3D-2D image registration by nonlinear regression

We propose a 3D-2D image registration method that relates image features of 2D projection images to the transformation parameters of the 3D image by nonlinear regression. The method is compared with a conventional registration method based on iterative optimization. For evaluation, simulated X-ray images (DRRs) were generated from coronary artery tree models derived from 3D CTA scans. Registration of nine vessel trees was performed, and the alignment quality was measured by the mean target registration error (mTRE). The regression approach was shown to be slightly less accurate, but much more robust than the method based on an iterative optimization approach.

Nonlinear mixture model for hyperspectral unmixing

Proceedings of International Conference - SPIE 7477, Image and Signal Processing for Remote Sensing XV - 28 September 2009

Neural-network approach to modeling liquid crystals in complex confinement

Finding the structure of a confined liquid crystal is a difficult task since both the density and order parameter profiles are nonuniform. Starting from a microscopic model and density-functional theory, one has to either (i) solve a nonlinear, integral Euler-Lagrange equation, or (ii) perform a direct multidimensional free energy minimization. The traditional implementations of both approaches are computationally expensive and plagued with convergence problems. Here, as an alternative, we introduce an unsupervised variant of the multilayer perceptron (MLP) artificial neural network for minimizing the free energy of a fluid of hard nonspherical particles confined between planar substrates of variable penetrability. We then test our algorithm by comparing its results for the structure (density-orientation profiles) and equilibrium free energy with those obtained by standard iterative solution of the Euler-Lagrange equations and with Monte Carlo simulation results. Very good agreement is found and the MLP method proves competitively fast, flexible, and refinable. Furthermore, it can be readily generalized to the richer experimental patterned-substrate geometries that are now experimentally realizable but very problematic to conventional theoretical treatments.

The influence of experience and training in a group of novice observers: a jackknife alternative free-response receiver operating characteristic analysis

Purpose - The study evaluates the pre- and post-training lesion localisation ability of a group of novice observers. Parallels are drawn with the performance of inexperienced radiographers taking part in preliminary clinical evaluation (PCE) and ‘red-dot’ systems, operating within radiography practice. Materials and methods - Thirty-four novice observers searched 92 images for simulated lesions. Pre-training and post-training evaluations were completed following the free-response the receiver operating characteristic (FROC) method. Training consisted of observer performance methodology, the characteristics of the simulated lesions and information on lesion frequency. Jackknife alternative FROC (JAFROC) and highest rating inferred ROC analyses were performed to evaluate performance difference on lesion-based and case-based decisions. The significance level of the test was set at 0.05 to control the probability of Type I error. Results - JAFROC analysis (F(3,33) = 26.34, p < 0.0001) and highest-rating inferred ROC analysis (F(3,33) = 10.65, p = 0.0026) revealed a statistically significant difference in lesion detection performance. The JAFROC figure-of-merit was 0.563 (95% CI 0.512,0.614) pre-training and 0.677 (95% CI 0.639,0.715) post-training. Highest rating inferred ROC figure-of-merit was 0.728 (95% CI 0.701,0.755) pre-training and 0.772 (95% CI 0.750,0.793) post-training. Conclusions - This study has demonstrated that novice observer performance can improve significantly. This study design may have relevance in the assessment of inexperienced radiographers taking part in PCE or commenting scheme for trauma.

Observability of nonlinear fractional dynamical systems

We study the observability of linear and nonlinear fractional differential systems of order 0 < α < 1 by using the Mittag-Leffler matrix function and the application of Banach’s contraction mapping theorem. Several examples illustrate the concepts.

Combined mutation differential evolution to solve systems of nonlinear equations

This paper presents a differential evolution heuristic to compute a solution of a system of nonlinear equations through the global optimization of an appropriate merit function. Three different mutation strategies are combined to generate mutant points. Preliminary numerical results show the effectiveness of the presented heuristic.

