The adequacy of different robust statistical tests in comparing two independent groups

In the current study, we evaluated various robust statistical methods for comparing two independent groups. Two scenarios for simulation were generated: one of equality and another of population mean differences. In each of the scenarios, 33 experimental conditions were used as a function of sample size, standard deviation and asymmetry. For each condition, 5000 replications per group were generated. The results obtained by this study show an adequate type error I rate but not a high power for the confidence intervals. In general, for the two scenarios studied (mean population differences and not mean population differences) in the different conditions analysed, the Mann-Whitney U-test demonstrated strong performance, and a little worse the t-test of Yuen-Welch.

Review of Robust Cooperative Spectrum Sensing Techniques for Cognitive Radio Networks

Cognitive radio networks sense spectrum occupancy and manage themselvesto operate in unused bands without disturbing licensed users. The detection capability of aradio system can be enhanced if the sensing process is performed jointly by a group of nodesso that the effects of wireless fading and shadowing can be minimized. However, taking acollaborative approach poses new security threats to the system as nodes can report falsesensing data to reach a wrong decision. This paper makes a review of secure cooperativespectrum sensing in cognitive radio networks. The main objective of these protocols is toprovide an accurate resolution about the availability of some spectrum channels, ensuring thecontribution from incapable users as well as malicious ones is discarded. Issues, advantagesand disadvantages of such protocols are investigated and summarized.

A sensitive and robust lc-ms/ms method with monolithic column and electrospray ionization for the quantitation of efavirenz in human plasma: application to a bioequivalence study

An LC-MS/MS method has been developed for the determination of efavirenz (EFZ) in human plasma using hydrochlorothiazide as internal standard (I.S.). An ESI negative mode with multiple reaction-monitoring was used monitoring the transitions m/z 313.88→69.24 (EFZ) and 296.02→204.76 (I.S.). Samples were extracted using liquid-liquid extraction. The total run time was 2.0 min. The separation was achieved with HPLC-RP using a monolithic column. The assay was linear in the concentration range of 100 - 5000 ng mL-1. The mean recovery was 83%. Intra- and inter-day precision were < 9.5% and < 8.9%, respectively and accuracy was in the range ± 8.33%. The method was successfully applied to a bioequivalence study.

Automated, adaptive methods for forest inventory

Forest inventories are used to estimate forest characteristics and the condition of forest for many different applications: operational tree logging for forest industry, forest health state estimation, carbon balance estimation, land-cover and land use analysis in order to avoid forest degradation etc. Recent inventory methods are strongly based on remote sensing data combined with field sample measurements, which are used to define estimates covering the whole area of interest. Remote sensing data from satellites, aerial photographs or aerial laser scannings are used, depending on the scale of inventory. To be applicable in operational use, forest inventory methods need to be easily adjusted to local conditions of the study area at hand. All the data handling and parameter tuning should be objective and automated as much as possible. The methods also need to be robust when applied to different forest types. Since there generally are no extensive direct physical models connecting the remote sensing data from different sources to the forest parameters that are estimated, mathematical estimation models are of "black-box" type, connecting the independent auxiliary data to dependent response data with linear or nonlinear arbitrary models. To avoid redundant complexity and over-fitting of the model, which is based on up to hundreds of possibly collinear variables extracted from the auxiliary data, variable selection is needed. To connect the auxiliary data to the inventory parameters that are estimated, field work must be performed. In larger study areas with dense forests, field work is expensive, and should therefore be minimized. To get cost-efficient inventories, field work could partly be replaced with information from formerly measured sites, databases. The work in this thesis is devoted to the development of automated, adaptive computation methods for aerial forest inventory. The mathematical model parameter definition steps are automated, and the cost-efficiency is improved by setting up a procedure that utilizes databases in the estimation of new area characteristics.

