Estimação em classes de processos estocásticos com decaimento hiperbólico da função de autocorrelação

Neste trabalho analisamos processos estocásticos com decaimento polinomial (também chamado hiperbólico) da função de autocorrelação. Nosso estudo tem enfoque nas classes dos Processos ARFIMA e dos Processos obtidos à partir de iterações da transformação de Manneville-Pomeau. Os objetivos principais são comparar diversos métodos de estimação para o parâmetro fracionário do processo ARFIMA, nas situações de estacionariedade e não estacionariedade e, além disso, obter resultados similares para o parâmetro do processo de Manneville-Pomeau. Entre os diversos métodos de estimação para os parâmetros destes dois processos destacamos aquele baseado na teoria de wavelets por ser aquele que teve o melhor desempenho.

A new perspective on the PPP hypothesis

This paper the stastistical properties of the real exchange rates of G-5 countries for the Bretton-Woods peiod, and draw implications on the purchasing power parity (PPP) hypothesis. In contrast to most previous studies that consider only unit root and stationary process to describe the real exchange tae, this paper also considers two in-between processes, the locally persistent process ans the fractionally integrated process, to complement past studies. Seeking to be consistent with tha ample evidence of near unit in the real exchange rate movements very well. This finding implies that: 1) the real exchange movement is more persistent than the stationary case but less persistent than the unit root case; 2) the real exchange rate is non-stationary but the PPP reversion occurs and the PPP holds in the long run; 3) the real exchange rate does not exhibit the secular dependence of the fractional integration; 4) the real exchange rate evolves over time in a way that there is persistence over a range of time, but the effect of shocks will eventually disappear over time horizon longer than order O (nd), that is, at finite time horizon; 5) shocks dissipation is fasters than predicted by the fractional integracion, and the total sum of the effects of a unit innovation is finite, implying that a full PPP reversion occurs at finite horizons. These results may explain why pasrt empirical estudies could not provide a clear- conclusion on the real exchange rate processes and the PPP hypothesis.

Parallel Cyclostationarity-Exploiting Algorithm for Energy-Efficient Spectrum Sensing

The evolution of wireless communication systems leads to Dynamic Spectrum Allocation for Cognitive Radio, which requires reliable spectrum sensing techniques. Among the spectrum sensing methods proposed in the literature, those that exploit cyclostationary characteristics of radio signals are particularly suitable for communication environments with low signal-to-noise ratios, or with non-stationary noise. However, such methods have high computational complexity that directly raises the power consumption of devices which often have very stringent low-power requirements. We propose a strategy for cyclostationary spectrum sensing with reduced energy consumption. This strategy is based on the principle that p processors working at slower frequencies consume less power than a single processor for the same execution time. We devise a strict relation between the energy savings and common parallel system metrics. The results of simulations show that our strategy promises very significant savings in actual devices.

Comparações entre os valores genéticos para características de crescimento de bovinos da raça Nelore preditos com modelos de dimensão finita ou infinita

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Desenvolvimento de circuitos planares sobre substratos têxteis

The use of flexible materials for the development of planar circuits is one of the most desired and studied characteristics, lately, by researchers. This happens because the flexibility of the substrate can provide previously impracticable applications, due to the rigidity of the substrates normally used that makes it difficult to fit into the circuits in irregular surfaces. The constant interest in recent years for more lighter devices, increasingly more compacts, flexible and with low cost, led to a new line of research of great interest from both academic and technological views, that is the study and development of textile substrates that can be applied in the development of planar circuits, for applications in the areas of security, biomedical and telecommunications. This paper proposes the development of planar circuits, such as antennas , frequency selective surfaces (FSS) and planar filters, using textile (cotton ticking, jeans and brim santista) as the dielectric substrate and the Pure Copper Polyester Taffeta Fabric, a textile of pure copper, highly conductive, lightweight and flexible, commercially sold as a conductive material. The electrical characteristics of textiles (electric permittivity and loss tangent) were characterized using the transmission line method (rectangular waveguide) and compared with those found in the literature. The structures were analyzed using commercial software Ansoft Designer and Ansoft HFSS, both from the company Ansys and for comparison we used the Iterative Method of Waves (WCIP). For the purpose of validation were built and measured several prototypes of antennas, planar filters and FSS, being possible to confirm an excellent agreement between simulated and measured results

Caracterização de circuitos planares de micro-ondas pelo método iterativo das ondas

