The algebraic equality of two asymptotic tests for the hypothesis that a normal distribution has a specified correlation matrix

It is proved the algebraic equality between Jennrich's (1970) asymptotic$X^2$ test for equality of correlation matrices, and a Wald test statisticderived from Neudecker and Wesselman's (1990) expression of theasymptoticvariance matrix of the sample correlation matrix.

SLAM using an Imaging Sonar for Partially Structured Underwater Environments

In this paper we describe a system for underwater navigation with AUVs in partially structured environments, such as dams, ports or marine platforms. An imaging sonar is used to obtain information about the location of planar structures present in such environments. This information is incorporated into a feature-based SLAM algorithm in a two step process: (I) the full 360deg sonar scan is undistorted (to compensate for vehicle motion), thresholded and segmented to determine which measurements correspond to planar environment features and which should be ignored; and (2) SLAM proceeds once the data association is obtained: both the vehicle motion and the measurements whose correct association has been previously determined are incorporated in the SLAM algorithm. This two step delayed SLAM process allows to robustly determine the feature and vehicle locations in the presence of large amounts of spurious or unrelated measurements that might correspond to boats, rocks, etc. Preliminary experiments show the viability of the proposed approach

Underwater SLAM in a marina environment

This paper describes a navigation system for autonomous underwater vehicles (AUVs) in partially structured environments, such as dams, harbors, marinas or marine platforms. A mechanical scanning imaging sonar is used to obtain information about the location of planar structures present in such environments. A modified version of the Hough transform has been developed to extract line features, together with their uncertainty, from the continuous sonar dataflow. The information obtained is incorporated into a feature-based SLAM algorithm running an Extended Kalman Filter (EKF). Simultaneously, the AUV's position estimate is provided to the feature extraction algorithm to correct the distortions that the vehicle motion produces in the acoustic images. Experiments carried out in a marina located in the Costa Brava (Spain) with the Ictineu AUV show the viability of the proposed approach

The Hercynian structure of the Catalonian Coastal Ranges (NE Spain)

In the Catalonian Coastal Ranges, Paleozoic sedimentary and meta-sedimentary rocks crop out in severa1 areas, intruded by late tectonic Hercynian granitoids and separated by Mesozoic and Tertiary cover sediments. Large structures are often difficult to recognize, although a general east-west trend can be observed on the geological map. Deformation was accompanied by the development of cleavages and regional metamorphism. Green-schist facies rocks are prominent throughout the Ranges, while amphibolite facies are restricted to small areas. In low-grade areas, the main deformation phase generated south-facing folds with an axial plane cleavage (slaty cleavage in metapelitic rocks). The intersection lineation (Ss/Sl) and the axes of minor folds trend cast-west, as do all mapable structures. Late deformations generated coarse crenulations, small chevrons and kink-bands, all intersecting the slaty cleavage at high angles. In medium- to high-grade areas no major folds have been observed. In these areas, the main foliation is a schistosity and is often folded, giving centimetric to decimetric, nearly isoclinal intrafolial folds. In schists, these folds aremuchmore common than inother lithologies, and can be associated with a crenulation cleavage. All these planar structures in high-grade rocks are roughly parallel. The late Hercynian deformational events, which gave rise to the crenulations and small chevrons, also produced large (often kilometric) open folds which fold the slaty cleavage and schistosity. As aconsequence, alternating belts with opposite dip (north and south) of the main foliation were formed. With respect to the Hercynian orogenic belt, the Paleozoic outcrops of the Catalonian Coastal Ranges are located within the northern branch of the Ibero-Armorican arc, and have a relatively frontal position within the belt. The Carboniferous of the Priorat-Prades area, together with other outcrops in the Castellón Province, the Montalbán massif (Iberian Chain) and the Cantabrian zone (specially the Pisuerga-Carrión Province) probably form part of a wide area of foreland Carboniferous deposition placed at the core of the arc.

Diseño de una plataforma de lectura, test y caracterización para ROICs de rayos X basada en el microprocesador LEON

Aquest project es situa dins del marc del CNM-IMB (CSIC). Consisteix en el disseny d'un sistema de biòpsia mamaria en temps real. Per realitzar aquest sistema s’ha dissenyat una plataforma de lectura, test y caracterització pel ROIC Medipix2 que es basa en el microprocessador LEON3 i és programat sobre una FPGA.

