The Motif Tracking Algorithm

The search for patterns or motifs in data represents a problem area of key interest to finance and economic researchers. In this paper we introduce the Motif Tracking Algorithm, a novel immune inspired pattern identification tool that is able to identify unknown motifs of a non specified length which repeat within time series data. The power of the algorithm comes from the fact that it uses a small number of parameters with minimal assumptions regarding the data being examined or the underlying motifs. Our interest lies in applying the algorithm to financial time series data to identify unknown patterns that exist. The algorithm is tested using three separate data sets. Particular suitability to financial data is shown by applying it to oil price data. In all cases the algorithm identifies the presence of a motif population in a fast and efficient manner due to the utilisation of an intuitive symbolic representation. The resulting population of motifs is shown to have considerable potential value for other applications such as forecasting and algorithm seeding.

A study on the deployment of GA in a grid computing framework

Dissertação de Mestrado, Engenharia Informática, Faculdade de Ciências e Tecnologia, Universidade do Algarve, 2015

PCM-based in-memory computing: architectures, circuits and applications

Analog In-memory Computing (AIMC) has been proposed in the context of Beyond Von Neumann architectures as a valid strategy to reduce internal data transfers energy consumption and latency, and to improve compute efficiency. The aim of AIMC is to perform computations within the memory unit, typically leveraging the physical features of memory devices. Among resistive Non-volatile Memories (NVMs), Phase-change Memory (PCM) has become a promising technology due to its intrinsic capability to store multilevel data. Hence, PCM technology is currently investigated to enhance the possibilities and the applications of AIMC. This thesis aims at exploring the potential of new PCM-based architectures as in-memory computational accelerators. In a first step, a preliminar experimental characterization of PCM devices has been carried out in an AIMC perspective. PCM cells non-idealities, such as time-drift, noise, and non-linearity have been studied to develop a dedicated multilevel programming algorithm. Measurement-based simulations have been then employed to evaluate the feasibility of PCM-based operations in the fields of Deep Neural Networks (DNNs) and Structural Health Monitoring (SHM). Moreover, a first testchip has been designed and tested to evaluate the hardware implementation of Multiply-and-Accumulate (MAC) operations employing PCM cells. This prototype experimentally demonstrates the possibility to reach a 95% MAC accuracy with a circuit-level compensation of cells time drift and non-linearity. Finally, empirical circuit behavior models have been included in simulations to assess the use of this technology in specific DNN applications, and to enhance the potentiality of this innovative computation approach.

Quantum computing and post-quantum cryptography

One of the main practical implications of quantum mechanical theory is quantum computing, and therefore the quantum computer. Quantum computing (for example, with Shor’s algorithm) challenges the computational hardness assumptions, such as the factoring problem and the discrete logarithm problem, that anchor the safety of cryptosystems. So the scientific community is studying how to defend cryptography; there are two defense strategies: the quantum cryptography (which involves the use of quantum cryptographic algorithms on quantum computers) and the post-quantum cryptography (based on classical cryptographic algorithms, but resistant to quantum computers). For example, National Institute of Standards and Technology (NIST) is collecting and standardizing the post-quantum ciphers, as it established DES and AES as symmetric cipher standards, in the past. In this thesis an introduction on quantum mechanics was given, in order to be able to talk about quantum computing and to analyze Shor’s algorithm. The differences between quantum and post-quantum cryptography were then analyzed. Subsequently the focus was given to the mathematical problems assumed to be resistant to quantum computers. To conclude, post-quantum digital signature cryptographic algorithms selected by NIST were studied and compared in order to apply them in today’s life.

Development of a heterogeneous clustering algorithm for particle shower reconstruction in high energy physics using the SYCL abstraction layer

