945 resultados para mean field independent component analysis


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We formally compare fundamental factor and latent factor approaches to oil price modelling. Fundamental modelling has a long history in seeking to understand oil price movements, while latent factor modelling has a more recent and limited history, but has gained popularity in other financial markets. The two approaches, though competing, have not formally been compared as to effectiveness. For a range of short- medium- and long-dated WTI oil futures we test a recently proposed five-factor fundamental model and a Principal Component Analysis latent factor model. Our findings demonstrate that there is no discernible difference between the two techniques in a dynamic setting. We conclude that this infers some advantages in adopting the latent factor approach due to the difficulty in determining a well specified fundamental model.

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A field experiment was conducted on a real continuous steel Gerber-truss bridge with artificial damage applied. This article summarizes the results of the experiment for bridge damage detection utilizing traffic-induced vibrations. It investigates the sensitivities of a number of quantities to bridge damage including the identified modal parameters and their statistical patterns, Nair’s damage indicator and its statistical pattern and different sets of measurement points. The modal parameters are identified by autoregressive time-series models. The decision on bridge health condition is made and the sensitivity of variables is evaluated with the aid of the Mahalanobis–Taguchi system, a multivariate pattern recognition tool. Several observations are made as follows. For the modal parameters, although bridge damage detection can be achieved by performing Mahalanobis–Taguchi system on certain modal parameters of certain sets of measurement points, difficulties were faced in subjective selection of meaningful bridge modes and low sensitivity of the statistical pattern of the modal parameters to damage. For Nair’s damage indicator, bridge damage detection could be achieved by performing Mahalanobis–Taguchi system on Nair’s damage indicators of most sets of measurement points. As a damage indicator, Nair’s damage indicator was superior to the modal parameters. Three main advantages were observed: it does not require any subjective decision in calculating Nair’s damage indicator, thus potential human errors can be prevented and an automatic detection task can be achieved; its statistical pattern has high sensitivity to damage and, finally, it is flexible regarding the choice of sets of measurement points.

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Inverse analysis for reactive transport of chlorides through concrete in the presence of electric field is presented. The model is solved using MATLAB’s built-in solvers “pdepe.m” and “ode15s.m”. The results from the model are compared with experimental measurements from accelerated migration test and a function representing the lack of fit is formed. This function is optimised with respect to varying amount of key parameters defining the model. Levenberg-Marquardt trust-region optimisation approach is employed. The paper presents a method by which the degree of inter-dependency between parameters and sensitivity (significance) of each parameter towards model predictions can be studied on models with or without clearly defined governing equations. Eigen value analysis of the Hessian matrix was employed to investigate and avoid over-parametrisation in inverse analysis. We investigated simultaneous fitting of parameters for diffusivity, chloride binding as defined by Freundlich isotherm (thermodynamic) and binding rate (kinetic parameter). Fitting of more than 2 parameters, simultaneously, demonstrates a high degree of parameter inter-dependency. This finding is significant as mathematical models for representing chloride transport rely on several parameters for each mode of transport (i.e., diffusivity, binding, etc.), which combined may lead to unreliable simultaneous estimation of parameters.

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Hyperspectral instruments have been incorporated in satellite missions, providing data of high spectral resolution of the Earth. This data can be used in remote sensing applications, such as, target detection, hazard prevention, and monitoring oil spills, among others. In most of these applications, one of the requirements of paramount importance is the ability to give real-time or near real-time response. Recently, onboard processing systems have emerged, in order to overcome the huge amount of data to transfer from the satellite to the ground station, and thus, avoiding delays between hyperspectral image acquisition and its interpretation. For this purpose, compact reconfigurable hardware modules, such as field programmable gate arrays (FPGAs) are widely used. This paper proposes a parallel FPGA-based architecture for endmember’s signature extraction. This method based on the Vertex Component Analysis (VCA) has several advantages, namely it is unsupervised, fully automatic, and it works without dimensionality reduction (DR) pre-processing step. The architecture has been designed for a low cost Xilinx Zynq board with a Zynq-7020 SoC FPGA based on the Artix-7 FPGA programmable logic and tested using real hyperspectral data sets collected by the NASA’s Airborne Visible Infra-Red Imaging Spectrometer (AVIRIS) over the Cuprite mining district in Nevada. Experimental results indicate that the proposed implementation can achieve real-time processing, while maintaining the methods accuracy, which indicate the potential of the proposed platform to implement high-performance, low cost embedded systems, opening new perspectives for onboard hyperspectral image processing.