Canopy openness and lai estimates in two seasonally deciduous forests on limestone outcrops in central Brazil using hemispherical photographs

Patches of seasonally dry tropical forests occur on limestone outcrops in Central Brazil surrounded by the dominant savanna vegetation. They contain valuable timber species but are threatened by farming and mining activities. The objective of this study was to describe canopy opening and light relations in two seasonally deciduous dry forests on slopes and limestone outcrops, in the Paranã valley at the northeastern region of the Goiás state, Brazil. The studied forests were in the Fazenda Sabonete in Iaciara-Go and Fazenda Forquilha in Guarani-GO. Woody plants were sampled in 25 (20 x 20 m) plots in each forest. In the Sabonete forest 40 species, 705 ind./ha-1 with a basal area of 15.78 m²/ha-1 were found, while in Forquilha there were 55 species, 956 ind./ha-1 with a basal area of 24.76 m²/ha-1. Using hemispherical photographic techniques, 25 black and white photographs were taken at each site, during the dry season, totaling 50 photographs. These were taken at the beginning of each vegetation-sampling plot. The photographs were scanned in grey tones and saved as 'Bitmap'. The canopy opening and leaf area index (LAI) were calculated using the software Winphot. The mean canopy opening was 54.0% (±9.36) for Fazenda Sabonete and 64.6% (±11.8) in Fazenda Forquilha, with both sites presenting significant differences in the opening estimates (P < 0.05). Their floristic richness and structure also differed with the more open canopy forest, Forquilha, being richer and denser, suggesting the need for further studies on species-environment relationships in these forests.

Relationships and estimates of longitudinal growth stress in Eucalyptus dunnii at different ages

The objective of this study was to obtain estimates of longitudinal growth stresses in standing trees of the Eucalyptus dunnii Maiden at eight, thirteen, fifteen and nineteen years of age and to determine their relationships with wood characteristics. The longitudinal growth stresses were indirectly measured by the "CIRAD-Forêt" method and estimated from both the dynamic modulus of elasticity and the modulus of elasticity in tension parallel to the grain. The longitudinal residual strain (LRS) and the estimates of the longitudinal growth stresses tended to increase with the age of the material. The LRS correlated positively and significantly with all the growth stresses estimates. The largestes magnitudes were at 13, 15 and 19 years of age. The basic density presented high, positive and significant correlations with the dynamic modulus of elasticity, estimated in the longitudinal direction, for wood saturated and at 12% moisture content, for all the ages assessed. All the growth stresses estimates presented high, positive and significant correlations between themselves.

ABOVEGROUND AND BELOWGROUND BIOMASS AND CARBON ESTIMATES FOR CLONAL EUCALYPTUS TREES IN SOUTHEAST BRAZIL

Eucalyptus plantations represent a short term and cost efficient alternative for sequestrating carbon dioxide from the atmosphere. Despite the known potential of forest plantations of fast growing species to store carbon in the biomass, there are relatively few studies including precise estimates of the amount of carbon in these plantations. In this study it was determined the carbon content in the stems, branches, leaves and roots of a clonal Eucalyptus grandis plantation in the Southeast of Brazil. We developed allometric equations to estimate the total amount of carbon and total biomass, and produced an estimate of the carbon stock in the stand level. Altogether, 23 sample trees were selected for aboveground biomass assessment. The roots of 9 of the 23 sampled trees were partially excavated to assess the belowground biomass at a singletree level. Two models with DBH, H and DBH2H were tested. The average relative share of carbon content in the stem, branch, leaf and root compartments was 44.6%, 43.0%, 46.1% and 37.8%, respectively, which is smaller than the generic value commonly used (50%). The best-fit allometric equations to estimate the total amount of carbon and total biomass had DBH2H as independent variable. The root-to-shoot ratio was relatively stable (C.V. = 27.5%) probably because the sub-sample was composed of clones. Total stand carbon stock in the Eucalyptus plantation was estimated to be 73.38 MgC ha-1, which is within the carbon stock range for Eucalyptus plantations.

