Multilayer perceptron neural networks training through charged system search and its Application for non-technical losses detection

The non-technical loss is not a problem with trivial solution or regional character and its minimization represents the guarantee of investments in product quality and maintenance of power systems, introduced by a competitive environment after the period of privatization in the national scene. In this paper, we show how to improve the training phase of a neural network-based classifier using a recently proposed meta-heuristic technique called Charged System Search, which is based on the interactions between electrically charged particles. The experiments were carried out in the context of non-technical loss in power distribution systems in a dataset obtained from a Brazilian electrical power company, and have demonstrated the robustness of the proposed technique against with several others nature-inspired optimization techniques for training neural networks. Thus, it is possible to improve some applications on Smart Grids. © 2013 IEEE.

Degree of multicollinearity and variables involved in linear dependence in additive-dominant models

The objective of this work was to assess the degree of multicollinearity and to identify the variables involved in linear dependence relations in additive-dominant models. Data of birth weight (n=141,567), yearling weight (n=58,124), and scrotal circumference (n=20,371) of Montana Tropical composite cattle were used. Diagnosis of multicollinearity was based on the variance inflation factor (VIF) and on the evaluation of the condition indexes and eigenvalues from the correlation matrix among explanatory variables. The first model studied (RM) included the fixed effect of dam age class at calving and the covariates associated to the direct and maternal additive and non-additive effects. The second model (R) included all the effects of the RM model except the maternal additive effects. Multicollinearity was detected in both models for all traits considered, with VIF values of 1.03 - 70.20 for RM and 1.03 - 60.70 for R. Collinearity increased with the increase of variables in the model and the decrease in the number of observations, and it was classified as weak, with condition index values between 10.00 and 26.77. In general, the variables associated with additive and non-additive effects were involved in multicollinearity, partially due to the natural connection between these covariables as fractions of the biological types in breed composition.

Nonholonomically Constrained Dynamics and Optimization of Rolling Isolation Systems

Rolling Isolation Systems provide a simple and effective means for protecting components from horizontal floor vibrations. In these systems a platform rolls on four steel balls which, in turn, rest within shallow bowls. The trajectories of the balls is uniquely determined by the horizontal and rotational velocity components of the rolling platform, and thus provides nonholonomic constraints. In general, the bowls are not parabolic, so the potential energy function of this system is not quadratic. This thesis presents the application of Gauss's Principle of Least Constraint to the modeling of rolling isolation platforms. The equations of motion are described in terms of a redundant set of constrained coordinates. Coordinate accelerations are uniquely determined at any point in time via Gauss's Principle by solving a linearly constrained quadratic minimization. In the absence of any modeled damping, the equations of motion conserve energy. This mathematical model is then used to find the bowl profile that minimizes response acceleration subject to displacement constraint.

Quantum-Ohmic Resistance Fluctuation In Disordered Conductors - An Invariant Imbedding Approach

It is now well known that in extreme quantum limit, dominated by the elastic impurity scattering and the concomitant quantum interference, the zero-temperature d.c. resistance of a strictly one-dimensional disordered system is non-additive and non-self-averaging. While these statistical fluctuations may persist in the case of a physically thin wire, they are implicitly and questionably ignored in higher dimensions. In this work, we have re-examined this question. Following an invariant imbedding formulation, we first derive a stochastic differential equation for the complex amplitude reflection coefficient and hence obtain a Fokker-Planck equation for the full probability distribution of resistance for a one-dimensional continuum with a Gaussian white-noise random potential. We then employ the Migdal-Kadanoff type bond moving procedure and derive the d-dimensional generalization of the above probability distribution, or rather the associated cumulant function –‘the free energy’. For d=3, our analysis shows that the dispersion dominates the mobilitly edge phenomena in that (i) a one-parameter B-function depending on the mean conductance only does not exist, (ii) an approximate treatment gives a diffusion-correction involving the second cumulant. It is, however, not clear whether the fluctuations can render the transition at the mobility edge ‘first-order’. We also report some analytical results for the case of the one dimensional system in the presence of a finite electric fiekl. We find a cross-over from the exponential to the power-low length dependence of resistance as the field increases from zero. Also, the distribution of resistance saturates asymptotically to a poissonian form. Most of our analytical results are supported by the recent numerical simulation work reported by some authors.

Estimation in a multiplicative mixed model involving a genetic relationship matrix.