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This paper describes a new 2D model for the photospheric evolution of the magnetic carpet. It is the first in a series of papers working towards constructing a realistic 3D non-potential model for the interaction of small-scale solar magnetic fields. In the model, the basic evolution of the magnetic elements is governed by a supergranular flow profile. In addition, magnetic elements may evolve through the processes of emergence, cancellation, coalescence and fragmentation. Model parameters for the emergence of bipoles are based upon the results of observational studies. Using this model, several simulations are considered, where the range of flux with which bipoles may emerge is varied. In all cases the model quickly reaches a steady state where the rates of emergence and cancellation balance. Analysis of the resulting magnetic field shows that we reproduce observed quantities such as the flux distribution, mean field, cancellation rates, photospheric recycle time and a magnetic network. As expected, the simulation matches observations more closely when a larger, and consequently more realistic, range of emerging flux values is allowed (4×1016 - 1019 Mx). The model best reproduces the current observed properties of the magnetic carpet when we take the minimum absolute flux for emerging bipoles to be 4×1016 Mx. In future, this 2D model will be used as an evolving photospheric boundary condition for 3D non-potential modeling.

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We present a new model for the Sun's global photospheric magnetic field during a deep minimum of activity, in which no active regions emerge. The emergence and subsequent evolution of small- scale magnetic features across the full solar surface is simulated, subject to the influence of a global supergranular flow pattern. Visually, the resulting simulated magnetograms reproduce the typical structure and scale observed in quiet Sun magnetograms. Quantitatively, the simulation quickly reaches a steady state, resulting in a mean field and flux distribution that are in good agreement with those determined from observations. A potential coronal magnetic field is extrapolated from the simulated full Sun magnetograms, to consider the implications of such a quiet photospheric magnetic field on the corona and inner heliosphere. The bulk of the coronal magnetic field closes very low down, in short connections between small-scale features in the simulated magnetic network. Just 0.1% of the photospheric magnetic flux is found to be open at 2:5 Rʘ, around 10 - 100 times less than that determined for typical HMI synoptic map observations. If such conditions were to exist on the Sun, this would lead to a significantly weaker interplanetary magnetic field than is presently observed, and hence a much higher cosmic ray flux at Earth.

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Microsecond long Molecular Dynamics (MD) trajectories of biomolecular processes are now possible due to advances in computer technology. Soon, trajectories long enough to probe dynamics over many milliseconds will become available. Since these timescales match the physiological timescales over which many small proteins fold, all atom MD simulations of protein folding are now becoming popular. To distill features of such large folding trajectories, we must develop methods that can both compress trajectory data to enable visualization, and that can yield themselves to further analysis, such as the finding of collective coordinates and reduction of the dynamics. Conventionally, clustering has been the most popular MD trajectory analysis technique, followed by principal component analysis (PCA). Simple clustering used in MD trajectory analysis suffers from various serious drawbacks, namely, (i) it is not data driven, (ii) it is unstable to noise and change in cutoff parameters, and (iii) since it does not take into account interrelationships amongst data points, the separation of data into clusters can often be artificial. Usually, partitions generated by clustering techniques are validated visually, but such validation is not possible for MD trajectories of protein folding, as the underlying structural transitions are not well understood. Rigorous cluster validation techniques may be adapted, but it is more crucial to reduce the dimensions in which MD trajectories reside, while still preserving their salient features. PCA has often been used for dimension reduction and while it is computationally inexpensive, being a linear method, it does not achieve good data compression. In this thesis, I propose a different method, a nonmetric multidimensional scaling (nMDS) technique, which achieves superior data compression by virtue of being nonlinear, and also provides a clear insight into the structural processes underlying MD trajectories. I illustrate the capabilities of nMDS by analyzing three complete villin headpiece folding and six norleucine mutant (NLE) folding trajectories simulated by Freddolino and Schulten [1]. Using these trajectories, I make comparisons between nMDS, PCA and clustering to demonstrate the superiority of nMDS. The three villin headpiece trajectories showed great structural heterogeneity. Apart from a few trivial features like early formation of secondary structure, no commonalities between trajectories were found. There were no units of residues or atoms found moving in concert across the trajectories. A flipping transition, corresponding to the flipping of helix 1 relative to the plane formed by helices 2 and 3 was observed towards the end of the folding process in all trajectories, when nearly all native contacts had been formed. However, the transition occurred through a different series of steps in all trajectories, indicating that it may not be a common transition in villin folding. The trajectories showed competition between local structure formation/hydrophobic collapse and global structure formation in all trajectories. Our analysis on the NLE trajectories confirms the notion that a tight hydrophobic core inhibits correct 3-D rearrangement. Only one of the six NLE trajectories folded, and it showed no flipping transition. All the other trajectories get trapped in hydrophobically collapsed states. The NLE residues were found to be buried deeply into the core, compared to the corresponding lysines in the villin headpiece, thereby making the core tighter and harder to undo for 3-D rearrangement. Our results suggest that the NLE may not be a fast folder as experiments suggest. The tightness of the hydrophobic core may be a very important factor in the folding of larger proteins. It is likely that chaperones like GroEL act to undo the tight hydrophobic core of proteins, after most secondary structure elements have been formed, so that global rearrangement is easier. I conclude by presenting facts about chaperone-protein complexes and propose further directions for the study of protein folding.

