Assembling a consistent set of sentences in relational probabilistic logic with stochastic independence

We examine the representation of judgements of stochastic independence in probabilistic logics. We focus on a relational logic where (i) judgements of stochastic independence are encoded by directed acyclic graphs, and (ii) probabilistic assessments are flexible in the sense that they are not required to specify a single probability measure. We discuss issues of knowledge representation and inference that arise from our particular combination of graphs, stochastic independence, logical formulas and probabilistic assessments. (C) 2007 Elsevier B.V. All rights reserved.

Probabilistic logic with independence

This paper investigates probabilistic logics endowed with independence relations. We review propositional probabilistic languages without and with independence. We then consider graph-theoretic representations for propositional probabilistic logic with independence; complexity is analyzed, algorithms are derived, and examples are discussed. Finally, we examine a restricted first-order probabilistic logic that generalizes relational Bayesian networks. (c) 2007 Elsevier Inc. All rights reserved.

Scheduling in a two-machine flowshop for the minimization of the mean absolute deviation from a common due date

This paper addresses the minimization of the mean absolute deviation from a common due date in a two-machine flowshop scheduling problem. We present heuristics that use an algorithm, based on proposed properties, which obtains an optimal schedule fora given job sequence. A new set of benchmark problems is presented with the purpose of evaluating the heuristics. Computational experiments show that the developed heuristics outperform results found in the literature for problems up to 500 jobs. (C) 2007 Elsevier Ltd. All rights reserved.

Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market

In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain

We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed that only an output of the system is available and therefore the values of the jump parameter are not accessible. It is a well known fact that in this setting the optimal nonlinear filter is infinite dimensional, which makes the linear filtering a natural numerically, treatable choice. The goal is to design a dynamic linear filter such that the closed loop system is mean square stable and minimizes the stationary expected value of the mean square estimation error. It is shown that an explicit analytical solution to this optimal filtering problem is obtained from the stationary solution associated to a certain Riccati equation. It is also shown that the problem can be formulated using a linear matrix inequalities (LMI) approach, which can be extended to consider convex polytopic uncertainties on the parameters of the possible modes of operation of the system and on the transition rate matrix of the Markov process. As far as the authors are aware of this is the first time that this stationary filtering problem (exact and robust versions) for LSMJP with no knowledge of the Markov jump parameters is considered in the literature. Finally, we illustrate the results with an example.

Economic design of an X chart for short-run production

The aim of this paper is to present an economical design of an X chart for a short-run production. The process mean starts equal to mu(0) (in-control, State I) and in a random time it shifts to mu(1) > mu(0) (out-of-control, State II). The monitoring procedure consists of inspecting a single item at every m produced ones. If the measurement of the quality characteristic does not meet the control limits, the process is stopped, adjusted, and additional (r - 1) items are inspected retrospectively. The probabilistic model was developed considering only shifts in the process mean. A direct search technique is applied to find the optimum parameters which minimizes the expected cost function. Numerical examples illustrate the proposed procedure. (C) 2009 Elsevier B.V. All rights reserved.

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

Private valuation of carbon sequestration in forest plantations

Approval of the Clean Development Mechanism, provided for in the Kyoto Protocol, enables countries with afforested land to trade in carbon emissions reduction certificates related to carbon dioxide equivalent quantities (CO(2-e)) stored within a certain forest area. Potential CO(2-e) above base line sequestration was determined for two forest sites on commercial eucalyptus plantations in northern Brazil (Bahia). Compensation values for silvicultural regimes involving rotation lengths greater than economically optimal were computed using the Faustmann formula. Mean values obtained were US$8.16 (MgCO(2-e))(-1) and US $7.19 (MgCO(2-e))(-1) for average and high site indexes, respectively. Results show that carbon supply is more cost-efficient in highly productive sites. Annuities of US$18.8 Mg C(-1) and US$35.1 Mg C(-1) and yearly payments of US$4.4 m(-3) and US$8.2 m(-3) due for each marginal cubic meter produced were computed for high and average sites, respectively. The estimated value of the tonne of carbon defines minimum values to be paid to forest owners, in order to induce a change in silvicultural management regimes. A reduction of carbon supply could be expected as a result of an increase in wood prices, although it would not respond in a regular manner. For both sites, price elasticity of supply was found to be inelastic and increased as rotation length moved further away from economically optimal: 0.24 and 0.27 for age 11 years in average- and high-productivity sites, respectively. This would be due to biomass production potential as a limiting factor; beyond a certain threshold value. an increase in price does not sustain a proportional change in carbon storage supply. The environmental service valuation model proposed might be adequate for assessing potential supply in plantation forestry, from a private landowner perspective, with an economic opportunity cost. The model is not applicable to low commercial value forest plantations. (C) 2009 Elsevier B.V. All rights reserved.

