Evaluating the efficiency of fractional integration parameter estimators

This article deals with the efficiency of fractional integration parameter estimators. This study was based on Monte Carlo experiments involving simulated stochastic processes with integration orders in the range]-1,1[. The evaluated estimation methods were classified into two groups: heuristics and semiparametric/maximum likelihood (ML). The study revealed that the comparative efficiency of the estimators, measured by the lesser mean squared error, depends on the stationary/non-stationary and persistency/anti-persistency conditions of the series. The ML estimator was shown to be superior for stationary persistent processes; the wavelet spectrum-based estimators were better for non-stationary mean reversible and invertible anti-persistent processes; the weighted periodogram-based estimator was shown to be superior for non-invertible anti-persistent processes.

Gastric Bypass and Cardiac Autonomic Activity: Influence of Gender and Age

Obesity is associated with increased sympathetic activity and higher mortality. Treatment of this condition is often frustrating. Roux-en-Y gastric bypass is the most effective technique nowadays for treatment of obesity. The aim of the present study is to assess the effects of this surgery on the cardiac autonomic activity, including the influence of gender and age, through heart rate variability (HRV) analysis. The study group consisted of 71 obese patients undergoing gastric bypass. Time domain measures of HRV, obtained from 24-h Holter recordings, were evaluated before and 6 months after surgery, and the results were compared. Percentage of interval differences of successive normal sinus beats greater than 50 ms (pNN50) and square root of the mean squared differences of successive normal sinus beat intervals (rMSSD) was used to estimate the short-term components of HRV, related to the parasympathetic activity. Standard deviation of intervals between all normal sinus beats (SDNN) was related to overall HRV. SDNN, pNN50, and rMSSD showed significant increase 6 months after surgery (p < 0.001, p = 0.001 and p = 0.002, respectively). Men presented a greater increase of SDNN than women (p = 0.006) during the follow-up. There was a difference in rMSSD evolution for age groups (p = 0.002). Only younger patients presented significant increase of rMSSD. Overall HRV increased 6 months after surgery; this increase was more evident in men. Cardiac parasympathetic activity increased also, but in younger patients only.

The plausibility of long-wavelength stress correlation or stress magnitude as a mechanism for precursory seismicity: Results from two simple elastic models

Observations of accelerating seismic activity prior to large earthquakes in natural fault systems have raised hopes for intermediate-term eartquake forecasting. If this phenomena does exist, then what causes it to occur? Recent theoretical work suggests that the accelerating seismic release sequence is a symptom of increasing long-wavelength stress correlation in the fault region. A more traditional explanation, based on Reid's elastic rebound theory, argues that an accelerating sequence of seismic energy release could be a consequence of increasing stress in a fault system whose stress moment release is dominated by large events. Both of these theories are examined using two discrete models of seismicity: a Burridge-Knopoff block-slider model and an elastic continuum based model. Both models display an accelerating release of seismic energy prior to large simulated earthquakes. In both models there is a correlation between the rate of seismic energy release with the total root-mean-squared stress and the level of long-wavelength stress correlation. Furthermore, both models exhibit a systematic increase in the number of large events at high stress and high long-wavelength stress correlation levels. These results suggest that either explanation is plausible for the accelerating moment release in the models examined. A statistical model based on the Burridge-Knopoff block-slider is constructed which indicates that stress alone is sufficient to produce accelerating release of seismic energy with time prior to a large earthquake.

Spatio-temporal alignment of pedobarographic image sequences

O documento em anexo encontra-se na versão post-print (versão corrigida pelo editor).

Signal Subspace Identification in Hyperspectral Linear Mixtures

Chpater in Book Proceedings with Peer Review Second Iberian Conference, IbPRIA 2005, Estoril, Portugal, June 7-9, 2005, Proceedings, Part II

Estimation of signal subspace on hyperspectral data

Dimensionality reduction plays a crucial role in many hyperspectral data processing and analysis algorithms. This paper proposes a new mean squared error based approach to determine the signal subspace in hyperspectral imagery. The method first estimates the signal and noise correlations matrices, then it selects the subset of eigenvalues that best represents the signal subspace in the least square sense. The effectiveness of the proposed method is illustrated using simulated and real hyperspectral images.

