Metodologia para a suavização de dados biomecanicos por função não parametrica ponderada local robusta

Universidade Estadual de Campinas. Faculdade de Educação Física

Modelling the distribution of stamp paper thickness via finite normal mixtures: The 1872 Hidalgo stamp issue of Mexico revisited

Izenman and Sommer (1988) used a non-parametric Kernel density estimation technique to fit a seven-component model to the paper thickness of the 1872 Hidalgo stamp issue of Mexico. They observed an apparent conflict when fitting a normal mixture model with three components with unequal variances. This conflict is examined further by investigating the most appropriate number of components when fitting a normal mixture of components with equal variances.

Efficiency Measures in the Agricultural Sector: With Applications

Copyright 2013 Springer Netherlands.

Avaliação do potencial eólico para geração de energia eléctrica

Trabalho Final de Mestrado para a obtenção do grau de Mestre em Engenharia Mecânica /Energia

Electrohysterogram signal component cataloging with spectral and time-frequency methods

The Electrohysterogram (EHG) is a new instrument for pregnancy monitoring. It measures the uterine muscle electrical signal, which is closely related with uterine contractions. The EHG is described as a viable alternative and a more precise instrument than the currently most widely used method for the description of uterine contractions: the external tocogram. The EHG has also been indicated as a promising tool in the assessment of preterm delivery risk. This work intends to contribute towards the EHG characterization through the inventory of its components which are: • Contractions; • Labor contractions; • Alvarez waves; • Fetal movements; • Long Duration Low Frequency Waves; The instruments used for cataloging were: Spectral Analysis, parametric and non-parametric, energy estimators, time-frequency methods and the tocogram annotated by expert physicians. The EHG and respective tocograms were obtained from the Icelandic 16-electrode Electrohysterogram Database. 288 components were classified. There is not a component database of this type available for consultation. The spectral analysis module and power estimation was added to Uterine Explorer, an EHG analysis software developed in FCT-UNL. The importance of this component database is related to the need to improve the understanding of the EHG which is a relatively complex signal, as well as contributing towards the detection of preterm birth. Preterm birth accounts for 10% of all births and is one of the most relevant obstetric conditions. Despite the technological and scientific advances in perinatal medicine, in developed countries, prematurity is the major cause of neonatal death. Although various risk factors such as previous preterm births, infection, uterine malformations, multiple gestation and short uterine cervix in second trimester, have been associated with this condition, its etiology remains unknown [1][2][3].

Multiple-scale hydrological and geophysical data integration through non-linear Bayesian sequential simulation

Significant progress has been made with regard to the quantitative integration of geophysical and hydrological data at the local scale. However, extending the corresponding approaches to the scale of a field site represents a major, and as-of-yet largely unresolved, challenge. To address this problem, we have developed downscaling procedure based on a non-linear Bayesian sequential simulation approach. The main objective of this algorithm is to estimate the value of the sparsely sampled hydraulic conductivity at non-sampled locations based on its relation to the electrical conductivity logged at collocated wells and surface resistivity measurements, which are available throughout the studied site. The in situ relationship between the hydraulic and electrical conductivities is described through a non-parametric multivariatekernel density function. Then a stochastic integration of low-resolution, large-scale electrical resistivity tomography (ERT) data in combination with high-resolution, local-scale downhole measurements of the hydraulic and electrical conductivities is applied. The overall viability of this downscaling approach is tested and validated by comparing flow and transport simulation through the original and the upscaled hydraulic conductivity fields. Our results indicate that the proposed procedure allows obtaining remarkably faithful estimates of the regional-scale hydraulic conductivity structure and correspondingly reliable predictions of the transport characteristics over relatively long distances.

The overhang hangover

We revisit the debt overhang question. We first use non-parametric techniques to isolate a panel of countries on the downward sloping section of a debt Laffer curve. In particular, overhang countries are ones where a threshold level of debt is reached in sample, beyond which (initial) debt ends up lowering (subsequent)growth. On average, significantly negative coefficients appear when debt face value reaches 60 percent of GDP or 200 percent of exports, and when its present value reaches 40 percent of GDP or 140 percent of exports. Second, we depart from reduced form growth regressions and perform direct tests of the theory on the thus selected sample of overhang countries. In the spirit of event studies, we ask whether, as overhang level of debt is reached: (i)investment falls precipitously as it should when it becomes optimal to default, (ii) economic policy deteriorates observably, as it should when debt contracts become unable to elicit effort on the part of the debtor, and (iii) the terms of borrowing worsen noticeably, as they should when it becomes optimal for creditors to pre-empt default and exact punitive interest rates. We find a systematic response of investment, particularly when property rights are weakly enforced, some worsening of the policy environment, and a fall in interest rates. This easing of borrowing conditions happens because lending by the private sector virtually disappears in overhang situations, and multilateral agencies step in with concessional rates. Thus, while debt relief is likely to improve economic policy (and especially investment) in overhang countries, it is doubtful that it would ease their terms of borrowing, or the burden of debt.

