952 resultados para financial data processing


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Huelse, M, Barr, D R W, Dudek, P: Cellular Automata and non-static image processing for embodied robot systems on a massively parallel processor array. In: Adamatzky, A et al. (eds) AUTOMATA 2008, Theory and Applications of Cellular Automata. Luniver Press, 2008, pp. 504-510. Sponsorship: EPSRC

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Plants exhibit different developmental strategies than animals; these are characterized by a tight linkage between environmental conditions and development. As plants have neither specialized sensory organs nor a nervous system, intercellular regulators are essential for their development. Recently, major advances have been made in understanding how intercellular regulation is achieved in plants on a molecular level. Plants use a variety of molecules for intercellular regulation: hormones are used as systemic signals that are interpreted at the individual-cell level; receptor peptide-ligand systems regulate local homeostasis; moving transcriptional regulators act in a switch-like manner over small and large distances. Together, these mechanisms coherently coordinate developmental decisions with resource allocation and growth.

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BACKGROUND: Historically, only partial assessments of data quality have been performed in clinical trials, for which the most common method of measuring database error rates has been to compare the case report form (CRF) to database entries and count discrepancies. Importantly, errors arising from medical record abstraction and transcription are rarely evaluated as part of such quality assessments. Electronic Data Capture (EDC) technology has had a further impact, as paper CRFs typically leveraged for quality measurement are not used in EDC processes. METHODS AND PRINCIPAL FINDINGS: The National Institute on Drug Abuse Treatment Clinical Trials Network has developed, implemented, and evaluated methodology for holistically assessing data quality on EDC trials. We characterize the average source-to-database error rate (14.3 errors per 10,000 fields) for the first year of use of the new evaluation method. This error rate was significantly lower than the average of published error rates for source-to-database audits, and was similar to CRF-to-database error rates reported in the published literature. We attribute this largely to an absence of medical record abstraction on the trials we examined, and to an outpatient setting characterized by less acute patient conditions. CONCLUSIONS: Historically, medical record abstraction is the most significant source of error by an order of magnitude, and should be measured and managed during the course of clinical trials. Source-to-database error rates are highly dependent on the amount of structured data collection in the clinical setting and on the complexity of the medical record, dependencies that should be considered when developing data quality benchmarks.

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A regularized algorithm for the recovery of band-limited signals from noisy data is described. The regularization is characterized by a single parameter. Iterative and non-iterative implementations of the algorithm are shown to have useful properties, the former offering the advantage of flexibility and the latter a potential for rapid data processing. Comparative results, using experimental data obtained in laser anemometry studies with a photon correlator, are presented both with and without regularization. © 1983 Taylor & Francis Ltd.

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A Time of flight (ToF) mass spectrometer suitable in terms of sensitivity, detector response and time resolution, for application in fast transient Temporal Analysis of Products (TAP) kinetic catalyst characterization is reported. Technical difficulties associated with such application as well as the solutions implemented in terms of adaptations of the ToF apparatus are discussed. The performance of the ToF was validated and the full linearity of the specific detector over the full dynamic range was explored in order to ensure its applicability for the TAP application. The reported TAP-ToF setup is the first system that achieves the high level of sensitivity allowing monitoring of the full 0-200 AMU range simultaneously with sub-millisecond time resolution. In this new setup, the high sensitivity allows the use of low intensity pulses ensuring that transport through the reactor occurs in the Knudsen diffusion regime and that the data can, therefore, be fully analysed using the reported theoretical TAP models and data processing.

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Data processing is an essential part of Acoustic Doppler Profiler (ADP) surveys, which have become the standard tool in assessing flow characteristics at tidal power development sites. In most cases, further processing beyond the capabilities of the manufacturer provided software tools is required. These additional tasks are often implemented by every user in mathematical toolboxes like MATLAB, Octave or Python. This requires the transfer of the data from one system to another and thus increases the possibility of errors. The application of dedicated tools for visualisation of flow or geographic data is also often beneficial and a wide range of tools are freely available, though again problems arise from the necessity of transferring the data. Furthermore, almost exclusively PCs are supported directly by the ADP manufacturers, whereas small computing solutions like tablet computers, often running Android or Linux operating systems, seem better suited for online monitoring or data acquisition in field conditions. While many manufacturers offer support for developers, any solution is limited to a single device of a single manufacturer. A common data format for all ADP data would allow development of applications and quicker distribution of new post processing methodologies across the industry.

