Hypothesis test for changes in variance using a statistic based in P-values in a time series of normal independent observations.

The present work proposes a Hypothesis Test to detect a shift in the variance of a series of independent normal observations using a statistic based on the p-values of the F distribution. Since the probability distribution function of this statistic is intractable, critical values were we estimated numerically through extensive simulation. A regression approach was used to simplify the quantile evaluation and extrapolation. The power of the test was simulated using Monte Carlo simulation, and the results were compared with the Chen test (1997) to prove its efficiency. Time series analysts might find the test useful to address homoscedasticity studies were at most one change might be involved.

Quasi-a priori truncation error estimation in the DGSEM

In this paper we show how to accurately perform a quasi-a priori estimation of the truncation error of steady-state solutions computed by a discontinuous Galerkin spectral element method. We estimate the spatial truncation error using the ?-estimation procedure. While most works in the literature rely on fully time-converged solutions on grids with different spacing to perform the estimation, we use non time-converged solutions on one grid with different polynomial orders. The quasi-a priori approach estimates the error while the residual of the time-iterative method is not negligible. Furthermore, the method permits one to decouple the surface and the volume contributions of the truncation error, and provides information about the anisotropy of the solution as well as its rate of convergence in polynomial order. First, we focus on the analysis of one dimensional scalar conservation laws to examine the accuracy of the estimate. Then, we extend the analysis to two dimensional problems. We demonstrate that this quasi-a priori approach yields a spectrally accurate estimate of the truncation error.

An analysis of the effects of preferential trade policies through the estimation of quantitative models: the case of Portugal.

Doutoramento em Economia.

REAL TIME FUZZY CONTROLLER FOR QUADROTOR STABILITY CONTROL

In this report, we develop an intelligent adaptive neuro-fuzzy controller by using adaptive neuro fuzzy inference system (ANFIS) techniques. We begin by starting with a standard proportional-derivative (PD) controller and use the PD controller data to train the ANFIS system to develop a fuzzy controller. We then propose and validate a method to implement this control strategy on commercial off-the-shelf (COTS) hardware. An analysis is made into the choice of filters for attitude estimation. These choices are limited by the complexity of the filter and the computing ability and memory constraints of the micro-controller. Simplified Kalman filters are found to be good at estimation of attitude given the above constraints. Using model based design techniques, the models are implemented on an embedded system. This enables the deployment of fuzzy controllers on enthusiast-grade controllers. We evaluate the feasibility of the proposed control strategy in a model-in-the-loop simulation. We then propose a rapid prototyping strategy, allowing us to deploy these control algorithms on a system consisting of a combination of an ARM-based microcontroller and two Arduino-based controllers. We then use a combination of the code generation capabilities within MATLAB/Simulink in combination with multiple open-source projects in order to deploy code to an ARM CortexM4 based controller board. We also evaluate this strategy on an ARM-A8 based board, and a much less powerful Arduino based flight controller. We conclude by proving the feasibility of fuzzy controllers on Commercial-off the shelf (COTS) hardware, we also point out the limitations in the current hardware and make suggestions for hardware that we think would be better suited for memory heavy controllers.

DEVELOPMENT AND VALIDATION OF THE ANTERIOR CRUCIATE LIGAMENT INJURY-RISK-ESTIMATION QUIZ (ACL-IQ)

Over 2 million Anterior Cruciate Ligament (ACL) injuries occur annually worldwide resulting in considerable economic and health burdens (e.g., suffering, surgery, loss of function, risk for re-injury, and osteoarthritis). Current screening methods are effective but they generally rely on expensive and time-consuming biomechanical movement analysis, and thus are impractical solutions. In this dissertation, I report on a series of studies that begins to investigate one potentially efficient alternative to biomechanical screening, namely skilled observational risk assessment (e.g., having experts estimate risk based on observations of athletes movements). Specifically, in Study 1 I discovered that ACL injury risk can be accurately and reliably estimated with nearly instantaneous visual inspection when observed by skilled and knowledgeable professionals. Modern psychometric optimization techniques were then used to develop a robust and efficient 5-item test of ACL injury risk prediction skill—i.e., the ACL Injury-Risk-Estimation Quiz or ACL-IQ. Study 2 cross-validated the results from Study 1 in a larger representative sample of both skilled (Exercise Science/Sports Medicine) and un-skilled (General Population) groups. In accord with research on human expertise, quantitative structural and process modeling of risk estimation indicated that superior performance was largely mediated by specific strategies and skills (e.g., ignoring irrelevant information), independent of domain general cognitive abilities (e.g., metal rotation, general decision skill). These cognitive models suggest that ACL-IQ is a trainable skill, providing a foundation for future research and applications in training, decision support, and ultimately clinical screening investigations. Overall, I present the first evidence that observational ACL injury risk prediction is possible including a robust technology for fast, accurate and reliable measurement—i.e., the ACL-IQ. Discussion focuses on applications and outreach including a web platform that was developed to house the test, provide a repository for further data collection, and increase public and professional awareness and outreach (www.ACL-IQ.org). Future directions and general applications of the skilled movement analysis approach are also discussed.

