Enhanced radar precipitation estimates using a combined clutter and beam blockage correction technique

Weather radar observations are currently the most reliable method for remote sensing of precipitation. However, a number of factors affect the quality of radar observations and may limit seriously automated quantitative applications of radar precipitation estimates such as those required in Numerical Weather Prediction (NWP) data assimilation or in hydrological models. In this paper, a technique to correct two different problems typically present in radar data is presented and evaluated. The aspects dealt with are non-precipitating echoes - caused either by permanent ground clutter or by anomalous propagation of the radar beam (anaprop echoes) - and also topographical beam blockage. The correction technique is based in the computation of realistic beam propagation trajectories based upon recent radiosonde observations instead of assuming standard radio propagation conditions. The correction consists of three different steps: 1) calculation of a Dynamic Elevation Map which provides the minimum clutter-free antenna elevation for each pixel within the radar coverage; 2) correction for residual anaprop, checking the vertical reflectivity gradients within the radar volume; and 3) topographical beam blockage estimation and correction using a geometric optics approach. The technique is evaluated with four case studies in the region of the Po Valley (N Italy) using a C-band Doppler radar and a network of raingauges providing hourly precipitation measurements. The case studies cover different seasons, different radio propagation conditions and also stratiform and convective precipitation type events. After applying the proposed correction, a comparison of the radar precipitation estimates with raingauges indicates a general reduction in both the root mean squared error and the fractional error variance indicating the efficiency and robustness of the procedure. Moreover, the technique presented is not computationally expensive so it seems well suited to be implemented in an operational environment.

Identifying quantitative operation principles in metabolic pathways: a systematic method for searching feasible enzyme activity patterns leading to cellular adaptive responses

Background: Optimization methods allow designing changes in a system so that specific goals are attained. These techniques are fundamental for metabolic engineering. However, they are not directly applicable for investigating the evolution of metabolic adaptation to environmental changes. Although biological systems have evolved by natural selection and result in well-adapted systems, we can hardly expect that actual metabolic processes are at the theoretical optimum that could result from an optimization analysis. More likely, natural systems are to be found in a feasible region compatible with global physiological requirements. Results: We first present a new method for globally optimizing nonlinear models of metabolic pathways that are based on the Generalized Mass Action (GMA) representation. The optimization task is posed as a nonconvex nonlinear programming (NLP) problem that is solved by an outer- approximation algorithm. This method relies on solving iteratively reduced NLP slave subproblems and mixed-integer linear programming (MILP) master problems that provide valid upper and lower bounds, respectively, on the global solution to the original NLP. The capabilities of this method are illustrated through its application to the anaerobic fermentation pathway in Saccharomyces cerevisiae. We next introduce a method to identify the feasibility parametric regions that allow a system to meet a set of physiological constraints that can be represented in mathematical terms through algebraic equations. This technique is based on applying the outer-approximation based algorithm iteratively over a reduced search space in order to identify regions that contain feasible solutions to the problem and discard others in which no feasible solution exists. As an example, we characterize the feasible enzyme activity changes that are compatible with an appropriate adaptive response of yeast Saccharomyces cerevisiae to heat shock Conclusion: Our results show the utility of the suggested approach for investigating the evolution of adaptive responses to environmental changes. The proposed method can be used in other important applications such as the evaluation of parameter changes that are compatible with health and disease states.

A linear optimization technique for graph pebbling

Graph pebbling is a network model for studying whether or not a given supply of discrete pebbles can satisfy a given demand via pebbling moves. A pebbling move across an edge of a graph takes two pebbles from one endpoint and places one pebble at the other endpoint; the other pebble is lost in transit as a toll. It has been shown that deciding whether a supply can meet a demand on a graph is NP-complete. The pebbling number of a graph is the smallest t such that every supply of t pebbles can satisfy every demand of one pebble. Deciding if the pebbling number is at most k is NP 2 -complete. In this paper we develop a tool, called theWeight Function Lemma, for computing upper bounds and sometimes exact values for pebbling numbers with the assistance of linear optimization. With this tool we are able to calculate the pebbling numbers of much larger graphs than in previous algorithms, and much more quickly as well. We also obtain results for many families of graphs, in many cases by hand, with much simpler and remarkably shorter proofs than given in previously existing arguments (certificates typically of size at most the number of vertices times the maximum degree), especially for highly symmetric graphs. Here we apply theWeight Function Lemma to several specific graphs, including the Petersen, Lemke, 4th weak Bruhat, Lemke squared, and two random graphs, as well as to a number of infinite families of graphs, such as trees, cycles, graph powers of cycles, cubes, and some generalized Petersen and Coxeter graphs. This partly answers a question of Pachter, et al., by computing the pebbling exponent of cycles to within an asymptotically small range. It is conceivable that this method yields an approximation algorithm for graph pebbling.