Nei prossimi anni è atteso un aggiornamento sostanziale di LHC, che prevede di aumentare la luminosità integrata di un fattore 10 rispetto a quella attuale. Tale parametro è proporzionale al numero di collisioni per unità di tempo. Per questo, le risorse computazionali necessarie a tutti i livelli della ricostruzione cresceranno notevolmente. Dunque, la collaborazione CMS ha cominciato già da alcuni anni ad esplorare le possibilità offerte dal calcolo eterogeneo, ovvero la pratica di distribuire la computazione tra CPU e altri acceleratori dedicati, come ad esempio schede grafiche (GPU). Una delle difficoltà di questo approccio è la necessità di scrivere, validare e mantenere codice diverso per ogni dispositivo su cui dovrà essere eseguito. Questa tesi presenta la possibilità di usare SYCL per tradurre codice per la ricostruzione di eventi in modo che sia eseguibile ed efficiente su diversi dispositivi senza modifiche sostanziali. SYCL è un livello di astrazione per il calcolo eterogeneo, che rispetta lo standard ISO C++. Questo studio si concentra sul porting di un algoritmo di clustering dei depositi di energia calorimetrici, CLUE, usando oneAPI, l'implementazione SYCL supportata da Intel. Inizialmente, è stato tradotto l'algoritmo nella sua versione standalone, principalmente per prendere familiarità con SYCL e per la comodità di confronto delle performance con le versioni già esistenti. In questo caso, le prestazioni sono molto simili a quelle di codice CUDA nativo, a parità di hardware. Per validare la fisica, l'algoritmo è stato integrato all'interno di una versione ridotta del framework usato da CMS per la ricostruzione. I risultati fisici sono identici alle altre implementazioni mentre, dal punto di vista delle prestazioni computazionali, in alcuni casi, SYCL produce codice più veloce di altri livelli di astrazione adottati da CMS, presentandosi dunque come una possibilità interessante per il futuro del calcolo eterogeneo nella fisica delle alte energie.

The Crystal-t Algorithm: A New Approach To Calculate The Sle Of Lipidic Mixtures Presenting Solid Solutions.

Lipidic mixtures present a particular phase change profile highly affected by their unique crystalline structure. However, classical solid-liquid equilibrium (SLE) thermodynamic modeling approaches, which assume the solid phase to be a pure component, sometimes fail in the correct description of the phase behavior. In addition, their inability increases with the complexity of the system. To overcome some of these problems, this study describes a new procedure to depict the SLE of fatty binary mixtures presenting solid solutions, namely the Crystal-T algorithm. Considering the non-ideality of both liquid and solid phases, this algorithm is aimed at the determination of the temperature in which the first and last crystal of the mixture melts. The evaluation is focused on experimental data measured and reported in this work for systems composed of triacylglycerols and fatty alcohols. The liquidus and solidus lines of the SLE phase diagrams were described by using excess Gibbs energy based equations, and the group contribution UNIFAC model for the calculation of the activity coefficients of both liquid and solid phases. Very low deviations of theoretical and experimental data evidenced the strength of the algorithm, contributing to the enlargement of the scope of the SLE modeling.

Censored Linear Regression Models For Irregularly Observed Longitudinal Data Using The Multivariate-t Distribution.

In acquired immunodeficiency syndrome (AIDS) studies it is quite common to observe viral load measurements collected irregularly over time. Moreover, these measurements can be subjected to some upper and/or lower detection limits depending on the quantification assays. A complication arises when these continuous repeated measures have a heavy-tailed behavior. For such data structures, we propose a robust structure for a censored linear model based on the multivariate Student's t-distribution. To compensate for the autocorrelation existing among irregularly observed measures, a damped exponential correlation structure is employed. An efficient expectation maximization type algorithm is developed for computing the maximum likelihood estimates, obtaining as a by-product the standard errors of the fixed effects and the log-likelihood function. The proposed algorithm uses closed-form expressions at the E-step that rely on formulas for the mean and variance of a truncated multivariate Student's t-distribution. The methodology is illustrated through an application to an Human Immunodeficiency Virus-AIDS (HIV-AIDS) study and several simulation studies.

Full threshold vs. Swedish interactive threshold algorithm (SITA) em pacientes glaucomatosos submetidos à perimetria computadorizada pela primeira vez

PURPOSE: To compare the Full Threshold (FT) and SITA Standard (SS) strategies in glaucomatous patients undergoing automated perimetry for the first time. METHODS: Thirty-one glaucomatous patients who had never undergone perimetry underwent automated perimetry (Humphrey, program 30-2) with both FT and SS on the same day, with an interval of at least 15 minutes. The order of the examination was randomized, and only one eye per patient was analyzed. Three analyses were performed: a) all the examinations, regardless of the order of application; b) only the first examinations; c) only the second examinations. In order to calculate the sensitivity of both strategies, the following criteria were used to define abnormality: glaucoma hemifield test (GHT) outside normal limits, pattern standard deviation (PSD) <5%, or a cluster of 3 adjacent points with p<5% at the pattern deviation probability plot. RESULTS: When the results of all examinations were analyzed regardless of the order in which they were performed, the number of depressed points with p<0.5% in the pattern deviation probability map was significantly greater with SS (p=0.037), and the sensitivities were 87.1% for SS and 77.4% for FT (p=0.506). When only the first examinations were compared, there were no statistically significant differences regarding the number of depressed points, but the sensitivity of SS (100%) was significantly greater than that obtained with FT (70.6%) (p=0.048). When only the second examinations were compared, there were no statistically significant differences regarding the number of depressed points, and the sensitivities of SS (76.5%) and FT (85.7%) (p=0.664). CONCLUSION: SS may have a higher sensitivity than FT in glaucomatous patients undergoing automated perimetry for the first time. However, this difference tends to disappear in subsequent examinations.

