRF and multivariate statistics analysis of pre-colonial pottery from northeast of Brazil

Portable system of energy dispersive X-ray fluorescence was used to determine the elemental composition of 68 pottery fragments from Sambaqui do Bacanga, an archeological site in Sao Luis, Maranhao, Brazil. This site was occupied from 6600 BP until 900 BP. By determining the element chemical composition of those fragments, it was possible to verify the existence of engobe in 43 pottery fragments. Obtained from two-dimensional graphs and hierarchical cluster analysis performed in fragments of stratigraphies from surface and 113-cm level, and 10 to 20, 132 and 144-cm level, it was possible to group these fragments in five distinct groups, according to their stratigraphies. The results of data grouping (two-dimensional graphics) are in agreement with hierarchical cluster analysis by Ward method. Copyright (C) 2011 John Wiley & Sons, Ltd.

Influence diagnostics for elliptical semiparametric mixed models

In this paper we extend semiparametric mixed linear models with normal errors to elliptical errors in order to permit distributions with heavier and lighter tails than the normal ones. Penalized likelihood equations are applied to derive the maximum penalized likelihood estimates (MPLEs) which appear to be robust against outlying observations in the sense of the Mahalanobis distance. A reweighed iterative process based on the back-fitting method is proposed for the parameter estimation and the local influence curvatures are derived under some usual perturbation schemes to study the sensitivity of the MPLEs. Two motivating examples preliminarily analyzed under normal errors are reanalyzed considering some appropriate elliptical errors. The local influence approach is used to compare the sensitivity of the model estimates.

A Robust Structural PGN Model for Control of Cell-Cycle Progression Stabilized by Negative Feedbacks

The cell division cycle comprises a sequence of phenomena controlled by a stable and robust genetic network. We applied a probabilistic genetic network (PGN) to construct a hypothetical model with a dynamical behavior displaying the degree of robustness typical of the biological cell cycle. The structure of our PGN model was inspired in well-established biological facts such as the existence of integrator subsystems, negative and positive feedback loops, and redundant signaling pathways. Our model represents genes interactions as stochastic processes and presents strong robustness in the presence of moderate noise and parameters fluctuations. A recently published deterministic yeast cell-cycle model does not perform as well as our PGN model, even upon moderate noise conditions. In addition, self stimulatory mechanisms can give our PGN model the possibility of having a pacemaker activity similar to the observed in the oscillatory embryonic cell cycle.