Relativistic time effects in financial dynamics

Financial time series have a complex dynamic nature. Many techniques were adopted having in mind standard paradigms of time flow. This paper explores an alternative route involving relativistic effects. It is observed that the measuring perspective influences the results and that we can have different time textures.

Analysis of temperature time-series: embedding dynamics into the MDS method

Global warming and the associated climate changes are being the subject of intensive research due to their major impact on social, economic and health aspects of the human life. Surface temperature time-series characterise Earth as a slow dynamics spatiotemporal system, evidencing long memory behaviour, typical of fractional order systems. Such phenomena are difficult to model and analyse, demanding for alternative approaches. This paper studies the complex correlations between global temperature time-series using the Multidimensional scaling (MDS) approach. MDS provides a graphical representation of the pattern of climatic similarities between regions around the globe. The similarities are quantified through two mathematical indices that correlate the monthly average temperatures observed in meteorological stations, over a given period of time. Furthermore, time dynamics is analysed by performing the MDS analysis over slices sampling the time series. MDS generates maps describing the stations’ locus in the perspective that, if they are perceived to be similar to each other, then they are placed on the map forming clusters. We show that MDS provides an intuitive and useful visual representation of the complex relationships that are present among temperature time-series, which are not perceived on traditional geographic maps. Moreover, MDS avoids sensitivity to the irregular distribution density of the meteorological stations.

Complex dynamics of financial indices

This paper presents a novel method for the analysis of nonlinear financial and economic systems. The modeling approach integrates the classical concepts of state space representation and time series regression. The analytical and numerical scheme leads to a parameter space representation that constitutes a valid alternative to represent the dynamical behavior. The results reveal that business cycles can be clearly revealed, while the noise effects common in financial indices can elegantly be filtered out of the results.

Optimal controllers with complex order derivatives

This paper studies the optimization of complex-order algorithms for the discrete-time control of linear and nonlinear systems. The fundamentals of fractional systems and genetic algorithms are introduced. Based on these concepts, complexorder control schemes and their implementation are evaluated in the perspective of evolutionary optimization. The results demonstrate not only that complex-order derivatives constitute a valuable alternative for deriving control algorithms, but also the feasibility of the adopted optimization strategy.

Memória de longo prazo nos retornos acionistas dos índices de referência da euronext, implicações para a hipótese de mercados eficientes e contributo fractal para aperfeiçoamento do capital asset pricing model

