Follicular population on the estimation of the superovulatory response in Santa Ines sheep.

The aim was to verify the correlation between follicular population count, superovulatory response and the recovery of viable structures in the in vivo production of sheep embryos. In conclusion, there is a median correlation between follicular population observed by ultrasonography and viable recovered structures after superovulation protocol. Therefore, this tool is not indicated as a screening tool, alone, in the selection of Santa Inês sheep embryo donors.

Estimation of the satellite ephemerides of Saturn using optical navigation pictures of Cassini

The goal of this dissertation thesis is the estimation of the Saturnian satellites ephemerides using optical data of Cassini. In the first part we describe the software employed for the reduction of the images showing its main features and the accuracy that can be achieved comparing the results with published astrometry. Afterwards we describe the orbit determination problem (ODP) with particular focus on the weights selection for the estimation process. The third chapter describes the dynamical model used and the sources of potential errors in the residuals. The model have been validated trying to replicate JPL's published ephemerides SAT365, SAT375, SAT389 and SAT409. The final part investigates the residuals and the estimated ephemerides with particular focus on the giant moon Titan, the only in the solar system with an atmosphere other than the Earth. No astrometry have been retrieved in literature of Titan using optical observables, thus this represents one of the first investigations of the giant.

Estimation of the ephemerides and gravity fields of the Galilean moons through orbit determination of the JUICE mission

Jupiter and its moons are a complex dynamical system that include several phenomenon like tides interactions, moon's librations and resonances. One of the most interesting characteristics of the Jovian system is the presence of the Laplace resonance, where the orbital periods of Ganymede, Europa and Io maintain a 4:2:1 ratio respectively. It is interesting to study the role of the Laplace Resonance in the dynamic of the system, especially regarding the dissipative nature of the tidal interaction between Jupiter and its closest moon, Io. Numerous theories have been proposed regarding the orbital evolution of the Galilean satellites, but they disagree about the amount of dissipation of the system, therefore about the magnitude and the direction of the evolution of the system, mainly because of the lack of experimental data. The future JUICE space mission is a great opportunity to solve this dispute. JUICE is an ESA (European Space Agency) L-class mission (the largest category of missions in the ESA Cosmic Vision) that, at the beginning of 2030, will be inserted in the Jovian system and that will perform several flybys of the Galilean satellites, with the exception of Io. Subsequently, during the last part of the mission, it will orbit around Ganymede for nine months, with a possible extension of the mission. The data that JUICE will collect during the mission will have an exceptional accuracy, allowing to investigate several aspects of the dynamics the system, especially, the evolution of Laplace Resonance of the Galilean moons and its stability. This thesis will focus on the JUICE mission, in particular in the gravity estimation and orbit reconstruction of the Galilean satellites during the Jovian orbital phase using radiometric data. This is accomplished through an orbit determination technique called multi-arc approach, using the JPL's orbit determination software MONTE (Mission-analysis, Operations and Navigation Tool-kit Environment).

Small Area Estimation of Economic Security

The objective of this thesis is the small area estimation of an economic security indicator. Economic security is a complex concept that carries a variety of meanings. In the literature there is no a formal unambiguous definition for economic security and in this work we refer to the definition recently provided for its opposite, economic insecurity, as the “anxiety produced by the possible exposure to adverse economic events and by the anticipation of the difficulty to recover from them” (Bossert and D’Ambrosio, 2013). In the last decade interest for economic insecurity/security has grown constantly, especially since the financial crisis of 2008, but even more in the last year after the economic consequences due to the Covid-19 pandemic. In this research, economic security is measures through a longitudinal indicator that takes into account the income levels of Italian households, from 2014 to 2016. The target areas are groups of Italian provinces, for which the indicator is estimated using longitudinal data taken from EU-SILC survey. We notice that the sample size is too low to obtain reliable estimates for our target areas. Therefore we resort to some Small Area Estimation strategies to improve the reliability of the results. In particular we consider small area models specified at area level. Besides the basic Fay-Herriot area-level model, we propose to consider some longitudinal extensions, including time-specific random effects following an autoregressive processes of order 1 (AR1) and a moving average of order 1 (MA1). We found that all the small area models used show a significant efficiency gain, especially MA1 model.