Genetic models partitioning additive and non-additive genetic effects for populations tested in replicated multi-environment trials (METs) in a plant breeding program have recently been presented in the literature. For these data, the variance model involves the direct product of a large numerator relationship matrix A, and a complex structure for the genotype by environment interaction effects, generally of a factor analytic (FA) form. With MET data, we expect a high correlation in genotype rankings between environments, leading to non-positive definite covariance matrices. Estimation methods for reduced rank models have been derived for the FA formulation with independent genotypes, and we employ these estimation methods for the more complex case involving the numerator relationship matrix. We examine the performance of differing genetic models for MET data with an embedded pedigree structure, and consider the magnitude of the non-additive variance. The capacity of existing software packages to fit these complex models is largely due to the use of the sparse matrix methodology and the average information algorithm. Here, we present an extension to the standard formulation necessary for estimation with a factor analytic structure across multiple environments.

Genetic and environmental influences on migraine: a twin study across six countries

Migraine is a common neurovascular brain disorder that is manifested in recurrent episodes of disabling headache. The aim of the present study was to compare the prevalence and heritability of migraine across six of the countries that participate in GenomEUtwin project including a total number of 29,717 twin pairs. Migraine was assessed by questionnaires that differed between most countries. It was most prevalent in Danish and Dutch females (32% and 34%, respectively), whereas the lowest prevalence was found in the younger and older Finnish cohorts (13% and 10%, respectively). The estimated genetic variance (heritability) was significant and the same between sexes in all countries. Heritability ranged from 34% to 57%, with lowest estimates in Australia, and highest estimates in the older cohort of Finland, the Netherlands, and Denmark. There was some indication that part of the genetic variance was non-additive, but this was significant in Sweden only. In addition to genetic factors, environmental effects that are non-shared between members of a twin pair contributed to the liability of migraine. After migraine definitions are homogenized among the participating countries, the GenomEUtwin project will provide a powerful resource to identify the genes involved in migraine.

Optimal power allocation for protective jamming in wireless networks: A flow based model

We address the problem of passive eavesdroppers in multi-hop wireless networks using the technique of friendly jamming. The network is assumed to employ Decode and Forward (DF) relaying. Assuming the availability of perfect channel state information (CSI) of legitimate nodes and eavesdroppers, we consider a scheduling and power allocation (PA) problem for a multiple-source multiple-sink scenario so that eavesdroppers are jammed, and source-destination throughput targets are met while minimizing the overall transmitted power. We propose activation sets (AS-es) for scheduling, and formulate an optimization problem for PA. Several methods for finding AS-es are discussed and compared. We present an approximate linear program for the original nonlinear, non-convex PA optimization problem, and argue that under certain conditions, both the formulations produce identical results. In the absence of eavesdroppers' CSI, we utilize the notion of Vulnerability Region (VR), and formulate an optimization problem with the objective of minimizing the VR. Our results show that the proposed solution can achieve power-efficient operation while defeating eavesdroppers and achieving desired source-destination throughputs simultaneously. (C) 2015 Elsevier B.V. All rights reserved.

Density functional theory embedding for correlated wavefunctions

Methods that exploit the intrinsic locality of molecular interactions show significant promise in making tractable the electronic structure calculation of large-scale systems. In particular, embedded density functional theory (e-DFT) offers a formally exact approach to electronic structure calculations in which the interactions between subsystems are evaluated in terms of their electronic density. In the following dissertation, methodological advances of embedded density functional theory are described, numerically tested, and applied to real chemical systems.

First, we describe an e-DFT protocol in which the non-additive kinetic energy component of the embedding potential is treated exactly. Then, we present a general implementation of the exact calculation of the non-additive kinetic potential (NAKP) and apply it to molecular systems. We demonstrate that the implementation using the exact NAKP is in excellent agreement with reference Kohn-Sham calculations, whereas the approximate functionals lead to qualitative failures in the calculated energies and equilibrium structures.

Next, we introduce density-embedding techniques to enable the accurate and stable calculation of correlated wavefunction (CW) in complex environments. Embedding potentials calculated using e-DFT introduce the effect of the environment on a subsystem for CW calculations (WFT-in-DFT). We demonstrate that WFT-in-DFT calculations are in good agreement with CW calculations performed on the full complex.

