Computational tools for comparing asymmetric GARCH models via Bayes factors

In this paper we use Markov chain Monte Carlo (MCMC) methods in order to estimate and compare GARCH models from a Bayesian perspective. We allow for possibly heavy tailed and asymmetric distributions in the error term. We use a general method proposed in the literature to introduce skewness into a continuous unimodal and symmetric distribution. For each model we compute an approximation to the marginal likelihood, based on the MCMC output. From these approximations we compute Bayes factors and posterior model probabilities. (C) 2012 IMACS. Published by Elsevier B.V. All rights reserved.

A novel self consistent calculation approach for the capacitance-voltage characteristics of semiconductor quantum wire transistors based on a split-gate configuration

Purpose - The purpose of this paper is to develop an efficient numerical algorithm for the self-consistent solution of Schrodinger and Poisson equations in one-dimensional systems. The goal is to compute the charge-control and capacitance-voltage characteristics of quantum wire transistors. Design/methodology/approach - The paper presents a numerical formulation employing a non-uniform finite difference discretization scheme, in which the wavefunctions and electronic energy levels are obtained by solving the Schrodinger equation through the split-operator method while a relaxation method in the FTCS scheme ("Forward Time Centered Space") is used to solve the two-dimensional Poisson equation. Findings - The numerical model is validated by taking previously published results as a benchmark and then applying them to yield the charge-control characteristics and the capacitance-voltage relationship for a split-gate quantum wire device. Originality/value - The paper helps to fulfill the need for C-V models of quantum wire device. To do so, the authors implemented a straightforward calculation method for the two-dimensional electronic carrier density n(x,y). The formulation reduces the computational procedure to a much simpler problem, similar to the one-dimensional quantization case, significantly diminishing running time.

Introduction to the Software-defined Radio Approach

Telecommunications have been in constant evolution during past decades. Among the technological innovations, the use of digital technologies is very relevant. Digital communication systems have proven their efficiency and brought a new element in the chain of signal transmitting and receiving, the digital processor. This device offers to new radio equipments the flexibility of a programmable system. Nowadays, the behavior of a communication system can be modified by simply changing its software. This gave rising to a new radio model called Software Defined Radio (or Software-Defined Radio - SDR). In this new model, one moves to the software the task to set radio behavior, leaving to hardware only the implementation of RF front-end. Thus, the radio is no longer static, defined by their circuits and becomes a dynamic element, which may change their operating characteristics, such as bandwidth, modulation, coding rate, even modified during runtime according to software configuration. This article aims to present the use of GNU Radio software, an open-source solution for SDR specific applications, as a tool for development configurable digital radio.

Integrated pulp and paper mill planning and scheduling

This article describes a real-world production planning and scheduling problem occurring at an integrated pulp and paper mill (P&P) which manufactures paper for cardboard out of produced pulp. During the cooking of wood chips in the digester, two by-products are produced: the pulp itself (virgin fibers) and the waste stream known as black liquor. The former is then mixed with recycled fibers and processed in a paper machine. Here, due to significant sequence-dependent setups in paper type changeovers, sizing and sequencing of lots have to be made simultaneously in order to efficiently use capacity. The latter is converted into electrical energy using a set of evaporators, recovery boilers and counter-pressure turbines. The planning challenge is then to synchronize the material flow as it moves through the pulp and paper mills, and energy plant, maximizing customer demand (as backlogging is allowed), and minimizing operation costs. Due to the intensive capital feature of P&P, the output of the digester must be maximized. As the production bottleneck is not fixed, to tackle this problem we propose a new model that integrates the critical production units associated to the pulp and paper mills, and energy plant for the first time. Simple stochastic mixed integer programming based local search heuristics are developed to obtain good feasible solutions for the problem. The benefits of integrating the three stages are discussed. The proposed approaches are tested on real-world data. Our work may help P&P companies to increase their competitiveness and reactiveness in dealing with demand pattern oscillations. (C) 2012 Elsevier Ltd. All rights reserved.