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This study aimed to evaluate the population ecology of Hydrochoerus hydrochaeris (Linnaeus, 1766) in two urban areas in the north of Paraná, an open and other protected by assessing the effects of these two different types of environments on the structure and dynamics of the population and its implications for conservation of the species. The monitoring of the populations were performed monthly between June 2014 and March 2015 in Jaboti Lake Park (Apucarana / PR) and Conservation Unit Parque Arthur Thomas (Londrina / PR). To conduct the survey population data was used the methodology of total census (direct counting of individuals).They were evaluated ecological parameters of the populations of capybaras, such as ecological density, abundance, age distribution and birth rate, as well as performed the analysis of the landscape. It was applied to analysis of variance (ANOVA) to test the differences between the averages of the abundance of each age group per year of observation, as well as the differences between the average ecological density over the years of observation. The standard relationship between the use of classes and land use in the landscape and the ecological parameters of the capybara populations was evaluated by Principal Component Analysis (PCA). The trend of variation of average abundance over time to Thomas Arthur Park revealed abrupt decrease of the population in a short period of time (2014 16 ± 9, 14 ± 1 and 2015 7±1) as well as ecological density in 2015 (0.05 ind./ha). On the other hand, the Jaboti Lake Park, showed an increase in absolute abundance, with marked recovery of the population in the same period (2014 38±8,30 and 2015 45±1,73) and coming up with an ecological density in 2015 (2 ind ./ha). The birth rate found Lake Park Jaboti was superior to Arthur Thomas Park, which had a negative rate between 2012 and 2015. The use and land cover analysis showed significant differences from the point of view of the relative contribution of landscape elements in the spatial heterogeneity. Arthur Thomas Park shows areas of dense vegetation and urban areas relatively higher than those observed in Jaboti Lake Park that revealed relatively higher proportions of the areas of agriculture / field and exposed soil. Thus, the present study revealed that the local population structure is directly related to the spatial characteristics of both studied landscapes, as can be seen by the greater abundance and density seen in Jaboti Lake Park compared to Arthur Thomas Park in recent years of study.

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A systematic diagrammatic expansion for Gutzwiller wavefunctions (DE-GWFs) proposed very recently is used for the description of the superconducting (SC) ground state in the two-dimensional square-lattice t-J model with the hopping electron amplitudes t (and t') between nearest (and next-nearest) neighbors. For the example of the SC state analysis we provide a detailed comparison of the method's results with those of other approaches. Namely, (i) the truncated DE-GWF method reproduces the variational Monte Carlo (VMC) results and (ii) in the lowest (zeroth) order of the expansion the method can reproduce the analytical results of the standard Gutzwiller approximation (GA), as well as of the recently proposed 'grand-canonical Gutzwiller approximation' (called either GCGA or SGA). We obtain important features of the SC state. First, the SC gap at the Fermi surface resembles a d(x2-y2) wave only for optimally and overdoped systems, being diminished in the antinodal regions for the underdoped case in a qualitative agreement with experiment. Corrections to the gap structure are shown to arise from the longer range of the real-space pairing. Second, the nodal Fermi velocity is almost constant as a function of doping and agrees semi-quantitatively with experimental results. Third, we compare the

