968 resultados para Randomization-based Inference


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The purpose of this work is to develop a web based decision support system, based onfuzzy logic, to assess the motor state of Parkinson patients on their performance in onscreenmotor tests in a test battery on a hand computer. A set of well defined rules, basedon an expert’s knowledge, were made to diagnose the current state of the patient. At theend of a period, an overall score is calculated which represents the overall state of thepatient during the period. Acceptability of the rules is based on the absolute differencebetween patient’s own assessment of his condition and the diagnosed state. Anyinconsistency can be tracked by highlighted as an alert in the system. Graphicalpresentation of data aims at enhanced analysis of patient’s state and performancemonitoring by the clinic staff. In general, the system is beneficial for the clinic staff,patients, project managers and researchers.

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Wikipedia is a free, web-based, collaborative, multilingual encyclopedia project supported by the non-profit Wikimedia Foundation. Due to the free nature of Wikipedia and allowing open access to everyone to edit articles the quality of articles may be affected. As all people don’t have equal level of knowledge and also different people have different opinions about a topic so there may be difference between the contributions made by different authors. To overcome this situation it is very important to classify the articles so that the articles of good quality can be separated from the poor quality articles and should be removed from the database. The aim of this study is to classify the articles of Wikipedia into two classes class 0 (poor quality) and class 1(good quality) using the Adaptive Neuro Fuzzy Inference System (ANFIS) and data mining techniques. Two ANFIS are built using the Fuzzy Logic Toolbox [1] available in Matlab. The first ANFIS is based on the rules obtained from J48 classifier in WEKA while the other one was built by using the expert’s knowledge. The data used for this research work contains 226 article’s records taken from the German version of Wikipedia. The dataset consists of 19 inputs and one output. The data was preprocessed to remove any similar attributes. The input variables are related to the editors, contributors, length of articles and the lifecycle of articles. In the end analysis of different methods implemented in this research is made to analyze the performance of each classification method used.

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A decision support system (DSS) was implemented based on a fuzzy logic inference system (FIS) to provide assistance in dose alteration of Duodopa infusion in patients with advanced Parkinson’s disease, using data from motor state assessments and dosage. Three-tier architecture with an object oriented approach was used. The DSS has a web enabled graphical user interface that presents alerts indicating non optimal dosage and states, new recommendations, namely typical advice with typical dose and statistical measurements. One data set was used for design and tuning of the FIS and another data set was used for evaluating performance compared with actual given dose. Overall goodness-of-fit for the new patients (design data) was 0.65 and for the ongoing patients (evaluation data) 0.98. User evaluation is now ongoing. The system could work as an assistant to clinical staff for Duodopa treatment in advanced Parkinson’s disease.

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This paper proposes unit tests based on partially adaptive estimation. The proposed tests provide an intermediate class of inference procedures that are more efficient than the traditional OLS-based methods and simpler than unit root tests based on fully adptive estimation using nonparametric methods. The limiting distribution of the proposed test is a combination of standard normal and the traditional Dickey-Fuller (DF) distribution, including the traditional ADF test as a special case when using Gaussian density. Taking into a account the well documented characteristic of heavy-tail behavior in economic and financial data, we consider unit root tests coupled with a class of partially adaptive M-estimators based on the student-t distributions, wich includes te normal distribution as a limiting case. Monte Carlo Experiments indicate that, in the presence of heavy tail distributions or innovations that are contaminated by outliers, the proposed test is more powerful than the traditional ADF test. We apply the proposed test to several macroeconomic time series that have heavy-tailed distributions. The unit root hypothesis is rejected in U.S. real GNP, supporting the literature of transitory shocks in output. However, evidence against unit roots is not found in real exchange rate and nominal interest rate even haevy-tail is taken into a account.

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In this article we use factor models to describe a certain class of covariance structure for financiaI time series models. More specifical1y, we concentrate on situations where the factor variances are modeled by a multivariate stochastic volatility structure. We build on previous work by allowing the factor loadings, in the factor mo deI structure, to have a time-varying structure and to capture changes in asset weights over time motivated by applications with multi pIe time series of daily exchange rates. We explore and discuss potential extensions to the models exposed here in the prediction area. This discussion leads to open issues on real time implementation and natural model comparisons.