Interactive quadrangulation with reeb atlases and connectivity textures

Creating high-quality quad meshes from triangulated surfaces is a highly nontrivial task that necessitates consideration of various application specific metrics of quality. In our work, we follow the premise that automatic reconstruction techniques may not generate outputs meeting all the subjective quality expectations of the user. Instead, we put the user at the center of the process by providing a flexible, interactive approach to quadrangulation design. By combining scalar field topology and combinatorial connectivity techniques, we present a new framework, following a coarse to fine design philosophy, which allows for explicit control of the subjective quality criteria on the output quad mesh, at interactive rates. Our quadrangulation framework uses the new notion of Reeb atlas editing, to define with a small amount of interactions a coarse quadrangulation of the model, capturing the main features of the shape, with user prescribed extraordinary vertices and alignment. Fine grain tuning is easily achieved with the notion of connectivity texturing, which allows for additional extraordinary vertices specification and explicit feature alignment, to capture the high-frequency geometries. Experiments demonstrate the interactivity and flexibility of our approach, as well as its ability to generate quad meshes of arbitrary resolution with high-quality statistics, while meeting the user's own subjective requirements.

A knapsack problem as a tool to solve the production planning problem in small foundries

According to recent research carried out in the foundry sector, one of the most important concerns of the industries is to improve their production planning. A foundry production plan involves two dependent stages: (1) determining the alloys to be merged and (2) determining the lots that will be produced. The purpose of this study is to draw up plans of minimum production cost for the lot-sizing problem for small foundries. As suggested in the literature, the proposed heuristic addresses the problem stages in a hierarchical way. Firstly, the alloys are determined and, subsequently, the items that are produced from them. In this study, a knapsack problem as a tool to determine the items to be produced from furnace loading was proposed. Moreover, we proposed a genetic algorithm to explore some possible sets of alloys and to determine the production planning for a small foundry. Our method attempts to overcome the difficulties in finding good production planning presented by the method proposed in the literature. The computational experiments show that the proposed methods presented better results than the literature. Furthermore, the proposed methods do not need commercial software, which is favorable for small foundries. (C) 2010 Elsevier Ltd. All rights reserved.

Upgrading of Transmission Lines in Areas of Severe Environmental Constraints

The need for increasing the loading capacity of transmission lines in a traditional way, by replacing or reinforcement of the structures and foundations on routes crossing areas considered of permanent environmental preservation, may require additional works that alter the environment. The present rigorous environmental legislation turns these changes and substitution unfeasible. One way to increase the capacity of these lines is the use of new conductor technology. The aim of this paper is to discuss the needs for upgrading a transmission line and minimize or eliminate the damage to the environment by using special conductors. Because the aluminum conductor composite reinforced technology is relatively new and considering the lack of information related to its effective performance in practical system, there is a need to verify the behavior of these conductors through monitoring procedures.

Automatic aspect discrimination in data clustering

The attributes describing a data set may often be arranged in meaningful subsets, each of which corresponds to a different aspect of the data. An unsupervised algorithm (SCAD) that simultaneously performs fuzzy clustering and aspects weighting was proposed in the literature. However, SCAD may fail and halt given certain conditions. To fix this problem, its steps are modified and then reordered to reduce the number of parameters required to be set by the user. In this paper we prove that each step of the resulting algorithm, named ASCAD, globally minimizes its cost-function with respect to the argument being optimized. The asymptotic analysis of ASCAD leads to a time complexity which is the same as that of fuzzy c-means. A hard version of the algorithm and a novel validity criterion that considers aspect weights in order to estimate the number of clusters are also described. The proposed method is assessed over several artificial and real data sets.