What loggers leave behind: Impacts on big-leaf mahogany (Swietenia macrophylla) commercial populations and potential for post-logging recovery in the Brazilian Amazon

The sustainability of current harvest practices for high-value Meliaceae can be assessed by quantifying logging intensity and projecting growth and survival by post-logging populations over anticipated intervals between harvests. From 100%-area inventories of big-leaf mahogany (Swietenia macrophylla) covering 204 ha or more at eight logged and unlogged forest sites across southern Brazilian Amazonia, we report generally higher landscape-scale densities and smaller population-level mean diameters in eastern forests compared to western forests, where most commercial stocks survive. Density of trees >= 20 cm diameter varied by two orders of magnitude and peaked at 1.17 ha(-1). Size class frequency distributions appeared unimodal at two high-density sites, but were essentially arnodal or flat elsewhere; diameter increment patterns indicate that populations were multi- or all-aged. At two high-density sites, conventional logging removed 93-95% of commercial trees (>= 45 cm diameter at the time of logging), illegally eliminated 31-47% of sub-merchantable trees, and targeted trees as small as 20 cm diameter. Projected recovery by commercial stems during 30 years after conventional logging represented 9.9-37.5% of initial densities and was highly dependent on initial logging intensity and size class frequency distributions of commercial trees. We simulated post-logging recovery over the same period at all sites according to the 2003 regulatory framework for mahogany in Brazil, which raised the minimum diameter cutting limit to 60 cm and requires retention during the first harvest of 20% of commercial-sized trees. Recovery during 30 years ranged from approximately 0 to 31% over 20% retention densities at seven of eight sites. At only one site where sub-merchantable trees dominated the population did the simulated density of harvestable stems after 30 years exceed initial commercial densities. These results indicate that 80% harvest intensity will not be sustainable over multiple cutting cycles for most populations without silvicultural interventions ensuring establishment and long-term growth of artificial regeneration to augment depleted natural stocks, including repeated tending of outplanted seedlings. Without improved harvest protocols for mahogany in Brazil as explored in this paper, future commercial supplies of this species as well as other high-value tropical timbers are endangered. Rapid changes in the timber industry and land-use in the Amazon are also significant challenges to sustainable management of mahogany. (C) 2007 Elsevier B.V. All rights reserved.

PCJ River Basins` Water Availability Caused by Water Diversion Scenarios to Supply Metropolitan Areas of So Paulo

A dynamic systems simulation model of water resources was developed as a tool to help analyze alternatives to water resources management for the Piracicaba, Capivari and Jundiai River Water Basins (RB-PCJ), and used to run six 50-year simulations from 2004 to 2054. The model estimates water supply and demand, as well as contamination load by several consumers. Six runs were performed using a constant mean precipitation value, changing water supply and demand and different volumes diverted from RB-PCJ to RB-Alto Tiet. For the Business as Usual scenario, the Sustainability Index went from 0.44 in 2004 to 0.20 by 2054. The Water Sustainability Index changed from 74% in 2004 to 131% by 2054. The Falkenmark Index changed from 1,403 m(3) person (-aEuro parts per thousand 1) year (-aEuro parts per thousand 1) in 2004 to 734 m(3) person (-aEuro parts per thousand 1) year (-aEuro parts per thousand 1) by 2054. We concluded that sanitation is one of the major problems for the PCJ River Basins.

