919 resultados para Scale Sensitive Loss Function
Resumo:
Sediment composition is mainly controlled by the nature of the source rock(s), and chemical (weathering) and physical processes (mechanical crushing, abrasion, hydrodynamic sorting) during alteration and transport. Although the factors controlling these processes are conceptually well understood, detailed quantification of compositional changes induced by a single process are rare, as are examples where the effects of several processes can be distinguished. The present study was designed to characterize the role of mechanical crushing and sorting in the absence of chemical weathering. Twenty sediment samples were taken from Alpine glaciers that erode almost pure granitoid lithologies. For each sample, 11 grain-size fractions from granules to clay (ø grades <-1 to >9) were separated, and each fraction was analysed for its chemical composition. The presence of clear steps in the box-plots of all parts (in adequate ilr and clr scales) against ø is assumed to be explained by typical crystal size ranges for the relevant mineral phases. These scatter plots and the biplot suggest a splitting of the full grain size range into three groups: coarser than ø=4 (comparatively rich in SiO2, Na2O, K2O, Al2O3, and dominated by “felsic” minerals like quartz and feldspar), finer than ø=8 (comparatively rich in TiO2, MnO, MgO, Fe2O3, mostly related to “mafic” sheet silicates like biotite and chlorite), and intermediate grains sizes (4≤ø <8; comparatively rich in P2O5 and CaO, related to apatite, some feldspar). To further test the absence of chemical weathering, the observed compositions were regressed against three explanatory variables: a trend on grain size in ø scale, a step function for ø≥4, and another for ø≥8. The original hypothesis was that the trend could be identified with weathering effects, whereas each step function would highlight those minerals with biggest characteristic size at its lower end. Results suggest that this assumption is reasonable for the step function, but that besides weathering some other factors (different mechanical behavior of minerals) have also an important contribution to the trend. Key words: sediment, geochemistry, grain size, regression, step function
Resumo:
Asynchronous Optical Sampling (ASOPS) [1,2] and frequency comb spectrometry [3] based on dual Ti:saphire resonators operated in a master/slave mode have the potential to improve signal to noise ratio in THz transient and IR sperctrometry. The multimode Brownian oscillator time-domain response function described by state-space models is a mathematically robust framework that can be used to describe the dispersive phenomena governed by Lorentzian, Debye and Drude responses. In addition, the optical properties of an arbitrary medium can be expressed as a linear combination of simple multimode Brownian oscillator functions. The suitability of a range of signal processing schemes adopted from the Systems Identification and Control Theory community for further processing the recorded THz transients in the time or frequency domain will be outlined [4,5]. Since a femtosecond duration pulse is capable of persistent excitation of the medium within which it propagates, such approach is perfectly justifiable. Several de-noising routines based on system identification will be shown. Furthermore, specifically developed apodization structures will be discussed. These are necessary because due to dispersion issues, the time-domain background and sample interferograms are non-symmetrical [6-8]. These procedures can lead to a more precise estimation of the complex insertion loss function. The algorithms are applicable to femtosecond spectroscopies across the EM spectrum. Finally, a methodology for femtosecond pulse shaping using genetic algorithms aiming to map and control molecular relaxation processes will be mentioned.
Apodisation, denoising and system identification techniques for THz transients in the wavelet domain
Resumo:
This work describes the use of a quadratic programming optimization procedure for designing asymmetric apodization windows to de-noise THz transient interferograms and compares these results to those obtained when wavelet signal processing algorithms are adopted. A systems identification technique in the wavelet domain is also proposed for the estimation of the complex insertion loss function. The proposed techniques can enhance the frequency dependent dynamic range of an experiment and should be of particular interest to the THz imaging and tomography community. Future advances in THz sources and detectors are likely to increase the signal-to-noise ratio of the recorded THz transients and high quality apodization techniques will become more important, and may set the limit on the achievable accuracy of the deduced spectrum.