Hyperspectral signal subspace estimation

Given an hyperspectral image, the determination of the number of endmembers and the subspace where they live without any prior knowledge is crucial to the success of hyperspectral image analysis. This paper introduces a new minimum mean squared error based approach to infer the signal subspace in hyperspectral imagery. The method, termed hyperspectral signal identification by minimum error (HySime), is eigendecomposition based and it does not depend on any tuning parameters. It first estimates the signal and noise correlation matrices and then selects the subset of eigenvalues that best represents the signal subspace in the least squared error sense. The effectiveness of the proposed method is illustrated using simulated data based on U.S.G.S. laboratory spectra and real hyperspectral data collected by the AVIRIS sensor over Cuprite, Nevada.

Modelação e identificação de motor DC

O modelo matemático de um sistema real permite o conhecimento do seu comportamento dinâmico e é geralmente utilizado em problemas de engenharia. Por vezes os parâmetros utilizados pelo modelo são desconhecidos ou imprecisos. O envelhecimento e o desgaste do material são fatores a ter em conta pois podem causar alterações no comportamento do sistema real, podendo ser necessário efetuar uma nova estimação dos seus parâmetros. Para resolver este problema é utilizado o software desenvolvido pela empresa MathWorks, nomeadamente, o Matlab e o Simulink, em conjunto com a plataforma Arduíno cujo Hardware é open-source. A partir de dados obtidos do sistema real será aplicado um Ajuste de curvas (Curve Fitting) pelo Método dos Mínimos Quadrados de forma a aproximar o modelo simulado ao modelo do sistema real. O sistema desenvolvido permite a obtenção de novos valores dos parâmetros, de uma forma simples e eficaz, com vista a uma melhor aproximação do sistema real em estudo. A solução encontrada é validada com recurso a diferentes sinais de entrada aplicados ao sistema e os seus resultados comparados com os resultados do novo modelo obtido. O desempenho da solução encontrada é avaliado através do método das somas quadráticas dos erros entre resultados obtidos através de simulação e resultados obtidos experimentalmente do sistema real.

Evaluation of Spatial interpolation techniques for mapping climate variables with low sample density: a case study using a new gridded dataset of Bangladesh

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

Assessment of Autonomic Function by Phase Rectification of RRInterval Histogram Analysis in Chagas Disease

Background:In chronic Chagas disease (ChD), impairment of cardiac autonomic function bears prognostic implications. Phase‑rectification of RR-interval series isolates the sympathetic, acceleration phase (AC) and parasympathetic, deceleration phase (DC) influences on cardiac autonomic modulation.Objective:This study investigated heart rate variability (HRV) as a function of RR-interval to assess autonomic function in healthy and ChD subjects.Methods:Control (n = 20) and ChD (n = 20) groups were studied. All underwent 60-min head-up tilt table test under ECG recording. Histogram of RR-interval series was calculated, with 100 ms class, ranging from 600–1100 ms. In each class, mean RR-intervals (MNN) and root-mean-squared difference (RMSNN) of consecutive normal RR-intervals that suited a particular class were calculated. Average of all RMSNN values in each class was analyzed as function of MNN, in the whole series (RMSNNT), and in AC (RMSNNAC) and DC (RMSNNDC) phases. Slopes of linear regression lines were compared between groups using Student t-test. Correlation coefficients were tested before comparisons. RMSNN was log-transformed. (α < 0.05).Results:Correlation coefficient was significant in all regressions (p < 0.05). In the control group, RMSNNT, RMSNNAC, and RMSNNDCsignificantly increased linearly with MNN (p < 0.05). In ChD, only RMSNNAC showed significant increase as a function of MNN, whereas RMSNNT and RMSNNDC did not.Conclusion:HRV increases in proportion with the RR-interval in healthy subjects. This behavior is lost in ChD, particularly in the DC phase, indicating cardiac vagal incompetence.

