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.

Marker-free phase nanoscopy

We introduce a microscopic method that determines quantitative optical properties beyond the optical diffraction limit and allows direct imaging of unstained living biological specimens. In established holographic microscopy, complex fields are measured using interferometric detection, allowing diffraction-limited phase measurements. Here, we show that non-invasive optical nanoscopy can achieve a lateral resolution of 90 nm by using a quasi-2 pi-holographic detection scheme and complex deconvolution. We record holograms from different illumination directions on the sample plane and observe subwavelength tomographic variations of the specimen. Nanoscale apertures serve to calibrate the tomographic reconstruction and to characterize the imaging system by means of the coherent transfer function. This gives rise to realistic inverse filtering and guarantees true complex field reconstruction. The observations are shown for nanoscopic porous cell frustule (diatoms), for the direct study of bacteria (Escherichia coil), and for a time-lapse approach to explore the dynamics of living dendritic spines (neurones).

The role of phylogeny in the spatial distributions and assembly of mountain plant communities.

A major challenge in community ecology is a thorough understanding of the processes that govern the assembly and composition of communities in time and space. The growing threat of climate change to the vascular plant biodiversity of fragile ecosystems such as mountains has made it equally imperative to develop comprehensive methodologies to provide insights into how communities are assembled. In this perspective, the primary objective of this PhD thesis is to contribute to the theoretical and methodological development of community ecology, by proposing new solutions to better detect the ecological and evolutionary processes that govern community assembly. As phylogenetic trees provide by far, the most advanced tools to integrate the spatial, ecological and evolutionary dynamics of plant communities, they represent the cornerstone on which this work was based. In this thesis, I proposed new solutions to: (i) reveal trends in community assembly on phylogenies, depicted by the transition of signals at the nodes of the different species and lineages responsible for community assembly, (ii) contribute to evidence the importance of evolutionarily labile traits in the distribution of mountain plant species. More precisely, I demonstrated that phylogenetic and functional compositional turnover in plant communities was driven by climate and human land use gradients mostly influenced by evolutionarily labile traits, (iii) predict and spatially project the phylogenetic structure of communities using species distribution models, to identify the potential distribution of phylogenetic diversity, as well as areas of high evolutionary potential along elevation. The altitudinal setting of the Diablerets mountains (Switzerland) provided an appropriate model for this study. The elevation gradient served as a compression of large latitudinal variations similar to a collection of islands within a single area, and allowed investigations on a large number of plant communities. Overall, this thesis highlights that stochastic and deterministic environmental filtering processes mainly influence the phylogenetic structure of plant communities in mountainous areas. Negative density-dependent processes implied through patterns of phylogenetic overdispersion were only detected at the local scale, whereas environmental filtering implied through phylogenetic clustering was observed at both the regional and local scale. Finally, the integration of indices of phylogenetic community ecology with species distribution models revealed the prospects of providing novel and insightful explanations on the potential distribution of phylogenetic biodiversity in high mountain areas. These results generally demonstrate the usefulness of phylogenies in inferring assembly processes, and are worth considering in the theoretical and methodological development of tools to better understand phylogenetic community structure.

Generalized Multiobjective Multitree model solution using MOEA

In a previous paper a novel Generalized Multiobjective Multitree model (GMM-model) was proposed. This model considers for the first time multitree-multicast load balancing with splitting in a multiobjective context, whose mathematical solution is a whole Pareto optimal set that can include several results than it has been possible to find in the publications surveyed. To solve the GMM-model, in this paper a multi-objective evolutionary algorithm (MOEA) inspired by the Strength Pareto Evolutionary Algorithm (SPEA) is proposed. Experimental results considering up to 11 different objectives are presented for the well-known NSF network, with two simultaneous data flows

Pesca exploratoria y experimental con red de cerco artesanal en la Región Tumbes.2005

