A new scale-invariant ratio and finite-size scaling for the stochastic susceptible-infected-recovered model

The critical behavior of the stochastic susceptible-infected-recovered model on a square lattice is obtained by numerical simulations and finite-size scaling. The order parameter as well as the distribution in the number of recovered individuals is determined as a function of the infection rate for several values of the system size. The analysis around criticality is obtained by exploring the close relationship between the present model and standard percolation theory. The quantity UP, equal to the ratio U between the second moment and the squared first moment of the size distribution multiplied by the order parameter P, is shown to have, for a square system, a universal value 1.0167(1) that is the same for site and bond percolation, confirming further that the SIR model is also in the percolation class.

Conformal deformation of equilibrium measures in normal random ensembles

We investigate the eigenvalue statistics of ensembles of normal random matrices when their order N tends to infinite. In the model, the eigenvalues have uniform density within a region determined by a simple analytic polynomial curve. We study the conformal deformations of equilibrium measures of normal random ensembles to the real line and give sufficient conditions for it to weakly converge to a Wigner measure.

A conformal invariant growth model

We present a one-parameter extension of the raise and peel one-dimensional growth model. The model is defined in the configuration space of Dyck (RSOS) paths. Tiles from a rarefied gas hit the interface and change its shape. The adsorption rates are local but the desorption rates are non-local; they depend not only on the cluster hit by the tile but also on the total number of peaks (local maxima) belonging to all the clusters of the configuration. The domain of the parameter is determined by the condition that the rates are non-negative. In the finite-size scaling limit, the model is conformal invariant in the whole open domain. The parameter appears in the sound velocity only. At the boundary of the domain, the stationary state is an adsorbing state and conformal invariance is lost. The model allows us to check the universality of non-local observables in the raise and peel model. An example is given.

Relative entropy measures applied to healthy and pathological voice characterization

Nowadays, noninvasive methods of diagnosis have increased due to demands of the population that requires fast, simple and painless exams. These methods have become possible because of the growth of technology that provides the necessary means of collecting and processing signals. New methods of analysis have been developed to understand the complexity of voice signals, such as nonlinear dynamics aiming at the exploration of voice signals dynamic nature. The purpose of this paper is to characterize healthy and pathological voice signals with the aid of relative entropy measures. Phase space reconstruction technique is also used as a way to select interesting regions of the signals. Three groups of samples were used, one from healthy individuals and the other two from people with nodule in the vocal fold and Reinke`s edema. All of them are recordings of sustained vowel /a/ from Brazilian Portuguese. The paper shows that nonlinear dynamical methods seem to be a suitable technique for voice signal analysis, due to the chaotic component of the human voice. Relative entropy is well suited due to its sensibility to uncertainties, since the pathologies are characterized by an increase in the signal complexity and unpredictability. The results showed that the pathological groups had higher entropy values in accordance with other vocal acoustic parameters presented. This suggests that these techniques may improve and complement the recent voice analysis methods available for clinicians. (C) 2008 Elsevier Inc. All rights reserved.

Local Influence Analysis for Skew-Normal Linear Mixed Models

In this article, we consider local influence analysis for the skew-normal linear mixed model (SN-LMM). As the observed data log-likelihood associated with the SN-LMM is intractable, Cook`s well-known approach cannot be applied to obtain measures of local influence. Instead, we develop local influence measures following the approach of Zhu and Lee (2001). This approach is based on the use of an EM-type algorithm and is measurement invariant under reparametrizations. Four specific perturbation schemes are discussed. Results obtained for a simulated data set and a real data set are reported, illustrating the usefulness of the proposed methodology.