Classification of lactose and mandelic acid THz spectra using subspace and wavelet-packet algorithms
Resumo:
This work compares classification results of lactose, mandelic acid and dl-mandelic acid, obtained on the basis of their respective THz transients. The performance of three different pre-processing algorithms applied to the time-domain signatures obtained using a THz-transient spectrometer are contrasted by evaluating the classifier performance. A range of amplitudes of zero-mean white Gaussian noise are used to artificially degrade the signal-to-noise ratio of the time-domain signatures to generate the data sets that are presented to the classifier for both learning and validation purposes. This gradual degradation of interferograms by increasing the noise level is equivalent to performing measurements assuming a reduced integration time. Three signal processing algorithms were adopted for the evaluation of the complex insertion loss function of the samples under study; a) standard evaluation by ratioing the sample with the background spectra, b) a subspace identification algorithm and c) a novel wavelet-packet identification procedure. Within class and between class dispersion metrics are adopted for the three data sets. A discrimination metric evaluates how well the three classes can be distinguished within the frequency range 0. 1 - 1.0 THz using the above algorithms.
Resumo:
In rapid scan Fourier transform spectrometry, we show that the noise in the wavelet coefficients resulting from the filter bank decomposition of the complex insertion loss function is linearly related to the noise power in the sample interferogram by a noise amplification factor. By maximizing an objective function composed of the power of the wavelet coefficients divided by the noise amplification factor, optimal feature extraction in the wavelet domain is performed. The performance of a classifier based on the output of a filter bank is shown to be considerably better than that of an Euclidean distance classifier in the original spectral domain. An optimization procedure results in a further improvement of the wavelet classifier. The procedure is suitable for enhancing the contrast or classifying spectra acquired by either continuous wave or THz transient spectrometers as well as for increasing the dynamic range of THz imaging systems. (C) 2003 Optical Society of America.
Resumo:
Medium range flood forecasting activities, driven by various meteorological forecasts ranging from high resolution deterministic forecasts to low spatial resolution ensemble prediction systems, share a major challenge in the appropriateness and design of performance measures. In this paper possible limitations of some traditional hydrological and meteorological prediction quality and verification measures are identified. Some simple modifications are applied in order to circumvent the problem of the autocorrelation dominating river discharge time-series and in order to create a benchmark model enabling the decision makers to evaluate the forecast quality and the model quality. Although the performance period is quite short the advantage of a simple cost-loss function as a measure of forecast quality can be demonstrated.
Resumo:
Nesta dissertação realizou-se um experimento de Monte Carlo para re- velar algumas características das distribuições em amostras finitas dos estimadores Backfitting (B) e de Integração Marginal(MI) para uma regressão aditiva bivariada. Está-se particularmente interessado em fornecer alguma evidência de como os diferentes métodos de seleção da janela hn, tais co- mo os métodos plug-in, impactam as propriedades em pequenas amostras dos estimadores. Está-se interessado, também, em fornecer evidência do comportamento de diferentes estimadores de hn relativamente a seqüência ótima de hn que minimiza uma função perda escolhida. O impacto de ignorar a dependência entre os regressores na estimação da janela é tam- bém investigado. Esta é uma prática comum e deve ter impacto sobre o desempenho dos estimadores. Além disso, não há nenhuma rotina atual- mente disponível nos pacotes estatísticos/econométricos para a estimação de regressões aditivas via os métodos de Backfitting e Integração Marginal. É um dos objetivos a criação de rotinas em Gauss para a implementação prática destes estimadores. Por fim, diferentemente do que ocorre atual- mente, quando a utilização dos estimadores-B e MI é feita de maneira completamente ad-hoc, há o objetivo de fornecer a usuários informação que permita uma escolha mais objetiva de qual estimador usar quando se está trabalhando com uma amostra finita.
Resumo:
O objetivo dessa dissertação é estabelecer um modelo quantitativo de gestão de riscos estratégicos de um ativo de produção de petróleo, notadamente o valor em risco do seu fluxo de caixa e de sua rentabilidade. Para tanto, foi utilizado um modelo de fluxo de caixa onde a receita operacional foi definida como variável estocástica. A receita operacional foi estimada a partir de uma função de perdas que descreve o volume de produção de petróleo, e de uma trajetória de preços definida por um modelo geométrico browniano sem reversão a média e com volatilidade descrita por um processo GARCH. Os resultados obtidos demonstram que o modelo proposto é capaz de fornecer informações importantes para a gestão de riscos de ativos de produção de petróleo ao passo que permite a quantificação de diferentes fatores de risco que afetam a rentabilidade das operações. Por fim, o modelo aqui proposto pode ser estendido para a avaliação do risco financeiro e operacional de um conjunto de ativos de petróleo, considerando sua estrutura de dependência e a existência de restrições de recursos financeiros, físicos e humanos.
