A robust poverty profile for Brazil using multiple data sources

This paper presents a poverty profile for Brazil, based on three different sources of household data for 1996. We use PPV consumption data to estimate poverty and indigence lines. “Contagem” data is used to allow for an unprecedented refinement of the country’s poverty map. Poverty measures and shares are also presented for a wide range of population subgroups, based on the PNAD 1996, with new adjustments for imputed rents and spatial differences in cost of living. Robustness of the profile is verified with respect to different poverty lines, spatial price deflators, and equivalence scales. Overall poverty incidence ranges from 23% with respect to an indigence line to 45% with respect to a more generous poverty line. More importantly, however, poverty is found to vary significantly across regions and city sizes, with rural areas, small and medium towns and the metropolitan peripheries of the North and Northeast regions being poorest.

The Brazilian real state market in 2012: robust growth or speculative bubble?

A forte alta dos imóveis no Brasil nos últimos anos iniciou um debate sobre a possível existência de uma bolha especulativa. Dada a recente crise do crédito nos Estados Unidos, é factível questionar se a situação atual no Brasil pode ser comparada à crise americana. Considerando argumentos quantitativos e fundamentais, examina-se o contexto imobiliário brasileiro e questiona-se a sustentabilidade em um futuro próximo. Primeiramente, analisou-se a taxa de aluguel e o nível de acesso aos imóveis e também utilizou-se um modelo do custo real para ver se o mercado está em equilíbrio o não. Depois examinou-se alguns fatores fundamentais que afetam o preço dos imóveis – oferta e demanda, crédito e regulação, fatores culturais – para encontrar evidências que justificam o aumento dos preços dos imóveis. A partir dessas observações tentou-se chegar a uma conclusão sobre a evolução dos preços no mercado imobiliário brasileiro. Enquanto os dados sugerem que os preços dos imóveis estão supervalorizados em comparação ao preço dos aluguéis, há evidências de uma legítima demanda por novos imóveis na emergente classe média brasileira. Um risco maior pode estar no mercado de crédito, altamente alavancado em relação ao consumidor brasileiro. No entanto, não se encontrou evidências que sugerem mais do que uma temporária estabilização ou correção no preço dos imóveis.

Semiparametric estimation and inference using doubly robust moment conditions

We study semiparametric two-step estimators which have the same structure as parametric doubly robust estimators in their second step. The key difference is that we do not impose any parametric restriction on the nuisance functions that are estimated in a first stage, but retain a fully nonparametric model instead. We call these estimators semiparametric doubly robust estimators (SDREs), and show that they possess superior theoretical and practical properties compared to generic semiparametric two-step estimators. In particular, our estimators have substantially smaller first-order bias, allow for a wider range of nonparametric first-stage estimates, rate-optimal choices of smoothing parameters and data-driven estimates thereof, and their stochastic behavior can be well-approximated by classical first-order asymptotics. SDREs exist for a wide range of parameters of interest, particularly in semiparametric missing data and causal inference models. We illustrate our method with a simulation exercise.

Robust monetary policy with the consumption - wealth channel

Robust Monetary Policy with the Consumption - Wealth Channel

Robust statistical modeling of portfolios

Atypical points in the data may result in meaningless e±cient frontiers. This follows since portfolios constructed using classical estimates may re°ect neither the usual nor the unusual days patterns. On the other hand, portfolios constructed using robust approaches are able to capture just the dynamics of the usual days, which constitute the majority of the business days. In this paper we propose an statistical model and a robust estimation procedure to obtain an e±cient frontier which would take into account the behavior of both the usual and most of the atypical days. We show, using real data and simulations, that portfolios constructed in this way require less frequent rebalancing, and may yield higher expected returns for any risk level.

Estudo comparativo do desempenho de controladores robustos aplicados a um sistema de tanques acoplados.

