Quantile Estimation in Non-Stationary Streaming Data

We provide an incremental quantile estimator for Non-stationary Streaming Data. We propose a method for simultaneous estimation of multiple quantiles corresponding to the given probability levels from streaming data. Due to the limitations of the memory, it is not feasible to compute the quantiles by storing the data. So estimating the quantiles as the data pass by is the only possibility. This can be effective in network measurement. To provide the minimum of the mean-squared error of the estimation, we use parabolic approximation and for comparison we simulate the results for different number of runs and using both linear and parabolic approximations.

Application of Information Statistical Theory to the Description of the Effect of Heat Conduction on the Chemical Reaction Rate in Gases

The effect of the heat flux on the rate of chemical reaction in dilute gases is shown to be important for reactions characterized by high activation energies and in the presence of very large temperature gradients. This effect, obtained from the second-order terms in the distribution function (similar to those obtained in the Burnett approximation to the solution of the Boltzmann equation), is derived on the basis of information theory. It is shown that the analytical results describing the effect are simpler if the kinetic definition for the nonequilibrium temperature is introduced than if the thermodynamic definition is introduced. The numerical results are nearly the same for both definitions

IP Multicast in Future Mobile Networks

Erilaisten IP-pohjaisten palvelujen käyttö lisääntyy jatkuvasti samalla, kun käyttäjistä tulee yhä liikkuvaisempia. Tästä syystä IP- protokolla tulee väistämättä myös mobiiliverkkoihin. Tässä diplomityössä tutkitaan mobiliteetin IP multcastingiin tuomia ongelmia ja simuloidaan niitä Network Simulatoria käyttäen. Pääpaino on ongelmalla, joka aiheutuu multicast- ryhmänmuodostusviiveestä. Tätä ongelmaa simuloidaan, jotta viiveen, mobiilikäyttäjien palveluunsaapumistaajuuden ja Scalable Reliable Multicast (SRM) protokollan ajastinarvojen asetusten vaikutus repair request- pakettien määrään ja sitä kautta suoritettavien uudelleenlähetysten määrään selviäisi. Eri parametrien vaikutuksen tutkimiseksi esitetään simulaatiotuloksia varioiduilla parametreillä käyttäen CDF- käyriä. Tulosten perusteella merkittävin tekijä uudelleenlähetyspyyntöjen kannalta on protokollan ajastimien arvot ja haluttu palvelun taso, viiveen merkityksen jäädessä vähäiseksi. Työn lopuksi tutkitaan SRM- protokollan soveltuvuutta mobiiliverkkoihin ja pohditaan vaihtoehtoja toiminnan parantamiseksi.

Structured sparsity for spatially coherent fibre orientation estimation in diffusion MRI.

We propose a novel formulation to solve the problem of intra-voxel reconstruction of the fibre orientation distribution function (FOD) in each voxel of the white matter of the brain from diffusion MRI data. The majority of the state-of-the-art methods in the field perform the reconstruction on a voxel-by-voxel level, promoting sparsity of the orientation distribution. Recent methods have proposed a global denoising of the diffusion data using spatial information prior to reconstruction, while others promote spatial regularisation through an additional empirical prior on the diffusion image at each q-space point. Our approach reconciles voxelwise sparsity and spatial regularisation and defines a spatially structured FOD sparsity prior, where the structure originates from the spatial coherence of the fibre orientation between neighbour voxels. The method is shown, through both simulated and real data, to enable accurate FOD reconstruction from a much lower number of q-space samples than the state of the art, typically 15 samples, even for quite adverse noise conditions.

En face optical coherence tomography of foveal microstructure in full-thickness macular hole: a model to study perifoveal müller cells.

