989 resultados para Minimum Variance Model


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For the first time in this paper we present results showing the effect of speaker head pose angle on automatic lip-reading performance over a wide range of closely spaced angles. We analyse the effect head pose has upon the features themselves and show that by selecting coefficients with minimum variance w.r.t. pose angle, recognition performance can be improved when train-test pose angles differ. Experiments are conducted using the initial phase of a unique multi view Audio-Visual database designed specifically for research and development of pose-invariant lip-reading systems. We firstly show that it is the higher order horizontal spatial frequency components that become most detrimental as the pose deviates. Secondly we assess the performance of different feature selection masks across a range of pose angles including a new mask based on Minimum Cross-Pose Variance coefficients. We report a relative improvement of 50% in Word Error Rate when using our selection mask over a common energy based selection during profile view lip-reading.

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Since the financial crisis, risk based portfolio allocations have gained a great deal in popularity. This increase in popularity is primarily due to the fact that they make no assumptions as to the expected return of the assets in the portfolio. These portfolios implicitly put risk management at the heart of asset allocation and thus their recent appeal. This paper will serve as a comparison of four well-known risk based portfolio allocation methods; minimum variance, maximum diversification, inverse volatility and equally weighted risk contribution. Empirical backtests will be performed throughout rising interest rate periods from 1953 to 2015. Additionally, I will compare these portfolios to more simple allocation methods, such as equally weighted and a 60/40 asset-allocation mix. This paper will help to answer the question if these portfolios can survive in a rising interest rate environment.

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The images taken by the Heliospheric Imagers (HIs), part of the SECCHI imaging package onboard the pair of STEREO spacecraft, provide information on the radial and latitudinal evolution of the plasma compressed inside corotating interaction regions (CIRs). A plasma density wave imaged by the HI instrument onboard STEREO-B was found to propagate towards STEREO-A, enabling a comparison between simultaneous remotesensing and in situ observations of its structure to be performed. In situ measurements made by STEREO-A show that the plasma density wave is associated with the passage of a CIR. The magnetic field compressed after the CIR stream interface (SI) is found to have a planar distribution. Minimum variance analysis of the magnetic field vectors shows that the SI is inclined at 54° to the orbital plane of the STEREO-A spacecraft. This inclination of the CIR SI is comparable to the inclination of the associated plasma density wave observed by HI. A small-scale magnetic cloud with a flux rope topology and radial extent of 0.08 AU is also embedded prior to the SI. The pitch-angle distribution of suprathermal electrons measured by the STEREO-A SWEA instrument shows that an open magnetic field topology in the cloud replaced the heliospheric current sheet locally. These observations confirm that HI observes CIRs in difference images when a small-scale transient is caught up in the compression region.

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A bit-level linear CDMA detector is presented which is based on the minimum variance distortionless response (MVDR) principle. Owing to the interference suppression capability made possible by basing the detector on the MVDR principle and the fact that no inversion of the user correlation matrix is involved, the influence of synchronisation errors is greatly suppressed.

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Linear CDMA detectors have emerged as a promising solution to multiple access interference (MAI) suppression. Unfortunately, most existing linear detectors suffer from high sensitivity to synchronisation errors (also termed parameter estimation error), and synchronisation error resistant detectors have so far not been as widely investigated as they should have. This paper extends the minimum variance distortionless response (MVDR) detector, proposed previously by this author (Zheng 2000) for synchronous systems, to asynchronous systems. It has been shown that the MVDR structure is equally effective for asynchronous systems, especially for the weaker users.

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Phylogenetic comparative methods are increasingly used to give new insights into the dynamics of trait evolution in deep time. For continuous traits the core of these methods is a suite of models that attempt to capture evolutionary patterns by extending the Brownian constant variance model. However, the properties of these models are often poorly understood, which can lead to the misinterpretation of results. Here we focus on one of these models – the Ornstein Uhlenbeck (OU) model. We show that the OU model is frequently incorrectly favoured over simpler models when using Likelihood ratio tests, and that many studies fitting this model use datasets that are small and prone to this problem. We also show that very small amounts of error in datasets can have profound effects on the inferences derived from OU models. Our results suggest that simulating fitted models and comparing with empirical results is critical when fitting OU and other extensions of the Brownian model. We conclude by making recommendations for best practice in fitting OU models in phylogenetic comparative analyses, and for interpreting the parameters of the OU model.