Currently the uncertain system has attracted much academic community from the standpoint of scientific research and also practical applications. A series of mathematical approaches emerge in order to troubleshoot the uncertainties of real physical systems. In this context, the work presented here focuses on the application of control theory in a nonlinear dynamical system with parametric variations in order and robustness. We used as the practical application of this work, a system of tanks Quanser associates, in a configuration, whose mathematical model is represented by a second order system with input and output (SISO). The control system is performed by PID controllers, designed by various techniques, aiming to achieve robust performance and stability when subjected to parameter variations. Other controllers are designed with the intention of comparing the performance and robust stability of such systems. The results are obtained and compared from simulations in Matlab-simulink.

Controle adaptativo robusto para um modelo desacoplado de um robô móvel

This thesis presents a new structure of robust adaptive controller applied to mobile robots (surface mobile robot) with nonholonomic constraints. It acts in the dynamics and kinematics of the robot, and it is split in two distinct parts. The first part controls the robot dynamics, using variable structure model reference adaptive controllers. The second part controls the robot kinematics, using a position controller, whose objective is to make the robot to reach any point in the cartesian plan. The kinematic controller is based only on information about the robot configuration. A decoupling method is adopted to transform the linear model of the mobile robot, a multiple-input multiple-output system, into two decoupled single-input single-output systems, thus reducing the complexity of designing the controller for the mobile robot. After that, a variable structure model reference adaptive controller is applied to each one of the resulting systems. One of such controllers will be responsible for the robot position and the other for the leading angle, using reference signals generated by the position controller. To validate the proposed structure, some simulated and experimental results using differential drive mobile robots of a robot soccer kit are presented. The simulator uses the main characteristics of real physical system as noise and non-linearities such as deadzone and saturation. The experimental results were obtained through an C++ program applied to the robot soccer kit of Microrobot team at the LACI/UFRN. The simulated and experimental results are presented and discussed at the end of the text

Performance evaluation on electronic control systemsfor field sprayers using programmable logic controllers

The aim of this study was to develop a laboratory method for time response evaluation on electronically controlled spray equipment using Programmable Logic Controllers (PLCs). For that purpose, a PLC controlled digital drive inverter was set up to drive an asynchronous electric motor linked to a centrifugal pump on a experimental sprayer equipped with electronic flow control. The PLC was operated via RS232 serial communication from a PC computer. A user program was written to control de motor by adjusting the following system variables, all related to the motor speed: time stopped; ramp up and ramp down times, time running at a given constant speed and ramp down time to stop the motor. This set up was used in conjunction with a data acquisition system to perform laboratory tests with an electronically controlled sprayer. Time response for pressure stabilization was measured while changing the pump speed by +/-20%. The results showed that for a 0.2 s ramp time increasing the motor speed, as an example, an AgLogix Flow Control system (Midwest Technologies Inc.) took 22 s in average to readjust the pressure. When decreasing the motor speed, this time response was down to 8 s. General results also showed that this kind of methodology could make easier the definition of standards for tests on electronically controlled application equipment.

Técnica de controle adaptativo robusto aplicada a filtros ativos de potência e paralelo

The Methods for compensation of harmonic currents and voltages have been widely used since these methods allow to reduce to acceptable levels the harmonic distortion in the voltages or currents in a power system, and also compensate reactive. The reduction of harmonics and reactive contributes to the reduction of losses in transmission lines and electrical machinery, increasing the power factor, reduce the occurrence of overvoltage and overcurrent. The active power filter is the most efficient method for compensation of harmonic currents and voltages. The active power filter is necessary to use current and voltage controllers loop. Conventionally, the current and voltage control loop of active filter has been done by proportional controllers integrative. This work, investigated the use of a robust adaptive control technique on the shunt active power filter current and voltage control loop to increase robustness and improve the performance of active filter to compensate for harmonics. The proposed control scheme is based on a combination of techniques for adaptive control pole placement and variable structure. The advantages of the proposed method over conventional ones are: lower total harmonic distortion, more flexibility, adaptability and robustness to the system. Moreover, the proposed control scheme improves the performance and improves the transient of active filter. The validation of the proposed technique was verified initially by a simulation program implemented in C++ language and then experimental results were obtained using a prototype three-phase active filter of 1 kVA

