Testing covariance stationarity

In this paper, we show that the widely used stationarity tests such as the KPSS test has power close to size in the presence of time-varying unconditional variance. We propose a new test as a complement of the existing tests. Monte Carlo experiments show that the proposed test possesses the following characteristics: (i) In the presence of unit root or a structural change in the mean, the proposed test is as powerful as the KPSS and other tests; (ii) In the presence a changing variance, the traditional tests perform badly whereas the proposed test has high power comparing to the existing tests; (iii) The proposed test has the same size as traditional stationarity tests under the null hypothesis of covariance stationarity. An application to daily observations of return on US Dollar/Euro exchange rate reveals the existence of instability in the unconditional variance when the entire sample is considered, but stability is found in sub-samples.

New developmental stages for common marmosets (Callithrix jacchus) using mass and age variables obtained by K-means algorithm and self-organizing maps (SOM)

LEÃO, Adriano de Castro; DÓRIA NETO, Adrião Duarte; SOUSA, Maria Bernardete Cordeiro de. New developmental stages for common marmosets (Callithrix jacchus) using mass and age variables obtained by K-means algorithm and self-organizing maps (SOM). Computers in Biology and Medicine, v. 39, p. 853-859, 2009

Parallel Cyclostationarity-Exploiting Algorithm for Energy-Efficient Spectrum Sensing

The evolution of wireless communication systems leads to Dynamic Spectrum Allocation for Cognitive Radio, which requires reliable spectrum sensing techniques. Among the spectrum sensing methods proposed in the literature, those that exploit cyclostationary characteristics of radio signals are particularly suitable for communication environments with low signal-to-noise ratios, or with non-stationary noise. However, such methods have high computational complexity that directly raises the power consumption of devices which often have very stringent low-power requirements. We propose a strategy for cyclostationary spectrum sensing with reduced energy consumption. This strategy is based on the principle that p processors working at slower frequencies consume less power than a single processor for the same execution time. We devise a strict relation between the energy savings and common parallel system metrics. The results of simulations show that our strategy promises very significant savings in actual devices.

Covariance functions for body weight from birth to maturity in Nellore cows

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Influence of data structure on the estimation of the additive genetic direct and maternal covariance for early growth traits in Nellore cattle

The objective of the present study was to investigate the effect of data structure on estimated genetic parameters and predicted breeding values of direct and maternal genetic effects for weaning weight (WW) and weight gain from birth to weaning (BWG), including or not the genetic covariance between direct and maternal effects. Records of 97,490 Nellore animals born between 1993 and 2006, from the Jacarezinho cattle raising farm, were used. Two different data sets were analyzed: DI_all, which included all available progenies of dams without their own performance; DII_all, which included DI_all + 20% of recorded progenies with maternal phenotypes. Two subsets were obtained from each data set (DI_all and DII_all): DI_1 and DII_1, which included only dams with three or fewer progenies; DI_5 and DII_5, which included only dams with five or more progenies. (Co)variance components and heritabilities were estimated by Bayesian inference through Gibbs sampling using univariate animal models. In general, for the population and traits studied, the proportion of dams with known phenotypic information and the number of progenies per dam influenced direct and maternal heritabilities, as well as the contribution of maternal permanent environmental variance to phenotypic variance. Only small differences were observed in the genetic and environmental parameters when the genetic covariance between direct and maternal effects was set to zero in the data sets studied. Thus, the inclusion or not of the genetic covariance between direct and maternal effects had little effect on the ranking of animals according to their breeding values for WW and BWG. Accurate estimation of genetic correlations between direct and maternal genetic effects depends on the data structure. Thus, this covariance should be set to zero in Nellore data sets in which the proportion of dams with phenotypic information is low, the number of progenies per dam is small, and pedigree relationships are poorly known. (c) 2012 Elsevier B.V. All rights reserved.