WATER RESOURCES SITUATION AT PIRACICABA, CAPIVARI AND JUNDIAI WATERSHEDS USING A DYNAMIC SYSTEMS MODEL

Using a dynamic systems model specifically developed for Piracicaba, Capivari and Jundia River Water Basins (BH-PCJ) as a tool to help to analyze water resources management alternatives for policy makers and decision takers, five simulations for 50 years timeframe were performed. The model estimates water supply and demand, as well as wastewater generation from the consumers at BH-PCJ. A run was performed using mean precipitation value constant, and keeping the actual water supply and demand rates, the business as usual scenario. Under these considerations, it is expected an increment of about similar to 76% on water demand, that similar to 39% of available water volume will come from wastewater reuse, and that waste load increases to similar to 91%. Falkenmark Index will change from 1,403 m(3) person(-1) year(-1) in 2004, to 734 m(3) P(-1) year(-1) by 2054, and the Sustainability Index from 0.44 to 0.20. Another four simulations were performed by affecting the annual precipitation by 90 and 110%; considering an ecological flow equal to 30% of the mean daily flow; and keeping the same rates for all other factors except for ecological flow and household water consumption. All of them showed a tendency to a water crisis in the near future at BH-PCJ.

Macroscopic root water uptake distribution using a matric flux potential approach

Hydrological models featuring root water uptake usually do not include compensation mechanisms such that reductions in uptake from dry layers are compensated by an increase in uptake from wetter layers. We developed a physically based root water uptake model with an implicit compensation mechanism. Based on an expression for the matric flux potential (M) as a function of the distance to the root, and assuming a depth-independent value of M at the root surface, uptake per layer is shown to be a function of layer bulk M, root surface M, and a weighting factor that depends on root length density and root radius. Actual transpiration can be calculated from the sum of layer uptake rates. The proposed reduction function (PRF) was built into the SWAP model, and predictions were compared to those made with the Feddes reduction function (FRF). Simulation results were tested against data from Canada (continuous spring wheat [(Triticum aestivum L.]) and Germany (spring wheat, winter barley [Hordeum vulgare L.], sugarbeet [Beta vulgaris L.], winter wheat rotation). For the Canadian data, the root mean square error of prediction (RMSEP) for water content in the upper soil layers was very similar for FRF and PRF; for the deeper layers, RMSEP was smaller for PRF. For the German data, RMSEP was lower for PRF in the upper layers and was similar for both models in the deeper layers. In conclusion, but dependent on the properties of the data sets available for testing,the incorporation of the new reduction function into SWAP was successful, providing new capabilities for simulating compensated root water uptake without increasing the number of input parameters or degrading model performance.

Normal Doppler velocimetry of renal vasculature in Persian cats

Renal diseases are common in older cats. Decreased renal blood flow may be the first sign of dysfunction and can be evaluated by Doppler ultrasound. But previous studies suggest that the resistive index (RI) has a low sensitivity for detecting renal disease. Doppler waveforms of renal and intrarenal arteries demonstrate decreased blood flow before there are any changes in the RI. The purpose of this study was to evaluate the normal Doppler flowmetrics parameters of renal arteries (RAs), interlobar arteries (IAs) and abdominal aorta (AO) in adult healthy, Persian cats. Twenty-five Persian cats (13 females and 12 males with mean age of 30 months and an age range 12-60 months) with normal clinical examinations and biochemical tests and normal systemic blood pressure were given B-mode ultrasonographies in order to exclude all nephropathies, including polycystic kidney disease. All measurements were performed on both kidneys. Both kidneys (n = 50) were examined by color mapping of the renal vasculature. Pulsed Doppler was used to examine both RAs, the IAs at cranial, middle and caudal sites, and the AO. The RI was calculated for all of the vessels. Early systolic acceleration (ESA) of RA and IA was obtained with Doppler spectral analysis. Furthermore, the ratio indices between RA/AO, and IA/RA velocities were calculated. The mean values of peak systolic velocity (PSV) and the diameter for AO were 53.17 +/- 13.46 cm/s and 0.38 +/- 0.08 cm, respectively. The mean RA diameter for all 50 kidneys was 0.15 +/- 0.02 cm. Considering the velocimetric values in both RAs, the mean PSV and RI that were obtained were 41.17 +/- 9.40 cm/s and 0.54 +/- 0.07. The RA had a mean ESA of 1.12 +/- 1.14 m/s(2) and the calculated upper limit of the reference value was 3.40 m/s(2). The mean renal-aortic ratio was 0.828 +/- 0.296. The IA showed PSV and RI values of 32.16 +/- 9.33 cm/s and 0.52 +/- 0.06, respectively. The mean ESA of all IAs was 0.73 +/- 0.61 m/s(2). The calculated upper limit of the reference value was 2.0 m/s(2). The mean renal-interlobar artery ratio was 1.45 +/- 0.57. The RI values obtained in this study were similar to values reported in the literature. Some conditions that lead to a decrease in compliance and to an increase in vascular resistance can affect the Doppler spectral waveforms without changes in RI. To our knowledge, there are no studies that were directed toward to the normal ESA values of the renal vasculature in Persian cats. This study introduced a new ratio between the PSV of the RA and the IA. This index was developed based on the well-known effects of Doppler on the detection of stenosis, regardless of the cause. Further studies are necessary to verify the hemodynamic behavior of this index under pathological conditions in cats as well as the effect of aging, nephropathies and systemic pressure on Doppler velocimetric parameters. (C) 2010 ISFM and AAFP. Published by Elsevier Ltd. All rights reserved.

