Random perturbations of stochastic processes with unbounded variable length memory

We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.

LATENT RANK CHANGE DETECTION FOR ANALYSIS OF SPLICE-JUNCTION MICROARRAYS WITH NONLINEAR EFFECTS

Alternative splicing of gene transcripts greatly expands the functional capacity of the genome, and certain splice isoforms may indicate specific disease states such as cancer. Splice junction microarrays interrogate thousands of splice junctions, but data analysis is difficult and error prone because of the increased complexity compared to differential gene expression analysis. We present Rank Change Detection (RCD) as a method to identify differential splicing events based upon a straightforward probabilistic model comparing the over-or underrepresentation of two or more competing isoforms. RCD has advantages over commonly used methods because it is robust to false positive errors due to nonlinear trends in microarray measurements. Further, RCD does not depend on prior knowledge of splice isoforms, yet it takes advantage of the inherent structure of mutually exclusive junctions, and it is conceptually generalizable to other types of splicing arrays or RNA-Seq. RCD specifically identifies the biologically important cases when a splice junction becomes more or less prevalent compared to other mutually exclusive junctions. The example data is from different cell lines of glioblastoma tumors assayed with Agilent microarrays.

Increasing trends of sleep complaints in the city of Sao Paulo, Brazil

Objective: The aim of this study was to compare the prevalence of sleep habits and complaints and to estimate the secular trends through three population-based surveys carried out in 1987, 1995, and 2007 in the general adult population of the city of Sao Paulo, Brazil. Methods: Surveys were performed using the same three-stage cluster-sampling technique in three consecutive decades to obtain representative samples of the inhabitants of Sao Paulo with respect to gender, age (20-80 years), and socio-economic status. Sample sizes were 1000 volunteers in 1987 and 1995 surveys and 1101 in a 2007 survey. In each survey, the UNIFESP Sleep Questionnaire was administered face-to-face in each household selected. Results: For 1987, 1995, and 2007, respectively, difficulty initiating sleep (weighted frequency %; 95% CI) [(13.9; 11.9-16.2), (19.15; 16.8-21.6), and (25.0; 22.5-27.8)], difficulty maintaining sleep [(15.8; 13.7-18.2), (27.6; 24.9-30.4), and (36.5; 33.5-39.5)], and early morning awakening [(10.6; 8.8-12.7), (14.2; 12.2-16.5), and (26.7; 24-29.6)] increased in the general population over time, mostly in women. Habitual snoring was the most commonly reported complaint across decades and was more prevalent in men. There was no statistically significant difference in snoring complaints between 1987 (21.5; 19.1-24.2) and 1995 (19.0; 16.7-21.6), but a significant increase was noted in 2007 (41.7; 38.6-44.8). Nightmares, bruxism, leg cramps, and somnambulism complaints were significantly higher in 2007 compared to 1987 and 1995. All were more frequent in women. Conclusions: This is the first study comparing sleep complaints in probabilistic population-based samples from the same metropolitan area, using the same methodology across three consecutive decades. Clear trends of increasing sleep complaints were observed, which increased faster between 1995 and 2007 than from 1987 to 1995. These secular trends should be considered a relevant public health issue and support the need for development of health care and educational strategies to supply the population`s increased need for information on sleep disorders and their consequences. (C) 2010 Elsevier B.V. All rights reserved.

Bending of stochastic Kirchhoff plates on Winkler foundations via the Galerkin method and the Askey-Wiener scheme

In this paper, the method of Galerkin and the Askey-Wiener scheme are used to obtain approximate solutions to the stochastic displacement response of Kirchhoff plates with uncertain parameters. Theoretical and numerical results are presented. The Lax-Milgram lemma is used to express the conditions for existence and uniqueness of the solution. Uncertainties in plate and foundation stiffness are modeled by respecting these conditions, hence using Legendre polynomials indexed in uniform random variables. The space of approximate solutions is built using results of density between the space of continuous functions and Sobolev spaces. Approximate Galerkin solutions are compared with results of Monte Carlo simulation, in terms of first and second order moments and in terms of histograms of the displacement response. Numerical results for two example problems show very fast convergence to the exact solution, at excellent accuracies. The Askey-Wiener Galerkin scheme developed herein is able to reproduce the histogram of the displacement response. The scheme is shown to be a theoretically sound and efficient method for the solution of stochastic problems in engineering. (C) 2009 Elsevier Ltd. All rights reserved.

The random barrier-crossing problem

This paper addresses the time-variant reliability analysis of structures with random resistance or random system parameters. It deals with the problem of a random load process crossing a random barrier level. The implications of approximating the arrival rate of the first overload by an ensemble-crossing rate are studied. The error involved in this so-called ""ensemble-crossing rate"" approximation is described in terms of load process and barrier distribution parameters, and in terms of the number of load cycles. Existing results are reviewed, and significant improvements involving load process bandwidth, mean-crossing frequency and time are presented. The paper shows that the ensemble-crossing rate approximation can be accurate enough for problems where load process variance is large in comparison to barrier variance, but especially when the number of load cycles is small. This includes important practical applications like random vibration due to impact loadings and earthquake loading. Two application examples are presented, one involving earthquake loading and one involving a frame structure subject to wind and snow loadings. (C) 2007 Elsevier Ltd. All rights reserved.

