Microfounded forecasting

Our focus is on information in expectation surveys that can now be built on thousands (or millions) of respondents on an almost continuous-time basis (big data) and in continuous macroeconomic surveys with a limited number of respondents. We show that, under standard microeconomic and econometric techniques, survey forecasts are an affine function of the conditional expectation of the target variable. This is true whether or not the survey respondent knows the data-generating process (DGP) of the target variable or the econometrician knows the respondents individual loss function. If the econometrician has a mean-squared-error risk function, we show that asymptotically efficient forecasts of the target variable can be built using Hansens (Econometrica, 1982) generalized method of moments in a panel-data context, when N and T diverge or when T diverges with N xed. Sequential asymptotic results are obtained using Phillips and Moon s (Econometrica, 1999) framework. Possible extensions are also discussed.

Análise operacional e econômica do processamento de madeira de Eucalitpo com Hypro em região montanhosa

O processo constante de avaliação técnica e econômica dos sistemas de colheita de madeira é intrínseco às empresas florestais, devido ao fato de corresponder a uma fase de suma importância que despende elevado investimento financeiro. No experimento deste trabalho, estudaram-se o rendimento operacional e custos operacionais e de produção do processador florestal Hypro. A análise técnica englobou estudos de tempos e movimentos pelo método de tempo contínuo. O rendimento operacional foi determinado através do volume, em metros cúbicos de madeira processada. A análise econômica incorporou os parâmetros do custo operacional, custo de processamento da madeira e rendimento energético. A análise dos dados evidenciou que o rendimento operacional por hora efetiva de trabalho foi de 38 árvores e, em metros cúbicos sem casca por hora efetiva de trabalho, de 11,68 m³ h-1, com custo de processamento de madeira sem casca de US$ 6.85 por metro cúbico.

Influência do relevo na produtividade e custos do harvester

Among the several variables that influence timber harvesting is the slope, which influences the productivity of forest machines. In this experiment the harvester was evaluated technically and economically while cutting and processing eucalyptus activity on different slope classes. The technical analysis included a study of time and movements by the method of continuous time; productivity was determined by the volume in cubic meters of wood processing. The economic analysis included the parameters of operational cost, production cost and energy consumption. The analysis of the data showed that productivity decreased according to the increase of the percent slope inclination, resulting in an effective work hour productivity increase from 18.72 to 39.71 m(3)sc, with a mean of operating cost of US$ 78.78 per work hour.

Avaliação técnica e econômica do corte de eucalipto com feller-buncher em diferentes condições operacionais

This study aimed to technically and economically evaluate the Feller-buncher in different conditions of harvest in eucalypt forests of second cut. The technical analysis included a study of time and movements by the method of continuous time, and operational performance was determined by volume in cubic meters of harvested wood. The economic analysis included the parameters of operational cost, harvest cost and energy consumption. The analysis of the data showed that the composition of main line harvesting and the arrangement of bundles of trees influenced operational performance. The average operational cost was US$ 86.26 per hour of actual work, which resulted in an average cost of forest harvesting of US$ 1.09 m(-3).

Estudo sistemático de estrelas variáveis na era dos grandes surveys

The interest in the systematic analysis of astronomical time series data, as well as development in astronomical instrumentation and automation over the past two decades has given rise to several questions of how to analyze and synthesize the growing amount of data. These data have led to many discoveries in the areas of modern astronomy asteroseismology, exoplanets and stellar evolution. However, treatment methods and data analysis have failed to follow the development of the instruments themselves, although much effort has been done. In present thesis, we propose new methods of data analysis and two catalogs of the variable stars that allowed the study of rotational modulation and stellar variability. Were analyzed the photometric databases fromtwo distinctmissions: CoRoT (Convection Rotation and planetary Transits) and WFCAM (Wide Field Camera). Furthermore the present work describes several methods for the analysis of photometric data besides propose and refine selection techniques of data using indices of variability. Preliminary results show that variability indices have an efficiency greater than the indices most often used in the literature. An efficient selection of variable stars is essential to improve the efficiency of all subsequent steps. Fromthese analyses were obtained two catalogs; first, fromtheWFCAMdatabase we achieve a catalog with 319 variable stars observed in the photometric bands Y ZJHK. These stars show periods ranging between ∼ 0, 2 to ∼ 560 days whose the variability signatures present RR-Lyrae, Cepheids , LPVs, cataclysmic variables, among many others. Second, from the CoRoT database we selected 4, 206 stars with typical signatures of rotationalmodulation, using a supervised process. These stars show periods ranging between ∼ 0, 33 to ∼ 92 days, amplitude variability between ∼ 0, 001 to ∼ 0, 5 mag, color index (J - H) between ∼ 0, 0 to ∼ 1, 4 mag and spectral type CoRoT FGKM. The WFCAM variable stars catalog is being used to compose a database of light curves to be used as template in an automatic classifier for variable stars observed by the project VVV (Visible and Infrared Survey Telescope for Astronomy) moreover it are a fundamental start point to study different scientific cases. For example, a set of 12 young stars who are in a star formation region and the study of RR Lyrae-whose properties are not well established in the infrared. Based on CoRoT results we were able to show, for the first time, the rotational modulation evolution for an wide homogeneous sample of field stars. The results are inagreement with those expected by the stellar evolution theory. Furthermore, we identified 4 solar-type stars ( with color indices, spectral type, luminosity class and rotation period close to the Sun) besides 400 M-giant stars that we have a special interest to forthcoming studies. From the solar-type stars we can describe the future and past of the Sun while properties of M-stars are not well known. Our results allow concluded that there is a high dependence of the color-period diagram with the reddening in which increase the uncertainties of the age-period realized by previous works using CoRoT data. This thesis provides a large data-set for different scientific works, such as; magnetic activity, cataclysmic variables, brown dwarfs, RR-Lyrae, solar analogous, giant stars, among others. For instance, these data will allow us to study the relationship of magnetic activitywith stellar evolution. Besides these aspects, this thesis presents an improved classification for a significant number of stars in the CoRoT database and introduces a new set of tools that can be used to improve the entire process of the photometric databases analysis

