Adaptive protection scheme for MVC-encoded stereoscopic video streaming in IP-based networks

We present an adaptive unequal error protection (UEP) strategy built on the 1-D interleaved parity Application Layer Forward Error Correction (AL-FEC) code for protecting the transmission of stereoscopic 3D video content encoded with Multiview Video Coding (MVC) through IP-based networks. Our scheme targets the minimization of quality degradation produced by packet losses during video transmission in time-sensitive application scenarios. To that end, based on a novel packet-level distortion model, it selects in real time the most suitable packets within each Group of Pictures (GOP) to be protected and the most convenient FEC technique parameters, i.e., the size of the FEC generator matrix. In order to make these decisions, it considers the relevance of the packet, the behavior of the channel, and the available bitrate for protection purposes. Simulation results validate both the distortion model introduced to estimate the importance of packets and the optimization of the FEC technique parameter values.

Linear color correction for multiple illumination changes and non-overlapping cameras

Many image processing methods, such as techniques for people re-identification, assume photometric constancy between different images. This study addresses the correction of photometric variations based upon changes in background areas to correct foreground areas. The authors assume a multiple light source model where all light sources can have different colours and will change over time. In training mode, the authors learn per-location relations between foreground and background colour intensities. In correction mode, the authors apply a double linear correction model based on learned relations. This double linear correction includes a dynamic local illumination correction mapping as well as an inter-camera mapping. The authors evaluate their illumination correction by computing the similarity between two images based on the earth mover's distance. The authors compare the results to a representative auto-exposure algorithm found in the recent literature plus a colour correction one based on the inverse-intensity chromaticity. Especially in complex scenarios the authors’ method outperforms these state-of-the-art algorithms.

The asymptotic distribution of canonical correlations and vectors in higher-order cointegrated models

The study of the large-sample distribution of the canonical correlations and variates in cointegrated models is extended from the first-order autoregression model to autoregression of any (finite) order. The cointegrated process considered here is nonstationary in some dimensions and stationary in some other directions, but the first difference (the “error-correction form”) is stationary. The asymptotic distribution of the canonical correlations between the first differences and the predictor variables as well as the corresponding canonical variables is obtained under the assumption that the process is Gaussian. The method of analysis is similar to that used for the first-order process.

Choques de oferta e política monetária na economia brasileira: Uma análise do impacto dos preços das commodities na inflação entre 2002 e 2014

Há mais de uma década o controle dos níveis de preço na economia brasileira é realizado dentro do escopo do Regime de Metas de Inflação, que utiliza modelos macroeconômicos como instrumentos para guiar as tomadas de decisões sobre política monetária. Após um período de relativo êxito (2006 - 2009), nos últimos anos apesar dos esforços das autoridades monetárias na aplicação das políticas de contenção da inflação, seguindo os mandamentos do regime de metas, esta tem se mostrado resistente, provocando um debate em torno de fatores que podem estar ocasionando tal comportamento. Na literatura internacional, alguns trabalhos têm creditado aos choques de oferta, especialmente aos desencadeados pela variação dos preços das commodities, uma participação significativa na inflação, principalmente em economias onde os produtos primários figuram como maioria na pauta exportadora. Na literatura nacional, já existem alguns trabalhos que apontam nesta mesma direção. Sendo assim, buscou-se, como objetivo principal para o presente estudo, avaliar como os choques de oferta, mais especificamente os choques originados pelos preços das commodities, têm impactado na inflação brasileira e como e com que eficiência a política monetária do país tem reagido. Para tanto, foi estimado um modelo semiestrutural contendo uma curva de Phillips, uma curva IS e duas versões da Função de Reação do Banco Central, de modo a verificar como as decisões de política monetária são tomadas. O método de estimação empregado foi o de Autorregressão Vetorial com Correção de Erro (VEC) na sua versão estrutural, que permite uma avaliação dinâmica das relações de interdependência entre as variáveis do modelo proposto. Por meio da estimação da curva de Phillips foi possível observar que os choques de oferta, tanto das commodities como da produtividade do trabalho e do câmbio, não impactam a inflação imediatamente, porém sua relevância é crescente ao longo do tempo chegando a prevalecer sobre o efeito autorregressivo (indexação) verificado. Estes choques também se apresentaram importantes para o comportamento da expectativa de inflação, produzindo assim, uma indicação de que seus impactos tendem a se espalhar pelos demais setores da economia. Através dos resultados da curva IS constatou-se a forte inter-relação entre o hiato do produto e a taxa de juros, o que indica que a política monetária, por meio da fixação de tal taxa, influencia fortemente a demanda agregada. Já por meio da estimação da primeira função de reação, foi possível perceber que há uma relação contemporânea relevante entre o desvio da expectativa de inflação em relação à meta e a taxa Selic, ao passo que a relação contemporânea do hiato do produto sobre a taxa Selic se mostrou pequena. Por fim, os resultados obtidos com a segunda função de reação, confirmaram que as autoridades monetárias reagem mais fortemente aos sinais inflacionários da economia do que às movimentações que acontecem na atividade econômica e mostraram que uma elevação nos preços das commodities, em si, não provoca diretamente um aumento na taxa básica de juros da economia.

