U-curve: A branch-and-bound optimization algorithm for U-shaped cost functions on Boolean lattices applied to the feature selection problem

This paper presents the formulation of a combinatorial optimization problem with the following characteristics: (i) the search space is the power set of a finite set structured as a Boolean lattice; (ii) the cost function forms a U-shaped curve when applied to any lattice chain. This formulation applies for feature selection in the context of pattern recognition. The known approaches for this problem are branch-and-bound algorithms and heuristics that explore partially the search space. Branch-and-bound algorithms are equivalent to the full search, while heuristics are not. This paper presents a branch-and-bound algorithm that differs from the others known by exploring the lattice structure and the U-shaped chain curves of the search space. The main contribution of this paper is the architecture of this algorithm that is based on the representation and exploration of the search space by new lattice properties proven here. Several experiments, with well known public data, indicate the superiority of the proposed method to the sequential floating forward selection (SFFS), which is a popular heuristic that gives good results in very short computational time. In all experiments, the proposed method got better or equal results in similar or even smaller computational time. (C) 2009 Elsevier Ltd. All rights reserved.

Reliability Nonparametric Bayesian Estimation in Parallel Systems

Relevant results for (sub-)distribution functions related to parallel systems are discussed. The reverse hazard rate is defined using the product integral. Consequently, the restriction of absolute continuity for the involved distributions can be relaxed. The only restriction is that the sets of discontinuity points of the parallel distributions have to be disjointed. Nonparametric Bayesian estimators of all survival (sub-)distribution functions are derived. Dual to the series systems that use minimum life times as observations, the parallel systems record the maximum life times. Dirichlet multivariate processes forming a class of prior distributions are considered for the nonparametric Bayesian estimation of the component distribution functions, and the system reliability. For illustration, two striking numerical examples are presented.

Reliability properties under a stopping time shift

Considering a series representation of a coherent system using a shift transform of the components lifetime T-i, at its critical level Y-i, we study two problems. First, under such a shift transform, we analyse the preservation properties of the non-parametric distribution classes and secondly the association preserving property of the components lifetime under such transformations. (c) 2007 Elsevier B.V. All rights reserved.

Production and Delivery (Optimization of production system and reliability)

This thesis is done to solve two issues for Sayid Paper Mill Ltd Pakistan. Section one deals with a practical problem arise in SPM that is cutting a given set of raw paper rolls of known length and width, and a set of product paper rolls of known length (equal to the length of raw paper rolls) and width, practical cutting constraints on a single cutting machine, according to demand orders for all customers. To solve this problem requires to determine an optimal cutting schedule to maximize the overall cutting process profitability while satisfying all demands and cutting constraints. The aim of this part of thesis is to develop a mathematical model which solves this problem.Second section deals with a problem of delivering final product from warehouse to different destinations by finding shortest paths. It is an operational routing problem to decide the daily routes for sending trucks to different destination to deliver their final product. This industrial problem is difficult and includes aspect such as delivery to a single destination and multiple destinations with limited resources. The aim of this part of thesis is to develop a process which helps finding shortest path.

INVENTORY CONTROL SYSTEM : Optimization of production system and reliability

The main idea of this research to solve the problem of inventory management for the paper industry SPM PVT limited. The aim of this research was to find a methodology by which the inventory of raw material could be kept at minimum level by means of buffer stock level.The main objective then lies in finding the minimum level of buffer stock according to daily consumption of raw material, finding the Economic Order Quantity (EOQ) reorders point and how much order will be placed in a year to control the shortage of raw material.In this project, we discuss continuous review model (Deterministic EOQ models) that includes the probabilistic demand directly in the formulation. According to the formula, we see the reorder point and the order up to model. The problem was tackled mathematically as well as simulation modeling was used where mathematically tractable solution was not possible.The simulation modeling was done by Awesim software for developing the simulation network. This simulation network has the ability to predict the buffer stock level based on variable consumption of raw material and lead-time. The data collection for this simulation network is taken from the industrial engineering personnel and the departmental studies of the concerned factory. At the end, we find the optimum level of order quantity, reorder point and order days.

