Simulation -based smoothing and filtering in factor stochastic volatility models : two econometric applications (July-2001)

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.

Prevalence of dementia in Latin America: a collaborative study of population-based cohorts

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

Is it possible to make pixel-based radar image classification user-friendly?

In this paper we would like to shed light the problem of efficiency and effectiveness of image classification in large datasets. As the amount of data to be processed and further classified has increased in the last years, there is a need for faster and more precise pattern recognition algorithms in order to perform online and offline training and classification procedures. We deal here with the problem of moist area classification in radar image in a fast manner. Experimental results using Optimum-Path Forest and its training set pruning algorithm also provided and discussed. © 2011 IEEE.

Digital filtering of oscillations intrinsic to transmission line modeling based on lumped parameters

A correction procedure based on digital signal processing theory is proposed to smooth the numeric oscillations in electromagnetic transient simulation results from transmission line modeling based on an equivalent representation by lumped parameters. The proposed improvement to this well-known line representation is carried out with an Finite Impulse Response (FIR) digital filter used to exclude the high-frequency components associated with the spurious numeric oscillations. To prove the efficacy of this correction method, a well-established frequency-dependent line representation using state equations is modeled with an FIR filter included in the model. The results obtained from the state-space model with and without the FIR filtering are compared with the results simulated by a line model based on distributed parameters and inverse transforms. Finally, the line model integrated with the FIR filtering is also tested and validated based on simulations that include nonlinear and time-variable elements. © 2012 Elsevier Ltd. All rights reserved.

Riverbed: A Novel User-Steered Image Segmentation Method Based on Optimum Boundary Tracking

This paper presents an optimum user-steered boundary tracking approach for image segmentation, which simulates the behavior of water flowing through a riverbed. The riverbed approach was devised using the image foresting transform with a never-exploited connectivity function. We analyze its properties in the derived image graphs and discuss its theoretical relation with other popular methods such as live wire and graph cuts. Several experiments show that riverbed can significantly reduce the number of user interactions (anchor points), as compared to live wire for objects with complex shapes. This paper also includes a discussion about how to combine different methods in order to take advantage of their complementary strengths.

Robotics learning based on collaborative projects

[EN]Nowadays companies demand graduates able to work in multidisciplinary and collaborative projects. Hence, new educational methods are needed in order to support a more advanced society, and progress towards a higher quality of life and sustainability. The University of the Basque Country belongs to the European Higher Education Area, which was created as a result of the Bologna process to ensure the connection and quality of European national educational systems. In this framework, this paper proposes an innovative teaching methodology developed for the "Robotics" subject course that belongs to the syllabus of the B.Sc. degree in Industrial Electronics and Automation Engineering. We present an innovative methodology for Robotics learning based on collaborative projects, aimed at responding to the demands of a multidisciplinary and multilingual society.

Information Filtering for Ultrasound-based Real-time Registration

This paper presents methods based on Information Filters for solving matching problems with emphasis on real-time, or effectively real-time applications. Both applications discussed in this work deal with ultrasound-based rigid registration in computer-assisted orthopedic surgery. In the first application, the usual workflow of rigid registration is reformulated such that registration algorithms would iterate while the surgeon is acquiring ultrasound images of the anatomy to be operated. Using this effectively real-time approach to registration, the surgeon would then receive feedback in order to better gauge the quality of the final registration outcome. The second application considered in this paper circumvents the need to attach physical markers to bones for anatomical referencing. Experiments using anatomical objects immersed in water are performed in order to evaluate and compare the different methods presented herein, using both 2D as well as real-time 3D ultrasound.

ARTHUR: A Collaborative Augmented Environment for Architectural Design and Urban Planning

Projects in the area of architectural design and urban planning typically engage several architects as well as experts from other professions. While the design and review meetings thus often involve a large number of cooperating participants, the actual design is still done by the individuals in the time in between those meetings using desktop PCs and CAD applications. A real collaborative approach to architectural design and urban planning is often limited to early paper-based sketches.In order to overcome these limitations, we designed and realized the ARTHUR system, an Augmented Reality (AR) enhanced round table to support complex design and planning decisions for architects. WhileAR has been applied to this area earlier, our approach does not try to replace the use of CAD systems but rather integrates them seamlessly into the collaborative AR environment. The approach is enhanced by intuitiveinteraction mechanisms that can be easily con-figured for different application scenarios.

Towards an Open Source Framework for Collaborative Problem-Based Learning Environments

This paper presents our research works in the domain of Collaborative Environments centred on Problem Based Learning (PBL) and taking advantage of existing Electronic Documents. We first present the modelling and engineering problems that we want to address; then we discuss technological issues of such a research particularly the use of OpenUSS and of the Enterprise Java Open Source Architecture (EJOSA) to implement such collaborative PBL environments.