Estimating HIV-1 incidence using the serologic testing algorithm for recent HIV infections at HIV counseling and testing centers in the city of São Paulo, Brazil

The network of HIV counseling and testing centers in São Paulo, Brazil is a major source of data used to build epidemiological profiles of the client population. We examined HIV-1 incidence from November 2000 to April 2001, comparing epidemiological and socio-behavioral data of recently-infected individuals with those with long-standing infection. A less sensitive ELISA was employed to identify recent infection. The overall incidence of HIV-1 infection was 0.53/100/year (95% CI: 0.31-0.85/100/year): 0.77/100/year for males (95% CI: 0.42-1.27/100/year) and 0.22/100/ year (95% CI: 0.05-0.59/100/year) for females. Overall HIV-1 prevalence was 3.2% (95% CI: 2.8-3.7%), being 4.0% among males (95% CI: 3.3-4.7%) and 2.1% among females (95% CI: 1.6-2.8%). Recent infections accounted for 15% of the total (95% CI: 10.2-20.8%). Recent infection correlated with being younger and male (p = 0.019). Therefore, recent infection was more common among younger males and older females.

Combining Legendre's Polynomials and Genetic Algorithm in the Solution of Nonlinear Initial-Value Problems

This work develops a method for solving ordinary differential equations, that is, initial-value problems, with solutions approximated by using Legendre's polynomials. An iterative procedure for the adjustment of the polynomial coefficients is developed, based on the genetic algorithm. This procedure is applied to several examples providing comparisons between its results and the best polynomial fitting when numerical solutions by the traditional Runge-Kutta or Adams methods are available. The resulting algorithm provides reliable solutions even if the numerical solutions are not available, that is, when the mass matrix is singular or the equation produces unstable running processes.

Continental passive microwave-based rainfall estimation algorithm: Application to the Amazon Basin

This paper presents a new statistical algorithm to estimate rainfall over the Amazon Basin region using the Tropical Rainfall Measuring Mission (TRMM) Microwave Imager (TMI). The algorithm relies on empirical relationships derived for different raining-type systems between coincident measurements of surface rainfall rate and 85-GHz polarization-corrected brightness temperature as observed by the precipitation radar (PR) and TMI on board the TRMM satellite. The scheme includes rain/no-rain area delineation (screening) and system-type classification routines for rain retrieval. The algorithm is validated against independent measurements of the TRMM-PR and S-band dual-polarization Doppler radar (S-Pol) surface rainfall data for two different periods. Moreover, the performance of this rainfall estimation technique is evaluated against well-known methods, namely, the TRMM-2A12 [ the Goddard profiling algorithm (GPROF)], the Goddard scattering algorithm (GSCAT), and the National Environmental Satellite, Data, and Information Service (NESDIS) algorithms. The proposed algorithm shows a normalized bias of approximately 23% for both PR and S-Pol ground truth datasets and a mean error of 0.244 mm h(-1) ( PR) and -0.157 mm h(-1)(S-Pol). For rain volume estimates using PR as reference, a correlation coefficient of 0.939 and a normalized bias of 0.039 were found. With respect to rainfall distributions and rain area comparisons, the results showed that the formulation proposed is efficient and compatible with the physics and dynamics of the observed systems over the area of interest. The performance of the other algorithms showed that GSCAT presented low normalized bias for rain areas and rain volume [0.346 ( PR) and 0.361 (S-Pol)], and GPROF showed rainfall distribution similar to that of the PR and S-Pol but with a bimodal distribution. Last, the five algorithms were evaluated during the TRMM-Large-Scale Biosphere-Atmosphere Experiment in Amazonia (LBA) 1999 field campaign to verify the precipitation characteristics observed during the easterly and westerly Amazon wind flow regimes. The proposed algorithm presented a cumulative rainfall distribution similar to the observations during the easterly regime, but it underestimated for the westerly period for rainfall rates above 5 mm h(-1). NESDIS(1) overestimated for both wind regimes but presented the best westerly representation. NESDIS(2), GSCAT, and GPROF underestimated in both regimes, but GPROF was closer to the observations during the easterly flow.

