Compositional data analysis with R

Examples of compositional data. The simplex, a suitable sample space for compositional data and Aitchison's geometry. R, a free language and environment for statistical computing and graphics

@neurIST infrastructure for advanced disease management through integration of heterogeneous data, computing, and complex processing services

The increasing volume of data describing humandisease processes and the growing complexity of understanding, managing, and sharing such data presents a huge challenge for clinicians and medical researchers. This paper presents the@neurIST system, which provides an infrastructure for biomedical research while aiding clinical care, by bringing together heterogeneous data and complex processing and computing services. Although @neurIST targets the investigation and treatment of cerebral aneurysms, the system’s architecture is generic enough that it could be adapted to the treatment of other diseases.Innovations in @neurIST include confining the patient data pertaining to aneurysms inside a single environment that offers cliniciansthe tools to analyze and interpret patient data and make use of knowledge-based guidance in planning their treatment. Medicalresearchers gain access to a critical mass of aneurysm related data due to the system’s ability to federate distributed informationsources. A semantically mediated grid infrastructure ensures that both clinicians and researchers are able to seamlessly access andwork on data that is distributed across multiple sites in a secure way in addition to providing computing resources on demand forperforming computationally intensive simulations for treatment planning and research.

Applying recommendations to aligncompetences, methodology and assessment in Telematics, Computing and Electronic Engineering courses

The alignment between competences, teaching-learning methodologies and assessment is a key element of the European Higher Education Area. This paper presents the efforts carried out by six Telematics, Computer Science and Electronic Engineering Education teachers towards achieving this alignment in their subjects. In a joint work with pedagogues, a set of recommended actions were identified. A selection of these actions were applied and evaluated in the six subjects. The cross-analysis of the results indicate that the actions allow students to better understand the methodologies and assessment planned for the subjects, facilitate (self-) regulation and increase students’ involvement in the subjects.

A new hybrid summarizer based on vector Space model, statistical physics and linguistics

In this article we present a hybrid approach for automatic summarization of Spanish medical texts. There are a lot of systems for automatic summarization using statistics or linguistics, but only a few of them combining both techniques. Our idea is that to reach a good summary we need to use linguistic aspects of texts, but as well we should benefit of the advantages of statistical techniques. We have integrated the Cortex (Vector Space Model) and Enertex (statistical physics) systems coupled with the Yate term extractor, and the Disicosum system (linguistics). We have compared these systems and afterwards we have integrated them in a hybrid approach. Finally, we have applied this hybrid system over a corpora of medical articles and we have evaluated their performances obtaining good results.

Statistical analysis and modelling of weather radar beam propagation conditions in the Po Valley (Italy)

Ground clutter caused by anomalous propagation (anaprop) can affect seriously radar rain rate estimates, particularly in fully automatic radar processing systems, and, if not filtered, can produce frequent false alarms. A statistical study of anomalous propagation detected from two operational C-band radars in the northern Italian region of Emilia Romagna is discussed, paying particular attention to its diurnal and seasonal variability. The analysis shows a high incidence of anaprop in summer, mainly in the morning and evening, due to the humid and hot summer climate of the Po Valley, particularly in the coastal zone. Thereafter, a comparison between different techniques and datasets to retrieve the vertical profile of the refractive index gradient in the boundary layer is also presented. In particular, their capability to detect anomalous propagation conditions is compared. Furthermore, beam path trajectories are simulated using a multilayer ray-tracing model and the influence of the propagation conditions on the beam trajectory and shape is examined. High resolution radiosounding data are identified as the best available dataset to reproduce accurately the local propagation conditions, while lower resolution standard TEMP data suffers from interpolation degradation and Numerical Weather Prediction model data (Lokal Model) are able to retrieve a tendency to superrefraction but not to detect ducting conditions. Observing the ray tracing of the centre, lower and upper limits of the radar antenna 3-dB half-power main beam lobe it is concluded that ducting layers produce a change in the measured volume and in the power distribution that can lead to an additional error in the reflectivity estimate and, subsequently, in the estimated rainfall rate.