Low-flow estimates in regions of extrapolation of the regionalization equations: a new concept

ABSTRACT Knowledge of natural water availability, which is characterized by low flows, is essential for planning and management of water resources. One of the most widely used hydrological techniques to determine streamflow is regionalization, but the extrapolation of regionalization equations beyond the limits of sample data is not recommended. This paper proposes a new method for reducing overestimation errors associated with the extrapolation of regionalization equations for low flows. The method is based on the use of a threshold value for the maximum specific low flow discharge estimated at the gauging sites that are used in the regionalization. When a specific low flow, which has been estimated using the regionalization equation, exceeds the threshold value, the low flow can be obtained by multiplying the drainage area by the threshold value. This restriction imposes a physical limit to the low flow, which reduces the error of overestimating flows in regions of extrapolation. A case study was done in the Urucuia river basin, in Brazil, and the results showed the regionalization equation to perform positively in reducing the risk of extrapolation.

Accuracy Analysis of Frequency Converter Estimates in Diagnostic Applications

Transportation of fluids is one of the most common and energy intensive processes in the industrial and HVAC sectors. Pumping systems are frequently subject to engineering malpractice when dimensioned, which can lead to poor operational efficiency. Moreover, pump monitoring requires dedicated measuring equipment, which imply costly investments. Inefficient pump operation and improper maintenance can increase energy costs substantially and even lead to pump failure. A centrifugal pump is commonly driven by an induction motor. Driving the induction motor with a frequency converter can diminish energy consumption in pump drives and provide better control of a process. In addition, induction machine signals can also be estimated by modern frequency converters, dispensing with the use of sensors. If the estimates are accurate enough, a pump can be modelled and integrated into the frequency converter control scheme. This can open the possibility of joint motor and pump monitoring and diagnostics, thereby allowing the detection of reliability-reducing operating states that can lead to additional maintenance costs. The goal of this work is to study the accuracy of rotational speed, torque and shaft power estimates calculated by a frequency converter. Laboratory tests were performed in order to observe estimate behaviour in both steady-state and transient operation. An induction machine driven by a vector-controlled frequency converter, coupled with another induction machine acting as load was used in the tests. The estimated quantities were obtained through the frequency converter’s Trend Recorder software. A high-precision, HBM T12 torque-speed transducer was used to measure the actual values of the aforementioned variables. The effect of the flux optimization energy saving feature on the estimate quality was also studied. A processing function was developed in MATLAB for comparison of the obtained data. The obtained results confirm the suitability of this particular converter to provide accurate enough estimates for pumping applications.

Risk-return trade-off and autocorrelation

A trade-off between return and risk plays a central role in financial economics. The intertemporal capital asset pricing model (ICAPM) proposed by Merton (1973) provides a neoclassical theory for expected returns on risky assets. The model assumes that risk-averse investors (seeking to maximize their expected utility of lifetime consumption) demand compensation for bearing systematic market risk and the risk of unfavorable shifts in the investment opportunity set. Although the ICAPM postulates a positive relation between the conditional expected market return and its conditional variance, the empirical evidence on the sign of the risk-return trade-off is conflicting. In contrast, autocorrelation in stock returns is one of the most consistent and robust findings in empirical finance. While autocorrelation is often interpreted as a violation of market efficiency, it can also reflect factors such as market microstructure or time-varying risk premia. This doctoral thesis investigates a relation between the mixed risk-return trade-off results and autocorrelation in stock returns. The results suggest that, in the case of the US stock market, the relative contribution of the risk-return trade-off and autocorrelation in explaining the aggregate return fluctuates with volatility. This effect is then shown to be even more pronounced in the case of emerging stock markets. During high-volatility periods, expected returns can be described using rational (intertemporal) investors acting to maximize their expected utility. During lowvolatility periods, market-wide persistence in returns increases, leading to a failure of traditional equilibrium-model descriptions for expected returns. Consistent with this finding, traditional models yield conflicting evidence concerning the sign of the risk-return trade-off. The changing relevance of the risk-return trade-off and autocorrelation can be explained by heterogeneous agents or, more generally, by the inadequacy of the neoclassical view on asset pricing with unboundedly rational investors and perfect market efficiency. In the latter case, the empirical results imply that the neoclassical view is valid only under certain market conditions. This offers an economic explanation as to why it has been so difficult to detect a positive tradeoff between the conditional mean and variance of the aggregate stock return. The results highlight the importance, especially in the case of emerging stock markets, of noting both the risk-return trade-off and autocorrelation in applications that require estimates for expected returns.