The merging cluster Abell 1758 revisited: multi-wavelength observations and numerical simulations

Context. Cluster properties can be more distinctly studied in pairs of clusters, where we expect the effects of interactions to be strong. Aims. We here discuss the properties of the double cluster Abell 1758 at a redshift z similar to 0.279. These clusters show strong evidence for merging. Methods. We analyse the optical properties of the North and South cluster of Abell 1758 based on deep imaging obtained with the Canada-France-Hawaii Telescope (CFHT) archive Megaprime/Megacam camera in the g' and r' bands, covering a total region of about 1.05 x 1.16 deg(2), or 16.1 x 17.6 Mpc(2). Our X-ray analysis is based on archive XMM-Newton images. Numerical simulations were performed using an N-body algorithm to treat the dark-matter component, a semi-analytical galaxy-formation model for the evolution of the galaxies and a grid-based hydrodynamic code with a parts per million (PPM) scheme for the dynamics of the intra-cluster medium. We computed galaxy luminosity functions (GLFs) and 2D temperature and metallicity maps of the X-ray gas, which we then compared to the results of our numerical simulations. Results. The GLFs of Abell 1758 North are well fit by Schechter functions in the g' and r' bands, but with a small excess of bright galaxies, particularly in the r' band; their faint-end slopes are similar in both bands. In contrast, the GLFs of Abell 1758 South are not well fit by Schechter functions: excesses of bright galaxies are seen in both bands; the faint-end of the GLF is not very well defined in g'. The GLF computed from our numerical simulations assuming a halo mass-luminosity relation agrees with those derived from the observations. From the X-ray analysis, the most striking features are structures in the metal distribution. We found two elongated regions of high metallicity in Abell 1758 North with two peaks towards the centre. In contrast, Abell 1758 South shows a deficit of metals in its central regions. Comparing observational results to those derived from numerical simulations, we could mimic the most prominent features present in the metallicity map and propose an explanation for the dynamical history of the cluster. We found in particular that in the metal-rich elongated regions of the North cluster, winds had been more efficient than ram-pressure stripping in transporting metal-enriched gas to the outskirts. Conclusions. We confirm the merging structure of the North and South clusters, both at optical and X-ray wavelengths.

Harmonic identification using parallel neural networks in single-phase systems

In this paper, artificial neural networks are employed in a novel approach to identify harmonic components of single-phase nonlinear load currents, whose amplitude and phase angle are subject to unpredictable changes, even in steady-state. The first six harmonic current components are identified through the variation analysis of waveform characteristics. The effectiveness of this method is tested by applying it to the model of a single-phase active power filter, dedicated to the selective compensation of harmonic current drained by an AC controller. Simulation and experimental results are presented to validate the proposed approach. (C) 2010 Elsevier B. V. All rights reserved.

Node-Depth Encoding and Multiobjective Evolutionary Algorithm Applied to Large-Scale Distribution System Reconfiguration

The power loss reduction in distribution systems (DSs) is a nonlinear and multiobjective problem. Service restoration in DSs is even computationally hard since it additionally requires a solution in real-time. Both DS problems are computationally complex. For large-scale networks, the usual problem formulation has thousands of constraint equations. The node-depth encoding (NDE) enables a modeling of DSs problems that eliminates several constraint equations from the usual formulation, making the problem solution simpler. On the other hand, a multiobjective evolutionary algorithm (EA) based on subpopulation tables adequately models several objectives and constraints, enabling a better exploration of the search space. The combination of the multiobjective EA with NDE (MEAN) results in the proposed approach for solving DSs problems for large-scale networks. Simulation results have shown the MEAN is able to find adequate restoration plans for a real DS with 3860 buses and 632 switches in a running time of 0.68 s. Moreover, the MEAN has shown a sublinear running time in function of the system size. Tests with networks ranging from 632 to 5166 switches indicate that the MEAN can find network configurations corresponding to a power loss reduction of 27.64% for very large networks requiring relatively low running time.

Digital frequency relaying based on the modified least mean square method

This research presents a method for frequency estimation in power systems using an adaptive filter based on the Least Mean Square Algorithm (LMS). In order to analyze a power system, three-phase voltages were converted into a complex signal applying the alpha beta-transform and the results were used in an adaptive filtering algorithm. Although the use of the complex LMS algorithm is described in the literature, this paper deals with some practical aspects of the algorithm implementation. In order to reduce computing time, a coefficient generator was implemented. For the algorithm validation, a computing simulation of a power system was carried Out using the ATP software. Many different situations were Simulated for the performance analysis of the proposed methodology. The results were compared to a commercial relay for validation, showing the advantages of the new method. (C) 2009 Elsevier Ltd. All rights reserved.