Open Source Software : the Intersection of IP and Security in Open Source

The use of open source software continues to grow on a daily basis. Today, enterprise applications contain 40% to 70% open source code and this fact has legal, development, IT security, risk management and compliance organizations focusing their attention on its use, as never before. They increasingly understand that the open source content within an application must be detected. Once uncovered, decisions regarding compliance with intellectual property licensing obligations must be made and known security vulnerabilities must be remediated. It is no longer sufficient from a risk perspective to not address both open source issues.

Promoting Metacognitive Skills in a CSCL environment: implications for instructional and technology design

This paper aims to better understand the development of students’ learning processes when participating actively in a specific Computer Supported Collaborative Learning system called KnowCat. To this end, a longitudinal case study was designed, in which eighteen university students took part in a 12-month (two semesters) learning project. During this time period, the students followed an instructional process, using some elements of KnowCat (KnowCat key features) design to support and improve their interaction processes, especially peer learning processes. Our research involved both supervising the students’ collaborative learning processes throughout the learning project and focusing our analysis on the qualitative evolution of the students’ interaction processes and on the development of metacognitive learning processes. The results of the current research reveal that the instructional application of the CSCL-KnowCat system may favour and improve the development of the students’ metacognitive learning processes. Additionally, the implications of the design of computer supported collaborative learning networks and pedagogical issues are discussed in this paper.

An open source browser-based software tool for graph drawing and visualisation

In this research work we searched for open source libraries which supports graph drawing and visualisation and can run in a browser. Subsequent these libraries were evaluated to find out which one is the best for this task. The result was the d3.js is that library which has the greatest functionality, flexibility and customisability. Afterwards we developed an open source software tool where d3.js was included and which was written in JavaScript so that it can run browser-based.

The link between public support and private R&D effort: What is the optimal subsidy?

The effectiveness of R&D subsidies can vary substantially depending on their characteristics. Specifically, the amount and intensity of such subsidies are crucial issues in the design of public schemes supporting private R&D. Public agencies determine the intensities of R&D subsidies for firms in line with their eligibility criteria, although assessing the effects of R&D projects accurately is far from straightforward. The main aim of this paper is to examine whether there is an optimal intensity for R&D subsidies through an analysis of their impact on private R&D effort. We examine the decisions of a public agency to grant subsidies taking into account not only the characteristics of the firms but also, as few previous studies have done to date, those of the R&D projects. In determining the optimal subsidy we use both parametric and nonparametric techniques. The results show a non-linear relationship between the percentage of subsidy received and the firms’ R&D effort. These results have implications for technology policy, particularly for the design of R&D subsidies that ensure enhanced effectiveness.

Research joint ventures and optimal R&D policy with asymmetric information

When to allow Research Joint Ventures (RJVs) or not is an importantinstrument in the development of an optimal R&D policy. Theregulator, however, is unlikely to know all the relevant informationto regulate R&D optimally. The extent to which there existappropriability problems between the firms is one such variable thatis private information to the firms in the industry. In a duopolysetting we analyze the characteristics of a second-best R&D policywhere the government can either allow RJVs or not and give lump-sumsubsidies to the parties involved. The second-best R&D policy withoutsubsidies will either block some welfare improving RJVs or allow somewelfare reducing ones. With lump-sum subsidies, the second-best policytrades off the expected subsidy cost with allowing welfare decreasingRJVs or blocking welfare increasing ones.

Implementing interactive computing in an object-oriented environment

Statistical computing when input/output is driven by a Graphical User Interface is considered. A proposal is made for automatic control ofcomputational flow to ensure that only strictly required computationsare actually carried on. The computational flow is modeled by a directed graph for implementation in any object-oriented programming language with symbolic manipulation capabilities. A complete implementation example is presented to compute and display frequency based piecewise linear density estimators such as histograms or frequency polygons.