We significantly improve the numerics of the algorithm by enforcing orthogonality between subsystems by introduction of a projection operator. Utilizing the projection-based embedding scheme, we rigorously analyze the sources of error in quantum embedding calculations in which an active subsystem is treated using CWs, and the remainder using density functional theory. We show that the embedding potential felt by the electrons in the active subsystem makes only a small contribution to the error of the method, whereas the error in the nonadditive exchange-correlation energy dominates. We develop an algorithm which corrects this term and demonstrate the accuracy of this corrected embedding scheme.

克氏针茅(Stipa krylovii Roshev.)草原植物凋落物分解特性及其对环境变化的响应

凋落物的分解对生物地球化学循环起着重要的作用。本研究以位于中国北方农牧交错区（内蒙古多伦县）的半干旱克氏针茅(Stipa krylovii Roshev.)草原生态系统为背景，针对凋落物分解研究中的几个关键过程和问题进行了探讨。研究内容包括该生态系统中几种常见植物凋落物的分解速率，在分解过程中的养分动态，凋落物的混合效应（即非加性效应）及其机制，全球变化引起的土壤有效N、P和降水增加对凋落物分解的影响及其对草原生态系统碳储量的影响等。 通过对克氏针茅、糙隐子草(Cleistogenes squarrosa Trin.)、双齿葱(Allium bidentatum Fisch.)、野韭(Allium ramosum L. Sp. Pl.)和冰草(Agropyron cristatum Gaertn.)的叶、茎、根凋落物的研究发现，叶和茎的分解速率与凋落物初始N和P含量呈显著正相关，根系的分解速率与初始C/N比呈显著负相关。根系凋落物一般比叶和茎凋落物分解速率快，而且具有更快的养分周转速率。有些凋落物混合在一起分解后对分解速率产生了混合效应（混合凋落物的实际分解速率偏离于基于组分凋落物计算的预期分解速率），同时它们对养分（主要是N、P、Ca、Mg）的固定或释放被延后。混合效应发生与否以及混合效应的方向主要取决于组分凋落物的特点，而与凋落物多样性的高低没有明显的关系。混合凋落物对养分动态的负作用，能降低退化生态系统遭到干扰后养分的损失，而且养分释放时间的延后有助于某些植物更好地生长，有利于退化草原生态系统恢复过程中植被结构的改善。 由于凋落物的质量对分解速率的影响重大，凋落物的化学组成很可能对混合凋落物分解过程中的非加性效应起重要作用，然而迄今为止没有明确的结论。本文研究发现，具有不同初始N、P含量的凋落物（同一物种）混合在一起分解后产生了正的非加性效应，非加性效应的强弱与组分凋落物初始N、P含量的差异大小有关。而且，非加性效应与P含量差异大小的相关性比与N的强，这可能与研究地点土壤中P的含量相对更为缺乏有关。这一研究结果表明，凋落物的化学组成在有些情况下确实与非加性效应有关。 通过施肥和浇水试验，研究了全球变化引起的土壤有效N、P和水分的增加对具有不同生活型和化学组成的两种优势草原植物，即双齿葱和克氏针茅凋落物分解的直接影响。结果发现，向土壤中添加N肥或N、P复合肥，在短期内（100天）加速了这两种植物的分解速率。高质量凋落物（双齿葱）的分解更容易受到土壤水分条件的限制，而低质量凋落物（克氏针茅）的分解对土壤养分有效性更敏感。土壤中有效养分的增加会提高分解凋落物对养分的固定，有利于退化生态系统中养分的保持。双齿葱对内蒙古半干旱典型草原的碳循环和养分动态的贡献，比克氏针茅要更大。研究结果提示人们，对草原生态系统的碳循环和养分动态进行模拟时，需要对不同化学组成的凋落物分别加以考虑。 本文还探讨了土壤有效N长期增加后对两种优势草原植物（克氏针茅和冷蒿(Artemisia frigida Willd)）凋落物分解的综合影响，并进一步区分了由土壤有效N增加引起的凋落物质量改变的间接作用和土壤状况改变的直接作用。结果发现，土壤有效N长期增加后对凋落物的分解速率没有明显影响，但是显著加速了分解凋落物对养分的固定，这可能是由于凋落物质量对分解的促进作用和土壤状况对分解的抑制作用相互抵消的原因所造成的。向土壤中添加N素后，地上部植被生产力不可避免的会提高，尽管短期内会加速凋落物的分解速率，但从长远来看，对凋落物的分解速率不会产生影响，所以估计土壤有效N增加后最终会提高草原生态系统的净碳储量。 通过本研究，对中国北方农牧交错区（内蒙古多伦县）半干旱克氏针茅草原生态系统的养分循环过程有了初步的了解，验证了混合凋落物分解过程中非加性效应发生的可能性，并且证明组分凋落物的初始化学组成对这种非加性效应确实起着重要作用。本研究说明全球变化对不同植物种凋落物分解的影响是不同的，而且因研究时间长短的不同对凋落物分解的影响会发生变化。研究结果为草原生态系统碳和养分循环过程的模拟提供了必要的基础资料，为混合凋落物分解过程中非加性效应发生的可能机制提供了强有力的证据，对在全球变化背景下人们对草原生态系统碳和养分循环过程的认识和模拟有着重要的参考价值。

