Testing the long-run implications of the expectation hypothesis using cointegration techniques with structural change

This paper investigates whether or not multivariate cointegrated process with structural change can describe the Brazilian term structure of interest rate data from 1995 to 2006. In this work the break point and the number of cointegrated vector are assumed to be known. The estimated model has four regimes. Only three of them are statistically different. The first starts at the beginning of the sample and goes until September of 1997. The second starts at October of 1997 until December of 1998. The third starts at January of 1999 and goes until the end of the sample. It is used monthly data. Models that allows for some similarities across the regimes are also estimated and tested. The models are estimated using the Generalized Reduced-Rank Regressions developed by Hansen (2003). All imposed restrictions can be tested using likelihood ratio test with standard asymptotic 1 qui-squared distribution. The results of the paper show evidence in favor of the long run implications of the expectation hypothesis for Brazil.

Testing the Markov property with ultra high frequency financial data

This paper develops a framework to test whether discrete-valued irregularly-spaced financial transactions data follow a subordinated Markov process. For that purpose, we consider a specific optional sampling in which a continuous-time Markov process is observed only when it crosses some discrete level. This framework is convenient for it accommodates not only the irregular spacing of transactions data, but also price discreteness. Further, it turns out that, under such an observation rule, the current price duration is independent of previous price durations given the current price realization. A simple nonparametric test then follows by examining whether this conditional independence property holds. Finally, we investigate whether or not bid-ask spreads follow Markov processes using transactions data from the New York Stock Exchange. The motivation lies on the fact that asymmetric information models of market microstructures predict that the Markov property does not hold for the bid-ask spread. The results are mixed in the sense that the Markov assumption is rejected for three out of the five stocks we have analyzed.

Design of boundary-scan testing in CMOS image sensors for industrial applications: internship repor

Tests on printed circuit boards and integrated circuits are widely used in industry,resulting in reduced design time and cost of a project. The functional and connectivity tests in this type of circuits soon began to be a concern for the manufacturers, leading to research for solutions that would allow a reliable, quick, cheap and universal solution. Initially, using test schemes were based on a set of needles that was connected to inputs and outputs of the integrated circuit board (bed-of-nails), to which signals were applied, in order to verify whether the circuit was according to the specifications and could be assembled in the production line. With the development of projects, circuit miniaturization, improvement of the production processes, improvement of the materials used, as well as the increase in the number of circuits, it was necessary to search for another solution. Thus Boundary-Scan Testing was developed which operates on the border of integrated circuits and allows testing the connectivity of the input and the output ports of a circuit. The Boundary-Scan Testing method was converted into a standard, in 1990, by the IEEE organization, being known as the IEEE 1149.1 Standard. Since then a large number of manufacturers have adopted this standard in their products. This master thesis has, as main objective: the design of Boundary-Scan Testing in an image sensor in CMOS technology, analyzing the standard requirements, the process used in the prototype production, developing the design and layout of Boundary-Scan and analyzing obtained results after production. Chapter 1 presents briefly the evolution of testing procedures used in industry, developments and applications of image sensors and the motivation for the use of architecture Boundary-Scan Testing. Chapter 2 explores the fundamentals of Boundary-Scan Testing and image sensors, starting with the Boundary-Scan architecture defined in the Standard, where functional blocks are analyzed. This understanding is necessary to implement the design on an image sensor. It also explains the architecture of image sensors currently used, focusing on sensors with a large number of inputs and outputs.Chapter 3 describes the design of the Boundary-Scan implemented and starts to analyse the design and functions of the prototype, the used software, the designs and simulations of the functional blocks of the Boundary-Scan implemented. Chapter 4 presents the layout process used based on the design developed on chapter 3, describing the software used for this purpose, the planning of the layout location (floorplan) and its dimensions, the layout of individual blocks, checks in terms of layout rules, the comparison with the final design and finally the simulation. Chapter 5 describes how the functional tests were performed to verify the design compliancy with the specifications of Standard IEEE 1149.1. These tests were focused on the application of signals to input and output ports of the produced prototype. Chapter 6 presents the conclusions that were taken throughout the execution of the work.