Se evaluó la utilización de la malla de 50 mm (2”) en redes de cerco artesanal de la Región Tumbes en una pesquería multiespecífica. Se trabajó con una red control de tamaño de malla de 38 mm (1,5”) y la red experimental de 50 mm (2,0”), con un porcentaje de embande de 0,65 y 0,77, respectivamente. Se determinó diferencia entre las curvas de profundidad de calado del cuerpo central de las redes (tc= 46,670, t*= 1,98, p= 0) la red experimental tuvo mayor profundidad de velado; entre las curvas de velocidad de caída del cuerpo central de las redes, hubo diferencia significativa (tc= 7,790, t*= 1,98, p = 0,000), debido al mayor lastre y filtrado de las mallas de la red experimental. El coeficiente abertura horizontal (μ1) de las mallas en la franja superior durante el máximo velado de la red y el gareteo fue en las mallas del cabecero o copo, parte central y ultimo cuerpo de la red, en promedio 0,71; 0,74 y 0,73 respectivamente; (valores cercanos al coeficiente de armado ideal para el escape de ciertos peces fusiformes). El promedio de μ1 obtenidos en la región de las mallas centrales en el cabecero, centro y ultimo cuerpo de la red fue 0,85; 0,85 y 0,84 respectivamente; lo que indicó una mayor abertura horizontal de las mallas por encima del valor del coeficiente de armado que no permitiría el escape de los peces. Se concluyó que por la condición de las mallas de la red de cerco experimental (tamaño de malla 50 mm) no es óptima para gran parte de la estructura de la red, esto no permitiría la selectividad por tamaños.

Modular support for developing mobile ad hoc applications

Abstract This PhD thesis addresses the issue of alleviating the burden of developing ad hoc applications. Such applications have the particularity of running on mobile devices, communicating in a peer-to-peer manner and implement some proximity-based semantics. A typical example of such application can be a radar application where users see their avatar as well as the avatars of their friends on a map on their mobile phone. Such application become increasingly popular with the advent of the latest generation of mobile smart phones with their impressive computational power, their peer-to-peer communication capabilities and their location detection technology. Unfortunately, the existing programming support for such applications is limited, hence the need to address this issue in order to alleviate their development burden. This thesis specifically tackles this problem by providing several tools for application development support. First, it provides the location-based publish/subscribe service (LPSS), a communication abstraction, which elegantly captures recurrent communication issues and thus allows to dramatically reduce the code complexity. LPSS is implemented in a modular manner in order to be able to target two different network architectures. One pragmatic implementation is aimed at mainstream infrastructure-based mobile networks, where mobile devices can communicate through fixed antennas. The other fully decentralized implementation targets emerging mobile ad hoc networks (MANETs), where no fixed infrastructure is available and communication can only occur in a peer-to-peer fashion. For each of these architectures, various implementation strategies tailored for different application scenarios that can be parametrized at deployment time. Second, this thesis provides two location-based message diffusion protocols, namely 6Shot broadcast and 6Shot multicast, specifically aimed at MANETs and fine tuned to be used as building blocks for LPSS. Finally this thesis proposes Phomo, a phone motion testing tool that allows to test proximity semantics of ad hoc applications without having to move around with mobile devices. These different developing support tools have been packaged in a coherent middleware framework called Pervaho.

Single-trial topographic analysis of human EEG: A new image of event-related potentials

We present a novel approach for analyzing single-trial electroencephalography (EEG) data, using topographic information. The method allows for visualizing event-related potentials using all the electrodes of recordings overcoming the problem of previous approaches that required electrode selection and waveforms filtering. We apply this method to EEG data from an auditory object recognition experiment that we have previously analyzed at an ERP level. Temporally structured periods were statistically identified wherein a given topography predominated without any prior information about the temporal behavior. In addition to providing novel methods for EEG analysis, the data indicate that ERPs are reliably observable at a single-trial level when examined topographically.

Specialisation in Europe and asymmetric shocks: potential risks of EMU

Most optimistic views, based on Optimum Currency Areas (OCA) literature, have concluded that the probability of asymmetric shocks to occur at anational level will tend to diminish in the Economic and Monetary Union (EMU)as a result of the intensification of the integration process during the most recent years. Therefore, since Economic Geography Theories predict a higherspecialisation of regions, it is expected that asymmetric shocks will increase.Previous studies have examined to what extent asymmetric shocks have been relevant in the past using, mainly, static measures of asymmetries such as the correlation coefficients between series of shocks previously calculated from astructural VAR model (Bayoumi and Eichengreen, 1992).In this paper, we study the evolution of manufacturing specific asymmetries in Europe from a dynamic point of view (applying the modelproposed by Haldane and Hall, 1991) in order to obtain new evidence about potential risks of EMU.

