Simulation -based smoothing and filtering in factor stochastic volatility models : two econometric applications (July-2001)

The past decade has wítenessed a series of (well accepted and defined) financial crises periods in the world economy. Most of these events aI,"e country specific and eventually spreaded out across neighbor countries, with the concept of vicinity extrapolating the geographic maps and entering the contagion maps. Unfortunately, what contagion represents and how to measure it are still unanswered questions. In this article we measure the transmission of shocks by cross-market correlation\ coefficients following Forbes and Rigobon's (2000) notion of shift-contagion,. Our main contribution relies upon the use of traditional factor model techniques combined with stochastic volatility mo deIs to study the dependence among Latin American stock price indexes and the North American indexo More specifically, we concentrate on situations where the factor variances are modeled by a multivariate stochastic volatility structure. From a theoretical perspective, we improve currently available methodology by allowing the factor loadings, in the factor model structure, to have a time-varying structure and to capture changes in the series' weights over time. By doing this, we believe that changes and interventions experienced by those five countries are well accommodated by our models which learns and adapts reasonably fast to those economic and idiosyncratic shocks. We empirically show that the time varying covariance structure can be modeled by one or two common factors and that some sort of contagion is present in most of the series' covariances during periods of economical instability, or crisis. Open issues on real time implementation and natural model comparisons are thoroughly discussed.

Are cutout handles used when available in real occupational settings? Description of grips and upper extremities movements during industrial box handling

In order to achieve better postures and decrease musculoskeletal risks adequate design of hand/box couplings for manual materials handling (MMH) are still needed. No studies evaluating upper limb movement thorough direct measurements during box handling in workplace were identified in the literature. In this study we describe the types of grip and movements adopted by ten workers when handling redesigned boxes with cutout handles between different heights on industrial pallets. The new handles were used by 90% of the workers through different types of grip. Electrogoniometric measurements showed relatively safe forearm and wrist movements, although elbow inadequate range of movement was recorded. Despite the good acceptance of the cutout by workers, the new design requires extra internal space in the boxes reducing applications for this alternative of box.

Multi-resolução com fóvea móvel para redução e abstração de dados em tempo real

We propose a new approach to reduction and abstraction of visual information for robotics vision applications. Basically, we propose to use a multi-resolution representation in combination with a moving fovea for reducing the amount of information from an image. We introduce the mathematical formalization of the moving fovea approach and mapping functions that help to use this model. Two indexes (resolution and cost) are proposed that can be useful to choose the proposed model variables. With this new theoretical approach, it is possible to apply several filters, to calculate disparity and to obtain motion analysis in real time (less than 33ms to process an image pair at a notebook AMD Turion Dual Core 2GHz). As the main result, most of time, the moving fovea allows the robot not to perform physical motion of its robotics devices to keep a possible region of interest visible in both images. We validate the proposed model with experimental results

Otimização do controle eletrônico do diagrama de radiação de arranjos de antenas usando algoritmos genéticos com codificação real

Antenna arrays are able to provide high and controlled directivity, which are suitable for radiobase stations, radar systems, and point-to-point or satellite links. The optimization of an array design is usually a hard task because of the non-linear characteristic of multiobjective, requiring the application of numerical techniques, such as genetic algorithms. Therefore, in order to optimize the electronic control of the antenna array radiation pattem through genetic algorithms in real codification, it was developed a numerical tool which is able to positioning the array major lobe, reducing the side lobe levels, canceling interference signals in specific directions of arrival, and improving the antenna radiation performance. This was accomplished by using antenna theory concepts and optimization methods, mainly genetic algorithms ones, allowing to develop a numerical tool with creative genes codification and crossover rules, which is one of the most important contribution of this work. The efficiency of the developed genetic algorithm tool is tested and validated in several antenna and propagation applications. 11 was observed that the numerical results attend the specific requirements, showing the developed tool ability and capacity to handle the considered problems, as well as a great perspective for application in future works.

Mathematical tests about the existence and applications of PPS-wavelets in function approximation problems

Neural networks and wavelet transform have been recently seen as attractive tools for developing eficient solutions for many real world problems in function approximation. Function approximation is a very important task in environments where computation has to be based on extracting information from data samples in real world processes. So, mathematical model is a very important tool to guarantee the development of the neural network area. In this article we will introduce one series of mathematical demonstrations that guarantee the wavelets properties for the PPS functions. As application, we will show the use of PPS-wavelets in pattern recognition problems of handwritten digit through function approximation techniques.

A New Approach for Real Time Fault Diagnosis in Induction Motors Based on Vibration Measurement

Condition monitoring is used to increase machinery availability and machinery performance, reducing consequential damage, increasing machine life, reducing spare parts inventories, and reducing breakdown maintenance. An efficient real time vibration measurement and analysis instruments is capable of providing warning and predicting faults at early stages. In this paper, a new methodology for the implementation of vibration measurement and analysis instruments in real time based on circuit architecture mapped from a MATLAB/Simulink model is presented. In this study, signal processing applications such as FIR filters and fast Fourier transform are treated as systems, which are implemented in hardware using a system generator toolbox, which translates a Simulink model in a hardware description language - HDL for FPGA implementations.