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A detailed non-equilibrium state diagram of shape-anisotropic particle fluids is constructed. The effects of particle shape are explored using Naive Mode Coupling Theory (NMCT), and a single particle Non-linear Langevin Equation (NLE) theory. The dynamical behavior of non-ergodic fluids are discussed. We employ a rotationally frozen approach to NMCT in order to determine a transition to center of mass (translational) localization. Both ideal and kinetic glass transitions are found to be highly shape dependent, and uniformly increase with particle dimensionality. The glass transition volume fraction of quasi 1- and 2- dimensional particles fall monotonically with the number of sites (aspect ratio), while 3-dimensional particles display a non-monotonic dependence of glassy vitrification on the number of sites. Introducing interparticle attractions results in a far more complex state diagram. The ideal non-ergodic boundary shows a glass-fluid-gel re-entrance previously predicted for spherical particle fluids. The non-ergodic region of the state diagram presents qualitatively different dynamics in different regimes. They are qualified by the different behaviors of the NLE dynamic free energy. The caging dominated, repulsive glass regime is characterized by long localization lengths and barrier locations, dictated by repulsive hard core interactions, while the bonding dominated gel region has short localization lengths (commensurate with the attraction range), and barrier locations. There exists a small region of the state diagram which is qualified by both glassy and gel localization lengths in the dynamic free energy. A much larger (high volume fraction, and high attraction strength) region of phase space is characterized by short gel-like localization lengths, and long barrier locations. The region is called the attractive glass and represents a 2-step relaxation process whereby a particle first breaks attractive physical bonds, and then escapes its topological cage. The dynamic fragility of fluids are highly particle shape dependent. It increases with particle dimensionality and falls with aspect ratio for quasi 1- and 2- dimentional particles. An ultralocal limit analysis of the NLE theory predicts universalities in the behavior of relaxation times, and elastic moduli. The equlibrium phase diagram of chemically anisotropic Janus spheres and Janus rods are calculated employing a mean field Random Phase Approximation. The calculations for Janus rods are corroborated by the full liquid state Reference Interaction Site Model theory. The Janus particles consist of attractive and repulsive regions. Both rods and spheres display rich phase behavior. The phase diagrams of these systems display fluid, macrophase separated, attraction driven microphase separated, repulsion driven microphase separated and crystalline regimes. Macrophase separation is predicted in highly attractive low volume fraction systems. Attraction driven microphase separation is charaterized by long length scale divergences, where the ordering length scale determines the microphase ordered structures. The ordering length scale of repulsion driven microphase separation is determined by the repulsive range. At the high volume fractions, particles forgo the enthalpic considerations of attractions and repulsions to satisfy hard core constraints and maximize vibrational entropy. This results in site length scale ordering in rods, and the sphere length scale ordering in Janus spheres, i.e., crystallization. A change in the Janus balance of both rods and spheres results in quantitative changes in spinodal temperatures and the position of phase boundaries. However, a change in the block sequence of Janus rods causes qualitative changes in the type of microphase ordered state, and induces prominent features (such as the Lifshitz point) in the phase diagrams of these systems. A detailed study of the number of nearest neighbors in Janus rod systems reflect a deep connection between this local measure of structure, and the structure factor which represents the most global measure of order.