An information-theoretic approach to statistical dependence: Copula information

We discuss the connection between information and copula theories by showing that a copula can be employed to decompose the information content of a multivariate distribution into marginal and dependence components, with the latter quantified by the mutual information. We define the information excess as a measure of deviation from a maximum-entropy distribution. The idea of marginal invariant dependence measures is also discussed and used to show that empirical linear correlation underestimates the amplitude of the actual correlation in the case of non-Gaussian marginals. The mutual information is shown to provide an upper bound for the asymptotic empirical log-likelihood of a copula. An analytical expression for the information excess of T-copulas is provided, allowing for simple model identification within this family. We illustrate the framework in a financial data set. Copyright (C) EPLA, 2009

Visualization of spirography-based objective measures in Parkinson's disease

Objective: To investigate whether advanced visualizations of spirography-based objective measures are useful in differentiating drug-related motor dysfunctions between Off and dyskinesia in Parkinson’s disease (PD). Background: During the course of a 3 year longitudinal clinical study, in total 65 patients (43 males and 22 females with mean age of 65) with advanced PD and 10 healthy elderly (HE) subjects (5 males and 5 females with mean age of 61) were assessed. Both patients and HE subjects performed repeated and time-stamped assessments of their objective health indicators using a test battery implemented on a telemetry touch screen handheld computer, in their home environment settings. Among other tasks, the subjects were asked to trace a pre-drawn Archimedes spiral using the dominant hand and repeat the test three times per test occasion. Methods: A web-based framework was developed to enable a visual exploration of relevant spirography-based kinematic features by clinicians so they can in turn evaluate the motor states of the patients i.e. Off and dyskinesia. The system uses different visualization techniques such as time series plots, animation, and interaction and organizes them into different views to aid clinicians in measuring spatial and time-dependent irregularities that could be associated with the motor states. Along with the animation view, the system displays two time series plots for representing drawing speed (blue line) and displacement from ideal trajectory (orange line). The views are coordinated and linked i.e. user interactions in one of the views will be reflected in other views. For instance, when the user points in one of the pixels in the spiral view, the circle size of the underlying pixel increases and a vertical line appears in the time series views to depict the corresponding position. In addition, in order to enable clinicians to observe erratic movements more clearly and thus improve the detection of irregularities, the system displays a color-map which gives an idea of the longevity of the spirography task. Figure 2 shows single randomly selected spirals drawn by a: A) patient who experienced dyskinesias, B) HE subject, and C) patient in Off state. Results: According to a domain expert (DN), the spirals drawn in the Off and dyskinesia motor states are characterized by different spatial and time features. For instance, the spiral shown in Fig. 2A was drawn by a patient who showed symptoms of dyskinesia; the drawing speed was relatively high (cf. blue-colored time series plot and the short timestamp scale in the x axis) and the spatial displacement was high (cf. orange-colored time series plot) associated with smooth deviations as a result of uncontrollable movements. The patient also exhibited low amount of hesitation which could be reflected both in the animation of the spiral as well as time series plots. In contrast, the patient who was in the Off state exhibited different kinematic features, as shown in Fig. 2C. In the case of spirals drawn by a HE subject, there was a great precision during the drawing process as well as unchanging levels of time-dependent features over the test trial, as seen in Fig. 2B. Conclusions: Visualizing spirography-based objective measures enables identification of trends and patterns of drug-related motor dysfunctions at the patient’s individual level. Dynamic access of visualized motor tests may be useful during the evaluation of drug-related complications such as under- and over-medications, providing decision support to clinicians during evaluation of treatment effects as well as improve the quality of life of patients and their caregivers. In future, we plan to evaluate the proposed approach by assessing within- and between-clinician variability in ratings in order to determine its actual usefulness and then use these ratings as target outcomes in supervised machine learning, similarly as it was previously done in the study performed by Memedi et al. (2013).