Cardiovascular Autonomic Dysfunction in Patients with Morbid Obesity

Abstract Background: Morbid obesity is directly related to deterioration in cardiorespiratory capacity, including changes in cardiovascular autonomic modulation. Objective: This study aimed to assess the cardiovascular autonomic function in morbidly obese individuals. Methods: Cross-sectional study, including two groups of participants: Group I, composed by 50 morbidly obese subjects, and Group II, composed by 30 nonobese subjects. The autonomic function was assessed by heart rate variability in the time domain (standard deviation of all normal RR intervals [SDNN]; standard deviation of the normal R-R intervals [SDNN]; square root of the mean squared differences of successive R-R intervals [RMSSD]; and the percentage of interval differences of successive R-R intervals greater than 50 milliseconds [pNN50] than the adjacent interval), and in the frequency domain (high frequency [HF]; low frequency [LF]: integration of power spectral density function in high frequency and low frequency ranges respectively). Between-group comparisons were performed by the Student’s t-test, with a level of significance of 5%. Results: Obese subjects had lower values of SDNN (40.0 ± 18.0 ms vs. 70.0 ± 27.8 ms; p = 0.0004), RMSSD (23.7 ± 13.0 ms vs. 40.3 ± 22.4 ms; p = 0.0030), pNN50 (14.8 ± 10.4 % vs. 25.9 ± 7.2%; p = 0.0061) and HF (30.0 ± 17.5 Hz vs. 51.7 ± 25.5 Hz; p = 0.0023) than controls. Mean LF/HF ratio was higher in Group I (5.0 ± 2.8 vs. 1.0 ± 0.9; p = 0.0189), indicating changes in the sympathovagal balance. No statistical difference in LF was observed between Group I and Group II (50.1 ± 30.2 Hz vs. 40.9 ± 23.9 Hz; p = 0.9013). Conclusion: morbidly obese individuals have increased sympathetic activity and reduced parasympathetic activity, featuring cardiovascular autonomic dysfunction.

CODAMAT: a modern analogue techinque for compositional data

The quantitative estimation of Sea Surface Temperatures from fossils assemblages is afundamental issue in palaeoclimatic and paleooceanographic investigations. TheModern Analogue Technique, a widely adopted method based on direct comparison offossil assemblages with modern coretop samples, was revised with the aim ofconforming it to compositional data analysis. The new CODAMAT method wasdeveloped by adopting the Aitchison metric as distance measure. Modern coretopdatasets are characterised by a large amount of zeros. The zero replacement was carriedout by adopting a Bayesian approach to the zero replacement, based on a posteriorestimation of the parameter of the multinomial distribution. The number of modernanalogues from which reconstructing the SST was determined by means of a multipleapproach by considering the Proxies correlation matrix, Standardized Residual Sum ofSquares and Mean Squared Distance. This new CODAMAT method was applied to theplanktonic foraminiferal assemblages of a core recovered in the Tyrrhenian Sea.Kew words: Modern analogues, Aitchison distance, Proxies correlation matrix,Standardized Residual Sum of Squares

Strategies for sequential prediction of stationary time series

We present simple procedures for the prediction of a real valued sequence. The algorithms are based on a combinationof several simple predictors. We show that if the sequence is a realization of a bounded stationary and ergodic random process then the average of squared errors converges, almost surely, to that of the optimum, given by the Bayes predictor. We offer an analog result for the prediction of stationary gaussian processes.

Compact matrix expressions for generalized Wald tests of equality of moment vectors

Asymptotic chi-squared test statistics for testing the equality ofmoment vectors are developed. The test statistics proposed aregeneralizedWald test statistics that specialize for different settings by inserting andappropriate asymptotic variance matrix of sample moments. Scaled teststatisticsare also considered for dealing with situations of non-iid sampling. Thespecializationwill be carried out for testing the equality of multinomial populations, andtheequality of variance and correlation matrices for both normal andnon-normaldata. When testing the equality of correlation matrices, a scaled versionofthe normal theory chi-squared statistic is proven to be an asymptoticallyexactchi-squared statistic in the case of elliptical data.

An assessment of empirical Bayes and composite estimators for small areas

We compare a set of empirical Bayes and composite estimators of the population means of the districts (small areas) of a country, and show that the natural modelling strategy of searching for a well fitting empirical Bayes model and using it for estimation of the area-level means can be inefficient.