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Introduction Prediction of soft tissue changes following orthognathic surgery has been frequently attempted in the past decades. It has gradually progressed from the classic “cut and paste” of photographs to the computer assisted 2D surgical prediction planning; and finally, comprehensive 3D surgical planning was introduced to help surgeons and patients to decide on the magnitude and direction of surgical movements as well as the type of surgery to be considered for the correction of facial dysmorphology. A wealth of experience was gained and numerous published literature is available which has augmented the knowledge of facial soft tissue behaviour and helped to improve the ability to closely simulate facial changes following orthognathic surgery. This was particularly noticed following the introduction of the three dimensional imaging into the medical research and clinical applications. Several approaches have been considered to mathematically predict soft tissue changes in three dimensions, following orthognathic surgery. The most common are the Finite element model and Mass tensor Model. These were developed into software packages which are currently used in clinical practice. In general, these methods produce an acceptable level of prediction accuracy of soft tissue changes following orthognathic surgery. Studies, however, have shown a limited prediction accuracy at specific regions of the face, in particular the areas around the lips. Aims The aim of this project is to conduct a comprehensive assessment of hard and soft tissue changes following orthognathic surgery and introduce a new method for prediction of facial soft tissue changes.   Methodology The study was carried out on the pre- and post-operative CBCT images of 100 patients who received their orthognathic surgery treatment at Glasgow dental hospital and school, Glasgow, UK. Three groups of patients were included in the analysis; patients who underwent Le Fort I maxillary advancement surgery; bilateral sagittal split mandibular advancement surgery or bimaxillary advancement surgery. A generic facial mesh was used to standardise the information obtained from individual patient’s facial image and Principal component analysis (PCA) was applied to interpolate the correlations between the skeletal surgical displacement and the resultant soft tissue changes. The identified relationship between hard tissue and soft tissue was then applied on a new set of preoperative 3D facial images and the predicted results were compared to the actual surgical changes measured from their post-operative 3D facial images. A set of validation studies was conducted. To include: • Comparison between voxel based registration and surface registration to analyse changes following orthognathic surgery. The results showed there was no statistically significant difference between the two methods. Voxel based registration, however, showed more reliability as it preserved the link between the soft tissue and skeletal structures of the face during the image registration process. Accordingly, voxel based registration was the method of choice for superimposition of the pre- and post-operative images. The result of this study was published in a refereed journal. • Direct DICOM slice landmarking; a novel technique to quantify the direction and magnitude of skeletal surgical movements. This method represents a new approach to quantify maxillary and mandibular surgical displacement in three dimensions. The technique includes measuring the distance of corresponding landmarks digitized directly on DICOM image slices in relation to three dimensional reference planes. The accuracy of the measurements was assessed against a set of “gold standard” measurements extracted from simulated model surgery. The results confirmed the accuracy of the method within 0.34mm. Therefore, the method was applied in this study. The results of this validation were published in a peer refereed journal. • The use of a generic mesh to assess soft tissue changes using stereophotogrammetry. The generic facial mesh played a major role in the soft tissue dense correspondence analysis. The conformed generic mesh represented the geometrical information of the individual’s facial mesh on which it was conformed (elastically deformed). Therefore, the accuracy of generic mesh conformation is essential to guarantee an accurate replica of the individual facial characteristics. The results showed an acceptable overall mean error of the conformation of generic mesh 1 mm. The results of this study were accepted for publication in peer refereed scientific journal. Skeletal tissue analysis was performed using the validated “Direct DICOM slices landmarking method” while soft tissue analysis was performed using Dense correspondence analysis. The analysis of soft tissue was novel and produced a comprehensive description of facial changes in response to orthognathic surgery. The results were accepted for publication in a refereed scientific Journal. The main soft tissue changes associated with Le Fort I were advancement at the midface region combined with widening of the paranasal, upper lip and nostrils. Minor changes were noticed at the tip of the nose and oral commissures. The main soft tissue changes associated with mandibular advancement surgery were advancement and downward displacement of the chin and lower lip regions, limited widening of the lower lip and slight reversion of the lower lip vermilion combined with minimal backward displacement of the upper lip were recorded. Minimal changes were observed on the oral commissures. The main soft tissue changes associated with bimaxillary advancement surgery were generalized advancement of the middle and lower thirds of the face combined with widening of the paranasal, upper lip and nostrils regions. In Le Fort I cases, the correlation between the changes of the facial soft tissue and the skeletal surgical movements was assessed using PCA. A statistical method known as ’Leave one out cross validation’ was applied on the 30 cases which had Le Fort I osteotomy surgical procedure to effectively utilize the data for the prediction algorithm. The prediction accuracy of soft tissue changes showed a mean error ranging between (0.0006mm±0.582) at the nose region to (-0.0316mm±2.1996) at the various facial regions.

