Using adaptive automata in a multi-paradigm programming environment

In this paper the architecture of an experimental multiparadigmatic programming environment is sketched, showing how its parts combine together with application modules in order to perform the integration of program modules written in different programming languages and paradigms. Adaptive automata are special self-modifying formal state machines used as a design and implementation tool in the representation of complex systems. Adaptive automata have been proven to have the same formal power as Turing Machines. Therefore, at least in theory, arbitrarily complex systems may be modeled with adaptive automata. The present work briefly introduces such formal tool and presents case studies showing how to use them in two very different situations: the first one, in the name management module of a multi-paradigmatic and multi-language programming environment, and the second one, in an application program implementing an adaptive automaton that accepts a context-sensitive language.

Testing unit root based on partially adaptive estimation

This paper proposes unit tests based on partially adaptive estimation. The proposed tests provide an intermediate class of inference procedures that are more efficient than the traditional OLS-based methods and simpler than unit root tests based on fully adptive estimation using nonparametric methods. The limiting distribution of the proposed test is a combination of standard normal and the traditional Dickey-Fuller (DF) distribution, including the traditional ADF test as a special case when using Gaussian density. Taking into a account the well documented characteristic of heavy-tail behavior in economic and financial data, we consider unit root tests coupled with a class of partially adaptive M-estimators based on the student-t distributions, wich includes te normal distribution as a limiting case. Monte Carlo Experiments indicate that, in the presence of heavy tail distributions or innovations that are contaminated by outliers, the proposed test is more powerful than the traditional ADF test. We apply the proposed test to several macroeconomic time series that have heavy-tailed distributions. The unit root hypothesis is rejected in U.S. real GNP, supporting the literature of transitory shocks in output. However, evidence against unit roots is not found in real exchange rate and nominal interest rate even haevy-tail is taken into a account.

Utilizando conceitos como descritores de textos para o processo de identificação de conglomerados (clustering) de documentos

A descoberta e a análise de conglomerados textuais são processos muito importantes para a estruturação, organização e a recuperação de informações, assim como para a descoberta de conhecimento. Isto porque o ser humano coleta e armazena uma quantidade muito grande de dados textuais, que necessitam ser vasculhados, estudados, conhecidos e organizados de forma a fornecerem informações que lhe dêem o conhecimento para a execução de uma tarefa que exija a tomada de uma decisão. É justamente nesse ponto que os processos de descoberta e de análise de conglomerados (clustering) se insere, pois eles auxiliam na exploração e análise dos dados, permitindo conhecer melhor seu conteúdo e inter-relações. No entanto, esse processo, por ser aplicado em textos, está sujeito a sofrer interferências decorrentes de problemas da própria linguagem e do vocabulário utilizado nos mesmos, tais como erros ortográficos, sinonímia, homonímia, variações morfológicas e similares. Esta Tese apresenta uma solução para minimizar esses problemas, que consiste na utilização de “conceitos” (estruturas capazes de representar objetos e idéias presentes nos textos) na modelagem do conteúdo dos documentos. Para tanto, são apresentados os conceitos e as áreas relacionadas com o tema, os trabalhos correlatos (revisão bibliográfica), a metodologia proposta e alguns experimentos que permitem desenvolver determinados argumentos e comprovar algumas hipóteses sobre a proposta. As conclusões principais desta Tese indicam que a técnica de conceitos possui diversas vantagens, dentre elas a utilização de uma quantidade muito menor, porém mais representativa, de descritores para os documentos, o que torna o tempo e a complexidade do seu processamento muito menor, permitindo que uma quantidade muito maior deles seja analisada. Outra vantagem está no fato de o poder de expressão de conceitos permitir que os usuários analisem os aglomerados resultantes muito mais facilmente e compreendam melhor seu conteúdo e forma. Além do método e da metodologia proposta, esta Tese possui diversas contribuições, entre elas vários trabalhos e artigos desenvolvidos em parceria com outros pesquisadores e colegas.

The Brazilian credit market for small and medium-sized firms: an adaptive marketing approach