Maximum Series-Parallel Subgraph

Consider the NP-hard problem of, given a simple graph G, to find a series-parallel subgraph of G with the maximum number of edges. The algorithm that, given a connected graph G, outputs a spanning tree of G, is a 1/2-approximation. Indeed, if n is the number of vertices in G, any spanning tree in G has n-1 edges and any series-parallel graph on n vertices has at most 2n-3 edges. We present a 7/12 -approximation for this problem and results showing the limits of our approach.

Revisiting the Security of the ALRED Design and Two of Its Variants: Marvin and LetterSoup

The ALRED construction is a lightweight strategy for constructing message authentication algorithms from an underlying iterated block cipher. Even though this construction's original analyses show that it is secure against some attacks, the absence of formal security proofs in a strong security model still brings uncertainty on its robustness. In this paper, aiming to give a better understanding of the security level provided by different authentication algorithms based on this design strategy, we formally analyze two ALRED variants-the MARVIN message authentication code and the LETTERSOUP authenticated-encryption scheme,-bounding their security as a function of the attacker's resources and of the underlying cipher's characteristics.

Video Quality Assessments on Digital TV and Video Streaming Services Using Objective Metrics

There is a wide range of telecommunications services that transmit voice, video and data through complex transmission networks and in some cases, the service has not an acceptable quality level for the end user. In this sense the study of methods for assessing video quality and voice have a very important role. This paper presents a classification scheme, based on different criteria, of the methods and metrics that are being studied in recent years. This paper presents how the video quality is affected by degradation in the transmission channel in two kinds of services: Digital TV (ISDB-TB) due the fading in the air interface and video streaming service on an IP network due packet loss. For Digital TV tests was set up a scenario where the digital TV transmitter is connected to an RF channel emulator, where are inserted different fading models and at the end, the videos are saved in a mobile device. The tests of streaming video were performed in an isolated scenario of IP network, which are scheduled several network conditions, resulting in different qualities of video reception. The video quality assessment is performed using objective assessment methods: PSNR, SSIM and VQM. The results show how the losses in the transmission channel affects the quality of end-user experience on both services studied.

An integrated approach of software development and test processes to distributed teams

The Distributed Software Development (DSD) is a development strategy that meets the globalization needs concerned with the increase productivity and cost reduction. However, the temporal distance, geographical dispersion and the socio-cultural differences, increased some challenges and, especially, added new requirements related with the communication, coordination and control of projects. Among these new demands there is the necessity of a software process that provides adequate support to the distributed software development. This paper presents an integrated approach of software development and test that considers distributed teams peculiarities. The approach purpose is to offer support to DSD, providing a better project visibility, improving the communication between the development and test teams, minimizing the ambiguity and difficulty to understand the artifacts and activities. This integrated approach was conceived based on four pillars: (i) to identify the DSD peculiarities concerned with development and test processes, (ii) to define the necessary elements to compose the integrated approach of development and test to support the distributed teams, (iii) to describe and specify the workflows, artifacts, and roles of the approach, and (iv) to represent appropriately the approach to enable the effective communication and understanding of it.

Fuzzy Connectedness Image Segmentation in Graph Cut Formulation: A Linear-Time Algorithm and a Comparative Analysis

