Alternative ways to estimate change points in multinomial sequences. An application to an authorship attribution problem

The statistical analysis of literary style is the part of stylometry that compares measurable characteristics in a text that are rarely controlled by the author, with those in other texts. When the goal is to settle authorship questions, these characteristics should relate to the author’s style and not to the genre, epoch or editor, and they should be such that their variation between authors is larger than the variation within comparable texts from the same author. For an overview of the literature on stylometry and some of the techniques involved, see for example Mosteller and Wallace (1964, 82), Herdan (1964), Morton (1978), Holmes (1985), Oakes (1998) or Lebart, Salem and Berry (1998). Tirant lo Blanc, a chivalry book, is the main work in catalan literature and it was hailed to be “the best book of its kind in the world” by Cervantes in Don Quixote. Considered by writters like Vargas Llosa or Damaso Alonso to be the first modern novel in Europe, it has been translated several times into Spanish, Italian and French, with modern English translations by Rosenthal (1996) and La Fontaine (1993). The main body of this book was written between 1460 and 1465, but it was not printed until 1490. There is an intense and long lasting debate around its authorship sprouting from its first edition, where its introduction states that the whole book is the work of Martorell (1413?-1468), while at the end it is stated that the last one fourth of the book is by Galba (?-1490), after the death of Martorell. Some of the authors that support the theory of single authorship are Riquer (1990), Chiner (1993) and Badia (1993), while some of those supporting the double authorship are Riquer (1947), Coromines (1956) and Ferrando (1995). For an overview of this debate, see Riquer (1990). Neither of the two candidate authors left any text comparable to the one under study, and therefore discriminant analysis can not be used to help classify chapters by author. By using sample texts encompassing about ten percent of the book, and looking at word length and at the use of 44 conjunctions, prepositions and articles, Ginebra and Cabos (1998) detect heterogeneities that might indicate the existence of two authors. By analyzing the diversity of the vocabulary, Riba and Ginebra (2000) estimates that stylistic boundary to be near chapter 383. Following the lead of the extensive literature, this paper looks into word length, the use of the most frequent words and into the use of vowels in each chapter of the book. Given that the features selected are categorical, that leads to three contingency tables of ordered rows and therefore to three sequences of multinomial observations. Section 2 explores these sequences graphically, observing a clear shift in their distribution. Section 3 describes the problem of the estimation of a suden change-point in those sequences, in the following sections we propose various ways to estimate change-points in multinomial sequences; the method in section 4 involves fitting models for polytomous data, the one in Section 5 fits gamma models onto the sequence of Chi-square distances between each row profiles and the average profile, the one in Section 6 fits models onto the sequence of values taken by the first component of the correspondence analysis as well as onto sequences of other summary measures like the average word length. In Section 7 we fit models onto the marginal binomial sequences to identify the features that distinguish the chapters before and after that boundary. Most methods rely heavily on the use of generalized linear models

Application for fault location in electrical power distribution systems

Fault location has been studied deeply for transmission lines due to its importance in power systems. Nowadays the problem of fault location on distribution systems is receiving special attention mainly because of the power quality regulations. In this context, this paper presents an application software developed in Matlabtrade that automatically calculates the location of a fault in a distribution power system, starting from voltages and currents measured at the line terminal and the model of the distribution power system data. The application is based on a N-ary tree structure, which is suitable to be used in this application due to the highly branched and the non- homogeneity nature of the distribution systems, and has been developed for single-phase, two-phase, two-phase-to-ground, and three-phase faults. The implemented application is tested by using fault data in a real electrical distribution power system

Análisis estratégico para la empresa

En este proyecto se realizará una investigación del método analítico, en donde se utilizará una herramienta descrita en el libro “Análisis estructural de sectores estratégicos” (Restrepo & Rivera, 2008) que permitirá comparar los sectores de la construcción y las variables de mercado, para poder plantear una estrategia adecuada que le permita a la empresa Redes y Proyectos de Energía S.A. ser competitiva y cumplir con las necesidades y expectativas de sus clientes. Por este motivo se ve la necesidad de proponer una estrategia de crecimiento para que Redes y Proyectos de Energía S.A., pueda orientarse estratégicamente y pueda llegar a ser una empresa corporativa sostenible y fuertemente posicionada en el sector de las instalaciones eléctricas de media y baja tensión, telecomunicaciones y automatización, puesto que el mismo, ha evolucionado y crecido de una manera acelerada, por lo cual se considera necesario incursionar en nuevos campos y estrategias para mantener su crecimiento y que pueda ser perdurable. Los estudios que van a permitir proponer estas tácticas se soportan en un análisis de aplicación de pruebas económicas como son: Análisis de Hacinamiento, Levantamiento de Panorama Competitivo, Análisis estructural de la Fuerzas del Mercado y Estudio de Competidores, (Restrepo & Rivera, 2006, pág. 29) en donde con un análisis estructural de sectores, se investigarán las necesidades del sector, exigencias de los clientes y se examinará que estará pasando con los competidores, para que se pueda precisar el modelo de negocio que la empresa debe seguir y plantear alternativas que generen un escenario futuro exitoso.