Neste trabalho, o mercado brasileiro de crédito para pequenas e médias empresas (PMEs) é analisado sob a perspectiva do marketing adaptativo, em que se assume que atividades mercadológicas como segmentação, gestão de relacionamento com clientes, apreçamento e desenvolvimento de produtos, são determinadas pela utilidade obtida por agentes de mercado ao atenderem a demanda. Identifica-se que a existência de assimetria de informações e de custos de transação limita e direciona as atividades de marketing no mercado estudado. A partir de uma amostra com 65.535 propostas de crédito, recebidas e avaliadas por um grande banco brasileiro entre janeiro de 2004 e setembro de 2006, estima-se a utilidade do banco em operações de crédito. Adicionalmente, 17.149 transações de empréstimos concedidos pelo banco ao segmento de pequenas empresas entre abril de 2006 e março de 2007, são investigadas. Finalmente, um conjunto de dados com 1,636 registros obtidos pela junção das bases de dados de propostas e de transações mencionados, é analisado em termos das relações entre taxas de juros e os totais de cobertura oferecidas por meio de garantias de crédito. Os resultados revelam a existência de um ambiente de marketing adaptativo, em que os pequenos tomadores de crédito produtivo são racionados, e aceitam pagar taxas de juros mais elevadas do que outros segmentos. Produtos de créditos baseados em garantias líquidas e com altas taxas de juros são desenvolvidos para suprir de maneira oportuna este segmento racionado de pequenas empresas. Ademais, a utilidade do banco em operações de crédito é afetada pela informação privada que captura ao longo de relacionamentos mantidos com seus cientes. Os resultados implicam que o sistema de marketing financeiro brasileiro não desempenha papel formativo no desenvolvimento econômico, que seria de fomento ao crédito produtivo por meio de empréstimos a baixo custo para pequenas e médias empresas. Um sistema formativo de marketing é improvável em um ambiente com informação imperfeita, como o mercado de crédito brasileiro. O estudo traz informações úteis àqueles interessados no desenvolvimento de mercados de crédito produtivo, tais como profissionais de instituições financeiras; agentes responsáveis por políticas públicas e monetárias de fomento ao crédito; e empreendedores de pequeno e médio porte que necessitem de financiamento externo para seus negócios.

A unit root test based on partially adaptive estimation

This paper constructs a unit root test baseei on partially adaptive estimation, which is shown to be robust against non-Gaussian innovations. We show that the limiting distribution of the t-statistic is a convex combination of standard normal and DF distribution. Convergence to the DF distribution is obtaineel when the innovations are Gaussian, implying that the traditional ADF test is a special case of the proposed testo Monte Carlo Experiments indicate that, if innovation has heavy tail distribution or are contaminated by outliers, then the proposed test is more powerful than the traditional ADF testo Nominal interest rates (different maturities) are shown to be stationary according to the robust test but not stationary according to the nonrobust ADF testo This result seems to suggest that the failure of rejecting the null of unit root in nominal interest rate may be due to the use of estimation and hypothesis testing procedures that do not consider the absence of Gaussianity in the data.Our results validate practical restrictions on the behavior of the nominal interest rate imposed by CCAPM, optimal monetary policy and option pricing models.

Light exercise causes adaptive changes in muscles of young Brasileiro de Hipismo horses

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

Contribuições aos Processos de Clustering com Base em Métricas não-Euclidianas

In this work we present a new clustering method that groups up points of a data set in classes. The method is based in a algorithm to link auxiliary clusters that are obtained using traditional vector quantization techniques. It is described some approaches during the development of the work that are based in measures of distances or dissimilarities (divergence) between the auxiliary clusters. This new method uses only two a priori information, the number of auxiliary clusters Na and a threshold distance dt that will be used to decide about the linkage or not of the auxiliary clusters. The number os classes could be automatically found by the method, that do it based in the chosen threshold distance dt, or it is given as additional information to help in the choice of the correct threshold. Some analysis are made and the results are compared with traditional clustering methods. In this work different dissimilarities metrics are analyzed and a new one is proposed based on the concept of negentropy. Besides grouping points of a set in classes, it is proposed a method to statistical modeling the classes aiming to obtain a expression to the probability of a point to belong to one of the classes. Experiments with several values of Na e dt are made in tests sets and the results are analyzed aiming to study the robustness of the method and to consider heuristics to the choice of the correct threshold. During this work it is explored the aspects of information theory applied to the calculation of the divergences. It will be explored specifically the different measures of information and divergence using the Rényi entropy. The results using the different metrics are compared and commented. The work also has appendix where are exposed real applications using the proposed method

Uma Aplicação do Algoritmo QT Clustering para Marcação Colaborativa de Pontos Perigosos em Vias Públicas

This work proposes a collaborative system for marking dangerous points in the transport routes and generation of alerts to drivers. It consisted of a proximity warning system for a danger point that is fed by the driver via a mobile device equipped with GPS. The system will consolidate data provided by several different drivers and generate a set of points common to be used in the warning system. Although the application is designed to protect drivers, the data generated by it can serve as inputs for the responsible to improve signage and recovery of public roads

The adaptive compensations in endocrine pancreas from glucocorticoid-treated rats are reversible after the interruption of treatment