Detection of moving groups among early type stars

Our procedure to detect moving groups in the solar neighbourhood (Chen et al., 1997) in the four-dimensional space of the stellar velocity components and age has been improved. The method, which takes advantadge of non-parametric estimators of density distribution to avoid any a priori knowledge of the kinematic properties of these stellar groups, now includes the effect of observational errors on the process to select moving group stars, uses a better estimation of the density distribution of the total sample and field stars, and classifies moving group stars using all the available information. It is applied here to an accurately selected sample of early-type stars with known radial velocities and Strömgren photometry. Astrometric data are taken from the HIPPARCOS catalogue (ESA, 1997), which results in an important decrease in the observational errors with respect to ground-based data, and ensures the uniformity of the observed data. Both the improvement of our method and the use of precise astrometric data have allowed us not only to confirm the existence of classical moving groups, but also to detect finer structures that in several cases can be related to kinematic properties of nearby open clusters or associations.

Active regions for colour texture segmentation integrating region and boundary information

In this paper a colour texture segmentation method, which unifies region and boundary information, is proposed. The algorithm uses a coarse detection of the perceptual (colour and texture) edges of the image to adequately place and initialise a set of active regions. Colour texture of regions is modelled by the conjunction of non-parametric techniques of kernel density estimation (which allow to estimate the colour behaviour) and classical co-occurrence matrix based texture features. Therefore, region information is defined and accurate boundary information can be extracted to guide the segmentation process. Regions concurrently compete for the image pixels in order to segment the whole image taking both information sources into account. Furthermore, experimental results are shown which prove the performance of the proposed method

Quadratic M-Estimators for ARCH-Type Processes

This paper addresses the issue of estimating semiparametric time series models specified by their conditional mean and conditional variance. We stress the importance of using joint restrictions on the mean and variance. This leads us to take into account the covariance between the mean and the variance and the variance of the variance, that is, the skewness and kurtosis. We establish the direct links between the usual parametric estimation methods, namely, the QMLE, the GMM and the M-estimation. The ususal univariate QMLE is, under non-normality, less efficient than the optimal GMM estimator. However, the bivariate QMLE based on the dependent variable and its square is as efficient as the optimal GMM one. A Monte Carlo analysis confirms the relevance of our approach, in particular, the importance of skewness.

Jumps in the Volatility of Financial Markets.

Recent work suggests that the conditional variance of financial returns may exhibit sudden jumps. This paper extends a non-parametric procedure to detect discontinuities in otherwise continuous functions of a random variable developed by Delgado and Hidalgo (1996) to higher conditional moments, in particular the conditional variance. Simulation results show that the procedure provides reasonable estimates of the number and location of jumps. This procedure detects several jumps in the conditional variance of daily returns on the S&P 500 index.

Échantillonnage dynamique de champs markoviens

L'un des modèles d'apprentissage non-supervisé générant le plus de recherche active est la machine de Boltzmann --- en particulier la machine de Boltzmann restreinte, ou RBM. Un aspect important de l'entraînement ainsi que l'exploitation d'un tel modèle est la prise d'échantillons. Deux développements récents, la divergence contrastive persistante rapide (FPCD) et le herding, visent à améliorer cet aspect, se concentrant principalement sur le processus d'apprentissage en tant que tel. Notamment, le herding renonce à obtenir un estimé précis des paramètres de la RBM, définissant plutôt une distribution par un système dynamique guidé par les exemples d'entraînement. Nous généralisons ces idées afin d'obtenir des algorithmes permettant d'exploiter la distribution de probabilités définie par une RBM pré-entraînée, par tirage d'échantillons qui en sont représentatifs, et ce sans que l'ensemble d'entraînement ne soit nécessaire. Nous présentons trois méthodes: la pénalisation d'échantillon (basée sur une intuition théorique) ainsi que la FPCD et le herding utilisant des statistiques constantes pour la phase positive. Ces méthodes définissent des systèmes dynamiques produisant des échantillons ayant les statistiques voulues et nous les évaluons à l'aide d'une méthode d'estimation de densité non-paramétrique. Nous montrons que ces méthodes mixent substantiellement mieux que la méthode conventionnelle, l'échantillonnage de Gibbs.