Hyperspectral imaging and other optical techniques for (in-field/in-lab) physico-chemical attributes estimation of agri-food vegetal products

In the agri-food sector, measurement and monitoring activities contribute to high quality end products. In particular, considering food of plant origin, several product quality attributes can be monitored. Among the non-destructive measurement techniques, a large variety of optical techniques are available, including hyperspectral imaging (HSI) in the visible/near-infrared (Vis/NIR) range, which, due to the capacity to integrate image analysis and spectroscopy, proved particularly useful in agronomy and food science. Many published studies regarding HSI systems were carried out under controlled laboratory conditions. In contrast, few studies describe the application of HSI technology directly in the field, in particular for high-resolution proximal measurements carried out on the ground. Based on this background, the activities of the present PhD project were aimed at exploring and deepening knowledge in the application of optical techniques for the estimation of quality attributes of agri-food plant products. First, research activities on laboratory trials carried out on apricots and kiwis for the estimation of soluble solids content (SSC) and flesh firmness (FF) through HSI were reported; subsequently, FF was estimated on kiwis using a NIR-sensitive device; finally, the procyanidin content of red wine was estimated through a device based on the pulsed spectral sensitive photometry technique. In the second part, trials were carried out directly in the field to assess the degree of ripeness of red wine grapes by estimating SSC through HSI, and finally a method for the automatic selection of regions of interest in hyperspectral images of the vineyard was developed. The activities described above have revealed the potential of the optical techniques for sorting-line application; moreover, the application of the HSI technique directly in the field has proved particularly interesting, suggesting further investigations to solve a variety of problems arising from the many environmental variables that may affect the results of the analyses.

Simulation of optical observables for space missions to small bodies

The navigation of deep space spacecraft requires accurate measurement of the probe’s state and attitude with respect to a body whose ephemerides may not be known with good accuracy. The heliocentric state of the spacecraft is estimated through radiometric techniques (ranging, Doppler, and Delta-DOR), while optical observables can be introduced to improve the uncertainty in the relative position and attitude with respect to the target body. In this study, we analyze how simulated optical observables affect the estimation of parameters in an orbit determination problem, considering the case of the ESA’s Hera mission towards the binary asteroid system composed of Didymos and Dimorphos. To this extent, a shape model and a photometric function are used to create synthetic onboard camera images. Then, using a stereophotoclinometry technique on some of the simulated images, we create a database of maplets that describe the 3D geometry of the surface around a set of landmarks. The matching of maplets with the simulated images provides the optical observables, expressed as pixel coordinates in the camera frame, which are fed to an orbit determination filter to estimate a certain number of solve-for parameters. The noise introduced in the output optical observables by the image processing can be quantified using as a metric the quality of the residuals, which is used to fine-tune the maplet-matching parameters. In particular, the best results are obtained when using small maplets, with high correlation coefficients and occupation factors.

Bayesian Linear Regression for estimation of the Fractal Dimension of the Cerebral Cortex

The cerebral cortex presents self-similarity in a proper interval of spatial scales, a property typical of natural objects exhibiting fractal geometry. Its complexity therefore can be characterized by the value of its fractal dimension (FD). In the computation of this metric, it has usually been employed a frequentist approach to probability, with point estimator methods yielding only the optimal values of the FD. In our study, we aimed at retrieving a more complete evaluation of the FD by utilizing a Bayesian model for the linear regression analysis of the box-counting algorithm. We used T1-weighted MRI data of 86 healthy subjects (age 44.2 ± 17.1 years, mean ± standard deviation, 48% males) in order to gain insights into the confidence of our measure and investigate the relationship between mean Bayesian FD and age. Our approach yielded a stronger and significant (P < .001) correlation between mean Bayesian FD and age as compared to the previous implementation. Thus, our results make us suppose that the Bayesian FD is a more truthful estimation for the fractal dimension of the cerebral cortex compared to the frequentist FD.

Técnicas de diagnóstico de influência local na análise espacial da produtividade da soja

A modelagem da estrutura de dependência espacial pela abordagem da geoestatística é fundamental para a definição de parâmetros que definem esta estrutura, e que são utilizados na interpolação de valores em locais não amostrados pela técnica de krigagem. Entretanto, a estimação de parâmetros pode ser muito afetada pela presença de observações atípicas nos dados amostrados. O desenvolvimento deste trabalho teve por objetivo utilizar técnicas de diagnóstico de influência local em modelos espaciais lineares gaussianos, utilizados em geoestatística, para avaliar a sensibilidade dos estimadores de máxima verossimilhança e máxima verossimilhança restrita na presença de dados discrepantes. Estudos com dados experimentais mostraram que tanto a presença de valores atípicos como de valores considerados influentes, pela análise de diagnóstico, pode exercer forte influência nos mapas temáticos, alterando, assim, a estrutura de dependência espacial. As aplicações de técnicas de diagnóstico de influência local devem fazer parte de toda análise geoestatística a fim de garantir que as informações contidas nos mapas temáticos tenham maior qualidade e possam ser utilizadas com maior segurança pelo agricultor.

