Does mixed frequency vector error correction model add relevant information to exchange misalignment calculus? Evidence for United States

Real exchange rate is an important macroeconomic price in the economy and a ects economic activity, interest rates, domestic prices, trade and investiments ows among other variables. Methodologies have been developed in empirical exchange rate misalignment studies to evaluate whether a real e ective exchange is overvalued or undervalued. There is a vast body of literature on the determinants of long-term real exchange rates and on empirical strategies to implement the equilibrium norms obtained from theoretical models. This study seeks to contribute to this literature by showing that it is possible to calculate the misalignment from a mixed ointegrated vector error correction framework. An empirical exercise using United States' real exchange rate data is performed. The results suggest that the model with mixed frequency data is preferred to the models with same frequency variables

Binary integer programming formulations for scheduling in market-driven foundries

This paper describes the development and solution of binary integer formulations for production scheduling problems in market-driven foundries. This industrial sector is comprised of small and mid-sized companies with little or no automation, working with diversified production, involving several different metal alloy specifications in small tailor-made product lots. The characteristics and constraints involved in a typical production environment at these industries challenge the formulation of mathematical programming models that can be computationally solved when considering real applications. However, despite the interest on the part of these industries in counting on effective methods for production scheduling, there are few studies available on the subject. The computational tests prove the robustness and feasibility of proposed models in situations analogous to those found in production scheduling at the analyzed industrial sector. (C) 2010 Elsevier Ltd. All rights reserved.

Allocation of protective devices in distribution circuits using nonlinear programming models and genetic algorithms

The optimized allocation of protective devices in strategic points of the circuit improves the quality of the energy supply and the system reliability index. This paper presents a nonlinear integer programming (NLIP) model with binary variables, to deal with the problem of protective device allocation in the main feeder and all branches of an overhead distribution circuit, to improve the reliability index and to provide customers with service of high quality and reliability. The constraints considered in the problem take into account technical and economical limitations, such as coordination problems of serial protective devices, available equipment, the importance of the feeder and the circuit topology. The use of genetic algorithms (GAs) is proposed to solve this problem, using a binary representation that does (1) or does not (0) show allocation of protective devices (reclosers, sectionalizers and fuses) in predefined points of the circuit. Results are presented for a real circuit (134 busses), with the possibility of protective device allocation in 29 points. Also the ability of the algorithm in finding good solutions while improving significantly the indicators of reliability is shown. (C) 2003 Elsevier B.V. All rights reserved.

Generating VHDL-AMS models of digital-to-analogue converters from MATLAB (R)/SIMULINK (R)

Today, the trend within the electronics industry is for the use of rapid and advanced simulation methodologies in association with synthesis toolsets. This paper presents an approach developed to support mixed-signal circuit design and analysis. The methodology proposed shows a novel approach to the problem of developing behvioural model descriptions of mixed-signal circuit topologies, by construction of a set of subsystems, that supports the automated mapping of MATLAB (R)/SINIULINK (R) models to structural VHDL-AMS descriptions. The tool developed, named (MSSV)-S-2, reads a SIMULINK (R) model file and translates it to a structural VHDL-AMS code. It also creates the file structure required to simulate the translated model in the SystemVision (TM). To validate the methodology and the developed program, the DAC08, AD7524 and AD5450 data converters were studied and initially modelled in MATLAB (R)/SIMULINK (R). The VHDL-AMS code generated automatically by (MSSV)-S-2, (MATLAB (R)/SIMULINK (R) to SystemVision (TM)), was then simulated in the SystemVision (TM). The simulation results show that the proposed approach, which is based on VHDL-AMS descriptions of the original model library elements, allows for the behavioural level simulation of complex mixed-signal circuits.

Quantitative comparisons and models of time-averaging in bivalve and brachiopod shell accumulations

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

Super-WZNW with reductions to supersymmetric and fermionic integrable models

A systematic construction for an action describing a class of supersymmetric integrable models as well as for pure fermionic theories is discussed in terms of the gauged WZNW model associated to half integer graded affine Kac-Moody algebras. Explicit examples of the N = 1. 2 super-sinh(sine)-Gordon models are discussed in detail. Pure fermionic theories arises for cosets sl(p, 1)/sl(p) circle times u(1) when a maximal kernel condition is fulfilled. The integrability condition for such models is discussed and it is shown that the simplest example when p = 2 (cads to the constrained Bukhvostov-Lipatov, Thirring, scalar massive and pseudo-scalar massless Gross-Neveu models. (C) 2009 Published by Elsevier B.V.

