Out-of-sample forecast tests robust to the choice of window size

This paper proposes new methodologies for evaluating out-of-sample forecastingperformance that are robust to the choice of the estimation window size. The methodologies involve evaluating the predictive ability of forecasting models over a wide rangeof window sizes. We show that the tests proposed in the literature may lack the powerto detect predictive ability and might be subject to data snooping across differentwindow sizes if used repeatedly. An empirical application shows the usefulness of themethodologies for evaluating exchange rate models' forecasting ability.

Application of the Mutual Information Minimization to speaker recognition / identification improvement

In this paper we propose the inversion of nonlinear distortions in order to improve the recognition rates of a speaker recognizer system. We study the effect of saturations on the test signals, trying to take into account real situations where the training material has been recorded in a controlled situation but the testing signals present some mismatch with the input signal level (saturations). The experimental results for speaker recognition shows that a combination of several strategies can improve the recognition rates with saturated test sentences from 80% to 89.39%, while the results with clean speech (without saturation) is 87.76% for one microphone, and for speaker identification can reduce the minimum detection cost function with saturated test sentences from 6.42% to 4.15%, while the results with clean speech (without saturation) is 5.74% for one microphone and 7.02% for the other one.

A Robust Multiple Feature Approach To Endpoint Detection In Car Environment Based On Advanced Classifiers

In this paper we propose an endpoint detection system based on the use of several features extracted from each speech frame, followed by a robust classifier (i.e Adaboost and Bagging of decision trees, and a multilayer perceptron) and a finite state automata (FSA). We present results for four different classifiers. The FSA module consisted of a 4-state decision logic that filtered false alarms and false positives. We compare the use of four different classifiers in this task. The look ahead of the method that we propose was of 7 frames, which are the number of frames that maximized the accuracy of the system. The system was tested with real signals recorded inside a car, with signal to noise ratio that ranged from 6 dB to 30dB. Finally we present experimental results demonstrating that the system yields robust endpoint detection.

Design and Performance Verification of UHPC Piles for Deep Foundations, TR-558, 2008

The strategic plan for bridge engineering issued by AASHTO in 2005 identified extending the service life and optimizing structural systems of bridges in the United States as two grand challenges in bridge engineering, with the objective of producing safer bridges that have a minimum service life of 75 years and reduced maintenance cost. Material deterioration was identified as one of the primary challenges to achieving the objective of extended life. In substructural applications (e.g., deep foundations), construction materials such as timber, steel, and concrete are subjected to deterioration due to environmental impacts. Using innovative and new materials for foundation applications makes the AASHTO objective of 75 years service life achievable. Ultra High Performance Concrete (UHPC) with compressive strength of 180 MPa (26,000 psi) and excellent durability has been used in superstructure applications but not in geotechnical and foundation applications. This study explores the use of precast, prestressed UHPC piles in future foundations of bridges and other structures. An H-shaped UHPC section, which is 10-in. (250-mm) deep with weight similar to that of an HP10×57 steel pile, was designed to improve constructability and reduce cost. In this project, instrumented UHPC piles were cast and laboratory and field tests were conducted. Laboratory tests were used to verify the moment-curvature response of UHPC pile section. In the field, two UHPC piles have been successfully driven in glacial till clay soil and load tested under vertical and lateral loads. This report provides a complete set of results for the field investigation conducted on UHPC H-shaped piles. Test results, durability, drivability, and other material advantages over normal concrete and steel indicate that UHPC piles are a viable alternative to achieve the goals of AASHTO strategic plan.

Robust parametric indirect estimates of the expected cost of a hospital stay with covariates and censored data.

We consider the problem of estimating the mean hospital cost of stays of a class of patients (e.g., a diagnosis-related group) as a function of patient characteristics. The statistical analysis is complicated by the asymmetry of the cost distribution, the possibility of censoring on the cost variable, and the occurrence of outliers. These problems have often been treated separately in the literature, and a method offering a joint solution to all of them is still missing. Indirect procedures have been proposed, combining an estimate of the duration distribution with an estimate of the conditional cost for a given duration. We propose a parametric version of this approach, allowing for asymmetry and censoring in the cost distribution and providing a mean cost estimator that is robust in the presence of extreme values. In addition, the new method takes covariate information into account.