Biomass and mineralmass estimates in a "cerrado" ecosystem

This work aimed to develop allometric equations for tree biomass estimation, and to determine the site biomass in different "cerrado" ecosystems. Destructive sampling in a "campo cerrado" (open savanna) was carried out at the Biological Reserve of Moji-Guaçu, State of São Paulo, southeastern Brazil. This "campo cerrado" (open savanna) grows under a tropical climate and on acid, low nutrient soils. Sixty wood plants were cut to ground level and measurements of diameter, height and weight of leaves and stems were taken. We selected the best equations among the most commonly used mathematical relations according to R² values, significance, and standard error. Both diameter (D) and height (H) showed good relationship with plant biomass, but the use of these two parameters together (DH and D²H) provided the best predictor variables. The best equations were linear, but power and exponential equations also showed high R² and significance. The applicability of these equations is discussed and biomass estimates are compared with other types of tropical savannas. Mineralmass was also estimated. "Cerrados" proved to have very important carbon reservoirs due to their great extent. In addition, high land-use change that takes place nowadays in the "cerrado" biome may significantly affect the global carbon cycle.

Robust current control of a phase shifted full-bridge buck converter

In this thesis, the main point of interest is the robust control of a DC/DC converter. The use of reactive components in the power conversion gives rise to dynamical effects in DC/DC converters and the dynamical effects of the converter mandates the use of active control. Active control uses measurements from the converter to correct errors present in the converter’s output. The controller needs to be able to perform in the presence of varying component values and different kinds of disturbances in loading and noises in measurements. Such a feature in control design is referred as robustness. This thesis also contains survey of general properties of DC/DC converters and their effects on control design. In this thesis, a linear robust control design method is studied. A robust controller is then designed and applied to the current control of a phase shifted full bridge converter. The experimental results are shown to match simulations.

Estimates of genetic and phenotypic parameters in a segregant population of rice irrigated by continuous flooding

Estimates of genetic and phenotypic parameters were obtained by using data from families of a recurrent selection program in rice. An experiment using population CNA-IRAT 4ME/1/1 was conducted at two locations (Lambari and Cambuquira) in the State of Minas Gerais, Brazil. At Lambari, families S0:2 and S0:3 were assessed during crop seasons 1992/1993 and 1993/1994, respectively. In the Cambuquira trial, only S0:3 families were tested in 1993/1994. The experimental design was a 10 x 10 lattice with three replications. The following traits were assessed: grain yield (GY), mean number of days to flowering (FL), plant height (PH), and the incidence of neck blast (NB) caused by Pyricularia grisea and grain staining (GS) caused by Drechslera oryzae. This population proved to be promising for recurrent selection, as it had high average yield and genetic variability. Heritability estimates obtained using variance components were generally greater than estimates of realized heritability, and heritability obtained by parent-offspring regression

Qual a sensibilidade dos investimentos privados a aumentos na carga tributária brasileira? Uma investigação econométrica

This article aims to offer three contributions to the debate on the recent performance of the Brazilian economy. First, it presents approximate quarterly figures for the Brazilian private investment beginning in 1995. Second, it presents estimates of the Brazilian "investment function" which are robust to the presence of structural breaks. Third, it discusses the sensitivity of private investment to increases in the gross aggregate tax rate. Estimates based on national accounting data prior to march 2007 seem to indicate that an increase of 1% of GDP in the tax rate is associated with a reduction of 1% in private investment.