A reference business process for ecological niche modelling

Ecological niche modelling combines species occurrence points with environmental raster layers in order to obtain models for describing the probabilistic distribution of species. The process to generate an ecological niche model is complex. It requires dealing with a large amount of data, use of different software packages for data conversion, for model generation and for different types of processing and analyses, among other functionalities. A software platform that integrates all requirements under a single and seamless interface would be very helpful for users. Furthermore, since biodiversity modelling is constantly evolving, new requirements are constantly being added in terms of functions, algorithms and data formats. This evolution must be accompanied by any software intended to be used in this area. In this scenario, a Service-Oriented Architecture (SOA) is an appropriate choice for designing such systems. According to SOA best practices and methodologies, the design of a reference business process must be performed prior to the architecture definition. The purpose is to understand the complexities of the process (business process in this context refers to the ecological niche modelling problem) and to design an architecture able to offer a comprehensive solution, called a reference architecture, that can be further detailed when implementing specific systems. This paper presents a reference business process for ecological niche modelling, as part of a major work focused on the definition of a reference architecture based on SOA concepts that will be used to evolve the openModeller software package for species modelling. The basic steps that are performed while developing a model are described, highlighting important aspects, based on the knowledge of modelling experts. In order to illustrate the steps defined for the process, an experiment was developed, modelling the distribution of Ouratea spectabilis (Mart.) Engl. (Ochnaceae) using openModeller. As a consequence of the knowledge gained with this work, many desirable improvements on the modelling software packages have been identified and are presented. Also, a discussion on the potential for large-scale experimentation in ecological niche modelling is provided, highlighting opportunities for research. The results obtained are very important for those involved in the development of modelling tools and systems, for requirement analysis and to provide insight on new features and trends for this category of systems. They can also be very helpful for beginners in modelling research, who can use the process and the experiment example as a guide to this complex activity. (c) 2008 Elsevier B.V. All rights reserved.

Electric Power Forecasting Methodologies of Some South American Countries: A Comparative Analysis

In this paper, a comparative analysis of the long-term electric power forecasting methodologies used in some South American countries, is presented. The purpose of this study is to compare and observe if such methodologies have some similarities, and also examine the behavior of the results when they are applied to the Brazilian electric market. The abovementioned power forecasts were performed regarding the main four consumption classes (residential, industrial, commercial and rural) which are responsible for approximately 90% of the national consumption. The tool used in this analysis was the SAS (c) program. The outcome of this study allowed identifying various methodological similarities, mainly those related to the econometric variables used by these methods. This fact strongly conditioned the comparative results obtained.

Placement over containers with fixed dimensions solved with adaptive neighborhood simulated annealing

This work deals with the problem of minimizing the waste of space that occurs on a rotational placement of a set of irregular bi-dimensional items inside a bi-dimensional container. This problem is approached with a heuristic based on Simulated Annealing (SA) with adaptive neighborhood. The objective function is evaluated in a constructive approach, where the items are placed sequentially. The placement is governed by three different types of parameters: sequence of placement, the rotation angle and the translation. The rotation applied and the translation of the polygon are cyclic continuous parameters, and the sequence of placement defines a combinatorial problem. This way, it is necessary to control cyclic continuous and discrete parameters. The approaches described in the literature deal with only type of parameter (sequence of placement or translation). In the proposed SA algorithm, the sensibility of each continuous parameter is evaluated at each iteration increasing the number of accepted solutions. The sensibility of each parameter is associated to its probability distribution in the definition of the next candidate.

Diagnostic errors and repetitive sequential classifications in on-line process control by attributes

The procedure of on-line process control by attributes, known as Taguchi`s on-line process control, consists of inspecting the mth item (a single item) at every m produced items and deciding, at each inspection, whether the fraction of conforming items was reduced or not. If the inspected item is nonconforming, the production is stopped for adjustment. As the inspection system can be subject to diagnosis errors, one develops a probabilistic model that classifies repeatedly the examined item until a conforming or b non-conforming classification is observed. The first event that occurs (a conforming classifications or b non-conforming classifications) determines the final classification of the examined item. Proprieties of an ergodic Markov chain were used to get the expression of average cost of the system of control, which can be optimized by three parameters: the sampling interval of the inspections (m); the number of repeated conforming classifications (a); and the number of repeated non-conforming classifications (b). The optimum design is compared with two alternative approaches: the first one consists of a simple preventive policy. The production system is adjusted at every n produced items (no inspection is performed). The second classifies the examined item repeatedly r (fixed) times and considers it conforming if most classification results are conforming. Results indicate that the current proposal performs better than the procedure that fixes the number of repeated classifications and classifies the examined item as conforming if most classifications were conforming. On the other hand, the preventive policy can be averagely the most economical alternative rather than those ones that require inspection depending on the degree of errors and costs. A numerical example illustrates the proposed procedure. (C) 2009 Elsevier B. V. All rights reserved.