Development and applications of three-dimensional gamma ray tomography system using ray casting volume rendering techniques

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

Real-time optical monitoring of the dip coating process

A significant part of film production by the coating industry is based on wet bench processes, where better understanding of their temporal dynamics could facilitate control and optimization. In this work, in situ laser interferometry is applied to study properties of flowing liquids and quantitatively monitor the dip coating batch process. Two oil standards Newtonian, non-volatile, with constant refractive indices and distinct flow properties - were measured under several withdrawing speeds. The dynamics of film physical thickness then depends on time as t(-1/2), and flow characterization becomes possible with high precision (linear slope uncertainty of +/-0.04%). Resulting kinematic viscosities for OP60 and OP400 are 1,17 +/- 0,03. St and 9,9 +/- 0,2 St, respectively. These results agree with nominal values, as provided by the manufacturer. For more complex films (a multi-component sol-gel Zirconyl Chloride aqueous solution) with a varying refractive index, through a direct polarimetric measurement, allowing also determination of the temporal evolution of physical thickness (uncertainty of +/- 0,007 microns) is also determined during dip coating.

Modified Chebyshev algorithm: some applications

Two applications of the modified Chebyshev algorithm are considered. The first application deals with the generation of orthogonal polynomials associated with a weight function having singularities on or near the end points of the interval of orthogonality. The other application involves the generation of real Szego polynomials.

Real-time monitoring and kinetic parameter estimation of the affinity interaction of jArtinM and rArtinM with peroxidase glycoprotein by the electrogravimetric technique

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

Line based camera calibration in machine vision dynamic applications

The problem of dynamic camera calibration considering moving objects in close range environments using straight lines as references is addressed. A mathematical model for the correspondence of a straight line in the object and image spaces is discussed. This model is based on the equivalence between the vector normal to the interpretation plane in the image space and the vector normal to the rotated interpretation plane in the object space. In order to solve the dynamic camera calibration, Kalman Filtering is applied; an iterative process based on the recursive property of the Kalman Filter is defined, using the sequentially estimated camera orientation parameters to feedback the feature extraction process in the image. For the dynamic case, e.g. an image sequence of a moving object, a state prediction and a covariance matrix for the next instant is obtained using the available estimates and the system model. Filtered state estimates can be computed from these predicted estimates using the Kalman Filtering approach and based on the system model parameters with good quality, for each instant of an image sequence. The proposed approach was tested with simulated and real data. Experiments with real data were carried out in a controlled environment, considering a sequence of images of a moving cube in a linear trajectory over a flat surface.

On the injectivity of C1 maps of the real plane

Let X : ℝ2 → ℝ2 be a C1 map. Denote by Spec(X) the set of (complex) eigenvalues of DXp when p varies in ℝ2. If there exists ε > 0 such that Spec(X) ∩ (-ε, ε) = ∅, then X is injective. Some applications of this result to the real Keller Jacobian conjecture are discussed.

Modelagem em tempo real do erro sistemático das observáveis GPS devido à ionosfera

Single frequency GPS receivers have been many used in GPS surveys. Among the several applications, one can mention those that are to obtain the receiver's antenna coordinates in real time. One of the main error sources to these applications is the ionosphere systematic error. In the FCT/UNESP a regional ionosphere model (Mod_Ion) was developed. It has been implemented to execute after collecting of GPS data. At real time application two improvements in the Mod_Ion were introduced, consisting of an alteration of the function of modeling and implementation of the Kalman Filter. The results of the experiments showed that the modifications were the most effective in the ionosphere systematic effect's corrections, providing a improvement in the accuracy of point positioning, of 90,75%, in period of the highest ionosphere activity.

Hamilton-Jacobi formalism on the null-plane: Applications

In this work we discuss the Hamilton-Jacobi formalism for fields on the null-plane. The Real Scalar Field in (1+1) - dimensions is studied since in it lays crucial points that are presented in more structured fields as the Electromagnetic case. The Hamilton-Jacobi formalism leads to the equations of motion for these systems after computing their respective Generalized Brackets. Copyright © owned by the author(s) under the terms of the Creative Commons Attribution-NonCommercial-ShareAlike Licence.

Proposal of a dedicated telemetry device for real-time and remote measurements

This work aims to demonstrate an application of telemetry for monitoring process variables. The authors developed the prototype of a dedicated device capable of multiplexing, encoding and transmitting real-time data signals via amplitude-shift keying modulation to remotely located device(s). The prototype development is described in details, enabling the reproduction of the proposed telemetry system for a three-phase motor as well as for other devices. Furthermore, the proposed device has an easy implementation by using of accessible components and low cost, also presenting a tutorial and educational purpose. © 2011 IEEE.