20 resultados para Dynamic Conditional Correlation


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Many studies have demonstrated the relationship between the alpha activity and the central visual ability, in which the visual ability is usually assessed through static stimuli. Besides static circumstance, however in the real environment there are often dynamic changes and the peripheral visual ability in a dynamic environment (i.e., dynamic peripheral visual ability) is important for all people. So far, no work has reported whether there is a relationship between the dynamic peripheral visual ability and the alpha activity. Thus, the objective of this study was to investigate their relationship. Sixty-two soccer players performed a newly designed peripheral vision task in which the visual stimuli were dynamic, while their EEG signals were recorded from Cz, O1, and O2 locations. The relationship between the dynamic peripheral visual performance and the alpha activity was examined by the percentage-bend correlation test. The results indicated no significant correlation between the dynamic peripheral visual performance and the alpha amplitudes in the eyes-open and eyes-closed resting condition. However, it was not the case for the alpha activity during the peripheral vision task: the dynamic peripheral visual performance showed significant positive inter-individual correlations with the amplitudes in the alpha band (8-12 Hz) and the individual alpha band (IAB) during the peripheral vision task. A potential application of this finding is to improve the dynamic peripheral visual performance by up-regulating alpha activity using neuromodulation techniques.

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This paper presents a predictive optimal matrix converter controller for a flywheel energy storage system used as Dynamic Voltage Restorer (DVR). The flywheel energy storage device is based on a steel seamless tube mounted as a vertical axis flywheel to store kinetic energy. The motor/generator is a Permanent Magnet Synchronous Machine driven by the AC-AC Matrix Converter. The matrix control method uses a discrete-time model of the converter system to predict the expected values of the input and output currents for all the 27 possible vectors generated by the matrix converter. An optimal controller minimizes control errors using a weighted cost functional. The flywheel and control process was tested as a DVR to mitigate voltage sags and swells. Simulation results show that the DVR is able to compensate the critical load voltage without delays, voltage undershoots or overshoots, overcoming the input/output coupling of matrix converters.

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Reinforcement Learning is an area of Machine Learning that deals with how an agent should take actions in an environment such as to maximize the notion of accumulated reward. This type of learning is inspired by the way humans learn and has led to the creation of various algorithms for reinforcement learning. These algorithms focus on the way in which an agent’s behaviour can be improved, assuming independence as to their surroundings. The current work studies the application of reinforcement learning methods to solve the inverted pendulum problem. The importance of the variability of the environment (factors that are external to the agent) on the execution of reinforcement learning agents is studied by using a model that seeks to obtain equilibrium (stability) through dynamism – a Cart-Pole system or inverted pendulum. We sought to improve the behaviour of the autonomous agents by changing the information passed to them, while maintaining the agent’s internal parameters constant (learning rate, discount factors, decay rate, etc.), instead of the classical approach of tuning the agent’s internal parameters. The influence of changes on the state set and the action set on an agent’s capability to solve the Cart-pole problem was studied. We have studied typical behaviour of reinforcement learning agents applied to the classic BOXES model and a new form of characterizing the environment was proposed using the notion of convergence towards a reference value. We demonstrate the gain in performance of this new method applied to a Q-Learning agent.

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In recent works large area hydrogenated amorphous silicon p-i-n structures with low conductivity doped layers were proposed as single element image sensors. The working principle of this type of sensor is based on the modulation, by the local illumination conditions, of the photocurrent generated by a light beam scanning the active area of the device. In order to evaluate the sensor capabilities is necessary to perform a response time characterization. This work focuses on the transient response of such sensor and on the influence of the carbon contents of the doped layers. In order to evaluate the response time a set of devices with different percentage of carbon incorporation in the doped layers is analyzed by measuring the scanner-induced photocurrent under different bias conditions.

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Recent literature has proved that many classical pricing models (Black and Scholes, Heston, etc.) and risk measures (V aR, CV aR, etc.) may lead to “pathological meaningless situations”, since traders can build sequences of portfolios whose risk leveltends to −infinity and whose expected return tends to +infinity, i.e., (risk = −infinity, return = +infinity). Such a sequence of strategies may be called “good deal”. This paper focuses on the risk measures V aR and CV aR and analyzes this caveat in a discrete time complete pricing model. Under quite general conditions the explicit expression of a good deal is given, and its sensitivity with respect to some possible measurement errors is provided too. We point out that a critical property is the absence of short sales. In such a case we first construct a “shadow riskless asset” (SRA) without short sales and then the good deal is given by borrowing more and more money so as to invest in the SRA. It is also shown that the SRA is interested by itself, even if there are short selling restrictions.

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Based on our recent discovery of closed form formulae of efficient Mean Variance retentions in variable quota-share proportional reinsurance under group correlation, we analyzed the influence of different combination of correlation and safety loading levels on the efficient frontier, both in a single period stylized problem and in a multiperiod one.

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Mestrado em Radiações Aplicadas às Tecnologias da Saúde. Especialização: Ressonância Magnética.

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Solubility measurements of quinizarin. (1,4-dihydroxyanthraquinone), disperse red 9 (1-(methylamino) anthraquinone), and disperse blue 14 (1,4-bis(methylamino)anthraquinone) in supercritical carbon dioxide (SC CO2) were carried out in a flow type apparatus, at a temperature range from (333.2 to 393.2) K and at pressures from (12.0 to 40.0) MPa. Mole fraction solubility of the three dyes decreases in the order quinizarin (2.9 x 10(-6) to 2.9.10(-4)), red 9 (1.4 x 10(-6) to 3.2 x 10(-4)), and blue 14 (7.8 x 10(-8) to 2.2 x 10(-5)). Four semiempirical density based models were used to correlatethe solubility of the dyes in the SC CO2. From the correlation results, the total heat of reaction, heat of vaporization plus the heat of solvation of the solute, were calculated and compared with the results presented in the literature. The solubilities of the three dyes were correlated also applying the Soave-Redlich-Kwong cubic equation of state (SRK CEoS) with classical mixing rules, and the physical properties required for the modeling were estimated and reported.