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Quantile normalization (QN) is a technique for microarray data processing and is the default normalization method in the Robust Multi-array Average (RMA) procedure, which was primarily designed for analysing gene expression data from Affymetrix arrays. Given the abundance of Affymetrix microarrays and the popularity of the RMA method, it is crucially important that the normalization procedure is applied appropriately. In this study we carried out simulation experiments and also analysed real microarray data to investigate the suitability of RMA when it is applied to dataset with different groups of biological samples. From our experiments, we showed that RMA with QN does not preserve the biological signal included in each group, but rather it would mix the signals between the groups. We also showed that the Median Polish method in the summarization step of RMA has similar mixing effect. RMA is one of the most widely used methods in microarray data processing and has been applied to a vast volume of data in biomedical research. The problematic behaviour of this method suggests that previous studies employing RMA could have been misadvised or adversely affected. Therefore we think it is crucially important that the research community recognizes the issue and starts to address it. The two core elements of the RMA method, quantile normalization and Median Polish, both have the undesirable effects of mixing biological signals between different sample groups, which can be detrimental to drawing valid biological conclusions and to any subsequent analyses. Based on the evidence presented here and that in the literature, we recommend exercising caution when using RMA as a method of processing microarray gene expression data, particularly in situations where there are likely to be unknown subgroups of samples.

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Field programmable gate array devices boast abundant resources with which custom accelerator components for signal, image and data processing may be realised; however, realising high performance, low cost accelerators currently demands manual register transfer level design. Software-programmable ’soft’ processors have been proposed as a way to reduce this design burden but they are unable to support performance and cost comparable to custom circuits. This paper proposes a new soft processing approach for FPGA which promises to overcome this barrier. A high performance, fine-grained streaming processor, known as a Streaming Accelerator Element, is proposed which realises accelerators as large scale custom multicore networks. By adopting a streaming execution approach with advanced program control and memory addressing capabilities, typical program inefficiencies can be almost completely eliminated to enable performance and cost which are unprecedented amongst software-programmable solutions. When used to realise accelerators for fast fourier transform, motion estimation, matrix multiplication and sobel edge detection it is shown how the proposed architecture enables real-time performance and with performance and cost comparable with hand-crafted custom circuit accelerators and up to two orders of magnitude beyond existing soft processors.

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O trabalho apresentado centra-se na determinação dos custos de construção de condutas de pequenos e médios diâmetros em Polietileno de Alta Densidade (PEAD) para saneamento básico, tendo como base a metodologia descrita no livro Custos de Construção e Exploração – Volume 9 da série Gestão de Sistemas de Saneamento Básico, de Lencastre et al. (1994). Esta metodologia descrita no livro já referenciado, nos procedimentos de gestão de obra, e para tal foram estimados custos unitários de diversos conjuntos de trabalhos. Conforme Lencastre et al (1994), “esses conjuntos são referentes a movimentos de terras, tubagens, acessórios e respetivos órgãos de manobra, pavimentações e estaleiro, estando englobado na parte do estaleiro trabalhos acessórios correspondentes à obra.” Os custos foram obtidos analisando vários orçamentos de obras de saneamento, resultantes de concursos públicos de empreitadas recentemente realizados. Com vista a tornar a utilização desta metodologia numa ferramenta eficaz, foram organizadas folhas de cálculo que possibilitam obter estimativas realistas dos custos de execução de determinada obra em fases anteriores ao desenvolvimento do projeto, designadamente numa fase de preparação do plano diretor de um sistema ou numa fase de elaboração de estudos de viabilidade económico-financeiros, isto é, mesmo antes de existir qualquer pré-dimensionamento dos elementos do sistema. Outra técnica implementada para avaliar os dados de entrada foi a “Análise Robusta de Dados”, Pestana (1992). Esta metodologia permitiu analisar os dados mais detalhadamente antes de se formularem hipóteses para desenvolverem a análise de risco. A ideia principal é o exame bastante flexível dos dados, frequentemente antes mesmo de os comparar a um modelo probabilístico. Assim, e para um largo conjunto de dados, esta técnica possibilitou analisar a disparidade dos valores encontrados para os diversos trabalhos referenciados anteriormente. Com os dados recolhidos, e após o seu tratamento, passou-se à aplicação de uma metodologia de Análise de Risco, através da Simulação de Monte Carlo. Esta análise de risco é feita com recurso a uma ferramenta informática da Palisade, o @Risk, disponível no Departamento de Engenharia Civil. Esta técnica de análise quantitativa de risco permite traduzir a incerteza dos dados de entrada, representada através de distribuições probabilísticas que o software disponibiliza. Assim, para por em prática esta metodologia, recorreu-se às folhas de cálculo que foram realizadas seguindo a abordagem proposta em Lencastre et al (1994). A elaboração e a análise dessas estimativas poderão conduzir à tomada de decisões sobre a viabilidade da ou das obras a realizar, nomeadamente no que diz respeito aos aspetos económicos, permitindo uma análise de decisão fundamentada quanto à realização dos investimentos.

