Representation of odometry errors on occupancy grids

SOUZA, Anderson A. S. ; SANTANA, André M. ; BRITTO, Ricardo S. ; GONÇALVES, Luiz Marcos G. ; MEDEIROS, Adelardo A. D. Representation of Odometry Errors on Occupancy Grids. In: INTERNATIONAL CONFERENCE ON INFORMATICS IN CONTROL, AUTOMATION AND ROBOTICS, 5., 2008, Funchal, Portugal. Proceedings... Funchal, Portugal: ICINCO, 2008.

Avaliação de modelos estocásticos no posicionamento GNSS

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Incorporação de incertezas associadas à predição de modelos hidrológicos aos instrumentos de gestão em recursos hídricos

Water management has in the watershed plans an important tool to plan the territory and adjust the activities develop over it to the natural resources availability. The incorporation of uncertainty analysis associated with hydrological modelling predictions is a manner to simulate scenarios and work with chances and probabilities that certain events happens inside these plans. Using stochastic methods is possible to consider uncertainty from estimations and even model it. Stochastic methods developed considerably during the last 30 years, but its applications to real-world problems have been limited, and did not turn into routine in hydrology. This paper brings an overview from eminent hydrologists about this subject and discuss the Brazilian and Paulista situation in the scope of groundwater monitoring.

A Methodological model to assist the optimization and risk management of mining investment decisions

Identifying, quantifying, and minimizing technical risks associated with investment decisions is a key challenge for mineral industry decision makers and investors. However, risk analysis in most bankable mine feasibility studies are based on the stochastic modelling of project “Net Present Value” (NPV)which, in most cases, fails to provide decision makers with a truly comprehensive analysis of risks associated with technical and management uncertainty and, as a result, are of little use for risk management and project optimization. This paper presents a value-chain risk management approach where project risk is evaluated for each step of the project lifecycle, from exploration to mine closure, and risk management is performed as a part of a stepwise value-added optimization process.

Modelización de un proceso de elección secuencial en cuatro etapas del consumidor turista

El objetivo de este trabajo consiste en proponer un proceso de decisión secuencial y jerárquico que siguen los turistas vacacionales en cuatro etapas: 1) salir (o no) de vacaciones; 2) elección de un viaje nacional vs. internacional; 3) elección de determinadas áreas geográficas; y 4) elección de la modalidad del viaje -multidestino o de destino fijo- en estas áreas. Este análisis permite examinar las distintas fases que sigue un turista hasta seleccionar una determinada modalidad de viaje en un zona geográfica concreta, así como observar los factores que influyen en cada etapa. La aplicación empírica se realiza sobre una muestra de 3.781 individuos, y estima, mediante procedimientos bayesianos, un Modelo Logit de Coeficientes Aleatorios. Los resultados obtenidos revelan el carácter anidado y no independiente de las decisiones anteriores, lo que confirma el proceso secuencial y jerárquico propuesto.

Proceso cuatrietápico de elección del turista

El objetivo de este trabajo consiste en proponer y testar un proceso de decisión anidado y jerárquico que siguen los turistas vacacionales en cuatro etapas: 1) salir (o no) de vacaciones; 2) elección de un viaje nacional vs. internacional; 3) elección de determinadas áreas geográficas; y 4) elección de la modalidad del viaje –multidestino o de destino fijo– en estas áreas. Este análisis permite examinar las distintas fases que sigue un turista hasta seleccionar una determinada modalidad de viaje en un zona geográfica concreta, así como observar los factores que influyen en cada etapa. La aplicación empírica se realiza sobre una muestra de 3.781 individuos, y estima, mediante procedimientos bayesianos, un Modelo Logit de Coeficientes Aleatorios. Los resultados obtenidos revelan el carácter anidado y no independiente de las decisiones anteriores, lo que confirma el proceso anidado y jerárquico propuesto.

Dois ensaios em finanças

In the first chapter, we test some stochastic volatility models using options on the S&P 500 index. First, we demonstrate the presence of a short time-scale, on the order of days, and a long time-scale, on the order of months, in the S&P 500 volatility process using the empirical structure function, or variogram. This result is consistent with findings of previous studies. The main contribution of our paper is to estimate the two time-scales in the volatility process simultaneously by using nonlinear weighted least-squares technique. To test the statistical significance of the rates of mean-reversion, we bootstrap pairs of residuals using the circular block bootstrap of Politis and Romano (1992). We choose the block-length according to the automatic procedure of Politis and White (2004). After that, we calculate a first-order correction to the Black-Scholes prices using three different first-order corrections: (i) a fast time scale correction; (ii) a slow time scale correction; and (iii) a multiscale (fast and slow) correction. To test the ability of our model to price options, we simulate options prices using five different specifications for the rates or mean-reversion. We did not find any evidence that these asymptotic models perform better, in terms of RMSE, than the Black-Scholes model. In the second chapter, we use Brazilian data to compute monthly idiosyncratic moments (expected skewness, realized skewness, and realized volatility) for equity returns and assess whether they are informative for the cross-section of future stock returns. Since there is evidence that lagged skewness alone does not adequately forecast skewness, we estimate a cross-sectional model of expected skewness that uses additional predictive variables. Then, we sort stocks each month according to their idiosyncratic moments, forming quintile portfolios. We find a negative relationship between higher idiosyncratic moments and next-month stock returns. The trading strategy that sells stocks in the top quintile of expected skewness and buys stocks in the bottom quintile generates a significant monthly return of about 120 basis points. Our results are robust across sample periods, portfolio weightings, and to Fama and French (1993)’s risk adjustment factors. Finally, we identify a return reversal of stocks with high idiosyncratic skewness. Specifically, stocks with high idiosyncratic skewness have high contemporaneous returns. That tends to reverse, resulting in negative abnormal returns in the following month.