Thermal modeling and management in ultrathin chip stack technology

This paper presents a thermal modeling for power management of a new three-dimensional (3-D) thinned dies stacking process. Besides the high concentration of power dissipating sources, which is the direct consequence of the very interesting integration efficiency increase, this new ultra-compact packaging technology can suffer of the poor thermal conductivity (about 700 times smaller than silicon one) of the benzocyclobutene (BCB) used as both adhesive and planarization layers in each level of the stack. Thermal simulation was conducted using three-dimensional (3-D) FEM tool to analyze the specific behaviors in such stacked structure and to optimize the design rules. This study first describes the heat transfer limitation through the vertical path by examining particularly the case of the high dissipating sources under small area. First results of characterization in transient regime by means of dedicated test device mounted in single level structure are presented. For the design optimization, the thermal draining capabilities of a copper grid or full copper plate embedded in the intermediate layer of stacked structure are evaluated as a function of the technological parameters and the physical properties. It is shown an interest for the transverse heat extraction under the buffer devices dissipating most the power and generally localized in the peripheral zone, and for the temperature uniformization, by heat spreading mechanism, in the localized regions where the attachment of the thin die is altered. Finally, all conclusions of this analysis are used for the quantitative projections of the thermal performance of a first demonstrator based on a three-levels stacking structure for space application.

Univariate versus multivariate modeling of panel data

Panel data can be arranged into a matrix in two ways, called 'long' and 'wide' formats (LFand WF). The two formats suggest two alternative model approaches for analyzing paneldata: (i) univariate regression with varying intercept; and (ii) multivariate regression withlatent variables (a particular case of structural equation model, SEM). The present papercompares the two approaches showing in which circumstances they yield equivalent?insome cases, even numerically equal?results. We show that the univariate approach givesresults equivalent to the multivariate approach when restrictions of time invariance (inthe paper, the TI assumption) are imposed on the parameters of the multivariate model.It is shown that the restrictions implicit in the univariate approach can be assessed bychi-square difference testing of two nested multivariate models. In addition, commontests encountered in the econometric analysis of panel data, such as the Hausman test, areshown to have an equivalent representation as chi-square difference tests. Commonalitiesand differences between the univariate and multivariate approaches are illustrated usingan empirical panel data set of firms' profitability as well as a simulated panel data.

Strategies and tools for preventing neurotoxicity: to test, to predict and how to do it

A change in paradigm is needed in the prevention of toxic effects on the nervous system, moving from its present reliance solely on data from animal testing to a prediction model mostly based on in vitro toxicity testing and in silico modeling. According to the report published by the National Research Council (NRC) of the US National Academies of Science, high-throughput in vitro tests will provide evidence for alterations in"toxicity pathways" as the best possible method of large scale toxicity prediction. The challenges to implement this proposal are enormous, and provide much room for debate. While many efforts address the technical aspects of implementing the vision, many questions around it need also to be addressed. Is the overall strategy the only one to be pursued? How can we move from current to future paradigms? Will we ever be able to reliably model for chronic and developmental neurotoxicity in vitro? This paper summarizes four presentations from a symposium held at the International Neurotoxicology Conference held in Xi"an, China, in June 2011. A. Li reviewed the current guidelines for neurotoxicity and developmental neurotoxicity testing, and discussed the major challenges existing to realize the NCR vision for toxicity testing. J. Llorens reviewed the biology of mammalian toxic avoidance in view of present knowledge on the physiology and molecular biology of the chemical senses, taste and smell. This background information supports the hypothesis that relating in vivo toxicity to chemical epitope descriptors that mimic the chemical encoding performed by the olfactory system may provide a way to the long term future of complete in silico toxicity prediction. S. Ceccatelli reviewed the implementation of rodent and human neural stem cells (NSCs) as models for in vitro toxicity testing that measures parameters such as cell proliferation, differentiation and migration. These appear to be sensitive endpoints that can identify substances with developmental neurotoxic potential. C. Sun ol reviewed the use of primary neuronal cultures in testing for neurotoxicity of environmental pollutants, including the study of the effects of persistent exposures and/or in differentiating cells, which allow recording of effects that can be extrapolated to human developmental neurotoxicity.