Gesture-Based, Touch-Free Multi-User Gaming on Wall-Sized, High-Resolution Tiled Displays

Having to carry input devices can be inconvenient when interacting with wall-sized, high-resolution tiled displays. Such displays are typically driven by a cluster of computers. Running existing games on a cluster is non-trivial, and the performance attained using software solutions like Chromium is not good enough. This paper presents a touch-free, multi-user, humancomputer interface for wall-sized displays that enables completely device-free interaction. The interface is built using 16 cameras and a cluster of computers, and is integrated with the games Quake 3 Arena (Q3A) and Homeworld. The two games were parallelized using two different approaches in order to run on a 7x4 tile, 21 megapixel display wall with good performance. The touch-free interface enables interaction with a latency of 116 ms, where 81 ms are due to the camera hardware. The rendering performance of the games is compared to their sequential counterparts running on the display wall using Chromium. Parallel Q3A’s framerate is an order of magnitude higher compared to using Chromium. The parallel version of Homeworld performed on par with the sequential, which did not run at all using Chromium. Informal use of the touch-free interface indicates that it works better for controlling Q3A than Homeworld.

VR Based Visualization and Exploration of Plant Biological Data

This paper investigates the use of virtual reality (VR) technologies to facilitate the analysis of plant biological data in distinctive steps in the application pipeline. Reconstructed three-dimensional biological models (primary polygonal models) transferred to a virtual environment support scientists' collaborative exploration of biological datasets so that they obtain accurate analysis results and uncover information hidden in the data. Examples of the use of virtual reality in practice are provided and a complementary user study was performed.

Method of collaborative detection of autonomous transport vehicles based on laser rangefinder data

To master changing performance demands, autonomous transport vehicles are deployed to make inhouse material flow applications more flexible. The socalled cellular transport system consists of a multitude of small scale transport vehicles which shall be able to form a swarm. Therefore the vehicles need to detect each other, exchange information amongst each other and sense their environment. By provision of peripherally acquired information of other transport entities, more convenient decisions can be made in terms of navigation and collision avoidance. This paper is a contribution to collective utilization of sensor data in the swarm of cellular transport vehicles.

Constructing a user experience user experience-based mobile learning environment

Mobile learning, in the past defined as learning with mobile devices, now refers to any type of learning-on-the-go or learning that takes advantage of mobile technologies. This new definition shifted its focus from the mobility of technology to the mobility of the learner (O'Malley and Stanton 2002; Sharples, Arnedillo-Sanchez et al. 2009). Placing emphasis on the mobile learner’s perspective requires studying “how the mobility of learners augmented by personal and public technology can contribute to the process of gaining new knowledge, skills, and experience” (Sharples, Arnedillo-Sanchez et al. 2009). The demands of an increasingly knowledge based society and the advances in mobile phone technology are combining to spur the growth of mobile learning. Around the world, mobile learning is predicted to be the future of online learning, and is slowly entering the mainstream education. However, for mobile learning to attain its full potential, it is essential to develop more advanced technologies that are tailored to the needs of this new learning environment. A research field that allows putting the development of such technologies onto a solid basis is user experience design, which addresses how to improve usability and therefore user acceptance of a system. Although there is no consensus definition of user experience, simply stated it focuses on how a person feels about using a product, system or service. It is generally agreed that user experience adds subjective attributes and social aspects to a space that has previously concerned itself mainly with ease-of-use. In addition, it can include users’ perceptions of usability and system efficiency. Recent advances in mobile and ubiquitous computing technologies further underline the importance of human-computer interaction and user experience (feelings, motivations, and values) with a system. Today, there are plenty of reports on the limitations of mobile technologies for learning (e.g., small screen size, slow connection), but there is a lack of research on user experience with mobile technologies. This dissertation will fill in this gap by a new approach in building a user experience-based mobile learning environment. The optimized user experience we suggest integrates three priorities, namely a) content, by improving the quality of delivered learning materials, b) the teaching and learning process, by enabling live and synchronous learning, and c) the learners themselves, by enabling a timely detection of their emotional state during mobile learning. In detail, the contributions of this thesis are as follows: • A video codec optimized for screencast videos which achieves an unprecedented compression rate while maintaining a very high video quality, and a novel UI layout for video lectures, which together enable truly mobile access to live lectures. • A new approach in HTTP-based multimedia delivery that exploits the characteristics of live lectures in a mobile context and enables a significantly improved user experience for mobile live lectures. • A non-invasive affective learning model based on multi-modal emotion detection with very high recognition rates, which enables real-time emotion detection and subsequent adaption of the learning environment on mobile devices. The technology resulting from the research presented in this thesis is in daily use at the School of Continuing Education of Shanghai Jiaotong University (SOCE), a blended-learning institution with 35.000 students.

KrigInv: An efficient and user-friendly implementation of batch-sequential inversion strategies based on kriging

Several strategies relying on kriging have recently been proposed for adaptively estimating contour lines and excursion sets of functions under severely limited evaluation budget. The recently released R package KrigInv 3 is presented and offers a sound implementation of various sampling criteria for those kinds of inverse problems. KrigInv is based on the DiceKriging package, and thus benefits from a number of options concerning the underlying kriging models. Six implemented sampling criteria are detailed in a tutorial and illustrated with graphical examples. Different functionalities of KrigInv are gradually explained. Additionally, two recently proposed criteria for batch-sequential inversion are presented, enabling advanced users to distribute function evaluations in parallel on clusters or clouds of machines. Finally, auxiliary problems are discussed. These include the fine tuning of numerical integration and optimization procedures used within the computation and the optimization of the considered criteria.