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One of the fundamental problems with image processing of petrographic thin sections is that the appearance (colour I intensity) of a mineral grain will vary with the orientation of the crystal lattice to the preferred direction of the polarizing filters on a petrographic microscope. This makes it very difficult to determine grain boundaries, grain orientation and mineral species from a single captured image. To overcome this problem, the Rotating Polarizer Stage was used to replace the fixed polarizer and analyzer on a standard petrographic microscope. The Rotating Polarizer Stage rotates the polarizers while the thin section remains stationary, allowing for better data gathering possibilities. Instead of capturing a single image of a thin section, six composite data sets are created by rotating the polarizers through 900 (or 1800 if quartz c-axes measurements need to be taken) in both plane and cross polarized light. The composite data sets can be viewed as separate images and consist of the average intensity image, the maximum intensity image, the minimum intensity image, the maximum position image, the minimum position image and the gradient image. The overall strategy used by the image processing system is to gather the composite data sets, determine the grain boundaries using the gradient image, classify the different mineral species present using the minimum and maximum intensity images and then perform measurements of grain shape and, where possible, partial crystallographic orientation using the maximum intensity and maximum position images.

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Nous développons dans cette thèse, des méthodes de bootstrap pour les données financières de hautes fréquences. Les deux premiers essais focalisent sur les méthodes de bootstrap appliquées à l’approche de "pré-moyennement" et robustes à la présence d’erreurs de microstructure. Le "pré-moyennement" permet de réduire l’influence de l’effet de microstructure avant d’appliquer la volatilité réalisée. En se basant sur cette ap- proche d’estimation de la volatilité intégrée en présence d’erreurs de microstructure, nous développons plusieurs méthodes de bootstrap qui préservent la structure de dépendance et l’hétérogénéité dans la moyenne des données originelles. Le troisième essai développe une méthode de bootstrap sous l’hypothèse de Gaussianité locale des données financières de hautes fréquences. Le premier chapitre est intitulé: "Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns". Nous proposons dans ce chapitre, des méthodes de bootstrap robustes à la présence d’erreurs de microstructure. Particulièrement nous nous sommes focalisés sur la volatilité réalisée utilisant des rendements "pré-moyennés" proposés par Podolskij et Vetter (2009), où les rendements "pré-moyennés" sont construits sur des blocs de rendements à hautes fréquences consécutifs qui ne se chevauchent pas. Le "pré-moyennement" permet de réduire l’influence de l’effet de microstructure avant d’appliquer la volatilité réalisée. Le non-chevauchement des blocs fait que les rendements "pré-moyennés" sont asymptotiquement indépendants, mais possiblement hétéroscédastiques. Ce qui motive l’application du wild bootstrap dans ce contexte. Nous montrons la validité théorique du bootstrap pour construire des intervalles de type percentile et percentile-t. Les simulations Monte Carlo montrent que le bootstrap peut améliorer les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques, pourvu que le choix de la variable externe soit fait de façon appropriée. Nous illustrons ces méthodes en utilisant des données financières réelles. Le deuxième chapitre est intitulé : "Bootstrapping pre-averaged realized volatility under market microstructure noise". Nous développons dans ce chapitre une méthode de bootstrap par bloc basée sur l’approche "pré-moyennement" de Jacod et al. (2009), où les rendements "pré-moyennés" sont construits sur des blocs de rendements à haute fréquences consécutifs qui se chevauchent. Le chevauchement des