PURPOSE: To characterize perifoveal intraretinal cavities observed around full-thickness macular holes (MH) using en face optical coherence tomography and to establish correlations with histology of human and primate maculae. DESIGN: Retrospective nonconsecutive observational case series. METHODS: Macular en face scans of 8 patients with MH were analyzed to quantify the areas of hyporeflective spaces, and were compared with macular flat mounts and sections from 1 normal human donor eye and 2 normal primate eyes (Macaca fascicularis). Immunohistochemistry was used to study the distribution of glutamine synthetase, expressed by Müller cells, and zonula occludens-1, a tight-junction protein. RESULTS: The mean area of hyporeflective spaces was lower in the inner nuclear layer (INL) than in the complex formed by the outer plexiform (OPL) and the Henle fiber layers (HFL): 5.0 × 10(-3) mm(2) vs 15.9 × 10(-3) mm(2), respectively (P < .0001, Kruskal-Wallis test). In the OPL and HFL, cavities were elongated with a stellate pattern, whereas in the INL they were rounded and formed vertical cylinders. Immunohistochemistry confirmed that Müller cells followed a radial distribution around the fovea in the frontal plane and a "Z-shaped" course in the axial plane, running obliquely in the OPL and HFL and vertically in the inner layers. In addition, zonula occludens-1 co-localized with Müller cells within the complex of OPL and HFL, indicating junctions in between Müller cells and cone axons. CONCLUSION: The dual profile of cavities around MHs correlates with Müller cell morphology and is consistent with the hypothesis of intra- or extracellular fluid accumulation along these cells.

Hardness of FRHC-Cu determined by statistical analysis

A statistical indentation method has been employed to study the hardness value of fire-refined high conductivity copper, using nanoindentation technique. The Joslin and Oliver approach was used with the aim to separate the hardness (H) influence of copper matrix, from that of inclusions and grain boundaries. This approach relies on a large array of imprints (around 400 indentations), performed at 150 nm of indentation depth. A statistical study using a cumulative distribution function fit and Gaussian simulated distributions, exhibits that H for each phase can be extracted when the indentation depth is much lower than the size of the secondary phases. It is found that the thermal treatment produces a hardness increase, due to the partly re-dissolution of the inclusions (mainly Pb and Sn) in the matrix.

Some optimization and decision problems in proportional reinsurance

Reinsurance is one of the tools that an insurer can use to mitigate the underwriting risk and then to control its solvency. In this paper, we focus on the proportional reinsurance arrangements and we examine several optimization and decision problems of the insurer with respect to the reinsurance strategy. To this end, we use as decision tools not only the probability of ruin but also the random variable deficit at ruin if ruin occurs. The discounted penalty function (Gerber & Shiu, 1998) is employed to calculate as particular cases the probability of ruin and the moments and the distribution function of the deficit at ruin if ruin occurs.

Sähkönjakelun luotettavuusindeksit ja laskenta

Tässä kandidaatintyössä on käsitelty sähkönjakelun luotettavuusanalysointia, laskentaa sekä luotettavuusindeksejä. Työssä on esitelty luotettavuusanalysoinnin perusperiaatteet ja keskitytty sähkönjakelun luotettavuuden tarkasteluun analyyttisin menetelmin ja yksinkertaisin esimerkein. Lisäksi on esitelty yleisimmät käytössä olevat luotettavuusindeksit. Luotettavuusanalysoinnilla on kasvava merkitys verkkoliiketoiminnan, sen sääntelyn sekä verkoston suunnittelun ja kehittämisen kannalta nyky-yhteiskunnassa, jossa vaaditaan yhä luotettavampaa ja keskeytyksettömämpää sähkönjakelua. Suomessa sähkönjakeluverkon säteittäisen käyttöperiaatteen myötä luotettavuuslaskentaan tarvittavat yhtälöt yksinkertaistuvat muutamaan perusyhtälöön. Tällöin jo yksinkertaisilla laskutoimituksilla voidaan huomioida keskeytyskustannusten vaikutus verkoston optimoinnissa sekä hyödyntää luotettavuusindeksejä verkkoyhtiöiden sääntelymallissa laatukannustimena. Luotettavuusanalysoinnin ja sen osana suoritettavan laskennan tuloksena saatavien luotettavuutta eri tavoin kuvaavien indeksien laaja kirjo ja niiden kirjava soveltaminen eri maissa vaikeuttavat indeksien perusteella tehtävää keskinäistä vertailua. Suomessa viranomainen julkaisee tilastoitavat ja tarkasteltavat indeksit, jotka palvelevat näin ollen viranomaisen sääntelyn tarpeita kotimaisella tasolla sekä toimivat verkoston kehittämisen tukena.