Influència de la música sobre l'atenció humana: especial a la metodologia d'anàlisi, tot combinant metodologia quantitavia amb qualitativa (mix method)

Projecte de recerca elaborat a partir d’una estada a la University of Calgary, Canadà, entre desembre del 2007 i febrer del 2008. El projecte ha consistit en l'anàlisi de les dades d'una recerca en el camp de la psicologia de la música, concretament en com influeix la música en l'atenció a través de les vies dels estats emocionals i enèrgics de la persona. Per a la recerca es feu ús de videu en les sessions, obtenint dades visuals i auditives per a complementar les dades de tipus quantitatiu provinents dels resultats d'uns tests d'atenció subministrats. L'anàlisi es realitzà segons mètodes i tècniques de caràcter qualitatiu, apresos durant l'estada. Així mateix també s'ha aprofundit en la comprensió del paradigma qualitatiu com a paradigma vàlid i realment complementari del paradigma qualitatiu. S'ha focalitzat especialment en l'anàlisi de la conversa des d'un punt de vista interpretatiu així com l'anàlisi de llenguatge corporal i facial a partir de l'observació de videu, tot formulant descriptors i subdescriptors de la conducta que està relacionada amb la hipòtesis. Alguns descriptors havien estat formulats prèviament a l’anàlisi, en base a altres investigacions i al background de la investigadora; altres s’han anat descobrint durant l’anàlisi. Els descriptors i subdescriptors de la conducta estan relacionats amb l'intent dels estats anímics i enèrgics dels diferents participants. L'anàlisi s'ha realitzat com un estudi de casos, fent un anàlisi exhaustiu persona per persona amb l'objectiu de trobar patrons de reacció intrapersonals i intrapersonals. Els patrons observats s'utilitzaran com a contrast amb la informació quantitativa, tot realitzant triangulació amb les dades per trobar-ne possibles recolzaments o contradiccions entre sí. Els resultats preliminars indiquen relació entre el tipus de música i el comportament, sent que la música d'emotivitat negativa està associada a un tancament de la persona, però quan la música és enèrgica els participants s'activen (conductualment observat) i somriuen si aquesta és positiva.

Quantitative analysis of image factors in a cultural heritage tourist destination

The tourism consumer’s purchase decision process is, to a great extent, conditioned by the image the tourist has of the different destinations that make up his or her choice set. In a highly competitive international tourist market, those responsible for destinations’ promotion and development policies seek differentiation strategies so that they may position the destinations in the most suitable market segments for their product in order to improve their attractiveness to visitors and increase or consolidate the economic benefits that tourism activity generates in their territory. To this end, the main objective we set ourselves in this paper is the empirical analysis of the factors that determine the image formation of Tarragona city as a cultural heritage destination. Without a doubt, UNESCO’s declaration of Tarragona’s artistic and monumental legacies as World Heritage site in the year 2000 meant important international recognition of the quality of the cultural and patrimonial elements offered by the city to the visitors who choose it as a tourist destination. It also represents a strategic opportunity to boost the city’s promotion of tourism and its consolidation as a unique destination given its cultural and patrimonial characteristics. Our work is based on the use of structured and unstructured techniques to identify the factors that determine Tarragona’s tourist destination image and that have a decisive influence on visitors’ process of choice of destination. In addition to being able to ascertain Tarragona’s global tourist image, we consider that the heterogeneity of its visitors requires a more detailed study that enables us to segment visitor typology. We consider that the information provided by these results may prove of great interest to those responsible for local tourism policy, both when designing products and when promoting the destination.

Implementation of a robust coded structured light technique for dynamic 3D measurements

This paper presents the implementation details of a coded structured light system for rapid shape acquisition of unknown surfaces. Such techniques are based on the projection of patterns onto a measuring surface and grabbing images of every projection with a camera. Analyzing the pattern deformations that appear in the images, 3D information of the surface can be calculated. The implemented technique projects a unique pattern so that it can be used to measure moving surfaces. The structure of the pattern is a grid where the color of the slits are selected using a De Bruijn sequence. Moreover, since both axis of the pattern are coded, the cross points of the grid have two codewords (which permits to reconstruct them very precisely), while pixels belonging to horizontal and vertical slits have also a codeword. Different sets of colors are used for horizontal and vertical slits, so the resulting pattern is invariant to rotation. Therefore, the alignment constraint between camera and projector considered by a lot of authors is not necessary

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.