Silicon Photonic Device for Wavelength Sensing and Monitoring

Over the last decade advances and innovations from Silicon Photonics technology were observed in the telecommunications and computing industries. This technology which employs Silicon as an optical medium, relies on current CMOS micro-electronics fabrication processes to enable medium scale integration of many nano-photonic devices to produce photonic integrated circuitry. However, other fields of research such as optical sensor processing can benefit from silicon photonics technology, specially in sensors where the physical measurement is wavelength encoded. In this research work, we present a design and application of a thermally tuned silicon photonic device as an optical sensor interrogator. The main device is a micro-ring resonator filter of 10 $\mu m$ of diameter. A photonic design toolkit was developed based on open source software from the research community. With those tools it was possible to estimate the resonance and spectral characteristics of the filter. From the obtained design parameters, a 7.8 x 3.8 mm optical chip was fabricated using standard micro-photonics techniques. In order to tune a ring resonance, Nichrome micro-heaters were fabricated on top of the device. Some fabricated devices were systematically characterized and their tuning response were determined. From measurements, a ring resonator with a free-spectral-range of 18.4 nm and with a bandwidth of 0.14 nm was obtained. Using just 5 mA it was possible to tune the device resonance up to 3 nm. In order to apply our device as a sensor interrogator in this research, a model of wavelength estimation using time interval between peaks measurement technique was developed and simulations were carried out to assess its performance. To test the technique, an experiment using a Fiber Bragg grating optical sensor was set, and estimations of the wavelength shift of this sensor due to axial strains yield an error within 22 pm compared to measurements from spectrum analyzer. Results from this study implies that signals from FBG sensors can be processed with good accuracy using a micro-ring device with the advantage of ts compact size, scalability and versatility. Additionally, the system also has additional applications such as processing optical wavelength shifts from integrated photonic sensors and to be able to track resonances from laser sources.

Bayesian Estimation of Small Proportions Using Binomial Group Test

Group testing has long been considered as a safe and sensible relative to one-at-a-time testing in applications where the prevalence rate p is small. In this thesis, we applied Bayes approach to estimate p using Beta-type prior distribution. First, we showed two Bayes estimators of p from prior on p derived from two different loss functions. Second, we presented two more Bayes estimators of p from prior on π according to two loss functions. We also displayed credible and HPD interval for p. In addition, we did intensive numerical studies. All results showed that the Bayes estimator was preferred over the usual maximum likelihood estimator (MLE) for small p. We also presented the optimal β for different p, m, and k.

Leakage Temperature Dependency Aware Real-Time Scheduling for Power and Thermal Optimization

Catering to society’s demand for high performance computing, billions of transistors are now integrated on IC chips to deliver unprecedented performances. With increasing transistor density, the power consumption/density is growing exponentially. The increasing power consumption directly translates to the high chip temperature, which not only raises the packaging/cooling costs, but also degrades the performance/reliability and life span of the computing systems. Moreover, high chip temperature also greatly increases the leakage power consumption, which is becoming more and more significant with the continuous scaling of the transistor size. As the semiconductor industry continues to evolve, power and thermal challenges have become the most critical challenges in the design of new generations of computing systems. In this dissertation, we addressed the power/thermal issues from the system-level perspective. Specifically, we sought to employ real-time scheduling methods to optimize the power/thermal efficiency of the real-time computing systems, with leakage/ temperature dependency taken into consideration. In our research, we first explored the fundamental principles on how to employ dynamic voltage scaling (DVS) techniques to reduce the peak operating temperature when running a real-time application on a single core platform. We further proposed a novel real-time scheduling method, “M-Oscillations” to reduce the peak temperature when scheduling a hard real-time periodic task set. We also developed three checking methods to guarantee the feasibility of a periodic real-time schedule under peak temperature constraint. We further extended our research from single core platform to multi-core platform. We investigated the energy estimation problem on the multi-core platforms and developed a light weight and accurate method to calculate the energy consumption for a given voltage schedule on a multi-core platform. Finally, we concluded the dissertation with elaborated discussions of future extensions of our research.