Reliability of GPS based traffic data: an experimental evaluation

GPS tracking of mobile objects provides spatial and temporal data for a broad range of applications including traffic management and control, transportation routing and planning. Previous transport research has focused on GPS tracking data as an appealing alternative to travel diaries. Moreover, the GPS based data are gradually becoming a cornerstone for real-time traffic management. Tracking data of vehicles from GPS devices are however susceptible to measurement errors – a neglected issue in transport research. By conducting a randomized experiment, we assess the reliability of GPS based traffic data on geographical position, velocity, and altitude for three types of vehicles; bike, car, and bus. We find the geographical positioning reliable, but with an error greater than postulated by the manufacturer and a non-negligible risk for aberrant positioning. Velocity is slightly underestimated, whereas altitude measurements are unreliable.

Automatic spiral analysis for objective assessment of motor symptoms in Parkinson's disease

A challenge for the clinical management of advanced Parkinson’s disease (PD) patients is the emergence of fluctuations in motor performance, which represents a significant source of disability during activities of daily living of the patients. There is a lack of objective measurement of treatment effects for in-clinic and at-home use that can provide an overview of the treatment response. The objective of this paper was to develop a method for objective quantification of advanced PD motor symptoms related to off episodes and peak dose dyskinesia, using spiral data gathered by a touch screen telemetry device. More specifically, the aim was to objectively characterize motor symptoms (bradykinesia and dyskinesia), to help in automating the process of visual interpretation of movement anomalies in spirals as rated by movement disorder specialists. Digitized upper limb movement data of 65 advanced PD patients and 10 healthy (HE) subjects were recorded as they performed spiral drawing tasks on a touch screen device in their home environment settings. Several spatiotemporal features were extracted from the time series and used as inputs to machine learning methods. The methods were validated against ratings on animated spirals scored by four movement disorder specialists who visually assessed a set of kinematic features and the motor symptom. The ability of the method to discriminate between PD patients and HE subjects and the test-retest reliability of the computed scores were also evaluated. Computed scores correlated well with mean visual ratings of individual kinematic features. The best performing classifier (Multilayer Perceptron) classified the motor symptom (bradykinesia or dyskinesia) with an accuracy of 84% and area under the receiver operating characteristics curve of 0.86 in relation to visual classifications of the raters. In addition, the method provided high discriminating power when distinguishing between PD patients and HE subjects as well as had good test-retest reliability. This study demonstrated the potential of using digital spiral analysis for objective quantification of PD-specific and/or treatment-induced motor symptoms.

Optimization of cable cycles : a trade-off between reliability and cost

This paper elaborates the routing of cable cycle through available routes in a building in order to link a set of devices, in a most reasonable way. Despite of the similarities to other NP-hard routing problems, the only goal is not only to minimize the cost (length of the cycle) but also to increase the reliability of the path (in case of a cable cut) which is assessed by a risk factor. Since there is often a trade-off between the risk and length factors, a criterion for ranking candidates and deciding the most reasonable solution is defined. A set of techniques is proposed to perform an efficient and exact search among candidates. A novel graph is introduced to reduce the search-space, and navigate the search toward feasible and desirable solutions. Moreover, admissible heuristic length estimation helps to early detection of partial cycles which lead to unreasonable solutions. The results show that the method provides solutions which are both technically and financially reasonable. Furthermore, it is proved that the proposed techniques are very efficient in reducing the computational time of the search to a reasonable amount.

Emerging markets yield curve dynamics

This work extendes Diebold, Li and Yueís (2006) about global yield curve and proposes to extend the study by including emerging countries. The perception of emerging market su§ers ináuence of external factors or global factors, is the main argument of this work. We expect to obtain stylized facts.that obey similar pattern found by those authors. The results indicate the existence of global level and global slope factors. These factors represent an important fraction in the bond yield determination and show a decreasing trend of the global level factor low ináuence of global slope factor in these countries when they are compared with developed countries. Keywords: Kalman Filter, Emerging Markets, Yield Curve, and Bond.

