Noves metodologies d’anàlisi de compostos volàtils mitjançant trampes d’agulla. Aplicació a l’anàlisi d’alè, atmosfèrica i d’aigües

New methodologies for the analysis of volatile compoundsusing needle traps. Applications to breath, atmospheric andwater analysis. A new preconcentration technique has been developed for the analysis of volatile compounds based on the use of needle traps. These traps are based on stainless steel needles filled with one or more adsorbents, which allows the preconcentration of the anilities inside the trap by passing a gas flow through the needle. The parameters affecting the sorption/desorption process have been assessed (e.g. needle and liner dimensions, injector temperature, split less time, memory effects, and stability inside the needle). For liquid samples, four different sampling methodologies were studied, including passive and active sampling methods. The best results, considering the simplicity and sensitivity, are obtained by sampling the headspace volume using various cycles of a small and fix volume. Once the best conditions of analysis have been found, the method has been validated for gas and liquid samples. The results obtained show that needle traps are a good analytical methodology for the analysis of breath, environmental and liquid samples

Experimental analysis of optimization techniques on the road passenger transportation problem

Analyzing the state of the art in a given field in order to tackle a new problem is always a mandatory task. Literature provides surveys based on summaries of previous studies, which are often based on theoretical descriptions of the methods. An engineer, however, requires some evidence from experimental evaluations in order to make the appropriate decision when selecting a technique for a problem. This is what we have done in this paper: experimentally analyzed a set of representative state-of-the-art techniques in the problem we are dealing with, namely, the road passenger transportation problem. This is an optimization problem in which drivers should be assigned to transport services, fulfilling some constraints and minimizing some function cost. The experimental results have provided us with good knowledge of the properties of several methods, such as modeling expressiveness, anytime behavior, computational time, memory requirements, parameters, and free downloadable tools. Based on our experience, we are able to choose a technique to solve our problem. We hope that this analysis is also helpful for other engineers facing a similar problem

What is what?: A simple time-domain test of long-memory vs. structural breaks

This paper proposes a new time-domain test of a process being I(d), 0 < d = 1, under the null, against the alternative of being I(0) with deterministic components subject to structural breaks at known or unknown dates, with the goal of disentangling the existing identification issue between long-memory and structural breaks. Denoting by AB(t) the different types of structural breaks in the deterministic components of a time series considered by Perron (1989), the test statistic proposed here is based on the t-ratio (or the infimum of a sequence of t-ratios) of the estimated coefficient on yt-1 in an OLS regression of ?dyt on a simple transformation of the above-mentioned deterministic components and yt-1, possibly augmented by a suitable number of lags of ?dyt to account for serial correlation in the error terms. The case where d = 1 coincides with the Perron (1989) or the Zivot and Andrews (1992) approaches if the break date is known or unknown, respectively. The statistic is labelled as the SB-FDF (Structural Break-Fractional Dickey- Fuller) test, since it is based on the same principles as the well-known Dickey-Fuller unit root test. Both its asymptotic behavior and finite sample properties are analyzed, and two empirical applications are provided.

Parrondo-like behavior in continuous-time random walks with memory

The continuous-time random walk (CTRW) formalism can be adapted to encompass stochastic processes with memory. In this paper we will show how the random combination of two different unbiased CTRWs can give rise to a process with clear drift, if one of them is a CTRW with memory. If one identifies the other one as noise, the effect can be thought of as a kind of stochastic resonance. The ultimate origin of this phenomenon is the same as that of the Parrondo paradox in game theory.

Real time GPS precise positioning of LEO satellites

Report for the scientific sojourn at the German Aerospace Center (DLR) , Germany, during June and July 2006. The main objective of the two months stay has been to apply the techniques of LEO (Low Earth Orbiters) satellites GPS navigation which DLR currently uses in real time navigation. These techniques comprise the use of a dynamical model which takes into account the precise earth gravity field and models to account for the effects which perturb the LEO’s motion (such as drag forces due to earth’s atmosphere, solar pressure, due to the solar radiation impacting on the spacecraft, luni-solar gravity, due to the perturbation of the gravity field for the sun and moon attraction, and tidal forces, due to the ocean and solid tides). A high parameterized software was produced in the first part of work, which has been used to asses which accuracy could be reached exploring different models and complexities. The objective was to study the accuracy vs complexity, taking into account that LEOs at different heights have different behaviors. In this frame, several LEOs have been selected in a wide range of altitudes, and several approaches with different complexity have been chosen. Complexity is a very important issue, because processors onboard spacecrafts have very limited computing and memory resources, so it is mandatory to keep the algorithms simple enough to let the satellite process it by itself.

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.

A comparative long-memory Analysis between Spanish, Mexican and U.S. interest rates

Evidence exists that many natural facts are described better as a fractal. Although fractals are very useful for describing nature, it is also appropiate to review the concept of random fractal in finance. Due to the extraordinary importance of Brownian motion in physics, chemistry or biology, we will consider the generalization that supposes fractional Brownian motion introduced by Mandelbrot.The main goal of this work is to analyse the existence of long range dependence in instantaneous forward rates of different financial markets. Concretelly, we perform an empirical analysis on the Spanish, Mexican and U.S. interbanking interest rate. We work with three time series of daily data corresponding to 1 day operations from 28th March 1996 to 21st May 2002. From among all the existing tests on this matter we apply the methodology proposed in Taqqu, Teverovsky and Willinger (1995).

Aging behavior in Cu-Al-Be shape memory alloy

This article reports positron annihilation spectroscopy and calorimetric measurements of the aging behavior in a Cu¿Al¿Be shape memory alloy. An excess of single vacancies is retained in the alloy as a result of a quench. All vacancies in excess disappear after long aging time, and a migration energy EM = 1.0±0.1 eV for this process has been found to be larger than in other Cu-based shape memory alloys. The good correlation found for the concentration of vacancies and the shift in the martensitic transition temperature demonstrates that, in Cu¿Al¿Be, changes in the transition after a quench are deeply related to the excess of vacancies.