内蒙古草原凋落物分解对生物多样性变化的响应

生物多样性与生态系统功能紧密相关，而凋落物分解是生态系统主要功能之一，同时凋落物的分解反过来又影响了物种的组成和多样性。本研究在内蒙古草原应用分解网袋法，通过功能群去除产生不同的多样性梯度。研究了草原生态系统的生物多样性变化对凋落物分解过程的影响。实验分为相互补充的三个部分，（一）、分解微环境实验研究了功能群多样性变化引起的分解微环境变化对凋落物分解的影响；（二）、凋落物组成实验研究四个功能群的优势物种羊草（Leymus chinensis）、大针茅（Stipa grandis）、细叶葱（Allium tenuissimum）、刺穗藜（Chenopodium aristatum）的15种不同组合方式的单种或混合凋落物在相同的分解微环境下物种间的相互作用对凋落物分解的影响；（三）、综合分解微环境和凋落物组成两种影响凋落物分解的因素，从15种多样性组合的去除样方中收集的单种或混合凋落物放回原样方分解。研究结果表明，功能群多样性，相应地物种多样性高的样方中，其微环境有利于凋落物的分解，两个生物特性差异较大的物种木地肤（Kochia prostrata）和二裂委陵菜（Potentilla bifurca）在功能群多样性高的样方中与多样性低的样方相比均表现出高的分解速率；混合凋落物的分解具有非加和性效应。混合凋落物的分解速率与其初始碳含量呈负相关关系，与其初始氮、磷含量呈正相关；当混合凋落物在功能群多样性不同的环境中分解时，重量降解速率与环境中的功能群多样性没有显著的相关关系，氮流失与功能多样性成正相关。我们的研究表明，群落中凋落物组成和凋落物多样性相比，前者是影响凋落物分解的决定性因素；与地上存活植株的生物学过程相比，凋落物分解受生物多样性的影响较小；在生物多样性更高的区域，可以显著地增加氮的循环过程，有利于提高群落生产力。

Genetic parameter estimates for growth traits at early stage of Pacific abalone, Haliotis discus hannai Ino

Heritability and genetic and phenotypic correlations were estimated for juvenile growth traits of Pacific abalone Haliotis discus hannai Ino. The estimates were calculated from shell length and shell width measurements on progeny resulting from 12 half-sib families and 36 full-sib families obtained using artificial fertilization of mating three females to each male. The measurements were taken at 10, 20 and 30 d after fertilization. It was found that heritability estimates based on sire component ranged from 0.23 to 0.36 for shell length and 0.21 to 0.32 for shell width. Heritability estimates from dam component were larger than those from sire component at three ages, indicating presence of maternal effects, non-additive genetic effects and common environmental effects. Phenotypic correlations were significant at three ages (P < 0.05), with values of 0.92, 0.93 and 0.92, respectively. Genetic correlations from the paternal half-sib correlation analysis were highly positive at three ages, with values of 0.50, 0.78 and 0.81, respectively. The results suggest that selective breeding is an effective approach to improving growth traits of Pacific abalone stocks.