General results for the beta-modified Weibull distribution

We study in detail the so-called beta-modified Weibull distribution, motivated by the wide use of the Weibull distribution in practice, and also for the fact that the generalization provides a continuous crossover towards cases with different shapes. The new distribution is important since it contains as special sub-models some widely-known distributions, such as the generalized modified Weibull, beta Weibull, exponentiated Weibull, beta exponential, modified Weibull and Weibull distributions, among several others. It also provides more flexibility to analyse complex real data. Various mathematical properties of this distribution are derived, including its moments and moment generating function. We examine the asymptotic distributions of the extreme values. Explicit expressions are also derived for the chf, mean deviations, Bonferroni and Lorenz curves, reliability and entropies. The estimation of parameters is approached by two methods: moments and maximum likelihood. We compare by simulation the performances of the estimates from these methods. We obtain the expected information matrix. Two applications are presented to illustrate the proposed distribution.

Diagnostic techniques applied in geostatistics for agricultural data analysis

The structural modeling of spatial dependence, using a geostatistical approach, is an indispensable tool to determine parameters that define this structure, applied on interpolation of values at unsampled points by kriging techniques. However, the estimation of parameters can be greatly affected by the presence of atypical observations in sampled data. The purpose of this study was to use diagnostic techniques in Gaussian spatial linear models in geostatistics to evaluate the sensitivity of maximum likelihood and restrict maximum likelihood estimators to small perturbations in these data. For this purpose, studies with simulated and experimental data were conducted. Results with simulated data showed that the diagnostic techniques were efficient to identify the perturbation in data. The results with real data indicated that atypical values among the sampled data may have a strong influence on thematic maps, thus changing the spatial dependence structure. The application of diagnostic techniques should be part of any geostatistical analysis, to ensure a better quality of the information from thematic maps.

Adaptive Markov chain Monte Carlo and Bayesian filtering for state space models

This thesis is concerned with the state and parameter estimation in state space models. The estimation of states and parameters is an important task when mathematical modeling is applied to many different application areas such as the global positioning systems, target tracking, navigation, brain imaging, spread of infectious diseases, biological processes, telecommunications, audio signal processing, stochastic optimal control, machine learning, and physical systems. In Bayesian settings, the estimation of states or parameters amounts to computation of the posterior probability density function. Except for a very restricted number of models, it is impossible to compute this density function in a closed form. Hence, we need approximation methods. A state estimation problem involves estimating the states (latent variables) that are not directly observed in the output of the system. In this thesis, we use the Kalman filter, extended Kalman filter, Gauss–Hermite filters, and particle filters to estimate the states based on available measurements. Among these filters, particle filters are numerical methods for approximating the filtering distributions of non-linear non-Gaussian state space models via Monte Carlo. The performance of a particle filter heavily depends on the chosen importance distribution. For instance, inappropriate choice of the importance distribution can lead to the failure of convergence of the particle filter algorithm. In this thesis, we analyze the theoretical Lᵖ particle filter convergence with general importance distributions, where p ≥2 is an integer. A parameter estimation problem is considered with inferring the model parameters from measurements. For high-dimensional complex models, estimation of parameters can be done by Markov chain Monte Carlo (MCMC) methods. In its operation, the MCMC method requires the unnormalized posterior distribution of the parameters and a proposal distribution. In this thesis, we show how the posterior density function of the parameters of a state space model can be computed by filtering based methods, where the states are integrated out. This type of computation is then applied to estimate parameters of stochastic differential equations. Furthermore, we compute the partial derivatives of the log-posterior density function and use the hybrid Monte Carlo and scaled conjugate gradient methods to infer the parameters of stochastic differential equations. The computational efficiency of MCMC methods is highly depend on the chosen proposal distribution. A commonly used proposal distribution is Gaussian. In this kind of proposal, the covariance matrix must be well tuned. To tune it, adaptive MCMC methods can be used. In this thesis, we propose a new way of updating the covariance matrix using the variational Bayesian adaptive Kalman filter algorithm.