On Option Price Information Content and Extraction of Implied Probability Distributions

In this study we used market settlement prices of European call options on stock index futures to extract implied probability distribution function (PDF). The method used produces a PDF of returns of an underlying asset at expiration date from implied volatility smile. With this method, the assumption of lognormal distribution (Black-Scholes model) is tested. The market view of the asset price dynamics can then be used for various purposes (hedging, speculation). We used the so called smoothing approach for implied PDF extraction presented by Shimko (1993). In our analysis we obtained implied volatility smiles from index futures markets (S&P 500 and DAX indices) and standardized them. The method introduced by Breeden and Litzenberger (1978) was then used on PDF extraction. The results show significant deviations from the assumption of lognormal returns for S&P500 options while DAX options mostly fit the lognormal distribution. A deviant subjective view of PDF can be used to form a strategy as discussed in the last section.

Termodinâmica estatística de líquidos com o método de Monte Carlo. II. O líquido clorofórmio

Thermodynamic properties and radial distribution functions for liquid chloroform were calculated using the Monte Carlo method implemented with Metropolis algorithm in the NpT ensemble at 298 K and 1 atm. A five site model was developed to represent the chloroform molecules. A force field composed by Lennard-Jones and Coulomb potential functions was used to calculate the intermolecular energy. The partial charges needed to represent the Coulombic interactions were obtained from quantum chemical ab initio calculations. The Lennard-Jones parameters were adjusted to reproduce experimental values for density and enthalpy of vaporization for pure liquid. All thermodynamic results are in excelent agreement with experimental data. The correlation functions calculated are in good accordance with theoretical results avaliable in the literature. The free energy for solvating one chloroform molecule into its own liquid at 298 K and 1 atm was computed as an additional test of the potential model. The result obtained compares well with the experimental value. The medium effects on cis/trans convertion of a hypotetical solute in water TIP4P and chloroform solvents were also accomplished. The results obtained from this investigation are in agreement with estimates of the continuous theory of solvation.

Aplicação de alguns modelos quimiométricos à espectroscopia de fluorescência de raios-X de energia dispersiva

The objective of this work was to accomplish the simultaneous determination of some chemical elements by Energy Dispersive X-ray Fluorescence (EDXRF) Spectroscopy through multivariate calibration in several sample types. The multivariate calibration models were: Back Propagation neural network, Levemberg-Marquardt neural network and Radial Basis Function neural network, fuzzy modeling and Partial Least Squares Regression. The samples were soil standards, plant standards, and mixtures of lead and sulfur salts diluted in silica. The smallest Root Mean Square errors (RMS) were obtained with Back Propagation neural networks, which solved main EDXRF problems in a better way.

Self-consistent theory of current and voltage noise in multimode ballistic conductors

Electron transport in a self-consistent potential along a ballistic two-terminal conductor has been investigated. We have derived general formulas which describe the nonlinear current-voltage characteristics, differential conductance, and low-frequency current and voltage noise assuming an arbitrary distribution function and correlation properties of injected electrons. The analytical results have been obtained for a wide range of biases: from equilibrium to high values beyond the linear-response regime. The particular case of a three-dimensional Fermi-Dirac injection has been analyzed. We show that the Coulomb correlations are manifested in the negative excess voltage noise, i.e., the voltage fluctuations under high-field transport conditions can be less than in equilibrium.

Size Effect and Notch Size Effect in Metal Fatigue

It is a well known phenomenon that the constant amplitude fatigue limit of a large component is lower than the fatigue limit of a small specimen made of the same material. In notched components the opposite occurs: the fatigue limit defined as the maximum stress at the notch is higher than that achieved with smooth specimens. These two effects have been taken into account in most design handbooks with the help of experimental formulas or design curves. The basic idea of this study is that the size effect can mainly be explained by the statistical size effect. A component subjected to an alternating load can be assumed to form a sample of initiated cracks at the end of the crack initiation phase. The size of the sample depends on the size of the specimen in question. The main objective of this study is to develop a statistical model for the estimation of this kind of size effect. It was shown that the size of a sample of initiated cracks shall be based on the stressed surface area of the specimen. In case of varying stress distribution, an effective stress area must be calculated. It is based on the decreasing probability of equally sized initiated cracks at lower stress level. If the distribution function of the parent population of cracks is known, the distribution of the maximum crack size in a sample can be defined. This makes it possible to calculate an estimate of the largest expected crack in any sample size. The estimate of the fatigue limit can now be calculated with the help of the linear elastic fracture mechanics. In notched components another source of size effect has to be taken into account. If we think about two specimens which have similar shape, but the size is different, it can be seen that the stress gradient in the smaller specimen is steeper. If there is an initiated crack in both of them, the stress intensity factor at the crack in the larger specimen is higher. The second goal of this thesis is to create a calculation method for this factor which is called the geometric size effect. The proposed method for the calculation of the geometric size effect is also based on the use of the linear elastic fracture mechanics. It is possible to calculate an accurate value of the stress intensity factor in a non linear stress field using weight functions. The calculated stress intensity factor values at the initiated crack can be compared to the corresponding stress intensity factor due to constant stress. The notch size effect is calculated as the ratio of these stress intensity factors. The presented methods were tested against experimental results taken from three German doctoral works. Two candidates for the parent population of initiated cracks were found: the Weibull distribution and the log normal distribution. Both of them can be used successfully for the prediction of the statistical size effect for smooth specimens. In case of notched components the geometric size effect due to the stress gradient shall be combined with the statistical size effect. The proposed method gives good results as long as the notch in question is blunt enough. For very sharp notches, stress concentration factor about 5 or higher, the method does not give sufficient results. It was shown that the plastic portion of the strain becomes quite high at the root of this kind of notches. The use of the linear elastic fracture mechanics becomes therefore questionable.

