Statistical evidences of cyclic changes in volcanic gas chemistry composition by inverse modelling

The identification of compositional changes in fumarolic gases of active and quiescent volcanoes is one of the most important targets in monitoring programs. From a general point of view, many systematic (often cyclic) and random processes control the chemistry of gas discharges, making difficult to produce a convincing mathematical-statistical modelling. Changes in the chemical composition of volcanic gases sampled at Vulcano Island (Aeolian Arc, Sicily, Italy) from eight different fumaroles located in the northern sector of the summit crater (La Fossa) have been analysed by considering their dependence from time in the period 2000-2007. Each intermediate chemical composition has been considered as potentially derived from the contribution of the two temporal extremes represented by the 2000 and 2007 samples, respectively, by using inverse modelling methodologies for compositional data. Data pertaining to fumaroles F5 and F27, located on the rim and in the inner part of La Fossa crater, respectively, have been used to achieve the proposed aim. The statistical approach has allowed us to highlight the presence of random and not random fluctuations, features useful to understand how the volcanic system works, opening new perspectives in sampling strategies and in the evaluation of the natural risk related to a quiescent volcano

A new family of generalized distributions

Kumaraswamy [Generalized probability density-function for double-bounded random-processes, J. Hydrol. 462 (1980), pp. 79-88] introduced a distribution for double-bounded random processes with hydrological applications. For the first time, based on this distribution, we describe a new family of generalized distributions (denoted with the prefix `Kw`) to extend the normal, Weibull, gamma, Gumbel, inverse Gaussian distributions, among several well-known distributions. Some special distributions in the new family such as the Kw-normal, Kw-Weibull, Kw-gamma, Kw-Gumbel and Kw-inverse Gaussian distribution are discussed. We express the ordinary moments of any Kw generalized distribution as linear functions of probability weighted moments (PWMs) of the parent distribution. We also obtain the ordinary moments of order statistics as functions of PWMs of the baseline distribution. We use the method of maximum likelihood to fit the distributions in the new class and illustrate the potentiality of the new model with an application to real data.

Parameter estimation of Poisson generalized linear mixed models based on three different statistical principles : a simulation study

Generalized linear mixed models are flexible tools for modeling non-normal data and are useful for accommodating overdispersion in Poisson regression models with random effects. Their main difficulty resides in the parameter estimation because there is no analytic solution for the maximization of the marginal likelihood. Many methods have been proposed for this purpose and many of them are implemented in software packages. The purpose of this study is to compare the performance of three different statistical principles - marginal likelihood, extended likelihood, Bayesian analysis-via simulation studies. Real data on contact wrestling are used for illustration.

Classificação Automática de Modulação Digital com uso de Correntropia para Ambientes de Rádio Cognitivo

Modern wireless systems employ adaptive techniques to provide high throughput while observing desired coverage, Quality of Service (QoS) and capacity. An alternative to further enhance data rate is to apply cognitive radio concepts, where a system is able to exploit unused spectrum on existing licensed bands by sensing the spectrum and opportunistically access unused portions. Techniques like Automatic Modulation Classification (AMC) could help or be vital for such scenarios. Usually, AMC implementations rely on some form of signal pre-processing, which may introduce a high computational cost or make assumptions about the received signal which may not hold (e.g. Gaussianity of noise). This work proposes a new method to perform AMC which uses a similarity measure from the Information Theoretic Learning (ITL) framework, known as correntropy coefficient. It is capable of extracting similarity measurements over a pair of random processes using higher order statistics, yielding in better similarity estimations than by using e.g. correlation coefficient. Experiments carried out by means of computer simulation show that the technique proposed in this paper presents a high rate success in classification of digital modulation, even in the presence of additive white gaussian noise (AWGN)

THERMAL RADIATION FROM A FLUCTUATING EVENT HORIZON

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

X̄ charts with variable sample size

The usual practice in using a control chart to monitor a process is to take samples of size n from the process every h hours. This article considers the properties of the X̄ chart when the size of each sample depends on what is observed in the preceding sample. The idea is that the sample should be large if the sample point of the preceding sample is close to but not actually outside the control limits and small if the sample point is close to the target. The properties of the variable sample size (VSS) X̄ chart are obtained using Markov chains. The VSS X̄ chart is substantially quicker than the traditional X̄ chart in detecting moderate shifts in the process.

Economic viability and selection of irrigation systems using simulation and stochastic dominance

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

Local dimension and finite time prediction in spatiotemporal chaotic systems

Predictability is related to the uncertainty in the outcome of future events during the evolution of the state of a system. The cluster weighted modeling (CWM) is interpreted as a tool to detect such an uncertainty and used it in spatially distributed systems. As such, the simple prediction algorithm in conjunction with the CWM forms a powerful set of methods to relate predictability and dimension.

Precision of yule-walker methods for the arma spectral model

In this work a new method is proposed of separated estimation for the ARMA spectral model based on the modified Yule-Walker equations and on the least squares method. The proposal of the new method consists of performing an AR filtering in the random process generated obtaining a new random estimate, which will reestimate the ARMA model parameters, given a better spectrum estimate. Some numerical examples will be presented in order to ilustrate the performance of the method proposed, which is evaluated by the relative error and the average variation coefficient.