The planar circuits are structures that increasingly attracting the attention of researchers, due the good performance and capacity to integrate with other devices, in the prototyping of systems for transmitting and receiving signals in the microwave range. In this context, the study and development of new techniques for analysis of these devices have significantly contributed in the design of structures with excellent performance and high reliability. In this work, the full-wave method based on the concept of electromagnetic waves and the principle of reflection and transmission of waves at an interface, Wave Concept Iterative Procedure (WCIP), or iterative method of waves is described as a tool with high precision study microwave planar circuits. The proposed method is applied to the characterization of planar filters, microstrip antennas and frequency selective surfaces. Prototype devices were built and the experimental results confirmed the proposed mathematical model. The results were also compared with simulated results by Ansoft HFSS, observing a good agreement between them.

Bio-óleo e biogás da degradação termoquímica de lodo de esgoto doméstico em cilindro rotativo

The objective of this study was to produce biofuels (bio-oil and gas) from the thermal treatment of sewage sludge in rotating cylinder, aiming industrial applications. The biomass was characterized by immediate and instrumental analysis (elemental analysis, scanning electron microscopy - SEM, X-ray diffraction, infrared spectroscopy and ICP-OES). A kinetic study on non-stationary regime was done to calculate the activation energy by Thermal Gravimetric Analysis evaluating thermochemical and thermocatalytic process of sludge, the latter being in the presence of USY zeolite. As expected, the activation energy evaluated by the mathematical model "Model-free kinetics" applying techniques isoconversionais was lowest for the catalytic tests (57.9 to 108.9 kJ/mol in the range of biomass conversion of 40 to 80%). The pyrolytic plant at a laboratory scale reactor consists of a rotating cylinder whose length is 100 cm with capable of processing up to 1 kg biomass/h. In the process of pyrolysis thermochemical were studied following parameters: temperature of reaction (500 to 600 ° C), flow rate of carrier gas (50 to 200 mL/min), frequency of rotation of centrifugation for condensation of bio-oil (20 to 30 Hz) and flow of biomass (4 and 22 g/min). Products obtained during the process (pyrolytic liquid, coal and gas) were characterized by classical and instrumental analytical techniques. The maximum yield of liquid pyrolytic was approximately 10.5% obtained in the conditions of temperature of 500 °C, centrifugation speed of 20 Hz, an inert gas flow of 200 mL/min and feeding of biomass 22 g/min. The highest yield obtained for the gas phase was 23.3% for the temperature of 600 °C, flow rate of 200 mL/min inert, frequency of rotation of the column of vapor condensation 30 Hz and flow of biomass of 22 g/min. The non-oxygenated aliphatic hydrocarbons were found in greater proportion in the bio-oil (55%) followed by aliphatic oxygenated (27%). The bio-oil had the following characteristics: pH 6.81, density between 1.05 and 1.09 g/mL, viscosity between 2.5 and 3.1 cSt and highest heating value between 16.91 and 17.85 MJ/ kg. The main components in the gas phase were: H2, CO, CO2 and CH4. Hydrogen was the main constituent of the gas mixture, with a yield of about 46.2% for a temperature of 600 ° C. Among the hydrocarbons formed, methane was found in higher yield (16.6%) for the temperature 520 oC. The solid phase obtained showed a high ash content (70%) due to the abundant presence of metals in coal, in particular iron, which was also present in bio-oil with a rate of 0.068% in the test performed at a temperature of 500 oC.

Detection and thinning of edges in previously known directions

This work presents a study on the generation of digital masks aiming at edge detection with previously known directions. This solution is important when edge direction is available either from a direction histogram or from a prediction based on camera and object models. A modification in the non-maximum suppression method of thinning is also presented enabling the comparison of local maxima for any edge directions. Results with a synthetic image and with crops of a CBERS satellite images are presented showing an example with its application in road detection, provided that directions are previously known.

Experience generalization for multi-agent reinforcement learning

On-line learning methods have been applied successfully in multi-agent systems to achieve coordination among agents. Learning in multi-agent systems implies in a non-stationary scenario perceived by the agents, since the behavior of other agents may change as they simultaneously learn how to improve their actions. Non-stationary scenarios can be modeled as Markov Games, which can be solved using the Minimax-Q algorithm a combination of Q-learning (a Reinforcement Learning (RL) algorithm which directly learns an optimal control policy) and the Minimax algorithm. However, finding optimal control policies using any RL algorithm (Q-learning and Minimax-Q included) can be very time consuming. Trying to improve the learning time of Q-learning, we considered the QS-algorithm. in which a single experience can update more than a single action value by using a spreading function. In this paper, we contribute a Minimax-QS algorithm which combines the Minimax-Q algorithm and the QS-algorithm. We conduct a series of empirical evaluation of the algorithm in a simplified simulator of the soccer domain. We show that even using a very simple domain-dependent spreading function, the performance of the learning algorithm can be improved.