The branch-site test of positive selection is surprisingly robust but lacks power under synonymous substitution saturation and variation in GC

Positive selection is widely estimated from protein coding sequence alignments by the nonsynonymous-to-synonymous ratio omega. Increasingly elaborate codon models are used in a likelihood framework for this estimation. Although there is widespread concern about the robustness of the estimation of the omega ratio, more efforts are needed to estimate this robustness, especially in the context of complex models. Here, we focused on the branch-site codon model. We investigated its robustness on a large set of simulated data. First, we investigated the impact of sequence divergence. We found evidence of underestimation of the synonymous substitution rate for values as small as 0.5, with a slight increase in false positives for the branch-site test. When dS increases further, underestimation of dS is worse, but false positives decrease. Interestingly, the detection of true positives follows a similar distribution, with a maximum for intermediary values of dS. Thus, high dS is more of a concern for a loss of power (false negatives) than for false positives of the test. Second, we investigated the impact of GC content. We showed that there is no significant difference of false positives between high GC (up to similar to 80%) and low GC (similar to 30%) genes. Moreover, neither shifts of GC content on a specific branch nor major shifts in GC along the gene sequence generate many false positives. Our results confirm that the branch-site is a very conservative test.

A novel HIV vaccine adjuvanted by IC31 induces robust and persistent humoral and cellular immunity.

The HIV vaccine strategy that, to date, generated immune protection consisted of a prime-boost regimen using a canarypox vector and an HIV envelope protein with alum, as shown in the RV144 trial. Since the efficacy was weak, and previous HIV vaccine trials designed to generate antibody responses failed, we hypothesized that generation of T cell responses would result in improved protection. Thus, we tested the immunogenicity of a similar envelope-based vaccine using a mouse model, with two modifications: a clade C CN54gp140 HIV envelope protein was adjuvanted by the TLR9 agonist IC31®, and the viral vector was the vaccinia strain NYVAC-CN54 expressing HIV envelope gp120. The use of IC31® facilitated immunoglobulin isotype switching, leading to the production of Env-specific IgG2a, as compared to protein with alum alone. Boosting with NYVAC-CN54 resulted in the generation of more robust Th1 T cell responses. Moreover, gp140 prime with IC31® and alum followed by NYVAC-CN54 boost resulted in the formation and persistence of central and effector memory populations in the spleen and an effector memory population in the gut. Our data suggest that this regimen is promising and could improve the protection rate by eliciting strong and long-lasting humoral and cellular immune responses.

Robust vaccine-elicited cellular immune responses in breast milk following systemic Simian Immunodeficiency Virus DNA prime and live virus vector boost vaccination of lactating rhesus monkeys.

Breast milk transmission of HIV remains an important mode of infant HIV acquisition. Enhancement of mucosal HIV-specific immune responses in milk of HIV-infected mothers through vaccination may reduce milk virus load or protect against virus transmission in the infant gastrointestinal tract. However, the ability of HIV/SIV strategies to induce virus-specific immune responses in milk has not been studied. In this study, five uninfected, hormone-induced lactating, Mamu A*01(+) female rhesus monkey were systemically primed and boosted with rDNA and the attenuated poxvirus vector, NYVAC, containing the SIVmac239 gag-pol and envelope genes. The monkeys were boosted a second time with a recombinant Adenovirus serotype 5 vector containing matching immunogens. The vaccine-elicited immunodominant epitope-specific CD8(+) T lymphocyte response in milk was of similar or greater magnitude than that in blood and the vaginal tract but higher than that in the colon. Furthermore, the vaccine-elicited SIV Gag-specific CD4(+) and CD8(+) T lymphocyte polyfunctional cytokine responses were more robust in milk than in blood after each virus vector boost. Finally, SIV envelope-specific IgG responses were detected in milk of all monkeys after vaccination, whereas an SIV envelope-specific IgA response was only detected in one vaccinated monkey. Importantly, only limited and transient increases in the proportion of activated or CCR5-expressing CD4(+) T lymphocytes in milk occurred after vaccination. Therefore, systemic DNA prime and virus vector boost of lactating rhesus monkeys elicits potent virus-specific cellular and humoral immune responses in milk and may warrant further investigation as a strategy to impede breast milk transmission of HIV.