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

A fully adaptive multiresolution scheme for shock computations

The scheme is based on Ami Harten's ideas (Harten, 1994), the main tools coming from wavelet theory, in the framework of multiresolution analysis for cell averages. But instead of evolving cell averages on the finest uniform level, we propose to evolve just the cell averages on the grid determined by the significant wavelet coefficients. Typically, there are few cells in each time step, big cells on smooth regions, and smaller ones close to irregularities of the solution. For the numerical flux, we use a simple uniform central finite difference scheme, adapted to the size of each cell. If any of the required neighboring cell averages is not present, it is interpolated from coarser scales. But we switch to ENO scheme in the finest part of the grids. To show the feasibility and efficiency of the method, it is applied to a system arising in polymer-flooding of an oil reservoir. In terms of CPU time and memory requirements, it outperforms Harten's multiresolution algorithm.The proposed method applies to systems of conservation laws in 1Dpartial derivative(t)u(x, t) + partial derivative(x)f(u(x, t)) = 0, u(x, t) is an element of R-m. (1)In the spirit of finite volume methods, we shall consider the explicit schemeupsilon(mu)(n+1) = upsilon(mu)(n) - Deltat/hmu ((f) over bar (mu) - (f) over bar (mu)-) = [Dupsilon(n)](mu), (2)where mu is a point of an irregular grid Gamma, mu(-) is the left neighbor of A in Gamma, upsilon(mu)(n) approximate to 1/mu-mu(-) integral(mu-)(mu) u(x, t(n))dx are approximated cell averages of the solution, (f) over bar (mu) = (f) over bar (mu)(upsilon(n)) are the numerical fluxes, and D is the numerical evolution operator of the scheme.According to the definition of (f) over bar (mu), several schemes of this type have been proposed and successfully applied (LeVeque, 1990). Godunov, Lax-Wendroff, and ENO are some of the popular names. Godunov scheme resolves well the shocks, but accuracy (of first order) is poor in smooth regions. Lax-Wendroff is of second order, but produces dangerous oscillations close to shocks. ENO schemes are good alternatives, with high order and without serious oscillations. But the price is high computational cost.Ami Harten proposed in (Harten, 1994) a simple strategy to save expensive ENO flux calculations. The basic tools come from multiresolution analysis for cell averages on uniform grids, and the principle is that wavelet coefficients can be used for the characterization of local smoothness.. Typically, only few wavelet coefficients are significant. At the finest level, they indicate discontinuity points, where ENO numerical fluxes are computed exactly. Elsewhere, cheaper fluxes can be safely used, or just interpolated from coarser scales. Different applications of this principle have been explored by several authors, see for example (G-Muller and Muller, 1998).Our scheme also uses Ami Harten's ideas. But instead of evolving the cell averages on the finest uniform level, we propose to evolve the cell averages on sparse grids associated with the significant wavelet coefficients. This means that the total number of cells is small, with big cells in smooth regions and smaller ones close to irregularities. This task requires improved new tools, which are described next.

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.

Artificial neural networks and clustering techniques applied in the reconfiguration of distribution systems

One objective of the feeder reconfiguration problem in distribution systems is to minimize the power losses for a specific load. For this problem, mathematical modeling is a nonlinear mixed integer problem that is generally hard to solve. This paper proposes an algorithm based on artificial neural network theory. In this context, clustering techniques to determine the best training set for a single neural network with generalization ability are also presented. The proposed methodology was employed for solving two electrical systems and presented good results. Moreover, the methodology can be employed for large-scale systems in real-time environment.

Mitigation of symmetry condition in positive realness for adaptive control

Feasibility of nonlinear and adaptive control methodologies in multivariable linear time-invariant systems with state-space realization (A, B, C) is apparently limited by the standard strictly positive realness conditions that imply that the product CB must be positive definite symmetric. This paper expands the applicability of the strictly positive realness conditions used for the proofs of stability of adaptive control or control with uncertainty by showing that the not necessarily symmetric CB is only required to have a diagonal Jordan form and positive eigenvalues. The paper also shows that under the new condition any minimum-phase systems can be made strictly positive real via constant output feedback. The paper illustrates the usefulness of these extended properties with an adaptive control example. (C) 2006 Elsevier Ltd. All rights reserved.

Neural network based on adaptive resonance theory with continuous training for multi-configuration transient stability analysis of electric power systems

This work presents a methodology to analyze electric power systems transient stability for first swing using a neural network based on adaptive resonance theory (ART) architecture, called Euclidean ARTMAP neural network. The ART architectures present plasticity and stability characteristics, which are very important for the training and to execute the analysis in a fast way. The Euclidean ARTMAP version provides more accurate and faster solutions, when compared to the fuzzy ARTMAP configuration. Three steps are necessary for the network working, training, analysis and continuous training. The training step requires much effort (processing) while the analysis is effectuated almost without computational effort. The proposed network allows approaching several topologies of the electric system at the same time; therefore it is an alternative for real time transient stability of electric power systems. To illustrate the proposed neural network an application is presented for a multi-machine electric power systems composed of 10 synchronous machines, 45 buses and 73 transmission lines. (C) 2010 Elsevier B.V. All rights reserved.