Minimum distance estimation of stationary and non-stationary ARFIMA processes

A new parametric minimum distance time-domain estimator for ARFIMA processes is introduced in this paper. The proposed estimator minimizes the sum of squared correlations of residuals obtained after filtering a series through ARFIMA parameters. The estimator iseasy to compute and is consistent and asymptotically normally distributed for fractionallyintegrated (FI) processes with an integration order d strictly greater than -0.75. Therefore, it can be applied to both stationary and non-stationary processes. Deterministic components are also allowed in the DGP. Furthermore, as a by-product, the estimation procedure provides an immediate check on the adequacy of the specified model. This is so because the criterion function, when evaluated at the estimated values, coincides with the Box-Pierce goodness of fit statistic. Empirical applications and Monte-Carlo simulations supporting the analytical results and showing the good performance of the estimator in finite samples are also provided.

Second-order parameter estimation

This work provides a general framework for the design of second-order blind estimators without adopting anyapproximation about the observation statistics or the a prioridistribution of the parameters. The proposed solution is obtainedminimizing the estimator variance subject to some constraints onthe estimator bias. The resulting optimal estimator is found todepend on the observation fourth-order moments that can be calculatedanalytically from the known signal model. Unfortunately,in most cases, the performance of this estimator is severely limitedby the residual bias inherent to nonlinear estimation problems.To overcome this limitation, the second-order minimum varianceunbiased estimator is deduced from the general solution by assumingaccurate prior information on the vector of parameters.This small-error approximation is adopted to design iterativeestimators or trackers. It is shown that the associated varianceconstitutes the lower bound for the variance of any unbiasedestimator based on the sample covariance matrix.The paper formulation is then applied to track the angle-of-arrival(AoA) of multiple digitally-modulated sources by means ofa uniform linear array. The optimal second-order tracker is comparedwith the classical maximum likelihood (ML) blind methodsthat are shown to be quadratic in the observed data as well. Simulationshave confirmed that the discrete nature of the transmittedsymbols can be exploited to improve considerably the discriminationof near sources in medium-to-high SNR scenarios.

Image quality in CT: From physical measurements to model observers.

Evaluation of image quality (IQ) in Computed Tomography (CT) is important to ensure that diagnostic questions are correctly answered, whilst keeping radiation dose to the patient as low as is reasonably possible. The assessment of individual aspects of IQ is already a key component of routine quality control of medical x-ray devices. These values together with standard dose indicators can be used to give rise to 'figures of merit' (FOM) to characterise the dose efficiency of the CT scanners operating in certain modes. The demand for clinically relevant IQ characterisation has naturally increased with the development of CT technology (detectors efficiency, image reconstruction and processing), resulting in the adaptation and evolution of assessment methods. The purpose of this review is to present the spectrum of various methods that have been used to characterise image quality in CT: from objective measurements of physical parameters to clinically task-based approaches (i.e. model observer (MO) approach) including pure human observer approach. When combined together with a dose indicator, a generalised dose efficiency index can be explored in a framework of system and patient dose optimisation. We will focus on the IQ methodologies that are required for dealing with standard reconstruction, but also for iterative reconstruction algorithms. With this concept the previously used FOM will be presented with a proposal to update them in order to make them relevant and up to date with technological progress. The MO that objectively assesses IQ for clinically relevant tasks represents the most promising method in terms of radiologist sensitivity performance and therefore of most relevance in the clinical environment.

Iterative reconstruction in CT : using mathematical model observers to determine low dose images' trustworthiness