Representation of odometry errors on occupancy grids

SOUZA, Anderson A. S. ; SANTANA, André M. ; BRITTO, Ricardo S. ; GONÇALVES, Luiz Marcos G. ; MEDEIROS, Adelardo A. D. Representation of Odometry Errors on Occupancy Grids. In: INTERNATIONAL CONFERENCE ON INFORMATICS IN CONTROL, AUTOMATION AND ROBOTICS, 5., 2008, Funchal, Portugal. Proceedings... Funchal, Portugal: ICINCO, 2008.

Representation of odometry errors on occupancy grids

SOUZA, Anderson A. S. ; SANTANA, André M. ; BRITTO, Ricardo S. ; GONÇALVES, Luiz Marcos G. ; MEDEIROS, Adelardo A. D. Representation of Odometry Errors on Occupancy Grids. In: INTERNATIONAL CONFERENCE ON INFORMATICS IN CONTROL, AUTOMATION AND ROBOTICS, 5., 2008, Funchal, Portugal. Proceedings... Funchal, Portugal: ICINCO, 2008.

Calcium oscillations

Changes in cellular calcium concentration control a wide range of physiological processes, from the subsecond release of synaptic neurotransmitters, to the regulation of gene expression over months or years. Calcium can also trigger cell death through both apoptosis and necrosis, and so the regulation of cellular calcium concentration must be tightly controlled through the concerted action of pumps, channels and buffers that transport calcium into and out of the cell cytoplasm. A hallmark of cellular calcium signalling is its spatiotemporal complexity: stimulation of cells by a hormone or neurotransmitter leads to oscillations in cytoplasmic calcium concentration that can vary markedly in time course, amplitude, frequency, and spatial range. In this chapter we review some of the biological roles of calcium, the experimental characterisation of complex dynamic changes in calcium concentration, and attempts to explain this complexity using computational models. We consider the "toolkit" of cellular proteins which influence calcium concentration, describe mechanistic models of key elements of the toolkit, and fit these into the framework of whole cell models of calcium oscillations and waves. Finally, we will touch on recent efforts to use stochastic modelling to elucidate elementary calcium signal events, and how these may evolve into global signals.

Nanocomposites: the contribution of multiscale modelling to improve the dispersion levels

Tese de Doutoramento em Ciência e Engenharia de Polímeros e Compósitos

Stochastic Population Projection for Germany - based on the Quadratic Spline approach to modelling age specific fertility rates

This contribution builds upon a former paper by the authors (Lipps and Betz 2004), in which a stochastic population projection for East- and West Germany is performed. Aim was to forecast relevant population parameters and their distribution in a consistent way. We now present some modifications, which have been modelled since. First, population parameters for the entire German population are modelled. In order to overcome the modelling problem of the structural break in the East during reunification, we show that the adaptation process of the relevant figures by the East can be considered to be completed by now. As a consequence, German parameters can be modelled just by using the West German historic patterns, with the start-off population of entire Germany. Second, a new model to simulate age specific fertility rates is presented, based on a quadratic spline approach. This offers a higher flexibility to model various age specific fertility curves. The simulation results are compared with the scenario based official forecasts for Germany in 2050. Exemplary for some population parameters (e.g. dependency ratio), it can be shown that the range spanned by the medium and extreme variants correspond to the s-intervals in the stochastic framework. It seems therefore more appropriate to treat this range as a s-interval covering about two thirds of the true distribution.

Introduction. Stochastic physics and climate modelling

Finite computing resources limit the spatial resolution of state-of-the-art global climate simulations to hundreds of kilometres. In neither the atmosphere nor the ocean are small-scale processes such as convection, clouds and ocean eddies properly represented. Climate simulations are known to depend, sometimes quite strongly, on the resulting bulk-formula representation of unresolved processes. Stochastic physics schemes within weather and climate models have the potential to represent the dynamical effects of unresolved scales in ways which conventional bulk-formula representations are incapable of so doing. The application of stochastic physics to climate modelling is a rapidly advancing, important and innovative topic. The latest research findings are gathered together in the Theme Issue for which this paper serves as the introduction.

Stochastic field processes in the mathematical modelling of damped transmission line vibrations

Wind-excited vibrations in the frequency range of 10 to 50 Hz due to vortex shedding often cause fatigue failures in the cables of overhead transmission lines. Damping devices, such as the Stockbridge dampers, have been in use for a long time for supressing these vibrations. The dampers are conveniently modelled by means of their driving point impedance, measured in the lab over the frequency range under consideration. The cables can be modelled as strings with additional small bending stiffness. The main problem in modelling the vibrations does however lay in the aerodynamic forces, which usually are approximated by the forces acting on a rigid cylinder in planar flow. In the present paper, the wind forces are represented by stochastic processes with arbitrary crosscorrelation in space; the case of a Kármán vortex street on a rigid cylinder in planar flow is contained as a limit case in this approach. The authors believe that this new view of the problem may yield useful results, particularly also concerning the reliability of the lines and the probability of fatigue damages. © 1987.