Electrical conductivity testing of corn seeds as influenced by temperature and period of storage

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

Discoloration process modeling by neural network

The photo-oxidation of acid orange 52 dye was performed in the presence of H2O2, utilizing UV light, aiming the discoloration process modeling and the process variable influence characterization. The discoloration process was modeled by the use of feedforward neural network. Each sample was characterized by five independent variables (dye concentration, pH, hydrogen peroxide volume, temperature and time of operation) and a dependent variable (absorbance). The neural model has also provided, through Garson Partition coefficients and the Pertubation method, the independent variable influence order determination. The results indicated that the time of operation was the predominant variable and reaction mean temperature was the lesser influent variable. The neural model obtained presented coefficients of correlation on the order 0.98, for sets of trainability, validation and testing, indicating the power of prediction of the model and its character of generalization. (c) 2007 Elsevier B.V. All rights reserved.

Toxicological evaluation of vegetable oils and biodiesel in soil during the biodegradation process

Vegetable oils and their derivatives, like biodiesel, are used extensively throughout the world, thus posing an environmental risk when disposed. Toxicity testing using test organisms shows how these residues affect ecosystems. Toxicity tests using earthworms (Eisenia foetida. are widespread because they are a practical resource for analyzing terrestrial organisms. For phytotoxicological analysis, we used seeds of arugula (Eruca sativa and lettuce (Lactuca sativa. to analyze the germination of seeds in contaminated soil samples. The toxicological experiment was conducted with four different periods of biodegradation in soil: zero days, 60 days, 120 days and 180 days. The studied contaminants were soybean oil (new and used) and biodiesel (B100). An evaluation of the germination of both seeds showed an increased toxicity for all contaminants as the biodegradation occurred, biodiesel being the most toxic among the contaminants. on the other hand, for the tests using earthworms, the biodiesel was the only contaminant that proved to be toxic. Therefore, the higher toxicity of the sample containing these hydrocarbons over time can be attributed to the secondary compounds formed by microbial action. Thus, we conclude that the biodegradation in soil of the studied compounds requires longer periods for the sample toxicity to be decreased with the action of microorganisms.

Design, manufacturing, and testing of a Nb3Sn coil employing Ti alloy as structural material

We describe the design, manufacturing, and testing results of a Nb3Sn superconducting coil in which TiAIV alloys were used instead of stainless steel to reduce the magnetization contribution caused by the heat treatment for the A-15 Nb-3 Sn phase formation that affects the magnetic field homogeneity. Prior to the coil manufacturing several structural materials were studied and evaluated in terms of their mechanical and magnetic properties in as-worked, welded, and heat-treated conditions. The manufacturing process employed the wind-and-react technique followed by vacuum-pressure impregnation(VPI) at 1 MPa atm. The critical steps of the manufacturing process, besides the heat treatment and impregnation, are the wire splicing and joint manufacturing in which copper posts supported by Si3N4 ceramic were used. The coil was tested with and without a background NbTi coil and the results have shown performance exceeding the design quench current confirming the successful coil construction.

Testing anomalous Higgs couplings in triple photon production at the Tevatron collider

We derive bounds on Higgs and gauge-boson anomalous interactions using the CDF data for the process pp̄ → γγγ + X. We use a linearly realized SU L(2) X U Y(1) invariant effective Lagrangian to describe the bosonic sector of the Standard Model, keeping the fermionic couplings unchanged. All dimension-six operators that lead to anomalous Higgs interactions involving γ and Z are considered. We also show the sensitivity that can be achieved for these couplings at Fermilab Tevatron upgrades. © 1998 Published by Elsevier Science B.V. All rights reserved.