Potencialidad de la modelización state-space y el filtro de Kalman para el anàlisis regional : una aplicación para el índice de actividad industrial

El déficit existente a nuestro país con respecto a la disponibilidad de indicadores cuantitativos con los que llevar a término un análisis coyuntural de la actividad industrial regional ha abierto un debate centrado en el estudio de cuál es la metodología más adecuada para elaborar indicadores de estas características. Dentro de este marco, en este trabajo se presentan las principales conclusiones obtenidas en anteriores estudios (Clar, et. al., 1997a, 1997b y 1998) sobre la idoneidad de extender las metodologías que actualmente se están aplicando a las regiones españolas para elaborar indicadores de la actividad industrial mediante métodos indirectos. Estas conclusiones llevan a plantear una estrategia distinta a las que actualmente se vienen aplicando. En concreto, se propone (siguiendo a Israilevich y Kuttner, 1993) un modelo de variables latentes para estimar el indicador de la producción industrial regional. Este tipo de modelo puede especificarse en términos de un modelo statespace y estimarse mediante el filtro de Kalman. Para validar la metodología propuesta se estiman unos indicadores de acuerdo con ella para tres de las cuatro regiones españolas que disponen d¿un Índice de Producción Industrial (IPI) elaborado mediante el método directo (Andalucía, Asturias y el País Vasco) y se comparan con los IPIs publicados (oficiales). Los resultados obtenidos muestran el buen comportamiento de l¿estrategia propuesta, abriendo así una línea de trabajo con la que subsanar el déficit al que se hacía referencia anteriormente

Phylogenetic relatedness and proboscis length contribute to structuring bumblebee communities in the extremes of abiotic and biotic gradients

Aim To improve our understanding of how biological communities assemble, we investigated changes in bumblebee communities in space along an elevation gradient. We assessed how much deterministic abiotic and biotic factors shape community assembly. We focused on proboscis length (influencing the species' dietary regime) and phylogenetic relatedness to investigate if competition and environmental filtering occur in more and less productive climates, respectively. Location Western Swiss Alps. Methods We recorded bumblebee species in 149 plots along a 1800-m wide elevation gradient. We contrasted two major clades of bumblebees, a short-tongued and a long-tongued clade. We calculated the phylogenetic and proboscis-length diversity of the bumblebee communities and compared these observed data with a random distribution to detect clustering likely to be caused by environmental filtering or overdispersion likely to be caused by competition. We compared the prevalence of clustered and overdispersed communities along the gradients of plant species richness (biotic) and temperature (abiotic). Results Under colder conditions, where plant species richness is lower and floral resources are scarcer, the clade with shorter proboscides prevails over the clade with longer proboscides, and communities are functionally and phylogenetic clustered. Under warmer conditions, we found phylogenetic but not functional overdispersion in communities. Main conclusions We show for the first time a strong correlation between phylogenetic relatedness, proboscis length and species distribution along temperature and plant richness gradients shaping bumblebee communities. The low temperatures and low levels of plant species richness limit the dispersal of the species from the long-tongued clade, which have more specialized diets, into high-elevation areas. Competition under warmer conditions may produce communities composed of less closely related species that share distinct ecological preferences. Our empirical results corroborate theoretical expectation as well as experiments on the prevalence of deterministic processes in the most severe and most productive parts of environmental gradients.