Population genetic structure and demography analysis in palinurus elephas populations from atlantic and mediterranean waters

Report for the scientific sojourn at the University of Reading, United Kingdom, from January until May 2008. The main objectives have been firstly to infer population structure and parameters in demographic models using a total of 13 microsatellite loci for genotyping approximately 30 individuals per population in 10 Palinurus elephas populations both from Mediterranean and Atlantic waters. Secondly, developing statistical methods to identify discrepant loci, possibly under selection and implement those methods using the R software environment. It is important to consider that the calculation of the probability distribution of the demographic and mutational parameters for a full genetic data set is numerically difficult for complex demographic history (Stephens 2003). The Approximate Bayesian Computation (ABC), based on summary statistics to infer posterior distributions of variable parameters without explicit likelihood calculations, can surmount this difficulty. This would allow to gather information on different demographic prior values (i.e. effective population sizes, migration rate, microsatellite mutation rate, mutational processes) and assay the sensitivity of inferences to demographic priors by assuming different priors.

Compositional Data Analysis with R

R from http://www.r-project.org/ is ‘GNU S’ – a language and environment for statistical computingand graphics. The environment in which many classical and modern statistical techniques havebeen implemented, but many are supplied as packages. There are 8 standard packages and many moreare available through the cran family of Internet sites http://cran.r-project.org .We started to develop a library of functions in R to support the analysis of mixtures and our goal isa MixeR package for compositional data analysis that provides support foroperations on compositions: perturbation and power multiplication, subcomposition with or withoutresiduals, centering of the data, computing Aitchison’s, Euclidean, Bhattacharyya distances,compositional Kullback-Leibler divergence etc.graphical presentation of compositions in ternary diagrams and tetrahedrons with additional features:barycenter, geometric mean of the data set, the percentiles lines, marking and coloring ofsubsets of the data set, theirs geometric means, notation of individual data in the set . . .dealing with zeros and missing values in compositional data sets with R procedures for simpleand multiplicative replacement strategy,the time series analysis of compositional data.We’ll present the current status of MixeR development and illustrate its use on selected data sets

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.

Programa d'anàlisi d'imatges de provetes metal·logràfiques

L’objectiu del present TFM és explorar les possibilitats del programa matemàtic MATLAB i la seva eina Entorn de Disseny d’Interfícies Gràfiques d’Usuari (GUIDE), desenvolupant un programa d’anàlisi d’imatges de provetes metal·logràfiques que es pugui utilitzar per a realitzar pràctiques de laboratori de l’assignatura Tecnologia de Materials de la titulació de Grau en Enginyeria Mecatrònica que s’imparteix a la Universitat de Vic. Les àrees d’interès del treball són la Instrumentació Virtual, la programació MATLAB i les tècniques d’anàlisi d’imatges metal·logràfiques. En la memòria es posa un èmfasi especial en el disseny de la interfície i dels procediments per a efectuar les mesures. El resultat final és un programa que satisfà tots els requeriments que s’havien imposat en la proposta inicial. La interfície del programa és clara i neta, destinant molt espai a la imatge que s’analitza. L’estructura i disposició dels menús i dels comandaments ajuda a que la utilització del programa sigui fàcil i intuïtiva. El programa s’ha estructurat de manera que sigui fàcilment ampliable amb altres rutines de mesura, o amb l’automatització de les rutines existents. Al tractar-se d’un programa que funciona com un instrument de mesura, es dedica un capítol sencer de la memòria a mostrar el procediment de càlcul dels errors que s’ocasionen durant la seva utilització, amb la finalitat de conèixer el seu ordre de magnitud, i de saber-los calcular de nou en cas que variïn les condicions d’utilització. Pel que fa referència a la programació, malgrat que MATLAB no sigui un entorn de programació clàssic, sí que incorpora eines que permeten fer aplicacions no massa complexes, i orientades bàsicament a gràfics o a imatges. L’eina GUIDE simplifica la realització de la interfície d’usuari, malgrat que presenta problemes per tractar dissenys una mica complexos. Per altra banda, el codi generat per GUIDE no és accessible, cosa que no permet modificar manualment la interfície en aquells casos en els que GUIDE té problemes. Malgrat aquests petits problemes, la potència de càlcul de MATLAB compensa sobradament aquestes deficiències.