The arithmetic of receiver scheduling for electronic support

In Electronic Support, it is well known that periodic search strategies for swept-frequency superheterodyne receivers (SHRs) can cause synchronisation with the radar it seeks to detect. Synchronisation occurs when the periods governing the search strategies of the SHR and radar are commensurate. The result may be that the radar is never detected. This paper considers the synchronisation problem in depth. We find that there are usually a finite number of synchronisation ratios between the radar���s scan period and the SHR���s sweep period. We develop three geometric constructions by which these ratios can be found and we relate them to the Farey series. The ratios may be used to determine the intercept time for any combination of scan and sweep period. This theory can assist the operator of an SHR in selecting a sweep period that minimises the intercept time against a number of radars in a threat emitter list.

UMA AN��LISE DA RELA����O ENTRE VARI��VEIS MACROECON��MICAS E O COMPORTAMENTO DAS A����ES DE MAIOR LIQUIDEZ DO ��NDICE IBOVESPA

As a����es de maior liquidez do ��ndice IBOVESPA, refletem o comportamento das a����es de um modo geral, bem como a rela����o das vari��veis macroecon��micas em seu comportamento e est��o entre as mais negociadas no mercado de capitais brasileiro. Desta forma, pode-se entender que h�� reflexos de fatores que impactam as empresas de maior liquidez que definem o comportamento das vari��veis macroecon��micas e que o inverso tamb��m �� uma verdade, oscila����es nos fatores macroecon��micos tamb��m afetam as a����es de maior liquidez, como IPCA, PIB, SELIC e Taxa de C��mbio. O estudo prop��e uma an��lise da rela����o existente entre vari��veis macroecon��micas e o comportamento das a����es de maior liquidez do ��ndice IBOVESPA, corroborando com estudos que buscam entender a influ��ncia de fatores macroecon��micos sobre o pre��o de a����es e contribuindo empiricamente com a forma����o de portf��lios de investimento. O trabalho abrangeu o per��odo de 2008 a 2014. Os resultados conclu��ram que a forma����o de carteiras, visando a prote����o do capital investido, deve conter ativos com correla����o negativa em rela����o ��s vari��veis estudadas, o que torna poss��vel a composi����o de uma carteira com risco reduzido.

An upper bound on the Bayesian error bars for generalized linear regression

In the Bayesian framework, predictions for a regression problem are expressed in terms of a distribution of output values. The mode of this distribution corresponds to the most probable output, while the uncertainty associated with the predictions can conveniently be expressed in terms of error bars. In this paper we consider the evaluation of error bars in the context of the class of generalized linear regression models. We provide insights into the dependence of the error bars on the location of the data points and we derive an upper bound on the true error bars in terms of the contributions from individual data points which are themselves easily evaluated.

Regression with Gaussian processes

The Bayesian analysis of neural networks is difficult because the prior over functions has a complex form, leading to implementations that either make approximations or use Monte Carlo integration techniques. In this paper I investigate the use of Gaussian process priors over functions, which permit the predictive Bayesian analysis to be carried out exactly using matrix operations. The method has been tested on two challenging problems and has produced excellent results.

An illustration of variable precision rough sets model:an analysis of the findings of the UK Monopolies and Mergers Commission

This paper introduces a new technique in the investigation of limited-dependent variable models. This paper illustrates that variable precision rough set theory (VPRS), allied with the use of a modern method of classification, or discretisation of data, can out-perform the more standard approaches that are employed in economics, such as a probit model. These approaches and certain inductive decision tree methods are compared (through a Monte Carlo simulation approach) in the analysis of the decisions reached by the UK Monopolies and Mergers Committee. We show that, particularly in small samples, the VPRS model can improve on more traditional models, both in-sample, and particularly in out-of-sample prediction. A similar improvement in out-of-sample prediction over the decision tree methods is also shown.

Measurement efficiency and productivity in SAS/OR

This paper explores the use of the optimisation procedures in SAS/OR software with application to the measurement of efficiency and productivity of decision-making units (DMUs) using data envelopment analysis (DEA) techniques. DEA was originally introduced by Charnes et al. [J. Oper. Res. 2 (1978) 429] is a linear programming method for assessing the efficiency and productivity of DMUs. Over the last two decades, DEA has gained considerable attention as a managerial tool for measuring performance of organisations and it has widely been used for assessing the efficiency of public and private sectors such as banks, airlines, hospitals, universities and manufactures. As a result, new applications with more variables and more complicated models are being introduced. Further to successive development of DEA a non-parametric productivity measure, Malmquist index, has been introduced by Fare et al. [J. Prod. Anal. 3 (1992) 85]. Employing Malmquist index, productivity growth can be decomposed into technical change and efficiency change. On the other hand, the SAS is a powerful software and it is capable of running various optimisation problems such as linear programming with all types of constraints. To facilitate the use of DEA and Malmquist index by SAS users, a SAS/MALM code was implemented in the SAS programming language. The SAS macro developed in this paper selects the chosen variables from a SAS data file and constructs sets of linear-programming models based on the selected DEA. An example is given to illustrate how one could use the code to measure the efficiency and productivity of organisations.