Specialisation in Europe and asymmetric shocks: potential risks of EMU

Most optimistic views, based on Optimum Currency Areas (OCA) literature, have concluded that the probability of asymmetric shocks to occur at anational level will tend to diminish in the Economic and Monetary Union (EMU)as a result of the intensification of the integration process during the most recent years. Therefore, since Economic Geography Theories predict a higherspecialisation of regions, it is expected that asymmetric shocks will increase.Previous studies have examined to what extent asymmetric shocks have been relevant in the past using, mainly, static measures of asymmetries such as the correlation coefficients between series of shocks previously calculated from astructural VAR model (Bayoumi and Eichengreen, 1992).In this paper, we study the evolution of manufacturing specific asymmetries in Europe from a dynamic point of view (applying the modelproposed by Haldane and Hall, 1991) in order to obtain new evidence about potential risks of EMU.

Potencialidad de la modelización state-space y el filtro de Kalman para el anàlisis regional : una aplicación para el índice de actividad industrial

El déficit existente a nuestro país con respecto a la disponibilidad de indicadores cuantitativos con los que llevar a término un análisis coyuntural de la actividad industrial regional ha abierto un debate centrado en el estudio de cuál es la metodología más adecuada para elaborar indicadores de estas características. Dentro de este marco, en este trabajo se presentan las principales conclusiones obtenidas en anteriores estudios (Clar, et. al., 1997a, 1997b y 1998) sobre la idoneidad de extender las metodologías que actualmente se están aplicando a las regiones españolas para elaborar indicadores de la actividad industrial mediante métodos indirectos. Estas conclusiones llevan a plantear una estrategia distinta a las que actualmente se vienen aplicando. En concreto, se propone (siguiendo a Israilevich y Kuttner, 1993) un modelo de variables latentes para estimar el indicador de la producción industrial regional. Este tipo de modelo puede especificarse en términos de un modelo statespace y estimarse mediante el filtro de Kalman. Para validar la metodología propuesta se estiman unos indicadores de acuerdo con ella para tres de las cuatro regiones españolas que disponen d¿un Índice de Producción Industrial (IPI) elaborado mediante el método directo (Andalucía, Asturias y el País Vasco) y se comparan con los IPIs publicados (oficiales). Los resultados obtenidos muestran el buen comportamiento de l¿estrategia propuesta, abriendo así una línea de trabajo con la que subsanar el déficit al que se hacía referencia anteriormente

Testing Spatial Autocorrelation in Weighted Networks : the Modes Permutation Test

In a weighted spatial network, as specified by an exchange matrix, the variances of the spatial values are inversely proportional to the size of the regions. Spatial values are no more exchangeable under independence, thus weakening the rationale for ordinary permutation and bootstrap tests of spatial autocorrelation. We propose an alternative permutation test for spatial autocorrelation, based upon exchangeable spatial modes, constructed as linear orthogonal combinations of spatial values. The coefficients obtain as eigenvectors of the standardised exchange matrix appearing in spectral clustering, and generalise to the weighted case the concept of spatial filtering for connectivity matrices. Also, two proposals aimed at transforming an acessibility matrix into a exchange matrix with with a priori fixed margins are presented. Two examples (inter-regional migratory flows and binary adjacency networks) illustrate the formalism, rooted in the theory of spectral decomposition for reversible Markov chains.

Transient Ischemic Dilation (TID) ratio measurement during Rb-82 cardiac PET: Comparison between three different software packages.

Background: TIDratio indirectly reflects myocardial ischemia and is correlated with cardiacprognosis. We aimed at comparing the influence of three different softwarepackages for the assessment of TID using Rb-82 cardiac PET/CT. Methods: Intotal, data of 30 patients were used based on normal myocardial perfusion(SSS<3 and SRS<3) and stress myocardial blood flow 2mL/min/g)assessed by Rb-82 cardiac PET/CT. After reconstruction using 2D OSEM (2Iterations, 28 subsets), 3-D filtering (Butterworth, order=10, ωc=0.5), data were automatically processed, and then manually processed fordefining identical basal and apical limits on both stress and rest images.TIDratio were determined with Myometrix®, ECToolbox® and QGS®software packages. Comparisons used ANOVA, Student t-tests and Lin concordancetest (ρc). Results: All of the 90 processings were successfullyperformed. TID ratio were not statistically different between software packageswhen data were processed automatically (P=0.2) or manually (P=0.17). There was a slight, butsignificant relative overestimation of TID with automatic processing incomparison to manual processing using ECToolbox® (1.07 ± 0.13 vs 1.0± 0.13, P=0.001)and Myometrix® (1.07 ± 0.15 vs 1.01 ± 0.11, P=0.003) but not using QGS®(1.02 ±0.12 vs 1.05 ± 0.11, P=0.16). The best concordance was achieved between ECToolbox®and Myometrix® manual (ρc=0.67) processing.Conclusion: Using automatic or manual mode TID estimation was not significantlyinfluenced by software type. Using Myometrix® or ECToolbox®TID was significantly different between automatic and manual processing, butnot using QGS®. Software package should be account for when definingTID normal reference limits, as well as when used in multicenter studies. QGS®software seemed to be the most operator-independent software package, whileECToolbox® and Myometrix® produced the closest results.

