Multifractality in the random parameter model for multivariate time series

The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

Leaf area index estimation with MODIS reflectance time series and model inversion during full rotations of Eucalyptus plantations

The leaf area index (LAI) of fast-growing Eucalyptus plantations is highly dynamic both seasonally and interannually, and is spatially variable depending on pedo-climatic conditions. LAI is very important in determining the carbon and water balance of a stand, but is difficult to measure during a complete stand rotation and at large scales. Remote-sensing methods allowing the retrieval of LAI time series with accuracy and precision are therefore necessary. Here, we tested two methods for LAI estimation from MODIS 250m resolution red and near-infrared (NIR) reflectance time series. The first method involved the inversion of a coupled model of leaf reflectance and transmittance (PROSPECT4), soil reflectance (SOILSPECT) and canopy radiative transfer (4SAIL2). Model parameters other than the LAI were either fixed to measured constant values, or allowed to vary seasonally and/or with stand age according to trends observed in field measurements. The LAI was assumed to vary throughout the rotation following a series of alternately increasing and decreasing sigmoid curves. The parameters of each sigmoid curve that allowed the best fit of simulated canopy reflectance to MODIS red and NIR reflectance data were obtained by minimization techniques. The second method was based on a linear relationship between the LAI and values of the GEneralized Soil Adjusted Vegetation Index (GESAVI), which was calibrated using destructive LAI measurements made at two seasons, on Eucalyptus stands of different ages and productivity levels. The ability of each approach to reproduce field-measured LAI values was assessed, and uncertainty on results and parameter sensitivities were examined. Both methods offered a good fit between measured and estimated LAI (R(2) = 0.80 and R(2) = 0.62 for model inversion and GESAVI-based methods, respectively), but the GESAVI-based method overestimated the LAI at young ages. (C) 2010 Elsevier Inc. All rights reserved.

CHARACTERIZATION OF EXPONENTIAL DIVERGENCE OF THE KALMAN FILTER FOR TIME-VARYING SYSTEMS

This paper studies semistability of the recursive Kalman filter in the context of linear time-varying (LTV), possibly nondetectable systems with incorrect noise information. Semistability is a key property, as it ensures that the actual estimation error does not diverge exponentially. We explore structural properties of the filter to obtain a necessary and sufficient condition for the filter to be semistable. The condition does not involve limiting gains nor the solution of Riccati equations, as they can be difficult to obtain numerically and may not exist. We also compare semistability with the notions of stability and stability w.r.t. the initial error covariance, and we show that semistability in a sense makes no distinction between persistent and nonpersistent incorrect noise models, as opposed to stability. In the linear time invariant scenario we obtain algebraic, easy to test conditions for semistability and stability, which complement results available in the context of detectable systems. Illustrative examples are included.

Some remarks on static-feedback linearization for time-varying systems

This work summarizes some results about static state feedback linearization for time-varying systems. Three different necessary and sufficient conditions are stated in this paper. The first condition is the one by [Sluis, W. M. (1993). A necessary condition for dynamic feedback linearization. Systems & Control Letters, 21, 277-283]. The second and the third are the generalizations of known results due respectively to [Aranda-Bricaire, E., Moog, C. H., Pomet, J. B. (1995). A linear algebraic framework for dynamic feedback linearization. IEEE Transactions on Automatic Control, 40, 127-132] and to [Jakubczyk, B., Respondek, W. (1980). On linearization of control systems. Bulletin del` Academie Polonaise des Sciences. Serie des Sciences Mathematiques, 28, 517-522]. The proofs of the second and third conditions are established by showing the equivalence between these three conditions. The results are re-stated in the infinite dimensional geometric approach of [Fliess, M., Levine J., Martin, P., Rouchon, P. (1999). A Lie-Backlund approach to equivalence and flatness of nonlinear systems. IEEE Transactions on Automatic Control, 44(5), 922-937]. (C) 2008 Elsevier Ltd. All rights reserved.

On state representations of time-varying nonlinear systems

This work considers a nonlinear time-varying system described by a state representation, with input u and state x. A given set of functions v, which is not necessarily the original input u of the system, is the (new) input candidate. The main result provides necessary and sufficient conditions for the existence of a local classical state space representation with input v. These conditions rely on integrability tests that are based on a derived flag. As a byproduct, one obtains a sufficient condition of differential flatness of nonlinear systems. (C) 2009 Elsevier Ltd. All rights reserved.