Não existe uma definição única de processo de memória de longo prazo. Esse processo é geralmente definido como uma série que possui um correlograma decaindo lentamente ou um espectro infinito de frequência zero. Também se refere que uma série com tal propriedade é caracterizada pela dependência a longo prazo e por não periódicos ciclos longos, ou que essa característica descreve a estrutura de correlação de uma série de longos desfasamentos ou que é convencionalmente expressa em termos do declínio da lei-potência da função auto-covariância. O interesse crescente da investigação internacional no aprofundamento do tema é justificado pela procura de um melhor entendimento da natureza dinâmica das séries temporais dos preços dos ativos financeiros. Em primeiro lugar, a falta de consistência entre os resultados reclama novos estudos e a utilização de várias metodologias complementares. Em segundo lugar, a confirmação de processos de memória longa tem implicações relevantes ao nível da (1) modelação teórica e econométrica (i.e., dos modelos martingale de preços e das regras técnicas de negociação), (2) dos testes estatísticos aos modelos de equilíbrio e avaliação, (3) das decisões ótimas de consumo / poupança e de portefólio e (4) da medição de eficiência e racionalidade. Em terceiro lugar, ainda permanecem questões científicas empíricas sobre a identificação do modelo geral teórico de mercado mais adequado para modelar a difusão das séries. Em quarto lugar, aos reguladores e gestores de risco importa saber se existem mercados persistentes e, por isso, ineficientes, que, portanto, possam produzir retornos anormais. O objetivo do trabalho de investigação da dissertação é duplo. Por um lado, pretende proporcionar conhecimento adicional para o debate da memória de longo prazo, debruçando-se sobre o comportamento das séries diárias de retornos dos principais índices acionistas da EURONEXT. Por outro lado, pretende contribuir para o aperfeiçoamento do capital asset pricing model CAPM, considerando uma medida de risco alternativa capaz de ultrapassar os constrangimentos da hipótese de mercado eficiente EMH na presença de séries financeiras com processos sem incrementos independentes e identicamente distribuídos (i.i.d.). O estudo empírico indica a possibilidade de utilização alternativa das obrigações do tesouro (OT’s) com maturidade de longo prazo no cálculo dos retornos do mercado, dado que o seu comportamento nos mercados de dívida soberana reflete a confiança dos investidores nas condições financeiras dos Estados e mede a forma como avaliam as respetiva economias com base no desempenho da generalidade dos seus ativos. Embora o modelo de difusão de preços definido pelo movimento Browniano geométrico gBm alegue proporcionar um bom ajustamento das séries temporais financeiras, os seus pressupostos de normalidade, estacionariedade e independência das inovações residuais são adulterados pelos dados empíricos analisados. Por isso, na procura de evidências sobre a propriedade de memória longa nos mercados recorre-se à rescaled-range analysis R/S e à detrended fluctuation analysis DFA, sob abordagem do movimento Browniano fracionário fBm, para estimar o expoente Hurst H em relação às séries de dados completas e para calcular o expoente Hurst “local” H t em janelas móveis. Complementarmente, são realizados testes estatísticos de hipóteses através do rescaled-range tests R/S , do modified rescaled-range test M - R/S e do fractional differencing test GPH. Em termos de uma conclusão única a partir de todos os métodos sobre a natureza da dependência para o mercado acionista em geral, os resultados empíricos são inconclusivos. Isso quer dizer que o grau de memória de longo prazo e, assim, qualquer classificação, depende de cada mercado particular. No entanto, os resultados gerais maioritariamente positivos suportam a presença de memória longa, sob a forma de persistência, nos retornos acionistas da Bélgica, Holanda e Portugal. Isto sugere que estes mercados estão mais sujeitos a maior previsibilidade (“efeito José”), mas também a tendências que podem ser inesperadamente interrompidas por descontinuidades (“efeito Noé”), e, por isso, tendem a ser mais arriscados para negociar. Apesar da evidência de dinâmica fractal ter suporte estatístico fraco, em sintonia com a maior parte dos estudos internacionais, refuta a hipótese de passeio aleatório com incrementos i.i.d., que é a base da EMH na sua forma fraca. Atendendo a isso, propõem-se contributos para aperfeiçoamento do CAPM, através da proposta de uma nova fractal capital market line FCML e de uma nova fractal security market line FSML. A nova proposta sugere que o elemento de risco (para o mercado e para um ativo) seja dado pelo expoente H de Hurst para desfasamentos de longo prazo dos retornos acionistas. O expoente H mede o grau de memória de longo prazo nos índices acionistas, quer quando as séries de retornos seguem um processo i.i.d. não correlacionado, descrito pelo gBm(em que H = 0,5 , confirmando- se a EMH e adequando-se o CAPM), quer quando seguem um processo com dependência estatística, descrito pelo fBm(em que H é diferente de 0,5, rejeitando-se a EMH e desadequando-se o CAPM). A vantagem da FCML e da FSML é que a medida de memória de longo prazo, definida por H, é a referência adequada para traduzir o risco em modelos que possam ser aplicados a séries de dados que sigam processos i.i.d. e processos com dependência não linear. Então, estas formulações contemplam a EMH como um caso particular possível.