La tomodensitométrie (TDM) est une technique d'imagerie pour laquelle l'intérêt n'a cessé de croitre depuis son apparition au début des années 70. De nos jours, l'utilisation de cette technique est devenue incontournable, grâce entre autres à sa capacité à produire des images diagnostiques de haute qualité. Toutefois, et en dépit d'un bénéfice indiscutable sur la prise en charge des patients, l'augmentation importante du nombre d'examens TDM pratiqués soulève des questions sur l'effet potentiellement dangereux des rayonnements ionisants sur la population. Parmi ces effets néfastes, l'induction de cancers liés à l'exposition aux rayonnements ionisants reste l'un des risques majeurs. Afin que le rapport bénéfice-risques reste favorable au patient il est donc nécessaire de s'assurer que la dose délivrée permette de formuler le bon diagnostic tout en évitant d'avoir recours à des images dont la qualité est inutilement élevée. Ce processus d'optimisation, qui est une préoccupation importante pour les patients adultes, doit même devenir une priorité lorsque l'on examine des enfants ou des adolescents, en particulier lors d'études de suivi requérant plusieurs examens tout au long de leur vie. Enfants et jeunes adultes sont en effet beaucoup plus sensibles aux radiations du fait de leur métabolisme plus rapide que celui des adultes. De plus, les probabilités des évènements auxquels ils s'exposent sont également plus grandes du fait de leur plus longue espérance de vie. L'introduction des algorithmes de reconstruction itératifs, conçus pour réduire l'exposition des patients, est certainement l'une des plus grandes avancées en TDM, mais elle s'accompagne de certaines difficultés en ce qui concerne l'évaluation de la qualité des images produites. Le but de ce travail est de mettre en place une stratégie pour investiguer le potentiel des algorithmes itératifs vis-à-vis de la réduction de dose sans pour autant compromettre la qualité du diagnostic. La difficulté de cette tâche réside principalement dans le fait de disposer d'une méthode visant à évaluer la qualité d'image de façon pertinente d'un point de vue clinique. La première étape a consisté à caractériser la qualité d'image lors d'examen musculo-squelettique. Ce travail a été réalisé en étroite collaboration avec des radiologues pour s'assurer un choix pertinent de critères de qualité d'image. Une attention particulière a été portée au bruit et à la résolution des images reconstruites à l'aide d'algorithmes itératifs. L'analyse de ces paramètres a permis aux radiologues d'adapter leurs protocoles grâce à une possible estimation de la perte de qualité d'image liée à la réduction de dose. Notre travail nous a également permis d'investiguer la diminution de la détectabilité à bas contraste associée à une diminution de la dose ; difficulté majeure lorsque l'on pratique un examen dans la région abdominale. Sachant que des alternatives à la façon standard de caractériser la qualité d'image (métriques de l'espace Fourier) devaient être utilisées, nous nous sommes appuyés sur l'utilisation de modèles d'observateurs mathématiques. Nos paramètres expérimentaux ont ensuite permis de déterminer le type de modèle à utiliser. Les modèles idéaux ont été utilisés pour caractériser la qualité d'image lorsque des paramètres purement physiques concernant la détectabilité du signal devaient être estimés alors que les modèles anthropomorphes ont été utilisés dans des contextes cliniques où les résultats devaient être comparés à ceux d'observateurs humain, tirant profit des propriétés de ce type de modèles. Cette étude a confirmé que l'utilisation de modèles d'observateurs permettait d'évaluer la qualité d'image en utilisant une approche basée sur la tâche à effectuer, permettant ainsi d'établir un lien entre les physiciens médicaux et les radiologues. Nous avons également montré que les reconstructions itératives ont le potentiel de réduire la dose sans altérer la qualité du diagnostic. Parmi les différentes reconstructions itératives, celles de type « model-based » sont celles qui offrent le plus grand potentiel d'optimisation, puisque les images produites grâce à cette modalité conduisent à un diagnostic exact même lors d'acquisitions à très basse dose. Ce travail a également permis de clarifier le rôle du physicien médical en TDM: Les métriques standards restent utiles pour évaluer la conformité d'un appareil aux requis légaux, mais l'utilisation de modèles d'observateurs est inévitable pour optimiser les protocoles d'imagerie. -- Computed tomography (CT) is an imaging technique in which interest has been quickly growing since it began to be used in the 1970s. Today, it has become an extensively used modality because of its ability to produce accurate diagnostic images. However, even if a direct benefit to patient healthcare is attributed to CT, the dramatic increase in the number of CT examinations performed has raised concerns about the potential negative effects of ionising radiation on the population. Among those negative effects, one of the major risks remaining is the development of cancers associated with exposure to diagnostic X-ray procedures. In order to ensure that the benefits-risk ratio still remains in favour of the patient, it is necessary to make sure that the delivered dose leads to the proper diagnosis without producing unnecessarily high-quality images. This optimisation scheme is already an important concern for adult patients, but it must become an even greater priority when examinations are performed on children or young adults, in particular with follow-up studies which require several CT procedures over the patient's life. Indeed, children and young adults are more sensitive to radiation due to their faster metabolism. In addition, harmful consequences have a higher probability to occur because of a younger patient's longer life expectancy. The recent introduction of iterative reconstruction algorithms, which were designed to substantially reduce dose, is certainly a major achievement in CT evolution, but it has also created difficulties in the quality assessment of the images produced using those algorithms. The goal of the present work was to propose a strategy to investigate the potential of iterative reconstructions to reduce dose without compromising the ability to answer the diagnostic questions. The major difficulty entails disposing a clinically relevant way to estimate image quality. To ensure the choice of pertinent image quality criteria this work was continuously performed in close collaboration with radiologists. The work began by tackling the way to characterise image quality when dealing with musculo-skeletal examinations. We focused, in particular, on image noise and spatial resolution behaviours when iterative image reconstruction was used. The analyses of the physical parameters allowed radiologists to adapt their image acquisition and reconstruction protocols while knowing what loss of image quality to expect. This work also dealt with the loss of low-contrast detectability associated with dose reduction, something which is a major concern when dealing with patient dose reduction in abdominal investigations. Knowing that alternative ways had to be used to assess image quality rather than classical Fourier-space metrics, we focused on the use of mathematical model observers. Our experimental parameters determined the type of model to use. Ideal model observers were applied to characterise image quality when purely objective results about the signal detectability were researched, whereas anthropomorphic model observers were used in a more clinical context, when the results had to be compared with the eye of a radiologist thus taking advantage of their incorporation of human visual system elements. This work confirmed that the use of model observers makes it possible to assess image quality using a task-based approach, which, in turn, establishes a bridge between medical physicists and radiologists. It also demonstrated that statistical iterative reconstructions have the potential to reduce the delivered dose without impairing the quality of the diagnosis. Among the different types of iterative reconstructions, model-based ones offer the greatest potential, since images produced using this modality can still lead to an accurate diagnosis even when acquired at very low dose. This work has clarified the role of medical physicists when dealing with CT imaging. The use of the standard metrics used in the field of CT imaging remains quite important when dealing with the assessment of unit compliance to legal requirements, but the use of a model observer is the way to go when dealing with the optimisation of the imaging protocols.