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This paper proposes a sampling procedure called selected ranked set sampling (SRSS), in which only selected observations from a ranked set sample (RSS) are measured. This paper describes the optimal linear estimation of location and scale parameters based on SRSS, and for some distributions it presents the required tables for optimal selections. For these distributions, the optimal SRSS estimators are compared with the other popular simple random sample (SRS) and RSS estimators. In every situation the estimators based on SRSS are found advantageous at least in some respect, compared to those obtained from SRS or RSS. The SRSS method with errors in ranking is also described. The relative precision of the estimator of the population mean is investigated for different degrees of correlations between the actual and erroneous ranking. The paper reports the minimum value of the correlation coefficient between the actual and the erroneous ranking required for achieving better precision with respect to the usual SRS estimator and with respect to the RSS estimator.

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In the light of the Victorian State Government's move towards the development of 'Plan Melbourne' - a new metropolitan planning strategy currently being prepared to take Melbourne forward to 2050 - the following paper attempts to address the issue of how an inner city target of 90,000 new dwellings (Inner Metropolitan Action Plan - IMAP Strategy 5) will impact on existing inner Melbourne activity centres. Working with the prospect of establishing a more compact city within the inner Melbourne region, the paper will focus on key suburbs within the Port Phillip area. Working with a 'Housing Variance Model' based on household structure and dwelling type, the paper will attempt to assess the impact on urban morphology as capacity is progressively altered through a range of built form permutations.

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A multiple-iteration constrained conjugate gradient (MICCG) algorithm and a single-iteration constrained conjugate gradient (SICCG) algorithm are proposed to realize the widely used frequency-domain minimum-variance-distortionless-response (MVDR) beamformers and the resulting algorithms are applied to speech enhancement. The algorithms are derived based on the Lagrange method and the conjugate gradient techniques. The implementations of the algorithms avoid any form of explicit or implicit autocorrelation matrix inversion. Theoretical analysis establishes formal convergence of the algorithms. Specifically, the MICCG algorithm is developed based on a block adaptation approach and it generates a finite sequence of estimates that converge to the MVDR solution. For limited data records, the estimates of the MICCG algorithm are better than the conventional estimators and equivalent to the auxiliary vector algorithms. The SICCG algorithm is developed based on a continuous adaptation approach with a sample-by-sample updating procedure and the estimates asymptotically converge to the MVDR solution. An illustrative example using synthetic data from a uniform linear array is studied and an evaluation on real data recorded by an acoustic vector sensor array is demonstrated. Performance of the MICCG algorithm and the SICCG algorithm are compared with the state-of-the-art approaches.

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The relationship between mass loss rate and chemical power in flying birds is analysed with regard to water and heat balance. Two models are presented: the first model is applicable to situations where heat loads are moderate. i.e. when heat balance can be achieved by regulating non-evaporative heat loss, and evaporative water loss is minimised. The second model is applicable when heat loads are high, non-evaporative heat loss is maximised. and heat balance has to be achieved by regulating evaporative heat loss. The rates of mass loss of two Thrush Nightingales Luscinia luscinia and one Teal Anas crecca were measured at various flight speeds in a wind tunnel. Estimates of metabolic water production indicate that the Thrush Nightingales did not dehydrate during experimental flights. Probably, the Thrush Nightingales maintained heat balance without actively increasing evaporative cooling. The Teal, however, most likely had to resort to evaporative cooling, although it may not have dehydrated. Chemical power was estimated from our mass loss rate data using the minimum evaporation model for the Thrush Nightingales and the evaporative heat regulation model for the Teal. For both Thrush Nightingales and the Teal, the chemical power calculated from our mass loss rate data showed a greater change with speed (more 'U-shaped' curve) than the theoretically predicted chemical power curves based on aerodynamic theory. The minimum power speeds calculated from our data differed little from theoretical predictions but maximum range speeds were drastically different. Mass loss rate could potentially be used to estimate chemical power in flying birds under laboratory conditions where temperature and humidity are controlled. However, the assumptions made in the models and the model predictions need further testing.

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O tema central deste trabalho é a avaliação de riscos em estratégias de investimentos de longo prazo, onde a necessidade de um exemplo prático direcionou à aplicação de Asset Liability Models em fundos de pensão, mais especificamente, a planos de benefício definido. Com os instrumentos de análise apresentados, acreditamos que o investidor com um horizonte de retorno de longo prazo tenha uma percepção mais acurada dos riscos de mercado a que está exposto, permitindo uma seleção de carteiras mais adequada aos objetivos de gestão. Para tanto, a inclusão de variáveis de decisão que procuram quantificar os objetivos de gestão - indo além do modelo simplificado de média-variância - exerce papel de fundamental importância.