Chloride Penetration Prediction in Concrete through an Empirical Model Based on Constant Flux Diffusion

An empirical model based on constant flux is presented for chloride transport through concrete in atmospherical exposure conditions. A continuous supply of chlorides is assumed as a constant mass flux at the exposed concrete surface. The model is applied to experimental chloride profiles obtained from a real marine structure, and results are compared with the classical error-function model. The proposed model shows some advantages. It yields a better predictive capacity than the classical error-function model. The previously observed chloride surface concentration increases are compatible with the proposed model. Nevertheless, the predictive capacity of the model can fail if the concrete microstructure changes with time. The model seems to be appropriate for well-maturated concretes exposed to a marine environment in atmospherical conditions.

Ownership and Investment Behaviour in Transition Countries: A Case Study of Collective and Corporate Farms in the Czech Republic. Factor Markets Working Paper No. 17, February 2012

Cooperative and corporate farms have retained an important role for agricultural production in many transition countries of Central and Eastern Europe. Despite this importance, these farms' ownership structure, and particularly the ownership's effect on their investment activity, which is vital for efficient restructuring and the sector's future development, are still not well understood. This paper explores the ownership-investment relationship using data on Czech farms from 1997 to 2008. We allow for ownership-specific variability in farm investment behaviour analyzed by utilizing an error-correction accelerator model. Empirical results suggest significant differences in the level of investment activity, responsiveness to market signals, investment lumpiness, as well as investment sensitivity to financial variables among farms with different ownership characteristics. These differences imply that the internal structure of the Czech cooperative and corporate farms will be developing in the direction of a decreasing number of owners and an increasing ownership concentration.

Price discovery and volatility spillovers in index futures markets: Some evidence from Mexico

This paper investigates the hypotheses that the recently established Mexican stock index futures market effectively serves the price discovery function, and that the introduction of futures trading has provoked volatility in the underlying spot market. We test both hypotheses simultaneously with daily data from Mexico in the context of a modified EGARCH model that also incorporates possible cointegration between the futures and spot markets. The evidence supports both hypotheses, suggesting that the futures market in Mexico is a useful price discovery vehicle, although futures trading has also been a source of instability for the spot market. Several managerial implications are derived and discussed. (C) 2004 Elsevier B.V. All rights reserved.

Practical scheme for error control using feedback

We describe a scheme for quantum-error correction that employs feedback and weak measurement rather than the standard tools of projective measurement and fast controlled unitary gates. The advantage of this scheme over previous protocols [for example, Ahn Phys. Rev. A 65, 042301 (2001)], is that it requires little side processing while remaining robust to measurement inefficiency, and is therefore considerably more practical. We evaluate the performance of our scheme by simulating the correction of bit flips. We also consider implementation in a solid-state quantum-computation architecture and estimate the maximal error rate that could be corrected with current technology.

High-fidelity Z-measurement error encoding of optical qubits

We demonstrate a quantum error correction scheme that protects against accidental measurement, using a parity encoding where the logical state of a single qubit is encoded into two physical qubits using a nondeterministic photonic controlled-NOT gate. For the single qubit input states vertical bar 0 >, vertical bar 1 >, vertical bar 0 > +/- vertical bar 1 >, and vertical bar 0 > +/- i vertical bar 1 > our encoder produces the appropriate two-qubit encoded state with an average fidelity of 0.88 +/- 0.03 and the single qubit decoded states have an average fidelity of 0.93 +/- 0.05 with the original state. We are able to decode the two-qubit state (up to a bit flip) by performing a measurement on one of the qubits in the logical basis; we find that the 64 one-qubit decoded states arising from 16 real and imaginary single-qubit superposition inputs have an average fidelity of 0.96 +/- 0.03.