Estado situacional de los modelos basados en agentes y su impacto en la investigación organizacional

En un mundo hiperconectado, dinámico y cargado de incertidumbre como el actual, los métodos y modelos analíticos convencionales están mostrando sus limitaciones. Las organizaciones requieren, por tanto, herramientas útiles que empleen tecnología de información y modelos de simulación computacional como mecanismos para la toma de decisiones y la resolución de problemas. Una de las más recientes, potentes y prometedoras es el modelamiento y la simulación basados en agentes (MSBA). Muchas organizaciones, incluidas empresas consultoras, emplean esta técnica para comprender fenómenos, hacer evaluación de estrategias y resolver problemas de diversa índole. Pese a ello, no existe (hasta donde conocemos) un estado situacional acerca del MSBA y su aplicación a la investigación organizacional. Cabe anotar, además, que por su novedad no es un tema suficientemente difundido y trabajado en Latinoamérica. En consecuencia, este proyecto pretende elaborar un estado situacional sobre el MSBA y su impacto sobre la investigación organizacional.

Using problem-based learning for introducing producer theory and market structure in intermediate microeconomics

This paper shows how instructors can use the problem‐based learning method to introduce producer theory and market structure in intermediate microeconomics courses. The paper proposes a framework where different decision problems are presented to students, who are asked to imagine that they are the managers of a firm who need to solve a problem in a particular business setting. In this setting, the instructors’ role is to provide both guidance to facilitate student learning and content knowledge on a just‐in‐time basis

Aplicació de tècniques geofísiques electromagnètiques a la localització de zones afectades per abocaments incontrolats de residus

Increase of the metropolitan area of cities provoking a progressive settlement of zones that previously had a different territorial use. These zones are usually located within city houndaries and for many years have been affected hy the waste of many kinds of residues. Qualitative analysis of the electrical behaviour of soil, based on maps and cross sections of apparent conductivity, allows us to locate anomalies generated by the wastes. Moreover, the electrornagnetic techniques (EM-31 and EM-34 Geonics devices) are cheaper than other survey methods. Two examples in the campus of the University of Girona, in the southern area of Girona city, illustrate the environmental problem and the applicability of the geophysical method

Localización de faltas en sistemas de distribución de energía eléctrica usando métodos basados en el modelo y métodos basados en el conocimiento