Chaotic, memory, and cooling rate effects in spin glasses: Evaluation of the Edwards-Anderson model

We investigate chaotic, memory, and cooling rate effects in the three-dimensional Edwards-Anderson model by doing thermoremanent (TRM) and ac susceptibility numerical experiments and making a detailed comparison with laboratory experiments on spin glasses. In contrast to the experiments, the Edwards-Anderson model does not show any trace of reinitialization processes in temperature change experiments (TRM or ac). A detailed comparison with ac relaxation experiments in the presence of dc magnetic field or coupling distribution perturbations reveals that the absence of chaotic effects in the Edwards-Anderson model is a consequence of the presence of strong cooling rate effects. We discuss possible solutions to this discrepancy, in particular the smallness of the time scales reached in numerical experiments, but we also question the validity of the Edwards-Anderson model to reproduce the experimental results.

A comparative long-memory Analysis between Spanish, Mexican and U.S. interest rates

Evidence exists that many natural facts are described better as a fractal. Although fractals are very useful for describing nature, it is also appropiate to review the concept of random fractal in finance. Due to the extraordinary importance of Brownian motion in physics, chemistry or biology, we will consider the generalization that supposes fractional Brownian motion introduced by Mandelbrot.The main goal of this work is to analyse the existence of long range dependence in instantaneous forward rates of different financial markets. Concretelly, we perform an empirical analysis on the Spanish, Mexican and U.S. interbanking interest rate. We work with three time series of daily data corresponding to 1 day operations from 28th March 1996 to 21st May 2002. From among all the existing tests on this matter we apply the methodology proposed in Taqqu, Teverovsky and Willinger (1995).

Bump time-frequency toolbox: a toolbox for time-frequency oscillatory bursts extraction in electrophysiological signals

Background: oscillatory activity, which can be separated in background and oscillatory burst pattern activities, is supposed to be representative of local synchronies of neural assemblies. Oscillatory burst events should consequently play a specific functional role, distinct from background EEG activity – especially for cognitive tasks (e.g. working memory tasks), binding mechanisms and perceptual dynamics (e.g. visual binding), or in clinical contexts (e.g. effects of brain disorders). However extracting oscillatory events in single trials, with a reliable and consistent method, is not a simple task. Results: in this work we propose a user-friendly stand-alone toolbox, which models in a reasonable time a bump time-frequency model from the wavelet representations of a set of signals. The software is provided with a Matlab toolbox which can compute wavelet representations before calling automatically the stand-alone application. Conclusion: The tool is publicly available as a freeware at the address: http:// www.bsp.brain.riken.jp/bumptoolbox/toolbox_home.html

Atomic Ordering and Martensitic Transitions in Cu-Zn-Al Shape Memory Alloys

We present results from both, calorimetric and dilatometric studies of the isothermal ordering process taking place in a Cu-Zn-Al shape memory alloy after quenches from Tq temperatures ranging from 350 K to 1200 K. The dissipated energy and the length variations of the system are obtained during the process. The change of these quantities in the whole process have been compared with the difference [MATH] between Ms, measured after the relaxation and Ms measured just after the quench. We obtain that these three quantities present, as a function of Tq, the same qualitative behaviour. These changes are then associated with changes of the L21 ordering after the quench in the system. The relaxational process does not follow a single exponential decay. Instead, a continuous slowing down is observed. A relaxation time [MATH] has been defined to characterize the relaxation rate. We show that [MATH] depends on both the annealing and the quenching (Tq [MATH] 800 K) temperatures through an Arrhenius law.

Efficient self-synchronised blind audio watermarking system based on time domain and FFT amplitude modification

Many audio watermarking schemes divide the audio signal into several blocks such that part of the watermark is embedded into each of them. One of the key issues in these block-oriented watermarking schemes is to preserve the synchronisation, i.e. to recover the exact position of each block in the mark recovery process. In this paper, a novel time domain synchronisation technique is presented together with a new blind watermarking scheme which works in the Discrete Fourier Transform (DFT or FFT) domain. The combined scheme provides excellent imperceptibility results whilst achieving robustness against typical attacks. Furthermore, the execution of the scheme is fast enough to be used in real-time applications. The excellent transparency of the embedding algorithm makes it particularly useful for professional applications, such as the embedding of monitoring information in broadcast signals. The scheme is also compared with some recent results of the literature.

Memory Revisited in Julian Barnes's The Sense of an Ending

An accumulation of years brings with it an accumulation of experiences. The revision of such experiences usually becomes more recurrent after retirement, a transition time from one period of life to another and, as such, a time in which we, human beings, have a tendency to take stock of our lives. This is actually one of the main issues present in Julian Barnes's last novel The Sense of an Ending (2011). When the main protagonist, a retired man quite comfortable and contented with his present life, receives an unexpected inheritance from the mother of a girlfriend from his university years, he is forced to track down a part of his life that he had left at the back of his mind a long time ago. As he explains his story, the protagonist and narrator of the novel raises a number of questions related to the quality and function of memory as one gets into old age. He experiments the unreliability of memory and questions to what extent memory is constructed through the remembered emotions that invaded him over that episode of his life rather than through the events as they actually took place. On the other hand, the act of revisiting and revising that specific episode, brings with it feelings of guilt and remorse as the protagonist realises that his past acts were not as noble as he remembered them to be. However, these acts are part of the past and they cannot be changed; thus, another question that the novel raises is how to account for those actions of which one does not feel proud and, more importantly, how to manage those bad memories as one gets older.