The influence of water on the glucose affinity of hexokinase

In the present thesis, the role of hydration during the glucose induced conformational change of hexokinase is investigated. This is accomplished by applying the osmotic stress technique. The osmotic stress technique is founded on varying of the activity of water in a system in order to determine ifs effects. This is accomplished by adding inert solute molecules that are excluded from the system under study. The solute molecules used within the present investigation are Polyethylene glycols (PEGs). PEGs aid in the removal of water from hexokinase by exerting osmotic pressure. The osmotic pressures of the PEG solutions are also measured with both vapour pressure osmometry and secondary osmometry with phospholipids. An interesting discovery is made in that the osmotic pressures of PEG and co-solute solutions are non-additive. This indicates that PEG concentrates co-solutes in solution by making a certain proportion of the water inaccessible. Glucose binding was measured fluorometrically and the glucose equilibrium dissociation constant (GEDC) of hexokinase is measured in solutions containing the different MW PEGs. Changes in the sensitivity of the glucose affinity with osmotic pressure allows the calculation of the change in the numbers of polymer-inaccessible water molecules upon the binding of glucose to hexokinase ~Nw. It was determined the ~Nw decreases with increases in osmotic pressure in the presence of all MW PEGs. ~Nw decreases from values between 45-290 water molecules at low pressure to approximately 15 at high pressure. There is also a molecular weight dependence observed. There are large decreases in ~Nw with osmotic pressure in the presence of PEGs above MW 1000. However, below MW 1500 changes in ~Nw with osmotic pressure are relatively small. These findings are interpreted with respect to two possible mechanisms involving changes in the conformation of hexokinase u~der osmotic pressure and the access of the PEG molecules to water surrounding hexokinase.

Risk Aversion, Intertemporal Substitution, and Option Pricing

This paper develops a general stochastic framework and an equilibrium asset pricing model that make clear how attitudes towards intertemporal substitution and risk matter for option pricing. In particular, we show under which statistical conditions option pricing formulas are not preference-free, in other words, when preferences are not hidden in the stock and bond prices as they are in the standard Black and Scholes (BS) or Hull and White (HW) pricing formulas. The dependence of option prices on preference parameters comes from several instantaneous causality effects such as the so-called leverage effect. We also emphasize that the most standard asset pricing models (CAPM for the stock and BS or HW preference-free option pricing) are valid under the same stochastic setting (typically the absence of leverage effect), regardless of preference parameter values. Even though we propose a general non-preference-free option pricing formula, we always keep in mind that the BS formula is dominant both as a theoretical reference model and as a tool for practitioners. Another contribution of the paper is to characterize why the BS formula is such a benchmark. We show that, as soon as we are ready to accept a basic property of option prices, namely their homogeneity of degree one with respect to the pair formed by the underlying stock price and the strike price, the necessary statistical hypotheses for homogeneity provide BS-shaped option prices in equilibrium. This BS-shaped option-pricing formula allows us to derive interesting characterizations of the volatility smile, that is, the pattern of BS implicit volatilities as a function of the option moneyness. First, the asymmetry of the smile is shown to be equivalent to a particular form of asymmetry of the equivalent martingale measure. Second, this asymmetry appears precisely when there is either a premium on an instantaneous interest rate risk or on a generalized leverage effect or both, in other words, whenever the option pricing formula is not preference-free. Therefore, the main conclusion of our analysis for practitioners should be that an asymmetric smile is indicative of the relevance of preference parameters to price options.

What is ambiguity?

The concept of Ambiguity designates those situations where the information available to the decision maker is insufficient to form a probabilistic view of the world. Thus, it has provided the motivation for departing from the Subjective Expected Utility (SEU) paradigm. Yet, the formalization of the concept is missing. This is a grave omission as it leaves non-expected utility models hanging on a shaky ground. In particular, it leaves unanswered basic questions such as: (1) Does Ambiguity exist?; (2) If so, which situations should be labeled as "ambiguous"?; (3) Why should one depart from Subjective Expected Utility (SEU) in the presence of Ambiguity?; and (4) If so, what kind of behavior should emerge in the presence of Ambiguity? The present paper fills these gaps. Specifically, it identifies those information structures that are incompatible with SEU theory, and shows that their mathematical properties are the formal counterpart of the intuitive idea of insufficient information. These are used to give a formal definition of Ambiguity and, consequently, to distinguish between ambiguous and unambiguous situations. Finally, the paper shows that behavior not conforming to SEU theory must emerge in correspondence of insufficient information and identifies the class of non-EU models that emerge in the face of Ambiguity. The paper also proposes a new comparative definition of Ambiguity, and discusses its relation with some of the existing literature.