Resumo:
Our focus is on information in expectation surveys that can now be built on thousands (or millions) of respondents on an almost continuous-time basis (big data) and in continuous macroeconomic surveys with a limited number of respondents. We show that, under standard microeconomic and econometric techniques, survey forecasts are an affine function of the conditional expectation of the target variable. This is true whether or not the survey respondent knows the data-generating process (DGP) of the target variable or the econometrician knows the respondents individual loss function. If the econometrician has a mean-squared-error risk function, we show that asymptotically efficient forecasts of the target variable can be built using Hansens (Econometrica, 1982) generalized method of moments in a panel-data context, when N and T diverge or when T diverges with N xed. Sequential asymptotic results are obtained using Phillips and Moon s (Econometrica, 1999) framework. Possible extensions are also discussed.
Resumo:
In this work we present a study of structural, electronic and optical properties, at ambient conditions, of CaSiO3, CaGeO3 and CaSnO3 crystals, all of them a member of Ca-perovskite class. To each one, we have performed density functional theory ab initio calculations within LDA and GGA approximations of the structural parameters, geometry optimization, unit cell volume, density, angles and interatomic length, band structure, carriers effective masses, total and partial density of states, dielectric function, refractive index, optical absorption, reflectivity, optical conductivity and loss function. A result comparative procedure was done between LDA and GGA calculations, a exception to CaSiO3 where only LDA calculation was performed, due high computational cost that its low symmetry crystalline structure imposed. The Ca-perovskite bibliography have shown the absence of electronic structure calculations about this materials, justifying the present work
Resumo:
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
Resumo:
Pós-graduação em Agronomia (Horticultura) - FCA
Resumo:
Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)
Resumo:
Environmental data are spatial, temporal, and often come with many zeros. In this paper, we included space–time random effects in zero-inflated Poisson (ZIP) and ‘hurdle’ models to investigate haulout patterns of harbor seals on glacial ice. The data consisted of counts, for 18 dates on a lattice grid of samples, of harbor seals hauled out on glacial ice in Disenchantment Bay, near Yakutat, Alaska. A hurdle model is similar to a ZIP model except it does not mix zeros from the binary and count processes. Both models can be used for zero-inflated data, and we compared space–time ZIP and hurdle models in a Bayesian hierarchical model. Space–time ZIP and hurdle models were constructed by using spatial conditional autoregressive (CAR) models and temporal first-order autoregressive (AR(1)) models as random effects in ZIP and hurdle regression models. We created maps of smoothed predictions for harbor seal counts based on ice density, other covariates, and spatio-temporal random effects. For both models predictions around the edges appeared to be positively biased. The linex loss function is an asymmetric loss function that penalizes overprediction more than underprediction, and we used it to correct for prediction bias to get the best map for space–time ZIP and hurdle models.
Resumo:
Species distribution models (SDMs) can be useful for different conservation purposes. We discuss the importance of fitting spatial scale and using current records and relevant predictors aiming conservation. We choose jaguar (Panthera onca) as a target species and Brazil and Atlantic Forest biome as study areas. We tested two different extents (continent and biome) and resolutions (similar to 4 Km and similar to 1 Km) in Maxent with 186 records and 11 predictors (bioclimatic, elevation, land-use and landscape structure). All models presented satisfactory AUC values (>0.70) and low omission errors (<23%). SDMs were scale-sensitive as the use of reduced extent implied in significant gains to model performance generating more constrained and real predictive distribution maps. Continental-scale models performed poorly in predicting potential current jaguar distribution, but they reached the historic distribution. Specificity increased significantly from coarse to finer-scale models due to the reduction of overprediction. The variability of environmental space (E-space) differed for most of climatic variables between continental and biome-scale and the representation of the E-space by predictors differed significantly (t = 2.42, g.I. = 9, P < 0.05). Refining spatial scale, incorporating landscape variables and improving the quality of biological data are essential for improving model prediction for conservation purposes.