Multivariate statistical analysis to support the minimum streamflow regionalization

ABSTRACT This study aimed to develop a methodology based on multivariate statistical analysis of principal components and cluster analysis, in order to identify the most representative variables in studies of minimum streamflow regionalization, and to optimize the identification of the hydrologically homogeneous regions for the Doce river basin. Ten variables were used, referring to the river basin climatic and morphometric characteristics. These variables were individualized for each of the 61 gauging stations. Three dependent variables that are indicative of minimum streamflow (Q7,10, Q90 and Q95). And seven independent variables that concern to climatic and morphometric characteristics of the basin (total annual rainfall – Pa; total semiannual rainfall of the dry and of the rainy season – Pss and Psc; watershed drainage area – Ad; length of the main river – Lp; total length of the rivers – Lt; and average watershed slope – SL). The results of the principal component analysis pointed out that the variable SL was the least representative for the study, and so it was discarded. The most representative independent variables were Ad and Psc. The best divisions of hydrologically homogeneous regions for the three studied flow characteristics were obtained using the Mahalanobis similarity matrix and the complete linkage clustering method. The cluster analysis enabled the identification of four hydrologically homogeneous regions in the Doce river basin.

Détection des événements de "Minimum Bias" et neutrons avec les détecteurs ATLAS-MPX par simulations

Un réseau de seize détecteurs ATLAS-MPX a été mis en opération dans le détecteur ATLAS au LHC du CERN. Les détecteurs ATLAS-MPX sont sensibles au champ mixte de radiation de photons et d’électrons dans la caverne d’ATLAS et sont recouverts de convertisseurs de fluorure de lithium et de polyéthylène pour augmenter l’efficacité de détection des neutrons thermiques et des neutrons rapides respectivement. Les collisions à haute énergie sont dominées par des interactions partoniques avec petit moment transverse pT , associés à des événements de “minimum bias”. Dans notre cas la collision proton-proton se produit avec une énergie de 7 TeV dans le centre de masse avec une luminosité de 10³⁴cm⁻²s⁻¹ telle que fixée dans les simulations. On utilise la simulation des événements de "minimum bias" générés par PYTHIA en utilisant le cadre Athena qui fait une simulation GEANT4 complète du détecteur ATLAS pour mesurer le nombre de photons, d’électrons, des muons qui peuvent atteindre les détecteurs ATLASMPX dont les positions de chaque détecteur sont incluses dans les algorithmes d’Athena. Nous mesurons les flux de neutrons thermiques et rapides, générés par GCALOR, dans les régions de fluorure de lithium et de polyéthylène respectivement. Les résultats des événements de “minimum bias” et les flux de neutrons thermiques et rapides obtenus des simulations sont comparés aux mesures réelles des détecteurs ATLAS-MPX.