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The past decade has wítenessed a series of (well accepted and defined) financial crises periods in the world economy. Most of these events aI,"e country specific and eventually spreaded out across neighbor countries, with the concept of vicinity extrapolating the geographic maps and entering the contagion maps. Unfortunately, what contagion represents and how to measure it are still unanswered questions. In this article we measure the transmission of shocks by cross-market correlation\ coefficients following Forbes and Rigobon's (2000) notion of shift-contagion,. Our main contribution relies upon the use of traditional factor model techniques combined with stochastic volatility mo deIs to study the dependence among Latin American stock price indexes and the North American indexo More specifically, we concentrate on situations where the factor variances are modeled by a multivariate stochastic volatility structure. From a theoretical perspective, we improve currently available methodology by allowing the factor loadings, in the factor model structure, to have a time-varying structure and to capture changes in the series' weights over time. By doing this, we believe that changes and interventions experienced by those five countries are well accommodated by our models which learns and adapts reasonably fast to those economic and idiosyncratic shocks. We empirically show that the time varying covariance structure can be modeled by one or two common factors and that some sort of contagion is present in most of the series' covariances during periods of economical instability, or crisis. Open issues on real time implementation and natural model comparisons are thoroughly discussed.

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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

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This work presents the design of a fuzzy controller with simplified architecture that use an artificial neural network working as the aggregation operator for several active fuzzy rules. The simplified architecture of the fuzzy controller is used to minimize the time processing used in the closed loop system operation, the basic procedures of fuzzification are simplified to maximum while all the inference procedures are computed in a private way. As consequence, this simplified architecture allows a fast and easy configuration of the simplified fuzzy controller. The structuring of the fuzzy rules that define the control actions is previously computed using an artificial neural network based on CMAC Cerebellar Model Articulation Controller. The operational limits are standardized and all the control actions are previously calculated and stored in memory. For applications, results and conclusions several configurations of this fuzzy controller are considered.

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The crossflow filtration process differs of the conventional filtration by presenting the circulation flow tangentially to the filtration surface. The conventional mathematical models used to represent the process have some limitations in relation to the identification and generalization of the system behavior. In this paper, a system based on fuzzy logic systems is developed to overcome the problems usually found in the conventional mathematical models. Imprecisions and uncertainties associated with the measurements made on the system are automatically incorporated in the fuzzy approach. Simulation results are presented to justify the validity of the proposed approach.

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This paper describes a novel approach for mapping lightning processes using fuzzy logic. The core regarding lightning process is to identify and to model those uncertain information on mathematical principles. In fact, the lightning process involves several nonlinear features that our current mathematical tools would not be able to model. The estimation process has been carried out using a fuzzy system based on Sugeno's architecture. Simulation results confirm that proposed approach can be efficiently used in these types of problem.

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This paper presents a new methodology for the adjustment of fuzzy inference systems, which uses technique based on error back-propagation method. The free parameters of the fuzzy inference system, such as its intrinsic parameters of the membership function and the weights of the inference rules, are automatically adjusted. This methodology is interesting, not only for the results presented and obtained through computer simulations, but also for its generality concerning to the kind of fuzzy inference system used. Therefore, this methodology is expandable either to the Mandani architecture or also to that suggested by Takagi-Sugeno. The validation of the presented methodology is accomplished through estimation of time series and by a mathematical modeling problem. More specifically, the Mackey-Glass chaotic time series is used for the validation of the proposed methodology. © Springer-Verlag Berlin Heidelberg 2007.

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The aim of this study was to examine the effect of different acid etching times on the surface roughness and flexural strength of a lithium disilicate-based glass ceramic. Ceramic bar-shaped specimens (16 mm x 2 mm x 2 mm) were produced from ceramic blocks. All specimens were polished and sonically cleaned in distilled water. Specimens were randomly divided into 5 groups (n=15). Group A (control) no treatment. Groups B-E were etched with 4.9% hydrofluoric acid (HF) for 4 different etching periods: 20 s, 60 s, 90 s and 180 s, respectively. Etched surfaces were observed under scanning electron microscopy. Surface profilometry was used to examine the roughness of the etched ceramic surfaces, and the specimens were loaded to failure using a 3-point bending test to determine the flexural strength. Data were analyzed using one-way ANOVA and Tukey's test (α=0.05). All etching periods produced significantly rougher surfaces than the control group (p<0.05). Roughness values increased with the increase of the etching time. The mean flexural strength values were (MPa): A=417 ± 55; B=367 ± 68; C=363 ± 84; D=329 ± 70; and E=314 ± 62. HF etching significantly reduced the mean flexural strength as the etching time increased (p=0.003). In conclusion, the findings of this study showed that the increase of HF etching time affected the surface roughness and the flexural strength of a lithium disilicate-based glass ceramic, confirming the study hypothesis.