Estimating the Tobit Model with Serial Correlation: an Operational Approach

Several Authors Have Discussed Recently the Limited Dependent Variable Regression Model with Serial Correlation Between Residuals. the Pseudo-Maximum Likelihood Estimators Obtained by Ignoring Serial Correlation Altogether, Have Been Shown to Be Consistent. We Present Alternative Pseudo-Maximum Likelihood Estimators Which Are Obtained by Ignoring Serial Correlation Only Selectively. Monte Carlo Experiments on a Model with First Order Serial Correlation Suggest That Our Alternative Estimators Have Substantially Lower Mean-Squared Errors in Medium Size and Small Samples, Especially When the Serial Correlation Coefficient Is High. the Same Experiments Also Suggest That the True Level of the Confidence Intervals Established with Our Estimators by Assuming Asymptotic Normality, Is Somewhat Lower Than the Intended Level. Although the Paper Focuses on Models with Only First Order Serial Correlation, the Generalization of the Proposed Approach to Serial Correlation of Higher Order Is Also Discussed Briefly.

Option pricing in market models driven by telegraph processes with jumps

Esta tesis está dividida en dos partes: en la primera parte se presentan y estudian los procesos telegráficos, los procesos de Poisson con compensador telegráfico y los procesos telegráficos con saltos. El estudio presentado en esta primera parte incluye el cálculo de las distribuciones de cada proceso, las medias y varianzas, así como las funciones generadoras de momentos entre otras propiedades. Utilizando estas propiedades en la segunda parte se estudian los modelos de valoración de opciones basados en procesos telegráficos con saltos. En esta parte se da una descripción de cómo calcular las medidas neutrales al riesgo, se encuentra la condición de no arbitraje en este tipo de modelos y por último se calcula el precio de las opciones Europeas de compra y venta.

Estudos de estratégias de identificação paramétrica para detecção e diagnóstico de faltas em um processo industrial do tipo tanques comunicantes

Esta dissertação apresenta uma técnica para detecção e diagnósticos de faltas incipientes. Tais faltas provocam mudanças no comportamento do sistema sob investigação, o que se reflete em alterações nos valores dos parâmetros do seu modelo matemático representativo. Como plataforma de testes, foi elaborado um modelo de um sistema industrial em ambiente computacional Matlab/Simulink, o qual consiste em uma planta dinâmica composta de dois tanques comunicantes entre si. A modelagem dessa planta foi realizada através das equações físicas que descrevem a dinâmica do sistema. A falta, a que o sistema foi submetido, representa um estrangulamento gradual na tubulação de saída de um dos tanques. Esse estrangulamento provoca uma redução lenta, de até 20 %, na seção desse tubo. A técnica de detecção de falta foi realizada através da estimação em tempo real dos parâmetros de modelos Auto-regressivos com Entradas Exógenas (ARX) com estimadores Fuzzy e de Mínimos Quadrados Recursivos. Já, o diagnóstico do percentual de entupimento da tubulação foi obtido por um sistema fuzzy de rastreamento de parâmetro, realimentado pela integral do resíduo de detecção. Ao utilizar essa metodologia, foi possível detectar e diagnosticar a falta simulada em três pontos de operação diferentes do sistema. Em ambas as técnicas testadas, o método de MQR teve um bom desempenho, apenas para detectar a falta. Já, o método que utilizou estimação com supervisão fuzzy obteve melhor desempenho, em detectar e diagnosticar as faltas aplicadas ao sistema, constatando a proposta do trabalho.

Transformação de coordenadas com modelagem de distorções entre SAD69 e SIRGAS2000 com o uso de Thin-Plate Splines

Several countries have been passed by change processes in their fundamental geodesic structure with the focus on the adoption of geocentric reference systems. In Brazil, the adoption of the SIRGAS2000 evolves the coexistence of two realizations from the COrrego Alegre system, two realizations from the SAD69 system and one realization from the SIRGAS2000 system. To make use of products in the old reference systems, methods of coordinate transformation between the existent reference frames are necessary. So, in this paper one solution for the transformation between coordinates from different reference frames, based on Thin-Plate Splines (TPS), that allows the estimation of parameters from one linear transformation and also one non-linear model is presented. The TPS model was developed to work with tridimensional coordinates and in this paper the results and analysis are performed with simulated data and also with data from the official Brazilian Geodetic System (SGB). In the check points from SAD69 stations (realization of 1996 - SAD69/96), the values of RMSE obtained were of 78,2 mm in latitude and 67,5 mm in longitude, before the transformation to the SIRGAS2000. In the comparison between the TPS model and ProGriD (Brazilian software provided by IBGE), the statistical indicators were reduced in 97%, by using the TPS model. Based in the obtained results from real dataset, the TPS model appears to be promising, since it allows improving the quality of transformation process with simultaneous distortion modeling.