Minimum interference routing with fast protection

One of the most effective techniques offering QoS routing is minimum interference routing. However, it is complex in terms of computation time and is not oriented toward improving the network protection level. In order to include better levels of protection, new minimum interference routing algorithms are necessary. Minimizing the failure recovery time is also a complex process involving different failure recovery phases. Some of these phases depend completely on correct routing selection, such as minimizing the failure notification time. The level of protection also involves other aspects, such as the amount of resources used. In this case shared backup techniques should be considered. Therefore, minimum interference techniques should also be modified in order to include sharing resources for protection in their objectives. These aspects are reviewed and analyzed in this article, and a new proposal combining minimum interference with fast protection using shared segment backups is introduced. Results show that our proposed method improves both minimization of the request rejection ratio and the percentage of bandwidth allocated to backup paths in networks with low and medium protection requirements

The curvature of the conical intersection seam: an approximate second-order analysis

We present a method for analyzing the curvature (second derivatives) of the conical intersection hyperline at an optimized critical point. Our method uses the projected Hessians of the degenerate states after elimination of the two branching space coordinates, and is equivalent to a frequency calculation on a single Born-Oppenheimer potential-energy surface. Based on the projected Hessians, we develop an equation for the energy as a function of a set of curvilinear coordinates where the degeneracy is preserved to second order (i.e., the conical intersection hyperline). The curvature of the potential-energy surface in these coordinates is the curvature of the conical intersection hyperline itself, and thus determines whether one has a minimum or saddle point on the hyperline. The equation used to classify optimized conical intersection points depends in a simple way on the first- and second-order degeneracy splittings calculated at these points. As an example, for fulvene, we show that the two optimized conical intersection points of C2v symmetry are saddle points on the intersection hyperline. Accordingly, there are further intersection points of lower energy, and one of C2 symmetry - presented here for the first time - is found to be the global minimum in the intersection space

Minimum neighbour and extended Kalman filter estimator: a practical distributed channel assignment scheme for dense wireless local area networks

Dense deployments of wireless local area networks (WLANs) are becoming a norm in many cities around the world. However, increased interference and traffic demands can severely limit the aggregate throughput achievable unless an effective channel assignment scheme is used. In this work, a simple and effective distributed channel assignment (DCA) scheme is proposed. It is shown that in order to maximise throughput, each access point (AP) simply chooses the channel with the minimum number of active neighbour nodes (i.e. nodes associated with neighbouring APs that have packets to send). However, application of such a scheme to practice depends critically on its ability to estimate the number of neighbour nodes in each channel, for which no practical estimator has been proposed before. In view of this, an extended Kalman filter (EKF) estimator and an estimate of the number of nodes by AP are proposed. These not only provide fast and accurate estimates but can also exploit channel switching information of neighbouring APs. Extensive packet level simulation results show that the proposed minimum neighbour and EKF estimator (MINEK) scheme is highly scalable and can provide significant throughput improvement over other channel assignment schemes.

Optimal observers for ARMA models

A polynomial-based ARMA model, when posed in a state-space framework can be regarded in many different ways. In this paper two particular state-space forms of the ARMA model are considered, and although both are canonical in structure they differ in respect of the mode in which disturbances are fed into the state and output equations. For both forms a solution is found to the optimal discrete-time observer problem and algebraic connections between the two optimal observers are shown. The purpose of the paper is to highlight the fact that the optimal observer obtained from the first state-space form, commonly known as the innovations form, is not that employed in an optimal controller, in the minimum-output variance sense, whereas the optimal observer obtained from the second form is. Hence the second form is a much more appropriate state-space description to use for controller design, particularly when employed in self-tuning control schemes.

Sparse probability density function estimation using the minimum integrated square error

We develop a new sparse kernel density estimator using a forward constrained regression framework, within which the nonnegative and summing-to-unity constraints of the mixing weights can easily be satisfied. Our main contribution is to derive a recursive algorithm to select significant kernels one at time based on the minimum integrated square error (MISE) criterion for both the selection of kernels and the estimation of mixing weights. The proposed approach is simple to implement and the associated computational cost is very low. Specifically, the complexity of our algorithm is in the order of the number of training data N, which is much lower than the order of N2 offered by the best existing sparse kernel density estimators. Numerical examples are employed to demonstrate that the proposed approach is effective in constructing sparse kernel density estimators with comparable accuracy to those of the classical Parzen window estimate and other existing sparse kernel density estimators.