A proposal for reliability evaluation of components on electric power distribution system integrating probabilistic models and fuzzy inference systems

The system reliability depends on the reliability of its components itself. Therefore, it is necessary a methodology capable of inferring the state of functionality of these components to establish reliable indices of quality. Allocation models for maintenance and protective devices, among others, have been used in order to improve the quality and availability of services on electric power distribution systems. This paper proposes a methodology for assessing the reliability of distribution system components in an integrated way, using probabilistic models and fuzzy inference systems to infer about the operation probability of each component. © 2012 IEEE.

Light-cone fluctuations and the renormalized stress tensor of a massless scalar field

We investigate the effects of light-cone fluctuations over the renormalized vacuum expectation value of the stress-energy tensor of a real massless minimally coupled scalar field defined in a (d+1)-dimensional flat space-time with topology R×Td. For modeling the influence of light-cone fluctuations over the quantum field, we consider a random Klein-Gordon equation. We study the case of centered Gaussian processes. After taking into account all the realizations of the random processes, we present the correction caused by random fluctuations. The averaged renormalized vacuum expectation value of the stress-energy associated with the scalar field is presented. © 2013 World Scientific Publishing Company.

Yang-Lee zeros of the two- and three-state Potts model defined on π3 Feynman diagrams

We present both analytical and numerical results on the position of partition function zeros on the complex magnetic field plane of the q=2 state (Ising) and the q=3 state Potts model defined on phi(3) Feynman diagrams (thin random graphs). Our analytic results are based on the ideas of destructive interference of coexisting phases and low temperature expansions. For the case of the Ising model, an argument based on a symmetry of the saddle point equations leads us to a nonperturbative proof that the Yang-Lee zeros are located on the unit circle, although no circle theorem is known in this case of random graphs. For the q=3 state Potts model, our perturbative results indicate that the Yang-Lee zeros lie outside the unit circle. Both analytic results are confirmed by finite lattice numerical calculations.

Parallel evolution of facial stripe patterns in the Neolamprologus brichardilpulcher species complex endemic to Lake Tanganyika

Colour pattern diversity can be due to random processes or to natural or sexual selection. Consequently, similarities in colour patterns are not always correlated with common ancestry, but may result from convergent evolution under shared selection pressures or drift. Neolamprologus brichardi and Neolamprologus pulcher have been described as two distinct species based on differences in the arrangement of two dark bars on the operculum. Our study uses DNA sequences of the mitochondrial control region to show that relatedness of haplotypes disagrees with species assignment based on head colour pattern. This suggests repeated parallel evolution of particular stripe patterns. The complete lack of shared haplotypes between populations of the same or different phenotypes reflects strong philopatric behaviour, possibly induced by the cooperative breeding mode in which offspring remain in their natal territory and serve as helpers until they disperse to nearby territories or take over a breeding position. Concordant phylogeographic patterns between N. brichardi/N. pulcher populations and other rock-dwelling cichlids suggest that the same colonization routes have been taken by sympatric species and that these routes were affected by lake level fluctuations in the past. (C) 2007 Elsevier Inc. All rights reserved.

Temporal Changes in Randomness of Bird Communities across Central Europe

Many studies have examined whether communities are structured by random or deterministic processes, and both are likely to play a role, but relatively few studies have attempted to quantify the degree of randomness in species composition. We quantified, for the first time, the degree of randomness in forest bird communities based on an analysis of spatial autocorrelation in three regions of Germany. The compositional dissimilarity between pairs of forest patches was regressed against the distance between them. We then calculated the y-intercept of the curve, i.e. the ‘nugget’, which represents the compositional dissimilarity at zero spatial distance. We therefore assume, following similar work on plant communities, that this represents the degree of randomness in species composition. We then analysed how the degree of randomness in community composition varied over time and with forest management intensity, which we expected to reduce the importance of random processes by increasing the strength of environmental drivers. We found that a high portion of the bird community composition could be explained by chance (overall mean of 0.63), implying that most of the variation in local bird community composition is driven by stochastic processes. Forest management intensity did not consistently affect the mean degree of randomness in community composition, perhaps because the bird communities were relatively insensitive to management intensity. We found a high temporal variation in the degree of randomness, which may indicate temporal variation in assembly processes and in the importance of key environmental drivers. We conclude that the degree of randomness in community composition should be considered in bird community studies, and the high values we find may indicate that bird community composition is relatively hard to predict at the regional scale.

HF spectrum activity prediction model based on HMM for cognitive radio applications

Although most of the research on Cognitive Radio is focused on communication bands above the HF upper limit (30 MHz), Cognitive Radio principles can also be applied to HF communications to make use of the extremely scarce spectrum more efficiently. In this work we consider legacy users as primary users since these users transmit without resorting to any smart procedure, and our stations using the HFDVL (HF Data+Voice Link) architecture as secondary users. Our goal is to enhance an efficient use of the HF band by detecting the presence of uncoordinated primary users and avoiding collisions with them while transmitting in different HF channels using our broad-band HF transceiver. A model of the primary user activity dynamics in the HF band is developed in this work to make short-term predictions of the sojourn time of a primary user in the band and avoid collisions. It is based on Hidden Markov Models (HMM) which are a powerful tool for modelling stochastic random processes and are trained with real measurements of the 14 MHz band. By using the proposed HMM based model, the prediction model achieves an average 10.3% prediction error rate with one minute-long channel knowledge but it can be reduced when this knowledge is extended: with the previous 8 min knowledge, an average 5.8% prediction error rate is achieved. These results suggest that the resulting activity model for the HF band could actually be used to predict primary users activity and included in a future HF cognitive radio based station.