Study and implementation of some quantitative trading models

Quantitative or algorithmic trading is the automatization of investments decisions obeying a fixed or dynamic sets of rules to determine trading orders. It has increasingly made its way up to 70% of the trading volume of one of the biggest financial markets such as the New York Stock Exchange (NYSE). However, there is not a signi cant amount of academic literature devoted to it due to the private nature of investment banks and hedge funds. This projects aims to review the literature and discuss the models available in a subject that publications are scarce and infrequently. We review the basic and fundamental mathematical concepts needed for modeling financial markets such as: stochastic processes, stochastic integration and basic models for prices and spreads dynamics necessary for building quantitative strategies. We also contrast these models with real market data with minutely sampling frequency from the Dow Jones Industrial Average (DJIA). Quantitative strategies try to exploit two types of behavior: trend following or mean reversion. The former is grouped in the so-called technical models and the later in the so-called pairs trading. Technical models have been discarded by financial theoreticians but we show that they can be properly cast into a well defined scientific predictor if the signal generated by them pass the test of being a Markov time. That is, we can tell if the signal has occurred or not by examining the information up to the current time; or more technically, if the event is F_t-measurable. On the other hand the concept of pairs trading or market neutral strategy is fairly simple. However it can be cast in a variety of mathematical models ranging from a method based on a simple euclidean distance, in a co-integration framework or involving stochastic differential equations such as the well-known Ornstein-Uhlenbeck mean reversal ODE and its variations. A model for forecasting any economic or financial magnitude could be properly defined with scientific rigor but it could also lack of any economical value and be considered useless from a practical point of view. This is why this project could not be complete without a backtesting of the mentioned strategies. Conducting a useful and realistic backtesting is by no means a trivial exercise since the \laws" that govern financial markets are constantly evolving in time. This is the reason because we make emphasis in the calibration process of the strategies' parameters to adapt the given market conditions. We find out that the parameters from technical models are more volatile than their counterpart form market neutral strategies and calibration must be done in a high-frequency sampling manner to constantly track the currently market situation. As a whole, the goal of this project is to provide an overview of a quantitative approach to investment reviewing basic strategies and illustrating them by means of a back-testing with real financial market data. The sources of the data used in this project are Bloomberg for intraday time series and Yahoo! for daily prices. All numeric computations and graphics used and shown in this project were implemented in MATLAB^R scratch from scratch as a part of this thesis. No other mathematical or statistical software was used.

Quantifying rock fabrics: a test of autocorrelation of the spatial distribution of cristals

A novel test of spatial independence of the distribution of crystals or phases in rocksbased on compositional statistics is introduced. It improves and generalizes the commonjoins-count statistics known from map analysis in geographic information systems.Assigning phases independently to objects in RD is modelled by a single-trial multinomialrandom function Z(x), where the probabilities of phases add to one and areexplicitly modelled as compositions in the K-part simplex SK. Thus, apparent inconsistenciesof the tests based on the conventional joins{count statistics and their possiblycontradictory interpretations are avoided. In practical applications we assume that theprobabilities of phases do not depend on the location but are identical everywhere inthe domain of de nition. Thus, the model involves the sum of r independent identicalmultinomial distributed 1-trial random variables which is an r-trial multinomialdistributed random variable. The probabilities of the distribution of the r counts canbe considered as a composition in the Q-part simplex SQ. They span the so calledHardy-Weinberg manifold H that is proved to be a K-1-affine subspace of SQ. This isa generalisation of the well-known Hardy-Weinberg law of genetics. If the assignmentof phases accounts for some kind of spatial dependence, then the r-trial probabilitiesdo not remain on H. This suggests the use of the Aitchison distance between observedprobabilities to H to test dependence. Moreover, when there is a spatial uctuation ofthe multinomial probabilities, the observed r-trial probabilities move on H. This shiftcan be used as to check for these uctuations. A practical procedure and an algorithmto perform the test have been developed. Some cases applied to simulated and realdata are presented.Key words: Spatial distribution of crystals in rocks, spatial distribution of phases,joins-count statistics, multinomial distribution, Hardy-Weinberg law, Hardy-Weinbergmanifold, Aitchison geometry

Basis set superposition error-counterpoise corrected potential energy surfaces : application to hydrogen peroxide ... X (X=F-, Cl-, Br-, Li+, Na+) complexes