A deep theoretical analysis of the graph cut image segmentation framework presented in this paper simultaneously translates into important contributions in several directions. The most important practical contribution of this work is a full theoretical description, and implementation, of a novel powerful segmentation algorithm, GC(max). The output of GC(max) coincides with a version of a segmentation algorithm known as Iterative Relative Fuzzy Connectedness, IRFC. However, GC(max) is considerably faster than the classic IRFC algorithm, which we prove theoretically and show experimentally. Specifically, we prove that, in the worst case scenario, the GC(max) algorithm runs in linear time with respect to the variable M=|C|+|Z|, where |C| is the image scene size and |Z| is the size of the allowable range, Z, of the associated weight/affinity function. For most implementations, Z is identical to the set of allowable image intensity values, and its size can be treated as small with respect to |C|, meaning that O(M)=O(|C|). In such a situation, GC(max) runs in linear time with respect to the image size |C|. We show that the output of GC(max) constitutes a solution of a graph cut energy minimization problem, in which the energy is defined as the a"" (a) norm ayenF (P) ayen(a) of the map F (P) that associates, with every element e from the boundary of an object P, its weight w(e). This formulation brings IRFC algorithms to the realm of the graph cut energy minimizers, with energy functions ayenF (P) ayen (q) for qa[1,a]. Of these, the best known minimization problem is for the energy ayenF (P) ayen(1), which is solved by the classic min-cut/max-flow algorithm, referred to often as the Graph Cut algorithm. We notice that a minimization problem for ayenF (P) ayen (q) , qa[1,a), is identical to that for ayenF (P) ayen(1), when the original weight function w is replaced by w (q) . Thus, any algorithm GC(sum) solving the ayenF (P) ayen(1) minimization problem, solves also one for ayenF (P) ayen (q) with qa[1,a), so just two algorithms, GC(sum) and GC(max), are enough to solve all ayenF (P) ayen (q) -minimization problems. We also show that, for any fixed weight assignment, the solutions of the ayenF (P) ayen (q) -minimization problems converge to a solution of the ayenF (P) ayen(a)-minimization problem (ayenF (P) ayen(a)=lim (q -> a)ayenF (P) ayen (q) is not enough to deduce that). An experimental comparison of the performance of GC(max) and GC(sum) algorithms is included. This concentrates on comparing the actual (as opposed to provable worst scenario) algorithms' running time, as well as the influence of the choice of the seeds on the output.

Towards a hybrid approach for adapting web graphical user interfaces to heterogeneous devices using context

Ubiquitous Computing promises seamless access to a wide range of applications and Internet based services from anywhere, at anytime, and using any device. In this scenario, new challenges for the practice of software development arise: Applications and services must keep a coherent behavior, a proper appearance, and must adapt to a plenty of contextual usage requirements and hardware aspects. Especially, due to its interactive nature, the interface content of Web applications must adapt to a large diversity of devices and contexts. In order to overcome such obstacles, this work introduces an innovative methodology for content adaptation of Web 2.0 interfaces. The basis of our work is to combine static adaption - the implementation of static Web interfaces; and dynamic adaptation - the alteration, during execution time, of static interfaces so as for adapting to different contexts of use. In hybrid fashion, our methodology benefits from the advantages of both adaptation strategies - static and dynamic. In this line, we designed and implemented UbiCon, a framework over which we tested our concepts through a case study and through a development experiment. Our results show that the hybrid methodology over UbiCon leads to broader and more accessible interfaces, and to faster and less costly software development. We believe that the UbiCon hybrid methodology can foster more efficient and accurate interface engineering in the industry and in the academy.

A novel XML document structure comparison framework based-on sub-tree commonalities and label semantics

XML similarity evaluation has become a central issue in the database and information communities, its applications ranging over document clustering, version control, data integration and ranked retrieval. Various algorithms for comparing hierarchically structured data, XML documents in particular, have been proposed in the literature. Most of them make use of techniques for finding the edit distance between tree structures, XML documents being commonly modeled as Ordered Labeled Trees. Yet, a thorough investigation of current approaches led us to identify several similarity aspects, i.e., sub-tree related structural and semantic similarities, which are not sufficiently addressed while comparing XML documents. In this paper, we provide an integrated and fine-grained comparison framework to deal with both structural and semantic similarities in XML documents (detecting the occurrences and repetitions of structurally and semantically similar sub-trees), and to allow the end-user to adjust the comparison process according to her requirements. Our framework consists of four main modules for (i) discovering the structural commonalities between sub-trees, (ii) identifying sub-tree semantic resemblances, (iii) computing tree-based edit operations costs, and (iv) computing tree edit distance. Experimental results demonstrate higher comparison accuracy with respect to alternative methods, while timing experiments reflect the impact of semantic similarity on overall system performance.