System-level Support for Mobile Ad hoc Communications: an Algorithmic & Practical Approach

A mobile ad hoc network (MANET) is a decentralized and infrastructure-less network. This thesis aims to provide support at the system-level for developers of applications or protocols in such networks. To do this, we propose contributions in both the algorithmic realm and in the practical realm. In the algorithmic realm, we contribute to the field by proposing different context-aware broadcast and multicast algorithms in MANETs, namely six-shot broadcast, six-shot multicast, PLAN-B and ageneric algorithmic approach to optimize the power consumption of existing algorithms. For each algorithm we propose, we compare it to existing algorithms that are either probabilistic or context-aware, and then we evaluate their performance based on simulations. We demonstrate that in some cases, context-aware information, such as location or signal-strength, can improve the effciency. In the practical realm, we propose a testbed framework, namely ManetLab, to implement and to deploy MANET-specific protocols, and to evaluate their performance. This testbed framework aims to increase the accuracy of performance evaluation compared to simulations, while keeping the ease of use offered by the simulators to reproduce a performance evaluation. By evaluating the performance of different probabilistic algorithms with ManetLab, we observe that both simulations and testbeds should be used in a complementary way. In addition to the above original contributions, we also provide two surveys about system-level support for ad hoc communications in order to establish a state of the art. The first is about existing broadcast algorithms and the second is about existing middleware solutions and the way they deal with privacy and especially with location privacy. - Un réseau mobile ad hoc (MANET) est un réseau avec une architecture décentralisée et sans infrastructure. Cette thèse vise à fournir un support adéquat, au niveau système, aux développeurs d'applications ou de protocoles dans de tels réseaux. Dans ce but, nous proposons des contributions à la fois dans le domaine de l'algorithmique et dans celui de la pratique. Nous contribuons au domaine algorithmique en proposant différents algorithmes de diffusion dans les MANETs, algorithmes qui sont sensibles au contexte, à savoir six-shot broadcast,six-shot multicast, PLAN-B ainsi qu'une approche générique permettant d'optimiser la consommation d'énergie de ces algorithmes. Pour chaque algorithme que nous proposons, nous le comparons à des algorithmes existants qui sont soit probabilistes, soit sensibles au contexte, puis nous évaluons leurs performances sur la base de simulations. Nous montrons que, dans certains cas, des informations liées au contexte, telles que la localisation ou l'intensité du signal, peuvent améliorer l'efficience de ces algorithmes. Sur le plan pratique, nous proposons une plateforme logicielle pour la création de bancs d'essai, intitulé ManetLab, permettant d'implémenter, et de déployer des protocoles spécifiques aux MANETs, de sorte à évaluer leur performance. Cet outil logiciel vise à accroître la précision desévaluations de performance comparativement à celles fournies par des simulations, tout en conservant la facilité d'utilisation offerte par les simulateurs pour reproduire uneévaluation de performance. En évaluant les performances de différents algorithmes probabilistes avec ManetLab, nous observons que simulateurs et bancs d'essai doivent être utilisés de manière complémentaire. En plus de ces contributions principales, nous fournissons également deux états de l'art au sujet du support nécessaire pour les communications ad hoc. Le premier porte sur les algorithmes de diffusion existants et le second sur les solutions de type middleware existantes et la façon dont elles traitent de la confidentialité, en particulier celle de la localisation.