A Time Efficient Optical Model for GATE Simulation of a LYSO Scintillation Matrix Used in PET Applications

A time efficient optical model is proposed for GATE simulation of a LYSO scintillation matrix coupled to a photomultiplier. The purpose is to avoid the excessively long computation time when activating the optical processes in GATE. The usefulness of the model is demonstrated by comparing the simulated and experimental energy spectra obtained with the dual planar head equipment for dosimetry with a positron emission tomograph ( DoPET). The procedure to apply the model is divided in two steps. Firstly, a simplified simulation of a single crystal element of DoPET is used to fit an analytic function that models the optical attenuation inside the crystal. In a second step, the model is employed to calculate the influence of this attenuation in the energy registered by the tomograph. The use of the proposed optical model is around three orders of magnitude faster than a GATE simulation with optical processes enabled. A good agreement was found between the experimental and simulated data using the optical model. The results indicate that optical interactions inside the crystal elements play an important role on the energy resolution and induce a considerable degradation of the spectra information acquired by DoPET. Finally, the same approach employed by the proposed optical model could be useful to simulate a scintillation matrix coupled to a photomultiplier using single or dual readout scheme.

Bose systems in spatially random or time-varying potentials

Bose systems, subject to the action of external random potentials, are considered. For describing the system properties, under the action of spatially random potentials of arbitrary strength, the stochastic mean-field approximation is employed. When the strength of disorder increases, the extended Bose-Einstein condensate fragments into spatially disconnected regions, forming a granular condensate. Increasing the strength of disorder even more transforms the granular condensate into the normal glass. The influence of time-dependent external potentials is also discussed. Fastly varying temporal potentials, to some extent, imitate the action of spatially random potentials. In particular, strong time-alternating potential can induce the appearance of a nonequilibrium granular condensate.

Comparing time-varying autoregressive structures of locally stationary processes

In this paper, a novel statistical test is introduced to compare two locally stationary time series. The proposed approach is a Wald test considering time-varying autoregressive modeling and function projections in adequate spaces. The covariance structure of the innovations may be also time- varying. In order to obtain function estimators for the time- varying autoregressive parameters, we consider function expansions in splines and wavelet bases. Simulation studies provide evidence that the proposed test has a good performance. We also assess its usefulness when applied to a financial time series.

A fuzzy reed-frost model for epidemic spreading

In this paper, we present a fuzzy approach to the Reed-Frost model for epidemic spreading taking into account uncertainties in the diagnostic of the infection. The heterogeneities in the infected group is based on the clinical signals of the individuals (symptoms, laboratorial exams, medical findings, etc.), which are incorporated into the dynamic of the epidemic. The infectivity level is time-varying and the classification of the individuals is performed through fuzzy relations. Simulations considering a real problem with data of the viral epidemic in a children daycare are performed and the results are compared with a stochastic Reed-Frost generalization

Dynamic Imaging in Electrical Impedance Tomography of the Human Chest With Online Transition Matrix Identification

One of the electrical impedance tomography objectives is to estimate the electrical resistivity distribution in a domain based only on electrical potential measurements at its boundary generated by an imposed electrical current distribution into the boundary. One of the methods used in dynamic estimation is the Kalman filter. In biomedical applications, the random walk model is frequently used as evolution model and, under this conditions, poor tracking ability of the extended Kalman filter (EKF) is achieved. An analytically developed evolution model is not feasible at this moment. The paper investigates the identification of the evolution model in parallel to the EKF and updating the evolution model with certain periodicity. The evolution model transition matrix is identified using the history of the estimated resistivity distribution obtained by a sensitivity matrix based algorithm and a Newton-Raphson algorithm. To numerically identify the linear evolution model, the Ibrahim time-domain method is used. The investigation is performed by numerical simulations of a domain with time-varying resistivity and by experimental data collected from the boundary of a human chest during normal breathing. The obtained dynamic resistivity values lie within the expected values for the tissues of a human chest. The EKF results suggest that the tracking ability is significantly improved with this approach.

A fuzzy Reed-Frost model for epidemic spreading

In this paper, we present a fuzzy approach to the Reed-Frost model for epidemic spreading taking into account uncertainties in the diagnostic of the infection. The heterogeneities in the infected group is based on the clinical signals of the individuals (symptoms, laboratorial exams, medical findings, etc.), which are incorporated into the dynamic of the epidemic. The infectivity level is time-varying and the classification of the individuals is performed through fuzzy relations. Simulations considering a real problem with data of the viral epidemic in a children daycare are performed and the results are compared with a stochastic Reed-Frost generalization.