Assessing the behaviour of RC beams subject to significant gravity loads under cyclic loads

Gravity loads can affect a reinforced concrete structure's response to seismic actions, however, traditional procedures for testing the beam behaviour do not take this effect into consideration. An experimental campaign was carried out in order to assess the influence of the gravity load on RC beam connection to the column subjected to cyclic loading. The experiments included the imposition of a conventional quasi-static test protocol based on the imposition of a reverse cyclic displacement history and of an alternative cyclic test procedure starting from the gravity load effects. The test results are presented, compared and analysed in this paper. The imposition of a cyclic test procedure that included the gravity loads effects on the RC beam ends reproduces the demands on the beams' critical zones more realistically than the traditional procedure. The consideration of the vertical load effects in the test procedure led to an accumulation of negative (hogging) deformation. This phenomenon is sustained with the behaviour of a portal frame system under cyclic loads subject to a significant level of the vertical load, leading to the formation of unidirectional plastic hinges. In addition, the hysteretic behaviour of the RC beam ends tested was simulated numerically using the nonlinear structural analysis software - OpenSees. The beam-column model simulates the global element behaviour very well, as there is a reasonable approximation to the hysteretic loops obtained experimentally. (C) 2013 Elsevier Ltd. All rights reserved.

Improvement of a filters method in a derivative free optimization

Constraints nonlinear optimization problems can be solved using penalty or barrier functions. This strategy, based on solving the problems without constraints obtained from the original problem, have shown to be e ective, particularly when used with direct search methods. An alternative to solve the previous problems is the lters method. The lters method introduced by Fletcher and Ley er in 2002, , has been widely used to solve problems of the type mentioned above. These methods use a strategy di erent from the barrier or penalty functions. The previous functions de ne a new one that combine the objective function and the constraints, while the lters method treat optimization problems as a bi-objective problems that minimize the objective function and a function that aggregates the constraints. Motivated by the work of Audet and Dennis in 2004, using lters method with derivative-free algorithms, the authors developed works where other direct search meth- ods were used, combining their potential with the lters method. More recently. In a new variant of these methods was presented, where it some alternative aggregation restrictions for the construction of lters were proposed. This paper presents a variant of the lters method, more robust than the previous ones, that has been implemented with a safeguard procedure where values of the function and constraints are interlinked and not treated completely independently.

Filters method in direct search optimization, new measures to admissibility

Constrained nonlinear optimization problems are usually solved using penalty or barrier methods combined with unconstrained optimization methods. Another alternative used to solve constrained nonlinear optimization problems is the lters method. Filters method, introduced by Fletcher and Ley er in 2002, have been widely used in several areas of constrained nonlinear optimization. These methods treat optimization problem as bi-objective attempts to minimize the objective function and a continuous function that aggregates the constraint violation functions. Audet and Dennis have presented the rst lters method for derivative-free nonlinear programming, based on pattern search methods. Motivated by this work we have de- veloped a new direct search method, based on simplex methods, for general constrained optimization, that combines the features of the simplex method and lters method. This work presents a new variant of these methods which combines the lters method with other direct search methods and are proposed some alternatives to aggregate the constraint violation functions.

A Java expression evaluator for nonlinear programming

Finding the optimal value for a problem is usual in many areas of knowledge where in many cases it is needed to solve Nonlinear Optimization Problems. For some of those problems it is not possible to determine the expression for its objective function and/or its constraints, they are the result of experimental procedures, might be non-smooth, among other reasons. To solve such problems it was implemented an API contained methods to solve both constrained and unconstrained problems. This API was developed to be used either locally on the computer where the application is being executed or remotely on a server. To obtain the maximum flexibility both from the programmers’ and users’ points of view, problems can be defined as a Java class (because this API was developed in Java) or as a simple text input that is sent to the API. For this last one to be possible it was also implemented on the API an expression evaluator. One of the drawbacks of this expression evaluator is that it is slower than the Java native code. In this paper it is presented a solution that combines both options: the problem can be expressed at run-time as a string of chars that are converted to Java code, compiled and loaded dynamically. To wide the target audience of the API, this new expression evaluator is also compatible with the AMPL format.