Color ad spectral image assessment using novel quality and fidelity techniques

The ongoing development of the digital media has brought a new set of challenges with it. As images containing more than three wavelength bands, often called spectral images, are becoming a more integral part of everyday life, problems in the quality of the RGB reproduction from the spectral images have turned into an important area of research. The notion of image quality is often thought to comprise two distinctive areas – image quality itself and image fidelity, both dealing with similar questions, image quality being the degree of excellence of the image, and image fidelity the measure of the match of the image under study to the original. In this thesis, both image fidelity and image quality are considered, with an emphasis on the influence of color and spectral image features on both. There are very few works dedicated to the quality and fidelity of spectral images. Several novel image fidelity measures were developed in this study, which include kernel similarity measures and 3D-SSIM (structural similarity index). The kernel measures incorporate the polynomial, Gaussian radial basis function (RBF) and sigmoid kernels. The 3D-SSIM is an extension of a traditional gray-scale SSIM measure developed to incorporate spectral data. The novel image quality model presented in this study is based on the assumption that the statistical parameters of the spectra of an image influence the overall appearance. The spectral image quality model comprises three parameters of quality: colorfulness, vividness and naturalness. The quality prediction is done by modeling the preference function expressed in JNDs (just noticeable difference). Both image fidelity measures and the image quality model have proven to be effective in the respective experiments.

Ajuste do modelo de Schumacher e Hall e aplicação de redes neurais artificiais para estimar volume de árvores de eucalipto

Objetivou-se, neste trabalho, avaliar o ajuste do modelo volumétrico de Schumacher e Hall por diferentes algoritmos, bem como a aplicação de redes neurais artificiais para estimação do volume de madeira de eucalipto em função do diâmetro a 1,30 m do solo (DAP), da altura total (Ht) e do clone. Foram utilizadas 21 cubagens de povoamentos de clones de eucalipto com DAP variando de 4,5 a 28,3 cm e altura total de 6,6 a 33,8 m, num total de 862 árvores. O modelo volumétrico de Schumacher e Hall foi ajustado nas formas linear e não linear, com os seguintes algoritmos: Gauss-Newton, Quasi-Newton, Levenberg-Marquardt, Simplex, Hooke-Jeeves Pattern, Rosenbrock Pattern, Simplex, Hooke-Jeeves e Rosenbrock, utilizado simultaneamente com o método Quasi-Newton e com o princípio da Máxima Verossimilhança. Diferentes arquiteturas e modelos (Multilayer Perceptron MLP e Radial Basis Function RBF) de redes neurais artificiais foram testados, sendo selecionadas as redes que melhor representaram os dados. As estimativas dos volumes foram avaliadas por gráficos de volume estimado em função do volume observado e pelo teste estatístico L&O. Assim, conclui-se que o ajuste do modelo de Schumacher e Hall pode ser usado na sua forma linear, com boa representatividade e sem apresentar tendenciosidade; os algoritmos Gauss-Newton, Quasi-Newton e Levenberg-Marquardt mostraram-se eficientes para o ajuste do modelo volumétrico de Schumacher e Hall, e as redes neurais artificiais apresentaram boa adequação ao problema, sendo elas altamente recomendadas para realizar prognose da produção de florestas plantadas.