Monitoring the dressing operation in the grinding process

This work was based on a methodology of development and experimentation, and involved monitoring the dressing operation by processing the acoustic emission and electric power signals to detect the optimal dressing moment. Dressing tests were performed in a surface grinding machine with an aluminium grinding wheel. Dressing analysis software was developed and used to process the signals collected earlier in order to analyse not only the dressing parameters but also the software's ability to indicate the instant when the dressing operation could be concluded. Parameters used in the study of burn in grinding were implemented in order to ascertain if they would also prove efficient in monitoring dressing. A comparative study revealed that some parameters are capable of monitoring the dressing operation. It was possible to verify the parameters effectiveness that today are utilised in burning to monitor dressing as well as to create new parameters for monitoring this operation. Copyright © 2009, Inderscience Publishers.

A software development process model for gesture-based interface

Gesture-based applications have particularities, since users interact in a natural way, much as they interact in the non-digital world. Hence, new requirements are needed on the software design process. This paper shows a software development process model for these applications, including requirement specification, design, implementation, and testing procedures. The steps and activities of the proposed model were tested through a game case study, which is a puzzle game. The puzzle is completed when all pieces of a painting are correctly positioned by the drag and drop action of users hand gesture. It also shows the results obtained of applying a heuristic evaluation on this game. © 2012 IEEE.

Tuberculin Skin Testing in White-Tailed Deer (Odocoileus virginianus)

The comparative cervical skin test for antemortem diagnosis of tuberculosis was done 169 times on 116 different white-tailed deer of known Mycobacterium bovis infection status. The sensitivity and specificity were 97 and 81%, respectively. The magnitude of change in skin thickness at test sites was not significantly influenced by dosage of inoculum, dissemination of the disease process, or repeated skin testing. However, the magnitude of change in skin thickness was significantly greater in deer infected for less than 109 days than in deer infected for more than 109 days. As used in the present study, the comparative cervical skin test is a sensitive method of antemortem diagnosis of M. bovis infection in white-tailed deer.

A rigorous approach to facilitate and guarantee the correctness of the genetic testing management in human genome information systems

Abstract Background Recent medical and biological technology advances have stimulated the development of new testing systems that have been providing huge, varied amounts of molecular and clinical data. Growing data volumes pose significant challenges for information processing systems in research centers. Additionally, the routines of genomics laboratory are typically characterized by high parallelism in testing and constant procedure changes. Results This paper describes a formal approach to address this challenge through the implementation of a genetic testing management system applied to human genome laboratory. We introduced the Human Genome Research Center Information System (CEGH) in Brazil, a system that is able to support constant changes in human genome testing and can provide patients updated results based on the most recent and validated genetic knowledge. Our approach uses a common repository for process planning to ensure reusability, specification, instantiation, monitoring, and execution of processes, which are defined using a relational database and rigorous control flow specifications based on process algebra (ACP). The main difference between our approach and related works is that we were able to join two important aspects: 1) process scalability achieved through relational database implementation, and 2) correctness of processes using process algebra. Furthermore, the software allows end users to define genetic testing without requiring any knowledge about business process notation or process algebra. Conclusions This paper presents the CEGH information system that is a Laboratory Information Management System (LIMS) based on a formal framework to support genetic testing management for Mendelian disorder studies. We have proved the feasibility and showed usability benefits of a rigorous approach that is able to specify, validate, and perform genetic testing using easy end user interfaces.

A holistic approach to model-based testing of Web service compositions

The behavior of composed Web services depends on the results of the invoked services; unexpected behavior of one of the invoked services can threat the correct execution of an entire composition. This paper proposes an event-based approach to black-box testing of Web service compositions based on event sequence graphs, which are extended by facilities to deal not only with service behavior under regular circumstances (i.e., where cooperating services are working as expected) but also with their behavior in undesirable situations (i.e., where cooperating services are not working as expected). Furthermore, the approach can be used independently of artifacts (e.g., Business Process Execution Language) or type of composition (orchestration/choreography). A large case study, based on a commercial Web application, demonstrates the feasibility of the approach and analyzes its characteristics. Test generation and execution are supported by dedicated tools. Especially, the use of an enterprise service bus for test execution is noteworthy and differs from other approaches. The results of the case study encourage to suggest that the new approach has the power to detect faults systematically, performing properly even with complex and large compositions. Copyright © 2012 John Wiley & Sons, Ltd.