Notes on Newton-Euler formulation of robotic manipulators

The equations corresponding to Newton-Euler iterative method for the determination of forces and moments acting on the rigid links of a robotic manipulator are given a new treatment using composed vectors for the representation of both kinematical and dynamical quantities. It is shown that Lagrange equations for the motion of a holonomic system are easily found from the composed vectors defined in this note. Application to a simple model of an industrial robot shows that the method developed in these notes is efficient in solving the dynamics of a robotic manipulator. An example is developed, where it is seen that with the application of appropriate control moments applied to each arm of the robot, starting from a given initial position, it is possible to reach equilibrium in a final pre-assigned position.

Critical points in logistic growth curves and treatment comparisons

Several biological phenomena have a behavior over time mathematically characterized by a strong increasing function in the early stages of development, then by a less pronounced growth, sometimes showing stability. The separation between these phases is very important to the researcher, since the maintenance of a less productive phase results in uneconomical activity. In this report we present methods of determining critical points in logistic functions that separate the early stages of growth from the asymptotic phase, with the aim of establishing a stopping critical point in the growth and on this basis determine differences in treatments. The logistic growth model is fitted to experimental data of imbibition of arariba seeds (Centrolobium tomentosum). To determine stopping critical points the following methods were used: i) accelerating growth function, ii) tangent at the inflection point, iii) segmented regression; iv) modified segmented regression; v) non-significant difference; and vi) non-significant difference by simulation. The analysis of variance of the abscissas and ordinates of the breakpoints was performed with the objective of comparing treatments and methods used to determine the critical points. The methods of segmented regression and of the tangent at the inflection point lead to early stopping points, in comparison with other methods, with proportions ordinate/asymptote lower than 0.90. The non-significant difference method by simulation had higher values of abscissas for stopping point, with an average proportion ordinate/asymptote equal to 0.986. An intermediate proportion of 0.908 was observed for the acceleration function method.

Tunneling time through a rectangular barrier

In this paper, we discuss the tunneling time of a quantum particle through a rectangular barrier. The reflection and transmission times associated with the wave packets representing the particle are discussed. By using an initial Gaussian momentum distribution, we carry out a comparative analysis of the stationary phases of the incident, reflected, and transmitted wave packets leading to the reflection and transmission times at, and Delta t(T), respectively. In the present treatment of this old and very known problem we take into account the deformations of the reflected and transmitted momentum distributions. These deformations produce a dependence of the reflection and transmission times on the location of the initial wave packet. In a parallel calculation, by numerically monitoring the time evolution of the system, we characterize a reflection and a transmission time. Such times agree with the ones obtained via the stationary phase method. [S1050-2947(98)07912-8].

Mean-field equations for cigar- and disc-shaped Bose and Fermi superfluids

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

BCS-BEC crossover in a trapped Fermi super-fluid using a density-functional equation

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

Kinetic parameters for thermal decomposition of supramolecular polymers derived from flunixin-meglumine adducts

Meglumine, (2R,3R,4R,5S)-6-methylaminohexane-1,2,3,4,5-pentol, is a carbohydrate derived from sorbitol in which the hydroxyl group in position one is replaced by a methylamine group. It forms binary adducts with substances having carboxyl groups, which have in common the presence of hydrogen bonding as the main force in the stabilization of these species. During melting, adducts of meglumine with flunixin (2-[[2-methyl-3-(trifluoromethyl)phenyl]amino]pyridine-3-carboxylic acid) polymerize or self-assemble in amorphous supramolecular structures with molecular weights around 2.0 x 10(5) kDa. DSC curves, in a first heating, show isomorphic transitions where the last one at 137 A degrees C for the flunixin-meglumine adduct originated the supramolecular amorphous polymers with glass transition around 49.5 A degrees C. The kinetic parameters for the thermal decomposition step of the polymers were determined by the Capela-Ribeiro non-linear isoconversional method. From data for the TG curves in nitrogen atmosphere and heating rates of 5, 10, 15, and 20 A degrees C min(-1), the E (alpha) and B (alpha) terms could be determined and, consequently, the pre-exponential factor, A(alpha), as well as the kinetic model, g(alpha).