blocs induit une forte dépendance dans la structure des rendements "pré-moyennés". En effet les rendements "pré-moyennés" sont m-dépendant avec m qui croît à une vitesse plus faible que la taille d’échantillon n. Ceci motive l’application d’un bootstrap par bloc spécifique. Nous montrons que le bloc bootstrap suggéré par Bühlmann et Künsch (1995) n’est valide que lorsque la volatilité est constante. Ceci est dû à l’hétérogénéité dans la moyenne des rendements "pré-moyennés" au carré lorsque la volatilité est stochastique. Nous proposons donc une nouvelle procédure de bootstrap qui combine le wild bootstrap et le bootstrap par bloc, de telle sorte que la dépendance sérielle des rendements "pré-moyennés" est préservée à l’intérieur des blocs et la condition d’homogénéité nécessaire pour la validité du bootstrap est respectée. Sous des conditions de taille de bloc, nous montrons que cette méthode est convergente. Les simulations Monte Carlo montrent que le bootstrap améliore les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques. Nous illustrons cette méthode en utilisant des données financières réelles. Le troisième chapitre est intitulé: "Bootstrapping realized covolatility measures under local Gaussianity assumption". Dans ce chapitre nous montrons, comment et dans quelle mesure on peut approximer les distributions des estimateurs de mesures de co-volatilité sous l’hypothèse de Gaussianité locale des rendements. En particulier nous proposons une nouvelle méthode de bootstrap sous ces hypothèses. Nous nous sommes focalisés sur la volatilité réalisée et sur le beta réalisé. Nous montrons que la nouvelle méthode de bootstrap appliquée au beta réalisé était capable de répliquer les cummulants au deuxième ordre, tandis qu’il procurait une amélioration au troisième degré lorsqu’elle est appliquée à la volatilité réalisée. Ces résultats améliorent donc les résultats existants dans cette littérature, notamment ceux de Gonçalves et Meddahi (2009) et de Dovonon, Gonçalves et Meddahi (2013). Les simulations Monte Carlo montrent que le bootstrap améliore les propriétés en échantillon fini de l’estimateur de la volatilité intégrée par rapport aux résultats asymptotiques et les résultats de bootstrap existants. Nous illustrons cette méthode en utilisant des données financières réelles.

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The telemetry data processing operation intended for a given mission are pre-defined by an onboard telemetry configuration, mission trajectory and overall telemetry methodology have stabilized lately for ISRO vehicles. The given problem on telemetry data processing is reduced through hierarchical problem reduction whereby the sequencing of operations evolves as the control task and operations on data as the function task. The function task Input, Output and execution criteria are captured into tables which are examined by the control task and then schedules when the function task when the criteria is being met.

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Analysis by reduction is a linguistically motivated method for checking correctness of a sentence. It can be modelled by restarting automata. In this paper we propose a method for learning restarting automata which are strictly locally testable (SLT-R-automata). The method is based on the concept of identification in the limit from positive examples only. Also we characterize the class of languages accepted by SLT-R-automata with respect to the Chomsky hierarchy.

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Data mining means to summarize information from large amounts of raw data. It is one of the key technologies in many areas of economy, science, administration and the internet. In this report we introduce an approach for utilizing evolutionary algorithms to breed fuzzy classifier systems. This approach was exercised as part of a structured procedure by the students Achler, Göb and Voigtmann as contribution to the 2006 Data-Mining-Cup contest, yielding encouragingly positive results.

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