Robust Nonlinear Mapping of Soil Contamination Using Support Regression

Spatial data analysis mapping and visualization is of great importance in various fields: environment, pollution, natural hazards and risks, epidemiology, spatial econometrics, etc. A basic task of spatial mapping is to make predictions based on some empirical data (measurements). A number of state-of-the-art methods can be used for the task: deterministic interpolations, methods of geostatistics: the family of kriging estimators (Deutsch and Journel, 1997), machine learning algorithms such as artificial neural networks (ANN) of different architectures, hybrid ANN-geostatistics models (Kanevski and Maignan, 2004; Kanevski et al., 1996), etc. All the methods mentioned above can be used for solving the problem of spatial data mapping. Environmental empirical data are always contaminated/corrupted by noise, and often with noise of unknown nature. That's one of the reasons why deterministic models can be inconsistent, since they treat the measurements as values of some unknown function that should be interpolated. Kriging estimators treat the measurements as the realization of some spatial randomn process. To obtain the estimation with kriging one has to model the spatial structure of the data: spatial correlation function or (semi-)variogram. This task can be complicated if there is not sufficient number of measurements and variogram is sensitive to outliers and extremes. ANN is a powerful tool, but it also suffers from the number of reasons. of a special type ? multiplayer perceptrons ? are often used as a detrending tool in hybrid (ANN+geostatistics) models (Kanevski and Maignank, 2004). Therefore, development and adaptation of the method that would be nonlinear and robust to noise in measurements, would deal with the small empirical datasets and which has solid mathematical background is of great importance. The present paper deals with such model, based on Statistical Learning Theory (SLT) - Support Vector Regression. SLT is a general mathematical framework devoted to the problem of estimation of the dependencies from empirical data (Hastie et al, 2004; Vapnik, 1998). SLT models for classification - Support Vector Machines - have shown good results on different machine learning tasks. The results of SVM classification of spatial data are also promising (Kanevski et al, 2002). The properties of SVM for regression - Support Vector Regression (SVR) are less studied. First results of the application of SVR for spatial mapping of physical quantities were obtained by the authorsin for mapping of medium porosity (Kanevski et al, 1999), and for mapping of radioactively contaminated territories (Kanevski and Canu, 2000). The present paper is devoted to further understanding of the properties of SVR model for spatial data analysis and mapping. Detailed description of the SVR theory can be found in (Cristianini and Shawe-Taylor, 2000; Smola, 1996) and basic equations for the nonlinear modeling are given in section 2. Section 3 discusses the application of SVR for spatial data mapping on the real case study - soil pollution by Cs137 radionuclide. Section 4 discusses the properties of the modelapplied to noised data or data with outliers.

Investigation of High-Strength Bolt-Tightening Verification Techniques, RB07-014

The current means and methods of verifying that high-strength bolts have been properly tightened are very laborious and time consuming. In some cases, the techniques require special equipment and, in other cases, the verification itself may be somewhat subjective. While some commercially available verification techniques do exist, these options still have some limitations and might be considered costly options. The main objectives of this project were to explore high-strength bolt-tightening and verification techniques and to investigate the feasibility of developing and implementing new alternatives. A literature search and a survey of state departments of transportation (DOTs) were conducted to collect information on various bolt-tightening techniques such that an understanding of available and under-development techniques could be obtained. During the literature review, the requirements for materials, inspection, and installation methods outlined in the Research Council on Structural Connections specification were also reviewed and summarized. To guide the search for finding new alternatives and technology development, a working group meeting was held at the Iowa State University Institute for Transportation October 12, 2015. During the meeting, topics central to the research were discussed with Iowa DOT engineers and other professionals who have relevant experiences.

Robust Detection of Incumbents in Cognitive Radio Networks Using Groups

Cognitive radio is a wireless technology aimed at improvingthe efficiency use of the radio-electric spectrum, thus facilitating a reductionin the load on the free frequency bands. Cognitive radio networkscan scan the spectrum and adapt their parameters to operate in the unoccupiedbands. To avoid interfering with licensed users operating on a givenchannel, the networks need to be highly sensitive, which is achieved byusing cooperative sensing methods. Current cooperative sensing methodsare not robust enough against occasional or continuous attacks. This articleoutlines a Group Fusion method that takes into account the behavior ofusers over the short and long term. On fusing the data, the method is basedon giving more weight to user groups that are more unanimous in their decisions.Simulations have been performed in a dynamic environment withinterferences. Results prove that when attackers are present (both reiterativeor sporadic), the proposed Group Fusion method has superior sensingcapability than other methods.

High capacity robust audio watermarking scheme based on FFT and linear regression

Peer-reviewed

A robust audio watermarking scheme based on MPEG 1 Layer 3 Compression

This paper describes an audio watermarking scheme based on lossy compression. The main idea is taken from an image watermarking approach where the JPEG compression algorithm is used to determine where and how the mark should be placed. Similarly, in the audio scheme suggested in this paper, an MPEG 1 Layer 3 algorithm is chosen for compression to determine the position of the mark bits and, thus, the psychoacoustic masking of the MPEG 1 Layer 3compression is implicitly used. This methodology provides with a high robustness degree against compression attacks. The suggested scheme is also shown to succeed against most of the StirMark benchmark attacks for audio.

Robust power allocation algorithms for MIMO OFDM systems with imperfect CSI

This paper presents a Bayesian approach to the design of transmit prefiltering matrices in closed-loop schemes robust to channel estimation errors. The algorithms are derived for a multiple-input multiple-output (MIMO) orthogonal frequency division multiplexing (OFDM) system. Two different optimizationcriteria are analyzed: the minimization of the mean square error and the minimization of the bit error rate. In both cases, the transmitter design is based on the singular value decomposition (SVD) of the conditional mean of the channel response, given the channel estimate. The performance of the proposed algorithms is analyzed,and their relationship with existing algorithms is indicated. As withother previously proposed solutions, the minimum bit error rate algorithmconverges to the open-loop transmission scheme for very poor CSI estimates.