Les multiples trajectoires d’activité physique supervisée et non supervisée chez les enfants du primaire au Québec : un modèle écologique

Contexte : L’activité physique est une composante centrale du développement physique, psychologique et social de l'enfant, particulièrement au sein d'une société où l'impact de la sédentarité et de l'obésité devient de plus en plus important. Cependant, les trajectoires d’activité physique hors école et leurs déterminants sont peu étudiés et les connaissances sur ce sujet sont limitées. Il est également notoire que les types d’activité physique sont rarement pris en considération. Objectif : Ce mémoire a pour but (a) de déterminer les trajectoires de pratique d’activité physique au cours du développement des enfants (b) de valider l’association entre l’activité physique supervisée et l’activité non supervisée et (c) d’identifier les déterminants au niveau du quartier, de la famille et des caractéristiques individuelles associés aux trajectoires de pratique d’activité physique supervisée et non supervisée. Participants : 1 814 enfants (51% garçons) nés en 1998 ayant participé à l’Étude Longitudinale du Développement des Enfants du Québec (ELDEQ). Les données récoltées proviennent uniquement de leur mère. Mesures : La fréquence de l’activité physique supervisée et non supervisée a été mesurée à quatre reprises alors que les enfants étaient âgés entre 5 et 8 ans. Les déterminants ainsi que les variables contrôles ont été mesurés alors que les enfants avaient 4 ou 5 ans. Résultats : Trois trajectoires d’activité physique supervisée et non supervisée ont été identifiées. Les résultats suggèrent que les trajectoires d’activité physique supervisée, représentant respectivement 10%, 55.3% et 34.7% de la population, sont relativement stables même si elles subissent une légère augmentation avec le temps. Des trois trajectoires d’activité physique non supervisée représentant respectivement 14.1%, 28.1% et 57.8% de la population, une augmente considérablement avec le temps alors iv que les deux autres sont stables. Ces deux séries de trajectoires ne sont pas associées significativement entre elles. L’éducation de la mère, l’entraide dans le quartier de résidence ainsi que la prosocialité des enfants déterminent les deux types d’activité physique. La suffisance de revenu et la pratique sportive de la mère sont associées seulement aux trajectoires d’activité physique supervisée. La famille intacte discrimine l’appartenance aux trajectoires d’activité physique non supervisée. Conclusion : Premièrement, la pratique de l’activité physique est relativement stable entre 5 et 8 ans. Deuxièmement, l’activité physique supervisée ainsi que l’activité physique non supervisée sont deux pratiques qui se développent différemment et qui possèdent leurs propres déterminants. Troisièmement, une approche écologique permet de mieux saisir la complexité de ces deux processus.

Estimation de la variance en présence de données imputées pour des plans de sondage à grande entropie

Les travaux portent sur l’estimation de la variance dans le cas d’une non- réponse partielle traitée par une procédure d’imputation. Traiter les valeurs imputées comme si elles avaient été observées peut mener à une sous-estimation substantielle de la variance des estimateurs ponctuels. Les estimateurs de variance usuels reposent sur la disponibilité des probabilités d’inclusion d’ordre deux, qui sont parfois difficiles (voire impossibles) à calculer. Nous proposons d’examiner les propriétés d’estimateurs de variance obtenus au moyen d’approximations des probabilités d’inclusion d’ordre deux. Ces approximations s’expriment comme une fonction des probabilités d’inclusion d’ordre un et sont généralement valides pour des plans à grande entropie. Les résultats d’une étude de simulation, évaluant les propriétés des estimateurs de variance proposés en termes de biais et d’erreur quadratique moyenne, seront présentés.

Active regions for colour texture segmentation integrating region and boundary information

In this paper a colour texture segmentation method, which unifies region and boundary information, is proposed. The algorithm uses a coarse detection of the perceptual (colour and texture) edges of the image to adequately place and initialise a set of active regions. Colour texture of regions is modelled by the conjunction of non-parametric techniques of kernel density estimation (which allow to estimate the colour behaviour) and classical co-occurrence matrix based texture features. Therefore, region information is defined and accurate boundary information can be extracted to guide the segmentation process. Regions concurrently compete for the image pixels in order to segment the whole image taking both information sources into account. Furthermore, experimental results are shown which prove the performance of the proposed method