La calidad de energía eléctrica incluye la calidad del suministro y la calidad de la atención al cliente. La calidad del suministro a su vez se considera que la conforman dos partes, la forma de onda y la continuidad. En esta tesis se aborda la continuidad del suministro a través de la localización de faltas. Este problema se encuentra relativamente resuelto en los sistemas de transmisión, donde por las características homogéneas de la línea, la medición en ambos terminales y la disponibilidad de diversos equipos, se puede localizar el sitio de falta con una precisión relativamente alta. En sistemas de distribución, sin embargo, la localización de faltas es un problema complejo y aún no resuelto. La complejidad es debida principalmente a la presencia de conductores no homogéneos, cargas intermedias, derivaciones laterales y desbalances en el sistema y la carga. Además, normalmente, en estos sistemas sólo se cuenta con medidas en la subestación, y un modelo simplificado del circuito. Los principales esfuerzos en la localización han estado orientados al desarrollo de métodos que utilicen el fundamental de la tensión y de la corriente en la subestación, para estimar la reactancia hasta la falta. Como la obtención de la reactancia permite cuantificar la distancia al sitio de falta a partir del uso del modelo, el Método se considera Basado en el Modelo (MBM). Sin embargo, algunas de sus desventajas están asociadas a la necesidad de un buen modelo del sistema y a la posibilidad de localizar varios sitios donde puede haber ocurrido la falta, esto es, se puede presentar múltiple estimación del sitio de falta. Como aporte, en esta tesis se presenta un análisis y prueba comparativa entre varios de los MBM frecuentemente referenciados. Adicionalmente se complementa la solución con métodos que utilizan otro tipo de información, como la obtenida de las bases históricas de faltas con registros de tensión y corriente medidos en la subestación (no se limita solamente al fundamental). Como herramienta de extracción de información de estos registros, se utilizan y prueban dos técnicas de clasificación (LAMDA y SVM). Éstas relacionan las características obtenidas de la señal, con la zona bajo falta y se denominan en este documento como Métodos de Clasificación Basados en el Conocimiento (MCBC). La información que usan los MCBC se obtiene de los registros de tensión y de corriente medidos en la subestación de distribución, antes, durante y después de la falta. Los registros se procesan para obtener los siguientes descriptores: a) la magnitud de la variación de tensión ( dV ), b) la variación de la magnitud de corriente ( dI ), c) la variación de la potencia ( dS ), d) la reactancia de falta ( Xf ), e) la frecuencia del transitorio ( f ), y f) el valor propio máximo de la matriz de correlación de corrientes (Sv), cada uno de los cuales ha sido seleccionado por facilitar la localización de la falta. A partir de estos descriptores, se proponen diferentes conjuntos de entrenamiento y validación de los MCBC, y mediante una metodología que muestra la posibilidad de hallar relaciones entre estos conjuntos y las zonas en las cuales se presenta la falta, se seleccionan los de mejor comportamiento. Los resultados de aplicación, demuestran que con la combinación de los MCBC con los MBM, se puede reducir el problema de la múltiple estimación del sitio de falta. El MCBC determina la zona de falta, mientras que el MBM encuentra la distancia desde el punto de medida hasta la falta, la integración en un esquema híbrido toma las mejores características de cada método. En este documento, lo que se conoce como híbrido es la combinación de los MBM y los MCBC, de una forma complementaria. Finalmente y para comprobar los aportes de esta tesis, se propone y prueba un esquema de integración híbrida para localización de faltas en dos sistemas de distribución diferentes. Tanto los métodos que usan los parámetros del sistema y se fundamentan en la estimación de la impedancia (MBM), como aquellos que usan como información los descriptores y se fundamentan en técnicas de clasificación (MCBC), muestran su validez para resolver el problema de localización de faltas. Ambas metodologías propuestas tienen ventajas y desventajas, pero según la teoría de integración de métodos presentada, se alcanza una alta complementariedad, que permite la formulación de híbridos que mejoran los resultados, reduciendo o evitando el problema de la múltiple estimación de la falta.

A collocation method for high frequency scattering by convex polygons

We consider the problem of scattering of a time-harmonic acoustic incident plane wave by a sound soft convex polygon. For standard boundary or finite element methods, with a piecewise polynomial approximation space, the computational cost required to achieve a prescribed level of accuracy grows linearly with respect to the frequency of the incident wave. Recently Chandler–Wilde and Langdon proposed a novel Galerkin boundary element method for this problem for which, by incorporating the products of plane wave basis functions with piecewise polynomials supported on a graded mesh into the approximation space, they were able to demonstrate that the number of degrees of freedom required to achieve a prescribed level of accuracy grows only logarithmically with respect to the frequency. Here we propose a related collocation method, using the same approximation space, for which we demonstrate via numerical experiments a convergence rate identical to that achieved with the Galerkin scheme, but with a substantially reduced computational cost.

A Galerkin boundary element method for high frequency scattering by convex polygons

In this paper we consider the problem of time-harmonic acoustic scattering in two dimensions by convex polygons. Standard boundary or finite element methods for acoustic scattering problems have a computational cost that grows at least linearly as a function of the frequency of the incident wave. Here we present a novel Galerkin boundary element method, which uses an approximation space consisting of the products of plane waves with piecewise polynomials supported on a graded mesh, with smaller elements closer to the corners of the polygon. We prove that the best approximation from the approximation space requires a number of degrees of freedom to achieve a prescribed level of accuracy that grows only logarithmically as a function of the frequency. Numerical results demonstrate the same logarithmic dependence on the frequency for the Galerkin method solution. Our boundary element method is a discretization of a well-known second kind combined-layer-potential integral equation. We provide a proof that this equation and its adjoint are well-posed and equivalent to the boundary value problem in a Sobolev space setting for general Lipschitz domains.

A combined BIE-FE method for the Stokes equations

A numerical algorithm for the biharmonic equation in domains with piecewise smooth boundaries is presented. It is intended for problems describing the Stokes flow in the situations where one has corners or cusps formed by parts of the domain boundary and, due to the nature of the boundary conditions on these parts of the boundary, these regions have a global effect on the shape of the whole domain and hence have to be resolved with sufficient accuracy. The algorithm combines the boundary integral equation method for the main part of the flow domain and the finite-element method which is used to resolve the corner/cusp regions. Two parts of the solution are matched along a numerical ‘internal interface’ or, as a variant, two interfaces, and they are determined simultaneously by inverting a combined matrix in the course of iterations. The algorithm is illustrated by considering the flow configuration of ‘curtain coating’, a flow where a sheet of liquid impinges onto a moving solid substrate, which is particularly sensitive to what happens in the corner region formed, physically, by the free surface and the solid boundary. The ‘moving contact line problem’ is addressed in the framework of an earlier developed interface formation model which treats the dynamic contact angle as part of the solution, as opposed to it being a prescribed function of the contact line speed, as in the so-called ‘slip models’. Keywords: Dynamic contact angle; finite elements; free surface flows; hybrid numerical technique; Stokes equations.