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The consumption of energy on the planet is currently based on fossil fuels. They are responsible for adverse effects on the environment. Renewables propose solutions for this scenario, but must face issues related to the capacity of the power supply. Wind energy offshore emerging as a promising alternative. The speed and stability are greater winds over oceans, but the variability of these may cause inconvenience to the generation of electric power fluctuations. To reduce this, a combination of wind farms geographically distributed was proposed. The greater the distance between them, the lower the correlation between the wind velocity, increasing the likelihood that together achieve more stable power system with less fluctuations in power generation. The efficient use of production capacity of the wind park however, depends on their distribution in marine environments. The objective of this research was to analyze the optimal allocation of wind farms offshore on the east coast of the U.S. by Modern Portfolio Theory. The Modern Portfolio Theory was used so that the process of building portfolios of wind energy offshore contemplate the particularity of intermittency of wind, through calculations of return and risk of the production of wind farms. The research was conducted with 25.934 observations of energy produced by wind farms 11 hypothetical offshore, from the installation of 01 simulated ocean turbine with a capacity of 5 MW. The data show hourly time resolution and covers the period between January 1, 1998 until December 31, 2002. Through the Matlab R software, six were calculated minimum variance portfolios, each for a period of time distinct. Given the inequality of the variability of wind over time, set up four strategies rebalancing to evaluate the performance of the related portfolios, which enabled us to identify the most beneficial to the stability of the wind energy production offshore. The results showed that the production of wind energy for 1998, 1999, 2000 and 2001 should be considered by the portfolio weights calculated for the same periods, respectively. Energy data for 2002 should use the weights derived from the portfolio calculated in the previous time period. Finally, the production of wind energy in the period 1998-2002 should also be weighted by 1/11. It follows therefore that the portfolios found failed to show reduced levels of variability when compared to the individual production of wind farms hypothetical offshore

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O objetivo neste trabalho foi avaliar o efeito do período de descanso (3, 5, 7 e 9 horas) dos suínos no frigorífico (PDF) e da localização dos suínos na carroceria do caminhão (PBO), quando transportados, no inverno ou verão, sobre alguns parâmetros fisiológicos avaliados em 64 fêmeas, com peso médio de 130kg para abate, durante o manejo pré-abate. Para a análise estatística, foram considerados, no modelo de análise da variância, os efeitos de bloco, PDF, PBO e da interação (bloco x PDF), entre outros. O PDF influenciou, significativamente, as concentrações de lactato no sangue e cortisol na saliva. Suínos que descansaram 5 e 7 horas apresentaram maior concentração de lactato em relação aos animais que descansaram 3 e 9 horas. No transporte, a freqüência cardíaca foi muito maior em relação aos demais locais avaliados. Concluiu-se que o incremento do PDF não promove mudanças na freqüência cardíaca, nas concentrações de glicose e CPK no sangue e cortisol na saliva, mas interfere na concentração de lactato no sangue dos suínos.

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Bovine mastitis is considered the main disease causing great economic losses in dairy herds. It is usually treated by antimicrobial chemicals that promote drug resistance, residues in food and environmental contamination. However, consumers in different countries requires more natural foods and with higher quality. Thus, the objective was to check the activities of propolis in controlling bovine mastitis. Seventy-two Holstein cows were used. The mastitis was identified by the California Mastitis Test, somatic cell counts and microbiological examination of milk. Four treatments were held: in group EAP1 10ml of a 30% alcoholic propolis extract (EAP) were given orally for seven consecutive days; in group EAP2 the same procedure described for the first group was used, in addition EAP was used for immersion of the teats before and after milking; in group CA alcohol was used for immersion of the teats before and after milking; and in group CT animals were subjected to soaking and disinfection, procedures routinely used by the property. The results were analyzed by the non-parametric variance model for repeated measures complemented by independent groups in multiple comparisons. There was a decrease of the somatic cell count in all groups. The biological activities of propolis provide great prospects; however, under the conditions evaluated, it was not possible to observe differences between treatments. The great diversity in its chemical composition and the complexity of multiple synergistic mechanisms involved in its biological activity require additional clinical trials.