Analog neural nonderivative optimizers

Continuous-time neural networks for solving convex nonlinear unconstrained;programming problems without using gradient information of the objective function are proposed and analyzed. Thus, the proposed networks are nonderivative optimizers. First, networks for optimizing objective functions of one variable are discussed. Then, an existing one-dimensional optimizer is analyzed, and a new line search optimizer is proposed. It is shown that the proposed optimizer network is robust in the sense that it has disturbance rejection property. The network can be implemented easily in hardware using standard circuit elements. The one-dimensional net is used as a building block in multidimensional networks for optimizing objective functions of several variables. The multidimensional nets implement a continuous version of the coordinate descent method.

A current-mode based Field-Programmable Analog Array for signal processing applications

This paper presents a new approach to develop Field Programmable Analog Arrays (FPAAs),(1) which avoids excessive number of programming elements in the signal path, thus enhancing the performance. The paper also introduces a novel FPAA architecture, devoid of the conventional switching and connection modules. The proposed FPAA is based on simple current mode sub-circuits. An uncompounded methodology has been employed for the programming of the Configurable Analog Cell (CAC). Current mode approach has enabled the operation of the FPAA presented here, over almost three decades of frequency range. We have demonstrated the feasibility of the FPAA by implementing some signal processing functions.

On relaxed LMI-based design for fuzzy controllers

Relaxed conditions for stability of nonlinear continuous-time systems given by fuzzy models axe presented. A theoretical analysis shows that the proposed method provides better or at least the same results of the methods presented in the literature. Digital simulations exemplify this fact. This result is also used for fuzzy regulators design. The nonlinear systems are represented by fuzzy models proposed by Takagi and Sugeno. The stability analysis and the design of controllers axe described by LMIs (Linear Matrix Inequalities), that can be solved efficiently using convex programming techniques.

Variable-Structure Control Design of Switched Systems With an Application to a DC-DC Power Converter

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

Less Conservative Control Design for Linear Systems with Polytopic Uncertainties via State-Derivative Feedback

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

O sobre-sinal e a resposta inversa em sistemas de controle lineares contínuos no tempo

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

Localized modes in chi((2)) media with PT-symmetric localized potential

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

A low-voltage wide-swing programmable-gain current amplifier

A CMOS low-voltage, wide-swing continuous-time current amplifier is presented. Exhibiting an open-loop architecture, the circuit is composed of transresistance and transconductance stages built upon triode-operating transistors. In addition to an extended dynamic range, the current gain can be programmed within good accuracy by a rapport involving only transistor geometries and tuning biases. Low temperature-drift on gain setting is then expected.In accordance with a 0.35 mum n-well CMOS fabrication process and a single 1.1 V-supply, a balanced current-amplifier is designed for a programmable gain-range of 6 - 34 dB and optimized with respect to dynamic range. Simulated results from PSPICE and Bsim3v3 models indicate, for a 100 muA(pp)-output current, a THD of 0.96 and 1.87% at 1 KHz and 100 KHz, respectively. Input noise is 120 pArootHz @ 10 Hz, with S/N = 63.2 dB @ 1%-THD. At maximum gain, total quiescent consumption is 334 muW. Measurements from a prototyped amplifier reveal a gain-interval of 4.8-33.1 dB and a maximum current swing of 120 muA(pp). The current-amplifier bandwidth is above 1 MHz.

Fluctuating dimension in a discrete model for quantum gravity based on the spectral principle

The spectral principle of Connes and Chamseddine is used as a starting point to define a discrete model for Euclidean quantum gravity. Instead of summing over ordinary geometries, we consider the sum over generalized geometries where topology, metric, and dimension can fluctuate. The model describes the geometry of spaces with a countable number n of points, and is related to the Gaussian unitary ensemble of Hermitian matrices. We show that this simple model has two phases. The expectation value , the average number of points in the Universe, is finite in one phase and diverges in the other. We compute the critical point as well as the critical exponent of . Moreover, the space-time dimension delta is a dynamical observable in our model, and plays the role of an order parameter. The computation of is discussed and an upper bound is found, < 2.

Global optimization approach for the H2-norm model reduction problem

A branch and bound algorithm is proposed to solve the H2-norm model reduction problem for continuous-time linear systems, with conditions assuring convergence to the global optimum in finite time. The lower and upper bounds used in the optimization procedure are obtained through Linear Matrix Inequalities formulations. Examples illustrate the results.