Reducing Uncertainties in Estimation of Wind Effects on Tall Buildings Using Aerodynamic Wind Tunnel Tests

Tall buildings are wind-sensitive structures and could experience high wind-induced effects. Aerodynamic boundary layer wind tunnel testing has been the most commonly used method for estimating wind effects on tall buildings. Design wind effects on tall buildings are estimated through analytical processing of the data obtained from aerodynamic wind tunnel tests. Even though it is widely agreed that the data obtained from wind tunnel testing is fairly reliable the post-test analytical procedures are still argued to have remarkable uncertainties. This research work attempted to assess the uncertainties occurring at different stages of the post-test analytical procedures in detail and suggest improved techniques for reducing the uncertainties. Results of the study showed that traditionally used simplifying approximations, particularly in the frequency domain approach, could cause significant uncertainties in estimating aerodynamic wind-induced responses. Based on identified shortcomings, a more accurate dual aerodynamic data analysis framework which works in the frequency and time domains was developed. The comprehensive analysis framework allows estimating modal, resultant and peak values of various wind-induced responses of a tall building more accurately. Estimating design wind effects on tall buildings also requires synthesizing the wind tunnel data with local climatological data of the study site. A novel copula based approach was developed for accurately synthesizing aerodynamic and climatological data up on investigating the causes of significant uncertainties in currently used synthesizing techniques. Improvement of the new approach over the existing techniques was also illustrated with a case study on a 50 story building. At last, a practical dynamic optimization approach was suggested for tuning structural properties of tall buildings towards attaining optimum performance against wind loads with less number of design iterations.

Online impedance spectroscopy estimation of a battery

Electrochemical impedance spectroscopy (EIS) is a helpful tool to understand how a battery is behaving and how it degrades. One of the disadvantages is that it is typically an 'off-line' process. This paper investigates an alternative method of looking at impedance spectroscopy of a battery system while it is on-line and operational by manipulating the switching pattern of the dc-dc converter to generate low frequency harmonics in conjunction with the normal high frequency switching pattern to determine impedance in real time. However, this adds extra ripple on the inductor which needs to be included in the design calculations. The paper describes the methodology and presents some experimental results in conjunction with EIS results to illustrate the concept.

Development of Novel Time-Domain Electromagnetic Methods for Offshore Groundwater Studies: A Data Application from Bat Yam, Israel