A vaccination game based on public health actions and personal decisions

Susceptible-infective-removed (SIR) models are commonly used for representing the spread of contagious diseases. A SIR model can be described in terms of a probabilistic cellular automaton (PCA), where each individual (corresponding to a cell of the PCA lattice) is connected to others by a random network favoring local contacts. Here, this framework is employed for investigating the consequences of applying vaccine against the propagation of a contagious infection, by considering vaccination as a game, in the sense of game theory. In this game, the players are the government and the susceptible newborns. In order to maximize their own payoffs, the government attempts to reduce the costs for combating the epidemic, and the newborns may be vaccinated only when infective individuals are found in their neighborhoods and/or the government promotes an immunization program. As a consequence of these strategies supported by cost-benefit analysis and perceived risk, numerical simulations show that the disease is not fully eliminated and the government implements quasi-periodic vaccination campaigns. (C) 2011 Elsevier B.V. All rights reserved.

Who should wear mask against airborne infections? Altering the contact network for controlling the spread of contagious diseases

There are several ways of controlling the propagation of a contagious disease. For instance, to reduce the spreading of an airborne infection, individuals can be encouraged to remain in their homes and/or to wear face masks outside their domiciles. However, when a limited amount of masks is available, who should use them: the susceptible subjects, the infective persons or both populations? Here we employ susceptible-infective-recovered (SIR) models described in terms of ordinary differential equations and probabilistic cellular automata in order to investigate how the deletion of links in the random complex network representing the social contacts among individuals affects the dynamics of a contagious disease. The inspiration for this study comes from recent discussions about the impact of measures usually recommended by health public organizations for preventing the propagation of the swine influenza A (H1N1) virus. Our answer to this question can be valid for other eco-epidemiological systems. (C) 2010 Elsevier BM. All rights reserved.

On the basic reproduction number and the topological properties of the contact network: An epidemiological study in mainly locally connected cellular automata

We study the spreading of contagious diseases in a population of constant size using susceptible-infective-recovered (SIR) models described in terms of ordinary differential equations (ODEs) and probabilistic cellular automata (PCA). In the PCA model, each individual (represented by a cell in the lattice) is mainly locally connected to others. We investigate how the topological properties of the random network representing contacts among individuals influence the transient behavior and the permanent regime of the epidemiological system described by ODE and PCA. Our main conclusions are: (1) the basic reproduction number (commonly called R(0)) related to a disease propagation in a population cannot be uniquely determined from some features of transient behavior of the infective group; (2) R(0) cannot be associated to a unique combination of clustering coefficient and average shortest path length characterizing the contact network. We discuss how these results can embarrass the specification of control strategies for combating disease propagations. (C) 2009 Elsevier B.V. All rights reserved.

Economic design of an X chart for short-run production

The aim of this paper is to present an economical design of an X chart for a short-run production. The process mean starts equal to mu(0) (in-control, State I) and in a random time it shifts to mu(1) > mu(0) (out-of-control, State II). The monitoring procedure consists of inspecting a single item at every m produced ones. If the measurement of the quality characteristic does not meet the control limits, the process is stopped, adjusted, and additional (r - 1) items are inspected retrospectively. The probabilistic model was developed considering only shifts in the process mean. A direct search technique is applied to find the optimum parameters which minimizes the expected cost function. Numerical examples illustrate the proposed procedure. (C) 2009 Elsevier B.V. All rights reserved.

Forecasting fuel ethanol consumption in Brazil by time series models: 2006-2012

This article analysed scenarios for Brazilian consumption of ethanol for the period 2006 to 2012. The results show that if the country`s GDP sustains a 4.6% a year growth, domestic consumption of fuel ethanol could increase to 25.16 billion liters in this period, which is a volume relatively close to the forecasted gasoline consumption of 31 billion liters. At a lower GDP growth of 1.22% a year, gasoline consumption would be reduced and domestic ethanol consumption in Brazil would be no higher than 18.32 billion liters. Contrary to the current situation, forecasts indicated that hydrated ethanol consumption could become much higher than anhydrous consumption in Brazil. The former is being consumed in cars moved exclusively by ethanol and flex-fuel cars, successfully introduced in the country at 2003. Flex cars allow Brazilian consumers to choose between gasoline and hydrated ethanol and immediately switch to whichever fuel presents the most favourable relative price.

Expokit: A software package for computing matrix exponentials

Expokit provides a set of routines aimed at computing matrix exponentials. More precisely, it computes either a small matrix exponential in full, the action of a large sparse matrix exponential on an operand vector, or the solution of a system of linear ODEs with constant inhomogeneity. The backbone of the sparse routines consists of matrix-free Krylov subspace projection methods (Arnoldi and Lanczos processes), and that is why the toolkit is capable of coping with sparse matrices of large dimension. The software handles real and complex matrices and provides specific routines for symmetric and Hermitian matrices. The computation of matrix exponentials is a numerical issue of critical importance in the area of Markov chains and furthermore, the computed solution is subject to probabilistic constraints. In addition to addressing general matrix exponentials, a distinct attention is assigned to the computation of transient states of Markov chains.