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Model updating methods often neglect that in fact all physical structures are damped. Such simplification relies on the structural modelling approach, although it compromises the accuracy of the predictions of the structural dynamic behaviour. In the present work, the authors address the problem of finite element (FE) model updating based on measured frequency response functions (FRFs), considering damping. The proposed procedure is based upon the complex experimental data, which contains information related to the damped FE model parameters and presents the advantage of requiring no prior knowledge about the damping matrix structure or its content, only demanding the definition of the damping type. Numerical simulations are performed in order to establish the applicability of the proposed damped FE model updating technique and its results are discussed in terms of the correlation between the simulated experimental complex FRFs and the ones obtained from the updated FE model.

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Solubilities of three primary amides, namely, acetanilide, propanamide, and butanamide, in supercritical carbon dioxide were measured at T = (308.2, 313.2, and 323.2) K over the pressure range (9.0 to 40.0) MPa by a flow type apparatus. The solubility behavior of the three solids shows an analogous trend with a crossover region of the respective isotherms between (12 to 14) MPa. The solubility of each amide, at the same temperature and pressure, decreases from propanamide to acetanilide. Pure compound properties required for the modeling were estimated, and the solubilities of the amides were correlated by using the Soave-Redlich-Kwong cubic equation of state with an absolute average relative deviation (AARD) from (1.3 to 6.1) %.

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This paper proposes an efficient scalable Residue Number System (RNS) architecture supporting moduli sets with an arbitrary number of channels, allowing to achieve larger dynamic range and a higher level of parallelism. The proposed architecture allows the forward and reverse RNS conversion, by reusing the arithmetic channel units. The arithmetic operations supported at the channel level include addition, subtraction, and multiplication with accumulation capability. For the reverse conversion two algorithms are considered, one based on the Chinese Remainder Theorem and the other one on Mixed-Radix-Conversion, leading to implementations optimized for delay and required circuit area. With the proposed architecture a complete and compact RNS platform is achieved. Experimental results suggest gains of 17 % in the delay in the arithmetic operations, with an area reduction of 23 % regarding the RNS state of the art. When compared with a binary system the proposed architecture allows to perform the same computation 20 times faster alongside with only 10 % of the circuit area resources.

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The growing heterogeneity of networks, devices and consumption conditions asks for flexible and adaptive video coding solutions. The compression power of the HEVC standard and the benefits of the distributed video coding paradigm allow designing novel scalable coding solutions with improved error robustness and low encoding complexity while still achieving competitive compression efficiency. In this context, this paper proposes a novel scalable video coding scheme using a HEVC Intra compliant base layer and a distributed coding approach in the enhancement layers (EL). This design inherits the HEVC compression efficiency while providing low encoding complexity at the enhancement layers. The temporal correlation is exploited at the decoder to create the EL side information (SI) residue, an estimation of the original residue. The EL encoder sends only the data that cannot be inferred at the decoder, thus exploiting the correlation between the original and SI residues; however, this correlation must be characterized with an accurate correlation model to obtain coding efficiency improvements. Therefore, this paper proposes a correlation modeling solution to be used at both encoder and decoder, without requiring a feedback channel. Experiments results confirm that the proposed scalable coding scheme has lower encoding complexity and provides BD-Rate savings up to 3.43% in comparison with the HEVC Intra scalable extension under development. © 2014 IEEE.

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Trabalho Final de Mestrado para obtenção do grau de Mestre em Engenharia de Electrónica e telecomunicações

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In this brief, a read-only-memoryless structure for binary-to-residue number system (RNS) conversion modulo {2(n) +/- k} is proposed. This structure is based only on adders and constant multipliers. This brief is motivated by the existing {2(n) +/- k} binary-to-RNS converters, which are particular inefficient for larger values of n. The experimental results obtained for 4n and 8n bits of dynamic range suggest that the proposed conversion structures are able to significantly improve the forward conversion efficiency, with an AT metric improvement above 100%, regarding the related state of the art. Delay improvements of 2.17 times with only 5% area increase can be achieved if a proper selection of the {2(n) +/- k} moduli is performed.

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Sandwich structures with soft cores are widely used in applications where a high bending stiffness is required without compromising the global weight of the structure, as well as in situations where good thermal and damping properties are important parameters to observe. As equivalent single layer approaches are not the more adequate to describe realistically the kinematics and the stresses distributions as well as the dynamic behaviour of this type of sandwiches, where shear deformations and the extensibility of the core can be very significant, layerwise models may provide better solutions. Additionally and in connection with this multilayer approach, the selection of different shear deformation theories according to the nature of the material that constitutes the core and the outer skins can predict more accurately the sandwich behaviour. In the present work the authors consider the use of different shear deformation theories to formulate different layerwise models, implemented through kriging-based finite elements. The viscoelastic material behaviour, associated to the sandwich core, is modelled using the complex approach and the dynamic problem is solved in the frequency domain. The outer elastic layers considered in this work may also be made from different nanocomposites. The performance of the models developed is illustrated through a set of test cases. (C) 2015 Elsevier Ltd. All rights reserved.