A structuralist Philips curve

This paper presents a structuralist model of the Philips curve and applies it to the US and Brazilian economies. The theoretical model starts from a simple markup rule to build a Philips curve based on the assumptions that firms have a desired rate of profit and wokers have a target real wage. Inflation expectations are modeled in terms of current inflation and the governments’ target, and the model shows that relative prices can have both a short-run and long-run influence on inflation. When applied to the US, the structuralist Philips curve results in a nonlinear model in which there are two steady states for inflation, and where the wageshare of income becomes the main instrument to drive inflation to the governments’ target. When applied to Brazil, the structuralist Philips curve reveals a nonlinear relationship between long-run inflation and the real exchange rate, so that the same inflation target can be consistent with more than one value of the exchange rate. The main conclusion of the paper is that a structuralist specification of the Philips curve is a useful instrument to model many macroeconomic topics as well as alternative theoretical closures.

Avaliação de um método de cromatografia em fase gasosa head space e estudo da estabilidade do etanol em amostras de sangue

The ethanol is the most overused psychoactive drug over the world; this fact makes it one of the main substances required in toxicological exams nowadays. The development of an analytical method, adaptation or implementation of a method known, involves a process of validation that estimates its efficiency in the laboratory routine and credibility of the method. The stability is defined as the ability of the sample of material to keep the initial value of a quantitative measure for a defined period within specific limits when stored under defined conditions. This study aimed to evaluate the method of Gas chromatography and study the stability of ethanol in blood samples, considering the variables time and temperature of storage, and the presence of preservative and, with that check if the conditions of conservation and storage used in this study maintain the quality of the sample and preserve the originally amount of analyte present. Blood samples were collected from 10 volunteers to evaluate the method and to study the stability of ethanol. For the evaluation of the method, part of the samples was added to known concentrations of ethanol. In the study of stability, the other side of the pool of blood was placed in two containers: one containing the preservative sodium fluoride 1% and the anticoagulant heparin and the other only heparin, was added ethanol at a concentration of 0.6 g/L, fractionated in two bottles, one being stored at 4ºC (refrigerator) and another at -20ºC (freezer), the tests were performed on the same day (time zero) and after 1, 3, 7, 14, 30 and 60 days of storage. The assessment found the difference in results during storage in relation to time zero. It used the technique of headspace associated with gas chromatography with the FID and capillary column with stationary phase of polyethylene. The best analysis of chromatographic conditions were: temperature of 50ºC (column), 150ºC (jet) and 250ºC (detector), with retention time for ethanol from 9.107 ± 0.026 and the tercbutanol (internal standard) of 8.170 ± 0.081 minutes, the ethanol being separated properly from acetaldehyde, acetone, methanol and 2-propanol, which are potential interfering in the determination of ethanol. The technique showed linearity in the concentration range of 0.01 and 3.2 g/L (0.8051 x + y = 0.6196; r2 = 0.999). The calibration curve showed the following equation of the line: y = x 0.7542 + 0.6545, with a linear correlation coefficient equal to 0.996. The average recovery was 100.2%, the coefficients of variation of accuracy and inter intra test showed values of up to 7.3%, the limit of detection and quantification was 0.01 g/L and showed coefficient of variation within the allowed. The analytical method evaluated in this study proved to be fast, efficient and practical, given the objective of this work satisfactorily. The study of stability has less than 20% difference in the response obtained under the conditions of storage and stipulated period, compared with the response obtained at time zero and at the significance level of 5%, no statistical difference in the concentration of ethanol was observed between analysis. The results reinforce the reliability of the method of gas chromatography and blood samples in search of ethanol, either in the toxicological, forensic, social or clinic

Egg production curve fitting using nonlinear models for selected and nonselected lines of White Leghorn hens

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