Non-stationary frequency analysis of extreme daily rainfall in Sao Paulo, Brazil

This work is an assessment of frequency of extreme values (EVs) of daily rainfall in the city of Sao Paulo. Brazil, over the period 1933-2005, based on the peaks-over-threshold (POT) and Generalized Pareto Distribution (GPD) approach. Usually. a GPD model is fitted to a sample of POT Values Selected With a constant threshold. However. in this work we use time-dependent thresholds, composed of relatively large p quantities (for example p of 0.97) of daily rainfall amounts computed from all available data. Samples of POT values were extracted with several Values of p. Four different GPD models (GPD-1, GPD-2, GPD-3. and GDP-4) were fitted to each one of these samples by the maximum likelihood (ML) method. The shape parameter was assumed constant for the four models, but time-varying covariates were incorporated into scale parameter of GPD-2. GPD-3, and GPD-4, describing annual cycle in GPD-2. linear trend in GPD-3, and both annual cycle and linear trend in GPD-4. The GPD-1 with constant scale and shape parameters is the simplest model. For identification of the best model among the four models WC used rescaled Akaike Information Criterion (AIC) with second-order bias correction. This criterion isolates GPD-3 as the best model, i.e. the one with positive linear trend in the scale parameter. The slope of this trend is significant compared to the null hypothesis of no trend, for about 98% confidence level. The non-parametric Mann-Kendall test also showed presence of positive trend in the annual frequency of excess over high thresholds. with p-value being virtually zero. Therefore. there is strong evidence that high quantiles of daily rainfall in the city of Sao Paulo have been increasing in magnitude and frequency over time. For example. 0.99 quantiles of daily rainfall amount have increased by about 40 mm between 1933 and 2005. Copyright (C) 2008 Royal Meteorological Society

System Identification and Prediction of Dengue Fever Incidence in Rio de Janeiro

Identification, prediction, and control of a system are engineering subjects, regardless of the nature of the system. Here, the temporal evolution of the number of individuals with dengue fever weekly recorded in the city of Rio de Janeiro, Brazil, during 2007, is used to identify SIS (susceptible-infective-susceptible) and SIR (susceptible-infective-removed) models formulated in terms of cellular automaton (CA). In the identification process, a genetic algorithm (GA) is utilized to find the probabilities of the state transition S -> I able of reproducing in the CA lattice the historical series of 2007. These probabilities depend on the number of infective neighbors. Time-varying and non-time-varying probabilities, three different sizes of lattices, and two kinds of coupling topology among the cells are taken into consideration. Then, these epidemiological models built by combining CA and GA are employed for predicting the cases of sick persons in 2008. Such models can be useful for forecasting and controlling the spreading of this infectious disease.

Spectroscopic variabilities in lambda Pavonis

Aims. We investigate the time-varying patterns in line profiles, V/R, and radial velocity of the Be star HD 173948 (lambda Pavonis). Methods. Time series analyses of radial velocity, V/R, and line profiles of He I, Fe II, and Si II were performed with the Cleanest algorithm. An estimate of the stellar rotation frequency was derived from the stellar mass and radius in the Roche limit by adopting an aspect angle i derived from the fittings of non-LTE model spectra affected by rotation. The projected rotation velocity, necessary as input for the spectral synthesis procedure, was evaluated from the Fourier transform of the rotation profiles of all neutral helium lines in the optical range. Results. Emission episodes in Balmer and He i lines, as well as V/R cyclic variations, are reported for spectra observed in year 1999, followed by a relatively quiescent phase (2000) and then again a new active epoch (2001). From time series analyses of line profiles, radial velocities, and V/R ratios, four signals with high confidence levels are detected: nu(1) = 0.17 +/- 0.02, nu(2) = 0.49 +/- 0.05, nu(3) = 0.82 +/- 0.03, and nu(4) = 1.63 +/- 0.04 c/d. We interpret nu 4 as a non-radial pulsation g-mode, nu 3 as a signal related to the orbital timescale of ejected material, which is near the theoretical rotation frequency 0.81 c/d inferred from the fitting of the models taken into account for gravity darkening. The signals nu(1) and nu(2) are viewed as aliases of nu(3) and nu(4).

Allochronic taxa as an alternative model to explain circumantarctic disjunctions

Most biogeographical studies propose that southern temperate faunal disjunctions are either the result of vicariance of taxa originated in Gondwana or the result of transoceanic dispersal of taxa originated after the breakup of Gondwana. The aim of this paper is to show that this is a false dichotomy. Antarctica retained a mild climate until mid-Cenozoic and had lasting connections, notably with southern South America and Australia. Both taxa originally Gondwanan and taxa secondarily on Gondwanan areas were subjected to tectonic-induced vicariance, and there is no need to invoke ad hoc transoceanic dispersal, even for post-Gondwanan taxa. These different elements with circumantarctic distributions are here called `allochronic taxa` - taxa presently occupying the same area, but whose presence in that area does not belong to the same time period. This model allows accommodation of conflicting sources of evidence now available for many groups with circumantarctic distributions. The fact that the species from both layers are mixed up in the current biodiversity implies the need to use additional sources of evidence - such as biogeographical, palaeontological, geological and molecular - to discriminate which are the original Gondwanan and which are post-Gondwanan elements in austral landmasses.