Traffic and Road Sign Recognition

This thesis presents a system to recognise and classify road and traffic signs for the purpose of developing an inventory of them which could assist the highway engineers’ tasks of updating and maintaining them. It uses images taken by a camera from a moving vehicle. The system is based on three major stages: colour segmentation, recognition, and classification. Four colour segmentation algorithms are developed and tested. They are a shadow and highlight invariant, a dynamic threshold, a modification of de la Escalera’s algorithm and a Fuzzy colour segmentation algorithm. All algorithms are tested using hundreds of images and the shadow-highlight invariant algorithm is eventually chosen as the best performer. This is because it is immune to shadows and highlights. It is also robust as it was tested in different lighting conditions, weather conditions, and times of the day. Approximately 97% successful segmentation rate was achieved using this algorithm.Recognition of traffic signs is carried out using a fuzzy shape recogniser. Based on four shape measures - the rectangularity, triangularity, ellipticity, and octagonality, fuzzy rules were developed to determine the shape of the sign. Among these shape measures octangonality has been introduced in this research. The final decision of the recogniser is based on the combination of both the colour and shape of the sign. The recogniser was tested in a variety of testing conditions giving an overall performance of approximately 88%.Classification was undertaken using a Support Vector Machine (SVM) classifier. The classification is carried out in two stages: rim’s shape classification followed by the classification of interior of the sign. The classifier was trained and tested using binary images in addition to five different types of moments which are Geometric moments, Zernike moments, Legendre moments, Orthogonal Fourier-Mellin Moments, and Binary Haar features. The performance of the SVM was tested using different features, kernels, SVM types, SVM parameters, and moment’s orders. The average classification rate achieved is about 97%. Binary images show the best testing results followed by Legendre moments. Linear kernel gives the best testing results followed by RBF. C-SVM shows very good performance, but ?-SVM gives better results in some case.

Effective measures to decrease air contaminants through risk and control visualization : a study of the effective use of QR codes to facilitate safety training

Woodworking industries still consists of wood dust problems. Young workers are especially vulnerable to safety risks. To reduce risks, it is important to change attitudes and increase knowledge about safety. Safety training have shown to establish positive attitudes towards safety among employees. The aim of current study is to analyze the effect of QR codes that link to Picture Mix EXposure (PIMEX) videos by analyzing attitudes to this safety training method and safety in student responses. Safety training videos were used in upper secondary school handicraft programs to demonstrate wood dust risks and methods to decrease exposure to wood dust. A preliminary study was conducted to investigate improvement of safety training in two schools in preparation for the main study that investigated a safety training method in three schools. In the preliminary study the PIMEX method was first used in which students were filmed while wood dust exposure was measured and subsequently displayed on a computer screen in real time. Before and after the filming, teachers, students, and researchers together analyzed wood dust risks and effective measures to reduce exposure to them. For the main study, QR codes linked to PIMEX videos were attached at wood processing machines. Subsequent interviews showed that this safety training method enables students in an early stage of their life to learn about risks and safety measures to control wood dust exposure. The new combination of methods can create awareness, change attitudes and motivation among students to work more frequently to reduce wood dust. 

Improving mutual fund market timing measures: a markov switching approach

Market timing performance of mutual funds is usually evaluated with linear models with dummy variables which allow for the beta coefficient of CAPM to vary across two regimes: bullish and bearish market excess returns. Managers, however, use their predictions of the state of nature to deÞne whether to carry low or high beta portfolios instead of the observed ones. Our approach here is to take this into account and model market timing as a switching regime in a way similar to Hamilton s Markov-switching GNP model. We then build a measure of market timing success and apply it to simulated and real world data.

Income inequality in a job-search model with heterogeneous discount factors: (revised version, forthcoming 2006, Revista Economia)

This paper investigates the income inequality generated by a jobsearch process when di§erent cohorts of homogeneous workers are allowed to have di§erent degrees of impatience. Using the fact the average wage under the invariant Markovian distribution is a decreasing function of the discount factor (Cysne (2004, 2006)), I show that the Lorenz curve and the between-cohort Gini coe¢ cient of income inequality can be easily derived in this case. An example with arbitrary measures regarding the wage o§ers and the distribution of time preferences among cohorts provides some insights into how much income inequality can be generated, and into how it varies as a function of the probability of unemployment and of the probability that the worker does not Önd a job o§er each period.

An ordering of measures of the welfare cost of inflation in economies with interest-bearing deposits

This paper builds on Lucas (2000) and on Cysne (2003) to derive and order six alternative measures of the welfare costs of inflation (five of which already existing in the literature) for any vector of opportunity costs. The ordering of the functions is carried out for economies with or without interestbearing deposits. We provide examples and closed-form solutions for the log-log money demand both in the unidimensional and in the multidimensional setting (when interest-bearing monies are present). An estimate of the maximum relative error a researcher can incur when using any particular measure is also provided.