Estimação de Fasores para Proteção de Sistemas Elétricos Baseada em Mínimos Quadrados e Morfologia Matemática

This work proposes a new technique for phasor estimation applied in microprocessor numerical relays for distance protection of transmission lines, based on the recursive least squares method and called least squares modified random walking. The phasor estimation methods have compromised their performance, mainly due to the DC exponential decaying component present in fault currents. In order to reduce the influence of the DC component, a Morphological Filter (FM) was added to the method of least squares and previously applied to the process of phasor estimation. The presented method is implemented in MATLABr and its performance is compared to one-cycle Fourier technique and conventional phasor estimation, which was also based on least squares algorithm. The methods based on least squares technique used for comparison with the proposed method were: forgetting factor recursive, covariance resetting and random walking. The techniques performance analysis were carried out by means of signals synthetic and signals provided of simulations on the Alternative Transient Program (ATP). When compared to other phasor estimation methods, the proposed method showed satisfactory results, when it comes to the estimation speed, the steady state oscillation and the overshoot. Then, the presented method performance was analyzed by means of variations in the fault parameters (resistance, distance, angle of incidence and type of fault). Through this study, the results did not showed significant variations in method performance. Besides, the apparent impedance trajectory and estimated distance of the fault were analysed, and the presented method showed better results in comparison to one-cycle Fourier algorithm

Image processing algorithm for the identification of Martian dust devil tracks in MOC and HiRISE images

This paper presents a method for automatic identification of dust devils tracks in MOC NA and HiRISE images of Mars. The method is based on Mathematical Morphology and is able to successfully process those images despite their difference in spatial resolution or size of the scene. A dataset of 200 images from the surface of Mars representative of the diversity of those track features was considered for developing, testing and evaluating our method, confronting the outputs with reference images made manually. Analysis showed a mean accuracy of about 92%. We also give some examples on how to use the results to get information about dust devils, namelly mean width, main direction of movement and coverage per scene. (c) 2012 Elsevier Ltd. All rights reserved.

Multi-population genetic algorithm to solve the synchronized and integrated two-level lot sizing and scheduling problem

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A novel algorithm for feature selection using Harmony Search and its application for non-technical losses detection

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A new algorithm for Reverse Monte Carlo simulations

We present a new algorithm for Reverse Monte Carlo (RMC) simulations of liquids. During the simulations, we calculate energy, excess chemical potentials, bond-angle distributions and three-body correlations. This allows us to test the quality and physical meaning of RMC-generated results and its limitations. It also indicates the possibility to explore orientational correlations from simple scattering experiments. The new technique has been applied to bulk hard-sphere and Lennard-Jones systems and compared to standard Metropolis Monte Carlo results. (C) 1998 American Institute of Physics.

About the Use of the HdHr Algorithm Group in Integrating the Movement Equation with Nonlinear Terms

This work summarizes the HdHr group of Hermitian integration algorithms for dynamic structural analysis applications. It proposes a procedure for their use when nonlinear terms are present in the equilibrium equation. The simple pendulum problem is solved as a first example and the numerical results are discussed. Directions to be pursued in future research are also mentioned. Copyright (C) 2009 H.M. Bottura and A. C. Rigitano.

Hybrid evolutionary algorithm for the Capacitated Centered Clustering Problem

The Capacitated Centered Clustering Problem (CCCP) consists of defining a set of p groups with minimum dissimilarity on a network with n points. Demand values are associated with each point and each group has a demand capacity. The problem is well known to be NP-hard and has many practical applications. In this paper, the hybrid method Clustering Search (CS) is implemented to solve the CCCP. This method identifies promising regions of the search space by generating solutions with a metaheuristic, such as Genetic Algorithm, and clustering them into clusters that are then explored further with local search heuristics. Computational results considering instances available in the literature are presented to demonstrate the efficacy of CS. (C) 2010 Elsevier Ltd. All rights reserved.

Unscented Kalman Filter Applied to the Spacecraft Attitude Estimation with Euler Angles

The aim of this work is to test an algorithm to estimate, in real time, the attitude of an artificial satellite using real data supplied by attitude sensors that are on board of the CBERS-2 satellite (China Brazil Earth Resources Satellite). The real-time estimator used in this work for attitude determination is the Unscented Kalman Filter. This filter is a new alternative to the extended Kalman filter usually applied to the estimation and control problems of attitude and orbit. This algorithm is capable of carrying out estimation of the states of nonlinear systems, without the necessity of linearization of the nonlinear functions present in the model. This estimation is possible due to a transformation that generates a set of vectors that, suffering a nonlinear transformation, preserves the same mean and covariance of the random variables before the transformation. The performance will be evaluated and analyzed through the comparison between the Unscented Kalman filter and the extended Kalman filter results, by using real onboard data.

A control chart based on sample ranges for monitoring the covariance matrix of the multivariate processes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

A new chart based on sample variances for monitoring the covariance matrix of multivariate processes

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)