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Trabalho de projeto apresentado à Escola Superior de Educação de Paula Frassinetti para obtenção do grau de Mestre em Ciências da Educação Especialização em Supervisão Pedagógica

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Personality traits have been studied for some decades in fish species. Yet, most often, studies focused on juveniles or adults. Thus, very few studies tried to demonstrate that traits could also be found in fish larvae. In this study, we aimed at identifying personality traits in Northern pike (Exos lucius) larvae. Twenty first-feeding larvae aged 21 days post hatch (16.1 +/− 0.4 mm in total length, mean +/− SD) were used to establish personality traits with two tests: a maze and a novel object. These tests are generally used for evaluating the activity and exploration of specimens as well as their activity and boldness, respectively. The same Northern pike twenty larvae were challenged in the two tests. Their performances were measured by their activity, their exploratory behaviour and the time spent in the different arms of the maze or near the novel object. Then, we used principal component analysis (PCA) and a hierarchical ascendant classification (HAC) for analysis of each data set separately. Finally, we used PCA reduction for the maze test data to analyse the relationship between a synthetic behavioural index (PCA1) and morphometric variables. Within each test, larvae could be divided in two sub groups, which exhibited different behavioural traits, qualified as bold (n = 7 for the maze test and n = 13 for the novel object test) or shy (n = 9 for the maze test and n = 11 for the novel object test). Nevertheless, in both tests, there was a continuum of boldness/shyness. Besides, some larvae were classified differently between the two tests but 40 % of the larvae showed cross context consistency and could be qualified as bold and/or proactive individuals. This study showed that it is possible to identify personality traits of very young fish larvae of a freshwater fish species.

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The question of why most health policies do not achieve their intended results continues to receive a considerable attention in the literature. This is in the light of the recognized gap between policy as intent and policy as practice, which calls for substantial research work to understand the factors that improve policy implementation. Although there is substantial work that explains the reasons why policies achieve or fail to achieve their intended outcomes, there are limited case studies that illustrate how to analyze policies from the methodological perspective. In this article, we report and discuss how a mixed qualitative research method was applied for analyzing maternal and child health policies in Malawi. For the purposes of this article, we do not report research findings; instead we focus our dicussion on the methodology of the study and draw lessons for policy analysis research work. We base our disusssion on our experiences from a study in which we analyzed maternal and child health policies in Malawi over the period from 1964 to 2008. Noting the multifaceted nature of maternal and child health policies, we adopted a mixed qualitative research method, whereby a number of data collection methods were employed. This approach allowed for the capturing of different perspectives of maternal and child health policies in Malawi and for strengthening of the weaknesses of each method, especially in terms of data validity. This research suggested that the multidimensional nature of maternal and child health policies, like other health policies, calls for a combination of research designs as well as a variety of methods of data collection and analysis. In addition, we suggest that, as an emerging research field, health policy analysis will benefit more from case study designs because they provide rich experiences in the actual policy context.

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Esta pesquisa analisou as oportunidades das mulheres em termos de igualdade na ocupação de cargos de alta chefia na Câmara dos Deputados. A pesquisa de campo foi realizada entre novembro de 2005 e janeiro de 2006 e a amostra abrangeu 1.320 participantes. A Escala de Percepção de Igualdade de Oportunidades entre Mulheres e Homens foi aplicada para analisar a atitude dos servidores quanto a possibilidades e limites de ascensão da mulher na estrutura de cargos da organização. A escala constava de 34 itens, com respostas tipo Likert, e 6 itens sobre dados demográficos. A coleta de dados foi feita pela rede interna de computadores da Câmara dos Deputados, através de e-mail enviado aos 3.597 servidores do quadro efetivo. Os dados foram submetidos à análise dos componentes principais (ACP), rotação promax, com resultados meritórios (KMO = 86,0; Bartlett: 14894,879), para 4 fatores. Observaram-se diferenças entre mulheres e homens quanto aos escores obtidos. As oportunidades de ocupar cargo de alta chefia são menores para elas do que para eles. Há mais gerentes do sexo masculino, e os servidores, especialmente as mulheres que não ocupam posto de chefia, percebem que não há igualdade de oportunidades entre funcionários de ambos os sexos. ___________________________________________________________________________ ABSTRACT