CODAMAT: a modern analogue techinque for compositional data

The quantitative estimation of Sea Surface Temperatures from fossils assemblages is afundamental issue in palaeoclimatic and paleooceanographic investigations. TheModern Analogue Technique, a widely adopted method based on direct comparison offossil assemblages with modern coretop samples, was revised with the aim ofconforming it to compositional data analysis. The new CODAMAT method wasdeveloped by adopting the Aitchison metric as distance measure. Modern coretopdatasets are characterised by a large amount of zeros. The zero replacement was carriedout by adopting a Bayesian approach to the zero replacement, based on a posteriorestimation of the parameter of the multinomial distribution. The number of modernanalogues from which reconstructing the SST was determined by means of a multipleapproach by considering the Proxies correlation matrix, Standardized Residual Sum ofSquares and Mean Squared Distance. This new CODAMAT method was applied to theplanktonic foraminiferal assemblages of a core recovered in the Tyrrhenian Sea.Kew words: Modern analogues, Aitchison distance, Proxies correlation matrix,Standardized Residual Sum of Squares

The European Union in North Korea: Current Realities and Paths for Future Engagement – A Qualitative and Quantitative Study

Malgrat la rellevància estratègica i el paper desestabilitzador de Corea del Nord a la regió econòmicament més dinàmica del món, la UE no compta amb cap estratègia clara per involucrar-se amb aquest país. Combinant tècniques d’anàlisi qualitatives i quantitatives, aquest treball pretén descobrir possibles contradiccions internes que impedeixin la definició d'una política exterior europea coherent i efectiva amb respecte a Corea del Nord, així com discrepàncies entre les percepcions d’actors interns de la UE i les d’actors externs. S'han detectat importants diferències d’expectatives i mancances en termes de coherència, tant entre les visions expressades pels actors interns com entre les opinions d’aquests actors i les dels futurs líders sudcoreans enquestats – diferències que fins i tot afecten la promoció dels drets humans

Friction Stir Processing : a new microstructure improvement technique

In the present work, microstructure improvement using FSP (Friction Stir Processing) is studied. In the first part of the work, the microstructure improvement of as-cast A356 is demonstrated. Some tensile tests were applied to check the increase in ductility. However, the expected results couldn’t be achieved. In the second part, the microstructure improvement of a fusion weld in 1050 aluminium alloy is presented. Hardness tests were carried out to prove the mechanical propertyimprovements. In the third and last part, the microstructure improvement of 1050 aluminium alloy is achieved. A discussion of the mechanical property improvements induced by FSP is made. The influence of tool traverse speed on microstructure and mechanical properties is also discussed. Hardness tests and recrystallization theory enabled us to find out such influence

Energy dispersive X-Ray fluorescence : measuring elements in solid and liquid matrices

The subject of this project is about “Energy Dispersive X-Ray Fluorescence ” (EDXRF).This technique can be used for a tremendous variety of elemental analysis applications.It provides one of the simplest, most accurate and most economic analytical methods for thedetermination of the chemical composition of many types of materials.The purposes of this project are:- To give some basic information about Energy Dispersive X-ray Fluorescence.- To perform qualitative and quantitative analysis of different samples (water-dissolutions,powders, oils,..) in order to define the sensitivity and detection limits of the equipment.- To make a comprehensive and easy-to-use manual of the ‘ARL QUANT’X EnergyDispersive X-Ray Fluorescence’ apparatus

On the closed-form approximation of short-time random strike options

In this paper we propose a general technique to develop first and second order closed-form approximation formulas for short-time options withrandom strikes. Our method is based on Malliavin calculus techniques andallows us to obtain simple closed-form approximation formulas dependingon the derivative operator. The numerical analysis shows that these formulas are extremely accurate and improve some previous approaches ontwo-assets and three-assets spread options as Kirk's formula or the decomposition mehod presented in Alòs, Eydeland and Laurence (2011).

Biased quantitative measurement of interval ordered homothetic preferences

We represent interval ordered homothetic preferences with a quantitative homothetic utility function and a multiplicative bias. When preferences are weakly ordered (i.e. when indifference is transitive), such a bias equals 1. When indifference is intransitive, the biasing factor is a positive function smaller than 1 and measures a threshold of indifference. We show that the bias is constant if and only if preferences are semiordered, and we identify conditions ensuring a linear utility function. We illustrate our approach with indifference sets on a two dimensional commodity space.

Measuring subcompositional incoherence

Subcompositional coherence is a fundamental property of Aitchison s approach to compositional data analysis, and is the principal justification for using ratios of components. We maintain, however, that lack of subcompositional coherence, that is incoherence, can be measured in an attempt to evaluate whether any given technique is close enough, for all practical purposes, to being subcompositionally coherent. This opens up the field to alternative methods, which might be better suited to cope with problems such as data zeros and outliers, while being only slightly incoherent. The measure that we propose is based on the distance measure between components. We show that the two-part subcompositions, which appear to be the most sensitive to subcompositional incoherence, can be used to establish a distance matrix which can be directly compared with the pairwise distances in the full composition. The closeness of these two matrices can be quantified using a stress measure that is common in multidimensional scaling, providing a measure of subcompositional incoherence. The approach is illustrated using power-transformed correspondence analysis, which has already been shown to converge to log-ratio analysis as the power transform tends to zero.