841 resultados para Martingale representation theorem


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An efficient representation method for arbitrarily shaped image segments is proposed. This method includes a smart way to select wavelet basis to approximate the given image segment, with improved image quality and reduced computational load.

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A number of authors concerned with the analysis of rock jointing have used the idea that the joint areal or diametral distribution can be linked to the trace length distribution through a theorem attributed to Crofton. This brief paper seeks to demonstrate why Crofton's theorem need not be used to link moments of the trace length distribution captured by scan line or areal mapping to the moments of the diametral distribution of joints represented as disks and that it is incorrect to do so. The valid relationships for areal or scan line mapping between all the moments of the trace length distribution and those of the joint size distribution for joints modeled as disks are recalled and compared with those that might be applied were Crofton's theorem assumed to apply. For areal mapping, the relationship is fortuitously correct but incorrect for scan line mapping.

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Large values for the mass-to-light ratio (ϒ) in self-gravitating systems is one of the most important evidences of dark matter. We propose a expression for the mass-to-light ratio in spherical systems using MOND. Results for the COMA cluster reveal that a modification of the gravity, as proposed by MOND, can reduce significantly this value.

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In the Sparse Point Representation (SPR) method the principle is to retain the function data indicated by significant interpolatory wavelet coefficients, which are defined as interpolation errors by means of an interpolating subdivision scheme. Typically, a SPR grid is coarse in smooth regions, and refined close to irregularities. Furthermore, the computation of partial derivatives of a function from the information of its SPR content is performed in two steps. The first one is a refinement procedure to extend the SPR by the inclusion of new interpolated point values in a security zone. Then, for points in the refined grid, such derivatives are approximated by uniform finite differences, using a step size proportional to each point local scale. If required neighboring stencils are not present in the grid, the corresponding missing point values are approximated from coarser scales using the interpolating subdivision scheme. Using the cubic interpolation subdivision scheme, we demonstrate that such adaptive finite differences can be formulated in terms of a collocation scheme based on the wavelet expansion associated to the SPR. For this purpose, we prove some results concerning the local behavior of such wavelet reconstruction operators, which stand for SPR grids having appropriate structures. This statement implies that the adaptive finite difference scheme and the one using the step size of the finest level produce the same result at SPR grid points. Consequently, in addition to the refinement strategy, our analysis indicates that some care must be taken concerning the grid structure, in order to keep the truncation error under a certain accuracy limit. Illustrating results are presented for 2D Maxwell's equation numerical solutions.

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A new data set of daily gridded observations of precipitation, computed from over 400 stations in Portugal, is used to assess the performance of 12 regional climate models at 25 km resolution, from the ENSEMBLES set, all forced by ERA-40 boundary conditions, for the 1961-2000 period. Standard point error statistics, calculated from grid point and basin aggregated data, and precipitation related climate indices are used to analyze the performance of the different models in representing the main spatial and temporal features of the regional climate, and its extreme events. As a whole, the ENSEMBLES models are found to achieve a good representation of those features, with good spatial correlations with observations. There is a small but relevant negative bias in precipitation, especially in the driest months, leading to systematic errors in related climate indices. The underprediction of precipitation occurs in most percentiles, although this deficiency is partially corrected at the basin level. Interestingly, some of the conclusions concerning the performance of the models are different of what has been found for the contiguous territory of Spain; in particular, ENSEMBLES models appear too dry over Portugal and too wet over Spain. Finally, models behave quite differently in the simulation of some important aspects of local climate, from the mean climatology to high precipitation regimes in localized mountain ranges and in the subsequent drier regions.

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Electrocardiogram (ECG) biometrics are a relatively recent trend in biometric recognition, with at least 13 years of development in peer-reviewed literature. Most of the proposed biometric techniques perform classifi-cation on features extracted from either heartbeats or from ECG based transformed signals. The best representation is yet to be decided. This paper studies an alternative representation, a dissimilarity space, based on the pairwise dissimilarity between templates and subjects' signals. Additionally, this representation can make use of ECG signals sourced from multiple leads. Configurations of three leads will be tested and contrasted with single-lead experiments. Using the same k-NN classifier the results proved superior to those obtained through a similar algorithm which does not employ a dissimilarity representation. The best Authentication EER went as low as 1:53% for a database employing 503 subjects. However, the employment of extra leads did not prove itself advantageous.

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Dissertação apresentada na Faculdade de Ciência e Tecnologia da Universidade Nova de Lisboa para a obtenção do grau de Mestre em Engenharia Electrotécnica e de Computadores

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This paper presents the applicability of a reinforcement learning algorithm based on the application of the Bayesian theorem of probability. The proposed reinforcement learning algorithm is an advantageous and indispensable tool for ALBidS (Adaptive Learning strategic Bidding System), a multi-agent system that has the purpose of providing decision support to electricity market negotiating players. ALBidS uses a set of different strategies for providing decision support to market players. These strategies are used accordingly to their probability of success for each different context. The approach proposed in this paper uses a Bayesian network for deciding the most probably successful action at each time, depending on past events. The performance of the proposed methodology is tested using electricity market simulations in MASCEM (Multi-Agent Simulator of Competitive Electricity Markets). MASCEM provides the means for simulating a real electricity market environment, based on real data from real electricity market operators.

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Proceedings of the 10th Conference on Dynamical Systems Theory and Applications

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Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

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Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

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Dissertação para obtenção do Grau de Mestre em Engenharia Informática