Minimum size for the occurrence of vortex matter in a square mesoscopic superconductor

The study of superconducting samples in mesoscopic scale presented a remarkable improvement during the last years. Certainly, such interest is based on the fact that when the size of the samples is close to the order of the temperature dependent coherence length xi(T), and/or the size of the penetration depth lambda(T), there are some significant modifications on the physical properties of the superconducting state. This contribution tests the square cross-section size limit for the occurrence (or not) of vortices in mesoscopic samples of area L-2, where L varies discretely from 1 xi(0) to 8 xi(0).The time dependent Ginzburg-Landau (TDGL) equations approach is used upon taking the order parameter and the local magnetic field invariant along the z-direction. The vortex configurations at the equilibrium can be obtained from the TDGL equations for superconductivity as the system relaxes to the stationary state.The obtained results show that the limit of vortex penetration is for the square sample of size 3 xi(0) x 3 xi(0) in which only a single vortex are allowed into the sample. For smaller specimens, no vortex can be formed and the field entrance into the sample is continuous and the total flux penetration occurs at higher values of H/H-c2(0), where H-c2(T) is the upper critical field. Otherwise, for larger samples different vortices patterns can be observed depending on the sample size. (c) 2007 Elsevier B.V. All rights reserved.

Studies on the cooling minimum quantity and conventional cooling at hardened steels in grinding process

The purpose of this work is to explain the concept of cutting fluids reasonable usage through the fluid minimum quantity in grinding processes. on that purpose, the development of a new nozzle and an own and adequate methodology should be required in order to obtain good results and compare them to the conventional methods. The analysis of the grinding wheel/cutting fluid performance was accomplished from the following input parameters: flow rate variation by nozzle diameter changes (three diameters values: 3mm, 4mm and 5mm), besides the conventional round nozzle already within the machine. Integral oil and a synthetic emulsion were used as cutting fluids and a conventional grinding wheel was employed. The workpieces were made of steel VC 131, tempered and quenched with 60HRc. Thus, as the flow rate and the nozzle diameter changes, keeping steady fluid jet velocity (equal to cutting velocity), attempted to find the best machining conditions, with the purpose to obtain a decrease on the cutting fluid volume, taking into consideration the analysis of the process output variables such as cutting strength, cutting specific energy, grinding wheel wear and surface roughness. It was verified that the 3mm diameter optimized nozzle and the integral oil, in general, was the best combination among all proposed.

Improving minimum quantity lubrication in CBN grinding using compressed air wheel cleaning

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

Critérios comportamentais utilizados por técnicos na avaliação do desempenho esportivo de futebolista das categorias de base

Currently one of the major concerns in sports is to identify, select, discover and reveal talents in soccer. As principal reasons is perceived the search direct or indirect for resources for players, clubs, media, sports brands and their sponsors. However, high salaries are an exception and not a rule, because the majority of professional players in Brazil receives 1 minimum salary per month. It is also known that on professional clubs, daily, arriving several players to try to be a professional soccer player, however, the majority of clubs - almost all does not present methodological, systematic and analytical aspects to select promising players. The selective processes ("sieves" or "big sieves") developed by technical observers ( olheiros") summarized in the observation of the sportive performance of a big group of players in a period of few minutes given to each player. In this period the target behavior is the ability with the ball. If promising players are identified on that selection, they are referred to the club for a new observation, which will be conducted by the responsible coach of base category in question. It is understood by base categories, the amateur categories (not professional), to serve as a "base" for the formation of the cast of professional clubs. What are sub-13 (under 13 years), sub-15 (under 15 years), sub-17 (under 17 years) and sub-20 (under 20 years). The absence of common criterias and performance indicators of these professionals may hamper the evaluation of promising players, and be a costly activity for the club. This study proposes to identify, characterize and categorize the criterias and methods of behavioral evaluation, used by coaches of base categories of Rio Grande do Norte (RN) to evaluate the sportive performance of young soccer players, with the purpose of to compare the criterias of evaluation of sportive performance of young soccer players, used by coaches with different time of experience in function. The proposal had 2 pilot studies, the first (June and July, 2007) were interviewed 29 coaches, 17 of category sub-13 and 12 of category sub-17. The data were tabulated and organized into spreadsheets in order to describe, and developed a set of descriptors of behavior. And the second (May and June, 2008), with revisions made based on observations, analysis and descriptions found in the first, were interviewed 14 technical of category sub-15. After the results found in pilots, it was possible to outline the study in question, which had 46 coaches base categories of the RN. And from the results show that the characteristic of greatest importance, according to the interviewees was the behavior, the 2nd most important characteristic considered was the motivation, the 3rd was the ability and the 4th was the physical condition and the last was the affiliation. And by analyzing the results to the methods of evaluation of sportive performance used by coaches, it was noted clearly that most uses only the observation to select young soccer players. Therefore, needs a systematization to the selection of soccer players, since there is complexity in the verification of characteristics and aspects involved with purpose to avoid wrong evaluations and selections and the results negligible