A comparison of cross-hole electrical and seismic data in fractured rock

Cross-hole anisotropic electrical and seismic tomograms of fractured metamorphic rock have been obtained at a test site where extensive hydrological data were available. A strong correlation between electrical resistivity anisotropy and seismic compressional-wave velocity anisotropy has been observed. Analysis of core samples from the site reveal that the shale-rich rocks have fabric-related average velocity anisotropy of between 10% and 30%. The cross-hole seismic data are consistent with these values, indicating that observed anisotropy might be principally due to the inherent rock fabric rather than to the aligned sets of open fractures. One region with velocity anisotropy greater than 30% has been modelled as aligned open fractures within an anisotropic rock matrix and this model is consistent with available fracture density and hydraulic transmissivity data from the boreholes and the cross-hole resistivity tomography data. However, in general the study highlights the uncertainties that can arise, due to the relative influence of rock fabric and fluid-filled fractures, when using geophysical techniques for hydrological investigations.

Dynamic load balancing for the distributed mining of molecular structures

In molecular biology, it is often desirable to find common properties in large numbers of drug candidates. One family of methods stems from the data mining community, where algorithms to find frequent graphs have received increasing attention over the past years. However, the computational complexity of the underlying problem and the large amount of data to be explored essentially render sequential algorithms useless. In this paper, we present a distributed approach to the frequent subgraph mining problem to discover interesting patterns in molecular compounds. This problem is characterized by a highly irregular search tree, whereby no reliable workload prediction is available. We describe the three main aspects of the proposed distributed algorithm, namely, a dynamic partitioning of the search space, a distribution process based on a peer-to-peer communication framework, and a novel receiverinitiated load balancing algorithm. The effectiveness of the distributed method has been evaluated on the well-known National Cancer Institute’s HIV-screening data set, where we were able to show close-to linear speedup in a network of workstations. The proposed approach also allows for dynamic resource aggregation in a non dedicated computational environment. These features make it suitable for large-scale, multi-domain, heterogeneous environments, such as computational grids.

Approximate factorization constraint preconditioners for saddle-point matrices

We consider the application of the conjugate gradient method to the solution of large, symmetric indefinite linear systems. Special emphasis is put on the use of constraint preconditioners and a new factorization that can reduce the number of flops required by the preconditioning step. Results concerning the eigenvalues of the preconditioned matrix and its minimum polynomial are given. Numerical experiments validate these conclusions.

Unification of the probe and singular sources methods for the inverse boundary value problem by the no-response test

In this article, we use the no-response test idea, introduced in Luke and Potthast (2003) and Potthast (Preprint) and the inverse obstacle problem, to identify the interface of the discontinuity of the coefficient gamma of the equation del (.) gamma(x)del + c(x) with piecewise regular gamma and bounded function c(x). We use infinitely many Cauchy data as measurement and give a reconstructive method to localize the interface. We will base this multiwave version of the no-response test on two different proofs. The first one contains a pointwise estimate as used by the singular sources method. The second one is built on an energy (or an integral) estimate which is the basis of the probe method. As a conclusion of this, the probe and the singular sources methods are equivalent regarding their convergence and the no-response test can be seen as a unified framework for these methods. As a further contribution, we provide a formula to reconstruct the values of the jump of gamma(x), x is an element of partial derivative D at the boundary. A second consequence of this formula is that the blow-up rate of the indicator functions of the probe and singular sources methods at the interface is given by the order of the singularity of the fundamental solution.

Surface determination of the air-earth electrical current density using co-located sensors of different geometry

A vertical conduction current flows in the atmosphere as a result of the global atmospheric electric circuit. The current at the surface consists of the conduction current and a locally generated displacement current, which are often approximately equal in magnitude. A method of separating the two currents using two collectors of different geometry is investigated. The picoammeters connected to the collectors have a RC time constant of approximately 3 s, permitting the investigation of higher frequency air-earth current changes than previously achieved. The displacement current component of the air-earth current derived from the instrument agrees with calculations using simultaneous data from a co-located fast response electric field mill. The mean value of the nondisplacement current measured over 9 h was 1.76 +/- 0.002 pA m(-2). (c) 2006 American Institute of Physics.