Supersymmetry of Affine Toda Models as Fermionic Symmetry Flows of the Extended mKdV Hierarchy

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

Supersymmetry and the KdV equations for integrable hierarchies with a half-integer gradation

Supersymmetry is formulated for integrable models based on the sl(2 1) loop algebra endowed with a principal gradation. The symmetry transformations which have half-integer grades generate supersymmetry. The sl(2 1) loop algebra leads to N=2 supersymmetric mKdV and sinh-Gordon equations. The corresponding N=1 mKdV and sinh-Gordon equations are obtained via reduction induced by twisted automorphism. Our method allows for a description of a non-local symmetry structure of supersymmetric integrable models. © 2003 Elsevier B.V. All rights reserved.

Generating VHDL-AMS models of digital-to-analogue converters from MATLAB®/SIMULINK®

Today, the trend within the electronics industry is for the use of rapid and advanced simulation methodologies in association with synthesis toolsets. This paper presents an approach developed to support mixed-signal circuit design and analysis. The methodology proposed shows a novel approach to the problem of developing behvioural model descriptions of mixed-signal circuit topologies, by construction of a set of subsystems, that supports the automated mapping of MATLAB®/SIMULINK® models to structural VHDL-AMS descriptions. The tool developed, named MS 2SV, reads a SIMULINK® model file and translates it to a structural VHDL-AMS code. It also creates the file structure required to simulate the translated model in the System Vision™. To validate the methodology and the developed program, the DAC08, AD7524 and AD5450 data converters were studied and initially modelled in MATLAB®/ SIMULINK®. The VHDL-AMS code generated automatically by MS 2SV, (MATLAB®/SIMULINK® to System Vision™), was then simulated in the System Vision™. The simulation results show that the proposed approach, which is based on VHDL-AMS descriptions of the original model library elements, allows for the behavioural level simulation of complex mixed-signal circuits.

A methodology and a tool to design of mixed-signal technology

This paper presents a tool box developed to read files describing a SIMULINK® model and translates it into a structural VHDL-AMS description. In translation process, all files and directory structures to simulate the translated model on SystemVision™ environment is generate. The tool box named MS2SV was tested by three models of commercially available digital-to-analogue converters. All models use the R2R ladder network to conversion, but the functionality of these three components is different. The methodology of conversion of the model is presents together with sort theory about R-2R ladder network. In the evaluation of the translated models, we used a sine waveform input signal and the waveform generated by D/A conversion process was compared by FFT analysis. The results show the viability of this type of approach. This work considers some of challenges set by the electronic industry for the further development of simulation methodologies and tools in the field of mixed-signal technology. © 2007 IEEE.

Improvement and evaluation of the MS2SV for mixed systems design described in abstraction high level

This paper presents an important improvement of the MS2SV tool. The MS2SV performs the translation of mixed systems developed in MATLAB / Simulink for a structural or behavioral description in VHDL-AMS. Previously, the MS2SV translated only models of the LIB MS2SV library. This improvement allows designer to create your own library to translation. As case study was used a rudder controller employed in an unmanned aerial vehicle. For comparison with the original model the VHDL-AMS code obtained by the translation was simulated in SystemVision environment. The results proved the efficiency of the tool using the translation improvement proposed in this paper.

Multivariate models for correlated count data

In this study, we deal with the problem of overdispersion beyond extra zeros for a collection of counts that can be correlated. Poisson, negative binomial, zero-inflated Poisson and zero-inflated negative binomial distributions have been considered. First, we propose a multivariate count model in which all counts follow the same distribution and are correlated. Then we extend this model in a sense that correlated counts may follow different distributions. To accommodate correlation among counts, we have considered correlated random effects for each individual in the mean structure, thus inducing dependency among common observations to an individual. The method is applied to real data to investigate variation in food resources use in a species of marsupial in a locality of the Brazilian Cerrado biome. © 2013 Copyright Taylor and Francis Group, LLC.

Single-particle momentum distributions of Efimov states in mixed-species systems

We solve the three-body bound-state problem in three dimensions for mass imbalanced systems of two identical bosons and a third particle in the universal limit where the interactions are assumed to be of zero range. The system displays the Efimov effect and we use the momentum-space wave equation to derive formulas for the scaling factor of the Efimov spectrum for any mass ratio assuming either that two or three of the two-body subsystems have a bound state at zero energy. We consider the single-particle momentum distribution analytically and numerically and analyze the tail of the momentum distribution to obtain the three-body contact parameter. Our findings demonstrate that the functional form of the three-body contact term depends on the mass ratio, and we obtain an analytic expression for this behavior. To exemplify our results, we consider mixtures of lithium with either two caesium or rubidium atoms which are systems of current experimental interest. © 2013 American Physical Society.

Análise e desenvolvimento de algoritmos eficientes de programação linear para o problema de planejamento de sistemas de transmissão a longo prazo

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

Allometric equations for estimating tree biomass in restored mixed-species Atlantic Forest stands

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