Recent marine long-offset transient electromagnetic (LOTEM) measurements yielded the offshore delineation of a fresh groundwater body beneath the seafloor in the region of Bat Yam, Israel. The LOTEM application was effective in detecting this freshwater body underneath the Mediterranean Sea and allowed an estimation of its seaward extent. However, the measured data set was insufficient to understand the hydrogeological configuration and mechanism controlling the occurrence of this fresh groundwater discovery. Especially the lateral geometry of the freshwater boundary, important for the hydrogeological modelling, could not be resolved. Without such an understanding, a rational management of this unexploited groundwater reservoir is not possible. Two new high-resolution marine time-domain electromagnetic methods are theoretically developed to derive the hydrogeological structure of the western aquifer boundary. The first is called Circular Electric Dipole (CED). It is the land-based analogous of the Vertical Electric Dipole (VED), which is commonly applied to detect resistive structures in the subsurface. Although the CED shows exceptional detectability characteristics in the step-off signal towards the sub-seafloor freshwater body, an actual application was not carried out in the extent of this study. It was found that the method suffers from an insufficient signal strength to adequately delineate the resistive aquifer under realistic noise conditions. Moreover, modelling studies demonstrated that severe signal distortions are caused by the slightest geometrical inaccuracies. As a result, a successful application of CED in Israel proved to be rather doubtful. A second method called Differential Electric Dipole (DED) is developed as an alternative to the intended CED method. Compared to the conventional marine time-domain electromagnetic system that commonly applies a horizontal electric dipole transmitter, the DED is composed of two horizontal electric dipoles in an in-line configuration that share a common central electrode. Theoretically, DED has similar detectability/resolution characteristics compared to the conventional LOTEM system. However, the superior lateral resolution towards multi-dimensional resistivity structures make an application desirable. Furthermore, the method is less susceptible towards geometrical errors making an application in Israel feasible. In the extent of this thesis, the novel marine DED method is substantiated using several one-dimensional (1D) and multi-dimensional (2D/3D) modelling studies. The main emphasis lies on the application in Israel. Preliminary resistivity models are derived from the previous marine LOTEM measurement and tested for a DED application. The DED method is effective in locating the two-dimensional resistivity structure at the western aquifer boundary. Moreover, a prediction regarding the hydrogeological boundary conditions are feasible, provided a brackish water zone exists at the head of the interface. A seafloor-based DED transmitter/receiver system is designed and built at the Institute of Geophysics and Meteorology at the University of Cologne. The first DED measurements were carried out in Israel in April 2016. The acquired data set is the first of its kind. The measured data is processed and subsequently interpreted using 1D inversion. The intended aim of interpreting both step-on and step-off signals failed, due to the insufficient data quality of the latter. Yet, the 1D inversion models of the DED step-on signals clearly detect the freshwater body for receivers located close to the Israeli coast. Additionally, a lateral resistivity contrast is observable in the 1D inversion models that allow to constrain the seaward extent of this freshwater body. A large-scale 2D modelling study followed the 1D interpretation. In total, 425 600 forward calculations are conducted to find a sub-seafloor resistivity distribution that adequately explains the measured data. The results indicate that the western aquifer boundary is located at 3600 m - 3700 m before the coast. Moreover, a brackish water zone of 3 Omega*m to 5 Omega*m with a lateral extent of less than 300 m is likely located at the head of the freshwater aquifer. Based on these results, it is predicted that the sub-seafloor freshwater body is indeed open to the sea and may be vulnerable to seawater intrusion.

Subject Ontogeny: Subject Access through Time and the Dimensionality of Classification

Classification schemes undergo revision. However, in a networked environment revisions can be used to add dimensionality to classification. This dimensionality can be used to help explain conceptual warrant, explain the shift from disciplinary to multidisciplinary knowledge production, and as a component method of domain analysis. Further, subject ontogeny might be used in cooperative networked projects like digital preservation, online access tools, and interoperability frameworks.

A Case Based approach to assess Waiting Time Prediction at an Intensive Care Unity

Waiting time at an intensive care unity stands for a key feature in the assessment of healthcare quality. Nevertheless, its estimation is a difficult task, not only due to the different factors with intricate relations among them, but also with respect to the available data, which may be incomplete, self-contradictory or even unknown. However, its prediction not only improves the patients’ satisfaction but also enhance the quality of the healthcare being provided. To fulfill this goal, this work aims at the development of a decision support system that allows one to predict how long a patient should remain at an emergency unit, having into consideration all the remarks that were just stated above. It is built on top of a Logic Programming approach to knowledge representation and reasoning, complemented with a Case Base approach to computing.

Umbrella pine above ground biomass estimation with very high spatial resolution satellite images

Above ground biomass is frequently estimated with forest inventory data and an extrapolation method for the per unit area evaluations. This procedure is labour demanding and costly. In this study above ground biomass functions, whose independent variable is crown horizontal projection, were developed. Multi-resolution segmentation method and object-oriented classification, based on very high spatial resolution satellite images, were used to obtain the area of tree crown horizontal projection for umbrella pine (Pinus pinea L.). A set of inventory plots were measured and with existing allometric functions for this species above ground biomass per tree and per plot were calculated. The two data sets were used to fit linear functions both for individual plot and their cumulative values. The results show a good performance of the models. Errors smaller than 10% are obtained for stand areas greater than 1.4 ha. These functions have the advantages of estimating above ground biomass for all the area under study or surveillance, not requiring forest inventory; allow monitoring in short time periods; and are easily implemented in a geographical information system environment.

Estimation of the Traffic Intensity in a Piecewise-stationary Mt/Gt/1 Queue with Probing

We use a probing strategy to estimate the time dependent traffic intensity in an Mt/Gt/1 queue, where the arrival rate and the general service-time distribution change from one time interval to another, and derive statistical properties of the proposed estimator. We present a method to detect a switch from a stationary interval to another using a sequence of probes to improve the estimation. At the end, we compare our results with two estimators proposed in the literature for the M/G/1 queue.