MODIS NDVI time-series allow the monitoring of Eucalyptus plantation biomass

The use of remote sensing is necessary for monitoring forest carbon stocks at large scales. Optical remote sensing, although not the most suitable technique for the direct estimation of stand biomass, offers the advantage of providing large temporal and spatial datasets. In particular, information on canopy structure is encompassed in stand reflectance time series. This study focused on the example of Eucalyptus forest plantations, which have recently attracted much attention as a result of their high expansion rate in many tropical countries. Stand scale time-series of Normalized Difference Vegetation Index (NDVI) were obtained from MODIS satellite data after a procedure involving un-mixing and interpolation, on about 15,000 ha of plantations in southern Brazil. The comparison of the planting date of the current rotation (and therefore the age of the stands) estimated from these time series with real values provided by the company showed that the root mean square error was 35.5 days. Age alone explained more than 82% of stand wood volume variability and 87% of stand dominant height variability. Age variables were combined with other variables derived from the NDVI time series and simple bioclimatic data by means of linear (Stepwise) or nonlinear (Random Forest) regressions. The nonlinear regressions gave r-square values of 0.90 for volume and 0.92 for dominant height, and an accuracy of about 25 m(3)/ha for volume (15% of the volume average value) and about 1.6 m for dominant height (8% of the height average value). The improvement including NDVI and bioclimatic data comes from the fact that the cumulative NDVI since planting date integrates the interannual variability of leaf area index (LAI), light interception by the foliage and growth due for example to variations of seasonal water stress. The accuracy of biomass and height predictions was strongly improved by using the NDVI integrated over the two first years after planting, which are critical for stand establishment. These results open perspectives for cost-effective monitoring of biomass at large scales in intensively-managed plantation forests. (C) 2011 Elsevier Inc. All rights reserved.

Chemical Composition and Nutritional Value of Unripe Banana Flour (Musa acuminata, var. Nanico)

Banana flour obtained from unripe banana (Musa acuminata, var. Nanico) under specific drying conditions was evaluated regarding its chemical composition and nutritional value. Results are expressed in dry weight (dw). The unripe banana flour (UBF) presented a high amount of total dietary fiber (DF) (56.24 g/100 g), which consisted of resistant starch (RS) (48.99 g/100 g), fructans (0.05 g/100 g) and DF without RS or fructans (7.2 g/100 g). The contents of available starch (AS) (27.78 g/100 g) and soluble sugars (1.81 g/100 g) were low. The main phytosterols found were campesterol (4.1 mg/100 g), stigmasterol (2.5 mg/100 g) and beta-sitosterol (6.2 mg/100 g). The total polyphenol content was 50.65 mg GAE/100 g. Antioxidant activity, by the FRAP and ORAC methods, was moderated, being 358.67 and 261.00 mu mol of Trolox equivalent/100 g, respectively. The content of Zn, Ca and Fe and mineral dialyzability were low. The procedure used to obtain UBF resulted in the recovery of undamaged starch granules and in a low-energy product (597 kJ/100 g).