Møller-Plesset (MP2) and Becke-3-Lee-Yang-Parr (B3LYP) calculations have been used to compare the geometrical parameters, hydrogen-bonding properties, vibrational frequencies and relative energies for several X- and X+ hydrogen peroxide complexes. The geometries and interaction energies were corrected for the basis set superposition error (BSSE) in all the complexes (1-5), using the full counterpoise method, yielding small BSSE values for the 6-311 + G(3df,2p) basis set used. The interaction energies calculated ranged from medium to strong hydrogen-bonding systems (1-3) and strong electrostatic interactions (4 and 5). The molecular interactions have been characterized using the atoms in molecules theory (AIM), and by the analysis of the vibrational frequencies. The minima on the BSSE-counterpoise corrected potential-energy surface (PES) have been determined as described by S. Simón, M. Duran, and J. J. Dannenberg, and the results were compared with the uncorrected PES

A scaled difference chi-square test statistic for moment structure analysis

A family of scaling corrections aimed to improve the chi-square approximation of goodness-of-fit test statistics in small samples, large models, and nonnormal data was proposed in Satorra and Bentler (1994). For structural equations models, Satorra-Bentler's (SB) scaling corrections are available in standard computer software. Often, however, the interest is not on the overall fit of a model, but on a test of the restrictions that a null model say ${\cal M}_0$ implies on a less restricted one ${\cal M}_1$. If $T_0$ and $T_1$ denote the goodness-of-fit test statistics associated to ${\cal M}_0$ and ${\cal M}_1$, respectively, then typically the difference $T_d = T_0 - T_1$ is used as a chi-square test statistic with degrees of freedom equal to the difference on the number of independent parameters estimated under the models ${\cal M}_0$ and ${\cal M}_1$. As in the case of the goodness-of-fit test, it is of interest to scale the statistic $T_d$ in order to improve its chi-square approximation in realistic, i.e., nonasymptotic and nonnormal, applications. In a recent paper, Satorra (1999) shows that the difference between two Satorra-Bentler scaled test statistics for overall model fit does not yield the correct SB scaled difference test statistic. Satorra developed an expression that permits scaling the difference test statistic, but his formula has some practical limitations, since it requires heavy computations that are notavailable in standard computer software. The purpose of the present paper is to provide an easy way to compute the scaled difference chi-square statistic from the scaled goodness-of-fit test statistics of models ${\cal M}_0$ and ${\cal M}_1$. A Monte Carlo study is provided to illustrate the performance of the competing statistics.

Is the observed persistence spurious? A test for fractional integration versus short memory and structural breaks

Although it is commonly accepted that most macroeconomic variables are nonstationary, it is often difficult to identify the source of the non-stationarity. In particular, it is well-known that integrated and short memory models containing trending components that may display sudden changes in their parameters share some statistical properties that make their identification a hard task. The goal of this paper is to extend the classical testing framework for I(1) versus I(0)+ breaks by considering a a more general class of models under the null hypothesis: non-stationary fractionally integrated (FI) processes. A similar identification problem holds in this broader setting which is shown to be a relevant issue from both a statistical and an economic perspective. The proposed test is developed in the time domain and is very simple to compute. The asymptotic properties of the new technique are derived and it is shown by simulation that it is very well-behaved in finite samples. To illustrate the usefulness of the proposed technique, an application using inflation data is also provided.

Planar homography: accuracy analysis and applications

Projective homography sits at the heart of many problems in image registration. In addition to many methods for estimating the homography parameters (R.I. Hartley and A. Zisserman, 2000), analytical expressions to assess the accuracy of the transformation parameters have been proposed (A. Criminisi et al., 1999). We show that these expressions provide less accurate bounds than those based on the earlier results of Weng et al. (1989). The discrepancy becomes more critical in applications involving the integration of frame-to-frame homographies and their uncertainties, as in the reconstruction of terrain mosaics and the camera trajectory from flyover imagery. We demonstrate these issues through selected examples

Measuring conduct and cost parameters in the Spanish air transport market

This paper estimates a model of airline competition for the Spanish air transport market. I test the explanatory power of alternative oligopoly models with capacity constraints. In addition, I analyse the degree of density economies. Results show that Spanish airlines conduct follows a price-leadership scheme so that it is less competitive than the Cournot solution. I also find evidence that thin routes can be considered as natural monopolies