Uma abordagem indireta para o Controlador em Modo Dual Adaptativo Robusto

In this work is proposed an indirect approach to the DualMode Adaptive Robust Controller (DMARC), combining the typicals transient and robustness properties of Variable Structure Systems, more specifically of Variable Structure Model Reference Adaptive Controller (VS-MRAC), with a smooth control signal in steady-state, typical of conventional Adaptive Controllers, as Model Reference Adaptive Controller (MRAC). The goal is to provide a more intuitive controller design, based on physical plant parameters, as resistances, inertia moments, capacitances, etc. Furthermore, with the objective to follow the evolutionary line of direct controllers, it will be proposed an indirect version for the Binary Model Reference Adaptive Controller (B-MRAC), that was the first controller attemptting to act as MRAC as well as VS-MRAC, depending on a pre-defined fixed parameter

Algoritmos genéricos para otimização de uma arquitetura de controle inteligente híerárquico

A hierarchical fuzzy control scheme is applied to improve vibration suppression by using an electro-mechanical system based on the lever principle. The hierarchical intelligent controller consists of a hierarchical fuzzy supervisor, one fuzzy controller and one robust controller. The supervisor combines controllers output signal to generate the control signal that will be applied on the plant. The objective is to improve the performance of the electromechanical system, considering that the supervisor could take advantage of the different techniques based controllers. The robust controller design is based on a linear mathematical model. Genetic algorithms are used on the fuzzy controller and the supervisor tuning, which are based on non-linear mathematical model. In order to attest the efficiency of the hierarchical fuzzy control scheme, digital simulations were employed. Some comparisons involving the optimized hierarchical controller and the non-optimized hierarchical controller will be made to prove the efficiency of the genetic algorithms and the advantages of its use

Regulador automático de tensão robusto utilizando técnicas de controle adaptativo

The stability of synchronous generators connected to power grid has been the object of study and research for years. The interest in this matter is justified by the fact that much of the electricity produced worldwide is obtained with the use of synchronous generators. In this respect, studies have been proposed using conventional and unconventional control techniques such as fuzzy logic, neural networks, and adaptive controllers to increase the stabilitymargin of the systemduring sudden failures and transient disturbances. Thismaster thesis presents a robust unconventional control strategy for maintaining the stability of power systems and regulation of output voltage of synchronous generators connected to the grid. The proposed control strategy comprises the integration of a sliding surface with a linear controller. This control structure is designed to prevent the power system losing synchronism after a sudden failure and regulation of the terminal voltage of the generator after the fault. The feasibility of the proposed control strategy was experimentally tested in a salient pole synchronous generator of 5 kVA in a laboratory structure

A neural network approach for robust nonlinear parameter estimation in presence of unknown-but-bounded errors

Systems based on artificial neural networks have high computational rates due to the use of a massive number of simple processing elements and the high degree of connectivity between these elements. This paper presents a novel approach to solve robust parameter estimation problem for nonlinear model with unknown-but-bounded errors and uncertainties. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach. Copyright (C) 2000 IFAC.

A neural system to robust Nonlinear optimization subject to disjoint and constrained sets

The ability of neural networks to realize some complex nonlinear function makes them attractive for system identification. This paper describes a novel method using artificial neural networks to solve robust parameter estimation problems for nonlinear models with unknown-but-bounded errors and uncertainties. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach.

A novel approach to robust parameter estimation using neurofuzzy systems

A novel approach for solving robust parameter estimation problems is presented for processes with unknown-but-bounded errors and uncertainties. An artificial neural network is developed to calculate a membership set for model parameters. Techniques of fuzzy logic control lead the network to its equilibrium points. Simulated examples are presented as an illustration of the proposed technique. The result represent a significant improvement over previously proposed methods. (C) 1999 IMACS/Elsevier B.V. B.V. All rights reserved.